Hi Gang,
I'm trying to run a simulation, where I simulate and estimate two different regressions. How can I get both sets of coefficients reported, rather than just those from the last regression? A toy version of what I want is:
capture program drop myfilename
program define myfilename
drop _all
set obs 100
gen e1 = rnormal()
gen e2 = rnormal()
gen x1 = rnormal()
gen x2 = rnormal()
gen y1 = 1 + 2*x1 + e1
gen y2 = 3 + 4*x2 + e2
reg y1 x1
reg y2 x2
end
simulate _b, reps(500): myfilename
sum
I'm trying to run a simulation, where I simulate and estimate two different regressions. How can I get both sets of coefficients reported, rather than just those from the last regression? A toy version of what I want is:
capture program drop myfilename
program define myfilename
drop _all
set obs 100
gen e1 = rnormal()
gen e2 = rnormal()
gen x1 = rnormal()
gen x2 = rnormal()
gen y1 = 1 + 2*x1 + e1
gen y2 = 3 + 4*x2 + e2
reg y1 x1
reg y2 x2
end
simulate _b, reps(500): myfilename
sum