2-parameter gamma distribution

Add 2-paramter gamma distribution for distoutput. Note ggamma and gamma now used for 3 and 2 parameter gamma distributions, respectively.

README.md

@@ -23,7 +23,7 @@ For `distoutput`:
 ### Example use
 
 	sysuse cancer.dta, clear
-	global dlist "gamma weibull gompertz exponential lognormal loglogistic"
+	global dlist "gamma ggamma weibull gompertz exponential lognormal loglogistic"
 	distfind age i.drug, dlist($dlist) timevar(studytime) failure(died)
 	matrix a = e(diags)
 	matrix list a

distanalysis.sthlp

@@ -1,5 +1,5 @@
 {smcl}
-{* *! version 1.2.1  07mar2013}{...}
+{* *! version 1.3.0  08Aug2022}{...}
 {findalias asfradohelp}{...}
 {vieweralsosee "" "--"}{...}
 {vieweralsosee "[R] help" "help help"}{...}
@@ -53,7 +53,7 @@
 {dlgtab:Main}
 
 {phang}
-{cmd:sdist({it:distribution})} distribution to use. All lowercase. Legal names are "weibull" "gompertz" "gamma" "lognormal" "loglogistic" "exponential".
+{cmd:sdist({it:distribution})} distribution to use. All lowercase. Legal names are "weibull" "gompertz" "ggamma" "lognormal" "loglogistic" "exponential". The 2-parameter gamma distribution is not supported (this uses mestreg and the likelihoods are not comparable to those from streg).
 
 {phang}
 {cmd:doctitle()} variable defining name of output files, e.g. "myoutput".

distfind.ado

@@ -1,5 +1,5 @@
 program define distfind, eclass
-version 12.1
+version 17.0
 syntax [varlist(default=none fv)] [if], dlist(string) timevar(varname) ///
 	failure(varname) [GRaphs] [SUPpress] [strata(varlist)] 
 
@@ -10,27 +10,32 @@ if "`graphs'"!="" & "`suppress'"=="" {
 
 *Loop through distributions, estimate AIC/BIC and Cox-snell residuals
 foreach d in `dlist' {
-	qui stset `timevar' `failure'
-	if "`strata'"!="" {
-		cap noisily streg `varlist' `if', dist(`d') strata(`strata') iter(100)
+	if "`d'"=="gamma" {
+		display as error "Diagnostics not available for 2-parameter gamma. If you wanted the 3-paramter gamma, use 'ggamma'"
 	}
 	else {
-		cap noisily streg `varlist' `if', dist(`d') iter(100)
-	}
-	if  e(converged) == 1 {
-		local dlist2="`dlist2' `d'"
-		estimates store `d'
-		if "`suppress'"=="" {
-			predict double cs, csnell
-			stset, clear
-			qui stset cs `failure'
-			qui sts gen km = s `if'
-			qui gen double H = -ln(km) `if'
-			qui line H cs cs, sort title(`d') leg(off) ///
-				ytitle("Cumulative Hazard", size(small) margin(medsmall)) ///
-				xtitle(Cox-Snell Residuals, size(small) margin(medsmall)) ///
-				saving(`d', replace) name(`d', replace)
-			drop cs km H cs
+		qui stset `timevar' `failure'
+		if "`strata'"!="" {
+			cap noisily streg `varlist' `if', dist(`d') strata(`strata') iter(100)
+		}
+		else {
+			cap noisily streg `varlist' `if', dist(`d') iter(100)
+		}
+		if  e(converged) &_rc==0 == 1 {
+			local dlist2="`dlist2' `d'"
+			estimates store `d'
+			if "`suppress'"=="" {
+				predict double cs, csnell
+				stset, clear
+				qui stset cs `failure'
+				qui sts gen km = s `if'
+				qui gen double H = -ln(km) `if'
+				qui line H cs cs, sort title(`d') leg(off) ///
+					ytitle("Cumulative Hazard", size(small) margin(medsmall)) ///
+					xtitle(Cox-Snell Residuals, size(small) margin(medsmall)) ///
+					saving(`d', replace) name(`d', replace)
+				drop cs km H cs
+			}
 		}
 	}
 }

distfind.sthlp

@@ -1,5 +1,5 @@
 {smcl}
-{* *! version 1.2.1  07mar2013}{...}
+{* *! version 1.3.0  08Aug2022}{...}
 {findalias asfradohelp}{...}
 {vieweralsosee "" "--"}{...}
 {vieweralsosee "[R] help" "help help"}{...}
@@ -56,7 +56,7 @@
 {dlgtab:Main}
 
 {phang}
-{cmd:dlist({it:distributions})} list of distributions to try. All lowercase. Typically defined in a macro (see example). Legal names are "weibull" "gompertz" "gamma" "lognormal" "loglogistic" "exponential".
+{cmd:dlist({it:distributions})} list of distributions to try. All lowercase. Typically defined in a macro (see example). Legal names are "weibull" "gompertz" "ggamma" "lognormal" "loglogistic" "exponential". The two-parameter gamma distribtuion is not supported.
 
