Shuffle the data randomly. Then 
pick any observation to use. It might as well
be the first. 
gen rnd = uniform()
sort rnd 
gen var4 = var3[1] 
For repeatability, set the seed first. 
Nick 
[email protected] 
[email protected]
 
> Thank you, Svend.
> 
> I was not very clear, indeed.
> 
> Getting back to my hypothetical dataset:
> 
> 
> var1 var2 var3
> 0.5 0.5 0.25
> 0.4 0.4 0.16
> 0.3 0.4 0.12
> 0.8 0.4 0.32
> 0.4 0.2 0.08
> 
> The objective is to generate a fourth variable, var4, that 
> can take any
> value of the variable 3, var3. Hence, the first observation 
> of var4 can
> take one out of 5 values of the var3 (0.32, 0.25, 0.16, 0.12, 
> 0.08) [with
> equal probabilities] and so on.
> 
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