Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 11 Mar 2013 20:43:19 +0000 |

I think everyone who replied understood your wording. The common element to our replies is that your wording is _not_ enough to define a soluble problem. It so happens that the uniform distribution can be defined by its range, but the converse is not true. Just knowing the range of a variable does not define it as uniform (it might be uniform or triangular or beta, for example). It so happens that the normal distribution can be defined by its mean and SD, but the converse is not true. Just knowing the mean and SD of a variable does not define it as normal. Similarly, knowing the mean, SD and range of a distribution does not define it as anything in particular. In fact, that would be an unusual way to define a distribution, as there are two scale (dispersion, spread) parameters. If we're wrong, you need to show why. In addition, you haven't addressed a question raised in replies. Does your variable have finite support in principle? Nick On Mon, Mar 11, 2013 at 8:28 PM, Yu Xue <snowrain@gmail.com> wrote: > 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. >>>> * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Questions for random data generation and value label***From:*Yu Xue <snowrain@gmail.com>

**Re: st: Questions for random data generation and value label***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Questions for random data generation and value label***From:*Yu Xue <snowrain@gmail.com>

**Re: st: Questions for random data generation and value label***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Questions for random data generation and value label***From:*Yu Xue <snowrain@gmail.com>

**Re: st: Questions for random data generation and value label***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

**Re: st: Questions for random data generation and value label***From:*Yu Xue <snowrain@gmail.com>

- Prev by Date:
**st: question on ivreg2, ivendog and "good" instruments** - Next by Date:
**Re: st: Questions for random data generation and value label** - Previous by thread:
**Re: st: Questions for random data generation and value label** - Next by thread:
**Re: st: Questions for random data generation and value label** - Index(es):