Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: RE: Normal CDF


From   Carlos Aller <caller@merlin.fae.ua.es>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Normal CDF
Date   Mon, 14 Nov 2011 12:10:21 +0100

El 14/11/2011 12:05, Nick Cox escribió:
I think you want -normal(x - A)-.

Nick
n.j.cox@durham.ac.uk

Carlos Aller

Do you know how to compute the Normal CDF for the non-standard case? I
mean, Stata provides "normal(x)", assuming standard normal (0,1), but
I'd like to compute normal x, for a normal distribution (A,1), where A
is different from zero.


*
*   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/



I need that the argument of the function is as negative as possible in order to ensure concavity of the likelihood function I am estimating. For this, I need a probit with a very negative cut-off, and I get this with a normal (-1000,1), for example.

Carlos.
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index