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st: RE: Generating random variates


From   "Steichen, Thomas" <STEICHT@RJRT.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Generating random variates
Date   Fri, 23 Aug 2002 10:19:23 -0400

Roger Harbord writes that there are issues involved in properly
installing the -rnd- package.  Others have adequately replied to
the general problem of STB programs not always being updated; 
I'll not address that further.

I should apologize, though, for pointing Anirban to the STB 41 
reference.  Clearly I should have remembered that the latest 
version was elsewhere, since I stimulated the changes therein.

Nonetheless, despite Roger's P.S. (below), I still believe that 
the -rnd- package is the best resource for solving Anirban's problem. 

> P.S. None of this is in fact relevant to anirban basu's 
> original query as he explained in his second message that 
> he wants to use his own random numbers, not the 
> -rnd- package. I've no ideas on that - sorry anirban.

Anirban's original message was:

> I was wondering if there is any easy way to generate random
> variates for Poisson, Negative Binomial and Inverse Gaussian 
> distributions where E(y) = mu = exp(xb) in Stata. 

This is precisely what -rnd- does.  The only issue might be that
-rnd- generates a new dataset of a specified size containing the
random variates.  As far as I know, there are not functions 
available to generate individual random variates. If Anirban 
requires a _single_ random variate (rather than a dataset of 
random variates), his only recourse is to modify the -rnd- code 
to generate the single variate, stuff it into a returned value, 
and pick it up in his own program.   

Tom
 
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