topic Re: random seed in SAS Programming

random seed

Nichlas — Sun, 18 Oct 2015 20:08:03 GMT

Why do I get different results for variable a and variable b even though I use same random seed 10 for the two variables?

data rn;
	a=rannor(10);
	b=rannor(10);
run;

Re: random seed

PGStats — Sun, 18 Oct 2015 20:25:29 GMT

Please read Rick Wicklin's blog entry on this topic

http://blogs.sas.com/content/iml/2013/07/10/stop-using-ranuni.html

Re: random seed

Nichlas — Sun, 18 Oct 2015 20:41:05 GMT

Thanks, it's because in a data step, the first seed encountered will determine the whole stream, right?

Another question, then can I write

b=rannor

without assigning a seed for the second variable since whatever seed set to b would prove to be useless?

Re: random seed

PGStats — Sun, 18 Oct 2015 21:31:37 GMT

Follow Rick's advice and use

data rn;
	call streaminit(10);
	a = rand("NORMAL");
	b = a;
run;

Re: random seed

Rick_SAS — Thu, 22 Oct 2015 14:47:52 GMT

In your example, it doesn't matter what seed value you use for b. You will always get

a=0.84963

b=0.70089

A random number seed initializes a sequence of pseudorandom values. For the RANUNI function (and other RAN* functions), the first time you use a seed determines the sequence for the rest of the data step.

Here are two related articles:

Random number seeds: Only the first seed matters

Random number streams in SAS: How do they work?

My mental model for a stream is this: I have a spiral notebook with thousands of sheets of papers. On each page, I write down a sequence of random numbers. The first sheet can have the same numbers as another sheet, but they are in different orders.

The "seed" corresponds to a page. When you want a sequence of random numbers, you tell me what page you want. I then read off the numbers on that page one at a time. If you want a different sequence, you need to ask for a different page.