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st: binormal approximation
From
Valerie Orozco <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: binormal approximation
Date
Wed, 2 Nov 2011 11:13:18 +0000
Hi,
I have some troubles concerning approximation of normal and binormal (in a ML program). See this little example :
Even if : binormal(-9,-9,0) = normal(-9)*normal(-9)
In Stata :
. di binormal(-9,-9,0)
0
. di normal(-9)*normal(-9)
1.274e-38
It seems that the « binormal » command has an approximation problem. And, as I take the logarithm of the value, I have a missing value when using the binormal. The problem is that I need the joint cumulative distribution of the bivariate normal because I have some correlation (that is r >0 in binormal(h,k,r)).
Does someone have an idea of rewriting the binormal in order to avoid the missing problem ?
Thank you.
-------------------------------
Valérie OROZCO
Toulouse School of Economics (INRA-GREMAQ)
21, allée de Brienne
F-31000 Toulouse, France
MF 219
+33 5 61 12 85 91
-------------------------------
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