Re: st: Saving simulation runs

[John Antonakis <john.antonakis@unil.ch>]

OK....thanks Stas!

Have a good weekend,
John.

__________________________________________

Prof. John Antonakis, Associate Dean
Faculty of Business and Economics (HEC)
Department of Organizational Behavior
University of Lausanne
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On 09.10.2010 16:12, Stas Kolenikov wrote:
> On Sat, Oct 9, 2010 at 5:41 AM, John Antonakis<john.antonakis@unil.ch>  wrote:
> > 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).
> >
> > ***************************************
> > clear
> > 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
> > end
> >
> > mat b=e(b)
> * if there were no estimation results in the memory, this would break down
> * with an error message "estimates not found"
>
> > mat save = b
> * and if that is the case, this will break down with error message
> * "matrix b not found"
>
> > 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?
> Collecting results in matrices is cumbersome. Looks like a port of
> code from R or Matlab. Stata has an appropriate mechanics for
> simulations with -post-. Read the help file, you can post anything you
> like. I usually collect the expressions I need like:
>
> program define PreparePost, rclass
>     * receives the data in memory
>     reg y x1 x2
>     foreach x in _cons x1 x2 {
>        local temp _b[`x']
>        local topost `topost' (`temp')
>        local temp _se[`x']
>        local topost `topost' (`temp')
>     }
>     return local `topost'
> end
>
> and then within my simulation code, I would have something like
>
> forvalues r=1/`reps' {
>     PrepareData
>     PreparePost
>     post<handle>  `r(topost)'
> }
>
> Computing means is a post-simulation task, but you can add a few lines
> to the -PreparePost- if you need to.
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