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Re: st: How to generate a censored random variable


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: How to generate a censored random variable
Date   Thu, 6 Feb 2014 18:06:24 +0000

Note also the -clip()- function.

Nick
[email protected]


On 6 February 2014 17:54, Nick Cox <[email protected]> wrote:
> You don't need to do that any way.
>
> . set obs 10
> obs was 0, now 10
>
> . gen foo = min(max(0, rnormal(0,1)), 2)
>
> . l
>
>      +----------+
>      |      foo |
>      |----------|
>   1. |        0 |
>   2. | .9444048 |
>   3. | 1.112015 |
>   4. |        0 |
>   5. |        0 |
>      |----------|
>   6. |        0 |
>   7. |        0 |
>   8. |        0 |
>   9. | .1321672 |
>  10. | .5269327 |
>      +----------+
>
> Use -max()- ensure that your values are at least some minimum and
> -min()- conversely.
>
> Nick
> [email protected]
>
>
> On 6 February 2014 17:47, Joao Ricardo F. Lima <[email protected]> wrote:
>> Nick,
>>
>> sorry. Can you explain better?
>>
>> I saw the -help f_rnormal- and the options are -rnormal()-,
>> -rnormal(m)- and -rnormal(m,s)- and don't know how can I change the
>> range -min()- and -max()- of this function.
>>
>> Thanks again,
>>
>> 2014-02-06 Nick Cox <[email protected]>:
>>> Why not feed your random values to -min()- and -max()-?
>>> Nick
>>> [email protected]
>>>
>>>
>>> On 6 February 2014 17:28, Joao Ricardo F. Lima <[email protected]> wrote:
>>>> Dear Statalisters,
>>>>
>>>> How can I create a censored random variable (left=0 and right=2) in
>>>> Stata, with mean=0 and sigma=sdpb1?
>>>>
>>>> I was using - gen erb= rnormal(0,sdpb1)- but the variable isn't
>>>> censored. The mean is 0 and std error is sdpb1, but it's out of the
>>>> range 0-2.
>>>>
>>>> In R, the code is:
>>>>
>>>> erb[n,]=rnorm.trunc(1, t.left = 0, t.right = medb[n], mean = 0, sigma = sdpb1)
>>>>
>>>> However, I would like to do in Stata.
>>>>
>>>> Thanks a lot,
>>>>
>>>>
>>>> --
>>>> ---------------------------------------------------------
>>>> João Ricardo F. de Lima, D.Sc.
>>>> Pesquisador A - Economia Aplicada
>>>> Embrapa Semiárido
>>>> e-mail: [email protected]
>>>> fone: +55 (87) 3866-3667
>>>> home-page: www.cpatsa.embrapa.br
>>>> ----------------------------------------------------------
>>>>
>>>> *
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>>
>>
>>
>> --
>> ---------------------------------------------------------
>> João Ricardo F. de Lima, D.Sc.
>> Pesquisador A - Economia Aplicada
>> Embrapa Semiárido
>> e-mail: [email protected]
>> fone: +55 (87) 3866-3667
>> home-page: www.cpatsa.embrapa.br
>> ----------------------------------------------------------
>>
>> *
>> *   For searches and help try:
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>> *   http://www.stata.com/support/faqs/resources/statalist-faq/
>> *   http://www.ats.ucla.edu/stat/stata/

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