Re: Samples between PSPP and SPSS

[Andy Choens]

Jason, John,

Thanks for the information. I am writing most of my syntax on PSPP on my Linux 
box but I will check it against a copy of SPSS 
I have access to periodically. Reproducability of the sample selection is 
important and I will see if I can get the same results 
from both SPSS and PSPP when I use the same seed across both systems.

I am also going to see if I can reproduce the same sample outcome using R.

Should make for an interesting experiment. The only copy of SPSS that I have 
regular access to is Version 11, which may or 
may not make a difference. If I can get my hands on a newer copy of SPSS, I'll 
test it there too.

Thanks
--andy

On Wednesday, September 21, 2011 06:29:01 PM John Darrington wrote:
> In SPSS, you can choose between the MC rng and the Mersenne Twister
> using the commands:
> 
> SET RNG=MC.
> 
> or 
> 
> SET RNG=MT.
> 
> 
> See the SPSS documentation for details.
> 
> 
> PSPP doesn't implement this.  (Perhaps we should?)  Like Jason says, we 
> always use the
> Mersenne Twister.
> 
> I also notice that the SPSS docs say that the default seed is 2000000 whereas 
> we set it
> from the realtime clock.
> 
> I'd be interested to see some of your experiements to see what is necessary 
> to make them
> match (if it's at all possible).  It would also be interesting to see how the 
> random 
> number distributions fare when analysed with some of the non-parametric tests.
> 
> J'
> 
> 
> 
> On Wed, Sep 21, 2011 at 12:50:47PM -0400, Jason Stover wrote:
>      On Wed, Sep 21, 2011 at 10:12:39AM -0400, Andy Choens wrote:
>      > If I set a set to a consitent value, say 123, and create a sample in 
> PSPP will it match the sample created by SPSS? 
>      
>      I doubt it, but can't be sure becaus the source code to SPSS is kept
>      secret.
>      
>      > If someone 
>      > knows which pseudo number generator is being used by PSPP and SPSS 
> respectively that would also be a big help so I 
could 
>      > replicate / confirm output indpenedently.
>      
>      As of about 10 years ago, most of SPSS used a multiplicative
>      congruential random number generator. It had a period of either 2^31 -
>      1 or 2^32 - 1. They may still use such a generator, since changing it
>      would cause users' old syntax to give different answers.
>      
>      PSPP uses the Mersenne Twister, which has a period of 2^19937 - 1, as
>      implemented in GSL. You can see the code for it in src/math/random.c.
>      
>      -Jason
>      
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