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st: R: Monte Carlo Simulation, help!
Dear STATADndee (knowing your name would make it less impersonal, I
suppose),
sticking to the example reported in the Appendix of the BMJ reference you
pointed out, what below seems to do the trick (for Stata 9.2/SE).
HTH and Kind Regards,
Carlo
----------------------------begin example--------------
set obs 10000
g A=.04 + .005*invnorm(uniform())
g B=.05 + .0102*invnorm(uniform())
g C=.06 + .0204*invnorm(uniform())
g Rank_A=3 if A>B&A>C
replace Rank_A=2 if A>B&A<C
replace Rank_A=2 if A<B&A>C
replace Rank_A=1 if A<B&A<C
g Rank_B=3 if B>A&B>C
replace Rank_B=2 if B>A&B<C
replace Rank_B=2 if B<A&B>C
replace Rank_B=1 if B<A&B<C
g Rank_C=3 if C>A&C>B
replace Rank_C=2 if C<A&C>B
replace Rank_C=2 if C>A&C<B
replace Rank_C=1 if C<A&C<B
tab1 Rank_A Rank_B Rank_C
centile A B C, centile (2.5 50 97.5)
----------------------------end example--------------
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di STATA Dndee
Inviato: domenica 18 gennaio 2009 12.46
A: [email protected]
Oggetto: st: Monte Carlo Simulation, help!
Hi
I want to rank institutions for and outcome given in outcome% based on Monte
Carlo simulation and produce a table like table 2 in
http://plus.maths.org/issue46/risk/index.html. The method is also described
by Spiegelhalter in BMJ, 1998, 316(1701-1705).
I am a beginner in STATA. Could anyone help me in performing the analysis in
STATA? I need the commands and number of iterations. Number of institutions
is more than in the sample.
Any help will be really appreciated.
Kind regards
Inst. cases total outcome%
f 71 273 26.01%
e 259 809 32.01%
c 121 345 35.07%
d 262 726 36.09%
mean 713 2153 33.12%
b 192 480 40.00%
a 120 204 58.82%
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* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/