st: Replicability and -imputw-

[Roberto Ferrer <refp16@gmail.com>]

Hello,

I've been using a user-written command -imputw- downloaded from

http://fdz.iab.de/187/section.aspx/Publikation/k050719a04
Based on Gartner, Herman. "The Imputation of Wages Above the Contribution
Limit with the German IAB Employment Sample." FDZ, 2005.

My problem is with replicability. I use -set seed- to control for the
randomness introduced by the command but I can't manage to obtain the
same results for the output variable -lnw_i-. Can anyone please point
to source of "uncontrolled randomness" that is affecting the results
by inspecting the code?

I've double checked, using -cf-, that the data going in is the same
for the replication runs. The results for the regressions are the same
for all runs (I've checked the log files in a bash terminal (linux)
using the program "diff" and they are identical except for log times).
But the final resulting variable is not the same for any two runs.

I copy the source below since it's not very long and the code snippet
I'm running.

Thank you.

* --------------------- User-written command
-------------------------------------
program define imputw, byable(recall)

version 8
syntax varlist [if] , Cens(varlist) Grenze(varlist) [Outvar(string asis)]

    marksample touse
* If no name given to the output, call it by default "lnw_i".
    if "`outvar'" == "" {
local outvar "lnw_i"
    }
* Estimate Tobit model
cnreg `varlist' if `touse', censored(`cens')
quietly {
* Make predictions
predict xb00 if `touse'  , xb
* Generate standardized limit for each value
gen alpha00=(ln(`grenze')-xb00)/_b[_se] if `touse'
    }

cap gen  `outvar'=.
replace `outvar'=`1' if `touse'
* Imputation
replace `outvar'=xb00+_b[_se] *
invnorm(uniform()*(1-norm(alpha00))+norm(alpha00)) if `touse'   &
`cens'

drop xb00 alpha00
end

* ------------------- Code I'm using -----------------------------------
set seed 391829 // -imputw- uses random number generator
sort yearobs size_b
by yearobs size_b: imputw lwage frau gebjahr bild esector, cens(censored) ///
grenze(uplimit)
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