Monte Carlo Simulation

Christopher Z. Mooney

• Publisher: SAGE Publications, Inc
• Year: 1997
• Print ISBN: 9780803959439
• eBook ISBN: 9781506317908
• Edition: 1
• Topic: Social Sciences
• Subtopic: Social Science Research & Methodology
• Index: Social Sciences

Monte Carlo Simulation is a method of evaluating substantive hypotheses and statistical estimators by developing a computer algorithm to simulate a population, drawing multiple samples from this pseudo-population, and evaluating estimates obtained from these samples. Christopher Z. Mooney explains the logic behind Monte Carlo Simulation and demonstrates its uses for social and behavioral research in conducting inference using statistics with only weak mathematical theory, testing null hypotheses under a variety of plausible conditions, assessing the robustness of parametric inference to violations of its assumptions, assessing the quality of inferential methods, and comparing the properties of two or more estimators. In addition, Mooney carefully demonstrates how to prepare computer algorithms using GAUSS code and illustrates these principles using several research examples.

is a method of evaluating substantive hypotheses and statistical estimators by developing a computer algorithm to simulate a population, drawing multiple samples from this pseudo-population, and evaluating estimates obtained from these samples. Christopher Z. Mooney explains the logic behind and demonstrates its uses for social and behavioral research in conducting inference using statistics with only weak mathematical theory, testing null hypotheses under a variety of plausible conditions, assessing the robustness of parametric inference to violations of its assumptions, assessing the quality of inferential methods, and comparing the properties of two or more estimators. In addition, Mooney carefully demonstrates how to prepare computer algorithms using GAUSS code and illustrates these principles using several research examples.

Monte Carlo Simulation will enable researchers to effectively execute Monte Carlo Simulation and to interpret the estimated sampling distribution generated from its use.

will enable researchers to effectively execute Monte Carlo Simulation and to interpret the estimated sampling distribution generated from its use.

Table of contents

• Cover Page
• Title
• Copyright
• Contents
• Acknowledgments
• Series Editor’s Introduction
• 1. Introduction
• 2. Generating Individual Samples From a Pseudo-Population
• 3. Using the Pseudo-Population in Monte Carlo Simulation
• 4. Using Monte Carlo Simulation in the Social Sciences
• 5. Conclusion
• Notes
• References
• About the Author