Re: st: question about monte carlo study

["Martin Weiss" <martin.weiss1@gmx.de>]

<>

Rudy may also want to take a cue from the MUS book datasets at 
http://www.stata-press.com/data/mus.html
File mus04p1sim.do shows how the pros use -simulate- with the -seed- set...


HTH
Martin
_______________________
----- Original Message ----- 
From: "Eva Poen" <eva.poen@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, April 14, 2009 6:10 PM
Subject: Re: st: question about monte carlo study


> <>
>
> I don't think this is a good idea. Setting the random seed inside the
> simulation program leads to the same random numbers being drawn at
> every replication.
>
> Instead, use
>
> program olssim
> ...
> end
>
> set seed 123
> simulate ...
>
>
> Eva
>
>
> 2009/4/14 Joao Ricardo F. Lima <jricardofl@gmail.com>:
> > 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/
>
> *
> *   For searches and help try:
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> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
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