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# st: RE: Truncating Poisson - using ML

 From "Nick Cox" To Subject st: RE: Truncating Poisson - using ML Date Wed, 30 Aug 2006 12:22:01 +0100

```If this existed, it would be documented at
-help density functions-. (Users can't write
Stata functions, strict sense.)

It doesn't exist, and for a good reason.
As the function is discrete, summation of the
individual probabilities is all that is needed
and a direct loop or the -sum()- function should suffice.

Nick
n.j.cox@durham.ac.uk

Vimalanand S. Prabhu

> The MLE for poisson function is L= exp(-lambda)Lambda^Y/Y!
>
> I found the following code for poisson on a website (by David
> Todd) as
> follows:
>
> program define poisreg2
> args lnf theta
> quietly replace `lnf' = -exp(`theta') +
> \$ML_y1*(`theta')-lnfact(\$ML_y1)
> end
>
> Now, I want to truncate the distribution. The new MLE function is
> L2 = L/prob(y<=ymax).
> i.e. divide the likelihood function by prob(y<=ymax).
> i.e subtract the log function by CDF_POISSON(lambda,ymax).
>
> For that I need a poisson cumulative distribution function which I am
> not able to find out.
>
> What is the command for finding a cumulative distribution
> function? It
> should use two parameters and should be something like, f=
> poisson(lambda,ymax)

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