Code:
clear local mc = 1000 set seed 368 set obs `mc' gen data_n = . gen data_store_x = . gen data_store_cons = . gen data_store_std_err = . gen data_percentile_fifty = . mata: beta_10 = J(1000,1,.) mata: beta_100 = J(1000,1,.) mata: beta_1000 = J(1000,1,.) mata: beta_10000 = J(1000,1,.) mata: std_err_10 = J(1000,1,.) mata: std_err_100 = J(1000,1,.) mata: std_err_1000 = J(1000,1,.) mata: std_err_10000 = J(1000,1,.) foreach n of numlist 10 100 1000 10000 { quietly { forvalues i = 1(1) `mc' { if floor((`i'-1)/100) == (`i' -1)/100 { noisily display "Working on `i' out of `mc' at $S_TIME" } preserve clear set obs `n' gen x = rnormal() *3 + 6 gen e = rnormal() - 0.5 gen y = 3 + 4*x + e reg y x, vce(robust) local xcoef = _b[x] local const = _b[_cons] local std_err = _se[x] local percentile_fifty = r(p50) mata: beta_`n'[`i',1] = `xcoef' mata: std_err_`n'[`i', 1] = `std_err' restore replace data_n = `n' in `i' replace data_store_x = `xcoef' in `i' replace data_store_cons = `const' in `i' replace data_store_std_err = `std_err' in `i' replace data_percentile_fifty = `percentile_fifty' in `i' } } summ data_n data_store_x data_store_std_err data_store_cons data_percentile_fifty, detail mata: data_percentile_fifty_`n'[`i',1] = `percentile_fifty' }
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