It is hard to see why you would not want to use -simulate- here. See the
bottom of -h simulate- for a helpful example. AFAIK, there is nothing in
there that would prevent you from changing the covariates for each run of
the -program- or from -summariz(e)-ing- predicted values. Let me illustrate
this with OLS, tune it to your -logit- command as you see fit.
******************
cap pr drop sim
pr def sim, rclass
version 10.1
drop _all
set obs 10000
tempvar y x1 x2 pred
g `x1'=runiform()*2
g `x2'=rchi2(4)
gen `y' = 0.5+2*`x1'+4*`x2'+rnormal()
reg `y' `x1' `x2'
predict `pred'
su `pred'
ret sca mean = r(mean)
ret sca Var = r(Var)
end
simulate mean=r(mean) var=r(Var), reps(1000): sim
su,d
******************
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten buis
Sent: Thursday, September 11, 2008 12:36 PM
To: [email protected]
Subject: Re: st: Repeating a program
--- On 9/11/08, Larraine Becker <[email protected]> wrote:
>>> I want to run a logit program 1000 times, outputting the predicted
>>> y values each time. I'm not sure how to go about this - I was
>>> I was thinking of doing a simulation, but before I submit the logit
>>> command, I also use a random number generator to randomly change
>>> variables in order to compare the predicted values each time.
-simulate- sounds appropriate for this kind of problem. The real trick
is to decide what it is that you want to store after each -logit-
command. I gave a tutorial on how to use -simulate- at Summer North
American stata Users meeting in Chicago, you can download the material
from here: http://ideas.repec.org/p/boc/nsug08/14.html (Also see
http://www.stata.com/statalist/archive/2008-08/msg01365.html on how to
view this material)
-- Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
