IVGAUSS2: Stata module to estimate two-parameter log-inverse Gaussian regression

Statistical Software Components from Boston College Department of Economics

Abstract: ivgauss2 fits a maximum-likelihood 2-parameter log-inverse Gaussian regression model of depvar on indepvars, where depvar is a non-negative count variable. The program may be used to model under-dispersed Poisson count data. Under-dispersion is indicated if the scale parameter, phi, is greater than 1; values under 1 indicate over-dispersion. Other methods are available for modeling overdispersed Poisson data, including the negative binomial, but few methods are commonly available to deal with under-dispersion. ivgauss2 can also be used with models having a positive continuous response.

Language: Stata
Requires: Stata version 9.1
Keywords: Gaussian regression; log-inverse; maximum likelihood; count data; Poisson (search for similar items in EconPapers)
Date: Written 2005-10-12
Note: This module may be installed from within Stata by typing "ssc install ivgauss2". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/ivgauss2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivgln_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivgauss2.hlp help file (text/plain)

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