Set user loggin status?

Use wp_signon(). Ex:

$creds = array();
$creds['user_login'] = 'example';
$creds['user_password'] = 'plaintextpw';
$creds['remember'] = true;

$user = wp_signon( $creds, false );

if ( is_wp_error($user) )
    echo $user->get_error_message();

See Codex for more details about wp_signon().

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