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Re: st: Re: Monte Carlo Simulation, help!
Many thanks Martin and Carlo,
You have already put a lot of time for this thread.
I tried:
program define lnsim, rclass
version 9.2
syntax [, obs(integer 1) mu(real 0) sigma(real 1) ]
drop _all
set obs `obs'
tempvar z
gen `z' = exp(`mu' + `sigma'*invnorm(uniform()))
summarize `z'
return scalar mean = r(mean)
return scalar Var = r(Var)
end
and then as in the stata hekp file example:
simulate mean=r(mean) var=r(Var), reps(10000): lnsim, obs(50) mu(-3)
sigma(7)
for each observation or for all of them no error this time but I got just rows like this(from 50 to 10,000):
Simulations (10000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50
without any data output.
Anyway, thank you again for your time.
Kindest regards
--- On Sun, 18/1/09, Martin Weiss <[email protected]> wrote:
> From: Martin Weiss <[email protected]>
> Subject: Re: st: Re: Monte Carlo Simulation, help!
> To: [email protected]
> Date: Sunday, 18 January, 2009, 5:17 PM
> This thread is getting weirder by the minute: StataDndee
> seems to think that
> Stata will read each line of this dataset, and enter his
> information into
> the -simulate- command. This is not going to happen. If you
> want to enter
> these values one after another and run -simulate-, look at
> -help foreach-...
>
> HTH
> Martin
> _______________________
> ----- Original Message -----
> From: "STATA Dndee"
> <[email protected]>
> To: <[email protected]>
> Sent: Sunday, January 18, 2009 5:47 PM
> Subject: Re: st: Re: Monte Carlo Simulation, help!
>
>
> > Thanks dear Martin
> > I tried that and got the same error. Then arranged the
> data in data editor
> > like this
> >
> > +-----------------------+
> > | obs mean var |
> > |-----------------------|
> > 1. | 1 71 .0007049 |
> > 2. | 2 259 .000269 |
> > 3. | 3 121 .00066 |
> > 4. | 4 262 .0003177 |
> > 5. | 5 192 .0005 |
> > |-----------------------|
> > 6. | 6 120 .0011873 |
> > +-----------------------+
> > and then this command with vluaes of the mean obs from
> the last table:
> >
> > simulate mean=r(mean) var=r(Var), reps(10000): lnsim,
> obs(6) mu(713
> > ) sigma(0.000102877)
> >
> > And got the same error
> > loc not found
> > an error occurred when simulate executed lnsim
> > r(111);
> >
> > And that as before everything in data editor was gone.
> there should be
> > something with "lnsim" in command.
> >
> > Thank you so much for your help.
> >
> >
> > --- On Sun, 18/1/09, Martin Weiss
> <[email protected]> wrote:
> >
> >> From: Martin Weiss <[email protected]>
> >> Subject: Re: st: Re: Monte Carlo Simulation, help!
> >> To: [email protected]
> >> Date: Sunday, 18 January, 2009, 3:55 PM
> >> "loc not found" sounds weird, the real
> trouble is
> >> that you put a "%" sign in
> >> the "sigma" specification. Just put
> 0.027
> >> there...
> >>
> >> HTH
> >> Martin
> >> _______________________
> >> ----- Original Message -----
> >> From: "STATA Dndee"
> >> <[email protected]>
> >> To: <[email protected]>
> >> Sent: Sunday, January 18, 2009 4:50 PM
> >> Subject: Re: st: Re: Monte Carlo Simulation, help!
> >>
> >>
> >> > Hi
> >> >
> >> > I have tried the following commande:
> >> >
> >> > simulate mean=r(mean) var=r(Var),
> reps(10000): lnsim,
> >> obs(100)
> >> >
> >> > from STATA help and for Inst. F
> >> >
> >> > my command was:
> >> > simulate mean=r(mean) var=r(Var),
> reps(10000): lnsim,
> >> obs(273) mu(71)
> >> > sigma(2.7%)
> >> >
> >> > and I got the following error:
> >> >
> >> > loc not found
> >> > an error occurred when simulate executed
> lnsim
> >> > r(111);
> >> > When it resolved I should run the analysis
> for all
> >> INSs and the mean?
> >> >
> >> > the SE in the floowing table was SD.
> >> >
> >> >
> >> > I have copied the table again.