 {phang}
 {cmd:timevar({it:timevar})} variable defining time-to-event. Used in the same way as {it:stset}
@@ -72,6 +72,6 @@
 
 
 {phang}{cmd:. sysuse cancer.dta}{p_end}
-{phang}{cmd:. global dlist "gamma weibull gompertz exponential lognormal loglogistic"}{p_end}
+{phang}{cmd:. global dlist "ggamma weibull gompertz exponential lognormal loglogistic"}{p_end}
 {phang}{cmd:. distfind age i.drug, dlist($dlist) timevar(studytime) failure(died)}{p_end}
 {phang}{cmd:. distanalysis age i.drug, sdist(gompertz) doctitle(test) tabcaption("Gompertz")}{p_end}

distoutput.ado

@@ -24,6 +24,7 @@ void nozero(Q) {
 end
 
 program define distoutput
+version 17.0
 syntax [varlist(default=none fv)] [if], dlist(string) fname(string)	///
 	sname(string) [note(string) MODify]
 
@@ -45,52 +46,51 @@ putexcel C`trow'="Coef." D`trow'="Std. Err" E`trow'="ll" ///
 
 foreach dist in `dlist' {
 
-	if "`dist'"=="gamma" {
-		local dist="ggamma"
+	if "`dist'"!="gamma" {
+		*Run regression and store output
+		cap noisily streg `varlist' `if', d(`dist') nohr iter(100)
+		if _rc!=0 {
+			cap noisily streg `varlist' `if', d(`dist') iter(100)
+		}
 	}
-
-	*Run regression and store output
-	cap noisily streg `varlist' `if', d(`dist') nohr iter(100)
-	if _rc!=0 {
-		cap noisily streg `varlist' `if', d(`dist') iter(100)
+	else if "`dist'"=="gamma" {
+		cap noisily mestreg `varlist' `if', d(`dist') iter(100)
 	}
-	if _rc==0 {
-		if  e(converged) == 1 {
-			matrix A = e(V)
-			local nvars = rowsof(A) //Includes ommitted variables
-			matrix B = r(table)'
-			local rownms: rown B    //Row names
-
-			*Get variance-covriance matrix without zeros
-			mata: nozero("A")
+	if e(converged) == 1 &_rc==0 {
+		matrix A = e(V)
+		local nvars = rowsof(A) //Includes ommitted variables
+		matrix B = r(table)'
+		local rownms: rown B    //Row names
+
+		*Get variance-covriance matrix without zeros
+		mata: nozero("A")
 
-			if !missing("`j'") {
-				local myrow = `myrow' + `j'
-			}
-			qui putexcel A`myrow' = ("`dist'")
-			local j = 0
-
-			forvalues i = 1/`nvars' {	
-				if !missing(B[`i', 2]) {
-					local rowname: word `i' of `rownms'
-					local mynewrow = `myrow' + `j'
-					local mycoef = B[`i', 1]
-					local myse   = B[`i', 2]
-					local myll   = B[`i', 5]
-					local myul   = B[`i', 6]
-
-					quietly {
-						putexcel B`mynewrow' = "`rowname'"
-						putexcel C`mynewrow' = `mycoef'
-						putexcel D`mynewrow' = `myse'
-						putexcel E`mynewrow' = `myll'
-						putexcel F`mynewrow' = `myul'
-					}
-					local j = `j' + 1	
-				}		
-			}
-			qui putexcel G`myrow' = matrix(VarCovar)
+		if !missing("`j'") {
+			local myrow = `myrow' + `j'
+		}
+		qui putexcel A`myrow' = ("`dist'")
+		local j = 0
+
+		forvalues i = 1/`nvars' {	
+			if !missing(B[`i', 2]) {
+				local rowname: word `i' of `rownms'
+				local mynewrow = `myrow' + `j'
+				local mycoef = B[`i', 1]
+				local myse   = B[`i', 2]
+				local myll   = B[`i', 5]
+				local myul   = B[`i', 6]
+
+				quietly {
+					putexcel B`mynewrow' = "`rowname'"
+					putexcel C`mynewrow' = `mycoef'
+					putexcel D`mynewrow' = `myse'
+					putexcel E`mynewrow' = `myll'
+					putexcel F`mynewrow' = `myul'
+				}
+				local j = `j' + 1	
+			}		
 		}
+		qui putexcel G`myrow' = matrix(VarCovar)
 	}
 }
 putexcel close

distoutput.sthlp

@@ -55,7 +55,7 @@
 {dlgtab:Main}
 
 {phang}
-{cmd:dlist({it:distributions})} list of distributions to try. All lowercase. Note use of  "ggamma" or "gamma". Typically defined in a macro (see example). Legal names are "weibull" "gompertz" "ggamma"/"gamma" "lognormal" "loglogistic" "exponential".
+{cmd:dlist({it:distributions})} list of distributions to try. All lowercase. Note use of  "ggamma" vs "gamma" to denote 3-paramter and 2-parameter gamma distributions, respectively. Typically defined in a macro (see example). Legal names are "weibull" "gompertz" "ggamma" "gamma" "lognormal" "loglogistic" "exponential".
 
 {phang}
 {cmd:sname({it:doctitle})} Excel file to write reuslts to