GB2FIT: Stata module to fit Generalized Beta of the Second Kind distribution by maximum likelihood

Stephen Jenkins

Statistical Software Components from Boston College Department of Economics

Abstract: gb2fit fits by ML the 4 parameter Generalized Beta distribution of the second kind (GB2) to sample observations on a random variable. gb2pred calculates statistics summarizing a GB2 distribution which has been fitted using gb2fit. Unit record data are assumed (rather than grouped data). The Singh-Maddala (1976) distribution is the special case when parameter p = 1, and the Dagum (1977, 1980) distribution is the special case when parameter q = 1. The GB2 distribution has been shown to provide a good fit to data on income but, of course, it might also be suitable for describing any skewed variable, not only income.

Language: Stata
Requires: Stata version 8.2
Keywords: Generalized Beta of the Second Kind; GB2; inequality; maximum likelihood (search for similar items in EconPapers)
Date: 2007-03-16, Revised 2012-07-17
Note: This module should be installed from within Stata by typing "ssc inst gb2fit". 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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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gb2fit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gb2fit_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gb2fit.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gb2pred.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gb2pred.hlp help file (text/plain)

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