> >> >
> >> > Many thanks for any comment
> >> > Bests
> >> >
> >> >
> >> >
> >>
> +-------------------------------------------------------+
> >> > | inst cases total outcome lci
> uci
> >> sd |
> >> >
> >>
> |-------------------------------------------------------|
> >> > 1. | f 71 273 26.01% 20.8%
> 31.2%
> >> 2.7% |
> >> > 2. | e 259 809 32.01% 28.8%
> 35.2%
> >> 1.6% |
> >> > 3. | c 121 345 35.07% 30.0%
> 40.1%
> >> 2.6% |
> >> > 4. | d 262 726 36.09% 32.6%
> 39.6%
> >> 1.8% |
> >> > 5. | b 192 480 40.00% 35.6%
> 44.4%
> >> 2.2% |
> >> >
> >>
> |-------------------------------------------------------|
> >> > 6. | a 120 204 58.82% 52.1%
> 65.6%
> >> 3.4% |
> >> > 7. | mean 713 2153 33.12% 31.1%
> 35.1%
> >> 1.0% |
> >> >
> >> >
> >> >
> >> >
> >> >
> >> > --- On Sun, 18/1/09, STATA Dndee
> >> <[email protected]> wrote:
> >> >
> >> >> From: STATA Dndee
> <[email protected]>
> >> >> Subject: Re: st: Re: Monte Carlo
> Simulation, help!
> >> >> To: [email protected]
> >> >> Date: Sunday, 18 January, 2009, 1:20 PM
> >> >> Thanks for your kind and quick reply
> Martin
> >> >>
> >> >> I tried it before but couldn't
> understand the
> >> commands
> >> >> in Help file. I arranged the data with
> the CIs.
> >> >>
> >> >>
> >> >>
> >>
> +-------------------------------------------------------+
> >> >> | inst cases total outcome
> lci
> >> uci
> >> >> se |
> >> >>
> >> >>
> >>
> |-------------------------------------------------------|
> >> >> 1. | f 71 273 26.01%
> 20.8%
> >> 31.2%
> >> >> 2.7% |
> >> >> 2. | e 259 809 32.01%
> 28.8%
> >> 35.2%
> >> >> 1.6% |
> >> >> 3. | c 121 345 35.07%
> 30.0%
> >> 40.1%
> >> >> 2.6% |
> >> >> 4. | d 262 726 36.09%
> 32.6%
> >> 39.6%
> >> >> 1.8% |
> >> >> 5. | b 192 480 40.00%
> 35.6%
> >> 44.4%
> >> >> 2.2% |
> >> >> |
> >> >> 6. | a 120 204 58.82%
> 52.1%
> >> 65.6%
> >> >> 3.4% |
> >> >> 7. | mean 713 2153 33.12%
> 31.1%
> >> 35.1%
> >> >> 1.0% |
> >> >>
> >> >>
> >>
> +-------------------------------------------------------+
> >> >>
> >> >> Regards
> >> >>
> >> >>
> >> >>
> >> >> --- On Sun, 18/1/09, Martin Weiss
> >> >> <[email protected]> wrote:
> >> >>
> >> >> > From: Martin Weiss
> >> <[email protected]>
> >> >> > Subject: st: Re: Monte Carlo
> Simulation,
> >> help!
> >> >> > To: [email protected]
> >> >> > Date: Sunday, 18 January, 2009,
> 11:49 AM
> >> >> > A very warm welcome to you in the
> Stata
> >> community,
> >> >> good to
> >> >> > see you :-) Try -help simulate- for
> a start!
> >> >> >
> >> >> > HTH
> >> >> > Martin
> >> >> > _______________________
> >> >> > ----- Original Message ----- From:
> >> "STATA
> >> >> Dndee"
> >> >> > <[email protected]>
> >> >> > To:
> <[email protected]>
> >> >> > Sent: Sunday, January 18, 2009 12:46
> PM
> >> >> > Subject: 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%
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > >
> >> >> > > *
> >> >> > > * For searches and help try:
> >> >> > > *
> http://www.stata.com/help.cgi?search
> >> >> > > *
> >> http://www.stata.com/support/statalist/faq
> >> >> > > *
> http://www.ats.ucla.edu/stat/stata/
> >> >> > >
> >> >> >
> >> >> > *
> >> >> > * For searches and help try:
> >> >> > *
> http://www.stata.com/help.cgi?search
> >> >> > *
> >> http://www.stata.com/support/statalist/faq
> >> >> > *
> http://www.ats.ucla.edu/stat/stata/
> >> >>
> >> >>
> >> >>
> >> >>
> >> >> *
> >> >> * For searches and help try:
> >> >> * http://www.stata.com/help.cgi?search
> >> >> *
> http://www.stata.com/support/statalist/faq
> >> >> * http://www.ats.ucla.edu/stat/stata/
> >> >
> >> >
> >> >
> >> >
> >> > *
> >> > * For searches and help try:
> >> > * http://www.stata.com/help.cgi?search
> >> > *
> http://www.stata.com/support/statalist/faq
> >> > * http://www.ats.ucla.edu/stat/stata/
> >> >
> >>
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
> >> * http://www.stata.com/support/statalist/faq
> >> * http://www.ats.ucla.edu/stat/stata/
> >
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/