Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index