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From |
Eva Poen <eva.poen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Returning a p-value for simulation |

Date |
Sun, 10 May 2009 09:43:27 +0100 |

<> John, apologies, I didn't actually write a myprobit before sending the post, so I guessed about what the variable names after simulation will be from my previous simulations. It turns out that they would be _b_x1 and _b_x2, not y_b_x1 and y_b_x2 (same for standard deviations). Therefore, just drop the leading y everywhere in the loop, and everything should work fine. Here is a working example. **************** matrix mean = 2,2 matrix sd = 1,4 matrix corr = 1,0.5\0.5,1 capture program drop myprobit program myprobit drop _all set obs 1000 drawnorm x1 x2, mean(mean) sd(sd) corr(corr) cstorage(full) gen eps = rnormal(0,1) gen ystar = 5+3*x1-2*x2+eps gen y = normal(ystar)>0.5 probit y x1 x2 end simulate _b _se, reps(50) seed(123) : myprobit foreach v in x1 x2 { gen t_`v' = _b_`v'/_se_`v' gen p_`v' = 2*(1-normal(abs(t_`v'))) } ***************** Hope this helps, Eva Eva 2009/5/10 John Antonakis <john.antonakis@unil.ch>: > Hi Eva: > > Working with your solution first--it seems to be simple to use. So I have > three RHS variables. Everything works fine until this point: > > . foreach v in x z q { > 2. gen t_`v' = y_b_`v'/y_se_`v' > 3. gen p_`v' = 2*(1-normal(abs(t_`v')) > 4. } > y_b_x not found > r(111); > > Can you tell what's wrong? > > Thanks, > John. > > ____________________________________________________ > > Prof. John Antonakis > Associate Dean Faculty of Business and Economics > University of Lausanne > Internef #618 > CH-1015 Lausanne-Dorigny > Switzerland > > Tel ++41 (0)21 692-3438 > Fax ++41 (0)21 692-3305 > > Faculty page: > http://www.hec.unil.ch/people/jantonakis&cl=en > > Personal page: > http://www.hec.unil.ch/jantonakis > ____________________________________________________ > > > > On 10.05.2009 09:53, Eva Poen wrote: >> >> <> >> >> If John wishes to return coefficients and associated statistics after >> estimation for a simulation he might want employ an eclass program. >> This way, he can easily access coefficients and standard errors, and >> calculate t-statistics and p-values afterwards. Here is an example: >> >> >> ******************* >> program myprobit, eclass >> ... >> probit y x1 x2 >> end >> >> simulate _b _se , reps(1000) seed(123) saving(myprobit, replace >> every(50)) : myprobit >> >> use myprobit >> >> foreach v in x1 x2 { >> gen t_`v' = y_b_`v'/y_se_`v' >> gen p_`v' = 2*(1-normal(abs(t_`v')) >> } >> ********************** >> >> Hope this helps, >> Eva >> >> >> 2009/5/9 John Antonakis <john.antonakis@unil.ch>: >> >>> >>> I am running an rclass program that I wish to simulate. >>> >>> After estimating a probit, I want to save the coefficients, along with >>> the >>> t-stats and the p-values for later simulation. I figured out the former >>> but >>> not the latter two. What I have so far is: >>> >>> probit y x1 x2 >>> return scalar b1 =_b[x1] >>> return scalar b2 =_b[x2] >>> >>> Thanks, >>> John. >>> >>> -- >>> ____________________________________________________ >>> >>> Prof. John Antonakis >>> Associate Dean Faculty of Business and Economics >>> University of Lausanne >>> Internef #618 >>> CH-1015 Lausanne-Dorigny >>> Switzerland >>> >>> Tel ++41 (0)21 692-3438 >>> Fax ++41 (0)21 692-3305 >>> >>> Faculty page: >>> http://www.hec.unil.ch/people/jantonakis&cl=en >>> >>> Personal page: >>> http://www.hec.unil.ch/jantonakis >>> ____________________________________________________ >>> >>> * >>> * 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/ > * * 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/

**Follow-Ups**:**Re: st: Returning a p-value for simulation***From:*John Antonakis <john.antonakis@unil.ch>

**References**:**st: Returning a p-value for simulation***From:*John Antonakis <john.antonakis@unil.ch>

**Re: st: Returning a p-value for simulation***From:*Eva Poen <eva.poen@gmail.com>

**Re: st: Returning a p-value for simulation***From:*John Antonakis <john.antonakis@unil.ch>

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