st: observation-level numerical integration

["Liu,Zhong" <zhong1969@hotmail.com>]

Dear Statalist:

In my project, I have the following integration issue. It will be much 
appreciated if you can provide any help. The problem could be simplified as 
below:

A dataset has two variables, say ‘v1’ and ‘v2’. Either of them has ‘N’ 
number of observations. I want to generate a third variable, say ‘v3’. The 
1st element of ‘v3’ is the numerical integration with the 1st element of 
‘v1’ as the lower limit to the integral and the 1st element of ‘v2’ as 
the upper limit to the integral. Similarly, the 2nd element of ‘v3’ is the 
numerical integration with the 2nd element of ‘v1’ as the lower limit to 
the integral and the 2nd element of ‘v2’ as the upper limit. And so on. 
The function integrand is known as ‘normal(x)’ ? the cumulative standard 
normal distribution defined by STATA.

I find the STATA command of ‘integ’ does not apply here.

Thanks and regards,

Zhong Liu
Research Scholar,
Institute of Industrial Economics
Southwestern University of Finance and Economics 

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/