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distribution of test statistics. If the t statistics are centred on the true
parameter values, or otherwise if the null hypothesis of interest is set to be
true in the simulation, these distributions can be used to provide critical
values, and hence to estimate true test powers by simulating cases of the
alternative. These tables can also be used to generate p-values for tests in
observed data.
22.
EDFs are saved as spreadsheet or matrix files of the type specified by
Options / Output and Retrieval / "Export Listings to Files of Type". The
assigned file names are of the form "EDF_Run" + run i.d. + extension.
These files can be renamed, merged and/or edited either in TSM or a
spreadsheet program (see below). See Appendix G for details of the
EDF file format.
RUNNING AN EXTERNAL PROCESS
23.
Check the "Run as External Process" checkbox to launch the run as a
batch job in a console window. The calculations are a run in a new
instance of Ox, running in a console window. A temporary executable
Ox file is created to be run in batch mode.
24.
This option allows the TSM GUI to remain under the user's control
for other tasks while a long Monte Carlo job is performed. It also allows
two or more jobs to run be concurrently. Since Ox is not multi-threaded,
this is the best way to make full use of a multi-core processor.
25.
When the run is completed the results are sent to a text file that can be
loaded in the TSM window using the command File / Load Text File.
The temporary ".ox" file created to run the job is deleted at closedown
if "Delete Temporary Files on Exit" is checked in Options / General.
26.
If the checkbox "Defer External Jobs" is checked in Options / General, the
Ox file containing the job is created, but not run. Use this option if the
job is to be run on a different machine, for example.
ADDITIONAL OPTIONS
27.
The results of the experiment, including tables and plots data, are
automatically stored, with the Data Generation model, at the end of the
run. Reloading this model allows the tables (using the "Results" command)
and graphics to be re-displayed at any time. When performing a sequence
of experiments, save the Data Generation model under a new name
before modifying it, so as to preserve these results for future study.
28.
The complete set of replications (or the frequency table if this option is
selected) can be also exported to a spreadsheet file for further analysis.
Give the command File / Listings / Save Monte Carlo Replications. The
distributions can also by displayed graphically. The command Graphics /
Monte Carlo Distributions opens a dialog to select and display the
empirical densities of each parameter, test statistic and p-value. These
are optionally displayed in both histogram and kernel density form.
The normal curve with matching mean and variance can be optionally
superimposed for comparison; see Options / Graphics.
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© James Davidson 2008