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Re: st: Re: Re: monte carlo on panel data


From   Ghazal Zulfiqar <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Re: Re: monte carlo on panel data
Date   Sun, 9 Feb 2014 06:06:20 -0500

Thanks Joseph for taking the trouble.
This is very helpful.
Ghazal

On Feb 8, 2014, at 8:35 PM, "Joseph Coveney" <[email protected]> wrote:

> Ghazal Zulfiqar wrote:
> 
> That helped in the sense that now I dont have to manually open the "results"
> file, but it still gives me the problem of just 1000 observations rather than
> 500,000 i.e. one for each run.
> 
> --------------------------------------------------------------------------------
> 
> Well, yes, that's what -postfile- does:   its saves a scalar and not a column of
> data.  So, when you -post- your result in each pass through the loop, it will
> save only the value in the first observation.
> 
> Frankly, I don't understand what your simulation is supposed to accomplish--your
> algorithm doesn't look like what I do when performing Monte Carlo simulations
> involving multilevel / hierarchical / panel models.  Regardless, if you're
> interested in getting the half-million predictions, here's the mechanics:
> First, use -save- an empty temporary dataset to receive the column of data from
> each pass through the loop.  Then, in the loop, -append- and -save , replace-
> the temporary dataset so that each five hundred observations cumulates in it.
> It will be a bit slow because of all of the I/O.  Try something like that below
> to get your 500 000 predictions.
> 
> Joseph Coveney
> 
> preserve
> drop _all
> save results, emptyok
> restore
> 
> set seed 3213799
> quietly {
>    generate float diversity = .    
>    forvalues I = 1/1000 {
>        replace diversity = median(conc_diversity)+ runiform()
>       regress stddev diversity asia latin_am europe africa_mideast ///
>        log_gdp_capita log_gdp_capita_1 log_gdp_capita_2 ///
>        pop_g_rate barro_ipol investment_rate t t_sqrd
>        predict xb
> 
>        preserve
>        keep xb
>        append using results
>        save results, replace
>        restore
>        drop xb
>    }
> }
> 
> use results, clear
> summarize xb
> 
> exit
> 
> 
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