/* Regression 4 - Multiple Variables */ clear all set seed 210319 set obs 50 scalar b0 = 1 // intercept scalar b1 = 0.5 // x1 slope scalar b2 = 0.75 // x2 slope scalar sigma = 0.75 // residual standard deviation * independent x generate x1 = runiform(0,5) generate x2 = runiform(0,5) generate mu_y = b0 + b1*x1 + b2*x2 generate eps = rnormal(0, sigma) generate y = mu_y + eps pwcorr x1 x2 y, sig graph matrix x1 x2 y regress y x1 x2 * correlated x clear all set seed 210319 set obs 50 scalar b0 = 1 // intercept scalar b1 = 0.5 // x1 slope scalar b2 = 0.75 // x2 slope scalar sigma = 0.75 // residual standard deviation matrix M = (2,3) matrix S = (3,4) matrix C = (1, .5 \ .5, 1) drawnorm x1c x2c, means(M) sds(S) corr(C) generate mu_y = b0 + b1*x1c + b2*x2c generate eps = rnormal(0, sigma) generate y = mu_y + eps pwcorr x1c x2c y, sig graph matrix x1c x2c y regress y x1c x2c