The MSEs are obtained by Stata (version 16.1 MP).

Step 1. Save Stata do file ("Fig1.do") and the Stata data file ("ACS2018_CA.dta") in a loccal directory.
Step 2. Choose the working directory by changing line 8 (*cd "") in the do file.
Step 3. Run the Stata do code.
Step 4. Use the text output files to plot Figure 1 using Python.