Dear all,
I am using the command skewtreg from SJ to fit a skew t distribution. Subsequently, I run the command skewrplot, fitted from SJ, which plots the density of fitted values, which corresponds to the PDF (the ado file of the command calls such variable "stfit"). I would like to plot the PPF (or quantile function), which is the inverse of the CDF. Does Stata have any package that computes the PPF of a skew t distribution? If not, is there an easy way to code this part?
Many thanks,
Marco
Related Posts with Percentage point function of skew t distribution
esttab? Hi, I have 4 groups of individuals and I want to analyze if there are differences for a long list o…
Creating lags of many variables all at onceHow can I efficiently create new variables for lags of many variables in my dataset? Say for example…
Weird dfbetas after regress with case specific dummiesHello Statalisters, I noticed some strange behaviour of dfbeta after regress: when I want to correc…
Problem with loop matching treatment to control based on logoddsHi all, I am in need of some help with a loop that I am trying to run. I am implementing propensity…
LCA - mix of categorical and continuous indicatorsDear Stata Users. Is there a way in Stata to include a mix of categorical and continuous indicators …
Subscribe to:
Post Comments (Atom)
0 Response to Percentage point function of skew t distribution
Post a Comment