Question I Read the following Stata program clear cap postclose tempid postfile tempid beta reject1 reject2 /// using mydata.dta, replace forvalues i = 1 (1) 1000 { drop all quietly set obs 1000 gen x = rnormal () gen u = rnormal() gen y = 3*x + u quietly reg y x, r scalar beta = _b[x] qui test b[x] = 2 /* perform a two sided test */ /*same as "qui test _b[x] = 3" */ sca reject1= (r(p) < 0.10) } qui test b[x] = 3 sca reject2 = (r(p) < 0.10) post tempid (beta) (reject1) (reject2) postclose tempid use mydata.dta, clear sum Part of the output is given in the table below: Variable Mean Std. Dev. beta # reject1 T1 01 reject2 T2 02 Answer the following questions with detailed arguments. (a) What would you expect the value of to be? (b) What would you expect the value of r to be? (c) What would you expect the value of r2 to be? (d) What would you expect the value of 1 to be? (e) What would you expect the value of 2 to be? Hint: (i) You may use the fact that the commands qui test b[x] = 2 sca reject1 are equivalent to (r(p)