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st: creating a new user function in Stata

From   "Carlos Madeira" <>
Subject   st: creating a new user function in Stata
Date   Fri, 09 Feb 2007 23:54:07 +0000

Hi all,

I had a problem writing a user-written function in Stata and was wondering if you could give me a help about how to write it. My goal is to create a program that generates a variable with cdf values of a bivariate-beta function in a similar way that the function ibeta(a1,b1,x1) would do.

I know how to calculate the cdf of my bivariate beta, but to avoid the tedious task of writing a long expression every time I use it in my code I thought it better to write a new function. I don't have a good clue however of how to do this.

program cdf_biv_beta(a1,b1,a2,b2, w, x1, x2)

cdf_biv_beta = ibeta(a1,b1,x1)(1+w(x1-a1/(a1+b1))(x2-a2/(a2+b2))ibeta(a2,b2,x2) + (....)


(where x1 or x2 are variables that denote the values for integrating the cdf, and a1,b1, a2, b2, w are variables that denote "the parameters" of my bivariate cdf, if for example I write a code saying a1=exp(xb) )

Then cdf_biv_beta would give a new variable with the cdf values obtained from the above function at the points given by variables (x1,x2).

Can someone give me some advice about how to do this? I don't exactly know where to define the "input variables" of the function and the "output" variable.

Carlos Madeira

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