Summarising the results of simulation studies
AbstractSimulation studies are a powerful tool, but their analysis is not always done well; in particular, Monte Carlo standard errors are often not reported. I present a Stata program, - simsum-, which can output a range of summaries, including bias, precision of one method relative to another, percentage difference between model-based and empirical standard error, power and coverage. Monte Carlo standard errors are computed for all these quantities, using exact or approximate formulae.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2009 with number 08.
Date of creation: 16 Sep 2009
Date of revision:
This paper has been announced in the following NEP Reports:
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
If references are entirely missing, you can add them using this form.