Thanks, as ever, to Kit Baum, the SSC maintainer, a new version of paretofit is available on SSC. Get it in the usual way using ssc install or adoupdate.
paretofit uses ML to fit a Pareto (Type I) distribution to sample observations on a random variable. Unit record (not grouped/banded data) are required. The updated version extends the functionality of the "stats" option -- reporting and saving in e() more statistics -- e.g. inequality indices implied by the parameter estimates, together with their SEs. The help file has been updated correspondingly, and contains some more recent literature references.
Philippe Van Kerm and Stephen Jenkins
paretofit uses ML to fit a Pareto (Type I) distribution to sample observations on a random variable. Unit record (not grouped/banded data) are required. The updated version extends the functionality of the "stats" option -- reporting and saving in e() more statistics -- e.g. inequality indices implied by the parameter estimates, together with their SEs. The help file has been updated correspondingly, and contains some more recent literature references.
Philippe Van Kerm and Stephen Jenkins