GUMBELFIT: Stata module to fit a two-parameter Gumbel distribution

Nicholas Cox () and Stephen Jenkins ()

Statistical Software Components from Boston College Department of Economics

Abstract: gumbelfit fits a two-parameter Gumbel distribution with a scale parameter and a location parameter, optionally as dependent on covariates. pgumbel produces a probability plot compared with a two-parameter Gumbel distribution. qgumbel plots the quantiles of a variable against the quantiles of a two-parameter Gumbel distribution. These programs all require Stata 8.

Language: Stata
Requires: Stata version 8.0
Keywords: Gumbel; distributions; extreme values; q-q plots; p-p plots; probability plots; diagnostic plots; graphics (search for similar items in EconPapers)
Date: 2003-11-17
Note: This module may be installed from within Stata by typing "ssc install gumbelfit". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gumbelfit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gumbelfit.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gumbelfit_lf.ado help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pgumbel.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pgumbel.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qgumbel.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qgumbel.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s435302

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