Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: monte carlo study


From   Antoine Terracol <terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: monte carlo study
Date   Wed, 22 Mar 2006 20:50:36 +0100

Rudy,

here is an example based on the help file for -simulate-



-------------------------
capture program drop mcarlols
program define mcarlols, rclass
syntax [, obs(integer 1)  ]
drop _all
set obs `obs'
drawnorm eps x
g y=1+x+eps
reg y x
return scalar beta = _b[x]
end

simulate beta=r(beta) , reps(1000): mcarlols, obs(100)


su beta, de
kdensity beta, norm
--------------------------------

le 22/03/2006 20:10, Rudy Fichtenbaum a ecrit :
Stata Users:

I am still learning my way around Stata after many years of using SAS.
In SAS it is fairly easy to write a program to do a simple Monte Carlo
study to illustrate the properties of least squares estimators.

Is there anyone that has a simple example of a Monte Carlo Study for OLS?

Thanks,

Rudy
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index