clear

set seed 123456789

set obs 1000

gen x = 5*invnorm(uniform())

gen u =? ?invnorm(uniform())

gen y = 1 + x + u

gen d=y>x

table d

gen d1=d

gen d2=1-d1

gen x1=d1*x

gen x2=d2*x

reg??y x1 x2

隨便模擬的數據，程序結果如下

. clear

. set seed 123456789

. set obs 1000

obs was 0, now 1000

. gen x = 5*invnorm(uniform())

. gen u =? ?invnorm(uniform())

. gen y = 1 + x + u

. gen d=y>x

. table d

----------------------

d |? ?? ?Freq.

----------+-----------

0 |? ?? ???156

1 |? ?? ???844

----------------------

.

. gen d1=d

. gen d2=1-d1

.

. gen x1=d1*x

. gen x2=d2*x

.

. reg??y x1 x2

Source |? ?? ? SS? ?? ? df? ?? ? MS? ?? ?? ?? ???Number of obs =? ? 1000

-------------+------------------------------? ?? ?? ???F(??2,? ?997) =12762.53

Model |??25150.5031? ???2??12575.2516? ?? ?? ???Prob > F? ?? ?=??0.0000

Residual |??982.369613? ?997? ?.98532559? ?? ?? ???R-squared? ???=??0.9624

-------------+------------------------------? ?? ?? ???Adj R-squared =??0.9623

Total |??26132.8727? ?999??26.1590318? ?? ?? ???Root MSE? ?? ?=??.99264

------------------------------------------------------------------------------

y |? ?? ?Coef.? ?Std. Err.? ?? ?t? ? P>|t|? ???[95% Conf. Interval]

-------------+----------------------------------------------------------------

x1 |? ?.9986494? ?.0069737? ?143.20? ?0.000? ???.9849646? ? 1.012334

x2 |? ???1.0133? ?.0143129? ? 70.80? ?0.000? ???.9852135? ? 1.041387

_cons |? ?1.017752? ?.0314014? ? 32.41? ?0.000? ???.9561319? ? 1.079373

------------------------------------------------------------------------------

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