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  1. 40/paper.pdf +3 -0
  2. 40/replication_package/EmpiricalAnalysis/dofiles/4_1_Allocation_Attention.do +147 -0
  3. 40/replication_package/EmpiricalAnalysis/dofiles/4_1_Passive_Behavior.do +183 -0
  4. 40/replication_package/EmpiricalAnalysis/dofiles/4_2_Cognitive_Spillover.do +246 -0
  5. 40/replication_package/EmpiricalAnalysis/dofiles/4_2_Interventions_targeted_domain.do +237 -0
  6. 40/replication_package/EmpiricalAnalysis/dofiles/4_3_Payoffs_And_Efficiency.do +224 -0
  7. 40/replication_package/EmpiricalAnalysis/dofiles/Supplementary_Material_Randomization_Check_table.do +143 -0
  8. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_eststo.ado +28 -0
  9. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_eststo.hlp +1 -0
  10. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_gpp.ado +24 -0
  11. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_oaxaca.ado +1505 -0
  12. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/b/binscatter.ado +1048 -0
  13. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/b/binscatter.sthlp +332 -0
  14. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/backup.trk +447 -0
  15. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/cdfplot.ado +156 -0
  16. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/cdfplot.hlp +139 -0
  17. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/coefplot.ado +0 -0
  18. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/coefplot.sthlp +1751 -0
  19. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estadd.ado +2463 -0
  20. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estadd.hlp +935 -0
  21. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estout.ado +0 -0
  22. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estout.hlp +0 -0
  23. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estpost.ado +1839 -0
  24. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estpost.hlp +1322 -0
  25. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/eststo.ado +343 -0
  26. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/eststo.hlp +347 -0
  27. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/esttab.ado +1209 -0
  28. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/esttab.hlp +918 -0
  29. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/figout.ado +97 -0
  30. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/figout.hlp +119 -0
  31. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm.ado +589 -0
  32. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm.hlp +240 -0
  33. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_gamma_lf.ado +243 -0
  34. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_gamma_p.ado +93 -0
  35. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_lognormal_lf.ado +243 -0
  36. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_lognormal_p.ado +89 -0
  37. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin1_lf.ado +255 -0
  38. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin1_p.ado +104 -0
  39. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin2_lf.ado +253 -0
  40. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin2_p.ado +104 -0
  41. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_normal_lf.ado +244 -0
  42. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_normal_p.ado +92 -0
  43. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_poisson_lf.ado +174 -0
  44. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_poisson_p.ado +91 -0
  45. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_postestimation.hlp +149 -0
  46. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_studentt_lf.ado +255 -0
  47. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_studentt_p.ado +91 -0
  48. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/g/gammareg_lf.ado +41 -0
  49. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/g/glcurve.ado +203 -0
  50. 40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/g/glcurve.hlp +242 -0
40/paper.pdf ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:af0ab0d5bc0ac7aa3bfaff2d3526d4c13baa20f05d3afa3f01a936d169d5f483
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+ size 651096
40/replication_package/EmpiricalAnalysis/dofiles/4_1_Allocation_Attention.do ADDED
@@ -0,0 +1,147 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ /* Do file creates Tables and Figures for first part of Section 4.1 of the paper and tables and figures referenced therein*/
2
+
3
+ log using `"${PATH_OUT}/4_1_Allocation_Attention.log"', replace
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+
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+ use "${PATH_IN_DATA}/formatted_data_replication.dta", clear
6
+
7
+
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+ ********* Descriptive Figues Attention Allocation
9
+
10
+ *Individual Decision level
11
+ cdfplot Attention if Treatment_Environment==1 ,by(Treatment_Incentives) opt1(lwidth(medthick medthick medthick medthick) lc(gs0 gs7 gs11 gs13) ///
12
+ xtitle("attention (in sec.)") ///
13
+ legend(label(1 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-10") ///
14
+ label(2 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-20") ///
15
+ label(3 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-40") ///
16
+ label(4 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-A`=ustrunescape("\u1D0D")'`=ustrunescape("\u1D18")'`=ustrunescape("\u029F")'`=ustrunescape("\u1D07")'") )) ///
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+ ytitle("Cumulative Frequency", margin(medium) height(3) size(medium)) xtitle("Attention (in sec.)", margin(medium) height(3) size(medium))
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+ graph export `"${PATH_OUT}/figure2.png"', as(png) replace
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+
20
+ * Individual average level
21
+ cdfplot attention_mean if Treatment_Environment==1 ,by(Treatment_Incentives) opt1(lwidth(medthick medthick medthick medthick) lc(gs0 gs7 gs11 gs13) ///
22
+ xtitle("Attention (in sec.)") ///
23
+ legend(label(1 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-10") ///
24
+ label(2 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-20") ///
25
+ label(3 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-40") ///
26
+ label(4 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-A`=ustrunescape("\u1D0D")'`=ustrunescape("\u1D18")'`=ustrunescape("\u029F")'`=ustrunescape("\u1D07")'") )) ///
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+ ytitle("Cumulative Frequency", margin(medium) height(3) size(medium)) xtitle("Attention (in sec.)", margin(medium) height(3) size(medium))
28
+ graph export `"${PATH_OUT}/figureO_1.png"', as(png) replace
29
+
30
+ *Individual Decision level; Low Raven Score
31
+ cdfplot Attention if Treatment_Environment==1 & raven_score_median==1,by(Treatment_Incentives) opt1(lwidth(medthick medthick medthick medthick) lc(gs0 gs7 gs11 gs13) ///
32
+ xtitle("Attention (in sec.)") ///
33
+ legend(label(1 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-10") ///
34
+ label(2 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-20") ///
35
+ label(3 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-40") ///
36
+ label(4 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-A`=ustrunescape("\u1D0D")'`=ustrunescape("\u1D18")'`=ustrunescape("\u029F")'`=ustrunescape("\u1D07")'") )) ///
37
+ ytitle("Cumulative Frequency", margin(medium) height(3) size(medlarge)) xtitle("Attention (in sec.)", margin(medium) height(3) size(medlarge))
38
+ graph export `"${PATH_OUT}/figureB_1a.png"', as(png) replace
39
+
40
+ *Individual Decision level; High Raven Score
41
+ cdfplot Attention if Treatment_Environment==1 & raven_score_median==2,by(Treatment_Incentives) opt1(lwidth(medthick medthick medthick medthick) lc(gs0 gs7 gs11 gs13) ///
42
+ xtitle("Attention (in sec.)") ///
43
+ legend(label(1 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-10") ///
44
+ label(2 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-20") ///
45
+ label(3 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-40") ///
46
+ label(4 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-A`=ustrunescape("\u1D0D")'`=ustrunescape("\u1D18")'`=ustrunescape("\u029F")'`=ustrunescape("\u1D07")'") )) ///
47
+ ytitle("Cumulative Frequency", margin(medium) height(3) size(medlarge)) xtitle("Attention (in sec.)", margin(medium) height(3) size(medlarge))
48
+ graph export `"${PATH_OUT}/figureB_1b.png"', as(png) replace
49
+
50
+
51
+
52
+ * Summary statistics and non-parametric tests for numbers reported in the text
53
+ tabstat Attention if Treatment_Environment ==1 , by(Treatment_Incentives) stats(mean n)
54
+
55
+ ksmirnov Attention if Treatment_Environment==1 & Treatment_Incentives==1 | Treatment_Incentives==4, by(Treatment_Incentives)
56
+
57
+ spearman attention_mean Treatment_Incentives if round==1 & Treatment_Environment==1
58
+
59
+ tabstat no_attention if Treatment_Environment ==1 , by(Treatment_Incentives) stats(mean n)
60
+
61
+ spearman attention_positive_mean Treatment_Incentives if round==1 & Treatment_Environment==1
62
+
63
+
64
+ ************Regression Table Average Attention, Extensive Margin + Choice Quality
65
+ reg Attention i.Treatment_Incentives_Baseline_sc if Treatment_Environment==1 , cluster(subject_id) robust
66
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
67
+ estadd scalar p_2_3 = r(p)
68
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
69
+ estadd scalar p_2_4 = r(p)
70
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
71
+ estadd scalar p_3_4 = r(p)
72
+ eststo plain_attention
73
+
74
+
75
+ reg Attention i.Treatment_Incentives_Baseline_sc ${Wave_control} ${Ability_control} ${Controls} if Treatment_Environment==1 , cluster(subject_id) robust
76
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
77
+ estadd scalar p_2_3 = r(p)
78
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
79
+ estadd scalar p_2_4 = r(p)
80
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
81
+ estadd scalar p_3_4 = r(p)
82
+ eststo all_control_attention
83
+
84
+ reg no_attention i.Treatment_Incentives_Baseline_sc if Treatment_Environment==1 , cluster(subject_id) robust
85
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
86
+ estadd scalar p_2_3 = r(p)
87
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
88
+ estadd scalar p_2_4 = r(p)
89
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
90
+ estadd scalar p_3_4 = r(p)
91
+ eststo plain_attention_pos
92
+
93
+ reg no_attention i.Treatment_Incentives_Baseline_sc ${Wave_control} ${Ability_control} ${Controls} if Treatment_Environment==1 , cluster(subject_id) robust
94
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
95
+ estadd scalar p_2_3 = r(p)
96
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
97
+ estadd scalar p_2_4 = r(p)
98
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
99
+ estadd scalar p_3_4 = r(p)
100
+ eststo all_control_attention_pos
101
+
102
+
103
+ *Regressions Decision Quality
104
+ reg summation_correct i.Treatment_Incentives_Baseline_sc if Treatment_Environment==1 , cluster(subject_id) robust
105
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
106
+ estadd scalar p_2_3 = r(p)
107
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
108
+ estadd scalar p_2_4 = r(p)
109
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
110
+ estadd scalar p_3_4 = r(p)
111
+ eststo plain_sum
112
+
113
+ reg summation_correct i.Treatment_Incentives_Baseline_sc ${Wave_control} ${Ability_control} ${Controls} if Treatment_Environment==1 , cluster(subject_id) robust
114
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
115
+ estadd scalar p_2_3 = r(p)
116
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
117
+ estadd scalar p_2_4 = r(p)
118
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
119
+ estadd scalar p_3_4 = r(p)
120
+ eststo all_control_sum
121
+
122
+
123
+ esttab plain_attention all_control_attention ///
124
+ plain_attention_pos all_control_attention_pos ///
125
+ plain_sum all_control_sum ///
126
+ using `"${PATH_OUT}/tableB_1.tex"', replace ///
127
+ b(%5.3f) se(%5.3f) ///
128
+ order() ///
129
+ star(* .1 ** .05 *** .01) ///
130
+ label booktabs nonotes ///
131
+ noomit nobase ///
132
+ nomtitles ///
133
+ mgroups("Avg. Attention" "Attention\,$=$\,0" "Choice Quality", ///
134
+ pattern(1 0 1 0 1 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
135
+ stats(N N_clust r2 p_2_3 p_2_4 p_3_4, fmt(%18.0g %18.0g %5.3f %5.3f) labels(`"N"' "No. Subjects" "\(R^2\)" "\textsc{Baseline-20}=\textsc{Baseline-40}" "\textsc{Baseline-20}=\textsc{Baseline-A.}" "\textsc{Baseline-40}=\textsc{Baseline-A.}")) ///
136
+ indicate("Controls = *original* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
137
+
138
+
139
+
140
+ * Summary statistics and non-parametric tests for reported in the text
141
+
142
+ tabstat summation_correct_mean if Treatment_Environment ==1 , by(Treatment_Incentives) stats(mean n)
143
+
144
+ spearman summation_correct_mean Treatment_Incentives_Baseline_sc if round==1 & Treatment_Environment==1
145
+
146
+
147
+ log close
40/replication_package/EmpiricalAnalysis/dofiles/4_1_Passive_Behavior.do ADDED
@@ -0,0 +1,183 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ /* Do file creates Tables and Figures for second part of Section 4.2 of the paper and tables and figures referenced therein*/
2
+
3
+
4
+ log using `"${PATH_OUT}/4_1_Passive_Behavior.log"', replace
5
+
6
+ use "${PATH_IN_DATA}/formatted_data_replication.dta", clear
7
+
8
+
9
+
10
+
11
+ tabstat default_followed if Treatment_Environment==1, by(Treatment_Incentives) stats(N mean)
12
+
13
+ spearman default_followed_mean Treatment_Incentives if round==1 & Treatment_Environment==1
14
+
15
+
16
+
17
+ * Overall Barchart Figure 3 (a)
18
+ forvalues i=1(1)4{
19
+ reg default_followed i.Treatment_Incentives if Treatment_Environment==1 , cluster(subject_id) robust
20
+ margins i.Treatment_Incentives if Treatment_Incentives==`i', post
21
+ eststo plain_att_`i'
22
+ }
23
+
24
+ coefplot (plain_att_1, bcolor(gs0)) (plain_att_2, bcolor(gs7)) (plain_att_3, bcolor(gs11)) (plain_att_4, bcolor(gs13)) , vertical recast(bar) noci ///
25
+ xlabel(1 "Baseline-10" 2 "Baseline-20" 3 "Baseline-40" 4 "Baseline- A.", labgap(3) labsize(medlarge)) ytitle("Default Adherence", margin(medium) height(3) size(medlarge)) ylabel(0(0.1)1,glcolor(gs13)) ///
26
+ barwidth(0.75) graphregion(color(white)) bgcolor(white) ///
27
+ offset(0) ///
28
+ coeflabels(,nolabels notick) ///
29
+ legend(label(1 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-10") ///
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+ label(2 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-20") ///
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+ label(3 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-40") ///
32
+ label(4 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-A`=ustrunescape("\u1D0D")'`=ustrunescape("\u1D18")'`=ustrunescape("\u029F")'`=ustrunescape("\u1D07")'") ) ///
33
+ groups(*Treatment_Incentives* = `"Default incorrect"', labcolor(white) labsize(medlarge))
34
+
35
+ graph export `"${PATH_OUT}/figure3a.png"', as(png) replace
36
+
37
+
38
+ * By Default correct Barchart Figure 3 (b)
39
+ forvalues j=1(1)4{
40
+ forvalues i=0(1)1{
41
+ reg default_followed i.Treatment_Incentives#i.default_correct_choice if Treatment_Environment==1 , cluster(subject_id) robust
42
+ margins i.Treatment_Incentives#i.default_correct_choice if default_correct_choice==`i' & Treatment_Incentives==`j', post
43
+ eststo plain_att_`i'_`j'
44
+ }
45
+ }
46
+
47
+ coefplot (plain_att_0_1, bcolor(gs0)) (plain_att_0_2, bcolor(gs7)) (plain_att_0_3, bcolor(gs11)) (plain_att_0_4, bcolor(gs13)) ///
48
+ (plain_att_1_1, bcolor(gs0)) (plain_att_1_2, bcolor(gs7)) (plain_att_1_3, bcolor(gs11)) (plain_att_1_4, bcolor(gs13)) ///
49
+ , offset(0) vertical recast(bar) noci ///
50
+ coeflabels(,nolabels notick) ///
51
+ ytitle("Default Adherence", margin(medium) height(3) size(medlarge)) ylabel(0(0.1)1,glcolor(gs13)) ///
52
+ barwidth(0.75) graphregion(color(white)) bgcolor(white) ///
53
+ legend(order(1 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-10" ///
54
+ 2 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-20" ///
55
+ 3 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-40" ///
56
+ 4 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'-A`=ustrunescape("\u1D0D")'`=ustrunescape("\u1D18")'`=ustrunescape("\u029F")'`=ustrunescape("\u1D07")'")) ///
57
+ nooffset groups(*0.default_correct_choice* = `"Default incorrect"' *1.default_correct_choice* = "Default correct", labsize(medlarge))
58
+
59
+ graph export `"${PATH_OUT}/figure3b.png"', as(png) replace
60
+
61
+
62
+
63
+
64
+ *********************************************
65
+ *By default correct
66
+ *********************************************
67
+ tabstat default_followed if Treatment_Environment==1 & default_correct_choice==0, by(Treatment_Incentives) stats(N mean)
68
+ tabstat default_followed if Treatment_Environment==1 & default_correct_choice==1, by(Treatment_Incentives) stats(N mean)
69
+
70
+
71
+ *Default_followed_correct_mean is calculated using "bysort subject_id default_correct_choice:"; Round 1 Default is correct and therefore use mean from that round
72
+ spearman default_followed_correct_mean Treatment_Incentives if round==1 & Treatment_Environment==1
73
+ *Explanation see above, round 2 default happens to be false.
