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Re: st: Incomplete Beta Function


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Incomplete Beta Function
Date   Mon, 18 Feb 2013 11:19:35 +0000

There is some confusion here, if only of terminology. The incomplete
beta function is not something whose parameters are estimated. Your
problem is presumably that you want to fit a model of some kind based
on the incomplete beta function, but without knowing what that model
is precisely, the only advice is to check whether a program exists and
if needed to write your own -ml- program.

Please note further that you are asked to use full real names on
Statalist: neither Catia nor nicostat qualifies. Also, for "Maarteen"
read "Maarten".

Nick

On Mon, Feb 18, 2013 at 11:12 AM,  <[email protected]> wrote:
> Thanks Maarteen,
> yes  I need to estimate the parameters a and b of this beta incomplete
> function by ml.
> Thanks
> Catia
>
> 2013/2/18 Maarten Buis <[email protected]>:
>> On Sun, Feb 17, 2013 at 9:15 PM,  <[email protected]> wrote:
>>> I would like to estimate incomplete Beta function such as this below
>>> trough maximum likelihood I can performance this in Stata?
>>>
>>> (y*/50) = I (a, b)
>>> where I(a, b) is the incomplete Beta function ratio with parameters a and b.
>>
>> What is your question? Do you want to incomplete Beta function? Than
>> type in Stata: -findit incomplete beta function-. Do you want to
>> estimate the paramters a and b? Than you need to write down your
>> log-likelihood function and use -ml- to maximize that. In that case
>> you will want to have access to:
>> <http://www.stata.com/bookstore/maximum-likelihood-estimation-stata/>.
>>
>
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