Code:
forvalues i = 1/20 {
clear all
set obs 100
program define myboot, rclass
preserve
bsample
gen new7`i'id=id
xtset new7`i'id qdate
xtreg F`i'.y $bplinshock $bplinxlist, fe robust
scalar bylinh`i'=_b[$bplinshock]
gen new8`i'id=id
xtset new8`i'id qdate
xtreg F`i'.g $bplinshock $bplinxlist, fe robust
scalar bglinh`i' = _b[$bplinshock]
scalar sumliny = bylinh`i' + sumliny
scalar sumling = bglinh`i' + sumling
return scalar multlinh`i'=sumliny/sumling
restore
end
simulate multlinh`i'=r(multlinh`i'), reps(100): myboot
sum
bstat, stat(multlinh`i'_obs) n(100)
estat bootstrap, all
}
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