clear capture log close log using simu_check_2.log, replace set more off set mem 100m set obs 10000 set seed 111139 **Create a normal random variable with mean 5, variance 4** gen norma = invnorm(uniform()) tempfile temp save `temp' quietly{ foreach theta in 0.1 0.25 0.5 0.75 1{ foreach omega in 0 0.5{ clear use `temp' **Transform our Normal into an Inverse Hyperbolic Sin.** egen trans_norma = invgh(norma), theta(`theta') omega(`omega') **Estimate Theta and Omega** ghreg_ahg2 trans_norma noi disp `theta' "|" `omega' "|" round(e(theta),0.001) "|" round(e(omega),0.001) } } } log close capt log close