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help for pinvgamma
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Probability plot for data versus fitted inverse gamma distribution

        pinvgamma varname [if exp] [in range] [weight] [, grid param(# #)
                         show(condition) generate(newvar1 newvar2)
                         graph_options ]

    where graph_options are

        rlopts(cline_options) addplot(addplot) (Stata 9 only) plot(plot)
        (Stata 8 only) scatter_options twoway_options

    fweights and aweights are allowed; see help weights.


Description

    pinvgamma produces a probability plot for varname compared with a
    two-parameter inverse gamma distribution with probability density
    function for variable x > 0, shape parameter a > 0 and scale parameter b
    > 0 of (b^a / Gamma(a)) x^(-a - 1) exp(-b / x).  By default, maximum
    likelihood estimation is carried out, using invgammafit, which should be
    installed separately.


Remarks 

    In the majority of cases, pinvgamma will be used to fit an inverse gamma
    distribution on the fly and to assess that fit. In some cases, it may be
    of interest to compare data with a inverse gamma distribution with known
    or hypothesised parameters, which may be specified using the param()
    option. In all cases it is important not only to specify any if or in
    restrictions, but also to specify relevant weights, which will (unless
    constant) affect the configuration of the plot.


Options

    grid is equivalent to yla(0(.25)1, grid) xla(0(.25)1, grid).

    param() may be used to supply parameter values (namely, shape and scale
        parameters) directly for use in estimation of fitted quantiles.  a
        and b should be provided as separate values in precisely that order.

    show() may be used to specify that you wish to restrict the graph
        according to some condition, say looking at one tail of the
        distribution only. Note that if and in should not be used for this
        purpose.

    generate() specifies the names of two new variables, the first to hold
        inverse gamma probabilities and the second to hold empirical
        probabilities.

    graph_options are rlopts(cline_options), addplot(addplot) (Stata 9 only),
        plot(plot) (Stata 8 only), scatter_options, and twoway_options.

    rlopts(cline_options) affect the rendition of the reference line; see
        help cline_options.

    addplot(addplot) provides a way to add other plots to the generated
        graph; see help addplot_option.

    plot(plot) provides a way to add other plots to the generated graph; see
        help plot_option.

    scatter_options affect the rendition of the plotted points; see help 
        scatter.

    twoway_options are any of the options documented in help twoway_options
        excluding by().  These include options for titling the graph (see
        help title_options) and options for saving the graph to disk (see
        help saving_option).


Examples

    . pinvgamma spacing

    . pinvgamma spacing, param(20 3)

    . pinvgamma spacing, gen(spacing_gam spacing_emp)


Author

    Nicholas J. Cox, Durham University, U.K.
    n.j.cox@durham.ac.uk


References

    Evans, M., Hastings, N. and Peacock, B. 2000. Statistical distributions.
        New York: John Wiley.

    Kleiber, C. and Kotz, S. 2003.  Statistical size distributions in
        economics and actuarial sciences.  Hoboken, NJ: John Wiley.


Also see

    Online:  help for invgammafit, qinvgamma (if installed), graph, diagplots