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From | John Antonakis <john.antonakis@unil.ch> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Saving simulation runs |
Date | Sat, 09 Oct 2010 12:41:14 +0200 |
*************************************** clear capture program drop sim version 11.1 program define sim, rclass drop _all syntax , nobs(integer ) set obs `nobs' gen x1 = rnormal() gen x2 = 2*x1 + .1*rnormal() gen y = x1 + x2 + rnormal() reg y x1 x2 end mat b=e(b) mat save = b foreach nobs of numlist 100(100)1000 { simulate _b _se, reps(100) seed (123) : sim, nobs(`nobs') mat b=e(b) mat save = save \ b } mat list save ***************************************Also, how would I save the mean of the standard errors, along with the mean of the coefficients, from each of the monte carlo runs?
Thanks, John. -- __________________________________________ Prof. John Antonakis, Associate Dean Faculty of Business and Economics (HEC) Department of Organizational Behavior University of Lausanne Internef #618 CH-1015 Lausanne-Dorigny Switzerland Tel ++41 (0)21 692-3438 Fax ++41 (0)21 692-3305 Home page: http://www.hec.unil.ch/people/jantonakis __________________________________________ * * 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/