From: Martin Weiss <[email protected]>
Subject: Re: st: Re: Monte Carlo Simulation, help!
To: [email protected]
Date: Sunday, 18 January, 2009, 6:52 PM
Type -list- in Stata and you see your ouput (10.000 rows, so
you may prefer
a -summarize-)
HTH
Martin
_______________________
----- Original Message -----
From: "STATA Dndee"
<[email protected]>
To: <[email protected]>
Sent: Sunday, January 18, 2009 7:46 PM
Subject: 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/
>
*
* 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/
