INVGAUSSFIT: Stata module to fit a two-parameter inverse Gaussian distribution

Nicholas Cox () and Stephen Jenkins ()

Statistical Software Components from Boston College Department of Economics

Abstract: invgaussfit fits a two-parameter inverse Gaussian distribution with a location parameter and a scale parameter, optionally as dependent on covariates. invgausscf does the same using closed form solutions, except that no covariates are allowed. Stata 8.1 is required for both. qinvgauss and pinvgauss plot q-q and p-p plots for observed data versus results from a fitted inverse Gaussian. Stata 9 is required for both. Various Mata functions for the inverse Gaussian for density, cdf and quantile (inverse cdf) calculations are included in the code for qinvgauss.

Language: Stata
Requires: Stata version 8.1 (9 for qinvgauss, pinvgauss)
Keywords: inverse Gaussian distribution; maximum likelihood (search for similar items in EconPapers)
Date: 2006-12-15
Note: This module may be installed from within Stata by typing "ssc install invgaussfit". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/invgaussfit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/invgaussfit.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/invgaussfit_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/invgausscf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/invgausscf.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pinvgauss.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pinvgauss.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qinvgauss.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qinvgauss.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456799

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