*
*  Example 4.1 from page 44-45
*  Monte Carlo examination of regression estimates
*
all 10000
set w = %ran(1.0)
set x = %ran(1.0)
*
set y = .5+.5*x+.5*w
*
compute ndraws=500
set beta 1 ndraws = 0.0
do draws=1,ndraws
   boot entries 1 100 1 10000
   set xdraw 1 100 = x(entries(t))
   set ydraw 1 100 = y(entries(t))
   linreg(noprint) ydraw
   # constant xdraw
   compute beta(draws)=%beta(2)
end do draws
density beta / rx fx
scatter(style=bargraph,footer="Figure 4.1 Histogram for Sampled Least Squares Regression Slopes")
# rx fx