/* create fake data */ clear set seed 1975 set obs 10 /* error term across y */ gen e=invnorm(uniform())*10 /* independent variable */ gen X1=invnorm(uniform())*2 /* standard error of the dependent variable */ gen serr=uniform()*4 gen y=X1+e+serr edvreg y X1, dvste(serr) /* edvreg syntax: edvreg dependent variable independent variable, dvste(std. err. of dependent variable) */ predict yhat predict stdp, stdp gen yhathi=yhat+2*stdp gen yhatlo=yhat-2*stdp gen yhi=y+2*serr gen ylo=y-2*serr gen lab=_n twoway rcap ylo yhi X1 || scatter y X1, mlab(lab) || line yhat yhatlo yhathi X1, pstyle(p2 p3 p3) sort legend(off) graph export edvreg.png, replace width(400) height(300)