topic Re: Rand function in SAS Programming

Rand function

jacksonan123 — Fri, 20 Sep 2019 15:15:53 GMT

I have been using the rannor function as:

eps1=rannor(1)*sqrt(feps1);

eps2=rannor(2)*sqrt(feps2);

I have looked at examples (e.g., Rand (Normal)), but it is not clear to me how to code my function.

My question is how to properly code my sqrt(feps1) with the rand function for a normal distribution?

Re: Rand function

JosvanderVelden — Fri, 20 Sep 2019 15:42:44 GMT

Have a look at the information here "https://go.documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.4&docsetId=lefunctionsref&docsetTarget=n1xmynm0h9t1k0n1085g9z6uy7yr.htm&locale=en" and here "https://newonlinecourses.science.psu.edu/stat482/node/33/". I believe you'll find the examples you request there.

Re: Rand function

ballardw — Fri, 20 Sep 2019 15:50:05 GMT

@jacksonan123 wrote:

I have been using the rannor function as:

eps1=rannor(1)*sqrt(feps1);

eps2=rannor(2)*sqrt(feps2);

I have looked at examples (e.g., Rand (Normal)), but it is not clear to me how to code my function.

My question is how to properly code my sqrt(feps1) with the rand function for a normal distribution?

Is your concern about controlling the seed of the Rand('Normal') ? If not the equivalent code would be :

eps1 = rand('Normal') * sqrt(feps1);

Or else you example code is misleading as the sqrt(feps1) has no impact on selecting the random value. Or are you trying to use the sqrt value as a parameter of the normal distribution?

Re: Rand function

FreelanceReinh — Fri, 20 Sep 2019 17:03:25 GMT

Hi @jacksonan123,

Unlike the old RANNOR function, the RAND function allows you to specify the (mean and) standard deviation within the function call:

eps1=rand('normal',0,sqrt(feps1));

Re: Rand function

jacksonan123 — Fri, 20 Sep 2019 18:36:13 GMT

My concern is to control the seed. The sqrt value is a value determined
from a separate analysis and I only want to add random error and it is not a
parameter of the normal distribution.

Re: Rand function

jacksonan123 — Fri, 20 Sep 2019 18:41:13 GMT

I received the following reply:

Is your concern about controlling the seed of the Rand('Normal') ? If not
the equivalent code would be :

eps1 = rand('Normal') * sqrt(feps1);

Which is the same as yours (without the mean), but the issue for me which I
failed to initially clearly state would be to control the seed as
indicated in the response.

Re: Rand function

jacksonan123 — Fri, 20 Sep 2019 18:44:13 GMT

Yes that does give an explicit example and also addresses the issue of the
seed which I failed to mention in the original post.

Re: Rand function

ballardw — Fri, 20 Sep 2019 22:13:10 GMT

@jacksonan123 wrote:
I received the following reply:

Is your concern about controlling the seed of the Rand('Normal') ? If not
the equivalent code would be :

eps1 = rand('Normal') * sqrt(feps1);

Which is the same as yours (without the mean), but the issue for me which I
failed to initially clearly state would be to control the seed as
indicated in the response.

If you need to repeat the stream of random numbers you would use Call Streaminit(seedvalue) before calling any of the RAND functions. However there is only one stream sequence of random numbers created.

Re: Rand function

FreelanceReinh — Fri, 20 Sep 2019 22:30:29 GMT

@ballardw wrote:

(...) However there is only one stream sequence of random numbers created.

Which is actually the same as with your RANNOR seed values: Specifying different seeds in the same DATA step (like 1 and 2 in your example) is pointless because only the first value will be used (as you can check easily by changing the second seed to the first).