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Re: st: RE: Re: STATA mistakes divisions!

From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: RE: Re: STATA mistakes divisions!
Date   Fri, 16 Mar 2012 18:36:44 +0000

I said precision of 1 part in 10^7, meaning relative precision.

I didn't mean absolute values of that order (or finer).


On Fri, Mar 16, 2012 at 5:40 PM, Tiago V. Pereira
<[email protected]> wrote:

> Some general comments/questions:
> (1) Nick has asked "What science are you in that needs precision to 1 part
> in 10^7? Particle physics?"
> I can comment on my area: genetics. We routinely need calculations with
> very high precision (1-10^8 often)
> That's EXACTLY why I am using Stata.
> (2) Maarten wrote: "Some computations are even done in quad precision
> (approximately 34 decimal digits)."
> Question: Can one perform every calculation in quad precision? I would
> very interested in that.

 Thu, Mar 15, 2012 at 3:48 PM, Francesco Vidoli  wrote:

>> But therefore by default, without writing in every division "float",
>> STATA mistake divisions?
>> It's not only a visualization problem, we are trying to compare a SAS
>> OLS regression and  results simply do not add up if you calculate the
>> variables of SAS or STATA ...
> No, there is no mistake. This is a phenomenon known as precision, and
> it is a result of the fact that computers cannot store most numbers
> with infinite precision. Stata (note: not STATA) has some smart
> defaults on how much precision to use for variables, computations,
> scalars, etc. In short data is by default stored with less precision
> (about 7-8 decimal digits) than computations (about 17-18 decimal
> digits). This is smart as even the 7-8 digits is complete overkill for
> real world data. Some nice examples of this can be found here:
> <>.
> However if you want to do computations with variables than you want to
> overwrite this default, as many tiny rounding errors can start to add
> up to a large or at least noticeable error. You do so as follows:
> gen double varname = expression
> The key part is -double-, that tells you that the variable is supposed
> to be stored in double precision, i.e. about 18 decimal digits, which
> corresponds to the precision used by SAS and others. This is also what
> Stata programs do internally when they are using variables to do
> computations. Some computations are even done in quad precision
> (approximately 34 decimal digits).

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