How to do monte-carlo simulation using SAS - Statistics版 - 未名存档

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Statistics版 - How to do monte-carlo simulation using SAS

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话题: carlo话题: simulation话题: monte话题: sas话题: predicting

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h*********n 发帖数: 278	1 Say I have a model predicting Y which is a dollar amount. And I want to use Monte-Carlo simulation to obtain a confidence interval of Y. Does anyone have any suggestion on how to do it or where to learn? Many Thanks! (sorry can't input Chinese at work)
s******0 发帖数: 1269	2 co-ask
D*********Y 发帖数: 3382	3 co-ask
D*********Y 发帖数: 3382	4 boostrap怎么样？exclude the observation you are interested in predicting. Boostrap the sample and run 1000 (for example) regressions to predict the one you are interested and conclude the confidence interval. In this case, I interpret the random sampling as a simulation procedure. Any comment?

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● 到底什么叫predictive model呢？	● sas code question, please help
● 包子请问保险公司里的Predictive Modeling具体干什么	● 看来花街上真的都是天才。 (转载)
● 有什么模型能把linear regression model 和 time series model 合起来做prediction 吗？	● 最快学会Monte Carlo Simulation

相关话题的讨论汇总
话题: carlo话题: simulation话题: monte话题: sas话题: predicting

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