topic Re: How to Perform a Monte Carlo Simulation in sas 9.4 in Statistical Procedures

How to Perform a Monte Carlo Simulation in sas 9.4

fatemeh — Mon, 21 Aug 2017 19:05:46 GMT

Hi all ,

How to Perform a Monte Carlo Simulation in sas 9.4. for the response variable of mixed model with specific covariance structure for repeated measure design of experiments. appreciate for any help.

thanks,

Re: Tip: How to Perform a Monte Carlo Simulation in sas 9.4

PaigeMiller — Mon, 21 Aug 2017 17:55:57 GMT

To generate random multivariate numbers from a distribution with a known covariance matrix, see https://support.sas.com/resources/papers/proceedings15/SAS1387-2015.pdf

Re: How to Perform a Monte Carlo Simulation in sas 9.4

Reeza — Mon, 21 Aug 2017 19:07:03 GMT

See this paper on how simulations are done in SAS.

http://www2.sas.com/proceedings/forum2007/183-2007.pdf

Depending on what you're doing exactly some procs have bootstrapping for specific parameters as well.

Note: I've modified your subject line to remove TIP. It implies that this post is a 'tip' or reference rather than a question.

Re: How to Perform a Monte Carlo Simulation in sas 9.4

Ksharp — Tue, 22 Aug 2017 12:53:59 GMT

PROC MCMC

if you want more ,check PROC IML .