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Re: AW: st: Stata Inbuilt commands


From   "[email protected]" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: AW: st: Stata Inbuilt commands
Date   Wed, 07 Oct 2009 20:17:36 +0100

Thank you very much,Martin and Mateen foryour help.I will take a look at
the sources that you have referred me to.However,some couple of years
ago,there was the same query and someone suggested some ado file that
reveals the code that is implied by functions such as
invnorm(uniform()).I know I had saved that suggestion,but since then the
computer that I was using had broken down and got lost.
Thank you before hand for any suggestions,
Victor M. Zammit

On 7/10/2009, "Martin Weiss" <[email protected]> wrote:

>
><>
>
>
>[D], p.223, discusses the -runiform()- random number generator. I understand from Cameron and Trivedi (2005), http://www.stata.com/bookstore/mma.html, Appendix B, that you can create random numbers for many distributions based on uniform numbers, so "vmz" may want to take a look at these sources...
>
>
>
>HTH
>Martin
>
>
>-----Ursprüngliche Nachricht-----
>Von: [email protected] [mailto:[email protected]] Im Auftrag von Maarten buis
>Gesendet: Mittwoch, 7. Oktober 2009 16:38
>An: [email protected]
>Betreff: Re: st: Stata Inbuilt commands
>
>--- On Wed, 7/10/09, [email protected] wrote:
>> how would you get the implicid Stata commands ,such as :
>> drop _all
>> set obs 100
>> gen a = invnorm(uniform())
>
>As Martin already said, there is no way in which you can
>see what in-built commands do. Based on your previous
>questions I suppose that you are primarily interested in
>what the -invnormal()- function does. It returns the
>inverse cumulative standard normal distribution. As you
>know there is no closed form solution to that integral,
>so my guess is that it either looks up values from an
>internally stored table, or it uses some approximation
>formula.
>
>-- Maarten
>
>--------------------------
>Maarten L. Buis
>Institut fuer Soziologie
>Universitaet Tuebingen
>Wilhelmstrasse 36
>72074 Tuebingen
>Germany
>
>http://www.maartenbuis.nl
>--------------------------
>
>Send instant messages to your online friends http://uk.messenger.yahoo.com
>
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