基本命令、蒲丰投针与随机数生成

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majordomo@/subscribestatliststatlist@COPYRIGHT:DR.CHUNTAOLIleechtcn@3有用的网站B/stataprogram/stat/stata/

DOS命令mkdirdircderasetypecopyCOPYRIGHT:DR.CHUNTAOLIleechtcn@4copy命令copyorig.dtanewcopy.dtacopy"mydocument""copyofdocument“copy..\mydir\doc.txtdocument\doc.texcopy/examples/simple.dtad:\simple.dtacopy/examples/simple.txtd:\simple.txt,textCOPYRIGHT:DR.CHUNTAOLIleechtcn@5常用命令ordercodebookcompareinspectbrowsededitsortwhichCOPYRIGHT:DR.CHUNTAOLIleechtcn@6comparewebusefullauto,clearcomparerep78rep77COPYRIGHT:DR.CHUNTAOLIleechtcn@7cfsysuseautodropgear_ratioreplacempg=20in1/2replacerep78=6in3savemycfsysuseautocf_allusingmycfCOPYRIGHT:DR.CHUNTAOLIleechtcn@8常用命令listdropkeepgeneratereplacerenameegenCOPYRIGHT:DR.CHUNTAOLIleechtcn@9常用命令输入数据input/直接在数据编辑窗口输入读入数据use、insheetusing查看工作路径cd;dir常用命令保存、输出数据save、outsheetusing查看数据list(in/if),table/display;browse/edit(in/if)更替数据replace常用命令Stata运算符号+，-，*，/，^,sqrt(),exp(),ln(),log(),log10(),max(),min(),mod(),int(),round()计算器

display常用命令生成新变量

generate

generate[type]newvar=exp[if][in].sysuseauto.genp2=sqrt(price).genn_v1=price*mpg.replacep2=int(p2).genn_v2=price*lengthifforeign==1.byforeign:generaten_v3=gear_ratioif_n==_N

常用命令修改变量名renamesysuseautorenamemakecar_makerenamepricepirenamempgcar_mpgsaveD:\new_auto.dta,replace常用命令复制文件copycdD:\dircopyauto.dtacopy_auto.dtadircopytemp.txtcopy_temp.txtcopytemp.docopy_temp.dodir常用命令显示文件内容typetypestk_price.txttypetemp.txt删除数据（从文件夹）eraseerasenewcopy.dtaerasestk_price.dta常用命令简单的查看整体数据统计性质

describe;summarizeclearsysuseautodessumbyforeign:sumbyforeign:sum

pricempgrep78,detail常用命令变量标签label

clearallsysuseautodeslabeldata1978汽车调查数据deslabeldata"***1978汽车调查数据"deslabeldata""des

常用命令labelvariablempg"mileage"labelvariableforeign“car_type“labellistlabeldirlabellistlabeldroporiginlabeldefineori0"Domestic"1"Foreign"labellist常用命令labellistorilabelcopyorioriglabeldefineorig2"",addlabeldefineorig2"don'tknow",modifyreplaceforeign=2ifmod(_n,10)==4labelvaluesforeignoriglabelsaveorigusingmylabeltypemylabel.do常用命令labeldroporiglabeldirdomylabellabeldir常用命令删除变量drop/keep，（in/if）clearallsysuseautodropmakedropin4dropifforeign==1keeppricempgrep78headroomtrunkturndisplacementgear_ratioforeign常用命令keepin5/54keepifprice>7000删除数据clearusestk_pricematA=mat(1,2,3\2,3,4)clearmatlAclearall;matlA常用命令排列数据sort、gsortclearallsysuseautodessortpricelistmakepricein1/10listmakepricein-10/-1listforeignpricein-10/-1gsort-pricelistmakepricein1/10常用命令数个数countcountcountifrep78==.countifprice>6165countifforeign==0常用命令计算变量平均数ameans；mean,over()ameanspriceameansprice,add(1000)level(99)meanpricempgheadroomtrunkmeanpricempgheadroom,over(foreign)meanpricempgheadroom,over(rep78)sortrep78byrep78:ameanspricempgheadroom常用命令统计性质列表tabstat；table;tabulatetablerep78tablerep78,content(nmpgmeanmpgsdmpgmedianmpg)tablerep78,content(nmpgmeanprice)tablerep78foreigntableforeignrep78,content(meanmpg)rowcol常用命令tabstatmpgtabstatmpg,stat(nmeansd)tabstatpricempgheadroomtrunktabstatpricempgheadroomtrunk,stat(nmeansd)tabstatpricempgheadroomtrunk,stat(nmeansdminmax)sortforeign常用命令byforeign:tabstatpricempgtabstatpricempg,by(foreign)tabstatpricempg,by(foreign)nototaltabstatpricempg,by(rep78)tabulaterep78tabulaterep78,sorttabrep78,gen(rep)常用命令destabrep78foreign改变变量排列顺序orderkeepmakepricempgrep78orderpricerep78makempg常用命令另一个重要的生成变量命令

