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From |
Grace Jessie <[email protected]> |

To |
<[email protected]> |

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: [email protected] > Subject: Re: st: How to generate conditional random numbers? > To: [email protected] > > --- 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 > -------------------------- > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to generate conditional random numbers?***From:*Grace Jessie <[email protected]>

**Re: st: How to generate conditional random numbers?***From:*Maarten buis <[email protected]>

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