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Re: st: generating random numbers without replacement


From   Michael McCulloch <mm@pinestreetfoundation.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: generating random numbers without replacement
Date   Sat, 25 May 2013 08:15:27 -0700

Thanks for the suggestions on learning Mata. 

On my sampling exercise, I articulated my request for guidance incorrectly. What I seek to do is, for each level of varA (n=5), generate an observation in which varB is a randomly chosen non-repeating value between 1-5.


Best wishes,
Michael McCulloch

--
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 25, 2013, at 12:40 AM, Nick Cox <njcoxstata@gmail.com> wrote:

> 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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