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Re: st: RE: Re: How to implement Incomplete Beta Function in Stata?


From   Pablo Mitnik <[email protected]>
To   [email protected]
Subject   Re: st: RE: Re: How to implement Incomplete Beta Function in Stata?
Date   Thu, 03 Jan 2008 11:15:06 -0600

Thanks much, Alan, for your answer.
Based on what the manual says (Stata 9, D-161), it seems to me ibeta generates the incomplete beta function divided by the beta function, what sometimes is called the regularized incomplete beta function.You can see there that the incomplete beta function (Integral[t^(a-1) * (1-t)^(b-1) dt, 0, x] ) appears multiplied by the reciprocal of the Beta function (Gamma(a+b)/Gamma(a) + Gamma(b)). So you would need to multiply by the Beta function to get the incomplete Beta function.
Pablo


Feiveson, Alan H. (JSC-SK311) wrote:

no - it's just -ibeta- it gives a value between 0 and 1

AL F.
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Pablo Mitnik
Sent: Wednesday, January 02, 2008 11:22 PM
To: [email protected]
Subject: st: Re: How to implement Incomplete Beta Function in Stata?

I think I found it. It seems it can be implemented as ibeta( ) * beta (
), where beta is implemented using exp and lngamma.

[email protected] wrote:

Dear all,

Does anyone know how to implement the incomplete Beta function in Stata? I am not referring to the Beta function, which can be implemented using lngamma. A description of the function I need to use is in Mathematica's Web site, at http://mathworld.wolfram.com/IncompleteBetaFunction.html. I am hoping there is an indirect way of implementing it using existing functions,
which I have missed.

All best,

Pablo Mitnik
--
Pablo A. Mitnik
University of Wisconsin-Madison (http://www.wisc.edu/ ) Department of
Sociology ( http://www.ssc.wisc.edu/soc/) Center on Wisconsin Strategy
(http://www.cows.org/ ) 1180 Observatory Drive Room 7114A Madison, WI
53706 TEL (608) 2621839
E-mail: [email protected]

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--
Pablo A. Mitnik
University of Wisconsin-Madison (http://www.wisc.edu/ )
Department of Sociology ( http://www.ssc.wisc.edu/soc/)
Center on Wisconsin Strategy (http://www.cows.org/ )
1180 Observatory Drive
Room 7114A
Madison, WI 53706
TEL (608) 2621839
E-mail: [email protected]

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* http://www.ats.ucla.edu/stat/stata/




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