English, Article edition: INVGAMMAFIT: Stata module to fit a two-parameter inverse gamma distribution Nicholas J. Cox; Stephen P. Jenkins

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Bookmark: http://trove.nla.gov.au/version/175768
Physical Description
  • code
Language
  • English

Edition details

Title
  • INVGAMMAFIT: Stata module to fit a two-parameter inverse gamma distribution
Author
  • Nicholas J. Cox
  • Stephen P. Jenkins
Physical Description
  • code
Notes
  • invgammafit fits a two-parameter inverse gamma distribution with a shape parameter and a scale parameter, optionally as dependent on covariates. qinvgamma and pinvgamma plot q-q and p-p plots for observed data versus results from a fitted inverse gamma. Various Mata functions for the inverse gamma are also included.
  • inverse gamma distribution, reciprocal gamma distribution, Pearson Type V distribution, Vinci distribution, maximum likelihood
  • RePEc:boc:bocode:s456889
Language
  • English
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