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From |
nicostat@gmail.com |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Incomplete Beta Function |

Date |
Mon, 18 Feb 2013 14:13:28 +0000 |

Sorry about that. Starting from the model: I have a discontinuity distribution of my dependent variable y that are scores. I have several thresholds, where I cannot observe the real value of y, so is latent. To illustrate, consider a simple case where there is only one threshold at 50. Let y and y∗ be the observed and latent scores, respectively. If y∗ ≥ 50 then y = y∗ always. If y∗ < 50, we observe y = 50 with a probability F (y∗/50), approaching 1 as y∗ → 50 from below, and we observe y = y∗ with a probability 1 − F (y∗/50). Thus, y =y∗ if y∗ < 50 and d = 0 y=50 if y∗ < 50 and d = 1 y=y∗ if y∗ ≥ 50 where the rounding indicator d is drawn conditionally on y∗ < 50 as d = 1[u ≤ F (y∗/50)] and u is a (0, 1) uniform error. Also d = 1(y∗ − ε ≥ 0) where ε = 50F −1 (u). One way to proceed is to specify a normal regression equation for y∗ and a Beta cdf for F (.), so that y∗ = xβ + σv F (y∗/50) = Iy∗/50 (a, b) where Ir (a, b) is the incomplete Beta function ratio with parameters a and b. I want to implement this model in Stata, how i can do it. The parameters (β, σ, a, b) can be estimated by maximum likelihood. there is some code or i need to write my code? Hope is more clear Catia 2013/2/18 Maarten Buis <maartenlbuis@gmail.com>: > On its own the incomplete beta function is not a model, so you need to > tell us more before we can help you. > > -- Maarten > > On Mon, Feb 18, 2013 at 12:12 PM, <nicostat@gmail.com> wrote: >> Thanks Maarteen, >> yes I need to estimate the parameters a and b of this beta incomplete >> function by ml. >> Thanks >> Catia >> >> 2013/2/18 Maarten Buis <maartenlbuis@gmail.com>: >>> On Sun, Feb 17, 2013 at 9:15 PM, <nicostat@gmail.com> wrote: >>>> I would like to estimate incomplete Beta function such as this below >>>> trough maximum likelihood I can performance this in Stata? >>>> >>>> (y*/50) = I (a, b) >>>> where I(a, b) is the incomplete Beta function ratio with parameters a and b. >>> >>> What is your question? Do you want to incomplete Beta function? Than >>> type in Stata: -findit incomplete beta function-. Do you want to >>> estimate the paramters a and b? Than you need to write down your >>> log-likelihood function and use -ml- to maximize that. In that case >>> you will want to have access to: >>> <http://www.stata.com/bookstore/maximum-likelihood-estimation-stata/>. >>> >>> -- Maarten >>> >>> >>> >>> -- Maarten >>> >>> --------------------------------- >>> Maarten L. Buis >>> WZB >>> Reichpietschufer 50 >>> 10785 Berlin >>> Germany >>> >>> http://www.maartenbuis.nl >>> --------------------------------- >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/faqs/resources/statalist-faq/ >>> * http://www.ats.ucla.edu/stat/stata/ >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/faqs/resources/statalist-faq/ >> * http://www.ats.ucla.edu/stat/stata/ > > > > -- > --------------------------------- > Maarten L. Buis > WZB > Reichpietschufer 50 > 10785 Berlin > Germany > > http://www.maartenbuis.nl > --------------------------------- > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Incomplete Beta Function***From:*Maarten Buis <maartenlbuis@gmail.com>

**References**:**st: Incomplete Beta Function***From:*nicostat@gmail.com

**Re: st: Incomplete Beta Function***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Incomplete Beta Function***From:*nicostat@gmail.com

**Re: st: Incomplete Beta Function***From:*Maarten Buis <maartenlbuis@gmail.com>

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