Re: st: Re: Features for Stata 14

["Liu,Zhong" <zhong1969@hotmail.com>]

Thanks Joseph for his reply.  The problem could be simplified as below:

A dataset has two variables, say ‘v1’ and ‘v2’. Either of them has ‘N’ 
number of observations. I want to generate a third variable, say ‘v3’. The 
1st element of ‘v3’ is the numerical integration with the 1st element of 
‘v1’ as the lower limit to the integral and the 1st element of ‘v2’ as 
the upper limit to the integral. Similarly, the 2nd element of ‘v3’ is the 
numerical integration with the 2nd element of ‘v1’ as the lower limit to 
the integral and the 2nd element of ‘v2’ as the upper limit. And so on. 
The function integrand is known STATA function such as 'normal(x)' or 
defined by a program written by users.

In the above case,-integ-does not work. So I suggest an observation-level 
numerical integration.

Best,
Zhong


-----原始邮件----- 
From: Joseph Coveney
Sent: Thursday, September 05, 2013 6:56 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: Features for Stata 14

I'm not familiar with MATLAB, and so I don't know what Zhong means by
observation-level integration.  Could someone help me out?  I assume that it
means something different from what -integ- does.

Joseph Coveney

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Liu,Zhong
Sent: Wednesday, September 4, 2013 02:01
To: statalist@hsphsun2.harvard.edu
Subject: st: Features for Stata 14

Hi,

I hope that STATA supports observation-level numerical integration as Matlab
does. It helps a lot in simulation-based estimates.

Best,
Zhong Liu
Institute of Industrial Economics
Southwestern University of Finance and Economics


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