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Re: st: RE: Saving simulation runs


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Saving simulation runs
Date   Mon, 11 Oct 2010 09:15:31 +0200

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:
http://www.hec.unil.ch/people/jantonakis
__________________________________________


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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