egen改变数据类型format常用命令stata保存的数据类型byteintlongfloatdoublestr#数据显示格式%g%gc%f%fc%s%t%tcdate/time；%tddate；%twweek%tmmonth；%tqquarter；%thhalf-year%tyyear；%tggenericCOPYRIGHT:DR.CHUNTAOLIleechtcn@33运算符随机函数genr1=runiform()genr2=rnormal()genr3=rnormal(5,2)genr3=5+2*rnormal()genr3=5+2*invnorm(runiform())genr4=rchi2(27)genr5=rt(27)COPYRIGHT:DR.CHUNTAOLIleechtcn@34COPYRIGHT:DR.CHUNTAOLIleechtcn@35重要的数字c(pi)or_piexp(1)c(current_time)c(current_date)COPYRIGHT:DR.CHUNTAOLIleechtcn@36数学求余函数mod(m,n)只是在Stata中，m和n不一定是整数，比如：dispmod(13,7)6dispmod(11,5)1dispmod(1.34,0.1).04dispmod(3,0)2.3线性乘同余方法（LinearCongruentialMethod)mod:取模运算：(aIn+c)除以m后的余数实型随机数序列：1948年由Lehmer提出的一种产生伪随机数的方法，是最常用的方法。递推公式：其中：I0：初始值（种子seed)a：乘数（multiplier)c：增值（additiveconstant)m：模数（modulus)mod：取模运算：(aIn+c)除以m后的余数a,c和m皆为整数

产生整型的随机数序列,随机性来源于取模运算如果c=0

乘同余法：速度更快，也可产生长的随机数序列COPYRIGHT:DR.CHUNTAOLIleechtcn@38最简单的伪随机数生成器clearsetmoreoffsetobs100localm=17locala=13geninty=1if_n==1gent=_nreplacey=mod(`a'*y[_n-1],`m')if_n>1genx=y/`m’listxtwowaylinextCOPYRIGHT:DR.CHUNTAOLIleechtcn@39伪随机数COPYRIGHT:DR.CHUNTAOLIleechtcn@40伪随机数的自循环特征COPYRIGHT:DR.CHUNTAOLIleechtcn@41伪随机数生成器clearsetobs100localm=2^13-13locala=7^10-17geninty=1if_n==1gent=_nreplacey=mod(`a'*y[_n-1],`m')if_n>1genx=y/`m’listxtwowaylinextCOPYRIGHT:DR.CHUNTAOLIleechtcn@42自循环COPYRIGHT:DR.CHUNTAOLIleechtcn@43二维表展示的自循环特征COPYRIGHT:DR.CHUNTAOLIleechtcn@44随机数生成器clearsetmem100msetobs1000localm=10^12-11locala=427419669081geninty=1if_n==1gent=_nreplacey=mod(`a'*y[_n-1],`m')if_n>1genx=y/`m’twowayscatterxtCOPYRIGHT:DR.CHUNTAOLIleechtcn@45散点图COPYRIGHT:DR.CHUNTAOLIleechtcn@46Stata的随机数生成器clearsetseed123456789setobs1000genx=uniform()gent=_ntwowayscatterxt似乎还是不均匀吧？COPYRIGHT:DR.CHUNTAOLIleechtcn@47COPYRIGHT:DR.CHUNTAOLIleechtcn@48Stata的随机数生成器clearsetobs10000genx=uniform()gent=_ntwowayscatterxt似乎均匀了COPYRIGHT:DR.CHUNTAOLIleechtcn@49COPYRIGHT:DR.CHUNTAOLIleechtcn@50setseed#clearsetseed1234567setobs1000genx=uniform()COPYRIGHT:DR.CHUNTAOLIleechtcn@51Buffon’sNeedle蒲丰投针

