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Re: st: Stata vs. SAS (random number generation)


From   George Batchelor <george.batchelor@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stata vs. SAS (random number generation)
Date   Fri, 8 Apr 2005 16:05:38 +0100

Surely SPSS and Stata use different random number generators. I
believe that when you do not set the seed the number that the program
uses is taken from the computer clock. This number is then entered
into a random number generator, which unlikely to be the same in both
Stata and SPSS. Therefore, although you can set the same seed in both
Stata and SPSS, you will never be able to generate the same set of
random numbers.

You are better off generating the numbers in one program and then
inserting them in to the other.

George 

On Apr 6, 2005 10:12 PM, Joao Pedro Wagner de Azevedo
<jazevedo@provide.com.br> wrote:
> Dear Statalist,
> 
> I would like to know if it is possible, and if so how, to have Stata and SAS
> generating the same sequence of random numbers.
> 
> I've tried setting the same seed value in both packages with no success (see
> example of the command and output below).
> 
> Any help will be much appreciated.
> 
> Cheers,
> 
> JP
> 
> *************** command ***************
> 
> Stata command
> set seed 1
> g z1 = uniform()
> set seed 2
> g z2 = uniform()
> 
> SAS command
> Z1=UNIFORM(1);
> Z2=UNIFORM(2);
> 
> *************** output ***************
> 
> SAS                                     STATA
> seed    1       2                       seed    1       2
> N       Z1      Z2                      n       z1      z2
> 
> 1       0.18496 0.97009                 1       0.6681852       0.850512
> 2       0.39982 0.2594                  2       0.9279611       0.0515642
> 3       0.9216  0.96928                 3       0.4844814       0.6303533
> 4       0.54298 0.53169                 4       0.469739        0.6991696
> 5       0.04979 0.06657                 5       0.9726482       0.518447
> 6       0.81932 0.52387                 6       0.5563972       0.3360431
> 7       0.85339 0.06718                 7       0.8156933       0.1747266
> 8       0.95702 0.29719                 8       0.8364499       0.9104601
> 9       0.27261 0.68993                 9       0.5807183       0.3874338
> 10      0.97676 0.22651                 10      0.3767964       0.409848
> 11      0.68824 0.41276                 11      0.1186234       0.9596469
> 12      0.55855 0.28723                 12      0.5055883       0.1529711
> 
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