Chiara,
There are many ways that you could solve your simulation problem:
(1) You could create different datasets with specific parameters that
you want (to convert matrices into data see -svmat-), adding variables
such as rho, sigma_u, etc. that identify the specific setting of your
Monte Carlo experiment. After that you could append the datasets into
one big dataset.
(2) You loop over a set of parameter into a specific matrix. For
example at the beginning you could have A=[0.3, 0.5, 0.7], then you have
inside of the code something like: local sigma = A[`j']. Of course you
need to add an additional loop for this parameter and be smart enough to
attach the data into a single matrix.
(3) You could use tempfiles if you feel more confortable. There is an
extraordinary example by Maarten Buis at
http://www.statalist.eu/statalist/archive/2007-12/msg00329.html.
Anyway, as I said before -simulate- is flexible and simple, you could
add as many parameters as you want and then run the combinations that
you think makes senses.
Rodrigo.
-----Mensaje original-----
De: Chiara Mussida [mailto:[email protected]]
Enviado el: Lunes, 31 de Marzo de 2008 12:13 p.m.
Para: Rodrigo Alfaro A.
Asunto: Re: st: montecarlo simulation
thanks a lot,
but I forgot to specify that my simulations is based on a competing
risks specification: I want to verify if, for particular values of my
coefs (that I must specify), there is evidence of correlation (also to
be specified, giving a precise range within my simulations must be
undertaken), therefore my question is: how to specify (stata commands)
precise values for coefs and correlation??
-----Mensaje original-----
De: [email protected]
[mailto:[email protected]] En nombre de Chiara
Mussida
Enviado el: Martes, 01 de Abril de 2008 09:47 a.m.
Para: statalist
Asunto: Spam: st: correlated CR
Hi guys,
is there a specific command to estimate Seemeengly Unrelated Piecewise
constant hazard model?
more precisely, I have a CR framework that already gave me almost
satisfactory results with piecewise constant hazard rate models
estmations. Anyway, this modelisation is employed with the underlying
assumption of independence of CR. If I want to verify the existence of
correlation between my residuals (coming from different model
estimates), how can I proceed in terms of stata command?
thanks a lot
--
Chiara Mussida
PhD candidate
Doctoral school of Economic Policy
Catholic University, piacenza (Italy)
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