1θθθCOPYRIGHT:DR.CHUNTAOLIleechtcn@52数学推导COPYRIGHT:DR.CHUNTAOLIleechtcn@53p=?COPYRIGHT:DR.CHUNTAOLIleechtcn@54计算机模拟的思想xy12COPYRIGHT:DR.CHUNTAOLIleechtcn@55Program1clearsetmem100msetobs1000000geny=uniform()*100gentheta=uniform()*_pi-_pi/2gend=min(mod(y,1),1-mod(y,1))gensin=0.5*sin(theta)genhit=(d<=sin)sumhitlocaltemp=r(mean)localpi=1/`temp'disp"Piequalsto`pi'"COPYRIGHT:DR.CHUNTAOLIleechtcn@56避免使用

π和三角函数x0,y0x2,y2x1,y1COPYRIGHT:DR.CHUNTAOLIleechtcn@57Modifiedprogramclearsetseed1234567setmem100msetobs1000000geny0=uniform()*100genx0=uniform()*100geny2=uniform()*100genx2=uniform()*100genx1=x0+1/sqrt((x2-x0)^2+(y2-y0)^2)*(x2-x0)geny1=y0+1/sqrt((x2-x0)^2+(y2-y0)^2)*(y2-y0)genhit=(int(y0)~=int(y1))sumhitlocaltemp=r(mean)localpi=2/`temp'disp"Piequalsto`pi'"COPYRIGHT:DR.CHUNTAOLIleechtcn@58角度非均匀分布！xy-11-11COPYRIGHT:DR.CHUNTAOLIleechtcn@59Modifiedprogramclearsetseed1234567setmem100msetobs1500000geny0=uniform()genx0=uniform()keepify0^2+x0^2<=1keepif_n<=1000000genx1=uniform()*100geny1=uniform()*100genx2=x1+x0/sqrt(x0^2+y0^2)geny2=y1+y0/sqrt(x0^2+y0^2)genhit=(int(y1)~=int(y2))sumhitlocaltemp=r(mean)localpi=2/`temp'disp"Piequalsto`pi'"COPYRIGHT:DR.CHUNTAOLIleechtcn@60simulatesimulate[exp_list],reps(#)[options]:commandsysuseautosimulate,reps(100):summpgsumCOPYRIGHT:DR.CHUNTAOLIleechtcn@61simulationCOPYRIGHT:DR.CHUNTAOLIleechtcn@62simulationCOPYRIGHT:DR.CHUNTAOLIleechtcn@63SimulatetheBuffon’sNeedleclearsetmoreoffcaptureprogramdropbuffonprogramdefinebuffon,rclassversion10.0syntax[,obs(integer1000),grade(int100)]drop_alllocalobs2=int(`obs’*1.5)setobs`obs2'tempvarx0y0x1y1x2y2gen`y0’=uniform()gen`x0’=uniform()keepif`y0’^2+`x0’^2<=1keepif_n<=`obs’gen`x1’=uniform()*100gen`y1’=uniform()*100gen`x2’=`x1’+`x0’/sqrt(`x0’^2+`y0’^2)gen`y2’=`y1’+`y0’/sqrt(`x0’^2+`y0’^2)genhit=(int(`x1')~=int(`x2'))sumhitlocaltemp=r(mean)localpi=2/`temp'returnscalarpi=`pi'endsimulatepi=r(pi),reps(1000):buffon,obs(10000)COPYRIGHT:DR.CHUNTAOLIleechtcn@64方圆鱼缸试验

