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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 * * 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/ * * 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: R: RE: R: RE: R: Simulation using Stata (flag: 9.2/SE version)***From:*Ali Rowhani-Rahbar <ali.rowhani@gmail.com>

**References**:**st: RE: R: RE: R: Simulation using Stata (flag: 9.2/SE version)***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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