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My data fits a Pareto Distribution very well, better than normal exponential, gamma, lognormal, etc.

I am trying to find a way to implement a GLM with a Pareto family flag. Ideally I can then run the model through emmeans.

kjetil b halvorsen
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jameshgrn
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    See https://stats.stackexchange.com/questions/215587/estimation-of-regression-model-with-error-terms-having-a-pareto-distribution, https://stats.stackexchange.com/questions/71958/is-it-appropriate-to-estimate-a-pareto-regressions-%CE%B1-by-maximising-r-squared, https://stats.stackexchange.com/questions/115754/pareto-two-tailed-glm-regression, https://stats.stackexchange.com/questions/462701/fitted-value-for-generealized-pareto-distribution-regression, https://stats.stackexchange.com/questions/447924/extending-pareto-nbd-model-with-regression, ... – kjetil b halvorsen May 30 '20 at 18:50
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    ... https://stats.stackexchange.com/questions/316902/is-pareto-exponential, https://stats.stackexchange.com/questions/31352/comparing-pareto-fitting-methods – kjetil b halvorsen May 30 '20 at 18:51
  • The R package VGAM can be useful, see https://search.r-project.org/CRAN/refmans/VGAM/html/gpd.html – kjetil b halvorsen Nov 11 '22 at 16:50

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