Y11-1-1XCOPYRIGHT:DR.CHUNTAOLIleechtcn@65Asingleroundexpirimentclearsetmem100msetobs1000000genx=uniform()*2-1geny=uniform()*2-1geninside=(x^2+y^2<=1)suminsidelocaltemp=r(mean)localpi=4*`temp'disp"Piequalsto`pi'"COPYRIGHT:DR.CHUNTAOLIleechtcn@66BySimulationclearsetmoreoffcaptureprogramdropcircle_squareprogramdefinecircle_square,rclassversion10syntax[,obs(integer1000)]drop_allsetobs`obs'tempvarxgen`x'=uniform()*2-1tempvarygen`y'=uniform()*2-1tempvarinsidegen`inside'=(`x'^2+`y'^2<=1)summarize`inside'localpi=4*r(mean)localVar=16*r(Var)returnscalarpi=`pi'returnscalarVar=`Var'endsimulatepi=r(pi)var=r(Var),reps(1000):circle_square,obs(10000)Anotherprogramclearsetmem100msetobs1500000setseed1234567geny0=uniform()*100gentheta=uniform()*_pigeny1=y0+1/sqrt(3)*sin(theta)geny2=y0+1/sqrt(3)*sin(theta+(4/3)*_pi)geny3=y0+1/sqrt(3)*sin(theta-(4/3)*_pi)genhit=(int(y1)~=int(y2)|int(y2)~=int(y3)|int(y1)~=int(y3))sumhitlocaltemp=r(mean)localp=`temp'disp"probabilityequalsto`p'"returnlistAwrongprogramclearsetmem100msetobs1000000geny1=uniform()*100geny2=uniform()*100geny3=uniform()*100gentheta1=uniform()*_pigentheta2=uniform()*_pigentheta3=uniform()*_pigend1=min(mod(y1,1),1-mod(y1,1))gend2=min(mod(y2,1),1-mod(y2,1))gend3=min(mod(y3,1),1-mod(y3,1))gensin1=0.25*sin(theta1)gensin2=0.25*sin(theta2)gensin3=0.25*sin(theta3)genhit=(d1>=sin1&d2>=sin2&d3>=sin3)sumhitMyprogram1:fromthecenterMyprogram1(fromcenter)clearsetmoreoffsetobs10000geny=uniform()*100gentheta=uniform()*2*c(pi)geny1=y+sin(theta)/(sqrt(3))geny2=y+sin(theta+c(pi)*2/3)/(sqrt(3))geny3=y+sin(theta+c(pi)*4/3)/(sqrt(3))genhit=(int(y1)~=int(y2)|int(y1)~=int(y3)|int(y2)~=int(y3))sumhitdi"theprobabilityofcrossis:"r(mean)Myprogram2:fromoneangle(x1,y1)(x2,y2)(x3,y3)Myprogram2:fromoneangleclearsetmem100msetobs1500000geny1=uniform()*100gentheta=uniform()*2*_pigeny2=y1+sin(theta)geny3=y1+sin(theta+c(pi)/3)genhit=(int(y1)~=int(y2)|int(y1)~=int(y3)|int(y2)~=int(y3))sumhitdi"theprobabilityofcrossis:"r(mean)六合彩:program1clearsetobs10000genu=uniform()*49genx=int(u)+1程序6.6：六合彩随机投注程序clearsetobs49postfilepermutationx1x2x3x4x5x6usingd:\my_permut,replacegenu=.forvali=1(1)10000{

quireplaceu=uniform()

quiegenx=rank(u)

postpermutation(x[1])(x[2])(x[3])(x[4])(x[5])(x[6])

