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
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
Is your formula above correct?
desireatem wrote:
The simulated error is sqrt (1/N-1(SUM(bete_i-bar(beta)).
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.
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
If I'm interpreting this correctly,
SUM(bete_i-bar(beta))=0 always, assuming bar(beta) is average of beta.
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