74
+ spearman default_followed_correct_mean Treatment_Incentives if round==2 & Treatment_Environment==1
75
+
76
+
77
+ ******************************************************************************************
78
+ *By Raven
79
+ ******************************************************************************************
80
+ tabstat default_followed if Treatment_Environment==1 & raven_score_median==1, by(Treatment_Incentives) stats(N mean)
81
+ tabstat default_followed if Treatment_Environment==1 & raven_score_median==2, by(Treatment_Incentives) stats(N mean)
82
+
83
+ spearman default_followed_mean Treatment_Incentives if round==1 &raven_score_median==1 & Treatment_Environment==1
84
+ spearman default_followed_mean Treatment_Incentives if round==1 &raven_score_median==2 & Treatment_Environment==1
85
+ spearman default_followed_mean Treatment_Incentives if round==1 &raven_score_quartiles==4 & Treatment_Environment==1
86
+
87
+
88
+
89
+
90
+
91
+
92
+
93
+
94
+
95
+
96
+
97
+
98
+
99
+ *Regression Table
100
+ reg default_followed i.Treatment_Incentives_Baseline_sc if Treatment_Environment==1 , cluster(subject_id) robust
101
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
102
+ estadd scalar p_2_3 = r(p)
103
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
104
+ estadd scalar p_2_4 = r(p)
105
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
106
+ estadd scalar p_3_4 = r(p)
107
+ eststo plain_default
108
+
109
+ reg default_followed i.Treatment_Incentives_Baseline_sc ${Wave_control} ${Ability_control} ${Controls} if Treatment_Environment==1 , cluster(subject_id) robust
110
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
111
+ estadd scalar p_2_3 = r(p)
112
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
113
+ estadd scalar p_2_4 = r(p)
114
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
115
+ estadd scalar p_3_4 = r(p)
116
+ eststo all_control_default
117
+
118
+ forvalues i=0(1)1{
119
+
120
+ reg default_followed i.Treatment_Incentives_Baseline_sc if Treatment_Environment==1 & default_correct_choice==`i', cluster(subject_id) robust
121
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
122
+ estadd scalar p_2_3 = r(p)
123
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
124
+ estadd scalar p_2_4 = r(p)
125
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
126
+ estadd scalar p_3_4 = r(p)
127
+ eststo plain_default_`i'
128
+
129
+ reg default_followed i.Treatment_Incentives_Baseline_sc ${Wave_control} ${Ability_control} ${Controls} if Treatment_Environment==1 & default_correct_choice==`i' , cluster(subject_id) robust
130
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
131
+ estadd scalar p_2_3 = r(p)
132
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
133
+ estadd scalar p_2_4 = r(p)
134
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
135
+ estadd scalar p_3_4 = r(p)
136
+ eststo all_control_default_`i'
137
+ }
138
+
139
+
140
+ ************Raven
141
+ forvalues i=1(1)2 {
142
+ reg default_followed i.b1.raven_score_median i.b1.Treatment_Incentives_Baseline_sc if Treatment_Environment==1 & raven_score_median==`i' , cluster(subject_id) robust
143
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
144
+ estadd scalar p_2_3 = r(p)
145
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
146
+ estadd scalar p_2_4 = r(p)
147
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
148
+ estadd scalar p_3_4 = r(p)
149
+ eststo raven_plain_default_`i'
150
+
151
+ reg default_followed i.b1.raven_score_median i.b1.Treatment_Incentives_Baseline_sc ${Wave_control} ${Ability_control} ${Controls} if Treatment_Environment==1 & raven_score_median==`i' , cluster(subject_id) robust
152
+ test 2.Treatment_Incentives_Baseline_sc=3.Treatment_Incentives_Baseline_sc
153
+ estadd scalar p_2_3 = r(p)
154
+ test 2.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
155
+ estadd scalar p_2_4 = r(p)
156
+ test 3.Treatment_Incentives_Baseline_sc=4.Treatment_Incentives_Baseline_sc
157
+ estadd scalar p_3_4 = r(p)
158
+ eststo raven_all_control_default_`i'
159
+
160
+ }
161
+
162
+
163
+ esttab plain_default all_control_default ///
164
+ plain_default_0 all_control_default_0 ///
165
+ plain_default_1 all_control_default_1 ///
166
+ raven_plain_default_1 raven_all_control_default_1 ///
167
+ raven_plain_default_2 raven_all_control_default_2 ///
168
+ using `"${PATH_OUT}/tableB_2.tex"', replace ///
169
+ b(%5.3f) se(%5.3f) ///
170
+ order() star(* .1 ** .05 *** .01) ///
171
+ label booktabs nonotes noomit nobase nomtitles ///
172
+ mgroups("Overall" "Default incorrect" "Default correct" "Raven Low" "Raven High", ///
173
+ pattern(1 0 1 0 1 0 1 0 1 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
174
+ stats(N N_clust r2 p_2_3 p_2_4 p_3_4, fmt(%18.0g %18.0g %5.3f %5.3f) labels("N" "No. Subjects" "\(R^2\)" "\textsc{Baseline-20}=\textsc{Baseline-40}" "\textsc{Baseline-20}=\textsc{Baseline-A.}" "\textsc{Baseline-40}=\textsc{Baseline-A.}")) ///
175
+ indicate("Controls = *original* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
176
+
177
+
178
+
179
+
180
+
181
+
182
+
183
+ log close
40/replication_package/EmpiricalAnalysis/dofiles/4_2_Cognitive_Spillover.do ADDED
@@ -0,0 +1,246 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ /*
2
+ */
3
+
4
+ log using `"${PATH_OUT}/4_2_Cognitive_Spillover.log"', replace
5
+
6
+
7
+ *************** FIRST ESTIMATION RESULTS FORM ONLINE EXPEIRMENT! ******************
8
+ use "${PATH_IN_DATA}/formatted_data_long_mturk.dta", clear
9
+
10
+ eststo clear
11
+ foreach var of varlist math_time math_task_correct passive_choice memory payoff_share {
12
+
13
+ reg `var' i.Treatment_intervention, cluster(subject_id)
14
+ eststo p_`var'
15
+
16
+ reg `var' i.Treatment_intervention window_height1 window_width1 age i.gender, cluster(subject_id)
17
+ eststo c_`var'
18
+ }
19
+
20
+
21
+ esttab * ///
22
+ using `"${PATH_OUT}/tableO_10.tex"', replace ///
23
+ b(%5.3f) se(%5.3f) ///
24
+ star(* .1 ** .05 *** .01) ///
25
+ label booktabs nonotes ///
26
+ nodepvars nobase ///
27
+ nomtitles ///
28
+ mgroups("Avg. Attention" "\shortstack{Choice Quality \\ (Decision Task)}" "Default Adherence" "\shortstack{Choice Quality \\ (Background Task)}" "Payoff Share" , ///
29
+ pattern(1 0 1 0 1 0 1 0 1 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
30
+ stats(N N_clust r2, fmt(%18.0g %18.0g %9.2g) labels("N" "No. Subjects" "\(R^2\)")) ///
31
+ indicate("Controls = *age* *gender* *window*")
32
+
33
+
34
+
35
+ cdfplot math_time ,by(Treatment_intervention) opt1(lwidth(medthick)) ///
36
+ legend(label(1 "Baseline") label(2 "Intervention")) ///
37
+ ytitle("Cumulative Frequency", margin(medium) height(3) size(medium)) ///
38
+ xtitle("Attention (in sec.)", margin(medium) height(3) size(medium)) ///
39
+ legend(order(1 "B`=ustrunescape("\u1D00")'`=ustrunescape("\uA731")'`=ustrunescape("\u1D07")'`=ustrunescape("\u029F")'`=ustrunescape("\u026A")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D07")'" ///
40
+ 2 "`=ustrunescape("\u0049")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0280")'`=ustrunescape("\u1D20")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u026A")'`=ustrunescape("\u1D0F")'`=ustrunescape("\u0274")'"))
41
+
42
+ graph export `"${PATH_OUT}/figureO_3.png"', as(png) replace
43
+
44
+
45
+ eststo clear
46
+
47
+
48
+ * Generate Estimation results for Table 3 in the main text
49
+ reg memory i.Treatment_intervention, cluster(subject_id)
50
+ eststo p_memory
51
+
52
+ reg memory i.Treatment_intervention window_height1 window_width1 age i.gender, cluster(subject_id)
53
+ eststo c_memory
54
+
55
+
56
+
57
+ *************** MAIN LAB EXPEIRMENT **************
58
+ use "${PATH_IN_DATA}/formatted_data_replication.dta", clear
59
+
60
+ * Drop Ample Observations, which are not analyzed in this section.
