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. * Osa 1 a)

. corr2data x e, n(100) means(10 0) sds(5 1) seed(100)
(obs 100)

. summarize x e

    Variable |        Obs        Mean    Std. dev.       Min        Max
-------------+---------------------------------------------------------
           x |        100          10           5  -3.047448   23.94282
           e |        100   -2.80e-09           1  -2.617946   2.417638

. pwcorr x e, star(5)

             |        x        e
-------------+------------------
           x |   1.0000 
           e |  -0.0000   1.0000 

. * 1 c)

. gen y = 2 + 4*x + e

. * 1 d9

. * 1d)

. regress y x

      Source |       SS           df       MS      Number of obs   =       100
-------------+----------------------------------   F(1, 98)        =  39200.00
       Model |  39599.9996         1  39599.9996   Prob > F        =    0.0000
    Residual |   98.999992        98    1.010204   R-squared       =    0.9975
-------------+----------------------------------   Adj R-squared   =    0.9975
       Total |  39698.9996        99  400.999996   Root MSE        =    1.0051

------------------------------------------------------------------------------
           y | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
           x |          4   .0202031   197.99   0.000     3.959908    4.040092
       _cons |          2    .225651     8.86   0.000     1.552203    2.447797
------------------------------------------------------------------------------

. * 2a) Korrelatsioonimaatriks

. matrix input C = (1,0.6\0.6,1)

. * 2b) Endogeense regreesori väärtused

. corr2data x2 e2, n(100) means(10 0) corr(C) sds(5 1) cstorage(full) seed(200)

. pwcorr x2 e2

             |       x2       e2
-------------+------------------
          x2 |   1.0000 
          e2 |   0.6000   1.0000 

. gen y2 = 2 + 4*x2 + e2

. *2e)

. regress y2 x2

      Source |       SS           df       MS      Number of obs   =       100
-------------+----------------------------------   F(1, 98)        =  64980.11
       Model |  42011.6405         1  42011.6405   Prob > F        =    0.0000
    Residual |  63.3600162        98  .646530777   R-squared       =    0.9985
-------------+----------------------------------   Adj R-squared   =    0.9985
       Total |  42075.0005        99  425.000005   Root MSE        =    .80407

------------------------------------------------------------------------------
          y2 | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
          x2 |       4.12   .0161624   254.91   0.000     4.087926    4.152074
       _cons |   .7999999   .1805208     4.43   0.000     .4417622    1.158238
------------------------------------------------------------------------------


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