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st: Saving simulation runs

From   John Antonakis <[email protected]>
To   [email protected]
Subject   st: Saving simulation runs
Date   Sat, 09 Oct 2010 12:41:14 +0200

My code here, which seemed to work fine before, stopped working (I am sure that I did not change it, though can't find anything wrong with it).

capture program drop sim
 version 11.1
program define sim, rclass
        drop _all
syntax , nobs(integer )
set obs `nobs'

gen x1 = rnormal()
gen x2 = 2*x1 + .1*rnormal()
gen y = x1 + x2 + rnormal()
reg y x1 x2

mat b=e(b)
mat save = b

foreach nobs of numlist 100(100)1000 {
simulate _b _se, reps(100) seed (123) : sim, nobs(`nobs')
mat b=e(b)
mat save = save \ b

mat list save

Also, how would I save the mean of the standard errors, along with the mean of the coefficients, from each of the monte carlo runs?



Prof. John Antonakis, Associate Dean
Faculty of Business and Economics (HEC)
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny

Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

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