Fitting lognormal, pareto and general pareto distributions to a variable

[Badar Nadeem]

Dear Statalists

I have two questions about the subject matter:

1. I want to estimate parameters for lognormal, pareto and general pareto distributions of my variable. I am unable to find specific Stata commands that can help me to estimate these parameters. Can anyone help?

2. I want to plot actual data of my variable against reference plots of above three distributions on the same graph. How can I do it?


Response is highly appreciated!


Best Regards

Badar

[Stephen Jenkins]

Welcome to the Forum. As the FAQ recommends, before posting please indicate what searches you have already undertaken. There is plenty of material around.

search pareto, all
search lognormal, all

would have led amongst other things to paretofit, extreme, and lognfit, plus associated PP and QQ plot programs.

[Badar Nadeem]

Dear Stephen Jenkins

Thanks for your last post to my query. It has helped me to estimate required distributions. I further want to estimate double pareto lognormal distribution. I tried to find some command of Stata for this purpose, but failed. Can you help in this regard?


Best Regards,

Badar

[Nick Cox]

"double Pareto lognormal": I guess you need to write that program yourself.

[Badar Nadeem]

Dear Nick Cox thanks for your above post. Can you suggest a starting point to write it.

Second, I do can estimate exponential distribution of a variable in Stata, but I wonder whether is there any command available to estimate q-exponential distribution of a variable?

Best Regards,

Badar

[Nick Cox]

Sorry, no: I have not read up on either distribution you mention and so have no specific suggestions.

Using search in Stata will locate what there is, and there may be no previous work.