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st: Saving simulation runs


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: Saving simulation runs
Date   Sat, 09 Oct 2010 12:41:14 +0200

My code here, which seemed to work fine before, stopped working (I am sure that I did not change it, though can't find anything wrong with it).

***************************************
clear
capture program drop sim
 version 11.1
program define sim, rclass
        drop _all
syntax , nobs(integer )
set obs `nobs'

gen x1 = rnormal()
gen x2 = 2*x1 + .1*rnormal()
gen y = x1 + x2 + rnormal()
reg y x1 x2
end

mat b=e(b)
mat save = b

foreach nobs of numlist 100(100)1000 {
simulate _b _se, reps(100) seed (123) : sim, nobs(`nobs')
mat b=e(b)
mat save = save \ b
}

mat list save
***************************************

Also, how would I save the mean of the standard errors, along with the mean of the coefficients, from each of the monte carlo runs?

Thanks,
John.

--
__________________________________________

Prof. John Antonakis, Associate Dean
Faculty of Business and Economics (HEC)
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Home page:
http://www.hec.unil.ch/people/jantonakis
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