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stata - Beta分布alpha和beta的Stata识别

问题描述

当数据加载到Stata变量名出现时，显然我可以制作一个直方图来查看分布：

histogram *variablename*

但是，如果一个分布看起来是一个 beta 分布，那么如何找到 alpha 和 beta 呢？

标签： stata

解决方案

betafit从 SSC 做到这一点。在 Stata 中输入

 . search beta

会指出这一点（实际上还有很多）。

例子：

. clear

. set seed 2803

. set obs 100
number of observations (_N) was 0, now 100

. gen y = rbeta(2, 2)


. ssc install betafit
checking betafit consistency and verifying not already installed...
installing into !!! 
installation complete.

. betafit y

Iteration 0:   log likelihood =  12.898998  
Iteration 1:   log likelihood =  13.093709  
Iteration 2:   log likelihood =  13.094329  
Iteration 3:   log likelihood =  13.094329  

ML fit of beta (alpha, beta)                    Number of obs     =        100
                                                Wald chi2(0)      =          .
Log likelihood =  13.094329                     Prob > chi2       =          .

------------------------------------------------------------------------------
           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
alpha        |
       _cons |   1.945302   .2606829     7.46   0.000     1.434373    2.456232
-------------+----------------------------------------------------------------
beta         |
       _cons |    2.11004   .2854789     7.39   0.000     1.550512    2.669568
------------------------------------------------------------------------------

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