@ Green, Palmquist, and Schickler (1997).                  @
@ "Macropartisanship: A Replication and Critique"          @
@ program to simulate the effects of autoregression bias @
@ in macropartisanship data @

@ Program performs i replications of AR(1) regressions @
@ assuming n observations @
@ Simulation is used to assess the consequences of autoregression @
@ on 29 observations in MacKuen et al. (1992)                     @
b=.95;
y0=60;
a=60-b*y0;
errvar=0;               @ simulates measurement error if > 0 @
n=29;
let stackr[1,2]= .  .;
i=0;

do while i < 100;
last=n-1;
e=1.80*rndn(n,1);
y=recserar(ones(n,1)*a+e,y0,b);
y=y+errvar*rndn(n,1);
t=seqa(1,1,n);
yt=y[2:last+1];
yt1=y[1:last];
bhat=yt/(ones(rows(yt1),1)~yt1);
bhat=bhat[2,1];
stackr=stackr|(bhat~n);
i=i+1;
endo;

stackr=trimr(stackr,1,0);
sortc(stackr,1);
print;
print "mean, median, std";
meanc(stackr)';
median(stackr)' ;
stdc(stackr[.,1])';