clear
set seed 2022
postfile sim2 lambda beta0 beta1 using data2, replace
forvalues lambda = 0.00(0.01)0.60 {
postfile sim1 beta0 beta1 using data1, replace
forvalues i = 1/100 {
quietly capture drop b0 b1 U X Y
quietly set obs 1000 // サンプルサイズ
generate b0 = 1 // 切片の真の値
generate b1 = 2 // 係数の真の値
quietly generate U = rnormal()
quietly generate X = (1 + `lambda' * U) * runiform()
quietly generate Y = b0 + b1 * X + U
quietly regress Y X
post sim1 (e(b)[1, 2]) (e(b)[1, 1])
display "`lambda': `i'"
}
postclose sim1
use data1, clear
summarize beta0
scalar b0mean = r(mean)
quietly summarize beta1
scalar b1mean = r(mean)
post sim2 (`lambda') (b0mean) (b1mean)
}
postclose sim2
use data2, clear
generate bias0 = beta0 - 1
generate bias1 = beta1 - 2
