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SIMPPLOT: Stata module creating a plot describing p-values from a simulation by comparing nominal significance levels with the coverages

Author

Listed:
  • Maarten L. Buis

    (University of Konstanz)

Programming Language

Stata

Abstract

simpplot describes the results of a simulation that inspects the coverage of a statistical test. simpplot displays by default the deviations from the nominal significance level against the entire range of possible nominal significance levels. It also displays the range (Monte Carlo region of acceptance) within which one can reasonably expect these deviations to remain if the test is well behaved.

Suggested Citation

  • Maarten L. Buis, 2012. "SIMPPLOT: Stata module creating a plot describing p-values from a simulation by comparing nominal significance levels with the coverages," Statistical Software Components S457467, Boston College Department of Economics, revised 05 Jul 2013.
  • Handle: RePEc:boc:bocode:s457467
    Note: This module should be installed from within Stata by typing "ssc install simpplot". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/simpplot.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/s/simpplot.sthlp
    File Function: help file
    Download Restriction: no
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