I am trying to estimate experimentally a sampling distribution. You can
do that inside a loop, if you are doing it for the OLS estimator the
command x = $coeff(y) will create a vector with every realization in the
loop. I would like to do this just with the sample mean or the median or
any other estimator that does not involve OLS estimation, then the
command $coeff does not work. Is there anyway to do it ?
Thank you very much.
Prof. at Economics Department
Universitat Autonoma de Barcelona