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How to check a simulation study

White, Ian R; Pham, Tra My; Quartagno, Matteo; Morris, Tim P; (2023) How to check a simulation study. International Journal of Epidemiology 10.1093/ije/dyad134. (In press). Green open access

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Abstract

Simulation studies are powerful tools in epidemiology and biostatistics, but they can be hard to conduct successfully. Sometimes unexpected results are obtained. We offer advice on how to check a simulation study when this occurs, and how to design and conduct the study to give results that are easier to check. Simulation studies should be designed to include some settings in which answers are already known. They should be coded in stages, with data-generating mechanisms checked before simulated data are analysed. Results should be explored carefully, with scatterplots of standard error estimates against point estimates surprisingly powerful tools. Failed estimation and outlying estimates should be identified and dealt with by changing data-generating mechanisms or coding realistic hybrid analysis procedures. Finally, we give a series of ideas that have been useful to us in the past for checking unexpected results. Following our advice may help to prevent errors and to improve the quality of published simulation studies.

Type: Article
Title: How to check a simulation study
Location: England
Open access status: An open access version is available from UCL Discovery
DOI: 10.1093/ije/dyad134
Publisher version: https://doi.org/10.1093/ije/dyad134
Language: English
Additional information: © The Author(s) 2023. Published by Oxford University Press on behalf of the International Epidemiological Association. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/).
Keywords: Monte Carlo, Simulation studies, avoiding errors, graphics for simulation
UCL classification: UCL
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Population Health Sciences > Inst of Clinical Trials and Methodology
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Population Health Sciences > Inst of Clinical Trials and Methodology > MRC Clinical Trials Unit at UCL
URI: https://discovery.ucl.ac.uk/id/eprint/10179228
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