// 生成模拟数据库
clear
set obs 100
gen y = rbinomial(1, 0.1) // 因变量
forv i = 1/50 { // 50个自变量x1...x50
gen x`i' = rbinomial(1, 0.2)
}
gen ctrl_var = rbinomial(1, 0.2) // 控制变量ctrl_var
gen obs = _n
reshape long x, i(obs) j(eq) // reshape以运用Stata的statsby命令储存回归结果
sort eq obs
drop obs
statsby b_x = _b[x] se_x = _se[x], by(eq) saving(result): logit y x ctrl_var
use result, clear
list in 1/50, clean // eq编号依次代表x1、x2 ...
gen z = b_x/se_x
gen p = 2*normal(-abs(z))
save result, replace
keep if p <= 0.05
list, clean // 当然在随机模拟数据中50个回归方程中没有一个x的系数是显著的
save result, replace