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st: RE: Truncating Poisson - using ML


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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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