st: RE: odd results after insample

 From "Martin Weiss" To Subject st: RE: odd results after insample Date Sat, 26 Sep 2009 15:21:11 +0200

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Just out of curiosity: If you want 20 obs per sample, and 2,000 samples,
should that not lead to 40,000 observations overall?

HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Carlo Lazzaro
Sent: Samstag, 26. September 2009 15:00
To: statalist@hsphsun2.harvard.edu
Subject: st: odd results after insample

Dear Statalisters,
as an alternative to - simulate - , I have written the following do file
(for Stata 9.2/SE) to draw 2000 random samples, 20 observations each, from a
normal distribution:

drop _all
set more off
set obs 2000
obs was 0, now 2000
g double ln_g_20=.
g double ln_sd_g_20=.
set seed 999
qui gen A=5.37 + 1.19*invnorm(uniform()) in 1/972
qui forvalues i = 1(1)2000 {
qui gen ln_20`i'=A
qui generate random`i' = uniform()
qui sort random`i'
qui generate insample`i' = _n <= 20
qui sum ln_20`i' if insample`i' == 1
replace ln_g_20=r(mean)  in `i'
replace ln_sd_g_20=r(sd) in `i'
drop ln_20`i'
drop random`i'
drop insample`i'
}
drop A

However, as a result I have obtained 1721 observations instead of the
expected 2000.

sum ln_g_20 ln_sd_g_20

Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
ln_g_20 |      1271    5.314033    .3800687    3.79247   6.587941
ln_sd_g_20 |      1271    1.101084    .2835007   .0260279   2.161299

Besides, results are even more puzzling when I increase the number of
samples (again 20 observations each), in that I get a different number of
observation for ln_g and ln_sd_g.

Kind Regards,
Carlo

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