--- On Thu, 5/2/09, Inna Becher wrote:
> > I have to calculate probabilities for observations to
> > be sampled. That's why I use exp with lnfactorial...
--- On Thu, 5/2/09, Maarten buis wrote:
> Looks like you want to calculate a likelihood function. Is
> that right?
> If so, then you can use the fact that you almost always
> maximize the log likelihood, which will alow you to avoid
> taking the exp of lnfactorial.
Some time ago I wrote a short text on how to move from the
probability density function of the beta distribution to
the log-likelihood function in Stata. This contains a
similar problem except that the relevant function in the
beta is the Gamma function instead of the factorial function.
Stata has a -lngamma()- but no -gamma()- function, and this
text shows that for the computation of the likelihood a
-lngamma()- function is much more convenient than a -gamma()-
function. You can find this text at:
http://home.fsw.vu.nl/m.buis/software/betafit.html
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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