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Re: st: Two Questions about Release 9.1
Joseph Coveney <firstname.lastname@example.org> asks:
> 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-?
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 email@example.com
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