Hi Rick, I would point out that your simulation program is for a particular model of the regression in which both the dependent and the independent variables are assumed to be normally distributed. Actually the "classic" regression model assumes that X is a fixed variable and that the Y is normally distributed with mean value at each X value and equal variance values (homoskedasticity). A further point is to simulate the X as uniformly distributed variables for considering also a random error for its. Do you have examples / SAS codes for the others two situations above reported and what do you think about?