st: Re: Calculation of integrals

["Rodrigo A. Alfaro" <raalfaroa@gmail.com>]

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" <e.mentzakis@abdn.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
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          |
>            +---------------------------------------------------+
>
>
>
>
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