I am still using Stata 8. I am trying to generate a positive-valued random
variable, and I think I should turn to inverse gamma distribution. I am not
sure if this is right (with its shape parameter equal to 6):
gen positivevar = invgamma(6, uniform())
I tried searching Stata listserv and FAQ and I might have missed it. But I
suggest Stata could post some codes for creating commonly used random
variables in its online FAQ section. I think that will be great for a lot of
intermediate users.
