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st: RE: random number generator for gamma
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: random number generator for gamma
Date
Wed, 29 Sep 2010 16:26:50 +0100
Joe Hilbe will no doubt answer this. Meanwhile official Stata has -rgamma()-.
Nick
[email protected]
Tomas Lind
I´ve been using the -rnd- ado-package from Hilbe/Linde-Zwirble (update from
STB-28: sg44).
The following syntax produces sensible results (mean and sd) when I generate
20000 Gamma distributed random numbers with shape=11.11 and scale=0.18
clear *
rndgam 20000 11.11 0.18
summarize xg // mean=2.0 sd=0.60
However, with -rndgamx- I don´t get the same values. I have probably missed
something fundamental. Someone know what goes on?
clear *
set obs 20000
gen m=2 // mean=2
rndgamx m , s(11.11)
summarize xg // mean=247 sd=74
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