rm(list=ls()) N=25 b0=1 b1=1.5 trials=5000 bst=vector(,trials) se=vector(,trials) tstore=vector(,trials) reject=vector(,trials) for (i in 1:trials){ x1=rnorm(N) y=b0+b1*x1+rnorm(N) output=lm(y~x1) m=summary(output) b2=m$coef yhat=m$fitted uhats=m$residuals bst[i]<-b2[2,1] se[i]<-b2[2,2] tstore[i]=(bst[i]-b1)/se[i] #crit=qt(.025,N-2) crit=1.96 reject[i]=(abs(tstore[i])>=abs(crit)) } hist(bst) print("Rejection Probability Under H0") sum(reject)/trials