Simulate

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runs a command a bunch of times and keeps track of the estimated coefficient for each replication of the experiment.

If I type

simulate b=_b[x],  reps($obs): estols2 $N

It will run estols2.ado with $N cases, and repeat the experiment $obs times.   (Remember that $ denotes a Stata global macro)


Sunday, January 06, 2008 (1)