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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 11 Mar 2013 16:45:10 -0400 |

You are still not saying which distribution you would like to sample from! Any sample must be from _some_ distribution. Joerg On Mon, Mar 11, 2013 at 4:28 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. >>>> >>>> -- Maarten >>>> >>>> >>>> --------------------------------- >>>> Maarten L. Buis >>>> WZB >>>> Reichpietschufer 50 >>>> 10785 Berlin >>>> Germany >>>> >>>> http://www.maartenbuis.nl >>>> --------------------------------- > * > * 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/ * * 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>

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