Thanks to Kit Baum an update of the -simpplot- package is now
available from SSC. To install it type in Stata -ssc install simpplot,
replace-.
simpplot describes the results of a simulation that inspects the
coverage of a statistical test. simpplot displays by default the
deviations from the nominal significance level against the entire
range of possible nominal significance levels. It also displays the
range (Monte Carlo region of acceptance) within which one can
reasonably expect these deviations to remain if the test is well
behaved. Examples of these graphs can be seen here:
<http://www.maartenbuis.nl/software/simpplot.html>.
In this update I have added the possibility compute and display the
overall Monte Carlo region of acceptance instead of the point-wise
Monte Carlo region of acceptance.
I hope some of you will find it useful,
Maarten
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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