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log: /Users/baum/doc/Courses 2005-2006/EC77101/771simul1_9.smcl
log type: smcl
opened on: 22 Jan 2007, 10:15:57
.
. * EC771: univariate simulation experiment cfb 4113
. * updated for 9.1 syntax 6317
.
. set more off
. local reps 1000
.
. * set up model: y1 contains a homoskedastic error
. * y2 contains an error term which is heteroskedastic across regions
.
.
. * define the simulation experiment
. capture program drop mcsimul1
. program define mcsimul1, rclass
1. version 9.1
2. syntax [, c(real 1)]
3. tempvar e1 e2
4.
. gen double `e1' = invnorm(uniform())*`c'*zmu
5. gen double `e2' = invnorm(uniform())*`c'*z_factor
6. replace y1 = true_y + `e1'
7. replace y2 = true_y + `e2'
8. summ y1
9. return scalar mu1 = r(mean)
10. return scalar se_mu1 = r(sd)/sqrt(r(N))
11. summ y2
12. return scalar mu2 = r(mean)
13. return scalar se_mu2 = r(sd)/sqrt(r(N))
14. return scalar c = `c'
15. end
.
. forv i=1/10 {
2. * 50 states' data from US Census
. qui webuse census2, clear
3. * true_y indicates the variable being used as base for the noisy measurement
. gen true_y = age
4. * z_factor is the variable generating heteroskedasticity in e2
. gen z_factor = region
5. sum z_factor, meanonly
6. scalar zmu = r(mean)
7. qui {
8. gen y1 = .
9. gen y2 = .
10. local c = `i'/10
11. simulate c=r(c) mu1=r(mu1) se_mu1=r(se_mu1) mu2=r(mu2)
> se_mu2=r(se_mu2), ///
> saving(c`i',replace) nodots reps(`reps'): mcsimul1, c(`c'
> )
12. }
13. }
.
. * combine the results files into a single file for tabulation
. use c1
(simulate: mcsimul1)
. forv i=2/10 {
2. append using c`i'
3. }
. gen het_infl = se_mu2 / se_mu1
. save c_1_10,replace
file c_1_10.dta saved
.
. * get descriptives on results file
. tabstat mu1 se_mu1 mu2 se_mu2 het_infl, stat(mean) by(c)
Summary statistics: mean
by categories of: c (r(c))
c | mu1 se_mu1 mu2 se_mu2 het_infl
---------+--------------------------------------------------
.1000000 | 29.49857 .250647 29.50047 .2511254 1.002349
.2000000 | 29.49789 .2588248 29.4971 .2602214 1.007029
.3000000 | 29.50245 .2716779 29.49867 .2758834 1.018764
.4000000 | 29.51036 .2898002 29.50224 .2945657 1.021542
.5 | 29.50816 .3100689 29.50049 .3202264 1.039481
.6000000 | 29.50354 .334258 29.50189 .3459702 1.043277
.6999999 | 29.49899 .3604802 29.49549 .3721055 1.04044
.8000000 | 29.49933 .3876827 29.48983 .4066115 1.057522
.8999999 | 29.51431 .4181407 29.50231 .4337589 1.047648
1 | 29.49386 .4477914 29.48953 .4715086 1.063031
---------+--------------------------------------------------
Total | 29.50275 .3329372 29.4978 .3431977 1.034108
------------------------------------------------------------
. tabstat het_infl, stat(mean q ) by(c)
Summary for variables: het_infl
by categories of: c (r(c))
c | mean p25 p50 p75
---------+----------------------------------------
.1000000 | 1.002349 .9801603 1.001544 1.023048
.2000000 | 1.007029 .9631492 1.006886 1.047167
.3000000 | 1.018764 .9556518 1.015823 1.070618
.4000000 | 1.021542 .9427943 1.015947 1.092599
.5 | 1.039481 .9546044 1.03039 1.114773
.6000000 | 1.043277 .944645 1.03826 1.130782
.6999999 | 1.04044 .9386177 1.035751 1.126928
.8000000 | 1.057522 .9555817 1.050923 1.156035
.8999999 | 1.047648 .9436705 1.038448 1.140402
1 | 1.063031 .9514042 1.048108 1.159396
---------+----------------------------------------
Total | 1.034108 .9575833 1.020554 1.098434
--------------------------------------------------
.
. set more on
. log close
log: /Users/baum/doc/Courses 2005-2006/EC77101/771simul1_9.smcl
log type: smcl
closed on: 22 Jan 2007, 10:16:10
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