simsum: Analyses of simulation studies including Monte Carlo error

Ian White

Stata Journal, 2010, vol. 10, issue 3, 369-385

Abstract: A new Stata command, simsum, analyzes data from simulation studies. The data may comprise point estimates and standard errors from several analysis methods, possibly resulting from several different simulation settings. simsum can report bias, coverage, power, empirical standard error, relative precision, average model-based standard error, and the relative error of the standard error. Monte Carlo errors are available for all of these estimated quantities. Copyright 2010 by StataCorp LP.

Keywords: simsum; simulation; Monte Carlo error; normal approximation; sandwich variance (search for similar items in EconPapers)
Date: 2010
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