clear set seed 54321 set obs 200 gen covariate = 0 replace covariate = 1 if _n <101 gen treatment =. gen y=. gen random = runiform() tempname sim postfile `sim' mdiff_hat using mdiff_dat, replace forvalues i=1/10000 { quietly sort random quietly replace treatment = 1 if _n <101 quietly replace treatment = 0 if _n >100 quietly replace y =.4*treatment+.4*covariate+rnormal(0,1) quietly reg y treatment post `sim' (_b[treatment] ) quietly replace random = runiform() } postclose `sim' use mdiff_dat, replace summ mdiff_hat centile mdiff_hat, centile(2.5 5) histogram mdiff_hat, width(.02) xlabel(-.2(.1)1)color(gray%20) addplot(pci 0 .4 3 .4 || pci 0 .1085577 3 .1085577 || pci 0 .1554427 3 .1554427) legend(off)