Rudy,
another option:
capture program drop olssim
program olssim
version 10.0
drop _all
set obs 100
set seed 123
generate e = invnorm(uniform())*2
generate x = uniform()*10
generate y = 1 + 0.5 * x + e
regress y x
end
simulate, reps(1000) : olssim
HTH,
Joao Lima
2009/4/14 Rudy Fichtenbaum <[email protected]>:
> I am running a monte carlo simulation using the following program:
>
> capture program drop olssim
> program olssim, rclass
> version 10.0
> drop _all
> set obs 100
> generate e = invnorm(uniform())*2
> generate x = uniform()*10
> generate y = 1 + 0.5 * x + e
> regress y x
> return scalar b0 = _coef[_cons]
> return scalar b1 = _coef[x]
> end
>
> simulate "olssim" b0 = r(b0) b1 = r(b1), reps(1000)
>
> sum b0 b1, detail
>
> The problem I am having is that each time I run the program I get a slightly
> different result. I know this is because I have not set the seed for the
> random number generator but I can't figure out how to set the seed in this
> program.
>
> Rudy
>
> --
> Rudy Fichtenbaum
> Professor of Economics
> Chief Negotiator AAUP-WSU
> Wright State University
> Dayton, OH 45435-0001
> 937-775-3085
>
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>
--
----------------------------------------
Joao Ricardo Lima, D.Sc.
Professor
UFPB-CCA-DCFS
Fone: +5538387264913
Skype: joao_ricardo_lima
----------------------------------------
*
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