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SIMULATE2: Stata module enhancing and parallelising simulate

Author

Listed:
  • Jan Ditzen

    (Free University of Bozen-Bolzano)

Programming Language

Stata

Abstract

simulate2 enhances Stata’s built-in simulate command. Simulate eases the programming task of performing Monte Carlo type simulations. By using frame post rather than postfile simulate2 allows programs to return strings (macros) to r() and e(). Results can be saved into frames and dtas. simulate2 has advanced facilities to save and assign seeds and seed streams to individual draws of the program called by simulate2. psimulate2 parallelises simulate2 and speeds up Monte Carlo type simulations. The number of replications are divided into blocks and each block is run on a separate instance of Stata.

Suggested Citation

  • Jan Ditzen, 2019. "SIMULATE2: Stata module enhancing and parallelising simulate," Statistical Software Components S458703, Boston College Department of Economics, revised 20 Aug 2023.
    • Handle: RePEc:boc:bocode:s458703
    Note: This module should be installed from within Stata by typing "ssc install simulate2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/simulate2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/simulate2.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/simulate2.ihlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/psimulate2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/psimulate2.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/simulate2_examples.do
    File Function: sample file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/psimulate2_examples.do
    File Function: sample file
    Download Restriction: no
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