' Amend the next line to alter the sample size
!n=10000
smpl 1 !n
rndseed 123456
!nrep=5000

scalar b1=1
scalar b2=2
vector(5000) t2a
vector(!nrep) t2n
vector(5000) coeff2
series y

for !i=1 to !nrep
   y=b1+(b2*x2)^b1+@rnorm
   equation eq1.ls y=c(1)+(c(2)*x2)^c(1)
   coeff2(!i)=c(2)
   t2a(!i)=@tstats(2)  ' THIS IS TESTING IF COEFFICIENT = 0 (FALSE)
   t2n(!i)=(c(2)-b2)/@stderrs(2) 'THIS IS TESTING IF COEFFICIENT = 2 (TRUE)
next

smpl 1 !nrep
scalar bias2=@mean(coeff2)-b2
scalar var2= @var(coeff2)

mtos(coeff2,co2)
mtos(t2a, tstat2a)
mtos(t2n, tstat2n)
show co2
show tstat2a
show tstat2n
hist co2
hist tstat2a
hist tstat2n
scalar sdt=@sqrt((!n - 2) / (!n - 4))
' Variance of a Student-t variable is df / (df -2); provided df > 2
show sdt