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Re: st: generating random numbers without replacement


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: generating random numbers without replacement
Date   Sat, 25 May 2013 08:40:01 +0100

The preceding specifications I take to mean

"I wish to generate random numbers between 1 and 5, without replacement."

I don't understand what this means as you don't say from what
distribution such numbers are drawn (discrete integers 1,2,3,4,5 or
continuous on the interval; uniform or stated alternative) or about
dependence or independence structure.  I could speculate, but I would
rather you gave a precise specification.

The only complete explanation of Mata is the manual. It's in flavour
an in-house manual for StataCorp's developers that happens to be
public to Stata users. (That's a bit tongue-in-cheek.) There's perhaps
a presumption that you are at least broadly familiar with programming
in a C-like language. Excessive familiarity with Stata is in some ways
a disadvantage as Stata is full of Stataish idiosyncrasies, starting
with heavy use of local and global macros.

But cheer up... Quite a few people have written programs using Mata
without ever using more than a small fraction of the language. And
there is a very nice introduction in Kit Baum's book

http://www.stata.com/bookstore/stata-programming-introduction/

Nick
njcoxstata@gmail.com


On 25 May 2013 06:23, Michael McCulloch <mm@pinestreetfoundation.org> wrote:
> Thank you kindly Nick for the translation!
> How would I rewrite the ultimate line (a, meaning "now show me a), to instead generate the variable a according to the preceding specifications?
>
> And, can you recommend a book or tutorial that explains Mata as you so clearly do here?
>
> Best wishes,
> Michael McCulloch, LAc MPH PhD
>
> --
> Pine Street Foundation, since 1989
> 124 Pine Street | San Anselmo | California | 94960-2674
> P: (415) 407-1357 | F: (206) 338-2391 | http://www.PineStreetFoundation.org
>
> On May 24, 2013, at 10:05 PM, Nick Cox wrote:
>
>> Note that the Mata code misses a trick
>>
>> a = J(100,1,.)
>> for(i = 1; i<=100; i++) a[i,1] = i
>>
>> is a long-winded alternative to
>>
>> a = 1::100
>>
>> In fact you could shorten the code further, but I will stop there.
>>
>> One Stata translation is
>>
>> set obs 100
>> gen a = _n
>> gen rnd = runiform()
>> sort rnd
>> l a rnd
>>
>> I would usually preface that by -set seed 2803- or some such.
>>
>> Here is a line-by-line translation
>>
>> mata
>> // open Mata
>> a=J(100,1,.)
>> // a is a vector with 100 rows, 1 column, all missing values
>> for(i=1;i<=100;i++) a[i,1]=i
>> // loop from i = 1 to i = 100 incrementing i by 1 at each step:
>> // set the i th row and 1st column of a to i
>> a=a,runiform(100,1)
>> // join a row-by-row with a vector with 100 rows, 1 column of uniform
>> random numbers
>> a=sort(a,2)
>> // sort a according to the values in the second column:
>> // wanted consequence is a random shuffle of 1::100 in first column
>> a
>> // now show me a
>>
>> I wrote -swor- a while back, but I can't remember much about it. More
>> important is -sample-.
>>
>> SJ-5-1  dm86_1  . . . . . . . . . . . . . . . . . . . Software update for swor
>>        (help swor if installed)  . . . . . . . . . . . . . . . . .  N. J. Cox
>>        Q1/05   SJ 5(1):139
>>        swor rewritten to use sort, stable for reproducibility and
>>        sortpreserve for compatibility; help file also modernized
>>
>> STB-59  dm86  Sampling without replacement: abs. sample sizes & keeping all obs
>>        (help swor if installed)  . . . . . . . . . . . . . . . . .  N. J. Cox
>>        1/01    pp.8--9; STB Reprints Vol 10, pp.38--39
>>        samples without replacement a specified sample size;
>>        alternative to sample
>>
>> Nick
>> njcoxstata@gmail.com
>>
>> On 24 May 2013 22:30, Michael McCulloch <mm@pinestreetfoundation.org> wrote:
>>
>>> I wish to generate random numbers between 1 and 5, without replacement. I have located the following Mata code, but have not yet learned Mata. Is it possible to rewrite this to create the variable a?
>>>
>>> mata
>>> a=J(100,1,.)
>>> for(i=1;i<=100;i++) a[i,1]=i
>>> a=a,runiform(100,1)
>>> a=sort(a,2)
>>> a
>>> end
>>>
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>
>
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