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RE: st: Setting same seed, getting different random numbers.
From
"Impavido, Gregorio" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Setting same seed, getting different random numbers.
Date
Thu, 1 Dec 2011 08:54:09 -0500
While I cannot comment on the mata code, I tested it under stata MP 10.1, 11.2 and 12 running on Windows server 2003. These are the results:
Variable Obs Mean Std. Dev. Min Max
f101mp 1000000 -.0011306 1.000803 -5.054097 4.730645
f112mp 1000000 -.0004074 1.000851 -5.574099 4.953123
f12mp 1000000 -.0004059 1.000854 -5.574099 4.953123
the same code appears to be producing three different sets of obs
Gregorio
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of daniel klein
Sent: Thursday, December 01, 2011 5:47 AM
To: [email protected]
Subject: Re: st: Setting same seed, getting different random numbers.
Maarten,
setting the seed within Mata environment I still get -.5182349644 with
Stata 12 and .7005116833 with Stata 11.2 (both run under Windwos 7)
for f[1000000, 1].
There seems to be something going on here. I have created "f" with
Stata 11.2 and Stata 12, stored it as a variable (f11 and f12) and
merged the two datasets together. Here is the result of
. compare f11 f12
---------- difference ----------
count minimum average maximum
------------------------------------------------------------------------
f11<f12 69082 -6.550396 -1.13044 -4.61e-06
f11=f12 861607
f11>f12 69311 5.90e-07 1.126683 6.204143
----------
jointly defined 1000000 -6.550396 -1.51e-06 6.204143
----------
total 1000000
I have taken a look at the differing values. The first observation
that differs is number 257982 (the dataset is not sorted). Looking at
the values it turns out that there is no pattern in the differences up
to observation 861626 (or at least I cannot spot it). Here are the ten
observations before a pattern begins
. l in 861616/861625 ,noo
+-------------------------+
| f11 f12 |
|-------------------------|
| -.15638463 -.68684051 |
| -.00384823 .93516482 |
| .33461912 1.9167679 |
| .35663551 -.90130858 |
| -.01543446 -.8010808 |
|-------------------------|
| 1.0124802 .76208019 |
| .71259067 .17003043 |
| -.25893844 -1.0935868 |
| -1.494143 .08098092 |
| 1.2844026 -.38414395 |
+-------------------------+
For the rest of the dataset it seems as if there is a clear pattern,
and it is very simple. Values in f11 appear in f12 in the following
observation. Here shown for the last ten observations.
. l in 999991/1000000 ,noo
+-------------------------+
| f11 f12 |
|-------------------------|
| 1.0302782 .81991301 |
| -1.7505349 1.0302782 |
| -.36247988 -1.7505349 |
| -.22582508 -.36247988 |
| -.56251499 -.22582508 |
|-------------------------|
| .59687397 -.56251499 |
| -1.8742183 .59687397 |
| -2.0173154 -1.8742183 |
| -.51823496 -2.0173154 |
| .70837504 -.51823496 |
+-------------------------+
You can inspect this pattern with
.l if (f11 == f12[_n + 1])
Here is the code I have used to create the dataset.
* run this in Stata 11.2
clear
set obs 1000000
mata :
rseed(2)
f = rnormal(1000000,1,0,1)
st_store(., st_addvar("double", "f11"), f)
end
g long id = _n
save f11
* run the same code in Stata 12
clear
set obs 1000000
mata :
rseed(2)
f = rnormal(1000000,1,0,1)
st_store(., st_addvar("double", "f12"), f)
end
g long id = _n
save f12
* merge the two
use f11 ,clear
merge 1:1 id using f12
drop _merge
drop id
Best
Daniel
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