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, non-linear least squares (NLS) and the generalised method of moments (GMM). Asymptotic standard errors are reported for the GMM estimates. Standard errors of the NLS estimates are obtained by Monte Carlo simulation. See Jorda et al. (2018) <arXiv:1808.09831> for a detailed description of the estimation procedure.

Version: 0.1.0
Depends: R (≥ 3.1.0)
Imports: GB2, minpack.lm, ineq, numDeriv
Published: 2018-11-14
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

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Reference manual: GB2group.pdf
Package source: GB2group_0.1.0.tar.gz
Windows binaries: r-devel: GB2group_0.1.0.zip, r-release: GB2group_0.1.0.zip, r-oldrel: GB2group_0.1.0.zip
OS X binaries: r-release: GB2group_0.1.0.tgz, r-oldrel: GB2group_0.1.0.tgz

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