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From |
"Mentzakis, Emmanouil" <[email protected]> |

To |
<[email protected]> |

Subject |
RE: st: RE: Re: Calculation of integrals |

Date |
Wed, 12 Dec 2007 13:41:42 -0000 |

Dear Scott, Thank you for the suggestion. Restricting the sample in Limdep works nicely and the results are the same. Thanks again Manos -----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Scott Merryman Sent: 11 December 2007 19:51 To: [email protected] Subject: Re: st: RE: Re: Calculation of integrals I believe with Limdep, in this case, you need to restrict the sample before Fintegrate command: Sample ; 1$ Also, try a more basic example: clear set obs 100 range x 0 100 integ x x Do the following Limdep commands (without restricting the sample) also results in an integral 5000? Fintegrate ;fcn = var ;labels = var ;start = 0 ;pts =100 ;limit = 0,100 ;vary(var) $ Scott On Dec 11, 2007 12:24 PM, Mentzakis, Emmanouil <[email protected]> wrote: > Dear Rodrigo, > > Thanks for your reply. Differences in the results are not restricted > to a specific integral. > > E.g. using the command below > > clear > range x 1 100 50 > g double lnx=ln(x) > g double y=5*lnx > integ y x, g(result) > > If I understand correctly, I compute the integral with lower limit 1 > and upper limit 100, over 50 points and the function integrated is 5*ln(x). > Is this correct? > > Similarly in Limdep, I thought that the same calculation would be done > by the command > > Fintegrate ;fcn = 5*log(var) > ;labels = var > ;start = 10 > ;pts =50 > ;limit = 1,100 > ;vary(var) > $ > > Where, again, the limits are from 1 to 100, for 50 points and for the > function 5*log(x). What is specified as "start" does not influence the > calculation. It, actually, is a value given so that it can be assessed > before the computation is done whether the function evaluation is > possible at all. > > I'd really appreciate if you could comment on the equality of the two > commands, because probably I am estimating two different things > without realising it. > > Thanks > Manos > > > > > -----Original Message----- > From: [email protected] > [mailto:[email protected]] On Behalf Of Rodrigo A. > Alfaro > Sent: 11 December 2007 00:47 > To: [email protected] > Subject: st: Re: Calculation of integrals > > Manos, > > 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) > > Rodrigo. > > > ----- 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 > > 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/ > > * > * 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/ > > * > * 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/ > * * 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/ * * 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/

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