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st: RE: Generate Random Variable Given Percentile Values
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From |
[email protected] (William Gould, StataCorp LP) |
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To |
[email protected] |
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Subject |
st: RE: Generate Random Variable Given Percentile Values |
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Date |
Tue, 17 Feb 2009 14:01:02 -0600 |
Peter Graven asked about generating random values from percentiles,
I offered a program, and I now see that Nick Cox <[email protected]>
had already written,
> These percentiles presumably came from somewhere. Why not sample from
> the dataset that produced them?
I wholeheartedly agree. If Peter has the data from which the percentiles
were calculated, resampling (sampling with replacement from the data)
is the way to go. The relevant Stata command is -bsample-.
-- Bill
[email protected]
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