Stata 15 help for simulate

[R] simulate -- Monte Carlo simulations

Syntax

simulate [exp_list] , reps(#) [options] : command

options Description ------------------------------------------------------------------------- nodots suppress replication dots dots(#) display dots every # replications noisily display any output from command trace trace command saving(filename, ...) save results to filename nolegend suppress table legend verbose display the full table legend seed(#) set random-number seed to # ------------------------------------------------------------------------- All weight types supported by command are allowed; see weight.

Description

simulate eases the programming task of performing Monte Carlo-type simulations. Typing

. simulate exp_list, reps(#) : command

runs command for # replications and collects the results in exp_list.

command defines the command that performs one simulation. Most Stata commands and user-written programs can be used with simulate, as long as they follow standard Stata syntax. The by prefix may not be part of command.

exp_list specifies the expression to be calculated from the execution of command. If no expressions are given, exp_list assumes a default, depending upon whether command changes results in e() or r(). If command changes results in e(), the default is _b. If command changes results in r() (but not e()), the default is all the scalars posted to r(). It is an error not to specify an expression in exp_list otherwise.

Options

reps(#) is required -- it specifies the number of replications to be performed.

nodots suppresses display of the replication dots. By default, one dot character is displayed for each successful replication. A red `x' is displayed if command returns an error or if one of the values in exp_list is missing.

dots(#) displays dots every # replications. dots(0) is a synonym for nodots.

noisily requests that any output from command be displayed. This option implies the nodots option.

trace causes a trace of the execution of command to be displayed. This option implies the noisily option.

saving(filename [, suboptions]) creates a Stata data file (.dta file) consisting of (for each statistic in exp_list) a variable containing the replicates.

See prefix_saving_option for details about suboptions.

nolegend suppresses display of the table legend. The table legend identifies the rows of the table with the expressions they represent.

verbose requests that the full table legend be displayed. By default, coefficients and standard errors are not displayed.

seed(#) sets the random-number seed. Specifying this option is equivalent to typing the following command before calling simulate:

. set seed #

Examples

Make a dataset containing means and variances of 100-observation samples from a lognormal distribution. Perform the experiment 10,000 times:

program define lnsim, rclass version 15.1 syntax [, obs(integer 1) mu(real 0) sigma(real 1) ] drop _all set obs `obs' tempvar z gen `z' = exp(rnormal(`mu',`sigma')) summarize `z' return scalar mean = r(mean) return scalar Var = r(Var) end

. simulate mean=r(mean) var=r(Var), reps(10000): lnsim, obs(100)

Make a dataset containing means and variances of 50-observation samples from a lognormal distribution with a normal mean of -3 and standard deviation of 7. Perform the experiment 10,000 times:

. simulate mean=r(mean) var=r(Var), reps(10000): lnsim, obs(50) mu(-3) sigma(7)


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