/* Stata 17 */

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


sum
count if mss < 0