Resampling and Monte Carlo Simulation
- Wikipedia. Monte Carlo method
- Monte Carlo Simulation Tutorial
- Monte Carlo Simulation in Excel: A Practical Guide
- The Basics of Monte Carlo Simulation
- Owen (2013). Monte Carlo theory, methods and examples (pdf)
- Power. Markov Chains - a visual explanation
- Zhu: Markov Chain Monte Carlo (MCMC) for Computer Vision
- Stata: drawnorm
- SAS: RANDNORMAL function in SAS/IML or PROC SIMNORMAL in SAS/STAT, or macro %MVN
- R!: mvrnorm() function of MASS package
- Statements
- simulate
- MVN: drawnorm
- putexcel (pdf):
- postfile
- matrix mkmat (pdf) — Convert variables to matrix and vice versa
- Baum. Monte Carlo Simulation in Stata (2007), Simulation for estimation and testing (2013)
- UCLA. Running a simulation using Stata
- How to simulate multilevel/longitudinal data
- Programming and Post-Estimation
- Rick Wicklin.
- Simulating data from common univeriate distributions (from his book: Simulating Data with SAS)
- Eight tips to make your simulation run faster
- Simulation in SAS: The slow way or the BY way
- Simulate from the multinomial distribution in SAS
- Alternate ways to simulate multinomial data
- The best articles of 2013: Twelve posts from The DO Loop that merit a second look
- Turn off ODS when running simulations in SAS
- How to generate multiple samples from the multivariate normal distribution in SAS
- Procedures
- PROC MODEL
- MVN: RANDNORMAL function in SAS/IML or PROC SIMNORMAL in SAS/STAT, or macro %MVN
R!
- Robert. Introducing Monte Carlo Methods with R
- Functions
