Dear Listers,
I am using the function "invnorm(uniform())" which returns normally
distributed random numbers with mean zero and standard deviation one,
inside a program "linsim.ado". The latter is used with:
simul linsim, reps(10000)
program define lnsim
version 7.0
if "`1'"=="?" {
global S_1 "eff diag1 diag2"
exit
}
drop _all
set obs 1
gen eff = uniform()*100
gen diag1 = invnorm(uniform())
gen diag2 = invnorm(uniform())*1.5 + 5
post `1' (eff) (diag1) (diag2)
end
Can I say that the variable "diag2", is a normally distributed random number
with mean 5 and standard deviation 1.5.
Many thanks for your help in advance.
Best regards,
Amani
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