61
+ drop if Treatment_Incentives==4
62
+
63
+ tabstat load_correct , by(Treatment_intervention)
64
+ tabstat load_correct , by(Treatment_Environment)
65
+
66
+ ************************************************************************************
67
+ ************ Background Task Quality
68
+ ************************************************************************
69
+
70
+ reg load_correct i.Treatment_intervention , robust cluster(subject_id)
71
+ eststo force_plain
72
+ reg load_correct i.Treatment_intervention ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , robust cluster(subject_id)
73
+ eststo force_all_controls_ability
74
+
75
+ reg load_correct i.Treatment_Environment , robust cluster(subject_id)
76
+ test 2.Treatment_Environment=3.Treatment_Environment
77
+ estadd scalar p_treatments = r(p)
78
+ eststo plain
79
+
80
+ reg load_correct i.Treatment_Environment ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , robust cluster(subject_id)
81
+ test 2.Treatment_Environment=3.Treatment_Environment
82
+ estadd scalar p_treatments = r(p)
83
+ eststo all_controls_ability
84
+
85
+
86
+ esttab force_plain force_all_controls_ability ///
87
+ plain all_controls_ability ///
88
+ p_memory c_memory ///
89
+ using `"${PATH_OUT}/table3.tex"', replace ///
90
+ b(%5.3f) se(%5.3f) ///
91
+ star(* .1 ** .05 *** .01) ///
92
+ label booktabs nonotes ///
93
+ nodepvars nobase ///
94
+ nomtitles ///
95
+ mgroups("Lab Experiment" "Online Experiment" , ///
96
+ pattern(1 0 0 0 1 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
97
+ stats(N N_clust r2 p_treatments, fmt(%18.0g %18.0g %5.3f %5.3f) labels(`"N"' "No. Subjects" "\(R^2\)" "\textsc{Directed}=\textsc{Forced}")) ///
98
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat* *age* *gender* *window* ")
99
+
100
+
101
+
102
+
103
+
104
+
105
+
106
+
107
+ ************************************************************************************
108
+ ************ Background Task Quality: HETEROGENEITIES
109
+ ************************************************************************
110
+
111
+ ***************************
112
+ ******** RAVEN ************
113
+ ***************************
114
+
115
+ reg load_correct i.b0.Treatment_intervention#i.bn.raven_score_median i.bn.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust nocons
116
+ eststo incentives_heterogeneity
117
+
118
+ coefplot (incentives_heterogeneity , fcolor(gs8) mcolor(gs8) lcolor(gs8)) , ///
119
+ vertical lwidth(*1) keep(*Treatment_intervention*) ///
120
+ ciopts(recast(rcap)lpattern(dash)lwidth(*.6) lcolor(gs0) ) citop ci(95) ///
121
+ xlabel(, labgap(3) labsize(medium)) ytitle ("Spillover", margin(medium) height(3) size(medium)) ylabel(-.1(0.05).1) ///
122
+ graphregion(color(white)) yline(0, lcolor(black)) xlabel(1 "Raven Score {&le} Median" 2 "Raven Score {&gt} Median " )
123
+
124
+ graph export `"${PATH_OUT}/figure4.png"', as(png) replace
125
+
126
+
127
+ reg load_correct i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median , cluster(subject_id) robust
128
+ eststo hetero_force_both_raw
129
+
130
+ reg load_correct i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust
131
+ eststo hetero_force_all
132
+
133
+ reg load_correct i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median , cluster(subject_id) robust
134
+ eststo hetero_both_raw
135
+
136
+ reg load_correct i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust
137
+ eststo hetero_all
138
+
139
+ esttab hetero_force_both_raw hetero_force_all ///
140
+ hetero_both_raw hetero_all ///
141
+ using `"${PATH_OUT}/tableO_4.tex"', replace ///
142
+ b(%5.3f) se(%5.3f) ///
143
+ order(*Treatment_intervention* 2.Treatment_Environment* 3.Treatment_Environment*) ///
144
+ star(* .1 ** .05 *** .01) ///
145
+ label booktabs nonotes ///
146
+ nodepvars nobase ///
147
+ nomtitles ///
148
+ mgroups("Spillover" , ///
149
+ pattern(1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
150
+ stats(N N_clust r2, fmt(%18.0g %18.0g %5.3f) labels("N" "No. Subjects" "\(R^2\)")) ///
151
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat* *age* *gender* ")
152
+
153
+
154
+
155
+ ***************************
156
+ ******** Task Difficulty **
157
+ ***************************
158
+
159
+ reg load_correct i.b0.Treatment_intervention#i.bn.high_task_difficulty i.bn.high_task_difficulty ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust nocons
160
+ eststo incentives_heterogeneity
161
+
162
+ coefplot (incentives_heterogeneity , fcolor(gs8) mcolor(gs8) lcolor(gs8)) , ///
163
+ vertical lwidth(*1) keep(*Treatment_intervention*) ///
164
+ ciopts(recast(rcap)lpattern(dash)lwidth(*.6) lcolor(gs0) ) citop ci(95) ///
165
+ xlabel(, labgap(3) labsize(medium)) ytitle ("Spillover", margin(medium) height(3) size(medium)) ///
166
+ graphregion(color(white)) yline(0, lcolor(black)) xlabel(1 "Difficulty {&le} Median" 2 "Difficulty {&gt} Median" ) ylabel(-.1(0.05).1)
167
+ graph export `"${PATH_OUT}/figure5.png"', as(png) replace
168
+
169
+
170
+
171
+ reg load_correct i.high_task_difficulty i.Treatment_intervention i.Treatment_intervention#i.high_task_difficulty , cluster(subject_id) robust
172
+ eststo hetero_force_both_raw
173
+
174
+ reg load_correct i.high_task_difficulty i.Treatment_intervention i.Treatment_intervention#i.high_task_difficulty ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust
175
+ eststo hetero_force_all
176
+
177
+ reg load_correct i.high_task_difficulty i.Treatment_Environment i.Treatment_Environment#i.high_task_difficulty , cluster(subject_id) robust
178
+ eststo hetero_both_raw
179
+
180
+ reg load_correct i.high_task_difficulty i.Treatment_Environment i.Treatment_Environment#i.high_task_difficulty ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust
181
+ eststo hetero_all
182
+
183
+ esttab hetero_force_both_raw hetero_force_all ///
184
+ hetero_both_raw hetero_all ///
185
+ using `"${PATH_OUT}/tableO_5.tex"', replace ///
186
+ b(%5.3f) se(%5.3f) ///
187
+ order(*Treatment_intervention* 2.Treatment_Environment* 3.Treatment_Environment*) ///
188
+ star(* .1 ** .05 *** .01) ///
189
+ label booktabs nonotes ///
190
+ nodepvars nobase ///
191
+ nomtitles ///
192
+ mgroups("Spillover" , ///
193
+ pattern(1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
194
+ stats(N N_clust r2, fmt(%18.0g %18.0g %5.3f) labels("N" "No. Subjects" "\(R^2\)")) ///
195
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat* *age* *gender* ")
196
+
197
+
198
+ ***************************
199
+ ******** Incentives **
200
+ ***************************
201
+
202
+
203
+ reg load_correct i.b0.Treatment_intervention#i.bn.Treatment_Incentives i.bn.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust nocons
204
+ eststo incentives_heterogeneity
205
+
206
+ coefplot (incentives_heterogeneity , fcolor(gs8) mcolor(gs8) lcolor(gs8)) , ///
207
+ vertical lwidth(*1) keep(*Treatment_intervention*) ///
208
+ ciopts(recast(rcap)lpattern(dash)lwidth(*.6) lcolor(gs0) ) citop ci(95) ///
209
+ xlabel(, labgap(3) labsize(medium)) ytitle ("Spillover", margin(medium) height(3) size(medium)) ///
210
+ graphregion(color(white)) yline(0, lcolor(black)) ///
211
+ xlabel( 1 " `=ustrunescape("\u0049")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0280")'`=ustrunescape("\u1D20")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u026A")'`=ustrunescape("\u1D0F")'`=ustrunescape("\u0274")'-10" ///
212
+ 2" `=ustrunescape("\u0049")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0280")'`=ustrunescape("\u1D20")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u026A")'`=ustrunescape("\u1D0F")'`=ustrunescape("\u0274")'-20" ///
213
+ 3" `=ustrunescape("\u0049")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0280")'`=ustrunescape("\u1D20")'`=ustrunescape("\u1D07")'`=ustrunescape("\u0274")'`=ustrunescape("\u1D1B")'`=ustrunescape("\u026A")'`=ustrunescape("\u1D0F")'`=ustrunescape("\u0274")'-40") ///
214
+ ylabel(-.1(0.05).1)
215
+ graph export `"${PATH_OUT}/figure6.png"', as(png) replace
216
+
217
+
218
+ reg load_correct i.Treatment_Incentives_Int_sc i.Treatment_intervention i.Treatment_intervention#i.Treatment_Incentives_Int_sc , cluster(subject_id) robust
219
+ eststo hetero_force_both_raw
220
+
221
+
222
+ reg load_correct i.Treatment_Incentives_Int_sc i.Treatment_intervention i.Treatment_intervention#i.Treatment_Incentives_Int_sc ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust
223
+ eststo hetero_force_all
224
+
225
+ reg load_correct i.Treatment_Incentives_Int_sc i.Treatment_Environment i.Treatment_Environment#i.Treatment_Incentives_Int_sc , cluster(subject_id) robust
226
+ eststo hetero_both_raw
227
+
228
+ reg load_correct i.Treatment_Incentives_Int_sc i.Treatment_Environment i.Treatment_Environment#i.Treatment_Incentives_Int_sc ${Wave_control} ${Ability_control} ${Controls} , cluster(subject_id) robust
229
+ eststo hetero_all
230
+
231
+ esttab hetero_force_both_raw hetero_force_all ///
232
+ hetero_both_raw hetero_all ///
233
+ using `"${PATH_OUT}/tableO_6.tex"', replace ///
234
+ b(%5.3f) se(%5.3f) ///
235
+ order(*Treatment_intervention* 2.Treatment_Environment* 3.Treatment_Environment*) ///
236
+ star(* .1 ** .05 *** .01) ///
237
+ label booktabs nonotes ///
238
+ nodepvars nobase ///
239
+ nomtitles ///
240
+ mgroups("Spillover" , ///
241
+ pattern(1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
242
+ stats(N N_clust r2, fmt(%18.0g %18.0g %5.3f) labels("N" "No. Subjects" "\(R^2\)")) ///
243
+ indicate("Controls = *original* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat* *age* *gender* ")
244
+
245
+
246
+ log close
40/replication_package/EmpiricalAnalysis/dofiles/4_2_Interventions_targeted_domain.do ADDED
@@ -0,0 +1,237 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ /*
2
+ */
3
+
4
+ log using `"${PATH_OUT}/4_2_Interventions_targeted_domain.log"', replace
5
+
6
+ use "${PATH_IN_DATA}/formatted_data_replication.dta", clear
7
+
8
+
9
+
10
+
11
+
12
+ tabstat summation_correct_mean if Treatment_Incentives!=4, by(Treatment_Environment) stats(mean n)
13
+
14
+ ****************************************************************
15
+ **** Table 2, Decision Task + Default Adherence
16
+ ****************************************************************
17
+
18
+ reg summation_correct i.Treatment_intervention if Treatment_Incentives!=4, robust cluster(subject_id)
19
+ eststo force_plain
20
+ reg summation_correct i.Treatment_intervention ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
21
+ eststo force_all_controls_ability
22
+
23
+ reg summation_correct i.Treatment_Environment if Treatment_Incentives!=4, robust cluster(subject_id)
24
+ test 2.Treatment_Environment=3.Treatment_Environment
25
+ estadd scalar p_treatments = r(p)
26
+ eststo plain
27
+
28
+ reg summation_correct i.Treatment_Environment ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
29
+ test 2.Treatment_Environment=3.Treatment_Environment
30
+ estadd scalar p_treatments = r(p)
31
+ eststo all_controls_ability
32
+
33
+ reg default_followed i.Treatment_intervention if Treatment_Incentives!=4, robust cluster(subject_id)
34
+ eststo passive_force_plain
35
+ reg default_followed i.Treatment_intervention ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
36
+ eststo passive_force_controls
37
+
38
+ reg default_followed i.Treatment_Environment if Treatment_Incentives!=4, robust cluster(subject_id)
39
+ test 2.Treatment_Environment=3.Treatment_Environment
40
+ estadd scalar p_treatments = r(p)
41
+ eststo passive_plain
42
+
43
+ reg default_followed i.Treatment_Environment ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
44
+ test 2.Treatment_Environment=3.Treatment_Environment
45
+ estadd scalar p_treatments = r(p)
46
+ eststo passive_controls
47
+
48
+ esttab force_plain force_all_controls_ability ///
49
+ plain all_controls_ability ///
50
+ passive_force_plain passive_force_controls ///
51
+ passive_plain passive_controls ///
52
+ using `"${PATH_OUT}/table2.tex"', replace ///
53
+ b(%5.3f) se(%5.3f) ///
54
+ order(*Treatment_intervention* *Treatment_Environment*) ///
55
+ star(* .1 ** .05 *** .01) ///
56
+ label booktabs nonotes ///
57
+ nodepvars nobase ///
58
+ nomtitles ///
59
+ mgroups("Panel (a): Choice Quality" "Panel (b): Default Adherence" , ///
60
+ pattern(1 0 0 0 1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
61
+ stats(N N_clust r2 p_treatments, fmt(%18.0g %18.0g %5.3f %5.3f) labels(`"N"' "No. Subjects" "\(R^2\)" "\textsc{Directed}=\textsc{Forced}")) ///
62
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
63
+
64
+
65
+
66
+
67
+
68
+
69
+ ****************************************************************
70
+ **** Heterogenous Effects: Incentives
71
+ ****************************************************************
72
+
73
+ reg summation_correct i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_intervention#i.Treatment_Incentives if Treatment_Incentives!=4, robust cluster(subject_id)
74
+ eststo force_plain
75
+
76
+ reg summation_correct i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_intervention#i.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
77
+ eststo force_all_controls_ability
78
+
79
+ reg summation_correct i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_Environment#i.Treatment_Incentives if Treatment_Incentives!=4, robust cluster(subject_id)
80
+ eststo plain
81
+
82
+ reg summation_correct i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_Environment#i.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
83
+ eststo all_controls_ability
84
+
85
+ reg default_followed i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_intervention#i.Treatment_Incentives if Treatment_Incentives!=4, robust cluster(subject_id)
86
+ eststo passive_force_plain
87
+ reg default_followed i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_intervention#i.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
88
+ eststo passive_force_controls
89
+
90
+ reg default_followed i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_Environment#i.Treatment_Incentives if Treatment_Incentives!=4, robust cluster(subject_id)
91
+ eststo passive_plain
92
+
93
+ reg default_followed i.b1.Treatment_Incentives_Int_sc i.bn.Treatment_Incentives i.Treatment_Environment#i.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
94
+ eststo passive_controls
95
+
96
+ esttab force_plain force_all_controls_ability ///
97
+ plain all_controls_ability ///
98
+ passive_force_plain passive_force_controls ///
99
+ passive_plain passive_controls ///
100
+ using `"${PATH_OUT}/tableO_2.tex"', replace ///
101
+ b(%5.3f) se(%5.3f) ///
102
+ order(*Treatment_intervention* *Treatment_Environment*) ///
103
+ star(* .1 ** .05 *** .01) ///
