Tuesday, March 07, 2006

st: Size and power simulations

Dear all, I have plans to swich software to STATA since I am impressed by all the canned routines. However, to get a jump start I would appreciate if someone would send me a finished simulation projekt made in STATA.

I am planning to write a simulation projekt in STATA where I calculate the statistical SIZE and POWER. I would really appreciate if I could look at previous simulation code to save some time. E.g. a simple program for testing the size and power of a unit root test would be a good start, and then I could change the code for my purposes. I would also appreciate if someone would send me code for putting these power calculations into nice tables, so that when e.g. the ADF coefficient is 1 (size), 0.9 (power), 0.8 (power), 0.7 (power),... everyting is put into nice tables.

I would really appreciate your help!

Regards, Pelle * * 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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