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Re: st: rndlgn 500 1 -1


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: rndlgn 500 1 -1
Date   Sat, 10 Apr 2010 12:22:52 +0530

Here is the -trace- from your command:
******************************************************
- version 3.1
- cap drop xlgn
- qui {
- local cases `1'
= local cases 500
- set obs `cases'
= set obs 500
- mac shift
- local mn `1'
= local mn 1
- mac shift
- local var `1'
= local var -1
- mac shift
- tempvar ran1
- noi di in gr "( Generating " _c
( Generating - gen `ran1' = exp(`mn'+`var' * invnorm(uniform()))
= gen __000000 = exp(1+-1 * invnorm(uniform()))
- gen xlgn = `ran1'
= gen xlgn = __000000
- noi di in gr "." _c
.- noi di in gr " )"
 )
- noi di in bl "Variable " in ye "xlgn " in bl "created."
Variable xlgn created.
- }
******************************************************

As you can see in the line

= gen __000000 = exp(1+-1 * invnorm(uniform()))

the "variance" input is used as standard deviation instead.

By the way, -rnd- (STB) is due to Joseph Hilbe and Walter Linde-Zwirble.

T

2010/4/10 sun samn <shwshang@hotmail.com>:
>
> Hi, there,
>
>    I cannot believe that 'rndlgn 500 1 -1' this works in stata!
>    you know, the variance of '-1' should not make any sense! Does someone know what it is really going on there?
>
> thanks a lot!
>
> samn
>
>
>
>
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-- 
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).

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