Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: question about monte carlo study


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question about monte carlo study
Date   Tue, 14 Apr 2009 13:04:02 -0300

Rudy,

another option:

capture program drop olssim
program olssim
version 10.0
drop _all
set obs 100
set seed 123
generate e = invnorm(uniform())*2
generate x = uniform()*10
generate y = 1 + 0.5 * x + e
regress y x
end
simulate, reps(1000) : olssim

HTH,

Joao Lima

2009/4/14 Rudy Fichtenbaum <rudy.fichtenbaum@wright.edu>:
> 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]
> end
>
> 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
>
> --
> Rudy Fichtenbaum
> Professor of Economics
> Chief Negotiator AAUP-WSU
> Wright State University
> Dayton, OH 45435-0001
> 937-775-3085
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>



-- 
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index