# generate some data

# attach library that contain multivariate normal proc

library(MASS)

n <- 200

b <- as.matrix(c(1,2,3,4))

# define 3x3 identity matrix

SigmaX <- diag(1,3,3)

# create a matrix from multivariate normal draws

X <- mvrnorm(n=200, rep(0, 3), SigmaX)

e <- rnorm(n)

# the DGP

y <- cbind( rep(1,n),X) %*% b + e

# concatenate y & X

dta <- cbind(y,X)

# write data matrix to a file

write.table(dta, file="exampledta.txt", row.names=F, col.names=F)