#delimit ;
clear;
use http://cba.okstate.edu/~ladkins/class/stata/cons.dta;
regress c y in 25/200;  
scalar b1 = _b[_cons];
scalar b2 = _b[y];   
scalar sig = e(rmse); 
predict uhat, residuals;
scatter uhat obs;
generate c2 = b1 + b2*y + sig*invnorm(uniform());
regress c2 y;