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GB2REG: Stata module to perform Regression with a GB2 Error Term

Author

Listed:
  • Jake Orchard

Programming Language

Stata

Abstract

gb2reg fits a model of the log of depvar on indepvars using maximum likelihood with an error term distributed as a gb2. The parameter delta varies with the independent variables. The other parameters can also vary with the independent variables if the sigma(), p(), and q() options are used. All values of the dependent variable must be positive.

Suggested Citation

  • Jake Orchard, 2016. "GB2REG: Stata module to perform Regression with a GB2 Error Term," Statistical Software Components S458223, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458223
    Note: This module should be installed from within Stata by typing "ssc install gb2reg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/gb2reg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/gb2reg.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/l/llf_gb2.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/l/llf_gg.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/l/llf_ln.ado
    File Function: program code
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