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Posted: **Sat Dec 19, 2009 5:02 am**

Hello
How I can write a Monte Carlo experiment for the following problem?????

Ysi=a+b*Xi+e

Create N = 200 random values of xi that are spread evenly (or uniformly) over the interval [0, 20]. These we will keep fixed in further simulations.
Obtain N = 200 random values ei from a normal distribution with mean 0 and variance 16.
Create N = 200 values of the latent variable. (Ysi)
Obtain N = 200 values of the observed yi using
Yi=0 if Ysi<=0
Yi=Ysi if Ysi>0
then estimate
Ysi=a+b*Xi+e
Yi=c+d*Xi+e
and save the vector of estimated coefficiants of equations written in above. In AandB vectores.

Posted: **Sat Dec 19, 2009 8:51 am**

When you post a homework question, it's best to show what you've done so far so people can figure out how to give you a helpful hint.

Posted: **Sat Dec 19, 2009 8:58 am**

Pretty simple for loop:

Code: Select all


!its = 100 
!t = 200

create u !t

matrix(2,!its) res1
matrix(2,!its) res2

series ei
series yi
series ysi

equation e1
equation e2

series xi = rnd*20
for !i=1 to !its
ei = 4*nrnd
ysi=xi+ei
yi = @recode(ysi<0,0,ysi)

e1.ls ysi c xi
e2.ls yi c xi

colplace(res1,e1.@coefs,!i)
colplace(res2,e2.@coefs,!i)

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