REGMAIN: Stata module to perform Quasi-Maximum Likelihood Regression

Jonathan Jensen ()
Additional contact information
Jonathan Jensen: MIT

Statistical Software Components from Boston College Department of Economics

Abstract: regmain allows the user to run regressions specifying a specific distribution for the error term. This program also calculates distributional parameters and displays graphically the fit of the distribution. Users can also compare the fit of various distributions within the same distribution family.

Language: Stata
Requires: Stata version 12
Keywords: regression; maximum likelihood; QML (search for similar items in EconPapers)
Date: 2019-07-31
Note: This module should be installed from within Stata by typing "ssc install regmain". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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