allocate 100000

set bias = 0
comp ssize = 51

do k=1,19
comp rho = 0 + .05*(k-1)

do j=1,100000
set y 1 1 = 0
set y 2 ssize = rho*y{1} + %ran(0.01)

linreg(noprint) y 2 ssize
# y{1}

comp bias(j) = %beta(1) - rho

end do j

@histogram(distrib=normal, stats) bias 1 100000

end do k





do k=1,10
comp rho = 0.9 + .01*(k-1)

do j=1,100000
set y 1 1 = 0
set y 2 ssize = rho*y{1} + %ran(0.01)

linreg(noprint) y 2 ssize
# y{1}

comp bias(j) = %beta(1) - rho

end do j

@histogram(distrib=normal, stats) bias 1 100000

end do k