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Subject |
st: Expert Opinion - An alternative to rndbin |

Date |
Sun, 23 Sep 2007 22:17:26 -0300 (BRT) |

Dear Statalisters and Stata experts, I would like to know your expert opinion about a faster approach to generate binomial random numbers using Stata. I wish to know if the approach below is valid and if it makes some sense. Well, for example, assume we have _N=1. Then, we have 25000 observations and p= 0.25, which is the probability of the event. -rndbin- is quite straighforward: rndbin 25000 0.25 1 qui count if xb==1 However, I have to run -rndbin- millions of times, say, 10^15 times, count the number of events (xb=1) and then summarize it to get a new variable. That approach takes a lot of time and even using Mata functions this is time-consuming. Taking statistical aspects of the binomial distribution into account, may I approximate that calculation using the following approach? p = 0.25 observations = 25000 sd_of_p_hat = standard deviation of the p_hat gene sd_of_p_hat= sqrt(((p)*(1-p))/(observations)) generate z = invnorm(uniform()) replace p = (z)*(sd_of_p_hat)+(p) gene number_of_events= round(p*observations) The latter approach is really faster (2-3 seconds for 100000 studies, whereas -rndbin- are likely to take some hours, at least in my PC) and it is likely to be unbiased for p�s between 0.3 and 0.7, the range I have to work with in Human Genetics. I will again grateful for any help and comments. Best regards, Tiago * * 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/

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