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st: binormal approximation


From   Valerie Orozco <Valerie.Orozco@toulouse.inra.fr>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: binormal approximation
Date   Wed, 2 Nov 2011 11:13:18 +0000

Hi,

I have some troubles concerning approximation of normal and binormal (in a ML program).  See this little example :

Even if :  binormal(-9,-9,0) = normal(-9)*normal(-9)

In Stata : 

. di binormal(-9,-9,0)
0

. di normal(-9)*normal(-9)
1.274e-38

It seems that the « binormal » command has an approximation problem. And, as I take the logarithm of the value, I have a missing value when using the binormal. The problem is that I need the joint cumulative distribution of the bivariate normal because I have some correlation (that is r >0 in binormal(h,k,r)).

Does someone have an idea of rewriting the binormal in order to avoid the missing problem ?

Thank you.

-------------------------------
Valérie OROZCO
Toulouse School of Economics (INRA-GREMAQ)
21, allée de Brienne
F-31000 Toulouse, France

MF 219
+33 5 61 12 85 91
-------------------------------


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