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PARETOFIT: Stata module to fit a Type 1 Pareto distribution

Author

Listed:
  • Stephen P. Jenkins

    (London School of Economics and Political Science)

  • Philippe Van Kerm

    (CEPS/INSTEAD, Differdange)

Programming Language Stata Abstract
paretofit fits by ML a Pareto (Type I) distribution to sample observations on a random variable. Unit record data are assumed (rather than grouped data).

Suggested Citation

  • Stephen P. Jenkins & Philippe Van Kerm, 2007. "PARETOFIT: Stata module to fit a Type 1 Pareto distribution," Statistical Software Components S456832, Boston College Department of Economics, revised 11 Nov 2015.
    • Handle: RePEc:boc:bocode:s456832
    Note: This module should be installed from within Stata by typing "ssc install paretofit". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/paretofit.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/paretofit_ll.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/paretofit.hlp
    File Function: program code
    Download Restriction: no
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    Citations

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    Cited by:

    1. Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
    2. Franziska Bremus & Claudia M. Buch & Katheryn N. Russ & Monika Schnitzer, 2018. "Big Banks and Macroeconomic Outcomes: Theory and Cross‐Country Evidence of Granularity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1785-1825, December.
    3. Eckerstorfer, Paul & Steiner, Viktor & Wakolbinger, Florian, 2013. "Steuerreformvorschläge in der Diskussion: Eine Mikrosimulationsanalyse der Aufkommens-, Beschäftigungs- und Verteilungswirkungen für Österreich," Discussion Papers 2013/17, Free University Berlin, School of Business & Economics.

    More about this item

    Keywords

    Pareto distribution; Stata;

    Statistics

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