gives me a vector of random numbers from a multinomial distribution with outcomes 1, 2, 3, and 4, where the probability of observing a ‘1’ is 10 percent, the probability of observing a ‘2’ is 70 per cent, and so on. But I could not find an equivalent function in Stata. Generating artificial data in R is not very elegant, so I kept digging and found a solution in section M-5 of the Mata handbook. Hidden in the entry on runiform is a reference to
rdiscrete(r,c,p), a Mata function which generates a r*c matrix of draws from a multinomial distribution defined by a vector p of probabilities.
That leaves but one question: Is wrapping a handful of lines around a Mata call to replace a non-existent Stata function more elegant than calling an external program?