GB2REG: Stata module to perform Regression with a GB2 Error Term

Jake Orchard ()

Statistical Software Components from Boston College Department of Economics

Abstract: gb2reg fits a model of the log of depvar on indepvars using maximum likelihood with an error term distributed as a gb2. The parameter delta varies with the independent variables. The other parameters can also vary with the independent variables if the sigma(), p(), and q() options are used. All values of the dependent variable must be positive.

Language: Stata
Requires: Stata version 13
Keywords: regression; beta distribution; second kind (search for similar items in EconPapers)
Date: 2016-08-13
Note: This module should be installed from within Stata by typing "ssc install gb2reg". 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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http://fmwww.bc.edu/repec/bocode/g/gb2reg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gb2reg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/llf_gb2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/llf_gg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/llf_ln.ado program code (text/plain)

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