Student Name: Bakytkul Baltabay Assignment: Week 9 - Monte Carlo OLS & Numerical Integration

Overall Assessment

Grade: ⚠️ (Partial)

The submission contains correct logic for the OLS simulation and the Trapezoidal rule, but the file structure prevents the code from running as a script. In MATLAB, local functions must be placed at the end of the script, not at the beginning. Additionally, the Simpson’s rule implementation does not account for the even grid sizes (N=50, 200, 1000), which is a requirement for the 1/3 rule.

Task-by-Task Check

  1. Function Definition: ⚠️ Structure Error. The function montecarlo_ols is defined at the top of the file (line 9). This makes MATLAB treat the file as a function, but the script commands below it won’t execute properly in this context. Move the function to the end of the file.
  2. DGP Logic: ✅ Correct.
  3. OLS Logic: ✅ Correct.
  4. Execution: ⚠️ Loops logic is present but won’t run due to structure error.
  5. Visuals: ✅ Code for histograms is present.
  6. Statistics: ✅ Code for stats is present.
  7. Interpretation: ❌ No interpretation text found (or minimal).
  8. Utility Function: ✅ Correct.
  9. Trapezoidal Rule: ✅ Correct.
  10. Simpson’s Rule: ❌ Incorrect. For N=[50, 200, 1000], the number of points is even (intervals are odd). Standard Simpson’s rule requires an odd number of points. Your formula will apply incorrect weights or fail to align with the grid.
  11. Grid Loop: ✅ Correct.
  12. Visuals: ✅ Code for plot is present.
  13. Interpretation: ❌ No specific comparison text found.

Technical Implementation

  • Structure: Invalid. Local functions must be at the bottom of the script.
  • Parity: Simpson’s rule requires mod(N,2) == 1.

Suggestions for Improvement

  1. Move Function: Cut lines 9-22 and paste them at the very end of the file.
  2. Simpson’s Parity: Check if mod(N,2)==0 and adjust N (e.g., N-1) before applying the formula.

Summary

6/13 tasks correct. Please fix the file structure to ensure the code is executable.