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From |
"Juanita Riano" <jriano@transparency.org> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Beta transformation-- standardization technique |

Date |
Mon, 13 Jul 2009 18:01:32 +0200 |

Dear Nick and Tirthankar, Many thanks for replying to my question. Juanita -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: 12 July 2009 20:04 To: statalist@hsphsun2.harvard.edu Subject: RE: st: Beta transformation-- standardization technique Tirthankar is pointing in the right direction here. Note also the existing FAQ: How do I calculate values of the beta function? http://www.stata.com/support/faqs/stat/beta.html which -search beta- would have revealed. However, caution is advised when using -lngamma()-. In essence the reason for -lngamma()- is that the gamma function grows explosively as x becomes large and positive. So, we work with its logarithm instead. Thus, use -lngamma()- as much as possible and use -exp()- as late as possible. Thus the FAQ advises calculating the beta function this way exp(lngamma(a) + lngamma(b) - lngamma(a + b)) and the same advice holds for related functions and integrals. Thus, Tirthankar's example (exp(lngamma(2))*exp(lngamma(1))/exp(lngamma(3))) would be better as exp(lngamma(2) + lngamma(1) - lngamma(3)) which needs fewer function evaluations as well as being better practice to avoid overflows. Nick n.j.cox@durham.ac.uk Tirthankar Chakravarty Here's an example: *** begin clear* sysuse auto g x = log(price)/10 g new = (exp(lngamma(2))*exp(lngamma(1))/exp(lngamma(3)))*ibeta(2,1,x) // alpha = 2, beta = 1 su new *** end On Fri, Jul 10, 2009 at 4:17 PM, Tirthankar Chakravarty<tirthankar.chakravarty@gmail.com> wrote: > help ibeta > > > What you want can be written as: > (gamma(a)*gamma(b)/gamma(a+b))*ibeta(a,b,x) > On Fri, Jul 10, 2009 at 3:58 PM, Juanita Riano<jriano@transparency.org> wrote: >> Thanks for the suggestion Roy, maybe I was not clear enough with my >> posting. What I need is to transform my data solving the following >> integral: >> >> Integral of [X^(alpha-1)*(1-X)^(Beta-1)] where alpha and beta are known >> parameters >> >>> I am wondering if anyone knows of any routine in Stata that I could >> use >>> for standardizing data using a beta transformation technique for which >> I >>> have already the parameters. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ Transparency International is the global civil society organisation leading the fight against corruption. www.transparency.org This email is confidential and intended for the addressee only. If you are not the intended recipient, any use, disclosure, distribution, printing or copying of this email is unauthorised. If you have received this email in error, please immediately notify the sender by replying to the email, then delete all copies from your computer. This email and its attachments have been swept for computer viruses but Transparency International accepts no responsibility whatsoever for damage caused by viruses in connection with this email. Transparency International may monitor all emails and attachments as it is presumed that they are sent or received in connection with the activities of TI and to ensure the integrity of its computer systems. Statements and opinions contained in this email are those of the sender, not necessarily of Transparency International. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**RE: st: Beta transformation-- standardization technique***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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