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st: R: RE: R: RE: R: Simulation using Stata (flag: 9.2/SE version)


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: R: RE: R: RE: R: Simulation using Stata (flag: 9.2/SE version)
Date   Sat, 17 Oct 2009 16:23:12 +0200

Dear Martin,
thanks a lot for your reply.
I agree with you that textbook totally devoted to MC in Stata, although
useful, would probably fall outside the list of StataCorp's prioirities.
However, maybe someone will handle this challenge...

Kind Regards and a nice W_E to you and to all Statalisters,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Martin Weiss
Inviato: sabato 17 ottobre 2009 14.38
A: statalist@hsphsun2.harvard.edu
Oggetto: st: RE: R: RE: R: Simulation using Stata (flag: 9.2/SE version)


<>

Well, the MUS book is pretty comprehensive in its coverage of MCs, and the
presentation by Ian White at the London UGM this year may fill some blank
spots. Stata.com seems to be down at the moment, so cannot post the link...

A book totally devoted to MC would be a bit of a stretch, IMHO...


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Carlo Lazzaro
Sent: Samstag, 17. Oktober 2009 13:34
To: statalist@hsphsun2.harvard.edu
Subject: st: R: RE: R: Simulation using Stata (flag: 9.2/SE version)


Dear Martin,
In my previous posting I meant something like "Performing Monte Carlo
simulations with Stata".
IMHO, this textbook should cover the theoretical building blocks of Monte
Carlo simulations, including double loop exercises, and present a lot of
examples drawn from different research fields (eg: risk analysis;
epidemiology; statistics; econometrics and, of course, microeconometrics;
health economics; ecology)with related Stata codes discussed to the gory
detail.

I do not know if someone at Stata or among the most prominent Statalist
contributors are interested in publishing such a textbook.

Kind Regards and a nice W_E to you and to all Statalisters,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Martin Weiss
Inviato: sabato 17 ottobre 2009 12.09
A: statalist@hsphsun2.harvard.edu
Oggetto: st: RE: R: Simulation using Stata (flag: 9.2/SE version)


<>


" Unfortunately, Stata textbooks entirely devoted to this topic haven't be
published, so far."


Microeconometrics Using Stata, by Cameron and Trivedi (2008), is full of
examples for -simulate-...
 
 


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Carlo Lazzaro
Sent: Samstag, 17. Oktober 2009 11:24
To: statalist@hsphsun2.harvard.edu
Cc: 'Ali Rowhani-Rahbar'
Subject: st: R: Simulation using Stata (flag: 9.2/SE version)

Dear Ali,
as far as my knowledge is concerned, the only examples of simulations with
Stata (9.2/SE version) are reported in - help simulate -, that you might
want to invoke from within Stata. 
Unfortunately, Stata textbooks entirely devoted to this topic haven't be
published, so far.
However, sticking to your query, performing a probabilistic sensitivity
analysis on the observed OR is straightforward with Stata. 

----------------------------begin example --------------------------------
sysuse nlsw88.dta
logistic union married 
set obs 10000
g Sens_OR= (.7800495 +.0863818 *invnorm(uniform()))
----------------------------end example --------------------------------

In the example sketched above you can draw 10,000 random values from the OR
sampling distribution by simply plugging in the observed OR and its standard
error. 

HTH and Kind Regards,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Ali
Rowhani-Rahbar
Inviato: sabato 17 ottobre 2009 2.04
A: statalist@hsphsun2.harvard.edu
Oggetto: st: Simulation using Stata

Hello all:

Does anyone know if there is a book (or any other resource) that
introduces simulation and provides practical examples using Stata?
This is mainly for quantifying the impact of change in a particular
predictor of interest on the observed odds ratio or relative risk in a
regression model.

Thank you for your help,
Ali
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