104
+ label booktabs nonotes ///
105
+ nodepvars nobase noomit ///
106
+ interaction("-") ///
107
+ nomtitles ///
108
+ mgroups("Panel (a): Choice Quality" "Panel (b): Default Adherence" , ///
109
+ pattern(1 0 0 0 1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
110
+ stats(N N_clust r2, fmt(%18.0g %18.0g %5.3f ) labels(`"N"' "No. Subjects" "\(R^2\)")) ///
111
+ indicate("Controls = *original* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
112
+
113
+
114
+
115
+
116
+ ****************************************************************
117
+ * Heterogenous Effects: Raven Score
118
+ ****************************************************************
119
+
120
+ reg summation_correct i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median if Treatment_Incentives!=4, robust cluster(subject_id)
121
+ eststo force_plain
122
+
123
+ reg summation_correct i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median i.b3.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
124
+ eststo force_all_controls_ability
125
+
126
+ reg summation_correct i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median if Treatment_Incentives!=4, robust cluster(subject_id)
127
+ eststo plain
128
+
129
+ reg summation_correct i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
130
+ eststo all_controls_ability
131
+
132
+ reg default_followed i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median if Treatment_Incentives!=4, robust cluster(subject_id)
133
+ eststo passive_force_plain
134
+
135
+ reg default_followed i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
136
+ eststo passive_force_controls
137
+
138
+ reg default_followed i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median if Treatment_Incentives!=4, robust cluster(subject_id)
139
+ eststo passive_plain
140
+
141
+ reg default_followed i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
142
+ eststo passive_controls
143
+
144
+ esttab force_plain force_all_controls_ability ///
145
+ plain all_controls_ability ///
146
+ passive_force_plain passive_force_controls ///
147
+ passive_plain passive_controls ///
148
+ using `"${PATH_OUT}/tableO_3.tex"', replace ///
149
+ b(%5.3f) se(%5.3f) ///
150
+ order(*Treatment_intervention* 2.Treatment_Environment* 3.Treatment_Environment*) ///
151
+ star(* .1 ** .05 *** .01) ///
152
+ label booktabs nonotes ///
153
+ nodepvars nobase noomit ///
154
+ nomtitles ///
155
+ mgroups("Panel (a): Choice Quality" "Panel (b): Default Adherence" , ///
156
+ pattern(1 0 0 0 1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
157
+ stats(N N_clust r2, fmt(%18.0g %18.0g %5.3f ) labels(`"N"' "No. Subjects" "\(R^2\)")) ///
158
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
159
+
160
+
161
+
162
+ ****************************************************************
163
+ **** AMPLE
164
+ ****************************************************************
165
+
166
+ reg default_followed i.Treatment_intervention if Treatment_Incentives==4, robust cluster(subject_id)
167
+ eststo def_force_plain
168
+ reg default_followed i.Treatment_intervention ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives==4, robust cluster(subject_id)
169
+ eststo def_force_all_controls
170
+ reg default_followed i.Treatment_Environment if Treatment_Incentives==4, robust cluster(subject_id)
171
+ test 2.Treatment_Environment=3.Treatment_Environment
172
+ estadd scalar p_treatments = r(p)
173
+ eststo def_plain
174
+ reg default_followed i.Treatment_Environment ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives==4, robust cluster(subject_id)
175
+ test 2.Treatment_Environment=3.Treatment_Environment
176
+ estadd scalar p_treatments = r(p)
177
+ eststo def_all_controls
178
+
179
+
180
+ reg summation_correct i.Treatment_intervention if Treatment_Incentives==4, robust cluster(subject_id)
181
+ eststo sum_force_plain
182
+ reg summation_correct i.Treatment_intervention ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives==4, robust cluster(subject_id)
183
+ eststo sum_force_all_controls
184
+ reg summation_correct i.Treatment_Environment if Treatment_Incentives==4, robust cluster(subject_id)
185
+ test 2.Treatment_Environment=3.Treatment_Environment
186
+ estadd scalar p_treatments = r(p)
187
+ eststo sum_plain
188
+ reg summation_correct i.Treatment_Environment ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives==4, robust cluster(subject_id)
189
+ test 2.Treatment_Environment=3.Treatment_Environment
190
+ estadd scalar p_treatments = r(p)
191
+ eststo sum_all_controls
192
+
193
+
194
+
195
+ reg load_correct i.Treatment_intervention if Treatment_Incentives==4, robust cluster(subject_id)
196
+ eststo back_force_plain
197
+ reg load_correct i.Treatment_intervention ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives==4, robust cluster(subject_id)
198
+ eststo back_force_all_controls
199
+ reg load_correct i.Treatment_Environment if Treatment_Incentives==4, robust cluster(subject_id)
200
+ test 2.Treatment_Environment=3.Treatment_Environment
201
+ estadd scalar p_treatments = r(p)
202
+ eststo back_plain
203
+ reg load_correct i.Treatment_Environment ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives==4, robust cluster(subject_id)
204
+ test 2.Treatment_Environment=3.Treatment_Environment
205
+ estadd scalar p_treatments = r(p)
206
+ eststo back_all_controls
207
+
208
+
209
+
210
+
211
+ esttab ///
212
+ sum_force_plain sum_force_all_controls ///
213
+ sum_plain sum_all_controls ///
214
+ def_force_plain def_force_all_controls ///
215
+ def_plain def_all_controls ///
216
+ back_force_plain back_force_all_controls ///
217
+ back_plain back_all_controls ///
218
+ using `"${PATH_OUT}/tableO_7.tex"', replace ///
219
+ b(%5.3f) se(%5.3f) ///
220
+ star(* .1 ** .05 *** .01) ///
221
+ label booktabs nonotes ///
222
+ nodepvars nobase ///
223
+ nomtitles ///
224
+ mgroups("Choice Quality (Decision Task)" "Default Adherence" "Choice Quality (Background Task)" , ///
225
+ pattern(1 0 0 0 1 0 0 0 1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
226
+ stats(N N_clust r2 p_treatments, fmt(%18.0g %18.0g %5.3f %5.3f) labels(`"N"' "No. Subjects" "\(R^2\)" "\textsc{Directed}=\textsc{Forced}")) ///
227
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat* *age* *gender*")
228
+
229
+
230
+
231
+
232
+
233
+
234
+
235
+
236
+
237
+ log close
40/replication_package/EmpiricalAnalysis/dofiles/4_3_Payoffs_And_Efficiency.do ADDED
@@ -0,0 +1,224 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ log using `"${PATH_OUT}/4_3_Payoffs_And_Efficiency.log"', replace
2
+
3
+ use "${PATH_IN_DATA}/formatted_data_replication.dta", clear
4
+
5
+
6
+
7
+ reg payoff_share i.Treatment_intervention if Treatment_Incentives!=4, robust cluster(subject_id)
8
+ eststo force_plain
9
+
10
+ reg payoff_share i.Treatment_intervention ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
11
+ eststo force_all_controls_ability
12
+
13
+
14
+ reg payoff_share i.Treatment_Environment if Treatment_Incentives!=4, robust cluster(subject_id)
15
+ test 2.Treatment_Environment=3.Treatment_Environment
16
+ estadd scalar p_treatments = r(p)
17
+ eststo plain
18
+
19
+ reg payoff_share i.Treatment_Environment ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, robust cluster(subject_id)
20
+ test 2.Treatment_Environment=3.Treatment_Environment
21
+ estadd scalar p_treatments = r(p)
22
+ eststo all_controls_ability
23
+
24
+ esttab force_plain force_all_controls_ability ///
25
+ plain all_controls_ability ///
26
+ using `"${PATH_OUT}/table4.tex"', replace ///
27
+ b(%5.3f) se(%5.3f) ///
28
+ order(*Treatment_intervention* 2.Treatment_Environment* 3.Treatment_Environment*) ///
29
+ star(* .1 ** .05 *** .01) ///
30
+ label booktabs nonotes ///
31
+ nodepvars nobase ///
32
+ nomtitles ///
33
+ mgroups("Payoff Share" , ///
34
+ pattern(1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
35
+ stats(N N_clust r2 p_treatments, fmt(%18.0g %18.0g %5.3f %5.3f) labels(`"N"' "No. Subjects" "\(R^2\)" "\textsc{Directed}=\textsc{Forced}")) ///
36
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
37
+
38
+
39
+
40
+ *** Tables heterogeneity:
41
+
42
+ reg payoff_share i.b1.Treatment_Incentives_Int_sc i.b1.Treatment_Incentives i.Treatment_intervention i.Treatment_intervention#i.b1.Treatment_Incentives if Treatment_Incentives!=4 , cluster(subject_id) robust
43
+ eststo hetero_force_both_raw
44
+ reg payoff_share i.b1.Treatment_Incentives_Int_sc i.b1.Treatment_Incentives i.Treatment_intervention i.Treatment_intervention#i.b1.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4 , cluster(subject_id) robust
45
+ eststo hetero_force_all
46
+
47
+ reg payoff_share i.b1.Treatment_Incentives_Int_sc i.b1.Treatment_Incentives i.Treatment_Environment i.Treatment_Environment#i.b1.Treatment_Incentives if Treatment_Incentives!=4 , cluster(subject_id) robust
48
+ eststo hetero_both_raw
49
+ reg payoff_share i.b1.Treatment_Incentives_Int_sc i.b1.Treatment_Incentives i.Treatment_Environment i.Treatment_Environment#i.b1.Treatment_Incentives ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4 , cluster(subject_id) robust
50
+ eststo hetero_all
51
+
52
+ esttab hetero_force_both_raw hetero_force_all ///
53
+ hetero_both_raw hetero_all ///
54
+ using `"${PATH_OUT}/tableO_8.tex"', replace ///
55
+ b(%5.3f) se(%5.3f) ///
56
+ order(*Treatment_intervention* 2.Treatment_Environment* 3.Treatment_Environment*) ///
57
+ star(* .1 ** .05 *** .01) ///
58
+ label booktabs nonotes ///
59
+ nodepvars nobase noomit ///
60
+ nomtitles ///
61
+ mgroups("Payoff Share" , ///
62
+ pattern(1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
63
+ stats(N N_clust r2, fmt(%18.0g %18.0g %5.3f) labels("N" "No. Subjects" "\(R^2\)")) ///
64
+ indicate("Controls = *original* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
65
+
66
+
67
+
68
+ ****************************** Coefplots Heterogeneity ******************************
69
+
70
+
71
+ reg payoff_share i.b0.Treatment_intervention#i.bn.raven_score_median i.bn.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, cluster(subject_id) nocons
72
+ eststo incentives_heterogeneity
73
+
74
+ coefplot (incentives_heterogeneity , fcolor(gs8) mcolor(gs8) lcolor(gs8)) , ///
75
+ vertical lwidth(*1) keep(*Treatment_intervention*) ///
76
+ ciopts(recast(rcap)lpattern(dash)lwidth(*.6) lcolor(gs0) ) citop ci(95) ///
77
+ xlabel(, labgap(3) labsize(medlarge)) ytitle ("Payoff Share", margin(medium) height(3) size(medlarge)) ylabel(-.1(0.05).1) ///
78
+ graphregion(color(white)) yline(0, lcolor(black)) xlabel(1 "Raven Score {&le} Median" 2 "Raven Score {&gt} Median")
79
+
80
+ graph export `"${PATH_OUT}/figure7.png"', as(png) replace
81
+
82
+ reg payoff_share i.b0.Treatment_intervention#i.bn.raven_score_quartiles i.bn.raven_score_quartiles ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4, cluster(subject_id) nocons
83
+ eststo incentives_heterogeneity
84
+
85
+ coefplot (incentives_heterogeneity , fcolor(gs8) mcolor(gs8) lcolor(gs8)) , ///
86
+ vertical lwidth(*1) keep(*Treatment_intervention*) ///
87
+ ciopts(recast(rcap)lpattern(dash)lwidth(*.6) lcolor(gs0) ) citop ci(95) ///
88
+ xlabel(, labgap(3) labsize(medlarge)) ytitle ("Payoff Share", margin(medium) height(3) size(medlarge)) ylabel(-.1(0.05).1) ///
89
+ graphregion(color(white)) yline(0, lcolor(black)) xlabel(1 `""Raven score" "1st Quartile""' 2 `""Raven score" "2nd Quartile"' 3 `""Raven score" "3rd Quartile""' 4 `""Raven score" "4th Quartile""')
90
+
91
+ graph export `"${PATH_OUT}/figureO_2.png"', as(png) replace
92
+
93
+
94
+ *** Tables heterogeneity:
95
+
96
+ reg payoff_share i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median if Treatment_Incentives!=4 , cluster(subject_id) robust
97
+ eststo hetero_force_both_raw
98
+ reg payoff_share i.raven_score_median i.Treatment_intervention i.Treatment_intervention#i.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4 , cluster(subject_id) robust
99
+ eststo hetero_force_all
100
+
101
+ reg payoff_share i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median if Treatment_Incentives!=4 , cluster(subject_id) robust
102
+ eststo hetero_both_raw
103
+ reg payoff_share i.raven_score_median i.Treatment_Environment i.Treatment_Environment#i.raven_score_median ${Incentive_control} ${Wave_control} ${Ability_control} ${Controls} if Treatment_Incentives!=4 , cluster(subject_id) robust
104
+ eststo hetero_all
105
+
106
+ esttab hetero_force_both_raw hetero_force_all ///
107
+ hetero_both_raw hetero_all ///
108
+ using `"${PATH_OUT}/tableO_9.tex"', replace ///
109
+ b(%5.3f) se(%5.3f) ///
110
+ order(*Treatment_intervention* 2.Treatment_Environment* 3.Treatment_Environment*) ///
111
+ star(* .1 ** .05 *** .01) ///
112
+ label booktabs nonotes ///
113
+ nodepvars nobase noomit ///
114
+ nomtitles ///
115
+ mgroups("Payoff Share" , ///
116
+ pattern(1 0 0 0) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
117
+ stats(N N_clust r2, fmt(%18.0g %18.0g %5.3f) labels("N" "No. Subjects" "\(R^2\)")) ///
118
+ indicate("Controls = *original* *Incentives* *ability* *age* *gender* *perc_multitasking* *subject_cat* *q_abitur_grade_cat* *q_math_grade_cat*")
119
+
120
+
121
+
122
+
123
+
124
+
125
+
126
+
127
+
128
+
129
+
130
+
131
+
132
+
133
+
134
+ ********** Calculate Hypothetical Payoffs for Table 5***************
135
+
136
+ cap program drop convert
137
+ program define convert, eclass
138
+ matrix list `1'
139
+ ereturn scalar N=.
140
+ ereturn matrix mean `1'
141
+ end
142
+
143
+
144
+ use "${PATH_IN_DATA}/formatted_data_replication.dta", clear
145
+
146
+ *Restrict dataset to Baseline-Scarce treatments
147
+ drop if Treatment_Environment!=1
148
+ drop if Treatment_Incentives==4
149
+ drop if round!=1
150
+
151
+ expand 3
152
+
153
+ *Hypo. Treatment ID
154
+ bysort subject_id: gen Treatment_Incentives_Hypo=_n
155
+ label var Treatment_Incentives_Hypo "Hypothetical Incentives"
156
+ label values Treatment_Incentives_Hypo Treatment_Incentives
157
+
158
+
159
+ * Always got 40 cents for load task
160
+ gen hypo_payoff_load_mean = load_correct_mean * 0.4
161
+
162
+ * Get hypo payoff for decision task using real behavior under one of three incentive schemes
163
+ gen hypo_payoff_summation_mean = .
164
+ replace hypo_payoff_summation_mean = summation_correct_mean * 0.1 if Treatment_Incentives_Hypo ==1
165
+ replace hypo_payoff_summation_mean = summation_correct_mean * 0.2 if Treatment_Incentives_Hypo ==2
166
+ replace hypo_payoff_summation_mean = summation_correct_mean * 0.4 if Treatment_Incentives_Hypo ==3
167
+
168
+ ** Hypothethical payoff + share
169
+ gen hypo_payoff_mean = hypo_payoff_load_mean + hypo_payoff_summation_mean
170
+ gen hypo_payoff_share = .
