st: simulating data with a random binomial distribution

[Shawn Bauldry <sbauldry@email.unc.edu>]

Hi all,

I'm trying to run a series of simulations to examine the distribution of 
coefficients in a logistic regression (note: this is part of a class, 
but not homework or related to any sort of grade).  I would like to make 
the outcome variable dichotomous and a function of three other variables 
plus some variation.

I've tried the following approach (code below), but cannot figure out 
how to generate the outcome variable with a binomial distribution.  I 
found Hilbe's random number generator programs, but they do not appear 
to allow me to specify the outcome variable as a function of three other 
variables.

Any advice people have on how to create the outcome variable or a better 
approach to the problem in general would be much appreciated.


-Shawn


*** Set desired parameters
local b0 = 0.5
local b1 = 1.0
local b2 = 3.0
local b3 = -4.0

*** Generating population data of 10,000 cases
set obs 10000

forvalues i = 1/3 {
	gen x`i' = uniform()
}

gen p1 = `b0' + `b1'*x1 + `b2'*x2 + `b3'*x3
gen p2 = exp(p1) / (1 + exp(p1))

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/