Re: st: RE: Saving simulation runs

[John Antonakis <john.antonakis@unil.ch>]

Hi:

Right....I was playing around with the regression model and matrixes 
prior to writing the simulate code and did not realize my mistake (i.e, 
the first time I ran simulate it was pulling up the previous regression 
results; after revisting the code later it did not work, DUH!), which 
Stas nicely pointed to me.

Best,
J.

__________________________________________

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:
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__________________________________________


On 10.10.2010 18:16, Nick Cox wrote:
> This looks confused to me.
>
> What e(b) are you expecting to be lying around after -simulate-? It seems to me that at most you could expect just the _last_ e(b) from the -regress- within your -sim- that -simulate- is calling, i.e. in this example just the 100th of 100 calls. The other 99 incarnations of e(b) will have disappeared.
>
> As to why this is no longer working, my wild guess is that you seeing a consequence of the change to -clear- in 11.0, which is documented in -help whatsnew10to11- and [U] 1.3.
>
> In fact I doubt that this ever worked as you intended; it just gave results that looked OK to you. One key aim of -simulate- is to manage storage of results; it's not necessary to do much management yourself.
>
> Re-reading the help for -simulate- is one possibility.
>
> Nick
> n.j.cox@durham.ac.uk
>
> John Antonakis
>
> 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?
>
>
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