171
+ replace hypo_payoff_share = hypo_payoff_mean / 0.5 if Treatment_Incentives_Hypo ==1
172
+ replace hypo_payoff_share = hypo_payoff_mean / 0.6 if Treatment_Incentives_Hypo ==2
173
+ replace hypo_payoff_share = hypo_payoff_mean / 0.8 if Treatment_Incentives_Hypo ==3
174
+
175
+ gen hypo_payoff_share_table =hypo_payoff_share
176
+ replace hypo_payoff_share_table =. if Treatment_Incentives == Treatment_Incentives_Hypo
177
+
178
+
179
+ estpost tabstat hypo_payoff_share_table if Treatment_Incentives ==1 , by(Treatment_Incentives_Hypo) statistics(mean sd) columns(statistics) listwise nototal
180
+ eststo one
181
+ estpost tabstat hypo_payoff_share_table if Treatment_Incentives ==2 , by(Treatment_Incentives_Hypo) statistics(mean sd) columns(statistics) listwise nototal
182
+ eststo two
183
+ estpost tabstat hypo_payoff_share_table if Treatment_Incentives ==3 , by(Treatment_Incentives_Hypo) statistics(mean sd) columns(statistics) listwise nototal
184
+ eststo three
185
+
186
+ estpost tabstat payoff_share_mean if Treatment_Incentives_Hypo==1 , by(Treatment_Incentives) statistics(mean sd) columns(statistics) listwise nototal
187
+ eststo observed
188
+
189
+ matrix diff=e(mean)
190
+ matrix t=e(mean)
191
+ estpost ttest hypo_payoff_share if Treatment_Incentives_Hypo ==1 &Treatment_Incentives !=3 , by(Treatment_Incentives )
192
+ matrix help=e(b)
193
+ matrix help2=e(p)
194
+ matrix diff[1,1] = help[1,1]
195
+ matrix t[1,1] = help2[1,1]
196
+ estpost ttest hypo_payoff_share if Treatment_Incentives_Hypo ==2 &Treatment_Incentives !=3 , by(Treatment_Incentives )
197
+ matrix help=e(b)
198
+ matrix help2=e(p)
199
+ matrix diff[1,2] = help[1,1]
200
+ matrix t[1,2] = help2[1,1]
201
+ estpost ttest hypo_payoff_share if Treatment_Incentives_Hypo ==3 &Treatment_Incentives !=1 , by(Treatment_Incentives )
202
+ matrix help=e(b)
203
+ matrix help2=e(p)
204
+ matrix diff[1,3] = help[1,1]
205
+ matrix t[1,3] = help2[1,1]
206
+
207
+ convert diff
208
+ eststo diff
209
+
210
+ convert t
211
+ eststo t
212
+
213
+
214
+ * Data for Table 5
215
+ esttab one two three observed diff t, ///
216
+ order(10 20 40) ///
217
+ main(mean %5.3f) aux(sd %5.3f) ///
218
+ nostar unstack noobs nonote nolabel nonumber ///
219
+ mtitles("\textsc{40/10}" "\textsc{40/20}" "\textsc{40/40}" "" "diff" "p-values") ///
220
+ mgroups("Hypothetical behavior in" "Observed" "Diff. to largest benchmark" , pattern(1 0 0 1 1 0) ) ///
221
+
222
+ clear
223
+
224
+ log close
40/replication_package/EmpiricalAnalysis/dofiles/Supplementary_Material_Randomization_Check_table.do ADDED
@@ -0,0 +1,143 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ log using `"${PATH_OUT}/Randomization_Check.log"', replace
2
+
3
+
4
+ use "${PATH_IN_DATA}/formatted_data_replication.dta", clear
5
+ keep if round==1
6
+
7
+
8
+ set scheme s1color_black_gray
9
+
10
+ **********************************
11
+ * Little program to convert matrix
12
+ **********************************
13
+
14
+ cap program drop convert
15
+ program define convert, eclass
16
+ matrix list `1'
17
+ ereturn scalar N=.
18
+ ereturn matrix mean `1'
19
+ ereturn local estimates_title="p-values"
20
+ end
21
+
22
+
23
+
24
+ * Generate variables specifallcy needed for balancing table
25
+
26
+ egen ability_load_std_1=std(ability_load) if original_lab==1
27
+ egen ability_task_std_1=std(ability_task) if original_lab==1
28
+
29
+ egen ability_load_std=std(ability_load) if original_lab==0
30
+ egen ability_task_std=std(ability_task) if original_lab==0
31
+
32
+ replace ability_load_std=ability_load_std_1 if original_lab==1
33
+ replace ability_task_std=ability_task_std_1 if original_lab==1
34
+ drop ability_load_std_1 ability_task_std_1
35
+
36
+ label var ability_task_std "Ability Decision Task (std.)"
37
+ label var ability_load_std "Ability Background Task (std.)"
38
+
39
+ bysort Treatment_Environment Treatment_Incentives: gen obs=_N
40
+ label var obs "N"
41
+
42
+
43
+ cap drop treatment_id
44
+ egen treatment_id=group(Treatment_Environment Treatment_Incentives )
45
+
46
+
47
+
48
+ * Write Balancing table; Different parts are appended after creating results via tabstat
49
+
50
+ qui file open table_out using `"${PATH_OUT}/tableO_1.tex"', write replace
51
+ file write table_out " \begin{tabular}{l*{13}{c}}" _n
52
+ file write table_out "\toprule" _n
53
+ file close table_out
54
+
55
+ estimates clear
56
+
57
+ bysort Treatment_Environment: eststo: estpost tabstat ability_load_std ability_task_std q_age q_gender economist perc_multitasking_2 perc_multitasking_1, by(Treatment_Incentives) nototal statistics(mean sd) columns(statistics) listwise
58
+
59
+ * copy mean matrix such that p-values vector has the correct length etc.
60
+ matrix p_values=e(mean)
61
+ local i=0
62
+ foreach var of varlist ability_load_std ability_task_std q_age q_gender economist perc_multitasking_2 perc_multitasking_1 {
63
+ local i=1+`i'
64
+ kwallis `var' , by(treatment_id)
65
+ local p=chi2tail(`r(df)',`r(chi2_adj)')
66
+ matrix p_values[1,`i']=`p'
67
+ }
68
+
69
+ matrix p_values=p_values[1,1..7]
70
+ matrix coleq p_values=p-value p-value p-value p-value p-value p-value
71
+
72
+ * Convert p-values to estimation result and store it
73
+ convert p_values
74
+ eststo p_values
75
+
76
+ esttab est* p_values using `"${PATH_OUT}/tableO_1.tex"', ///
77
+ main(mean %5.2f) aux(sd %5.2f) nostar unstack ///
78
+ noobs nonote label append booktabs compress ///
79
+ nonumber nomtitles frag ///
80
+ mgroups("\textsc{Baseline}" "\textsc{Directed Attention}" "\textsc{Forced Choice}" "Kruskal-Wallis" , ///
81
+ pattern(1 1 1 1) prefix(\multicolumn{@span}{c}{) suffix(}) span erepeat(\cmidrule(lr){@span})) ///
82
+
83
+
84
+
85
+ * As tabstat uses only observation with no missings, perform second part where only data from certain waves are available
86
+ estimates clear
87
+ bysort Treatment_Environment: eststo: estpost tabstat raven_score treatment_id, by(Treatment_Incentives) nototal statistics(mean sd) columns(statistics) listwise
88
+
89
+ * copy mean matrix such that p-values vector has the correct length etc.
90
+ matrix p_values=e(mean)
91
+ local i=0
92
+ foreach var of varlist raven_score treatment_id{
93
+ local i=1+`i'
94
+ kwallis `var' , by(treatment_id)
95
+ local p=chi2tail(`r(df)',`r(chi2_adj)')
96
+ matrix p_values[1,`i']=`p'
97
+ }
98
+
99
+ matrix p_values=p_values[1,1..2]
100
+ matrix coleq p_values=p-value p-value
101
+
102
+ * Convert p-values to estimation result and store it
103
+ convert p_values
104
+ eststo p_values
105
+
106
+ esttab est* p_values using `"${PATH_OUT}/tableO_1.tex"', ///
107
+ append frag ///
108
+ drop(treatment_id) /// refcat(raven_score "\emph{2nd Wave only}", nolabel) nobaselevels ///
109
+ main(mean %5.2f) aux(sd %5.2f) nostar unstack ///
110
+ eqlabels(none) nolines ///
111
+ noobs nonote label booktabs compress ///
112
+ nomtitles nodepvar nonumber
113
+
114
+ estimates clear
115
+ bysort Treatment_Environment: eststo: estpost tabstat original_lab treatment_id, by(Treatment_Incentives) nototal statistics(mean sd) columns(statistics) listwise
116
+ esttab est* using `"${PATH_OUT}/tableO_1.tex"', ///
117
+ append frag drop(treatment_id) ///
118
+ main(mean %4.0g) nostar unstack ///
119
+ eqlabels(none) ///
120
+ noobs nonote label booktabs compress ///
121
+ nomtitles nodepvar nonumber
122
+
123
+ estimates clear
124
+ bysort Treatment_Environment: eststo: estpost tabstat obs treatment_id, by(Treatment_Incentives) nototal statistics(mean sd) columns(statistics) listwise
125
+ esttab est* using `"${PATH_OUT}/tableO_1.tex"', ///
126
+ append frag drop(treatment_id) ///
127
+ main(mean %5.0g) nostar unstack ///
128
+ eqlabels(none) ///
129
+ noobs nonote label booktabs compress ///
130
+ nomtitles nodepvar nonumber
131
+
132
+ qui file open table_out using `"${PATH_OUT}/tableO_1.tex"', write append
133
+ file write table_out "\bottomrule" _n
134
+ file write table_out "\end{tabular}" _n
135
+ file close table_out
136
+
137
+
138
+
139
+ log close
140
+
141
+
142
+
143
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_eststo.ado ADDED
@@ -0,0 +1,28 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 1.0.4 09nov2007 Ben Jann
2
+
3
+ program define _eststo, byable(onecall)
4
+ local caller : di _caller()
5
+ version 8.2
6
+ if "`_byvars'"!="" local by "by `_byvars'`_byrc0' : "
7
+ if inlist(`"`1'"',"clear","dir","drop") {
8
+ version `caller': `by'eststo `0'
9
+ }
10
+ else {
11
+ capt _on_colon_parse `0'
12
+ if !_rc {
13
+ local command `"`s(after)'"'
14
+ if `"`command'"'!="" {
15
+ local command `":`command'"'
16
+ }
17
+ local 0 `"`s(before)'"'
18
+ }
19
+ syntax [anything] [, Esample * ]
20
+ if `"`esample'"'=="" {
21
+ local options `"noesample `options'"'
22
+ }
23
+ if `"`options'"'!="" {
24
+ local options `", `options'"'
25
+ }
26
+ version `caller': `by'eststo `anything'`options' `command'
27
+ }
28
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_eststo.hlp ADDED
@@ -0,0 +1 @@
 
 
1
+ .h eststo
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_gpp.ado ADDED
@@ -0,0 +1,24 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! 1.0.1 NJC 29 January 1999
2
+ * 1.0.0 13 March 1998
3
+ * computes (i - a)/(n - 2a + 1)
4
+ program define _gpp
5
+ version 5.0
6
+ local varlist "req new max(1)"
7
+ local exp "req nopre"
8
+ local if "opt"
9
+ local in "opt"
10
+ local options "a(real 0.5) BY(string)"
11
+ parse "`*'"
12
+ tempvar value i touse
13
+ if "`by'" != "" { confirm variable `by' }
14
+ quietly {
15
+ mark `touse' `if' `in'
16
+ markout `touse' `exp'
17
+ gen `value' = `exp' if `touse'
18
+ sort `touse' `by' `value'
19
+ by `touse' `by' : gen long `i' = _n if `value' != .
20
+ by `touse' `by' : replace `varlist' = /*
21
+ */ (`i' - `a') / (`i'[_N] - 2 * `a' + 1)
22
+ label var `varlist' "Fraction of the data"
23
+ }
24
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/_/_oaxaca.ado ADDED
@@ -0,0 +1,1505 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *!version 1.0.7 Ben Jann 18nov2008
2
+
3
+ program define _oaxaca, rclass sortpreserve
4
+ version 9.2
5
+ capt syntax [, Level(passthru) eform xb noLEgend ]
6
+ if _rc==0 {
7
+ Display `0'
8
+ exit
9
+ }
10
+ syntax anything ///
11
+ [if] [in] [fw aw pw iw] [, ///
12
+ THREEfold THREEfold2(str) ///
13
+ Weights(numlist) Reference(name) split ///
14
+ Adjust(passthru) ///
15
+ Detail Detail2(passthru) ///
16
+ CATegorical(string) ///
17
+ x1(passthru) x2(passthru) ///
18
+ FIXed FIXed2(string) ///
19
+ noSE ///
20
+ SVY SVY2(str asis) ///
21
+ vce(str) CLuster(passthru) ///
22
+ NOSUEST SUEST ///
23
+ eform ///
24
+ Level(passthru) ///
25
+ xb ///
26
+ noLEgend ///
27
+ NOIsily ///
28
+ nodisplay ///
29
+ depname(passthru) /// dependent variable name for returns/display
30
+ nlcom /// undocumented: use nlcom to derive SE's (slow)
31
+ ]
32
+ _parse_elist `anything' // returns local elist
33
+ local se = "`se'"==""
34
+ if `"`fixed2'"'!="" local fixed
35
+ if `"`detail2'"'!="" local detail detail
36
+ if `"`weights'"'=="" & `"`reference'"'=="" local threefold threefold
37
+ if `"`threefold2'"'!="" {
38
+ if `"`threefold2'"'!=substr("reverse",1,max(1,strlen(`"`threefold2'"'))) {
39
+ di as err "invalid threefold() option"
40
+ exit 198
41
+ }
42
+ local threefold threefold
43
+ local threefold2 reverse
44
+ }
45
+ if (`"`weights'"'!="") + (`"`reference'"'!="") + ("`threefold'"!="")>1 {
46
+ di as err "only one of threefold, weight(), and reference() allowed"
47
+ exit 198
48
+ }
49
+ if "`nosuest'"!="" & "`suest'"!="" {
50
+ di as err "suest and nosuest not both allowed"
51
+ exit 198
52
+ }
53
+ if `"`svy2'"'!="" local svy "svy"
54
+ if "`svy'"!="" {
55
+ local i 0
56
+ foreach opt in vce cluster weight {
57
+ local optnm: word `++i' of "vce()" "cluster()" "weights"
58
+ if `"``opt''"'!="" {
59
+ di as err "`optnm' not allowed with svy"
60
+ exit 198
61
+ }
62
+ }
63
+ }
64
+ local qui = cond("`noisily'"=="","quietly","")
65
+
66
+ // reference equal to one of the groups?
