Hello!
I was trying to create a hypothesis test based on this model:
  1. yi = β0 + β1xi1 + ui
this model have 1000 observations and also this conditions:
  1. xi1 ∼U(0,1) ui ∼N(0,1) β0 =1 β1 =2
So we can see that xi has a uniform distribution, ui a normal distribution and β0 and β1 are constants. To start using this values in Stata we use this commands:
Code:
set obs 1000
generate U = rnormal()
generate x = uniform()
gen b0 = 1
gen b1 = 2

gen y= b0+(b1*x)+U
Following this steps we continuos working on it an we finally got the confidence interval values for 90%, 95% and 99%. But our big problem its how we can graphic the ranges all in one graph, I upload an example. As you can see we need the three percentage on the same graph but we do not know the right commands to do something like the image.