Today I opened two STATA windows and ran the following command in both:
set obs 100 gen x = rnormal() sort x
(the difference is that on the second window I generated a variable called y). Summing up: I asked STATA to give me 100 pseudo-random numbers taken from a standard normal distribution, then I sorted it. To my surprise, the numbers of the x and y vectors are the same! I did this at home, and then at work, and my impression is that all of these vectors are the same. Is there an explanation for this, to me, strange behavior?
If this is a problem in STATA, does R have a better pseudo-random number generator procedure?
A side question. I came up to this "problem" because I was trying to generate two pseudo-random columns in Stata (x and y, say), and then sort then separately. But the two commands I know for sorting (sort and gsort) sort the whole database, not separate columns. Would you know of a Stata command that allows me to sort a column while keeping the other columns fixed?