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From |
"Mentzakis, Emmanouil" <e.mentzakis@abdn.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Calculation of integrals |

Date |
Mon, 10 Dec 2007 19:47:41 -0000 |

Dear all, I am calculating an integral in Stata and then compare the calculation with the same calculation in Limdep. However, the difference between the two calculations is very big (Stata = 3.233 ; Limdep = 980.525). Below I have the code for Stata and the code for Limdep. Could anyone explain if I am making a mistake or what is the reason for this result? Thank you Manos ***************************** *********** Stata *********** ***************************** clear set obs 300 capture drop xb x g xb=invnormal(uniform()) range x .001 1000 300 g double lnx=ln(x) g double norm=normal(xb + .5*lnx)/300 integ norm x, g(integral) number of points = 300 integral = 3.233067 ******************************** ************ Limdep ************ ******************************** Coping the data from Stata, in Limdep we don't have to create a variable for the range. It automatically uses the variable that is put in the "label" and its limit is given by the "limit" and the number of points by "pts". "Start" is the values of the parameters, but changing it doesn't make any difference in the actual calculation. Fintegrate ;fcn = PHI(xb + .5*log(var))/300 ;labels = var ;start = 500 ;pts =300 ;limit = 0.001,1000 ;vary(var) $ +---------------------------------------------------+ | Function integration: | | Grid is 300 points in [ .001 to 1000.000] | | Value of the integral is 980.52567 | +---------------------------------------------------+ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: Re: Calculation of integrals***From:*"Rodrigo A. Alfaro" <raalfaroa@gmail.com>

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