MGBE: Stata module to compute Multimodel Generalized Beta Estimator

Yutong Duan () and Paul von Hippel
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Yutong Duan: University of Texas at Austin

Statistical Software Components from Boston College Department of Economics

Abstract: mgbe implements 10 Generalized Beta family distributions and uses multimodel inference to obtain estiamtes from the best fitting models. mgbe assumes that the data are "binned" (a.k.a. grouped, bracketed, interval-censored) so that each row reports how many cases have values in the interval (min,max). Binned data are commonly used to summarize the distribution of income or wealth across individuals, households, or families. From the binned data, mgbe estimates summary statistics including the mean, median, standard deviation, Gini, Theil, and other inequality statistics.

Language: Stata
Requires: Stata version 14.1, egen_inequal and savesome from SSC (q.v.)
Keywords: Beta distribution; inequality; Gini; Theil (search for similar items in EconPapers)
Date: 2016-06-03, Revised 2019-09-14
Note: This module should be installed from within Stata by typing "ssc install mgbe". 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)

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http://fmwww.bc.edu/repec/bocode/m/mgbe.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mgbe_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mgbeFile-URL:ht ... pec/bocode/_/cdf.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/m/mgbe.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mgbe_1.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/c/counties.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/m/mgbe_quantiles.dta sample data file (application/x-stata)

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