[Gretl-users] Monte Carlo simulation

dear Alessandra, although this list is not meant to do students' assignments, your sincere admission deserves a friendly hand :-) On the spot I can see two problems * you must always fix the seed of the random number generator to make sure you are always using the same numbers (for instance, set seed 1234).If this is not clear have a look at the way random numbers are generated, even Wikipedia will do. * to appreciate the effect of increasing sample size you must compare estimates computed from N observations and from a larger sample including those observations plus some more. This is more easily done the other way round: create a dataset, compute your stuff, throw away some observations, compute same stuff, compare. good luck! Stefano -- _________________________________________________________________________ Stefano Fachin Professore Ordinario di Statistica Economica Dip. di Scienze Statistiche Università di Roma "La Sapienza" P.le A. Moro 5 - 00185 Roma - Italia Tel. +39-06-49910834 fax +39-06-49910072 web http://stefanofachin.site.uniroma1.it/