nulldata 10000
genr Y = 3 * chisq(10)
mu = mean(Y)
sigma = sd(Y)
n = 500
true_se = sigma / sqrt(n)
matrix xbar = zeros(n,1)

set messages off
loop i=1..n --quiet
  smpl n --random
  xbar[i] = mean(Y)
  smpl --full
end loop 

set messages on
smpl 1 n
series xb = xbar
xbbar = mean(xb)
ses = sd(xb)