*! version 1.0.3 February 21 2009 Scott Merryman *! Based on on -betafit- by Cox, Jenkins, and Buis * version 1.0.2 December 28, 2007 Maarten L. Buis * version 1.0.1 November 02, 2007 Scott Merryman program gevfit , eclass byable(recall) version 10.0 syntax varlist(max=1) [if] [in] [fw aw] , [SCalevar(varlist numeric) SHapevar(varlist numeric) LOcationvar(varlist numeric) /// Robust Cluster(varname) Level(integer $S_level) noLOG * ] marksample touse local y "`varlist'" local title "ML fit of GEV " local wtype `weight' local wtexp `"`exp'"' if "`weight'" != "" local wgt `"[`weight'`exp']"' if "`cluster'" != "" { local robust "robust" local clopt "cluster(`cluster')" } if "`level'" != "" local level "level(`level')" local log = cond("`log'" == "", "noisily", "quietly") mlopts mlopts, `options' global S_MLy "`y'" `log' ml model lf gevfit_lf (scale:`scalevar') (shape:`shapevar') (location:`locationvar') `wgt' if `touse' , /// maximize collinear title(`title') /// `robust' search(on) `clopt' `level' `mlopts' `stdopts' `modopts' eret local cmd "gevfit" eret local depvar "`y'" tempname b bscale bshape bloc mat `b' = e(b) mat `bscale' = `b'[1,"scale:"] local nscale = colsof(`bscale') mat `bshape' = `b'[1,"shape:"] local nshape = colsof(`bshape') mat `bloc' = `b'[1,"location:"] local nloc = colsof(`bloc') eret matrix b_scale = `bscale' eret matrix b_shape = `bshape' eret matrix b_location = `bloc' eret scalar length_b_scale = `nscale' eret scalar length_b_shape = `nshape' eret scalar length_b_location = `nloc' if ("`scalevar'`shapevar'`locationvar'"!="" ) { eret scalar nocov = 0 } if "`scalevar'`shapevar'`locationvar'"=="" { tempname e mat `e' = e(b) local scale = `e'[1,1] local shape = `e'[1,2] local location = `e'[1,3] eret scalar bscale = `scale' eret scalar bshape = `shape' eret scalar blocation = `location' eret scalar nocov = 1 } Display, `level' `diopts' end program Display syntax [, Level(int $S_level) *] local diopts "`options'" ml display, level(`level') `diopts' if `level' < 10 | `level' > 99 local level = 95 end