For even more accuracy, you can try Gaussian integration. See my presentation on how to implement it in Stata at the 2004 North American Users Group Meeting.
http://ideas.repec.org/s/boc/asug04.html
Al Feiveson
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Steichen, Thomas J.
Sent: Thursday, February 05, 2009 4:01 PM
To: '[email protected]'
Subject: st: RE: Fitting the integral of a unknown function
You can approximate it by summing over i = 2 to k: (x[i]-x[i-1]) * (y[i] + y[i-1]) / 2 Where [] indicates a subscript and k is the number of (x,y) pairs.
This is the trapezoid approach where
(x[i]-x[i-1]) is the width of each interval.
(y[i-1] + y[i]) / 2 is the "half-height" of that interval.
The product is the area under that section of the curve.
The sum is the total area.
In simple Stata code:
sort x
gen areaparts = (x[_n]-x[_n-1]) * (y[_n] + y[_n-1]) / 2 egen area = total(areaparts)
-----------------------------------
Thomas J. Steichen
[email protected]
-----------------------------------
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Tiago V. Pereira
Sent: Thursday, February 05, 2009 4:00 PM
To: [email protected]
Subject: st: Fitting the integral of a unknown function
Dear statalisters,
I am unsure if the topic is 100% related to the objective I am looking for, because I failed to find an exact expression in English.
I have two positively correlated variables (say, X and Y) that can range from 0 to 1.
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?
All the best,
Tiago
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