Re: st: RE: generating data sets with specific parameters

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 06:56 PM 8/18/2004 -0500, Scott Merryman wrote:
> You might try -corr2data-
-corr2data- is good if you want the parameters to come out EXACTLY as 
specified, e.g. if you say the mean is 10 and the SD is 2 then that is what 
they will indeed be in the data set that is created.  It is like creating a 
population with the specified parameters.  -drawnorm-, on the other, draws 
a random sample from a population with the specified parameters; hence, 
because of sampling variability, the numbers in the sample will differ a 
bit from the numbers you specify.

-corr2data- is especially good if, say, you have a published correlation 
matrix and want to replicate the results.  In SPSS, you would typically 
just input the means, correlations and SDs; in Stata you create a fake data 
set.  -drawnorm- is probably better if you are doing some sort of simulation.

Note that -corr2data- always produces the exact same data set unless you 
use the -seed- parameter of -corr2data- (not the separate -seed- command.)

Key caution: If your goal is to use -corr2data- to analyze a published 
correlation matrix, remember, these are simulated data, not the 
original.  There is only so much you can do, e.g. you can't go computing 
interaction terms, take logs, analyze a subsample, or anything like 
that.  You can do stuff like run OLS regressions using different subsets of 
the variables.  The ONLINE help for -corr2data- goes over this a bit.

I discuss the use of -corr2data- on pages 7-9 of

http://www.nd.edu/~rwilliam/stats1/OLS-Stata.pdf


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Richard Williams, Notre Dame Dept of Sociology
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