program define MonteCarloSim , rclass syntax anything clear tokenize `anything' local n = `1' local t = `2' set obs `=`n'*`t'' egen id = seq(), block(`t') by id, sort: gen t = _n xtset id t drawnorm x e gen y = 1 + 0.5 * x + e xtreg y x, fe return scalar x = _b[x] end clear forvalues n = 30 (10) 50 { forvalues t = 30(10)50 { simulate bx = r(x) , reps(1000) : MonteCarloSim `n' `t' save "PATH1\multishell\test\results\results_`n'_`t'", replace } }