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Re: st: Two Questions about Release 9.1

From (Jeff Pitblado, StataCorp LP)
Subject   Re: st: Two Questions about Release 9.1
Date   Mon, 19 Sep 2005 16:02:41 -0500

Joseph Coveney <> originally asked about an update
to -permute- in the last executable update.

> <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>

Since I was out (I'm the one who made the change) Ken Higbee
<> quickly replied for me, indicating I would fill in any
details regarding the change to -permute-.

The point of the change is to ensure that results are reproducible for large
datasets given a random number seed.

As you may have already read on Statalist today, -sort- does an unstable sort
by default; and -permute- (prior to this update) used -sort- and a single
temporary random uniform variable (say, `RU') to permute the values of the
permute variable (i.e.  produce a monte-carlo permutation).  If two or more of
the values in `RU' are identical for a given monte-carlo permutation, that
permutation will not be reproducible.

For this reason, -permute- now uses 2 random uniform variables; the second
random uniform variable ensures that knowing the random number seed is
sufficient to reproduce your results.

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