Re: st: Re: St.: Truncating Poisson - using ML

["Vimalanand S. Prabhu" <prabhu@unc.edu>]

Dear Jamie,

Thanks for your help. The max procedure is running, but doesn't seem to 
converge. May be somethings wrong with my data or likelihood function.

Thanks,

Prabhu



Jamie Griffin wrote:

> You can use the incomplete gamma function. If Y~Poisson(lambda), then
> prob(Y<=k)=Q(k+1, lambda), where Q is the upper incomplete gamma
> function.
> So in Stata code the cumulative probability prob(Y<=k) is
>
> 1-gammap(k+1, lambda)
>
> Jamie Griffin
>
>
>
>
> > > > prabhu@unc.edu 08/30/06 12:14 am >>>
> Dear all,
>
> 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)
>
> Thanks,
>
> Prabhu
>
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