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Re: st: Two Questions about Release 9.1


From   khigbee@stata.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Two Questions about Release 9.1
Date   Fri, 16 Sep 2005 10:29:41 -0500

Joseph Coveney <jcoveney@bigplanet.com> asks:

> <cut>
>
> 1.  According to the on-line help file, "permute now uses two random uniform
> variables to generate Monte Carlo permutations of the values of the permute
> variable."  Is this in order to effectively increase the period of the
> pseudorandom number sequence?  If so, what is the period now for -permute-?
>
> <cut>

The answer is Yes, using two random uniform variables increases
the period of the pseudorandom number sequence.  This really only
matters for extremely large problems.

Look at -help version- and scroll down a bit.  It mentions that
if you set version to less than 9.1, -permute- runs the previous
method using just one random uniform variable.  This ensures that
your previous do-files that use -permute- will continue to
generate the same results as before (of course this assumes that
you -set version ...- and -set seed ...- before calling -permute-).

I was not able to quickly find out the new period for -permute-.
Jeff Pitblado (StataCorp) will likely provide a more definitive
answer about the new period when he is back next week.

Ken Higbee    khigbee@stata.com
StataCorp     1-800-STATAPC

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