Tiago,
Two possible approaches would be adaptive quadrature or markov chain monte carlo
estimation. Gllamm estimates by the former while Cameron and Trivedi in their new book,
"Microeconomics using Stata" explain the latter on pp. 133-135.
Regards,
Bob
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Maarten buis <[email protected]>
Date: Thursday, February 5, 2009 4:12 pm
Subject: Re: st: Fitting the integral of a unknown function
To: [email protected]
> --- On Thu, 5/2/09, Tiago V. Pereira wrote:
> > For every value of X (0 to 1) I have values for Y, giving a
> > non-linear curve. Is it possible to calculate the area under the curve
> > having only these data?
>
> Does -help integ- do what you want?
>
> -- 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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