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MARGDISTFIT: Stata module to check the distributional assumptions underlying a parametric regression model

Maarten Buis ()

Statistical Software Components from Boston College Department of Economics

Abstract: margdistfit checks the distributional assumptions underlying a parametric regression model by displaying a graph that compares the distribution of dependent variable with the marginal distribution implied by the model. The idea behind a parametric regression model is that it assumes a distribution for the dependent variable, and this distribution can be described in terms of a small number of parameters, e.g. the mean and the standard deviation in case of the normal/Gaussian distribution. One or more of these distribution parameters, typically the mean, is allowed to differ from observation to observation depending on the values of the explanatory variables. So the marginal distribution of the dependent variable implied by the model is a mixture distribution of N distributions, such that each component distribution gets the parameters of one of the observations in the data.

Language: Stata
Requires: Stata version 10.1
Keywords: distribution; assumption; regression; qq-plot; pp-plot (search for similar items in EconPapers)
Date: 2011-11-16, Revised 2012-06-19
Note: This module should be installed from within Stata by typing "ssc install margdistfit". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/margdistfit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_betacumul_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_betapp_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_betaqq_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_normcumul_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_normpp_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_normqq_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_ex.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_poissonpp_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_poissonqq_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_poissoncumul_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_poissonhangroot_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb1pp_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb1qq_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb1cumul_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb1hangroot_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb2pp_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb2qq_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb2cumul_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_nb2hangroot_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_zippp_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_zipqq_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_zipcumul_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_ziphangroot_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_zinbpp_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_zinbqq_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_zinbcumul_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_zinbhangroot_prep.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_approxF.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_invert.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_beta.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_norm.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_discr.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_nb1.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_nb2.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_poisson.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_zinb.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/margdistfit_mata_zip.do sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_betahangroot_prep.ado sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_normhangroot_prep.ado sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/marg_parsamp.ado sample do file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lmargdistfit.mlib Mata object library (application/x-stata)

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