simsum: Analyses of simulation studies including Monte Carlo error
Ian R. White
MRC Biostatistics Unit
Institute of Public Health
Cambridge, UK
[email protected]
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Abstract. A new Stata command, simsum, analyzes data from simulation studies.
The data may comprise point estimates and standard errors from several analysis
methods, possibly resulting from several different simulation settings. simsum can
report bias, coverage, power, empirical standard error, relative precision, average
model-based standard error, and the relative error of the standard error. Monte
Carlo errors are available for all of these estimated quantities.
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Ian R. White
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simsum, simulation, Monte Carlo error, normal approximation, sandwich variance
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