Dear Statalist members,
I've made and uploaded Monte Carlo simulation and versatile do-files.
I hope I can be of help to you.
http://keijisaito.info/english.htm#stataen
The do-files might serve as references for STATA program.
Important comments are written in both Japanese and English.
These do-files are self-running by making sample.
You can assign arbitrary values in Input Part.
The current list is as follows:
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Visual Statistics and Econometrics by Monte Carlo
1. Modification of Attenuation Bias: con_mod_attenuation.do
2. Estimator Distributions of OLS and IV (weak IV problem): ols_iv_dist.do
3. Selection Bias and Heckit: selection_heckit.do
Versatile do-file
1. Calculation in Each Group: calc_each_group.do
2. Two-stage Summary Table: two_summarize.do
3. Ranking: ranking.do
4. F test by Coefficient of Determination: Ftest_R2.do
5. Histogram and Export: histogram_out.do
6. Correlation Matrix by ID and Round: corrlationM.do
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If I made mistakes, please let me know.
Thank you.
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Keiji Saito:
Ph. D. student, economics
University of Tokyo
Mail: [email protected]
Web : http://keijisaito.info
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