### panel workfile - random draw holding one dimension fixed?

Posted:

**Thu Feb 13, 2020 8:45 am**Hi

I want to make a random draw from ba gamma distribution in a panel workfile with 1,2,….N firms and 1,2,… T time periods. I want to draw from the gamma distribution for every firm (n), holding time fixed (t=1,2,...T). I would like to make a total of S (s=1,2,….S) draws or simulations:

I have made the following code

However, this does not draw from the gamma distribution for every firm, holding time fixed. How can I draw sigmas from a gamma distribution holding time fixed in a panel workfile?

Thomas

I want to make a random draw from ba gamma distribution in a panel workfile with 1,2,….N firms and 1,2,… T time periods. I want to draw from the gamma distribution for every firm (n), holding time fixed (t=1,2,...T). I would like to make a total of S (s=1,2,….S) draws or simulations:

I have made the following code

Code: Select all

` wfcreate(wf=panel, page=panel) a 2000 2100 100`

for !s=1 to 10

genr sigmad_{!s} = @rgamma(0.5,1) 'this is not done holding time fixed...?

next

However, this does not draw from the gamma distribution for every firm, holding time fixed. How can I draw sigmas from a gamma distribution holding time fixed in a panel workfile?

Thomas