Chris Johnson
>
> Is anyone aware of a STATA function to calculate confidence
> intervals for
> a sample drawn from a Beta distribution? I have applied
> findit, search,
> and help, but no luck.
This search should have pointed you to -beta- on
SSC.
I note that this program -- which is for version
4 of Stata and dated 16 April 1997 -- is broken by
Stata version 8. You need only change the line
scalar `bnum' = `H' + log((`s' + `a' + `b' - 0.5) //*
*/ (`s' +`b' - 0.5))
to
scalar `bnum' = `H' + log((`s' + `a' + `b' - 0.5) / /*
*/ (`s' +`b' - 0.5))
However, a deeper question is what confidence intervals
do you seek? In -beta- and in many other discussions, the beta
distribution is parameterised by two parameters on
the same footing and their estimates will often be
correlated, so I imagine you should be worrying about that.
-beta- will yield standard errors and an estimate
of the correlation between estimates. However, it
was not written in terms of -ml-, but it is a
rather literal translation of an algorithm published
in the meteorological literature.
I am the author of -beta-. Some day I would like to
implement the ML estimation in -beta- in terms of -ml-,
in which case some of the ingredients you need would
be produced automagically, but I am unlikely to get
to it soon.
Nick
[email protected]
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