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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
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:


*************
clear*
set obs 10000
genpoisson x, mu(710)
su
hist x
*************


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Donnerstag, 13. Mai 2010 16:57
To: statalist@hsphsun2.harvard.edu
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)
.03779645

. di 3 + 1/700
3.0014286

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

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

Nick Cox

What I said in 2003 still holds. 

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

Martin Weiss

Also note Nick`s advice at
http://www.stata.com/statalist/archive/2003-08/msg00197.html, though
things
may have changed materially in the meantime...

Karen Wright

Unfortunately my IT department has a problem with letting us upgrade
Stata,
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
again!

>>> "Martin Weiss" <martin.weiss1@gmx.de> 13/05/2010 14:59:48 >>>

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

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
producing
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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