GEVFIT: Stata module to module to fit a generalized extreme value distribution by maximum likelihood
Scott Merryman () and
David Roodman ()
Statistical Software Components from Boston College Department of Economics
gevfit fits a three parameter gev distribution, optionally as dependent on covariates.
Requires: Stata version 11
Keywords: generalized extreme value distribution; maximum likelihood (search for similar items in EconPapers)
Date: 2007-11-28, Revised 2014-09-21
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gevfit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gevfit_lf2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gevfit.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/y/yearly_rain.dta sample data file (application/x-stata)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456892
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().