nulldata 50
seed 547
genr x = 100 * uniform()
# open a "progressive" loop, to be repeated 100 times
loop 5 --progressive
   genr u = 10 * normal()
   # construct the dependent variable
   genr y = 10*x + u
   # run OLS regression
   ols y const x
   # grab the coefficient estimates and R-squared
   genr a = $coeff(const)
   genr b = $coeff(x)
   genr r2 = $rsq
   # arrange for printing of stats on these
   print a b r2
   # and save the coefficients to file
   store coeffs.gdt a b
endloop
# now one could open coeffs.gdt and examine the distribution