## How to compute simulation error of a parameter in a simulated data set

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Super Contributor
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# How to compute simulation error of a parameter in a simulated data set

I am interested in computing the simulated error for the parameter t in the regression.  SAS gives me the regression error ot t which is StdEr I wish to know if sas has an easy way to get it.

THanks

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Solution
‎02-27-2014 08:45 AM
Posts: 2,655

## Re: How to compute simulation error of a parameter in a simulated data set

Would restating the simulation error as sqrt(sum(beta_i - beta_bar)/(N-1)) be correct?

I would feel more comfortable with sqrt(sum((beta_i - beta_bar)^2)/(N-1)), so that it is now essentially the standard deviation of the beta_i estimates.

Steve Denham

Message was edited by: Steve Denham

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Super User
Posts: 23,663

## Re: How to compute simulation error of a parameter in a simulated data set

```desireatem wrote:

The simulated error is sqrt (1/N-1(SUM(bete_i-bar(beta)).

```
Super Contributor
Posts: 328

## Re: How to compute simulation error of a parameter in a simulated data set

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.

Solution
‎02-27-2014 08:45 AM
Posts: 2,655

## Re: How to compute simulation error of a parameter in a simulated data set

Would restating the simulation error as sqrt(sum(beta_i - beta_bar)/(N-1)) be correct?

I would feel more comfortable with sqrt(sum((beta_i - beta_bar)^2)/(N-1)), so that it is now essentially the standard deviation of the beta_i estimates.

Steve Denham

Message was edited by: Steve Denham

Super User
Posts: 23,663

## Re: How to compute simulation error of a parameter in a simulated data set

If I'm interpreting this correctly,

SUM(bete_i-bar(beta))=0 always, assuming bar(beta) is average of beta.

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