Re: [R] Fitting a 3-parameter gammadistribution

[Spencer Graves]

     That's called "interval censoring".  The "likelihood" for such 
cases is the probability of what was observed, i.e., (pgamma3(10, ..., - 
pgamma3(0, ...))*... .  For this kind of problem, I have in the past 
written a function to compute the log(likelihood) and then passed that 
function to "optim". 

     hope this helps.  spencer graves

M�rten Bjellerup wrote:

I have 'grouped' data, that is in the form of:

Interval        Median
0-9.9%:        -25
10-19.9%:     0
20-29.9%:     3
30-39.9%:     10
40-49.9%:     50
50-59.9%:     200
et cetera
and want to fit a three parameter gamma distribution. Does anyone know of an existing routine for doing this (or something similar)? Any help or comment is much appreciated.

Regards,

M�rten

M�rten Bjellerup
Doctoral Student in Economics
School of Management and Economics
V�xj� University
SE-351 95  V�xj�
Sweden
Tel: +46 470 708410 
Fax: +46 470 82478 
Mobile: +46 70 969 88 88 
Mail: [EMAIL PROTECTED] 
Web: http://www.ehv.vxu.se
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