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Re: st: Drawing from a known, non-regular, discrete distribution


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Drawing from a known, non-regular, discrete distribution
Date   Tue, 18 Feb 2014 09:35:45 +0000

The "mapping" (if I am guessing correctly) is in fact trivial as in
effect your sample would just be the observation numbers.
Nick
njcoxstata@gmail.com


On 18 February 2014 09:32, Nick Cox <njcoxstata@gmail.com> wrote:
> Thanks for the details.
>
> The Mata function -rdiscrete()- should do most of whar you want. You
> will need to map your values to integers 1 up and then read in the
> probabilities so that they are copied from a variable to a vector in
> Mata. Then select integers and reverse the mapping.
>
> Nick
> njcoxstata@gmail.com
>
>
> On 18 February 2014 09:17, Lulu Zeng <luluzengnz@gmail.com> wrote:
>> Dear Nick,
>>
>> My apologies for the unclear description.
>>
>> 1. I have 2 variables in Stata, one variable holds the 1200 known,
>> discrete values I want to draw; the other holds the corresponding
>> probabilities.
>>
>> 2. The 2 variables are associated with a parameter (attribute) of a
>> random utility model. I am trying to draw from the distribution of
>> this parameter of interest, and then divide it by the price parameter
>> (which similarly has 2 associated variables too) to obtain a
>> distribution of willingness to pay.
>>
>>
>> Best Regards,
>> Lulu
>>
>>
>>
>>
>> On Tue, Feb 18, 2014 at 7:47 PM, Nick Cox <njcoxstata@gmail.com> wrote:
>>> You have not, so far as I can see, specified
>>>
>>> 1. How you are holding information on your distribution. Is it 1200
>>> known values with associated probabilities (so as two variables in
>>> Stata), or is the information still outside Stata in some form?
>>>
>>> 2. What you expect to draw as a sample.
>>> Nick
>>> njcoxstata@gmail.com
>>>
>>>
>>> On 18 February 2014 03:58, Lulu Zeng <luluzengnz@gmail.com> wrote:
>>>> Dear Scott,
>>>>
>>>> Thank you for your response. My apologies that I am still a little
>>>> confused about how to do this in my case where I have 1,200
>>>> observation. Can I still use the cond() command without typing in each
>>>> point of the draw?
>>>>
>>>> Best Regards,
>>>> Lulu
>>>>
>>>> On Tue, Feb 18, 2014 at 1:50 PM, Scott Merryman
>>>> <scott.merryman@gmail.com> wrote:
>>>>> http://www.stata.com/statalist/archive/2012-08/msg00256.html
>>>>>
>>>>> and the links within.
>>>>>
>>>>> Scott
>>>>>
>>>>>
>>>>> On Sun, Feb 16, 2014 at 9:15 PM, Lulu Zeng <luluzengnz@gmail.com> wrote:
>>>>>> Dear Statalist,
>>>>>>
>>>>>> I am seeking help with taking draws from a known, non-regular (not
>>>>>> normal or lognormal etc), discrete distribution.
>>>>>>
>>>>>> For example, taking draws from a distribution like the one below.
>>>>>> However, in my case I have 1,200 points instead of the 4 points given
>>>>>> in the example.
>>>>>>
>>>>>> Draw value     Probability
>>>>>>
>>>>>>     0.5                0.15
>>>>>>
>>>>>>     0.6                0.30
>>>>>>
>>>>>>     0.2                0.25
>>>>>>
>>>>>>     0.9                0.30
>>>>>>
>>>>>> The "draw value" is the value to be drawn, "probability" is the chance
>>>>>> each value be drawn, so it adds up to 1.
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