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R: st: Goodness-of-fit before MonteCarlo simulation


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: Goodness-of-fit before MonteCarlo simulation
Date   Sat, 18 Aug 2007 16:29:57 +0200

Dear Maarten and Stas,

thanks a lot for your kindness and for your time.

It cheers me up to notice that I am not the only one still working during
this August W-E!

I agree with Stas about the broadness of my posting: in the past, before I
eventually converted to Stata, I was used to run MonteCarlo simulation with
an Excel add-in having a dedicated g-o-f function.

Thanks a lot again and (hopefully) enjoy your W-E.

Kind Regards,

Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Stas Kolenikov
Inviato: sabato 18 agosto 2007 15.40
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: Goodness-of-fit before MonteCarlo simulation

On 8/18/07, Carlo Lazzaro <carlo.lazzaro@tin.it> wrote:
> is there a Stata 9.2/SE built-in function to obtain the goodness-of-fit
> about the right distribution to impose over a dataset before running a
> Montecarlo simulation?

People running regressions understand R^2 as goodness of fit; people
doing contingency tables understand Pearson chi-square as goodness of
fit; and people doing structural equation models understand the
likelihood ratio as goodness of fit. Your question is way too broad.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: Please do not reply to my Gmail address as I don't check
it regularly.
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--- Carlo Lazzaro <carlo.lazzaro@tin.it> wrote:
> is there a Stata 9.2/SE built-in function to obtain the 
> goodness-of-fit about the right distribution to impose over a dataset 
> before running a Montecarlo simulation?

No, but in many cases you should be able to derive that from the parameters
you put into the simulated distribution, the sample size, and the definition
of the goodness of fit statistic. If you don't want to do the math you can
simulate it.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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