求指教~这是代码:
clear
capture program drop countbeta
program countbeta, rclass
version 16.0
syntax, n(integer)
matrix m=(1,2,0) // 均值
matrix s=(1,0.6,0 \ 0.6,3,0 \ 0,0,0.64) //协差阵
drawnorm x1 x2 u, n(`n') means(m) cov(s) //生成100个随机观测
summarize
gen y=0.5+0.8*x2+u
reg y x1
ereturn list
scalar pvalue= ttail(e(df_r), abs(_b[x1]/_se[x1]))*2
display pvalue
return scalar significant=(pvalue < 0.05)
end
simulate significant=r(significant), reps(1000) : countbeta, n(100)