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RE: st: How to generate conditional random numbers?


From   Grace Jessie <gracejessie@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: How to generate conditional random numbers?
Date   Sun, 16 Jan 2011 18:13:15 +0000

Maarten,
thank you a lot.
I will read the papers you recommended later.
Thank you for all the resources you provided.
 
Grace


----------------------------------------
> Date: Sun, 16 Jan 2011 16:07:23 +0000
> From: maartenbuis@yahoo.co.uk
> Subject: Re: st: How to generate conditional random numbers?
> To: statalist@hsphsun2.harvard.edu
>
> --- On Sun, 16/1/11, Grace Jessie wrote:
> > I have a variable x generated randomly ranging from 85 to
> > 95. Now I want to generate three variables whose mean equals x
> > and they are all on the interval [80,95).
> > How to generate these conditional variables randomly?
>
> This all depends on the distribution you want to assume for your
> variables. Since you want a bounded variable, one possibility is
> the beta distribution. The -rbeta()- function uses the standard
> parameterization for this distribution, so it takes arguments
> a and b, neither of which is the mean. So you first need to
> translate the parameters from a parameterization that includes
> the mean to the standard parameterization. These 2
> parameterizations are discussed here:
> 
> and:
> 
>
> These two presentations give you all the elements you need to
> derive the required translation, which I leave as an excercise.
>
> Below is an example of how to draw such samples in Stata:
>
> *---------- begin example -----------
> drop _all
> set obs 100
>
> gen mu = runiform()
> gen x = 11*mu+ 84
>
> scalar phi = 10
> gen a = mu*phi
> gen b = (1-mu)*phi
>
> forvalues i = 1/3 {
> gen r`i' = 20*rbeta(a, b)+80
> }
> drop a b
> sum
> *---------- end example --------------
> (For more on examples I sent to the Statalist see:
> http://www.maartenbuis.nl/example_faq )
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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