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help for lognpred                               Stephen P. Jenkins (April 2004)
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Prediction following fitting of a lognormal distribution

        lognpred [if exp] [in range] [ , mval(value list1) vval(value list2)
                 mandvval(value list) poorfrac(#) cdf(cdfname) pdf(pdfname) ]

Description

    lognpred calculates statistics summarizing a 2 parameter lognormal
    distribution which has been fitted using lognfit to a distribution of
    sample observations on variable var.  lognpred is usually used when the
    model parameters have been specified as functions of covariates using
    lognfit. Users specify particular covariate values here, which implies
    values of the model parameters, and thence statistics can be calculated,
    together with the fitted c.d.f. and p.d.f. The statistics produced by
    default are selected quantiles, cumulative shares of total income at
    quantiles (i.e. the Lorenz curve ordinates), the mode, mean, standard
    deviation, variance, half the coefficient of variation squared, Gini
    coefficient, and quantile ratios p90/p10, p75/p25. The command can be
    repeated using a different set of covariate values.

Options

    mval(value list1) and vval(value list2) are required if the original
        model was estimated with covariates.  In this case, the user must
        specify a value for each covariate included in the original model,
        and in the same order. The last element in each equation must always
        be 1 (corresponding to the intercept term). Where there is more than
        one element per equation, they must be separated by commas.

    mandvval(value list) can be used instead of the previous option if the
        same covariates appeared in each parameter equation.

    poorfrac(#) displays the estimated proportion with values of var less
        than the cut-off specified by #.

    cdf(cdfname) creates a new variable cdfname containing the estimated
        lognormal c.d.f. value F(x) for each x.

    pdf(pdfname) creates a new variable pdfname containing the estimated
        lognormal p.d.f. value f(x) for each x.

        Options if and in have an effect only if options cdf or pdf are
        specified.


Saved results

    The following are saved, some contingent on the relevant options being
    specified:

    e(bbm) and e(bbv) are the estimated lognormal parameters.  (If the
    original model included no covariates, these contain the parameters
    originally estimated. If covariates were included, these contain the
    parameters evaluated at the values of the covariates specified here.)

    e(cdfvar) and e(pdfvar) are the variable names specified for the c.d.f.
    and the p.d.f.

    e(mode), e(mean), e(var), e(sd), e(i2), and e(gini) are the estimated
    mode, mean, variance, standard deviation, half coefficient of variation
    squared, Gini coefficient. e(pX), and e(LpX) are the quantiles, and
    Lorenz ordinates, where X = {1, 5, 10, 20, 25, 30, 40, 50, 60, 70, 75,
    80, 90, 95, 99}.


Examples

    . lognfit x

    . lognpred

    . lognfit x, m(age sex) v(age sex)

    . lognpred, m(40,2,1) v(40,2,1)

    . lognpred, mandv(50,2,1) poorfrac(100)


Author

    Stephen P. Jenkins <stephenj@essex.ac.uk>, Institute for Social and
    Economic Research, University of Essex, Colchester CO4 3SQ, U.K.


Also see

lognfit