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st: generating random vars with logistic regression


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: generating random vars with logistic regression
Date   Thu, 4 Aug 2005 13:57:39 -0400

Tom Steichen's message suggested that Hilbe's rnd contained this RNG. rnd is contained in STB-28, updated in STB-44, neither of which contain generalized logistic distribution. We had a package on SSC named rnd, which contained updates to three ado-files--those for Chi- squared, t and F, allowing for non-centrality---as well as a help file describing the gen. logistic RNG, but not the code.

I combined the apparent latest version of rnd, from users directory on stata.com (located with search rnd) with the updated versions of those 4 files from SSC. The SSC package rnd now contains everything that is out there, including the updated three RNGs.

ssc install rnd, replace

As Tom indicated, routine rndglog can be used to draw from a logistic distribution.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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