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st: RE: RE: RE: RE: RE: Stata stuck in loop with -rndpoi-?

From   "Martin Weiss" <>
To   <>
Subject   st: RE: RE: RE: RE: RE: Stata stuck in loop with -rndpoi-?
Date   Thu, 13 May 2010 17:06:34 +0200


" You need something with a better algorithm."

-genpoisson-, as in -findit genpoisson, does not complain or behave weirdly:

set obs 10000
genpoisson x, mu(710)
hist x


-----Original Message-----
[] On Behalf Of Nick Cox
Sent: Donnerstag, 13. Mai 2010 16:57
Subject: st: RE: RE: RE: RE: Stata stuck in loop with -rndpoi-?

It's an underflow problem. -rndpoi- at one point calculates exp(-mean),
but try 

. di exp(-710)

and you will get 0. Even if you get results for means near 700, they
will be of dubious accuracy. You need something with a better algorithm.
Alternatively, won't a Poisson with mean 700 look pretty near Gaussian
any way? I get the skewness and kurtosis to be 

. di 1/sqrt(700)

. di 3 + 1/700

which would cause broad and continuing smiles of pleasure in many
branches of statistical science. 


Nick Cox

What I said in 2003 still holds. 


Martin Weiss

Also note Nick`s advice at, though
may have changed materially in the meantime...

Karen Wright

Unfortunately my IT department has a problem with letting us upgrade
they have to perform it and do not want to - which is why I was trying
to do
it without the ugrade.  Thank you, I shall just have to pester them

>>> "Martin Weiss" <> 13/05/2010 14:59:48 >>>

You could just upgrade for free to Stata 10.1, and use the -rpoisson()-

Karen Wright

I am attempting to generate 10000 random number based on a poisson
distribution with mean from my data, using -rndpoi- (from ssc).
I seem to encounter a problem when the mean is greater than 700.  Would
anyone be able to help me, either with an alternative method of
the figures I need, or what I am currently doing wrong?


*this works:
rndpoi 10000 694.5
*this doesn't:
rndpoi 10000 710
I am currently using Stata 10.0 on Windows. 

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