capture program drop siml2 program define siml2, rclass version 10.0 syntax [, obs(integer 1) ] tempvar x e drop _all set obs `obs' gen x = uniform() gen e = invnormal(uniform()) gen y = 0.1 + x*0.1 + e gen yy = 1 if y > 0 replace yy = 0 if y < 0 logit yy x return scalar t1 = _coef[x]/_se[x] end simulate t1 = r(t1), reps(1000): siml2, obs(30) sum t1 sort t1 gen tt = t1[50] list tt in 1