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Re: st: Re: Monte Carlo Simulation, help!


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   Re: st: Re: Monte Carlo Simulation, help!
Date   Sun, 18 Jan 2009 19:52:49 +0100

Type -list- in Stata and you see your ouput (10.000 rows, so you may prefer a -summarize-)

HTH
Martin
_______________________
----- Original Message ----- From: "STATA Dndee" <[email protected]>
To: <[email protected]>
Sent: Sunday, January 18, 2009 7:46 PM
Subject: Re: st: Re: Monte Carlo Simulation, help!


Many thanks Martin and Carlo,
You have already put a lot of time for this thread.

I tried:

program define lnsim, rclass
       version 9.2
       syntax [, obs(integer 1) mu(real 0) sigma(real 1) ]
       drop _all
       set obs `obs'
       tempvar z
       gen `z' = exp(`mu' + `sigma'*invnorm(uniform()))
       summarize `z'
       return scalar mean = r(mean)
       return scalar Var  = r(Var)
   end


and then as in the stata hekp file example:

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


for each observation or for all of them no error this time but I got just rows like this(from 50 to 10,000):

Simulations (10000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx    50

without any data output.

Anyway, thank you again for your time.
Kindest regards




--- On Sun, 18/1/09, Martin Weiss <[email protected]> wrote:

From: Martin Weiss <[email protected]>
Subject: Re: st: Re: Monte Carlo Simulation, help!
To: [email protected]
Date: Sunday, 18 January, 2009, 5:17 PM
This thread is getting weirder by the minute: StataDndee
seems to think that
Stata will read each line of this dataset, and enter his
information into
the -simulate- command. This is not going to happen. If you
want to enter
these values one after another and run -simulate-, look at
-help foreach-...

HTH
Martin
_______________________
----- Original Message ----- From: "STATA Dndee"
<[email protected]>
To: <[email protected]>
Sent: Sunday, January 18, 2009 5:47 PM
Subject: Re: st: Re: Monte Carlo Simulation, help!


