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Use of Gaussian Integration in Stata

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  • Alan Feiveson

    (NASA-Johnson Space Center)

Abstract

Gaussian integration can be used to obtain surprisingly accurate evaluations of definite integrals with as few as 10 or 20 function evaluations. In this presentation, it will be shown how to incorporate tables of Gaussian integration weights into Stata data sets and use them to evaluate integrals for each observation. The same approach can be used to incorporate integrals involving model parameters as part of a maximum-likelihood or non-linear least- squares estimation process. Examples will be given using data from NASA's biomedical research for developing countermeasures to the adverse effects of prolonged spaceflight on astronauts.

Suggested Citation

  • Alan Feiveson, 2004. "Use of Gaussian Integration in Stata," North American Stata Users' Group Meetings 2004 13, Stata Users Group, revised 26 Aug 2004.
    • Handle: RePEc:boc:asug04:13
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