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Re: st: AW: RE: simulating data ( => logit case)


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: RE: simulating data ( => logit case)
Date   Fri, 22 Nov 2002 09:55:28 +0000 (GMT Standard Time)

On Fri, 22 Nov 2002 10:17:51 +0100 =?iso-8859-1?Q?Daniel_M=FCller?= 
<d.mueller@agr.uni-goettingen.de> 
followed up Al FEIVESON's response to 
Sherry Weitzen [mailto:Sherry_Weitzen@brown.edu]
regarding simulation of logistic random variables


May I recommend having a look at a text such as:

Evans M, Hastings N, and Peacock, B (2000)
Statistical Distributions, third edition
John Wiley & Sons, New York.
[Paperback edition ISBN 0471371246]

This has general (and not highly technical) discussion of variate 
relationships, and transformations (including from the rectangular 
variate). It also discusses the principles of generation of random 
numbers, and has examples explicitly referring to each of a large 
number of distributions, including the logistic (chapter 25).

I think this source would answer Daniel's questions (and provide the 
rationale underlying Al's answer). For a related problem -- generation 
of a bivariate probit model with known coefficients -- see the reference
manual entry under -heckprob-  [H-P, page 36]


Stephen
----------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk

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