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st: using drawnorm and by()??


From   Linn Renée Naper <linn.naper@ecgroup.no>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: using drawnorm and by()??
Date   Tue, 11 Nov 2008 12:35:25 +0100

Hi Statalist

I typed the following commands in Stata 9.

set seed 123456
capture drop group_var
egen group_var=group(year)
sum group_var
forvalues i = 1(1) `r(max)' {
drawnorm x`i', m(0) sd(5)
}
summarize
exit

Well, what this actually does is to produce seven variables with the given distribution (it is 7 years in my dataset). 
What I would like to do is to produce one random variable where the draw is done individually for each year, potentially also from a different distribution in different years(different m and sd for different years). (the dataset has hourly price variables and a year indicator following the prices).

I want to generate alternative group variables (not only by year, but also by seasons etc) in order to produce a random variable with different distribution for different parts of the dataset. So my question I guess is whether drawnorm in some way can be combined with by(), or if anyone has an alternative solution to this. Or do I have to do this manually for different parts of the data set, and then putting it all together in the end?

Thanks
Linn

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