I am using the command "gentrun" to generate random draws form a
truncated standard normal distribution. The command uses the program
"gentrun.ado":
program define gentrun
tempvar tem1
tempname mltrn mrtrn
if "`left'" != "" & "`right'" != "" {
if `left' >= `right' {
di in red /*
*/ "The left truncation point cannot be >= the right truncation
point."
exit 198
}
}
if "`left'" == ""{
scalar `mltrn' = 0
}
else {
scalar `mltrn' = normprob(`left')
}
if "`right'" == ""{
scalar `mrtrn' = 1
}
else {
scalar `mrtrn' = normprob(`right')
}
tokenize `varlist'
while "`1'" ~= ""{
quie gen double `tem1' = (`mrtrn'-`mltrn')*uniform() + `mltrn'
`if' `in'
quie gen `typlist' `1' = invnorm(`tem1') `if' `in'
drop `tem1'
mac shift
}
end
Now, I have the following question: if I would like to have a random
draw from a truncated normal distribution with zero mean and standard
deviation 1.5 do I just have to replace the line "quie gen `typlist' `1'
= invnorm(`tem1') `if' `in'" of the .ado-file with "quie gen `typlist'
`1' = invnorm(`tem1')*1.5 `if' `in'"?
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