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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 26 Apr 2013 16:36:08 -0400 |

Ariel Linden, DrPH <ariel.linden@gmail.com>: The mean of a ratio generically does not equal the ratio of the means. Put sc mse_t* corr mse_t* g r=mse_tr/mse_tt su r mse_true mse_tt mse_ratio On Fri, Apr 26, 2013 at 4:28 PM, Ariel Linden, DrPH <ariel.linden@gmail.com> wrote: > 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 * * 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: simulated value of a ratio does not compare to manually calculated value***From:*Jeph Herrin <stata@spandrel.net>

**References**:**st: simulated value of a ratio does not compare to manually calculated value***From:*"Ariel Linden, DrPH" <ariel.linden@gmail.com>

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