mat m=(3,4,5,0)
mat sd=(9,9.6,0.01,0\9.6,16,12,0\0.01,12,25,0\0,0,0,1)
capt prog drop bb
prog bb
drop _all
drawnorm x1 x2 x3 x4,n(30) means(m) cov(sd)
gen y=120+50*x1+100*x2+30*x3+x4
quietly reg y x1 x2 x3
end
simulate _b _se,reps(1000)nodots: bb
hist _b_con
发现常数项也近似正态 or t分布?
