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st: simulated value of a ratio does not compare to manually calculated value
From
"Ariel Linden, DrPH" <[email protected]>
To
<[email protected]>
Subject
st: simulated value of a ratio does not compare to manually calculated value
Date
Fri, 26 Apr 2013 16:28:23 -0400
Hi All,
Below is a simulation that I am running in which I generate a ratio
(mse_ratio) which is simply the ratio of the mse_true / mse_tt
When running the simulation, the mse_ratio does not calculate correctly,
even though each component does come through correctly...
More specifically, you can see from the output below that the mse_true =
.0038127, and the mse_tt = .0352618 , which should
elicit a ratio of .10812551
However, the mse_ratio value is 91.79034.
I cannot figure out what in my code is not working here... Any help is
appreciated... See my code below...
Thanks in advance!
Ariel
* this is the results of the simulation code from below
. sum mse_true mse_tt mse_ratio
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
mse_true | 50 .0038127 .0050518 9.49e-07 .0231653
mse_tt | 50 .0352618 .0266384 4.62e-07 .1037486
mse_ratio | 50 91.79034 619.6749 .0000267 4382.196
*********************************
* Start code
*******************************
program drop _all
program define sim, rclass
drop _all
set obs 1000
generate x=1
replace x=0 if _n>1000/2
generate ybase=invnorm(uniform())
generate e1=invnorm(uniform())
generate pi=(1-x)/(1+exp(-1+0.1*ybase)) + x/(1+exp(+0.9-0.1*ybase))
generate u1=uniform()
gen a=0
replace a=1 if pi>=u1
gen ysqr=ybase^2
gen intxy=x*ybase
gen intxy2=x*ysqr
generate y=0.5*a-0.45+0.35*ybase+0.1*x+0.3*intxy+0.3*intxy2+0.25*ysqr+e1
* true estimates of Y
regress y a x ybase intxy ysqr intxy2
scalar tx = _b[a]
return scalar tx = tx
scalar mse_true = (_b[a]-0.50)^2
return scalar mse_true = mse_true
*ttest estimates - naïve
ttest y, by(a)
scalar ttest1 = r(mu_2)-r(mu_1)
return scalar ttest1 = ttest1
scalar mse_tt = (ttest1-0.50)^2
return scalar mse_tt = mse_tt
scalar mse_ratio = mse_true / mse_tt
return scalar mse_ratio = mse_ratio
end
set seed 1234
simulate true=r(tx) ttest1=r(ttest1) mse_true=r(mse_true) ///
mse_tt=r(mse_tt) mse_ratio=r(mse_ratio), reps(50): sim
sum mse_true mse_tt mse_ratio
*
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