A suite of Stata programs for analyzing simulation studies

Simulation studies involve creating data by random sampling, typically from known probability distributions, with the aim of assessing the robustness and accuracy of new statistical techniques by comparing them with some known truth. I introduce the siman suite for the analysis of simulation results. siman is a set of Stata programs that offers data manipulation, analysis, and graphics to process, explore, and visualize the results of simulation studies.

siman expects a sensibly structured dataset of simulation study estimates, with input variables being in ‘long’ or ‘wide’ format, string, or numeric. The estimates data can be reshaped by siman reshape to enable data exploration.

The key commands include siman analyse to estimate and tabulate performance; graphs to explore the estimates data (siman scatter, siman swarm, siman zipplot, siman blandaltman, siman comparemethodsscatter); and a variety of graphs to visualize the performance measures (siman nestloop, siman lollyplot, siman trellis) in the form of scatterplots, swarm plots, zip plots, Bland–Altman plots, nested-loop plots, lollyplots, and trellis graphs (Morris, White, and Crowther 2019).

References:

Morris, T. P., I. R. White, and M. J. Crowther. 2019. Using simulation studies to evaluate statistical methods. Statistics in Medicine 38: 2074–2102.