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GEVFIT: Stata module to module to fit a generalized extreme value distribution by maximum likelihood

Author

Listed:
  • Scott Merryman

    (Risk Management Agency, USDA)

  • David Roodman

Programming Language

Stata

Abstract

gevfit fits a three parameter gev distribution, optionally as dependent on covariates.

Suggested Citation

  • Scott Merryman & David Roodman, 2007. "GEVFIT: Stata module to module to fit a generalized extreme value distribution by maximum likelihood," Statistical Software Components S456892, Boston College Department of Economics, revised 21 Sep 2014.
    • Handle: RePEc:boc:bocode:s456892
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/gevfit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gevfit_lf2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gevfit.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/y/yearly_rain.dta
    File Function: sample data file
    Download Restriction: no
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