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| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Drawing from a known, non-regular, discrete distribution |
| Date | Wed, 19 Feb 2014 00:54:27 +0000 |
In my example, I have 10 probabilities in observations 1 to 10 of the data, so use (1..10)' as an argument. That will make sense for you if and only if your probabilities are the same. See also help for -st_data()-. Nick njcoxstata@gmail.com On 19 February 2014 00:09, Lulu Zeng <luluzengnz@gmail.com> wrote: > Dear Nick, > > Thank you for your suggestion. I must have done something incorrectly > so mata still gives me the below error despite I did use -p :/ sum(p)- > for rescaling as you suggested (I also tried to rescale the original > probability variable but neither worked): > > sum of the probabilities must be 1 > rdiscrete(): 3300 argument out of range > <istmt>: - function returned error > r(3300); > > > My probability variable is "share", and "odo2" is my equivalent of > your "y". All I did was: > > mata > > p = st_data((1..10)', "share") > > p :/ sum(p) > > st_store(., "odo2", rdiscrete(st_nobs(), 1, p)) [this is where > the error occurs] > > > My apologies for coming back with the same question again. > > > Best Regards, > Lulu > > On Tue, Feb 18, 2014 at 11:37 PM, Nick Cox <njcoxstata@gmail.com> wrote: >> Here is an example of using -rdiscrete()- in Mata. In your case, the >> probabilities are already in a variable. If -rdiscrete()- chokes on >> small differences in total from 1, then check the probabilities and if >> need be scale by -p :/ sum(p)-. >> >> . clear >> >> . set obs 1000 >> obs was 0, now 1000 >> >> . mat p = [0.2,0.2,0.1,0.1,0.1,0.1,0.05,0.05,0.05,0.05] >> >> . gen double p = p[1,_n] >> (990 missing values generated) >> >> . list in 1/10, sep(0) >> >> +-----+ >> | p | >> |-----| >> 1. | .2 | >> 2. | .2 | >> 3. | .1 | >> 4. | .1 | >> 5. | .1 | >> 6. | .1 | >> 7. | .05 | >> 8. | .05 | >> 9. | .05 | >> 10. | .05 | >> +-----+ >> >> . gen y = . >> (1000 missing values generated) >> >> . mata >> ------------------------------------------------- mata (type end to >> exit) ------------------ >> : p = st_data((1..10)', "p") >> >> : st_store(., "y", rdiscrete(st_nobs(), 1, p)) >> >> : end >> -------------------------------------------------------------------------------------------- >> >> . tab y >> >> y | Freq. Percent Cum. >> ------------+----------------------------------- >> 1 | 202 20.20 20.20 >> 2 | 200 20.00 40.20 >> 3 | 98 9.80 50.00 >> 4 | 102 10.20 60.20 >> 5 | 87 8.70 68.90 >> 6 | 99 9.90 78.80 >> 7 | 49 4.90 83.70 >> 8 | 54 5.40 89.10 >> 9 | 53 5.30 94.40 >> 10 | 56 5.60 100.00 >> ------------+----------------------------------- >> Total | 1,000 100.00 >> Nick >> njcoxstata@gmail.com >> >> >> On 18 February 2014 09:35, Nick Cox <njcoxstata@gmail.com> wrote: >>> The "mapping" (if I am guessing correctly) is in fact trivial as in >>> effect your sample would just be the observation numbers. >>> Nick >>> njcoxstata@gmail.com >>> >>> >>> On 18 February 2014 09:32, Nick Cox <njcoxstata@gmail.com> wrote: >>>> 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 >>>> njcoxstata@gmail.com >>>> >>>> >>>> On 18 February 2014 09:17, Lulu Zeng <luluzengnz@gmail.com> 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 <njcoxstata@gmail.com> 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 >>>>>> njcoxstata@gmail.com >>>>>> >>>>>> >>>>>> On 18 February 2014 03:58, Lulu Zeng <luluzengnz@gmail.com> 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 >>>>>>> <scott.merryman@gmail.com> 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 <luluzengnz@gmail.com> 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. >>>>>>>> * >>>>>>>> * 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/ >>>>>>> * >>>>>>> * 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/ >>>>>> * >>>>>> * 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/ >>>>> * >>>>> * 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/ >> * >> * 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/ > * > * 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/ * * 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/