Monte Carlo Simulation Using SPSS

[Van Kirk, Jeff]

Does anyone know if SPSS can be used to generate dataset using monte
carlo? I seem to remember some messages on this subject appearing
within the last year, but I didn't keep them, unfortunately. Jeff

Jeffrey R. Van Kirk
Dept. of Psychiatry, UCHC
263 Farmington Ave., Farmington, CT 06030
(860) 679-3613
(860) 679 1316 (FAX)

[Jeremy Miles]

At 10:04 25/02/98 -0500, Van Kirk, Jeff wrote:
>Does anyone know if SPSS can be used to generate dataset using monte
>carlo? I seem to remember some messages on this subject appearing
>within the last year, but I didn't keep them, unfortunately. Jeff
>

Yes, we have written a paper available on the WWW at:
http://www.york.ac.uk/inst/ctipsych/web/CiP96CD/MILES/XHTML/PAPER.HTM

It has become much easier since the output changed to pivot tables. You
can copy and paste results back into SPSS (or a spreadsheet) for analysis.
===========================================================================
Jeremy Miles (+44) 01332 622287
j.n.v...@derby.ac.uk
Applied Vision Research Unit, Derby University, Derby, DE3 5GX, UK
===========================================================================

[Nichols, David]

Yes, you can do this with SPSS, using INPUT PROGRAMs, for
example. While the pseudo-random number generator in SPSS
ranks pretty well with those in other software, none of
them are truly random. They're useful for things like
classroom demonstrations and such, but if you plan to do
serious monte carlo work, I recommend that you take care
to get your hands on some truly random numbers that are
produced incorporating physical processes rather than
just results from a computer's pseudo-random number
generator. George Marsaglia at Florida State has done a
lot in the area, and provides such random bits from a
Web site. I think if you start at www.stat.fsu you can
find his stuff.

David Nichols
Principal Support Statistician and
Manager of Statistical Support
SPSS Inc.
nic...@spss.com

>----------
>From: Van Kirk, Jeff[SMTP:Van...@PSYCHIATRY.UCHC.EDU]
>Sent: Wednesday, February 25, 1998 9:04 AM
>To: SPS...@UGA.CC.UGA.EDU
>Subject: Monte Carlo Simulation Using SPSS

>
>Does anyone know if SPSS can be used to generate dataset using monte
>carlo? I seem to remember some messages on this subject appearing
>within the last year, but I didn't keep them, unfortunately. Jeff
>