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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Random start to random number sequence |

Date |
Tue, 17 Aug 2010 18:32:29 +0100 |

Allan's code, if I understand it correctly, could have the odd consequence that two or more sets of random numbers _generated within the same second on the same machine_ would be identical. That is, if you are looping around and getting fresh sets of random numbers each time, as one often does, successive sets might be identical. (The words "on the same machine" are almost redundant. I just put them in to emphasise that I don't care about random numbers on someone else's machine. On the other hand, that could bite if you were working with several Statas and combining the results.) That is not that far-fetched, and not that desirable. On the other hand, if this seed setting is done just once, that won't bite. I always had a sense that while reproducibility through using the same seed is often important, the whole art of simulation otherwise is to make enough checks -- through taking enough samples, through scrutinising results -- to ensure that choice of seed is utterly immaterial. So being fastidious about choice of seed is more a matter of public appearances than anything else. Using the system clock sounds more "objective", even "professional", but would using your own birthday really be that different? Nick n.j.cox@durham.ac.uk Allan Reese (Cefas) I looked on Statalist for a simple function to start the random number generator with a random value and found lots of rather confusing messages. The Manual stresses the ability to repeat sequences from one session to another, rather than to generate an (almost certainly for practical purposes) unique sequence. The uniform() function to generate (pseudo) random numbers starts from the same value in each Stata session unless you change the start value with "set seed -value-", where value is an integer ([D] gen). This is very useful in allowing simulations to be repeatable but open to variation: you get very different random sequences by setting the seed to 1, 2, 3, etc. On the other hand, you may simply require a different random sequence in each session. Rather than remember the seed values you have used previously, you can use the system clock which changes every second. This will not make the subsequent sequence any more (or less) random, but will make each session unique. The "code" (see -help seed- to explain) can be displayed or saved in case you do want to reproduce a session. Using the clock has been suggested several time but with a complex parsing. Here is a simple program that can be added to your ado library: program define randomseed version 7 local seed = clock( c(current_time), "hms" ) set seed `seed' di "Clock based seed = " c(seed) end * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Random start to random number sequence***From:*"Allan Reese (Cefas)" <allan.reese@cefas.co.uk>

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