67
+ if "`reference'"!="" {
68
+ local tmp: list posof "`reference'" in elist
69
+ if `tmp' {
70
+ local weights = 2 - `tmp'
71
+ local reference
72
+ }
73
+ }
74
+
75
+ // use suest?
76
+ local suest = cond("`suest'"!="",1,0)
77
+ if `"`reference'`svy'`cluster'"'!="" {
78
+ local suest 1
79
+ }
80
+ if `"`vce'"'!="" {
81
+ _vce_iscluster `vce'
82
+ if `vce_iscluster' local suest 1
83
+ local vce `"vce(`vce')"'
84
+ }
85
+ if `se'==0 | "`nosuest'"!="" {
86
+ local suest 0
87
+ }
88
+
89
+ // get estimates
90
+ local robreg = (`suest'==0 & `se')
91
+ nobreak {
92
+ // preserve last estimates
93
+ tempname hcurrent
94
+ tempvar touse1 touse2 subpop1 subpop2
95
+ _est hold `hcurrent', restore nullok estsystem
96
+ local g 0
97
+ foreach est in `elist' `reference' {
98
+ local ++g
99
+ qui estimates restore `est'
100
+ // determine esample (and subpop if svy)
101
+ if `g'<3 {
102
+ qui gen byte `touse`g'' = e(sample)==1
103
+ _marksubpop `e(subpop)', g(`subpop`g'')
104
+ qui replace `subpop`g'' = 0 if `touse`g''==0
105
+ if "`svy'"=="" {
106
+ qui replace `touse`g'' = 0 if `subpop`g''==0
107
+ }
108
+ if "`e(cmd)'"=="heckman" | "`e(cmd)'"=="heckprob" {
109
+ local tmp "`touse`g''"
110
+ if "`svy'"!="" {
111
+ local tmp "`subpop`g''"
112
+ }
113
+ local depvar: word 1 of `e(depvar)'
114
+ qui replace `tmp' = 0 if `depvar'>=.
115
+ local depvar_s: word 2 of `e(depvar)'
116
+ if "`depvar_s'"!="" {
117
+ qui replace `tmp' = 0 if `depvar_s'==0
118
+ }
119
+ }
120
+ }
121
+ // if not suest: get coefficients (and variances if se)
122
+ if `suest'==0 {
123
+ tempname b`g'
124
+ mat `b`g'' = e(b)
125
+ local firsteq: coleq `b`g'', q
126
+ local firsteq: word 1 of `firsteq'
127
+ mat `b`g'' = `b`g''[1,"`firsteq':"]
128
+ local eqlab = "b`g'"
129
+ if `g'==3 local eqlab = "b_ref"
130
+ mat coleq `b`g'' = "`eqlab'"
131
+ if `se' {
132
+ tempname V`g'
133
+ mat `V`g'' = e(V)
134
+ mat `V`g'' = `V`g''["`firsteq':","`firsteq':"]
135
+ mat coleq `V`g'' = "`eqlab'"
136
+ mat roweq `V`g'' = "`eqlab'"
137
+ if "`e(vce)'"!="robust" local robreg 0
138
+ }
139
+ }
140
+ }
141
+ }
142
+ if `robreg' {
143
+ local e_vce "robust"
144
+ local e_vcetype "Robust"
145
+ }
146
+
147
+ // apply suest
148
+ tempname b V
149
+ if `suest' {
150
+ `qui' suest `elist' `reference', `svy' `vce' `cluster'
151
+ mat `b' = e(b)
152
+ mat `V' = e(V)
153
+ local e_vce "`e(vce)'"
154
+ local e_vcetype "`e(vcetype)'"
155
+ ExtractFirstEqs "b1 b2 b_ref" `b' `V'
156
+ }
157
+ else {
158
+ mat `b' = `b1', `b2'
159
+ mat drop `b1' `b2'
160
+ if `se' {
161
+ mat `V' = `V1'
162
+ MatAppendDiag `V' `V2'
163
+ mat drop `V1' `V2'
164
+ }
165
+ if `g'==3 {
166
+ mat `b' = `b', `b3'
167
+ mat drop `b3'
168
+ if `se' {
169
+ MatAppendDiag `V' `V3'
170
+ mat drop `V3'
171
+ }
172
+ }
173
+ }
174
+
175
+ // apply deviation contrast transform to categorical variables
176
+ if `"`categorical'"'!="" {
177
+ if `se' {
178
+ _devcon `b' `V', groups(`categorical')
179
+ }
180
+ else {
181
+ _decvon `b', groups(`categorical')
182
+ }
183
+ }
184
+
185
+ // insert 0's for missing coefficients
186
+ mata: oaxaca_insertmissingcoefs() // returns coefnames in local coef
187
+
188
+ // compute means
189
+ marksample touse, novarlist zeroweight
190
+ qui replace `touse' = 0 if `touse1'==0 & `touse2'==0
191
+ tempname x Vx
192
+ if "`svy'"!="" {
193
+ capt _parsesvyopt `svy2'
194
+ if _rc {
195
+ di as err "invalid svy() option"
196
+ exit 198
197
+ }
198
+ capt _parsesvysubpop `svy_subpop'
199
+ if _rc {
200
+ di as err "invalid subpop() option"
201
+ exit 198
202
+ }
203
+ //=> svy `svy_type', subpop(`svy_subpop') `svy_opts': ...
204
+ }
205
+ local cons
206
+ if `: list posof "_cons" in coefs' {
207
+ local cons "_cons"
208
+ }
209
+ local xvars: list coefs - cons
210
+ if "`cons'"!="" {
211
+ tempname xcons
212
+ qui gen byte `xcons' = 1
213
+ local xvars: list xvars | xcons
214
+ }
215
+ if `suest' {
216
+ tempname grpvar
217
+ gen byte `grpvar'= 0
218
+ qui replace `grpvar' = 1 if `subpop1'
219
+ capt assert (`grpvar'==0) if `subpop2'
220
+ if _rc {
221
+ error "overlapping samples (groups not distinct)"
222
+ exit 498
223
+ }
224
+ qui replace `grpvar' = 2 if `subpop2'
225
+ if "`svy'"=="" {
226
+ `qui' mean `xvars' if `touse' [`weight'`exp'], ///
227
+ over(`grpvar') `vce' `cluster'
228
+ if e(N_clust)<. {
229
+ local e_N_clust = e(N_clust)
230
+ local e_clustvar "`e(clustvar)'"
231
+ }
232
+ }
233
+ else {
234
+ `qui' svy `svy_type', ///
235
+ subpop(`svy_subpop' & (`subpop1' | `subpop2')) `svy_opts' : ///
236
+ mean `xvars' if `touse', over(`grpvar')
237
+ local e_prefix "`e(prefix)'"
238
+ local e_N_strata = e(N_strata)
239
+ local e_N_psu = e(N_psu)
240
+ local e_N_pop = e(N_pop)
241
+ local e_df_r = e(df_r)
242
+ }
243
+ if "`e(vce)'"!="analytic" {
244
+ local e_vce "`e(vce)'"
245
+ local e_vcetype "`e(vcetype)'"
246
+ }
247
+ local e_wtype "`e(wtype)'"
248
+ local e_wexp `"`e(wexp)'"'
249
+ mat `x' = e(b)
250
+ mat `Vx' = e(V)
251
+ local N1 = el(e(_N),1,1)
252
+ local N2 = el(e(_N),1,2)
253
+ if "`cons'"!="" {
254
+ local coleq: coleq `x'
255
+ local coleq: subinstr local coleq "`xcons'" "_cons", word all
256
+ mat coleq `x' = `coleq'
257
+ mat coleq `Vx' = `coleq'
258
+ mat roweq `Vx' = `coleq'
259
+ }
260
+ mata: oaxaca_reorderxandVx()
261
+ }
262
+ else {
263
+ tempname xtmp Vxtmp
264
+ local tmp
265
+ forv i = 1/2 {
266
+ if "`svy'"=="" {
267
+ `qui' mean `xvars' if `touse' & `touse`i'' [`weight'`exp'], `vce' `cluster'
268
+ }
269
+ else {
270
+ `qui' svy `svy_type', subpop(`svy_subpop' & `subpop`i'') `svy_opts' : ///
271
+ mean `xvars' if `touse' & `touse`i''
272
+ }
273
+ mat `x`tmp'' = e(b)
274
+ local N`i' = el(e(_N),1,1)
275
+ local e_wtype "`e(wtype)'"
276
+ local e_wexp `"`e(wexp)'"'
277
+ if "`cons'"!="" {
278
+ local coln: colnames `x`tmp''
279
+ local coln: subinstr local coln "`xcons'" "_cons", word
280
+ mat coln `x`tmp'' = `coln'
281
+ }
282
+ mat coleq `x`tmp'' = "x`i'"
283
+ if `se' {
284
+ mat `Vx`tmp'' = e(V)
285
+ if "`cons'"!="" {
286
+ mat coln `Vx`tmp'' = `coln'
287
+ mat rown `Vx`tmp'' = `coln'
288
+ }
289
+ mat coleq `Vx`tmp'' = "x`i'"
290
+ mat roweq `Vx`tmp'' = "x`i'"
291
+ }
292
+ local tmp tmp
293
+ }
294
+ mat `x' = `x', `xtmp'
295
+ mat drop `xtmp'
296
+ if `se' {
297
+ MatAppendDiag `Vx' `Vxtmp'
298
+ mat drop `Vxtmp'
299
+ }
300
+ }
301
+ if `"`x1'`x2'"'!="" {
302
+ _setXvals `x' `Vx', se(`se') `x1' `x2'
303
+ }
304
+ mat `b' = `b', `x'
305
+ mat drop `x'
306
+ if `se' {
307
+ if "`fixed'"!="" {
308
+ mat `Vx' = `Vx'*0
309
+ }
310
+ else if `"`fixed2'"'!=""{
311
+ local fixedx
312
+ foreach var of local fixed2 {
313
+ capt unab temp: `var'
314
+ if _rc {
315
+ local temp "`var'"
316
+ }
317
+ local temp: list temp & coefs
318
+ if `"`temp'"'=="" {
319
+ di as err `"`var' not found"'
320
+ exit 111
321
+ }
322
+ local fixedx: list fixedx | temp
323
+ }
324
+ if `"`fixedx'"'!="" {
325
+ mata: oaxaca_setfixedXtozero(0)
326
+ }
327
+ }
328
+ MatAppendDiag `V' `Vx'
329
+ mat drop `Vx'
330
+ }
331
+
332
+ // post b and V for use with nlcom
333
+ if `se' {
334
+ eret post `b' `V'
335
+ _eretpostcmd
336
+ tempname V0
337
+ mat `V0' = e(V)
338
+ }
339
+ else {
340
+ eret post `b'
341
+ }
342
+ tempname b0
343
+ mat `b0' = e(b)
344
+
345
+ // parse adjust() => returns locals adjust and coefsadj
346
+ _parseadjust, `adjust' coefs(`coefs')
347
+
348
+ // parse detail2() option => returns local cgroups
349
+ _parsedetail2, `detail2' coefs(`coefsadj')
350
+
351
+ if "`nlcom'"!="" {
352
+ // nlcom step 1: detailed decomposition
353
+ local terms1
354
+ local terms2
355
+ local terms3
356
+ if "`threefold'"!="" {
357
+ local 1 1
358
+ local 2 2
359
+ if "`threefold2'"!="" {
360
+ local 1 2
361
+ local 2 1
362
+ }
363
+ local i 0
364
+ foreach coef of local coefsadj {
365
+ local ++i
366
+ local term1`i' (E_`coef':([x1]_b[`coef']-[x2]_b[`coef'])*[b`2']_b[`coef'])
367
+ local terms1 `"`macval(terms1)' \`term1`i''"'
368
+ local term2`i' (C_`coef':[x`2']_b[`coef']*([b1]_b[`coef']-[b2]_b[`coef']))
369
+ local terms2 `"`macval(terms2)' \`term2`i''"'
370
+ local term3`i' (I_`coef':([x1]_b[`coef']-[x2]_b[`coef'])*([b`1']_b[`coef']-[b`2']_b[`coef']))
371
+ local terms3 `"`macval(terms3)' \`term3`i''"'
372
+ }
373
+ local eqnames "E_ C_ I_"
374
+ }
375
+ else {
376
+ if "`reference'"!="" {
377
+ local i 0
378
+ foreach coef of local coefsadj {
379
+ local ++i
380
+ local term1`i' (E_`coef':([x1]_b[`coef']-[x2]_b[`coef'])*[b_ref]_b[`coef'])
381
+ local terms1 `"`macval(terms1)' \`term1`i''"'
382
+ if "`split'"=="" {
383
+ local term2`i' (U_`coef':[x1]_b[`coef']*([b1]_b[`coef']-[b_ref]_b[`coef']) ///
384
+ + [x2]_b[`coef']*([b_ref]_b[`coef']-[b2]_b[`coef']))
385
+ local terms2 `"`macval(terms2)' \`term2`i''"'
386
+ }
387
+ else {
388
+ local term2`i' (U1_`coef':[x1]_b[`coef']*([b1]_b[`coef']-[b_ref]_b[`coef']))
389
+ local term3`i' (U2_`coef':[x2]_b[`coef']*([b_ref]_b[`coef']-[b2]_b[`coef']))
390
+ local terms2 `"`macval(terms2)' \`term2`i''"'
391
+ local terms3 `"`macval(terms3)' \`term3`i''"'
392
+ }
393
+ }
394
+ }
395
+ else { // => weights()
396
+ local i 0
397
+ local wgt
398
+ foreach coef of local coefsadj {
399
+ if `"`wgt'"'=="" { // => recycle
400
+ local wgt "`weights'"
401
+ }
402
+ gettoken w wgt : wgt
403
+ local m = 1 - `w'
404
+ local ++i
405
+ local term1`i' (E_`coef':([x1]_b[`coef']-[x2]_b[`coef']) * ///
406
+ (`w'*[b1]_b[`coef']+`m'*[b2]_b[`coef']))
407
+ local terms1 `"`macval(terms1)' \`term1`i''"'
408
+ if "`split'"=="" {
409
+ local term2`i' (U_`coef':[x1]_b[`coef']*(`m'*[b1]_b[`coef']-`m'*[b2]_b[`coef']) ///
410
+ + [x2]_b[`coef']*(`w'*[b1]_b[`coef']-`w'*[b2]_b[`coef']))
411
+ local terms2 `"`macval(terms2)' \`term2`i''"'
412
+ }
413
+ else {
414
+ local term2`i' (U1_`coef':[x1]_b[`coef']*(`m'*[b1]_b[`coef']-`m'*[b2]_b[`coef']))
415
+ local term3`i' (U2_`coef':[x2]_b[`coef']*(`w'*[b1]_b[`coef']-`w'*[b2]_b[`coef']))
416
+ local terms2 `"`macval(terms2)' \`term2`i''"'
417
+ local terms3 `"`macval(terms3)' \`term3`i''"'
418
+ }
419
+ }
420
+ }
421
+ if "`split'"=="" {
422
+ local eqnames "E_ U_"
423
+ }
424
+ else {
425
+ local eqnames "E_ U1_ U2_"
426
+ }
427
+ }
428
+ local plus
429
+ local xb1
430
+ local xb2
431
+ foreach coef of local coefs {
432
+ local xb1 `xb1'`plus'[x1]_b[`coef']*[b1]_b[`coef']
433
+ local xb2 `xb2'`plus'[x2]_b[`coef']*[b2]_b[`coef']
434
+ local plus "+"
435
+ }
436
+ local xb1 (D_xb1:`xb1')
437
+ local xb2 (D_xb2:`xb2')
438
+ local plus
439
+ local adj
440
+ foreach coef of local adjust {
441
+ local adj `adj'`plus'[x1]_b[`coef']*[b1]_b[`coef']-[x2]_b[`coef']*[b2]_b[`coef']
442
+ local plus "+"
443
+ }
444
+ if `"`adj'"'!="" {
445
+ local adj (D_adj:`adj')
446
+ }
447
+ if `se' {
448
+ quietly nlcom `xb1' `xb2' `adj' `terms1' `terms2' `terms3', post
449
+ }
450
+ else {
451
+ nlcom_nose `xb1' `xb2' `adj' `terms1' `terms2' `terms3'
452
+ mat `b' = r(b)
453
+ eret post `b'
454
+ }
455
+
456
+ // nlcom step 2: totals
457
+ local terms1
458
+ local terms2
459
+ local terms3
460
+ local j 0
461
+ foreach eq of local eqnames {
462
+ local ++j
463
+ local i 0
464
+ local term`j'tot
465
+ local plus
466
+ foreach group of local cgroups {
467
+ local ++i
468
+ local term`j'`i'
469
+ local plusplus
470
+ gettoken gname gcoefs : group
471
+ if `"`gcoefs'"'=="" {
