Re: st: Adding randomness to a variable

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 10:04 AM 10/21/2013, Owen Gallupe wrote:
> Hi,
>
> Given the random number generator capabilities of Stata, I suspect
> there is an easy solution to this which I just haven't managed to
> track down. Having said that, is there any function that allows you to
> take an existing variable and add a small degree of randomness to it?
> I'm thinking along the lines of a jitter option when generating a
> variable. I know that this exact command doesn't actually exist, but a
> command of the following form is what I'm looking for:
>
> gen varx = jitter(var)
>
> My idea is that it would take this:
> 5
> 6
> 7
> 8
> 9
>
> And turn it into something like this:
> 4.73
> 6.11
> 6.80
> 8.34
> 9.09
>
> I'm aware that the following two options would produce something
> similar, but my idea is to manually create a variable that has the
> exact properties I want for teaching purposes but then add a little
> "error" to it.
>
> a)
> gen varx = .5*var1 + .8660254*var2
>
> b)
> clear
> matrix c = (1.00, 0.30, -0.25, -0.10, 0.10, 0.20 \ ///
> 0.30, 1.00, -0.15, -0.10, 0.12, 0.35 \ ///
> -0.25, -0.15, 1.00, 0.13, -0.08, -0.16 \ ///
> -0.10, -0.10, 0.13, 1.00, 0.06, -0.14 \ ///
> 0.10, 0.12, -0.08, 0.06, 1.00, 0.001 \ ///
> 0.20, 0.35, -0.16, -0.14, 0.001, 1.00)
> corr2data var1 var2 var3 var4 var5 var6, n(2000) corr(c)

I've used the corr2data approach to create vars like e1 and e2 that 
were uncorrelated with anything else, and then added them to the 
other vars I had created. See (especially page 2)

http://www3.nd.edu/~rwilliam/stats2/l21.pdf

For existing data you can also do stuff like

gen x2 = x + rnormal()

That will add random noise to x; but corr2data is better if you want 
EXACT properties, e.g. by chance alone the randomnness you add above 
could be/ should be slightly correlated with the original x.

Instead of corr2data, consider using drawnorm if you want to be 
sampling from a population with known properties, rather than 
creating a population with the exact properties. 

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/