dropx

}postclosepermutationused:\my_permut,clearCOPYRIGHT:DR.CHUNTAOLIleechtcn@74GeneraldiscretedistributionProgram2*p(xi)=pi*heresupposethatx=1(1)5*p1=0.1p2=0.2p3=0.25p4=0.25p5=0.2clearsetobs10000genu=uniform()egenx=cut(u),at(0,0.1,0.3,0.55,0.8,1)tabxrecodex0=1recodex0.1=2recodex0.3=3recodex0.55=4recodex0.8=5tabxProgram3clearsetobs10000genu=uniform()egenx=cut(u),at(0,0.1,0.3,0.55,0.8,1)tabxrecodex(0=1)(0.1=2)(0.3=3)(0.55=4)(0.8=5)tabxProgram4clearsetobs10000genu=uniform()egenx=cut(u),at(0,0.1,0.3,0.55,0.8,1)egeny=group(x)tabypost:capturepostclosepostnamepostfilepostnamevariable_listusingfile_name,[replace]postpostname(exp)(exp)...(exp)postclosepostnameLottoryprogram*随机排序程序*生成0到9的随机排序，保留前6位clearsetobs10postfilepermutationx1x2x3x4x5x6usingd:\my_permut,replacegenu=.forvali=1(1)100{quireplaceu=uniform()quiegenx=rank(u)replacex=x-1postpermutation(x[1])(x[2])(x[3])(x[4])(x[5])(x[6])dropx}postclosepermutationused:\my_permut,clearMark-six:usingpostclearsetobs49postfilepermutationx1x2x3x4x5x6usingd:\my_permut,replacegenu=.forvali=1(1)10000{quireplaceu=uniform()quiegenx=rank(u)postpermutation(x[1])(x[2])(x[3])(x[4])(x[5])(x[6])dropx}postclosepermutationused:\my_permut,clearGeometricdistribution*p(x=i)=p*(1-p)^(i-1)clearsetobs10000genu=uniform()genx=1ifu<.2locali=2quisumxlocalmissing=_N-r(N)while`missing'~=0{localpi=1-0.8^(`i'-1)quireplacex=`i'ifu<`pi'&x==.locali=`i'+1quisumxlocalmissing=_N-r(N)}droputabxGeometricdistributionlocalt1=clock(c(current_date)+""+c(current_time),"DMYhms")clearsetmoreoffsetobs10000genu=uniform()genn=_nsortugenx=1if_n==1localpi=0localx=1localN=_Nlocali=2while`i'<=`N'{ifu[`i']<`pi'{quireplacex=`x'if_n==`i'locali=`i'+1}else{localx=`x'+1localpi=1-0.8^(`x'-1)}}sortndropnutabxlocalt2=clock(c(current_date)+""+c(current_time),"DMYhms")localrun_time=`t2’-`t1’disp“theprogramrun`run_time’milliseconds”PossionDistributionlocalt1=clock(c(current_date)+""+c(current_time),"DMYhms")clearsetobs10000genu=uniform()localF=exp(-0.2)localpi=exp(-0.2)genx=0ifu<`F'locali=0quisumxlocalmissing=_N-r(N)while`missing'~=0{locali=`i'+1localpi=`pi'*0.2/`i'localF=`F'+`pi'quireplacex=`i'ifu<`F'&x==.quisumxlocalmissing=_N-r(N)}droputabxlocalt2=clock(c(current_date)+""+c(current_time),"DMYhms")localrun_time=`t2’-`t1’disp“theprogramrun`run_time’milliseconds”Anotherpossiondistributionlocalt1=clock(c(current_date)+""+c(current_time),"DMYhms")clearsetmoreoffsetobs10000genu=uniform()genn=_nsortugenx=0if_n==1localF=exp(-0.2)localpi=exp(-0.2)localx=0localN=_Nlocali=2while`i'<=`N'{ifu[`i']<`F'{quireplacex=`x'if_n==`i'locali=`i'+1}else{localx=`x'+1localpi=`pi'*0.2/`x'localF=`F'+`pi'}}sortndropnutabxlocalt2=clock(c(current_date)+""+c(current_time),"DMYhms")localrun_time=`t2’-`t1’disp“theprogramrun`run_time’milliseconds”BernoullidistributionBinomial(10,0.2)distribution*Binomial(10,0.2)distributionclearsetobs10000genu=uniform()localpi=0.8^10localF=0.8^10genx=0ifu<`pi'forvali=1(1)10{localpi=`pi'*(10-`i'+1)/(`i'-1+1)*0.2/0.8localF=`pi'+`F'replacex=`i'ifu<`F'&x==.}tabxBinomial(1000,0.2)distributionclearsetobs10000genu=uniform()localp=0.8^1000di`p'localF=0.8^1000genx=0ifu<`p'forvali=1(1)1000{localpi=`p'*(100-`i'+1)/(`i'-1+1)*0.2/0.8localF=`p'+`F'replacex=`i'ifu<`F'&x==.}tabxOneExpiriment****************1000trails*******************clearsetobs1000setmoreoffgenu=uniform()genx=(u<.2)quisumxifx==1localN=r(N)disp"`N'successoutof1000trails"Manyroundusingsimulateclearsetmem100msetobs1000captureprogramdropbinomialprogramdefinebinomial,rclassversion10.0syntax[,obs(integer1000)p(real0.2)]drop_allsetobs`obs'tempvarz1z2gen`z1'=uniform()gen`z2'=(`z1'<`p')summarize`z2'if`z2'==1returnscalarNum=r(N)endquisimulateN=r(Num),reps(10000):binomial,obs(1000)p(0.2)tabNHowaboutusingpostcommand?clearsetmem100msetobs1000gensuccess=.capturepostclosebinomialpostfilebinomialintsuccessusingd:\binomial,replaceforvali=1(1)10000{quireplacesuccess=(uniform()>0.8)sumsuccessifsuccess==1postbinomial(r(N))}postclosebinomialused:\binomial,clearGeneratingContinuousRandomNumbersDr.Chun-TaoLeeInversetransformLetUbeauniform(0,1)randomvariable,foranycontinuousdistributionF,therandomvariableXdefinedbyHasdistributionfunctionFProof:ExponentialDistributionDensityfunctionDistributionFunctionInverseofthedistributionfunctionGenerateexponentialdistributionIfuisuniformlydistributedon(0,1)ThenIsexponentiallydistributedwithparameterlambdaEasywaytogoWhenuisuniformlydistributed1-uisalsoanotheruniformlydistributedrandomvariableoninterval(0,1)SoIsalsotheexponentialdistributionwewantProgramtogenerateexponentialdistributionclearsetobs10000genexp=-log(uniform())histogramx,bin(50)normGeneratenormaldistributionfromexponentialSuppose(x,y)arei.i.d.normal

