nulldata 100
genr x = uniform()
loop 5 
  genr sdu = 2 + 10*x
  genr u = normal() * sdu
  genr y = 10 + 20*x + u
  ols y 0 x
  ols y 0 x -r
  hsk y 0 x
  genr w = 1.0/sdu^2
  wls w y 0 x
endloop