program define example5
version 2.1
drop _all
set maxobs 5100
set more 1
set seed 11111
capture erase example5.log
log using example5.log
log off
macro define _mcit=1
while %_mcit<5001 {
      quietly drop _all
      quietly set obs 80
      quietly generate X=(invnorm(uniform()))^2
      quietly generate Y=3*X+((invnorm(uniform()))^2-1)*X
      quietly regress Y X
      log on
      display %_mcit
      display _b[X]
      log off
      macro define _mcit=%_mcit+1
      }
log close
drop _all
infile iterate coef using example5.log
label data "n=80 Monte Carlo regression"
label variable coef "Y = 3X + Xe, e~chi2-1"
save boot5.dta, replace
end