On 02-02-2010, at 20:25, Summers, Peter wrote:
Hi folks,
The following has me at a complete loss.
\begin{script}
n = 25; # sample size
nreps = 1; # number of replications
beta1 = 1;
beta2 = 0.8; # true values of parameters
b1 = 0;
b2 = 0;
nulldata n
This nulldata nulls your data. So now nreps is no longer exists.
The nulldata should be placed at the top of the script.
loop ii=1..nreps
# simulate data
series y = zeros(n,1)
series u = normal()
#y[1] = beta1 + u[1]
loop jj=2..n --quiet
y[jj] = beta1 + beta2[jj-1] + u[jj]
This does not agree with your specification above and will give an error since you are
indexing a scalar.
I think this should be:
y[jj] = beta1 + beta2 + u[jj]
See attached corrected script.
Berend