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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) <doi:10.48550/arXiv.1808.09831> for a detailed description of the estimation procedure.
| Version: | 0.3.0 |
| Depends: | R (≥ 3.1.0) |
| Imports: | GB2, minpack.lm, ineq, numDeriv |
| Published: | 2021-01-26 |
| DOI: | 10.32614/CRAN.package.GB2group |
| Author: | Vanesa Jorda, Jose Maria Sarabia, Markus Jäntti. |
| Maintainer: | Vanesa Jorda <jordav at unican.es> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | GB2group results |
| Reference manual: | GB2group.pdf |
| Package source: | GB2group_0.3.0.tar.gz |
| Windows binaries: | r-devel: GB2group_0.3.0.zip, r-release: GB2group_0.3.0.zip, r-oldrel: GB2group_0.3.0.zip |
| macOS binaries: | r-release (arm64): GB2group_0.3.0.tgz, r-oldrel (arm64): GB2group_0.3.0.tgz, r-release (x86_64): GB2group_0.3.0.tgz, r-oldrel (x86_64): GB2group_0.3.0.tgz |
| Old sources: | GB2group archive |
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