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RE: st: how to simulate an arbitrary distribution


From   Maarten buis <[email protected]>
To   stata list <[email protected]>
Subject   RE: st: how to simulate an arbitrary distribution
Date   Fri, 4 Apr 2008 14:29:51 +0100 (BST)

> I have a dataset of 1500 observations, each with an
> identifier and a -y- value. -y- is highly skewed, and
> nothing I've tried seems to normalize it.
> 
> I'd like to simulate the distribution of -y-. Is there
> a reasonable way to do this if I can't find a transform
> of it that looks like a standard distribution?

You can sample with replacement from the empirical 
distribution of y using -bsample-:

keep y
bsample 

The variable y is now a random draw from the empirical 
distribution of y.

Hope this helps,
Maarten


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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