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Re: st: Drawing from a known, non-regular, discrete distribution
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Drawing from a known, non-regular, discrete distribution
Date
Tue, 18 Feb 2014 09:32:02 +0000
Thanks for the details.
The Mata function -rdiscrete()- should do most of whar you want. You
will need to map your values to integers 1 up and then read in the
probabilities so that they are copied from a variable to a vector in
Mata. Then select integers and reverse the mapping.
Nick
[email protected]
On 18 February 2014 09:17, Lulu Zeng <[email protected]> wrote:
> Dear Nick,
>
> My apologies for the unclear description.
>
> 1. I have 2 variables in Stata, one variable holds the 1200 known,
> discrete values I want to draw; the other holds the corresponding
> probabilities.
>
> 2. The 2 variables are associated with a parameter (attribute) of a
> random utility model. I am trying to draw from the distribution of
> this parameter of interest, and then divide it by the price parameter
> (which similarly has 2 associated variables too) to obtain a
> distribution of willingness to pay.
>
>
> Best Regards,
> Lulu
>
>
>
>
> On Tue, Feb 18, 2014 at 7:47 PM, Nick Cox <[email protected]> wrote:
>> You have not, so far as I can see, specified
>>
>> 1. How you are holding information on your distribution. Is it 1200
>> known values with associated probabilities (so as two variables in
>> Stata), or is the information still outside Stata in some form?
>>
>> 2. What you expect to draw as a sample.
>> Nick
>> [email protected]
>>
>>
>> On 18 February 2014 03:58, Lulu Zeng <[email protected]> wrote:
>>> Dear Scott,
>>>
>>> Thank you for your response. My apologies that I am still a little
>>> confused about how to do this in my case where I have 1,200
>>> observation. Can I still use the cond() command without typing in each
>>> point of the draw?
>>>
>>> Best Regards,
>>> Lulu
>>>
>>> On Tue, Feb 18, 2014 at 1:50 PM, Scott Merryman
>>> <[email protected]> wrote:
>>>> http://www.stata.com/statalist/archive/2012-08/msg00256.html
>>>>
>>>> and the links within.
>>>>
>>>> Scott
>>>>
>>>>
>>>> On Sun, Feb 16, 2014 at 9:15 PM, Lulu Zeng <[email protected]> wrote:
>>>>> Dear Statalist,
>>>>>
>>>>> I am seeking help with taking draws from a known, non-regular (not
>>>>> normal or lognormal etc), discrete distribution.
>>>>>
>>>>> For example, taking draws from a distribution like the one below.
>>>>> However, in my case I have 1,200 points instead of the 4 points given
>>>>> in the example.
>>>>>
>>>>> Draw value Probability
>>>>>
>>>>> 0.5 0.15
>>>>>
>>>>> 0.6 0.30
>>>>>
>>>>> 0.2 0.25
>>>>>
>>>>> 0.9 0.30
>>>>>
>>>>> The "draw value" is the value to be drawn, "probability" is the chance
>>>>> each value be drawn, so it adds up to 1.
>>>> *
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>>>> * http://www.ats.ucla.edu/stat/stata/
>>> *
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>>> * http://www.ats.ucla.edu/stat/stata/
>> *
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>> * http://www.ats.ucla.edu/stat/stata/
> *
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*
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