Simulation is commonly used by statisticians/data analysts to: (1) estimate variability/improve predictors, (2) to evaluate the space of potential outcomes, and (3) to evaluate the properties of new algorithms or procedures. Over the last couple of days, discussions of simulation have popped up in a couple of different places. First, the reviewers of a paper that my student is working on had asked a question about the behavior of the method in different conditions.
I just saw this really nice post over on John Cook’s blog. He talks about how it is a valuable exercise to re-type code for examples you find in a book or on a blog. I completely agree that this is a good way to learn through osmosis, learn about debugging, and often pick up the reasons for particular coding tricks (this is how I learned about vectorized calculations in Matlab, by re-typing and running my advisors code back in my youth).