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st: re: generating random vars with logistic distribution


From   Marcello Pagano <[email protected]>
To   [email protected]
Subject   st: re: generating random vars with logistic distribution
Date   Thu, 04 Aug 2005 16:55:47 -0400

Kit had trouble posting this:

Begin forwarded message:

From: Kit Baum <[email protected]>
Date: August 4, 2005 1:12:27 PM EDT
To: [email protected]
Subject: generating random vars with logistic distribution


Tom Steichen's message suggested that Hilbe's rnd contained this RNG. rnd is contained in STB-28, updated in STB-44, neither of which contain generalized logistic distribution. We had a package on SSC named rnd, which contained updates to three ado-files--those for Chi-squared, t and F, allowing for non-centrality---as well as a help file describing the gen. logistic RNG, but not the code.

I combined the apparent latest version of rnd, from users directory on stata.com (located with search rnd) with the updated versions of those 4 files from SSC. The SSC package rnd now contains everything that is out there, including the updated three RNGs.

ssc install rnd, replace

As Tom indicated, routine rndglog can be used to draw from a logistic distribution.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html



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