capture program drop simar1error program simar1error *call simar1error obs b sderr rho xtrend postutil clear postfile mypost beta se betap sep rhop using sim , replace noisily display "start" *fixed X trending set obs `1' generate time=_n tsset time, yearly generate x=invnorm(uniform()) replace x = x + `5' * L.x if _n>1 forvalues i = 1/1000{ keep x time quietly { gen ear = invnorm(uniform()) * `3' replace ear = ear + `4' * L.ear if _n>1 generate y = x *`2' + ear regress y x test x == `2 ' tempname olsb olsse scalar `olsb'=_b[x] scalar `olsse'=_se[x] prais y x post mypost (`olsb') (`olsse') (_b[x]) (_se[x]) (e(rho)) } display "." _c } display "" postclose mypost end