Fitting a power law

[Liza]

Dear all,

I have to check if the cumulative distribution of a variable x is consistent with a power law or a log-normal distribution. Using the command "cumul" I obtained the cumulative distribution of my empirical data. using the command "lognfit" I obtained the cdf for the log-normal distribution. How can I do the same exercise for the power law distribution using Stata? I am using Stata 12.

Thanks in advance!

Best regards,

Liza vieira

[Michal Brzezinski]

Try paretofit.

[David Radwin]

Also see http://www.stata-journal.com/article...article=st0142 .

[Nick Cox]

And http://www.stata-journal.com/article...article=gr0018

[Liza]

Dear all,

Thanks for your help!

Best regards