> Thanks dear Martin
> I tried that and got the same error. Then arranged the
data in data editor
> like this
>
>     +-----------------------+
>     | obs   mean        var |
>     |-----------------------|
>  1. |   1     71   .0007049 |
>  2. |   2    259    .000269 |
>  3. |   3    121     .00066 |
>  4. |   4    262   .0003177 |
>  5. |   5    192      .0005 |
>     |-----------------------|
>  6. |   6    120   .0011873 |
>     +-----------------------+
> and then this command with vluaes of the mean obs from
the last table:
>
> simulate mean=r(mean) var=r(Var), reps(10000): lnsim,
obs(6) mu(713
> ) sigma(0.000102877)
>
> And got the same error
> loc not found
> an error occurred when simulate executed lnsim
> r(111);
>
> And that as before everything in data editor was gone.
there should be
> something with "lnsim" in command.
>
> Thank you so much for your help.
>
>
> --- On Sun, 18/1/09, Martin Weiss
<[email protected]> wrote:
>
>> From: Martin Weiss <[email protected]>
>> Subject: Re: st: Re: Monte Carlo Simulation, help!
>> To: [email protected]
>> Date: Sunday, 18 January, 2009, 3:55 PM
>> "loc not found" sounds weird, the real
trouble is
>> that you put a "%" sign in
>> the "sigma" specification. Just put
0.027
>> there...
>>
>> HTH
>> Martin
>> _______________________
>> ----- Original Message ----- >> From: "STATA Dndee"
>> <[email protected]>
>> To: <[email protected]>
>> Sent: Sunday, January 18, 2009 4:50 PM
>> Subject: Re: st: Re: Monte Carlo Simulation, help!
>>
>>
>> > Hi
>> >
>> > I have tried the following commande:
>> >
>> > simulate mean=r(mean) var=r(Var),
reps(10000): lnsim,
>> obs(100)
>> >
>> > from STATA help and for Inst. F
>> >
>> > my command was:
>> > simulate mean=r(mean) var=r(Var),
reps(10000): lnsim,
>> obs(273) mu(71)
>> > sigma(2.7%)
>> >
>> > and I got the following error:
>> >
>> > loc not found
>> > an error occurred when simulate executed
lnsim
>> > r(111);
>> > When it resolved I should run the analysis
for all
>> INSs and the mean?
>> >
>> > the SE in the floowing table was SD.
>> >
>> >
>> > I have copied the  table again.
>> >
>> > Many thanks for any comment
>> > Bests
>> >
>> >
>> >
>>
+-------------------------------------------------------+
>> >     | inst   cases   total   outcome     lci
   uci
>>   sd |
>> >
>>
|-------------------------------------------------------|
>> >  1. |    f      71     273    26.01%   20.8%
 31.2%
>> 2.7% |
>> >  2. |    e     259     809    32.01%   28.8%
 35.2%
>> 1.6% |
>> >  3. |    c     121     345    35.07%   30.0%
 40.1%
>> 2.6% |
>> >  4. |    d     262     726    36.09%   32.6%
 39.6%
>> 1.8% |
>> >  5. |    b     192     480    40.00%   35.6%
 44.4%
>> 2.2% |
>> >
>>
|-------------------------------------------------------|
>> >  6. |    a     120     204    58.82%   52.1%
 65.6%
>> 3.4% |
>> >  7. | mean     713    2153    33.12%   31.1%
 35.1%
>> 1.0% |
>> >
>> >
>> >
>> >
>> >
>> > --- On Sun, 18/1/09, STATA Dndee
>> <[email protected]> wrote:
>> >
>> >> From: STATA Dndee
<[email protected]>
>> >> Subject: Re: st: Re: Monte Carlo
Simulation, help!
>> >> To: [email protected]
>> >> Date: Sunday, 18 January, 2009, 1:20 PM
>> >> Thanks for your kind and quick reply
Martin
>> >>
>> >> I tried it before but couldn't
understand the
>> commands
>> >> in Help file. I arranged the data with
the CIs.
>> >>
>> >>
>> >>
>>
+-------------------------------------------------------+
>> >>      | inst   cases   total   outcome
lci
>> uci
>> >> se |
>> >>
>> >>
>>
|-------------------------------------------------------|
>> >>   1. |    f      71     273    26.01%
20.8%
>> 31.2%
>> >> 2.7% |
>> >>   2. |    e     259     809    32.01%
28.8%
>> 35.2%
>> >> 1.6% |
>> >>   3. |    c     121     345    35.07%
30.0%
>> 40.1%
>> >> 2.6% |
>> >>   4. |    d     262     726    36.09%
32.6%
>> 39.6%
>> >> 1.8% |
>> >>   5. |    b     192     480    40.00%
35.6%
>> 44.4%
>> >> 2.2% |
>> >>      |
>> >>   6. |    a     120     204    58.82%
52.1%
>> 65.6%
>> >> 3.4% |
>> >>   7. | mean     713    2153    33.12%
31.1%
>> 35.1%
>> >> 1.0% |
>> >>
>> >>
>>
+-------------------------------------------------------+
>> >>
>> >> Regards
>> >>
>> >>
>> >>
>> >> --- On Sun, 18/1/09, Martin Weiss
>> >> <[email protected]> wrote:
>> >>
>> >> > From: Martin Weiss
>> <[email protected]>
>> >> > Subject: st: Re: Monte Carlo
Simulation,
>> help!
>> >> > To: [email protected]
>> >> > Date: Sunday, 18 January, 2009,
11:49 AM
>> >> > A very warm welcome to you in the
Stata
>> community,
>> >> good to
>> >> > see you :-) Try -help simulate- for
a start!
>> >> >
>> >> > HTH
>> >> > Martin
>> >> > _______________________
>> >> > ----- Original Message ----- From:
>> "STATA
>> >> Dndee"
>> >> > <[email protected]>
>> >> > To:
<[email protected]>
>> >> > Sent: Sunday, January 18, 2009 12:46
PM
>> >> > Subject: st: Monte Carlo Simulation,
help!
>> >> >
>> >> >
>> >> > > Hi
>> >> > > I want to rank institutions for
and
>> outcome given
>> >> in
>> >> > outcome% based on Monte Carlo
simulation and
>> produce a
>> >> table
>> >> > like table 2 in
>> >> >
>> http://plus.maths.org/issue46/risk/index.html.
The
>> >> method
>> >> > is also described by Spiegelhalter
in BMJ,
>> 1998,
>> >> > 316(1701-1705).
>> >> > > I am a beginner in STATA. Could
anyone
>> help me in
>> >> > performing the analysis in STATA? I
need the
>> commands
>> >> and
>> >> > number of iterations.  Number of
institutions
>> is more
>> >> than
>> >> > in the sample.
>> >> > >
>> >> > > Any help will be really
appreciated.
>> >> > > Kind regards
>> >> > >
>> >> > > Inst. cases total outcome%
>> >> > > f 71 273 26.01%
>> >> > > e 259 809 32.01%
>> >> > > c 121 345 35.07%
>> >> > > d 262 726 36.09%
>> >> > > mean 713 2153 33.12%
>> >> > > b 192 480 40.00%
>> >> > > a 120 204 58.82%
>> >> > >
>> >> > >
>> >> > >
>> >> > >
>> >> > > *
>> >> > > *   For searches and help try:
>> >> > > *
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>> >> > > *
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>> >> >
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