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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

Abstract: gevfit fits a three parameter gev distribution, optionally as dependent on covariates.

Language: Stata
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
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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)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456892

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