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Thread: Books articles on simulation

  1. #1
    Fortran must die
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    Books articles on simulation




    I want to learn how to simulate data [generate results given certain assumptions about distributions for example]. Anyone know any good introductions to this?
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    Re: Books articles on simulation

    Well, I would suggest you use my book. :-)

    See here: https://www.crcpress.com/Statistical.../9781420064902

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    Re: Books articles on simulation

    Come on now Noetsi, you know what my response is going to be. The wicklin book. You still don't have access to iml. Which I don't use iml much. I wonder if the free version of SAS has iml. But as i said, when I simulate I don't typically use iml.
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    Re: Books articles on simulation

    This one is geared towards social scientists and it's in SAS so maybe it'd be helpful?

    https://www.sas.com/store/books/cate..._57323_en.html
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    Re: Books articles on simulation

    Spunky, I have always been intrigued by that book and I think it could provide a good overview. Though, I think some of the (coding) procedures it uses may be slightly outdated.


    I found a link to Spunky's book:


    http://bayanbox.ir/view/234598277944...esearchers.pdf
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    Re: Books articles on simulation

    I have worked extensively with the Wicklin book. I have one of my methods tomes where it is the star (63 pages single spaced lol). Unfortunately it is heavily geared to IML which I don't have. Given that its not in the paid SAS I doubt it is in the free SAS (although I know nothing of a free SAS).

    I was surprised Dragan's book used Mathematica code (which I had never heard of before today) rather than R

    HLSMITH I would be careful about that link. According to my never wrong virus checker it has SPYWARE. I am sure you are right any SAS book written in 2002 uses outdated code, but at least it will give me information on SIMULATION.
    Last edited by noetsi; 01-10-2017 at 12:08 PM.
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    Re: Books articles on simulation

    Quote Originally Posted by hlsmith View Post
    Spunky, I have always been intrigued by that book and I think it could provide a good overview.
    I don't really know much about it other than I had a mini-fight (more like disagreement, hehe) with the lead author (Xitao Fan) during a round table at a conference a few years ago. But for many years that was probably the only book available to try and teach some simulation concepts to students from social science backgrounds who have limited mathematical knowledge/ability.

    I like this book much better. I read it (yes, I like reading textbooks as if they were novels, LOL). I liked it very much, but it's in R so I don't think noetsi will find much use for it behind maybe getting some general concepts.
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    Re: Books articles on simulation


    Actually I use R books all the time. One of the first books on time series I read was the Little R Book for Time Series. I just got done reading Financial Time Series with S+ . You don't have to understand the code to get something of substance out of these books. A lot of econometric books have some software in them, I almost never know the software (Eview is also big in econometrics).

    With a doctorate and three master's I would not have the confidence to get in a fight with a researcher
    "The difference between genius and stupidity is that genius has its limits."

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