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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to sample from a Multinomial distribution |

Date |
Wed, 27 Feb 2008 19:06:49 +0000 (GMT) |

--- tiago.pereira@incor.usp.br wrote: > I have to generate data for a sample, which has three groups (G1, G2 > and G3). In this respect, the probability distribution for the G1, > G2 and G3 follows a multinomial distribution with parameter vector P > = (pG1 ,pG2 ,pG3 ). > > I have used -genbinomial- to generate the first two groups, and then > the last one is calculate by subtraction. Since this is not an > elegant way to do that, is the any routine that does in Stata the > task above mentioned ? You can generalize the method discussed in (Buis 2007) as in the example below: *---------------- begin example -------------------- sysuse auto, clear mata: n = 100 p1 = .3 p2 = .5 draw = J(st_nobs(),3,.) for(i=1; i<=rows(draw); i++) { trials = uniform(1,n) g1 = trials :< p1 g2 = trials :>= p1 :& trials :< p1 + p2 draw[i,.] = rowsum(g1), rowsum(g2), n - rowsum(g1) - rowsum(g2) } idx = st_addvar("long", ("G1", "G2", "G3")) st_store(.,idx,draw) end sum G* *------------------ end example ---------------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) M.L. Buis (2007), "Stata tip 48: Discrete uses for uniform()", The Stata Journal, 7(3), pp. 434-435. A pre-publication draft can be found here: http://home.fsw.vu.nl/m.buis/wp/discrete.html ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- __________________________________________________________ Sent from Yahoo! Mail. A Smarter Inbox. http://uk.docs.yahoo.com/nowyoucan.html * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to sample from a Multinomial distribution***From:*tiago.pereira@incor.usp.br

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