Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Two Questions about Release 9.1

Subject   Re: st: Two Questions about Release 9.1
Date   Fri, 16 Sep 2005 10:29:41 -0500

Joseph Coveney <> 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
StataCorp     1-800-STATAPC

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index