SIMULATE2: Stata module enhancing and parallelising simulate

Jan Ditzen

Statistical Software Components from Boston College Department of Economics

Abstract: simulate2 enhances Stata’s built-in simulate command. Simulate eases the programming task of performing Monte Carlo type simulations. By using frame post rather than postfile simulate2 allows programs to return strings (macros) to r() and e(). Results can be saved into frames and dtas. simulate2 has advanced facilities to save and assign seeds and seed streams to individual draws of the program called by simulate2. psimulate2 parallelises simulate2 and speeds up Monte Carlo type simulations. The number of replications are divided into blocks and each block is run on a separate instance of Stata.

Language: Stata
Requires: Stata version 16
Keywords: simulation; Monte Carlo; parallelization (search for similar items in EconPapers)
Date: 2019-10-18, Revised 2023-08-20
Note: This module should be installed from within Stata by typing "ssc install simulate2". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/simulate2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/simulate2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/simulate2.ihlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psimulate2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psimulate2.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/simulate2_examples.do sample file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/psimulate2_examples.do sample file (text/plain)

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