[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: Spam: st: correlated CR

From   "Rodrigo Alfaro A." <>
To   <>
Subject   RE: Spam: st: correlated CR
Date   Tue, 1 Apr 2008 11:12:54 -0400


There are many ways that you could solve your simulation problem:

(1) You could create different datasets with specific parameters that
you want (to convert matrices into data see -svmat-), adding variables
such as rho, sigma_u, etc. that identify the specific setting of your
Monte Carlo experiment. After that you could append the datasets into
one big dataset.

(2) You loop over a set of parameter into a specific matrix.  For
example at the beginning you could have A=[0.3, 0.5, 0.7], then you have
inside of the code something like: local sigma = A[`j']. Of course you
need to add an additional loop for this parameter and be smart enough to
attach the data into a single matrix.

(3) You could use tempfiles if you feel more confortable. There is an
extraordinary example by Maarten Buis at 

Anyway, as I said before -simulate- is flexible and simple, you could
add as many parameters as you want and then run the combinations that
you think makes senses. 


-----Mensaje original-----
De: Chiara Mussida [] 
Enviado el: Lunes, 31 de Marzo de 2008 12:13 p.m.
Para: Rodrigo Alfaro A.
Asunto: Re: st: montecarlo simulation

thanks a lot,
but I forgot to specify that my simulations is based on a competing
risks specification: I want to verify if, for particular values of my
coefs (that I must specify), there is evidence of correlation (also to
be specified, giving a precise range within my simulations must be
undertaken), therefore my question is: how to specify (stata commands)
precise values for coefs and correlation??

-----Mensaje original-----
[] En nombre de Chiara
Enviado el: Martes, 01 de Abril de 2008 09:47 a.m.
Para: statalist
Asunto: Spam: st: correlated CR

Hi guys,
is there a specific command to estimate Seemeengly Unrelated Piecewise
constant hazard model?
more precisely, I have a CR framework that already gave me almost
satisfactory results with piecewise constant hazard rate models
estmations. Anyway, this modelisation is employed with the underlying
assumption of independence of CR. If I want to verify the existence of
correlation between my residuals (coming from different model
estimates), how can I proceed in terms of stata command?
thanks a lot

Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, piacenza (Italy)
*   For searches and help try:

ADVERTENCIA: La  información  contenida  en  esta  transmisión, y  en  cualquier archivo  adjunto, está  sujeta a reserva legal conforme a la normativa aplicable  al  Banco  Central  de  Chile, y  no  puede  ser usada o difundida  por personas distintas  de  su o sus destinatarios. Si usted ha recibido esta transmisión por error,  por  favor  notifique  inmediatamente al remitente respondiendo por este mismo medio y elimínela de su sistema.
El  Banco Central de Chile no se hará responsable de la exactitud y veracidad de la información contenida en este mensaje, así  como  de su  modificación, copia, divulgación  o  reenvío,  total  o  parcial.   Su  uso  no  autorizado puede ser sancionado de conformidad con las leyes chilenas. 
El  Banco  Central  de  Chile  transmite  sus decisiones a través de comunicados oficiales, los  que  pone  a  disposición  del público en su página de Internet: 

DISCLAIMER: The information  contained  in  this  email or any attached file, is subject to legal  privilege  pursuant  to the laws and regulations applicable to the Central  Bank  of  Chile , and may not be used or disseminated by any person other  than  its  intended recipients. If you have received this transmission in error, please  notify  the sender immediately by reply to this email address and delete it from your system.
The Central Bank  of  Chile shall not be liable for the accuracy or authenticity of the contents of this message, whether amended, copied, forwarded or disclosed in  any  form, in  whole  or  in part.  Please note that unauthorized use may be penalized  in  conformity  with  the  Chilean law.    
The Central  Bank of Chile communicates its decisions by  official releases, and 
makes them available to the public in its WebPages:

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index