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RE: st: Calculating area under a curve

From   "Nick Cox" <>
To   <>
Subject   RE: st: Calculating area under a curve
Date   Thu, 3 Dec 2009 17:49:28 -0000

It's kind of you to thank us all but you do not distinguish between quite different comments. 

Others can speak for themselves for Steve (Samuels) and I couldn't see why this would be interesting or useful. (Steve's at liberty to dissent if that's not his view.) In effect, you are integrating twice, as -cumul- is clearly numerical integration of the density function, even though not named as such, and you then integrate once more. 

Could you please explain why this is a good idea? 


Padmakumar Sivadasan

Thank you all (Martin, Philippe, Nick, Steve, Maarten, Bob) for your
valuable suggestions!

As suggested, I used -cumul- to calculate the cumulative distributions
and -integ- to calculate the area under the curve..

On Fri, Nov 27, 2009 at 8:22 AM, Padmakumar Sivadasan
<> wrote:
> 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?

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