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PGAMMA: Stata module to generate probability plot for data vs fitted gamma distribution

Author

Listed:
  • Nicholas J. Cox

    (University of Durham)

Programming Language

Stata

Abstract

pgamma produces a probability plot compared with a two-parameter gamma distribution with a shape parameter and a scale parameter. Fitting is done quietly by gammafit, which should be installed separately. These programs all require Stata 8. Also included is the previous version, now renamed as pgamma4, which may be used in Stata 4 through 7. Estimation may be performed using gamma4, available as part of the gammafit package. Note: there is no connection between this package and official Stata command gamma.

Suggested Citation

  • Nicholas J. Cox, 1998. "PGAMMA: Stata module to generate probability plot for data vs fitted gamma distribution," Statistical Software Components S336202, Boston College Department of Economics, revised 17 May 2011.
    • Handle: RePEc:boc:bocode:s336202
    Note: This module may be installed from within Stata by typing "ssc install pgamma". 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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/pgamma.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/pgamma.hlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/pgamma4.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/pgamma4.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Vladimir Hlasny, 2021. "Parametric representation of the top of income distributions: Options, historical evidence, and model selection," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 1217-1256, September.

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