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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: question about monte carlo study |

Date |
Tue, 14 Apr 2009 18:54:46 +0200 |

<>

File mus04p1sim.do shows how the pros use -simulate- with the -seed- set... HTH Martin _______________________

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, detailThe problem I am having is that each time I run the program I get aslightlydifferent result. I know this is because I have not set the seed for therandom number generator but I can't figure out how to set the seed inthisprogram. 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: * 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: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: question about monte carlo study***From:*Rudy Fichtenbaum <rudy.fichtenbaum@wright.edu>

**Re: st: question about monte carlo study***From:*"Joao Ricardo F. Lima" <jricardofl@gmail.com>

**Re: st: question about monte carlo study***From:*Eva Poen <eva.poen@gmail.com>

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