Three stata do programs are needed: Pr1. running Pr2. set of single funnels Pr3. joint programs Here Pr1 make the full set of simulations using Pr3. While Pr2 make one set of funnels. Program Pr3 does not run separately. To run the programs download then into a folder. Make sure that the cd line "E:\Google drev\MARTIN\ARBEJDE\AAC" is changed to refer to the said filder. You should set the following in Pr1 and Pr2: the settings made are the ones replicating the paper ****Parameters: local ci = 0.05 // set confidence level local r = 1000 // number of funnels local N = 500 // number of regressions in each funnel local obs = 20 // number of observations of the regressions. Start of m-loop, see paper local mint = 2 // minimum acceptable t value (needed to determine point a) ****Variables: local x_mean = 0 // mean of x local e_mean = 0 // mean of error term local x_sd = 2 // standard deviation of x local e_sd = 10 // standard deviation of error term local beta = 1 // set true parameter for beta ****Set j, one or more values foreach j in 1 2 5 10 15 23 34 50 { For all j's your pc will run for about a week, so take one at a time When running, it needs a prompt once or twice in the beginning But once the counting starts it just runs and set one '.' for each funnel Output: The program generates two folders in the program folder dataset with stata.dta output for each SR output with excell files Both sets of output has the same format as Tables 2 to 6 in the paper