INVGAMMAFIT: Stata module to fit a two-parameter inverse gamma distribution

Nicholas Cox and Stephen Jenkins

Statistical Software Components from Boston College Department of Economics

Abstract: invgammafit fits a two-parameter inverse gamma distribution with a shape parameter and a scale parameter, optionally as dependent on covariates. qinvgamma and pinvgamma plot q-q and p-p plots for observed data versus results from a fitted inverse gamma. Various Mata functions for the inverse gamma are also included.

Language: Stata
Requires: Stata version 8.1 (9 for Mata functions)
Keywords: inverse gamma distribution; reciprocal gamma distribution; Pearson Type V distribution; Vinci distribution; maximum likelihood (search for similar items in EconPapers)
Date: 2007-11-08, Revised 2011-08-21
Note: This module should be installed from within Stata by typing "ssc install invgammafit". 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 (2)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/invgammafit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/invgammafit.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/invgammafit_lf.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/invgamma.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pinvgamma.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qinvgamma.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pinvgamma.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qinvgamma.hlp help file (text/plain)

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