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st: RE: RE: Data generating


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Data generating
Date   Fri, 21 Nov 2008 12:22:09 -0000

I guess many people found the question a bit obscure -- or the answer
that occurred to them seemingly too obvious that it seemed that someone
else would say it. 

If the requirement is just non-zero variance then one solution is just
to add random noise with desired distribution and specified variance.
(Presumably also with zero mean.) 

But it is difficult to see how that could be of scientific or
statistical interest. What is missing here is any information on
seasonality, i.e. whatever your data, economic, biomedical, something
else, there is likely to be an expectation of seasonality, and only you
can say how that is best to be imputed when cooking up a monthly series
from annual data. 

Remember we know nothing about your data and your problem that you
haven't told us. In fact, I don't think there is anything substantive
here to use as leverage in advice. There can be hardly be a trick
regardless of context to impute seasonality, as seasonality takes many
different forms. 

Nick
n.j.cox@durham.ac.uk 

Torben Mideksa

10Q Carlo!
However, what I needed is to generate monthly data for 50 or more years
for more than 40 cases. Unless I am missing something from your answer,
while the approach you suggested works focusing on a single year for a
single case, it is awkward to work with for a large data set with many
years and many cases. I am wondering if there is a trick in stata that
generates the monthly data at once I feed the annual data for all cases.
I can live with zero variance property of the monthly data for a while
if non-zero variance results in huge computational cost. Once again,
thanks ahead of time for your help.

Carlo Lazzaro

Question nr 1: How do I do this in stata?
>Answer nr 1 (please, consider that what follows refers to each one of 
>your years. I assume that the annual value a is 100):
>set obs 12
>g a=100/12
>Question nr 2: How do I do it in stata if I want to assume a non-zero 
>variance still maintaining the sum of the monthly data equals the 
>annual data?
>Answer nr 2: corr2data b, means(8.3333333)
>
>sum  a b
>
>    Variable |       Obs        Mean    Std. Dev.       Min        Max
>-------------+--------------------------------------------------------
>           a |        12    8.333333           0   8.333333   8.333333
>           b |        12    8.333333           1   6.919311   9.956305
>
>. total a b
>
>Total estimation                    Number of obs    =      12
>
>--------------------------------------------------------------
>             |      Total   Std. Err.     [95% Conf. Interval]
>-------------+------------------------------------------------
>           a |        100          0             .           .
>           b |        100   3.464102      92.37556    107.6244
>--------------------------------------------------------------

Torben Mideksa

>I have a list of annual data like
>
>Year		variable_X		variable_Y ...
>1900		a			b
>.		.			.
>.		.			.
>.		.			.
>1950		c			d
>
>For some reasons, based on annual data alone, I am interested in 
>generating monthly data for the two or more variables, assuming the 
>monthly data has zero variance with the average value for each month 
>amounting to annual value divided by 12. That is, I need
>
>Year		variable_X		variable_Y ...
>1900M1		a/12			b/12
>1900M2		a/12			b/12
>1900M3		a/12			b/12
>.		.			.
>.		.			.
>.		.			.
>1900M12		a/12			b/12
>.		.			.
>.		.			.
>.		.			.
>1950M12		c/12			d/12
>
>Question nr 1: How do I do this in stata?
>Question nr 2: How do I do it in stata if I want to assume a non-zero 
>variance still maintaining the sum of the monthly data equals the 
>annual data?


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