Re: Re: st: drawnorm equivalent for different distribution types?

["Ariel Linden, DrPH" <ariel.linden@gmail.com>]

Thank you Scott, this was very interesting.

Yesterday I came across the following webpage that offered an interesting
approach (and flexible, in that it can be used with many different
distribution types).

http://www.econometricsbysimulation.com/2012/09/drawing-jointly-distributed-
non-normal.html

I also want to publicly thank Stas for providing me his program to
performing the Vale-Maurelli method.

Ariel

Date: Mon, 2 Sep 2013 13:25:59 -0500
From: Scott Merryman <scott.merryman@gmail.com>
Subject: Re: st: drawnorm equivalent for different distribution types?

Perhaps something this:

clear

mat c = (1 , .5 \ .5, 1)
local mu1 = 2
local mu2 = 4
corr2data x y , corr(c) n(1000) double
gen double ru1 = normal(x)
gen double ru2 = normal(y)

qui {
forv j = 1/2 {
gen double randpois`j' = 0
local i 0
tempvar ds
gen double d`j' = exp(-`mu`j'')
gen byte `ds' = (ru`j'>d`j')
count if `ds'
while r(N) > 0 {
   replace randpois`j' = randpois`j' + 1 if `ds'
   local i = `i' + 1
   replace d`j' = d`j' + /*
   */ exp(-`mu`j'' + `i'*log(`mu`j'') - lngamma(`i'+1)) if `ds'
    replace `ds' = (ru`j'>d`j')
    count if `ds'
    }
}
}
drop d1 d2
sum randpois*
corr randpois*
scatter randpois1 randpois2, jitter(3)

Most of the code is lifted from Roberto Gutierrez's -genpoisson-
(-findit gendist- to locate and download).

Scott

> On Sun, Sep 1, 2013 at 3:21 PM, Ariel Linden, DrPH
> <ariel.linden@gmail.com> wrote:
>> Hi All,
>>
>> Is there an equivalent to -drawnorm- for different distribution types? So
>> for example, let's say I wanted two Poisson distributed variables with a
>> correlation of 0.50? Or a chi-sq distribution, etc...
>>
>> Thanks!
>>
>> Ariel
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