clear
clear mata
set mem 100000
set more 1
program drop _all
cap log close
log using two_side_validate.log, replace






program simpan, rclass
version 10.1
drop _all
set obs 5000

*generate three standard normal
local i= 1
while `i'<=4 {
gen x`i'=invnorm(uniform())*0.5
local i = `i'+1
}
gen e= invnorm(uniform())
*generate outcome
gen y=0.4+1*x1+0.6*e
replace y=y*(y>0)
replace y=y*(y<1)+(y>=1)
drop e
gen tren=int(_n/4+0.8)
gen z1=x1*x2
gen country =round(_n*uniform()/4)+1

two_side y x1-x4 z1 country
test x1=1, notest
test x2=0, accumulate notest
test x3=0, accumulate notest
test x4=0, accumulate notest
test z1=0, accumulate 
return scalar c1=r(chi2)
return scalar p1=r(p)

test x1=1, notest
test x2=-0.05, accumulate notest
test x3=0, accumulate notest
test x4=0, accumulate notest
test z1=0, accumulate 
return scalar c2=r(chi2)
return scalar p2=r(p)


test x1=1.05, notest
test x2=-0.05, accumulate notest
test x3=0.05, accumulate notest
test x4=0.05, accumulate notest
test z1=0.05, accumulate 
return scalar c3=r(chi2)
return scalar p3=r(p)


end


set seed 3394873
timer clear 1
timer on 1
simulate c1=r(c1) p1=r(p1) c2=r(c2) p2=r(p2) c3=r(c3) p3=r(p3)  , reps(100) nodots saving(simres, replace): simpan
timer off 1
timer list 1

summ
qchi c1, df(5)
graph export c1.wmf, as(wmf) replace
quantile p1
graph export p1.wmf, as(wmf) replace

qchi c2, df(5)
graph export c2.wmf, as(wmf) replace
quantile p2
graph export p2.wmf, as(wmf) replace

qchi c3, df(5)
graph export c3.wmf, as(wmf) replace
quantile p3
graph export p3.wmf, as(wmf) replace