Nothing
GB2group: Estimation of the Generalised Beta Distribution of the Second Kind from Grouped Data
Estimation of the generalized beta distribution of the second kind (GB2) and related models using grouped data in form of income shares. The GB2 family is a general class of distributions that provides an accurate fit to income data. 'GB2group' includes functions to estimate the GB2, the Singh-Maddala, the Dagum, the Beta 2, the Lognormal and the Fisk distributions. 'GB2group' deploys two different econometric strategies to estimate these parametric distributions, the equally weighted minimum distance (EWMD) estimator and the optimally weighted minimum distance (OMD) estimator. Asymptotic standard errors are reported for the OMD estimates. Standard errors of the EWMD estimates are obtained by Monte Carlo simulation. See Jorda et al. (2018) <arXiv:1808.09831> for a detailed description of the estimation procedure.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Vanesa Jorda <jordav@unican.es>, Jose Maria Sarabia <jose.sarabia@unican.es>, Markus Jäntti <markus.jantti@sofi.su.se>. |
| Maintainer | Vanesa Jorda <jordav@unican.es> |
| License | GPL (>= 2) |
| Version | 0.3.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the GB2group package in your browser
Any scripts or data that you put into this service are public.
