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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Incomplete Beta Function |

Date |
Mon, 18 Feb 2013 15:51:18 +0100 |

Nick was very clear, repeat: "Please note further that you are asked to use full real names on Statalist: neither Catia nor nicostat qualifies." -- Maarten On Mon, Feb 18, 2013 at 3:13 PM, <nicostat@gmail.com> wrote: > 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/ -- --------------------------------- 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/

**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>

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

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