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st: simulated value of a ratio does not compare to manually calculated value


From   "Ariel Linden, DrPH" <ariel.linden@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: simulated value of a ratio does not compare to manually calculated value
Date   Fri, 26 Apr 2013 16:28:23 -0400

Hi All,

Below is a simulation that I am running in which I generate a ratio
(mse_ratio) which is simply the ratio of the mse_true / mse_tt

When running the simulation, the mse_ratio does not calculate correctly,
even though each component does come through correctly...

More specifically, you can see from the output below that the mse_true =
.0038127, and the mse_tt = .0352618  , which should 
elicit a ratio of .10812551

However, the mse_ratio value is  91.79034. 

I cannot figure out what in my code is not working here... Any help is
appreciated... See my code below...

Thanks in advance!

Ariel


* this is the results of the simulation code from below 
. sum mse_true mse_tt mse_ratio

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
    mse_true |        50    .0038127    .0050518   9.49e-07   .0231653
      mse_tt |        50    .0352618    .0266384   4.62e-07   .1037486
   mse_ratio |        50    91.79034    619.6749   .0000267   4382.196


*********************************
* Start code
*******************************
program drop _all

program define sim, rclass

drop _all

set obs 1000
generate x=1
replace x=0 if _n>1000/2
generate ybase=invnorm(uniform())
generate e1=invnorm(uniform())
generate pi=(1-x)/(1+exp(-1+0.1*ybase)) + x/(1+exp(+0.9-0.1*ybase))
generate u1=uniform()
gen a=0
replace a=1 if pi>=u1
gen ysqr=ybase^2
gen intxy=x*ybase
gen intxy2=x*ysqr
generate y=0.5*a-0.45+0.35*ybase+0.1*x+0.3*intxy+0.3*intxy2+0.25*ysqr+e1

* true estimates of Y
regress y a x ybase intxy ysqr intxy2
scalar tx = _b[a]
return scalar tx = tx

scalar mse_true = (_b[a]-0.50)^2
return scalar mse_true = mse_true

*ttest estimates - naïve
ttest y, by(a)
scalar ttest1 = r(mu_2)-r(mu_1)
return scalar ttest1 = ttest1

scalar mse_tt = (ttest1-0.50)^2
return scalar mse_tt = mse_tt 

scalar mse_ratio = mse_true / mse_tt 
return scalar mse_ratio = mse_ratio

end

set seed 1234
simulate true=r(tx) ttest1=r(ttest1) mse_true=r(mse_true) ///
mse_tt=r(mse_tt) mse_ratio=r(mse_ratio), reps(50): sim

sum mse_true mse_tt mse_ratio


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