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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: monte carlo simulation |

Date |
Mon, 25 Feb 2013 00:48:53 +0000 |

You are writing for Stata 10, in which it is possible and simpler to write -rnormal()- rather than the older nested call. There is no problem with writing what you did otherwise. Nick On Sun, Feb 24, 2013 at 9:38 PM, Benjamin Hong <benjamin1459@gmail.com> wrote: > 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! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: monte carlo simulation***From:*"Benjamin W. Hong" <benjamin1459@gmail.com>

**References**:**st: monte carlo simulation***From:*Benjamin Hong <benjamin1459@gmail.com>

**Re: st: monte carlo simulation***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: monte carlo simulation***From:*Benjamin Hong <benjamin1459@gmail.com>

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