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Summarising the results of simulation studies

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  • Ian White

    () (MRC Biostatistics Unit, Cambridge University)

Abstract

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.

Suggested Citation

  • Ian White, 2009. "Summarising the results of simulation studies," United Kingdom Stata Users' Group Meetings 2009 08, Stata Users Group.
  • Handle: RePEc:boc:usug09:08
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