*   R. Carter Hill, William E. Griffiths and Guay C. Lim,  
*   Principles of Econometrics, Third Edition, Wiley, 2008.

* Repeated Sampling Experiment
*       Chapter 2.4.3  (pp. 28-9)
*       Chapter 3.1.4  (pp. 53-4)
 
SAMPLE 1 40
READ (table2-2.shd) x y1 y2 y3 y4 y5 y6 y7 y8 y9 y10 

* Use the DIM command to create variables for saving results
DIM B1 10 B2 10 SE1 10 SE2 10 SIG2 10 

* Use a DO-loop for repeated estimations
SET NODOECHO NOOUTPUT
DO #=1,10
OLS Y# X / COEF=B STDERR=SE
* The error variance estimate is saved in the temporary variable $SIG2 
 GEN1 SIG2:#=$SIG2
 GEN1 B1:#=B:2
 GEN1 B2:#=B:1
 GEN1 SE1:#=SE:2
 GEN1 SE2:#=SE:1
ENDO

SET OUTPUT
SAMPLE 1 10
GENR SAMPLE=TIME(0)
FORMAT(F10.0,5F10.2)
NAMEFMT(6X,6(A8,2X))
* Print the results (Table 2.2, p. 28)
PRINT SAMPLE B1 B2 / FORMAT
* Get the average estimates from the 10 samples (p. 29)
STAT B1 B2 

* Print more results (Table 3.1, p. 53)
PRINT SAMPLE B1 SE1 B2 SE2 SIG2 / FORMAT

* Calculate interval estimates (Table 3.2, p. 54)
GEN1 TCRIT=2.024
GENR B1LOW=B1-TCRIT*SE1
GENR B2LOW=B2-TCRIT*SE2
GENR B1UP=B1+TCRIT*SE1
GENR B2UP=B2+TCRIT*SE2
PRINT SAMPLE B1LOW B1UP B2LOW B2UP / FORMAT
STOP