Summarising the results of simulation studies

Ian White

United Kingdom Stata Users' Group Meetings 2009 from Stata Users Group

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.

Date: 2009-09-16
New Economics Papers: this item is included in nep-cmp
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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug09:08

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