Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: St.: Truncating Poisson - using ML

From   "Jamie Griffin" <>
To   <>
Subject   st: Re: St.: Truncating Poisson - using ML
Date   Wed, 30 Aug 2006 12:45:40 +0100

You can use the incomplete gamma function. If Y~Poisson(lambda), then
prob(Y<=k)=Q(k+1, lambda), where Q is the upper incomplete gamma
So in Stata code the cumulative probability prob(Y<=k) is

1-gammap(k+1, lambda)

Jamie Griffin

>>> 08/30/06 12:14 am >>>
Dear all,

The MLE for poisson function is L= exp(-lambda)Lambda^Y/Y!

I found the following code for poisson on a website (by David Todd) as


program define poisreg2
args lnf theta
quietly replace `lnf' = -exp(`theta') +

Now, I want to truncate the distribution. The new MLE function is
L2 = L/prob(y<=ymax).
i.e. divide the likelihood function by prob(y<=ymax).
i.e subtract the log function by CDF_POISSON(lambda,ymax).

For that I need a poisson cumulative distribution function which I am 
not able to find out.

What is the command for finding a cumulative distribution function? It

should use two parameters and should be something like, f= 



*   For searches and help try:
*   For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index