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RE: st: RE: generate lognormal RV less than 20000 observations.


From   sun samn <shwshang@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: generate lognormal RV less than 20000 observations.
Date   Sat, 10 Apr 2010 12:34:55 +0800




Sorry, I just updated my rndlgn; the old one does require 20000 or more.

For my case, I prefer to use rndlgn instead of exp(normal) because I wanna specify heteroskedasticity.

thanks!






----------------------------------------
> Subject: st: RE: generate lognormal RV less than 20000 observations.
> Date: Fri, 9 Apr 2010 10:20:00 +0100
> From: n.j.cox@durham.ac.uk
> To: statalist@hsphsun2.harvard.edu
>
> This sparked a thread with Martin Weiss. I have four comments by way of summarizing and going beyond that exchange.
>
> 1. Please do specify where user-written software you refer to comes from.
> (Most postings from Sun Samn ignore advice in the FAQ in at least one way.)
>
> 2. It is quite untrue that -rndlgn- requires 20,000 observations.
>
> 3. In this case, the user-specified software is not, and never has been, needed. A one-line call with reference to -exp(rnormal())- gets you random draws from a lognormal quite directly. (Before -rnormal()- was introduced, other functions could be used, and indeed were used internally within -rndlgn-. I imagine that for their own reasons Joe Hilbe and friend wanted something uniform in syntax with the other commands that they wrote a while back.)
>
> 4. -rndlgn- is a command, not a function. -exp()- and -rnormal()- are functions.
>
> Nick
> n.j.cox@durham.ac.uk
>
> sun samn
>
>    I know the function ' rndlgn' can generate lognormal RVs, but it requires the numbers of observation to be at 20000. Now, I want a list of only 500. What should I do then?
>
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