capture program drop simar1errorldv program simar1errorldv *call simar1errorldv obs b sderr rho xtrend bldv postutil clear postfile mypost beta se betaldv seldvl betap sep betaldvp seldvp 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' gen y=0 replace ear = ear + `4' * L.ear if _n>1 replace y = x *`2' + `6'*L.y + ear if _n>1 regress y x L.y if _n>2 tempname olsb olsse olsldv olsseldv scalar `olsb'=_b[x] scalar `olsldv' =_b[L.y] scalar `olsse'=_se[x] scalar `olsseldv'=_se[L.y] prais y x L.y post mypost (`olsb') (`olsse') (`olsldv') (`olsseldv') (_b[x]) (_se[x]) (_b[L.y]) (_se[L.y]) (e(rho)) } display "." _c } display "" postclose mypost end