PolarcoordinatetransformationJacobianofthepolarcoordinatetransformationJointDensityfunctionTheinverseoftheJacobianUniform(0,2Pi)ExponentialdistributionBox-MullertransformationProgramtogeneratenormaldistributionclearsetobs10000genu1=uniform()genu2=uniform()genx=sqrt(-2*log(u1))*cos(2*_pi*u2)geny=sqrt(-2*log(u1))*sin(2*_pi*u2)histogramx,bin(50)normhistogramy,bin(50)normBox-MullerisinefficientUsetheBox-MullertransformationtogeneratenormaldistributioniscomputationallyinefficientbecauseofthesineandcosinetrigonometricfunctionsAvoidtrigonometricv1v2R1-11-1Inefficient?Letv1,v2i.i.d.~u(-1,1)andv1^2+v2^2<=1LetItiseasytoproofthatAvoidtrigonometricProgramclearsetobs10000genu=uniform()genv1=uniform()*2-1genv2=uniform()*2-1dropifv1^2+v2^2<=1genx=sqrt(-2*log(u))*v1/sqrt(v1^2+v2^2)geny=sqrt(-2*log(u))*v2/sqrt(v1^2+v2^2)NormaldistributionAscomputersaregettingfasterandfaster,wedonotusetheabovepolarmethodtogeneratenormaldistributionsinpracticeWeusethesimpleinversefunctiontablesavedincomputergenx=invnorm(uniform())Chi-2distributionSum