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Re: st: monte carlo simulation


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: monte carlo simulation
Date   Sun, 24 Feb 2013 21:20:36 +0000

You are trying to call -benreg- from a call to -simulate- _within-
-benreg-. That's not the way to use -simulate-.

I see no -end- statement marking the end of the program definition.

You may have some previous version of the program in memory.

This will work

program benreg, rclass
	version 10.0
	syntax [, c(real 1)]
	clear
	set obs 10000
	gen u = rnormal()
	gen x = rnormal()
        gen y = 2 + 3*x^3+u
 	sum
        reg y x
        return scalar b0=_b[_cons]
	return scalar b1=_b[x]
end

simulate b_0=r(b0) b_1=r(b1), reps(10000): benreg

Standard spelling is Monte Carlo (a placename).

Nick

On Sun, Feb 24, 2013 at 8:57 PM, Benjamin Hong <benjamin1459@gmail.com> wrote:
> Dear all,
>
> Hi, I am trying to do basic monte carlo simulation with Stata, but for
> some reason it doesnt work.
> Would you tell me the reason?
>
> below is my code
> -------------------
> program define benreg, rclass
> version 10.0
> syntax [, c(real 1)]
> drop _all
> set obs 10000
> gen u=invnorm(uniform())
> gen x=invnorm(uniform())
> gen y = 2 + 3*x^3+u
> reg y x
> sum
> return scalar b0=_b[_cons]
> return scalar b1=_b[x]
> simulate b_0=r(b0) b_1=r(b1), reps(10000): benreg
> ----------------------------
> it always returns "non r-class program may not set r()" after reg y x.
> (before return scalar)
>
> I appreciate if somebody gives me advise!
>
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