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AW: st: Stata Inbuilt commands


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: Stata Inbuilt commands
Date   Wed, 7 Oct 2009 16:43:11 +0200

<> 


[D], p.223, discusses the -runiform()- random number generator. I understand from Cameron and Trivedi (2005), http://www.stata.com/bookstore/mma.html, Appendix B, that you can create random numbers for many distributions based on uniform numbers, so "vmz" may want to take a look at these sources...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten buis
Gesendet: Mittwoch, 7. Oktober 2009 16:38
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: Stata Inbuilt commands

--- On Wed, 7/10/09, vmz@vol.net.mt wrote:
> how would you get the implicid Stata commands ,such as :
> drop _all
> set obs 100
> gen a = invnorm(uniform())

As Martin already said, there is no way in which you can
see what in-built commands do. Based on your previous 
questions I suppose that you are primarily interested in
what the -invnormal()- function does. It returns the 
inverse cumulative standard normal distribution. As you
know there is no closed form solution to that integral, 
so my guess is that it either looks up values from an
internally stored table, or it uses some approximation
formula.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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