472
+ local gcoefs `"`gname'"'
473
+ }
474
+ foreach coef of local gcoefs {
475
+ local term`j'tot `term`j'tot'`plus'_b[`eq'`coef']
476
+ local plus "+"
477
+ if "`coef'"=="_cons" & inlist("`eq'","E_","I_") continue
478
+ if "`detail'"!="" {
479
+ local term`j'`i' `term`j'`i''`plusplus'_b[`eq'`coef']
480
+ local plusplus "+"
481
+ }
482
+ }
483
+ if `"`term`j'`i''"'!="" {
484
+ local term`j'`i' (`eq'`gname':`term`j'`i'')
485
+ local terms`j' `"`macval(terms`j')' \`term`j'`i''"'
486
+ }
487
+ }
488
+ if "`detail'"!="" {
489
+ local term`j'tot (`eq'Total:`term`j'tot')
490
+ }
491
+ else {
492
+ local term`j'tot (`eq':`term`j'tot')
493
+ }
494
+ local terms`j' `"`macval(terms`j')' \`term`j'tot'"'
495
+ }
496
+ if `"`adj'"'!="" {
497
+ local adj (D_Adjusted:_b[D_xb1]-_b[D_xb2]-_b[D_adj])
498
+ }
499
+ if `se' {
500
+ quietly nlcom (D_Prediction_1:_b[D_xb1]) (D_Prediction_2:_b[D_xb2]) ///
501
+ (D_Difference:_b[D_xb1]-_b[D_xb2]) `adj' ///
502
+ `terms1' `terms2' `terms3'
503
+ mat `b' = r(b)
504
+ mat `V' = r(V)
505
+ }
506
+ else {
507
+ nlcom_nose (D_Prediction_1:_b[D_xb1]) (D_Prediction_2:_b[D_xb2]) ///
508
+ (D_Difference:_b[D_xb1]-_b[D_xb2]) `adj' ///
509
+ `terms1' `terms2' `terms3'
510
+ mat `b' = r(b)
511
+ }
512
+ }
513
+ else {
514
+ mata: oaxaca_decomp()
515
+ }
516
+ if `se'==0 {
517
+ mat `V' = `b''*`b'*0
518
+ }
519
+
520
+ // post results
521
+ local coln: coln `b'
522
+ local coln `" `coln'"'
523
+ local coln: subinstr local coln " D_" " Differential:", all
524
+ local eqcolon = cond("`detail'"!="",":","")
525
+ local eqname = cond("`detail'"!="","","Decomposition:")
526
+ if "`threefold'"!="" {
527
+ local coln: subinstr local coln " E_" " `eqname'Endowments`eqcolon'", all
528
+ local coln: subinstr local coln " C_" " `eqname'Coefficients`eqcolon'", all
529
+ local coln: subinstr local coln " I_" " `eqname'Interaction`eqcolon'", all
530
+ }
531
+ else {
532
+ local coln: subinstr local coln " E_" " `eqname'Explained`eqcolon'", all
533
+ if "`split'"=="" {
534
+ local coln: subinstr local coln " U_" " `eqname'Unexplained`eqcolon'", all
535
+ }
536
+ else {
537
+ local coln: subinstr local coln " U1_" " `eqname'Unexplained_1`eqcolon'", all
538
+ local coln: subinstr local coln " U2_" " `eqname'Unexplained_2`eqcolon'", all
539
+ }
540
+ }
541
+ mat coln `b' = `coln'
542
+ mat coln `V' = `coln'
543
+ mat rown `V' = `coln'
544
+ if "`threefold'"!="" local model threefold `threefold2'
545
+ else local model twofold `split'
546
+ if "`reference'"!="" local refcoefs "b_ref"
547
+ if `"`detail2'"'!="" {
548
+ local dlegend
549
+ local space
550
+ foreach cgroup of local cgroups {
551
+ if `:list sizeof cgroup'>1 {
552
+ gettoken name vars : cgroup
553
+ local dlegend `"`dlegend'`space'"`name':`vars'""'
554
+ local space " "
555
+ }
556
+ }
557
+ }
558
+ PostResults `b' `V', b0(`b0') v0(`V0') `depname' esample(`touse') ///
559
+ suest(`suest') model(`model') weights(`weights') ///
560
+ refcoefs(`refcoefs') detail(`detail') legend(`dlegend') ///
561
+ adjust(`adjust') fixed(`fixedx') ///
562
+ n1(`N1') n2(`N2') wtype(`e_wtype') wexp(`e_wexp') ///
563
+ vce(`e_vce') vcetype(`e_vcetype') n_clust(`e_N_clust') ///
564
+ clustvar(`e_clustvar') prefix(`e_prefix') n_strata(`e_N_strata') ///
565
+ n_psu(`e_N_psu') n_pop(`e_N_pop') df_r(`e_df_r')
566
+
567
+ // display
568
+ if "`display'"=="" {
569
+ Display, `level' `eform' `xb' `legend'
570
+ }
571
+
572
+ // cleanup
573
+ _est unhold `hcurrent', not
574
+ end
575
+
576
+ prog _parse_elist
577
+ syntax namelist(name=elist min=2 max=2)
578
+ if "`:word 1 of `elist''"=="`:word 2 of `elist''" {
579
+ di as err "namelist: too few specified"
580
+ exit 102
581
+ }
582
+ c_local elist "`elist'"
583
+ end
584
+
585
+ prog Display, eclass
586
+ syntax [, level(passthru) eform xb noLEgend ]
587
+ if !inlist("`e(cmd)'","_oaxaca","oaxaca") {
588
+ error 301
589
+ }
590
+ if "`eform'"!="" {
591
+ local eform "eform(exp(b))"
592
+ tempname b
593
+ mat `b' = e(b)
594
+ local coln: colnames `b'
595
+ local newcoln: subinstr local coln "_cons" "__cons", word count(local cons)
596
+ if `cons' {
597
+ mat coln `b' = `newcoln'
598
+ ereturn repost b = `b', rename
599
+ }
600
+ }
601
+ _coef_table_header
602
+ eret display, `level' `eform'
603
+ if "`eform'"!="" {
604
+ if `cons' {
605
+ mat `b' = e(b)
606
+ mat coln `b' = `coln'
607
+ ereturn repost b = `b', rename
608
+ }
609
+ }
610
+ if "`legend'"=="" {
611
+ Display_legend
612
+ }
613
+ if `"`xb'"'!="" {
614
+ Display_b0, `level'
615
+ }
616
+ end
617
+
618
+ prog Display_legend
619
+ if `"`e(legend)'"'=="" exit
620
+ foreach line in `e(legend)' {
621
+ local i 0
622
+ local piece: piece `++i' 78 of `"`line'"'
623
+ di as txt `"`piece'"'
624
+ while (1) {
625
+ local piece: piece `++i' 76 of `"`line'"'
626
+ if `"`piece'"'=="" continue, break
627
+ di as txt `" `piece'"'
628
+ }
629
+ }
630
+ end
631
+
632
+ prog Display_b0
633
+ syntax [, Level(passthru)]
634
+ tempname hcurrent b V
635
+ mat `b' = e(b0)
636
+ mat `V' = e(V0)
637
+ _est hold `hcurrent', restore estsystem
638
+ di _n "Coefficients (b) and means (x)"
639
+ eret post `b' `V'
640
+ eret display, `level'
641
+ end
642
+
643
+ prog _marksubpop
644
+ syntax [varname(default=none)] [if], g(name)
645
+ marksample touse
646
+ if "`varlist'"!="" {
647
+ qui replace `touse' = 0 if `varlist'==0
648
+ }
649
+ rename `touse' `g'
650
+ end
651
+
652
+ prog ExtractFirstEqs
653
+ args eqlab b V
654
+ local i 0
655
+ foreach nm in `e(names)' {
656
+ local ++i
657
+ local suffix: word 1 of `e(eqnames`i')'
658
+ if `"`suffix'"'!="_" {
659
+ local nm `"`nm'_`suffix'"'
660
+ }
661
+ local oldeqs `"`oldeqs'`space'`nm'"'
662
+ local neweqs `"`neweqs'`space'`:word `i' of `eqlab''"'
663
+ local space " "
664
+ }
665
+ mata: oaxaca_extracteqs()
666
+ end
667
+
668
+ prog MatAppendDiag
669
+ args A D
670
+ tempname B C
671
+ mat `B' = J(rowsof(`A'),colsof(`D'),0)
672
+ mat coln `B' = `:colfullnames `D''
673
+ mat `C' = J(rowsof(`D'),colsof(`A'),0)
674
+ mat rown `C' = `:rowfullnames `D''
675
+ mat `A' = (`A', `B') \ (`C', `D')
676
+ end
677
+
678
+ program _parsesvyopt
679
+ syntax [anything] [, SUBpop(str asis) * ]
680
+
681
+ c_local svy_type `"`anything'"'
682
+ c_local svy_opts `"`options'"'
683
+ c_local svy_subpop `"`subpop'"'
684
+ end
685
+
686
+ program _vce_iscluster
687
+ syntax [anything] [, * ]
688
+ local vce_type: word 1 of `anything'
689
+ local iscluster 0
690
+ if `"`vce_type'"'==substr("cluster",1,max(2,strlen(`"`vce_type'"'))) local iscluster 1
691
+ c_local vce_iscluster `iscluster'
692
+ end
693
+
694
+ program _parsesvysubpop
695
+ syntax [varname(default=none)] [if/]
696
+ if `"`if'"'!="" {
697
+ local iff `"(`if') & "'
698
+ }
699
+ c_local svy_subpop `"`varlist' if `iff'1"'
700
+ end
701
+
702
+ program define _devcon
703
+ // based on devcon.ado from SSC, version 1.0.9 06dec2005, by Ben Jann
704
+ version 9.2
705
+ syntax anything, Groups(passthru)
706
+ gettoken b: anything
707
+
708
+ mat `b' = `b''
709
+ local eqs: roweq `b', quoted
710
+ local eqs: list uniq eqs
711
+ foreach eq of local eqs {
712
+ __devcon `anything', `groups' eq(`eq':) eqs(`eqs')
713
+ }
714
+ mat `b' = `b''
715
+ end
716
+
717
+ program define __devcon, eclass
718
+ // based on devcon.ado from SSC, version 1.0.9 06dec2005, by Ben Jann
719
+ syntax anything, Groups(string) [ eq(str asis) eqs(str asis) ]
720
+ gettoken b V: anything
721
+ gettoken V : V
722
+ local hasV = (`"`V'"'!="")
723
+
724
+ // get coef names
725
+ tempname btmp
726
+ mat `btmp' = `b'[`"`eq'"',1]
727
+ local vars: rownames `btmp'
728
+ mat drop `btmp'
729
+ local rest `vars'
730
+
731
+ // parse groups
732
+ gettoken 1 groups : groups, parse(",")
733
+ while `"`1'"'!="" {
734
+ gettoken 1 cons : 1, parse("(")
735
+ if "`cons'"!="" {
736
+ unab cons: `cons'
737
+ }
738
+ if "`cons'"=="" local cons _cons
739
+ if !`:list cons in vars' {
740
+ di as error `"categorical(): `cons' not found"'
741
+ exit 111
742
+ }
743
+ unab 1: `1'
744
+ local keep `1'
745
+ local ref: list 1 - vars
746
+ if `:list sizeof ref'>1 {
747
+ di as txt "categorical(): several possible reference indicators: `ref'"
748
+ di as txt "using first indicator; this may cause problems"
749
+ }
750
+ local ref: word 1 of `ref'
751
+ if "`ref'"=="" {
752
+ di as error "categorical(): no reference indicator found"
753
+ exit 111
754
+ }
755
+ local 1: list vars & 1
756
+ if "`1'"=="" {
757
+ di as error "invalid categorical() option"
758
+ exit 198
759
+ }
760
+ if !`:list 1 in rest' {
761
+ di as error "categorical(): groups must be distinct"
762
+ exit 198
763
+ }
764
+ local rest: list rest - 1
765
+ local 1: list 1 | ref
766
+ local 1: list keep & 1
767
+ local gvars `"`gvars'"`1'" "'
768
+ if `:list ref in refs' {
769
+ di as error "categorical(): groups must be distinct"
770
+ exit 198
771
+ }
772
+ else local refs "`refs'`ref' "
773
+ local conss "`conss'`cons' "
774
+ gettoken 1 groups : groups, parse(",")
775
+ gettoken 1 groups : groups, parse(",")
776
+ }
777
+
778
+ // determine order of coefficients
779
+ local var: word 1 of `vars'
780
+ while "`var'"!="" {
781
+ if `:list var in rest' {
782
+ local master `"`master'`"`eq'`var'"' "'
783
+ local vars: list vars - var
784
+ }
785
+ else {
786
+ foreach gvar of local gvars {
787
+ if `:list var in gvar' {
788
+ foreach temp of local gvar {
789
+ local master `"`master'`"`eq'`temp'"' "'
790
+ }
791
+ local vars: list vars - gvar
792
+ continue, break
793
+ }
794
+ }
795
+ }
796
+ local var: word 1 of `vars'
797
+ }
798
+
799
+ // normalize coefficients and compute (co-)variances
800
+ tempname I Icons Vtmp Z
801
+ local g 0
802
+ foreach vars of local gvars {
803
+ local ref: word `++g' of `refs'
804
+ local cons: word `g' of `conss'
805
+ local k: word count `vars'
806
+ // - prepare indicator vector
807
+ mat `I' = `b' * 0
808
+ foreach var of local vars {
809
+ if "`var'"!="`ref'" {
810
+ mat `I'[rownumb(`I',`"`eq'`var'"'),1] = 1
811
+ }
812
+ }
813
+ mat `Icons' = `I'
814
+ mat `Icons'[rownumb(`Icons',`"`eq'`cons'"'),1] = -1
815
+ // - transform coefficients vector
816
+ mat `btmp' = `I'' * `b' / `k'
817
+ mat rown `btmp' = `"`eq'`ref'"'
818
+ mat `b' = `b' - `Icons' * `btmp' \ -`btmp'
819
+ if `hasV' {
820
+ // - add ref cat to V
821
+ mat `Vtmp' = ( `I'' * `V' / `k' )
822
+ mat rown `Vtmp' = `"`eq'`ref'"'
823
+ mat `V' = ( `V' \ -`Vtmp' ) , ( ( -`Vtmp'' \ `Vtmp' * `I' / `k' ))
824
+ // - update indicator vectors and transform V
825
+ mat `I' = `I' \ `btmp'*0
826
+ mat `Icons' = `Icons' \ `btmp'*0
827
+ mat `Vtmp' = ( `I'' * `V' / `k' )
828
+ mat `V' = `V' - `Icons' * `Vtmp' - `Vtmp'' * `Icons'' ///
829
+ + `Vtmp' * `I' / `k' * `Icons' * `Icons''
830
+ mat drop `Vtmp'
831
+ }
832
+ mat drop `btmp'
833
+ }
834
+
835
+ // reorder b and V
836
+ foreach eqi of local eqs {
837
+ if `"`eqi':"'==`"`eq'"' {
838
+ foreach var of local master {
839
+ mat `btmp' = nullmat(`btmp') \ `b'[`"`var'"',1]
840
+ }
841
+ }
842
+ else {
843
+ mat `btmp' = nullmat(`btmp') \ `b'[`"`eqi':"',1]
844
+ }
845
+ }
846
+ mat `b' = `btmp'
847
+ mat drop `btmp'
848
+ if `hasV' {
849
+ foreach eqi of local eqs {
850
+ if `"`eqi':"'==`"`eq'"' {
851
+ foreach var of local master {
852
+ mat `Vtmp' = nullmat(`Vtmp') \ `V'[`"`var'"',1...]
