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From |
Ali Rowhani-Rahbar <ali.rowhani@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sat, 17 Oct 2009 12:47:17 -0700 |

Carlo and Martin: Thank you for your helpful notes. I'll also check out the MUS book. Ali On Sat, Oct 17, 2009 at 7:23 AM, Carlo Lazzaro <carlo.lazzaro@tin.it> wrote: > 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/ > * * 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: R: RE: R: RE: R: Simulation using Stata (flag: 9.2/SE version)***From:*"Carlo Lazzaro" <carlo.lazzaro@tin.it>

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