<p>这是我从王群勇上照搬的蒙特卡洛模拟程序，怎么不出结果，问题在哪里？谢谢</p><p>program rdwalk5,rclass<br/>version 10<br/>syntax [,n(integer 1000)<br/>drop _all<br/>quietly set obs 'n'<br/>capture drop y x1 x2 x3 x4 x5 rndy rndx1 rndx2 rndx3 rndx4 rndx5<br/>quietly {<br/>    gen rndy=100+(1000-100)*invnorm(uniform())<br/>    gen rndx1=10+(100-10)*invnorm(uniform())<br/>    gen rndx2=9+(22-9)*invnorm(uniform())<br/>    gen rndx3=2+(12-2)*invnorm(uniform())<br/>    gen rndx4=6+(24-6)*invnorm(uniform())<br/>    gen rndx5=0+(100-0)*invnorm(uniform())<br/>    gen y=rndy<br/>    gen x1=rndx1<br/>    gen x2=rndx2<br/>    gen x3=rndx3<br/>    gen x4=rndx4<br/>    gen x5=rndx5<br/>    replace y=y[_n-1]+rndy[-n] in 2/'n'<br/>    replace x1=x1[_n-1]+rndx1[-n] in 2/'n'<br/>    replace x3=x3[_n-1]+rndx2[-n] in 2/'n'<br/>    replace x4=x4[_n-1]+rndx3[-n] in 2/'n'<br/>    replace x5=x5[_n-1]+rndx4[-n] in 2/'n'<br/>    regress y x1 x2 x3 x4 x5<br/>    matrix matb=e(b)<br/>    matrix matv=e(V)<br/>    return scalar b=el(matb,1,2)<br/>    return scalar se=sqrt(el(matv,2,2))<br/>  }<br/>end<br/>simulate beta=(r(b)) se=(r(se)),reps(10000) nodots:rdwalk</p><p>本文来自: 人大经济论坛(<a href="http://www.pinggu.org">http://www.pinggu.org</a>) 详细出处参考：<a href="http://www.pinggu.org/bbs/thread-361539-1-1.html">http://www.pinggu.org/bbs/thread-361539-1-1.html</a></p>