Dear all,
I am calculating an integral in Stata and then compare the calculation
with the same calculation in Limdep.
However, the difference between the two calculations is very big (Stata
= 3.233 ; Limdep = 980.525).
Below I have the code for Stata and the code for Limdep.
Could anyone explain if I am making a mistake or what is the reason for
this result?
Thank you
Manos
*****************************
*********** Stata ***********
*****************************
clear
set obs 300
capture drop xb x
g xb=invnormal(uniform())
range x .001 1000 300
g double lnx=ln(x)
g double norm=normal(xb + .5*lnx)/300
integ norm x, g(integral)
number of points = 300
integral = 3.233067
********************************
************ Limdep ************
********************************
Coping the data from Stata, in Limdep we don't have to create a variable
for the range. It automatically uses the variable that is put in the
"label" and its limit is given by the "limit" and the number of points
by "pts". "Start" is the values of the parameters, but changing it
doesn't make any difference in the actual calculation.
Fintegrate ;fcn = PHI(xb + .5*log(var))/300
;labels = var
;start = 500
;pts =300
;limit = 0.001,1000
;vary(var)
$
+---------------------------------------------------+
| Function integration: |
| Grid is 300 points in [ .001 to 1000.000] |
| Value of the integral is 980.52567 |
+---------------------------------------------------+
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