SIMPPLOT: Stata module creating a plot describing p-values from a simulation by comparing nominal significance levels with the coverages

Maarten Buis

Statistical Software Components from Boston College Department of Economics

Abstract: simpplot describes the results of a simulation that inspects the coverage of a statistical test. simpplot displays by default the deviations from the nominal significance level against the entire range of possible nominal significance levels. It also displays the range (Monte Carlo region of acceptance) within which one can reasonably expect these deviations to remain if the test is well behaved.

Language: Stata
Requires: Stata version 10.1
Keywords: simulation; coverage; Monte Carlo errors (search for similar items in EconPapers)
Date: 2012-06-18, Revised 2013-07-05
Note: This module should be installed from within Stata by typing "ssc install simpplot". 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.
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http://fmwww.bc.edu/repec/bocode/s/simpplot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/simpplot.sthlp help file (text/plain)

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