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From |
"Torben Mideksa" <torben.mideksa@cicero.uio.no> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: RE: Data generating |

Date |
Sat, 22 Nov 2008 20:00:31 +0100 |

Thank you Nick, I have now fixed it. I like the trick "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.)" Best Regards, Torben >-----Original Message----- >From: owner-statalist@hsphsun2.harvard.edu [mailto:owner- >statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox >Sent: 21. november 2008 13:22 >To: statalist@hsphsun2.harvard.edu >Subject: st: RE: RE: Data generating > >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? > > >* >* For searches and help try: >* http://www.stata.com/help.cgi?search >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Data generating***From:*"Torben Mideksa" <torben.mideksa@cicero.uio.no>

**st: R: Data generating***From:*"Carlo Lazzaro" <carlo.lazzaro@tiscalinet.it>

**st: RE: Data generating***From:*"Torben Mideksa" <torben.mideksa@cicero.uio.no>

**st: RE: RE: Data generating***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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