topic Re: How to compute simulation error of a parameter in a simulated data set in SAS Programming https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188333#M265841 <HTML><HEAD></HEAD><BODY><P>If I'm interpreting this correctly,</P><P>SUM(bete_i-bar(beta))=0 always, assuming bar(beta) is average of beta.</P></BODY></HTML> Thu, 27 Feb 2014 15:49:39 GMT Reeza 2014-02-27T15:49:39Z How to compute simulation error of a parameter in a simulated data set https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188329#M265837 <HTML><HEAD></HEAD><BODY><P>I am interested in computing the simulated error for the parameter t in the regression.&nbsp; SAS gives me the regression error ot t which is StdEr I wish to know if sas has an easy way to get it.</P><P></P><P></P><P>THanks</P></BODY></HTML> Thu, 27 Feb 2014 00:07:29 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188329#M265837 desireatem 2014-02-27T00:07:29Z Re: How to compute simulation error of a parameter in a simulated data set https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188330#M265838 <HTML><HEAD></HEAD><BODY><P>Is your formula above correct?</P><PRE __jive_macro_name="quote" class="jive_text_macro jive_macro_quote" modifiedtitle="true"> <P>desireatem wrote:</P> <P></P> <P> The simulated error is sqrt (1/N-1(SUM(bete_i-bar(beta)). </P> <P style="min-height: 8pt; padding: 0px;"></P> </PRE></BODY></HTML> Thu, 27 Feb 2014 00:12:56 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188330#M265838 Reeza 2014-02-27T00:12:56Z Re: How to compute simulation error of a parameter in a simulated data set https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188331#M265839 <HTML><HEAD></HEAD><BODY><P>It might not be correctly type. However do you know how to compute the simulated standard error. This is the correct simulation error: SQRT [1/N-1 *SUM(Est(beta_i- bar(beta))] where N=1000 number of replicates.</P></BODY></HTML> Thu, 27 Feb 2014 00:20:15 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188331#M265839 desireatem 2014-02-27T00:20:15Z Re: How to compute simulation error of a parameter in a simulated data set https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188332#M265840 <HTML><HEAD></HEAD><BODY><P>Would restating the simulation error as sqrt(sum(beta_i - beta_bar)/(N-1)) be correct?</P><P></P><P>I would feel more comfortable with sqrt(sum((beta_i - beta_bar)<STRONG>^2)</STRONG>/(N-1)), so that it is now essentially the standard deviation of the beta_i estimates.</P><P></P><P>Steve Denham</P><P></P><P>Message was edited by: Steve Denham</P></BODY></HTML> Thu, 27 Feb 2014 13:45:15 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188332#M265840 SteveDenham 2014-02-27T13:45:15Z Re: How to compute simulation error of a parameter in a simulated data set https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188333#M265841 <HTML><HEAD></HEAD><BODY><P>If I'm interpreting this correctly,</P><P>SUM(bete_i-bar(beta))=0 always, assuming bar(beta) is average of beta.</P></BODY></HTML> Thu, 27 Feb 2014 15:49:39 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-simulation-error-of-a-parameter-in-a-simulated/m-p/188333#M265841 Reeza 2014-02-27T15:49:39Z