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Re: st: Questions for random data generation and value label


From   Yu Xue <snowrain@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Questions for random data generation and value label
Date   Mon, 11 Mar 2013 15:28:48 -0500

Thanks Maarten, David, Nick, Joerg !

Let me use an example to describe my question more clearly.

There is an actual data that has three variables: Var1, Var2, Var3.
Each of them has continuous numeric values. And I get the max, min,
SD, mean for each of them, and save them in several macros, and then
clear the memory.

Then, I want to generate a synthetic data, which also include three
variables: SynVar1, SynVar2, SynVar3. And they keep the same max, min,
SD, mean  of Var1, Var2, Var3, respectively as in actual data.

Hope I describe it clearly.
Thank you very much


On Mon, Mar 11, 2013 at 12:48 PM, Joerg Luedicke
<joerg.luedicke@gmail.com> wrote:
> The normal distribution has support -infinity,+infinity, so it is not
> clear what you mean with 'range' here. Do you want to draw from a
> truncated normal distribution?
>
> Joerg
>
> On Mon, Mar 11, 2013 at 12:49 PM, Yu Xue <snowrain@gmail.com> wrote:
>> Thanks Maarten!
>>
>> What I want is Normal Distribution. Is there a way to randomly
>> generate a variable with specific mean, SD, and range,
>>
>> Thanks!!
>> Mark
>>
>> On Mon, Mar 11, 2013 at 10:35 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
>>> On Mon, Mar 11, 2013 at 4:20 PM, Yu Xue wrote:
>>>> I already checked "-help random_number_functions-", but I still can
>>>> not find the answer to my question.
>>>>
>>>> I knew that I can use a formula similar like this:
>>>> Var=a+int((b-a+1)*runiform()), to keep a specific range in [a,b]
>>>> and use another formula: Var=invnorm(uniform())*SD+mean, to keep
>>>> specific Standard deviation and mean.
>>>> But I do not know how to generate a "Var" with all specific range, SD, and mean.
>>>> Please note that I do not generate a sample data from the actual data,
>>>> what I want to generate is synthetic data (totally fake data).
>>>
>>> What distribution do you want to draw your new variable from? Do you
>>> want it to be normally (Gaussian) distributed, gamma distributed, beta
>>> distribed, Fisk distributed, Laplace distributed, ... The number of
>>> choices is huge, but without choosing your distribution you cannot
>>> draw your random numbers.
>>>
>>> -- Maarten
>>>
>>>
>>> ---------------------------------
>>> Maarten L. Buis
>>> WZB
>>> Reichpietschufer 50
>>> 10785 Berlin
>>> Germany
>>>
>>> http://www.maartenbuis.nl
>>> ---------------------------------
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