GIVGAUSS2: Stata module to estimate generalized two-parameter inverse Gaussian regression

Statistical Software Components from Boston College Department of Economics

Abstract: givgauss2 fits a maximum-likelihood generalized 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. givgauss2 can also be used with models having a positive continuous response.

Language: Stata
Requires: Stata version 9.1
Keywords: Gaussian regression; maximum likelihood; count data; Poisson (search for similar items in EconPapers)
Date: Written 2005-10-23
Note: This module may be installed from within Stata by typing "ssc install givgauss2". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/givgauss2.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/g/givgauss2.hlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().