Re: [Gretl-users] Program code in Lee Adkins

Dear gretl users and experts, I am shifting part of my (formerly EViews-based) teaching material into gretl for a newly designed undergraduate course. One of the things I intended to do was to run a little Monte Carlo study to explain the concept of simulation. I used the code from the E-Book by Lee Adkins: open "c:\Program Files\gretl\data\poe\food.gdt" set seed 3213798 loop 100 -- progressive genr u = 88*normal() genr y1 = 80 + 10*x + u ols y1 const x genr b1 = $coeff(const) genr b2 = $coeff(x) genr s1 = $stderr(const) genr s2 = $stderr(x) # 2.024 is the .025 critical value from the t(38) distribution genr c1L = b1 - 2.024*s1 genr c1R = b1 + 2.024*s1 genr c2L = b2 - 2.024*s2 genr c2R = b2 + 2.024*s2 genr sigma = $sigma genr sig2 = sigma*sigma print b1 print b2 store cicoeff.gdt b1 b2 s1 s2 sig2 c1L c1R c2L c2R