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Re: st: Calculating area under a curve


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Calculating area under a curve
Date   Fri, 27 Nov 2009 17:28:30 -0500

Padamakumar,
   Do you know whether the area under the curve is defined by a closed
form integral?  If so, you might consider the integrate command.  If not
you could try some version of rejection sampling or importance sampling
to accomplish it.  I don't think that Stata has any of those programs
yet, but you could write your own if you really need to do this.
    Regards,
               Bob



Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Padmakumar Sivadasan <pmathru2@illinois.edu>
Date: Friday, November 27, 2009 9:23 am
Subject: st: Calculating area under a curve
To: statalist@hsphsun2.harvard.edu


> Dear All,
>  
>  I am analyzing the performance of companies indicated by a variable
>  v1. Variable v1 has a range 0-10 where higher values indicate poorer
>  performance.  I am attempting to compare the performance of companies
>  for the country as a whole and to that at the local level
>  (Metropolitan Statistical Area). I am interested not only in the mean
>  value of v1 but also the variability of v1. One suggestion I got was
>  to compute the cumulative probabilities at the national and local
>  levels and then compare the area under the cumulative probability
>  distributions at the local level to that at the national level.
>  
>  I understand that I can use the –cumul- function in Stata to calculate
>  the cumulative probabilities but I couldn’t find a method to calculate
>  the area under the cumulative probability curve. I have two questions
>  in this regard
>  (1) Is there a way in Stata to calculate the area under cumulative
>  probability curve?
>  (2) Could someone point me to reference that I can use to read up on
>  this method?
>  
>  
>  Thanks
>  
>  Padmakumar
>  
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