I want my R sets of N random numbers to be independent/uncorrelated. I want them to be as unrelated to each other as a pseudo random number sequences can be.
How should I be setting the seed in each of my R sequences to achieve this task?
I understand that if I set the seed to the same number, say 1, at the start of each of the R sequences, I will get R replicas of the same set of N pseudo random numbers.
What I do not understand is what happens if I set the seed to 1, generate 10 random numbers, then set the seed to 5, and generate second set of 10 random numbers. Would 5 of the random numbers in the two sequences overlap? It does not appear to be the case:
Code:
. clear
. set obs 13
number of observations (_N) was 0, now 13
. set seed 10
. gen u = runiform()
. list
+----------+
| u |
|----------|
1. | .6012831 |
2. | .9137043 |
3. | .2667319 |
4. | .6073658 |
5. | .0360737 |
|----------|
6. | .75318 |
7. | .4591727 |
8. | .9056994 |
9. | .3134366 |
10. | .3755541 |
|----------|
11. | .1387824 |
12. | .9243277 |
13. | .3676381 |
+----------+
. clear
. set obs 3
number of observations (_N) was 0, now 3
. set seed 20
. gen u = runiform()
. list
+----------+
| u |
|----------|
1. | .7156579 |
2. | .9087018 |
3. | .7972254 |
+----------+
0 Response to What is the relationship between a seed and a state of the random number generator?
Post a Comment