经管之家送您一份
应届毕业生专属福利!
求职就业群
感谢您参与论坛问题回答
经管之家送您两个论坛币!
+2 论坛币
<p>这是我从王群勇上照搬的蒙特卡洛模拟程序,怎么不出结果,问题在哪里?谢谢</p><p>program rdwalk5,rclass<br/>version 10<br/>syntax [,n(integer 1000)<br/>drop _all<br/>quietly set obs 'n'<br/>capture drop y x1 x2 x3 x4 x5 rndy rndx1 rndx2 rndx3 rndx4 rndx5<br/>quietly {<br/>&nbsp;&nbsp;&nbsp; gen rndy=100+(1000-100)*invnorm(uniform())<br/>&nbsp;&nbsp;&nbsp; gen rndx1=10+(100-10)*invnorm(uniform())<br/>&nbsp;&nbsp;&nbsp; gen rndx2=9+(22-9)*invnorm(uniform())<br/>&nbsp;&nbsp;&nbsp; gen rndx3=2+(12-2)*invnorm(uniform())<br/>&nbsp;&nbsp;&nbsp; gen rndx4=6+(24-6)*invnorm(uniform())<br/>&nbsp;&nbsp;&nbsp; gen rndx5=0+(100-0)*invnorm(uniform())<br/>&nbsp;&nbsp;&nbsp; gen y=rndy<br/>&nbsp;&nbsp;&nbsp; gen x1=rndx1<br/>&nbsp;&nbsp;&nbsp; gen x2=rndx2<br/>&nbsp;&nbsp;&nbsp; gen x3=rndx3<br/>&nbsp;&nbsp;&nbsp; gen x4=rndx4<br/>&nbsp;&nbsp;&nbsp; gen x5=rndx5<br/>&nbsp;&nbsp;&nbsp; replace y=y[_n-1]+rndy[-n] in 2/'n'<br/>&nbsp;&nbsp;&nbsp; replace x1=x1[_n-1]+rndx1[-n] in 2/'n'<br/>&nbsp;&nbsp;&nbsp; replace x3=x3[_n-1]+rndx2[-n] in 2/'n'<br/>&nbsp;&nbsp;&nbsp; replace x4=x4[_n-1]+rndx3[-n] in 2/'n'<br/>&nbsp;&nbsp;&nbsp; replace x5=x5[_n-1]+rndx4[-n] in 2/'n'<br/>&nbsp;&nbsp;&nbsp; regress y x1 x2 x3 x4 x5<br/>&nbsp;&nbsp;&nbsp; matrix matb=e(b)<br/>&nbsp;&nbsp;&nbsp; matrix matv=e(V)<br/>&nbsp;&nbsp;&nbsp; return scalar b=el(matb,1,2)<br/>&nbsp;&nbsp;&nbsp; return scalar se=sqrt(el(matv,2,2))<br/>&nbsp; }<br/>end<br/>simulate beta=(r(b)) se=(r(se)),reps(10000) nodots:rdwalk</p><p>本文来自: 人大经济论坛(<a href="http://www.pinggu.org">http://www.pinggu.org</a>) 详细出处参考:<a href="http://www.pinggu.org/bbs/thread-361539-1-1.html">http://www.pinggu.org/bbs/thread-361539-1-1.html</a></p>
扫码加我 拉你入群
请注明:姓名-公司-职位
以便审核进群资格,未注明则拒绝
|