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Stata Walkthrough #3: Sampling Distributions
We are going to create a bunch of simulated random samples.
Here
’
s the scenario:
X
is a random variable, which
(
in truth
)
is distributed with mean zero and standard
deviation of one.
Each of our samples will consist of ten observations of
X
, which we
will call
x1
,
x2
,
x3
,
x4
,
x5
,
x6
,
x7
,
x8
,
x9
, and
x10
. We will create 1000
samples like this. Keep in mind that for this experiment, each
“
observation
”
in Stata
is a different sample. In reality, as a researcher, you would have only one of these
samples. However, what we are trying to see if what would happen if a thousand
researchers collected a thousand random samples, and each researcher created his
own estimate of the mean and a confidence interval for this estimate.
1
Just as a note, any command listed in
italics
is something that I will
not
expect you to
commit to memory.
First, create your 1000 samples:
drawnorm x1 x2 x3 x4 x5 x6 x7 x8 x9 x10, n(1000)
Each researcher has been asked to come up with an estimate of the mean, and a
confidence interval for your estimate. You can calculate the mean of each
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 Spring '08
 turchi

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