/* Stata 18 */

clear
set obs 1000
gen keep = 1

set seed 123456

postfile results b1 p reject r2 mss rho_x1e rho_x1z1 fsf p_fsf using ivr2sim , replace


forvalues i = 1/2000 {

        qui capture drop c1 z1 y e2 e x1 e1

        gen c1 = invnormal(uniform())
        gen z1 = invnormal(uniform()) + 1.5*c1

        gen e1 = invnormal(uniform())
        gen e2 = invnormal(uniform())

        gen x1 = invnormal(uniform()) + c1  + .5*e1

        gen e = e1 +e2

        qui corr x1 e
        scalar rho_x1e = r(rho)

        qui corr x1 z1
        scalar rho_x1z1 = r(rho)

        qui reg x1 z1
        scalar fsf = e(F)
        scalar p_fsf = Ftail(1,98,fsf)

        qui gen y = 1 - .1*x1 + e

        qui ivregress 2sls y (x1=z1)

        qui test x1 = -.1
        local reject = (r(p) < .05)

        post results (_b[x1]) ( r(p)) (`reject') (e(r2)) (e(mss))       ///
                (rho_x1e) (rho_x1z1) (fsf) (p_fsf)
}

postclose results

clear
use ivr2sim


summarize
count if mss < 0