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st: From: "Christopher L. Aberson" <Christopher.Aberson@humboldt.edu>


From   owner-statalist@hsphsun2.harvard.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: From: "Christopher L. Aberson" <Christopher.Aberson@humboldt.edu>
Date   Fri, 14 Jun 2013 15:18:31 -0700

I've written a tiny program for simulation of multiple regression
results.  I can run this on a line by line basis (using actual values
instead of the syntax command), but when I put it in an ado, it
doesn't work.

The basic idea is use drawnorm to generate a dataset, run regression
on it, then do it over and over using the simulate option.


program define powersim3, rclass
syntax, ry1 (real) ry2 (real) r12 (real) [my(real 0) m1(real 0)
m2(real 0) m3(real 0)] [sy (real 1) ///
    s1 (real 1) s2 (real 1) s3 (real 1)] n(real) [alpha(real .05) help ]
matrix m = (`my', `m1', `m2')
matrix sd = (`sy', `s1', `s2')
matrix r = (1, `ry1', `ry2'\ `ry1' , 1 , `r12'\ `ry2' , `r12', 1)
drawnorm y x1 x2, n(`n') corr(r) means(m) sds(sd)
regress y x1 x2
end

simulate _b _se, reps(10000): powersim3

.powersim3, ry1(.30) ry2(.30) r12 (.30) n (282)

This yields an error saying "ry1" required. If I take out the simulate
command I get a single regression but not the repeated
sampling/simulation I want.

Any help would be appreciated.



--
Chris Aberson, Ph.D.
Professor
Department of Psychology
Humboldt State University
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