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RE: st: rndlgn 500 1 -1


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: rndlgn 500 1 -1
Date   Sun, 11 Apr 2010 18:03:19 +0100

A fuller answer requires attention to the code, as a standard deviation of -1 makes no more sense than a variance of -1. The -exp()- call shows that the standard deviation is measured on natural logarithmic scale, so -1 means exp(-1), which is certainly positive. 

Nick 
n.j.cox@durham.ac.uk 

Tirthankar Chakravarty

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.

2010/4/10 sun samn <shwshang@hotmail.com>:

>    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?


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