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st: Re: Calculation of integrals

From   "Rodrigo A. Alfaro" <[email protected]>
To   <[email protected]>
Subject   st: Re: Calculation of integrals
Date   Mon, 10 Dec 2007 21:46:48 -0300


It is difficult to give an answer with this info. What is exactly the integral that you want to calculate? What is the initial parameter in Limdep? It seems that you are trying to get an integral of the normal cdf, then something like 1000 seems too much as result (just a guess)


----- Original Message ----- From: "Mentzakis, Emmanouil" <[email protected]>
To: <[email protected]>
Sent: Monday, December 10, 2007 4:47 PM
Subject: st: Calculation of integrals

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

*********** Stata ***********

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
| Function integration: |
| Grid is 300 points in [ .001 to 1000.000] |
| Value of the integral is 980.52567 |

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