Hello,

I need to estimate the parameters of a three-parameter lognormal distribution of data. I am using Stata. Does anyone know if this program has a command to perform this estimation?

Thanks

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- March 10th 2011, 11:05 AMrainerestimating three parameter lognormal distribution
Hello,

I need to estimate the parameters of a three-parameter lognormal distribution of data. I am using Stata. Does anyone know if this program has a command to perform this estimation?

Thanks - March 10th 2011, 11:44 AMpickslides
I don't know Stata, can you use another program like excel?

You can find some parameter estimation here Log-normal distribution - Wikipedia, the free encyclopedia - March 11th 2011, 11:23 PMrainer
Yeah sure I can use excel, if that's the format in which you are comfortable offering guidance.

Thanks for the wikipedia link. That tells me how to get the mean and variance parameters, but I also need the third parameter--the location parameter, or whatever it's called. Any clues?

Judging by what's out there on the internet, I guess most people never need to estimate the third or fourth parameters of the lognormal distribution.