Summarising the results of simulation studies
Simulation 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.
|Date of creation:||16 Sep 2009|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.stata.com/meeting/uk09|
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