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st: AW: question about monte carlo study

From   "Martin Weiss" <>
To   <>
Subject   st: AW: question about monte carlo study
Date   Tue, 14 Apr 2009 17:28:00 +0200


Easy answer: you must set it in the -simulate- call, as an option to it. See

help simulate


-----Ursprüngliche Nachricht-----
[] Im Auftrag von Rudy
Gesendet: Dienstag, 14. April 2009 17:23
Betreff: st: question about monte carlo study

I am running a monte carlo simulation using the following program:

capture program drop olssim
program olssim, rclass
version 10.0
drop _all
set obs 100
generate e = invnorm(uniform())*2
generate x = uniform()*10
generate y = 1 + 0.5 * x + e
regress y x
return scalar b0 = _coef[_cons]
return scalar b1 = _coef[x]

simulate "olssim" b0 = r(b0) b1 = r(b1), reps(1000)

sum b0 b1, detail

The problem I am having is that each time I run the program I get a 
slightly different result. I know this is because I have not set the 
seed for the random number generator but I can't figure out how to set 
the seed in this program.


Rudy Fichtenbaum
Professor of Economics
Chief Negotiator AAUP-WSU
Wright State University
Dayton, OH 45435-0001

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