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st: Default Seed of Stata 12 |

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Fri, 26 Oct 2012 19:25:33 +0100 |

Bill Gould wrote a very informative post about Stata's seed on Wed 24 Oct. In part, he wrote: ========================== Think of the random-number generator as producing an infinitely long sequence of states: ------------------------------------------------------------------------ - state0 -> state1 -> state2 -> ... -> state{2^124} -> state0 -> state1 ... where, state0 = X075bcd151f123bb5159a55e50022865700043e55, state1 = X5b15215854f24767556efaba82801d9b0004330a, and so on, and where the i-th pseudo random number is given by g(state{i}). ------------------------------------------------------------------------ - The sequence may be infinitely long, but it repeats. The period is approximately 2^124 in the case of KISS. The easy-to-type 32-bit seed provides 2^32 entry points into this sequence --------------------------------------------------------------------- state0 -> state1 -> ... -> state{2^96) -> ... -> state{2^124) -> ... | | | 123456789 ???????? ?????? --------------------------------------------------------------------- ======================== Given the "infinitely long" sequence which repeats, and Bill's reference to "entry points", does it ever matter what number one chooses to be the initial seed and hence enters the sequence? I note that the default Stata 32-bit seed is "123456789", which is 9 digits and an odd number. Are there potentially adverse consequences of setting a 32-bit seed using an even number? Or using a seed that is less than some critical number of digits in length? E.g. is "1" or "20" as good as "123456789" or "987654321"? Many people, including me, appear to use a number with -set seed- that has a relatively large number of digits and is an odd number -- but I wonder if this is simply custom and practice, or whether there is a rationale. Or is any number as good as another as an entry point to the sequence? I searched the web for answers a while ago and did not find answers. Stephen ------------------ Professor Stephen P. Jenkins <[email protected]> Department of Social Policy and STICERD London School of Economics and Political Science Houghton Street, London WC2A 2AE, UK Tel: +44(0)20 7955 6527 Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP 2011, http://ukcatalogue.oup.com/product/9780199226436.do Survival Analysis Using Stata: http://www.iser.essex.ac.uk/survival-analysis Downloadable papers and software: http://ideas.repec.org/e/pje7.html Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer

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**Follow-Ups**:**Re: st: Default Seed of Stata 12***From:*Stas Kolenikov <[email protected]>

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