set obs 1000
drawnorm err
kdensity error
g x=uniform()
kdensity x
replace y=2+50*(x-0.5)^3-5*x+err
scatter y x
reg y x
predict xb
predict e, resid
scatter e x
g x2=x^2
reg y x x2
g x3=x^3
predict e2, resid
scatter e2 x
reg y x x2 x3
predict e3, resid
scatter e3 x
kdensity e
kdensity e2
kdensity e3