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A suite of Stata programs for analysing simulation studies

Author

Listed:
  • Ella Marley-Zagar

    (MRC Clinical Trials Unit at UCL, London, UK)

  • Ian R. White

    (MRC Clinical Trials Unit at UCL, London, UK)

  • Tim P. Morris

    (MRC Clinical Trials Unit at UCL, London, UK)

Abstract

Simulation studies are used in a variety of disciplines to evaluate the properties of statistical methods. Simulation studies involve creating data by random sampling, typically from known probability distributions, with the aim of assessing the robustness and accuracy of new statistical techniques by comparing them to some known truth. We introduce the siman suite for the analysis of simulation results, a set of Stata programs that offer data manipulation, analysis and graphics to process, explore and visualise the results of simulation studies. siman expects a sensibly structured dataset of simulation study estimates, with input variables being in ‘long’ or ‘wide’ format, string or 1 numeric. The estimates data can be reshaped by siman reshape to enable data exploration. The key commands include siman analyse to estimate and tabulate performance; graphs to explore the estimates data (siman scatter, siman swarm, siman zipplot, siman blandaltman, siman comparemethodsscatter); and a variety of graphs to visualise the performance measures (siman nestloop, siman lollyplot, siman trellis) in the form of scatter plots, swarm plots, zip plots, Bland–Altman plots, nested-loop plots, lollyplots and trellis graphs (see Morris et al., 2019).

Suggested Citation

  • Ella Marley-Zagar & Ian R. White & Tim P. Morris, 2022. "A suite of Stata programs for analysing simulation studies," London Stata Conference 2022 02, Stata Users Group.
    • Handle: RePEc:boc:lsug22:02
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