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# Re: st: monte carlo simulation

 From Benjamin Hong To statalist@hsphsun2.harvard.edu Subject Re: st: monte carlo simulation Date Sun, 24 Feb 2013 21:38:45 +0000

```Dear Nick,

Thank you very much! and thanks for spelling corrections :)
Can I ask one more question?
why did you change "gen u=invnorm(uniform())" to "gen u = rnormal()"?

Thanks!

Best
Ben

2013/2/24 Nick Cox <njcoxstata@gmail.com>:
> 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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--
******************************************
Benjamin (Wonki) Hong
Certified Financial Risk Manager
MSc Finance, Edinburgh University
Phone: +44(0)752-121-9910
E-mail: benjamin1459@gmail.com
*
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```