Analyzing repeated surveys

212 Pages·1996·1.23 MB·English

by  Charles S. Taber

Monte Carlo Simulation Sage University
title: Papers Series. Quantitative Applications in
the Social Sciences ; No. 07-116
author: Mooney, Christopher Z.
publisher: Sage Publications, Inc.
isbn10 | asin: 0803959435
print isbn13: 9780803959439
ebook isbn13: 9780585213323
language: English
subject Monte Carlo method.
publication date: 1997
lcc: QA298.M66 1997eb
ddc: 519.2/82
subject: Monte Carlo method.
Monte Carlo Simulation
SAGE UNIVERSITY PAPERS
Series: Quantitative Applications in the Social Sciences
Series Editor: Michael S. Lewis-Beck, University of Iowa
Editorial Consultants
Richard A. Berk, Sociology, University of California, Los Angeles
William D. Berry, Political Science, Florida State University
Kenneth A. Bollen, Sociology, University of North Carolina, Chapel
Hill
Linda B. Bourque, Public Health, University of California, Los
Angeles
Jacques A. Hagenaars, Social Sciences, Tilburg University
Sally Jackson, Communications, University of Arizona
Richard M. Jaeger, Education, University of North Carolina,
Greensboro
Gary King, Department of Government, Harvard University
Roger E. Kirk, Psychology, Baylor University
Helena Chmura Kraemer, Psychiatry and Behavioral Sciences,
Stanford
University
Peter Marsden, Sociology, Harvard University
Helmut Norpoth, Political Science, SUNY, Stony Brook
Frank L. Schmidt, Management and Organization, University of Iowa
Herbert Weisberg, Political Science, The Ohio State University
Publisher
Sara Miller McCune, Sage Publications, Inc.
INSTRUCTIONS TO POTENTIAL CONTRIBUTORS
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please write
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Sage QASS Series
Department of Political Science
University of Iowa
Iowa City, IA 52242
Page i
Series/Number 07-116
Monte Carlo Simulation
Christopher Z. Mooney
West Virginia University
SAGE PUBLICATIONS
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Copyright © 1997 by Sage Publications, Inc.
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Library of Congress Cataloging-in-Publication Data
Mooney, Christopher Z.
Monte Carlo simulation / author, Christopher Z. Mooney.
p. cm. (Quantitative applications in the social sciences ;Vol. #116)
Includes bibliographical references (p. ).
ISBN 0-8039-5943-5 (pbk.)
1. Monte Carlo method. I. Title. II. Series: Sage university
papers series. Quantitative applications in the social sciences ;
no. 116.
QA298.M66 1997
519.2'82dc21 96-
45873
CIP
99 00 01 02 03 10 9 8 7 6 5 4 3 2
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When citing a university paper, please use the proper form. Remember to cite
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(1) Mooney, C. Z. (1997) Monte Carlo Simulation. Sage University Paper
series on Quantitative Applications in the Social Sciences, 07-116. Thousand
Oaks, CA: Sage.
OR
(2) Mooney, C. Z. (1997) Monte Carlo Simulation (Sage University Paper
series on Quantitative Applications in the Social Sciences, series no.07-116).
Thousand Oaks, CA: Sage.
Page iii
Contents
Acknowledgments v
Series Editor's Introduction vii
1. Introduction 1
1.1 The Monte Carlo Principle 3
2. Generating Individual Samples From a Pseudo- 5
Population
2.1 Setting Up a Population Generating Computer 5
Algorithm
2.2 Generating Single Random Variables 7
2.3 Generating Combinations of Random Variables 42
3. Using the Pseudo-Population in Monte Carlo Simulation 50
3.1 An Example of a Complete Pseudo-Population 50
Algorithm
3.2 Generating a Vector of Monte Carlo Estimates 52
3.3 Generating Multiple Experiments 55
3.4 Which Statistic Is to Be Saved From a Trial? 56
3.5 How Many Trials Are Needed? 57
3.6 Evaluating Monte Carlo Estimates of Sampling 59
Distributions
4. Using Monte Carlo Simulation in the Social Sciences 65
4.1 Inference When Weak Statistical Theory Exists for 66
an Estimator
4.2 Testing a Null Hypothesis Under a Variety of 72
Plausible Conditions
4.3 Assessing the Quality of an Inference Method 77
4.4 Assessing the Robustness of Parametric Inference to 82
Assumption Violations
4.5 Comparing Estimators' Properties 88
Page iv
5. Conclusion 92
Notes 97
References 99
About the Author 103