Hi. I have a DGP y = B0 + B1X1 + B2X2 + u
Observation number = 500
Number of simulations = 10000
I need to find how to gen y, x1, x2, and u for each simulation
estimate B0, B1, and B2 for each simulation and store them
Calculate the 95% confidence interval for each B0, B1, and B2
and finally find the percentage of times whether the true values of B0, B1, and B2, which are given, are within the confidence interval or not for each simulation
Anyone, please help me out with this.
Observation number = 500
Number of simulations = 10000
I need to find how to gen y, x1, x2, and u for each simulation
estimate B0, B1, and B2 for each simulation and store them
Calculate the 95% confidence interval for each B0, B1, and B2
and finally find the percentage of times whether the true values of B0, B1, and B2, which are given, are within the confidence interval or not for each simulation
Anyone, please help me out with this.

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