1. 程序与命令如下:
capture program drop het
program het,rclass
version 11.0
drop _all
set obs 100
gen x=rnormal()
gen z=_n
gen e=sqrt(z)*rnormal()
gen y=10+5*x+e
reg y x
return scalar b=_b[x]
return scalar se=_se[x]
end
simulate b=r(b) se=r(se),reps(1000) seed(123456):het
su
2. 执行结果如下:
. capture program drop het
. program het,rclass
1. version 11.0
2.
. drop _all
3. set obs 100
4. gen x=rnormal()
5. gen z=_n
6. gen e=sqrt(z)*rnormal()
7. gen y=10+5*x+e
8. reg y x
9. return scalar b=_b[x]
10. return scalar se=_se[x]
11. end
.
. simulate b=r(b) se=r(se),reps(1000) seed(123456):het
command: het
b: r(b)
se: r(se)
Simulations (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.................................................. 50
.................................................. 100
.................................................. 150
.................................................. 200
.................................................. 250
.................................................. 300
.................................................. 350
.................................................. 400
.................................................. 450
.................................................. 500
.................................................. 550
.................................................. 600
.................................................. 650
.................................................. 700
.................................................. 750
.................................................. 800
.................................................. 850
.................................................. 900
.................................................. 950
.................................................. 1000
. su
Variable | Obs Mean Std. Dev. Min Max
-------------+--------------------------------------------------------
b | 1000 5.029208 .7210117 2.64931 7.135318
se | 1000 .7158543 .0792147 .4876585 1.039754
.
end of do-file
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