Re: st: Replicability and -imputw-

[Richard Williams <richardwilliams.ndu@gmail.com>]

I would suggest adding the -stable- option to sort. Or (possibly 
better) have the data sorted before you start calling the program. 
The latter would be a little more efficient in terms of computing 
time, plus there was some sort of thread way back when saying sorting 
was better if you didn't use the stable option (although I don't remember why).

According to the help for sort, "Without the stable option, the 
ordering of observations with equal values of varlist is randomized." 
I just ran a quick quick, and as far as I can tell setting the seed 
does not cause the same random order to occur across multiple calls 
(which strikes me as odd, but maybe there is a reason for it). So, I 
think sorting the data first or using the stable option will give you 
what you want. Please let us know one way or the other.

At 02:02 PM 8/25/2013, Roberto Ferrer wrote:
> 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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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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*
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