Wednesday, March 22, 2006

Re: st: monte carlo study

Rudy,

here is an example based on the help file for -simulate-

------------------------- capture program drop mcarlols program define mcarlols, rclass syntax [, obs(integer 1) ] drop _all set obs `obs' drawnorm eps x g y=1+x+eps reg y x return scalar beta = _b[x] end

simulate beta=r(beta) , reps(1000): mcarlols, obs(100)

su beta, de kdensity beta, norm --------------------------------

le 22/03/2006 20:10, Rudy Fichtenbaum a ecrit : > Stata Users: > > I am still learning my way around Stata after many years of using SAS. > In SAS it is fairly easy to write a program to do a simple Monte Carlo > study to illustrate the properties of least squares estimators. > > Is there anyone that has a simple example of a Monte Carlo Study for OLS? > > Thanks, > > Rudy > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ >

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/


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