clear all program reffect1 clear set obs 250 generate id = _n drawnorm x1 x2, corr(C) reshape long x, i(id) j(sibling) generate y = x + rnormal(0,sqrt(0.5)) gsem (y <- Family[id]) end program reffect2 clear set obs 250 generate id = _n drawnorm x1 x2, corr(C) reshape long x, i(id) j(sibling) generate y = x + rnormal(0,sqrt(0.5)) gsem (y <- Family[id]), var(Family[id], init(0.5)) var(e.y, init(1)) end program reffect3 clear set obs 250 generate id = _n generate x = rnormal(0,sqrt(0.5)) expand 2 generate y = x + rnormal() gsem (y <- Family[id]) end program reffect4 clear set obs 250 generate id = _n generate x = rnormal(0,sqrt(0.5)) expand 2 generate y = x + rnormal() gsem (y <- Family[id]), var(Family[id], init(0.5)) var(e.y, init(1)) end *xtset id *xtreg y matrix C = (1, .5 \ .5, 1) timer on 1 simulate _b _se, reps(100) saving(results1, replace): reffect1 timer off 1 summarize timer on 2 simulate _b _se, reps(100) saving(results2, replace): reffect2 timer off 2 summarize timer on 3 simulate _b _se, reps(100) saving(results3, replace): reffect3 timer off 3 summarize timer on 4 simulate _b _se, reps(100) saving(results4, replace): reffect4 timer off 4 summarize timer list