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The Stata Journal
Volume 13 Number 1: pp. 3-20



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Stata as a numerical tool for scientific thought experiments: A tutorial with worked examples

Theresa Wimberley
Department of Economics and Business
National Centre for Register-Based Research
Aarhus University
Aarhus, Denmark
theresa@ncrr.au.dk
Erik Parner
Department of Public Health
Biostatistics
Aarhus University
Aarhus, Denmark
Henrik Stovring
Department of Public Health
Biostatistics
Aarhus University
Aarhus, Denmark
Abstract.  Thought experiments based on simulation can be used to explain the impact of the chosen study design, statistical analysis strategy, or the sensitivity of results to fellow researchers. In this article, we demonstrate with two examples how to implement quantitative thought experiments in Stata. The first example uses a large-sample approach to study the impact on the estimated effect size of dichotomizing an exposure variable at different values. The second example uses simulations of datasets of realistic size to illustrate the necessity of using sampling fractions as inverse probability weights in statistical analysis for protection against bias in a complex sampling design. We also give a brief outline of the general steps needed for implementing quantitative thought experiments in Stata. We demonstrate how Stata provides programming facilities for conveniently implementing such thought experiments, with the advantage of saving researchers time, speculation, and debate as well as improving communication in interdisciplinary research groups.
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