Monte Carlo simulations are computer experiments designed to study the performance of statistical methods under known data-generating conditions (Morris, White, & Crowther, 2019). Methodologists use simulations to examine questions such as: (1) how does ordinary least squares regression perform if errors are heteroskedastic? (2) how does the presence of missing data affect treatment effect estimates from a propensity score analysis? (3) how does cluster robust variance estimation perform when the number of clusters is small?