Dear all,
I am using the command skewtreg from SJ to fit a skew t distribution. Subsequently, I run the command skewrplot, fitted from SJ, which plots the density of fitted values, which corresponds to the PDF (the ado file of the command calls such variable "stfit"). I would like to plot the PPF (or quantile function), which is the inverse of the CDF. Does Stata have any package that computes the PPF of a skew t distribution? If not, is there an easy way to code this part?
Many thanks,
Marco
I am using the command skewtreg from SJ to fit a skew t distribution. Subsequently, I run the command skewrplot, fitted from SJ, which plots the density of fitted values, which corresponds to the PDF (the ado file of the command calls such variable "stfit"). I would like to plot the PPF (or quantile function), which is the inverse of the CDF. Does Stata have any package that computes the PPF of a skew t distribution? If not, is there an easy way to code this part?
Many thanks,
Marco
