I'm doing a simulation study following Adkins & Gade (p.26-27) and can't figure out an embarrasingly simple question on Stata syntax. When I run the code below, Stata returns
Code:
‘sim’ invalid name
Code:
`sim´
Here is the simulation:
Code:
global nobs = 200 global nmc = 1000 set seed 10101 set obs $nobs scalar slope = 1 /* regression slope */ scalar sigma = 10 /* measurement error in y */ scalar sige = .1 /* amount of measurement error in e */ scalar gam = 1 /* instrument strength */ scalar rho = .5 /* correlation between errors */ scalar alpha=.05 /* test size */ gen z = 5*runiform() gen y = . gen x = . gen u = . program regIV, rclass tempname sim postfile ‘sim’ b biv se se_iv p_ls p_iv using results, replace quietly { forvalues i = 1/$nmc { replace u = rnormal() replace x = gam*z+rho*u+rnormal(0,sige) replace y = slope*x + u reg y x scalar b = _b[x] scalar se = _se[x] scalar lb = b - se*invttail(e(df_r),alpha/2) scalar ub = b + se*invttail(e(df_r),alpha/2) scalar pv = slope<ub & slope>lb ivreg y (x=z) scalar biv = _b[x] scalar seiv = _se[x] scalar lb = biv - seiv*invttail(e(df_r),alpha/2) scalar ub = biv + seiv*invttail(e(df_r),alpha/2) scalar pvr = slope<ub & slope>lb post ‘sim’ (b) (biv) (se) (seiv) (pv) (pvr) } } postclose ‘sim’ end regIV use results, clear summarize
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