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Re: st: RE: large numbers in comb(n,k) function: no success


From   Inna Becher <inna.becher@uni-konstanz.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: large numbers in comb(n,k) function: no success
Date   Thu, 05 Feb 2009 14:51:21 +0100

Thank you Maarten, I' ll try to implement it.

Inna

Maarten buis schrieb:
--- On Thu, 5/2/09, Inna Becher wrote:
I have to calculate  probabilities for observations to
be sampled. That's why I use exp with lnfactorial...

--- On Thu, 5/2/09, Maarten buis wrote:
Looks like you want to calculate a likelihood function. Is
that right?
If so, then you can use the fact that you almost always
maximize the log likelihood, which will alow you to avoid
taking the exp of lnfactorial.

Some time ago I wrote a short text on how to move from the
probability density function of the beta distribution to
the log-likelihood function in Stata. This contains a similar problem except that the relevant function in the
beta is the Gamma function instead of the factorial function.
Stata has a -lngamma()- but no -gamma()- function, and this
text shows that for the computation of the likelihood a -lngamma()- function is much more convenient than a -gamma()-
function. You can find this text at:
http://home.fsw.vu.nl/m.buis/software/betafit.html

-- Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------






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