853
+ }
854
+ }
855
+ else {
856
+ mat `Vtmp' = nullmat(`Vtmp') \ `V'[`"`eqi':"',1...]
857
+ }
858
+ }
859
+ mat `V' = `Vtmp'
860
+ mat drop `Vtmp'
861
+ foreach eqi of local eqs {
862
+ if `"`eqi':"'==`"`eq'"' {
863
+ foreach var of local master {
864
+ mat `Vtmp' = nullmat(`Vtmp') , `V'[1...,`"`var'"']
865
+ }
866
+ }
867
+ else {
868
+ mat `Vtmp' = nullmat(`Vtmp') , `V'[1...,`"`eqi':"']
869
+ }
870
+ }
871
+ mat `V' = `Vtmp'
872
+ mat drop `Vtmp'
873
+ }
874
+ end
875
+
876
+ prog _setXvals
877
+ syntax anything, se(str) [ x1(str) x2(str) ]
878
+ gettoken x Vx : anything
879
+ gettoken Vx : Vx
880
+ tempname tmp
881
+ local fixedx
882
+ forv i = 1/2 {
883
+ if `"`x`i''"'=="" continue
884
+ mat `tmp' = `x'[1,"x`i':"]
885
+ local coefs: colnames `tmp'
886
+ while (1) {
887
+ if `"`x`i''"'=="" continue, break
888
+ gettoken var x`i' : x`i', parse(" =,")
889
+ if `"`var'"'=="," {
890
+ gettoken var x`i' : x`i', parse(" =")
891
+ }
892
+ gettoken val x`i' : x`i', parse(" =,")
893
+ if `"`val'"'=="=" {
894
+ gettoken val x`i' : x`i', parse(" ,")
895
+ }
896
+ capt confirm number `val'
897
+ if _rc | `"`var'"'=="" {
898
+ di as err "invalid x`i'() option"
899
+ exit 198
900
+ }
901
+ capt unab trash : `var'
902
+ if _rc {
903
+ local trash `"`var'"'
904
+ }
905
+ local vars: list coefs & trash
906
+ if `"`vars'"'=="" {
907
+ di as err `"x`i'(): `var' not found"'
908
+ exit 111
909
+ }
910
+ local coefs: list coefs - vars
911
+ foreach v of local vars {
912
+ mat `x'[1,colnumb(`x',`"x`i':`v'"')] = `val'
913
+ local fixedx `"`fixedx' `"x`i':`v'"'"'
914
+ }
915
+ }
916
+ }
917
+ if `se' {
918
+ mata: oaxaca_setfixedXtozero(1)
919
+ }
920
+ end
921
+
922
+ program _eretpostcmd, eclass
923
+ eret local cmd "_oaxaca"
924
+ end
925
+
926
+ program _parsedetail2
927
+ syntax [, Detail2(str) coefs(str) ]
928
+ local rest "`coefs'"
929
+ while (1) {
930
+ if `"`detail2'"'=="" continue, break
931
+ gettoken group detail2 : detail2, parse(",")
932
+ gettoken gname vars : group, parse("=:")
933
+ gettoken trash vars: vars, parse("=:")
934
+ if `"`gname'"'=="" | `"`vars'"'=="" {
935
+ di as err "invalid detail() option"
936
+ exit 198
937
+ }
938
+ local gvars
939
+ foreach var of local vars {
940
+ capt unab trash: `var'
941
+ if _rc local trash `"`var'"'
942
+ local svar: list rest & trash
943
+ if "`svar'"=="" {
944
+ di as err `"`var' not found"'
945
+ exit 111
946
+ }
947
+ else {
948
+ local rest: list rest - svar
949
+ }
950
+ local gvars: list gvars | svar
951
+ }
952
+ local groups `"`groups' "`gname' `gvars'""'
953
+ gettoken group detail2 : detail2, parse(",") // get rid of leading comma
954
+ }
955
+ local cgroups
956
+ while (1) {
957
+ if `"`coefs'"'=="" continue, break
958
+ gettoken coef coefs : coefs
959
+ if `:list coef in rest' {
960
+ local cgroups `"`cgroups' "`coef'""'
961
+ }
962
+ else {
963
+ foreach group in `groups' {
964
+ gettoken name vars : group
965
+ if `:list coef in vars' {
966
+ local group `""`group'""'
967
+ local cgroups `"`cgroups' `group'"'
968
+ local groups: list groups - group
969
+ local coefs: list coefs - vars
970
+ continue, break
971
+ }
972
+ }
973
+ }
974
+ }
975
+ c_local cgroups `"`cgroups'"'
976
+ end
977
+
978
+ program _parseadjust
979
+ syntax [, adjust(str) coefs(str) ]
980
+ foreach var of local adjust {
981
+ capt unab trash: `var'
982
+ if _rc local trash `"`var'"'
983
+ local svar: list coefs & trash
984
+ if "`svar'"=="" {
985
+ di as err `"`var' not found"'
986
+ exit 111
987
+ }
988
+ else {
989
+ local coefs: list coefs - svar
990
+ }
991
+ local vars: list vars | svar
992
+ }
993
+ c_local adjust `"`vars'"'
994
+ c_local coefsadj `"`coefs'"'
995
+ end
996
+
997
+ program nlcom_nose, rclass
998
+ gettoken term rest : 0, match(paren)
999
+ tempname b
1000
+ while (1) {
1001
+ if `"`term'"'=="" continue, break
1002
+ gettoken name exp : term, parse(":")
1003
+ gettoken trash exp : exp, parse(":")
1004
+ mat `b' = nullmat(`b'), (`exp')
1005
+ local coln `"`coln' `"`name'"'"'
1006
+ gettoken term rest : rest, match(paren)
1007
+ }
1008
+ mat coln `b' = `coln'
1009
+ ret mat b = `b'
1010
+ end
1011
+
1012
+ program PostResults, eclass
1013
+ syntax anything, b0(str) esample(str) suest(str) [ ///
1014
+ depname(str) model(str) weights(str) refcoefs(str) ///
1015
+ detail(str) legend(str asis) adjust(str) fixed(str) ///
1016
+ v0(str) n1(str) n2(str) ///
1017
+ wtype(str) wexp(str asis) vce(str) vcetype(str) ///
1018
+ n_clust(str) clustvar(str) prefix(str) n_strata(str) ///
1019
+ n_psu(str) n_pop(str) df_r(str) ]
1020
+ qui count if `esample'
1021
+ if `"`depname'"'!="" {
1022
+ local depvar `"`depname'"'
1023
+ local depname `"depname(`depname')"'
1024
+ }
1025
+ eret post `anything', esample(`esample') obs(`r(N)') `depname'
1026
+ foreach opt in prefix clustvar vcetype vce wexp wtype {
1027
+ eret local `opt' `"``opt''"'
1028
+ }
1029
+ if `suest' eret local suest suest
1030
+ foreach opt in fixed adjust legend detail refcoefs weights model depvar {
1031
+ eret local `opt' `"``opt''"'
1032
+ }
1033
+ eret local title "Blinder-Oaxaca decomposition"
1034
+ eret local cmd "_oaxaca"
1035
+ if "`n1'`n2'"!="" {
1036
+ eret scalar N_1 = `n1'
1037
+ eret scalar N_2 = `n2'
1038
+ }
1039
+ foreach opt in N_clust N_strata N_psu N_pop df_r {
1040
+ local optt = lower("`opt'")
1041
+ if `"``optt''"'!="" {
1042
+ eret scalar `opt' = ``optt''
1043
+ }
1044
+ }
1045
+ eret mat b0 = `b0'
1046
+ if "`v0'"!="" {
1047
+ eret mat V0 = `v0'
1048
+ }
1049
+ end
1050
+
1051
+ version 9.2
1052
+ mata:
1053
+
1054
+ void oaxaca_extracteqs()
1055
+ {
1056
+ b = st_matrix(st_local("b"))
1057
+ V = st_matrix(st_local("V"))
1058
+ old = tokens(st_local("oldeqs"))
1059
+ newi = tokens(st_local("neweqs"))
1060
+ stripe = st_matrixcolstripe(st_local("b"))
1061
+ r = 0
1062
+ j = 1
1063
+ match = 0
1064
+ for (i=1; i<=rows(stripe); i++) {
1065
+ if (stripe[i,1]==old[j]) {
1066
+ r++
1067
+ match = 1
1068
+ }
1069
+ else if (match) {
1070
+ j++
1071
+ i--
1072
+ match = 0
1073
+ }
1074
+ if (j>length(old)) break
1075
+ }
1076
+ p = J(r,1,.)
1077
+ r = 0
1078
+ j = 1
1079
+ for (i=1; i<=rows(stripe); i++) {
1080
+ if (stripe[i,1]==old[j]) {
1081
+ p[++r] = i
1082
+ match = 1
1083
+ stripe[i,1] = newi[j]
1084
+ }
1085
+ else if (match) {
1086
+ j++
1087
+ i--
1088
+ match = 0
1089
+ }
1090
+ if (j>length(old)) break
1091
+ }
1092
+ b = b[,p]
1093
+ V = V[p,p]
1094
+ stripe = stripe[p,]
1095
+ st_matrix(st_local("b"), b)
1096
+ st_matrixcolstripe(st_local("b"), stripe)
1097
+ st_matrix(st_local("V"), V)
1098
+ st_matrixcolstripe(st_local("V"), stripe)
1099
+ st_matrixrowstripe(st_local("V"), stripe)
1100
+ }
1101
+
1102
+ void oaxaca_insertmissingcoefs()
1103
+ {
1104
+ b = st_matrix(st_local("b"))
1105
+ stripe = st_matrixcolstripe(st_local("b"))
1106
+ coefs = select(stripe[,2],(stripe[,1]:=="b1"))
1107
+ coefs2 = select(stripe[,2],(stripe[,1]:=="b2"))
1108
+ r = 0
1109
+ for (i=1; i<=length(coefs2); i++) {
1110
+ if (anyof(coefs, coefs2[i])==0) r++
1111
+ }
1112
+ if (r>0) {
1113
+ p = J(r,1,.)
1114
+ r = 0
1115
+ for (i=1; i<=length(coefs2); i++) {
1116
+ if (anyof(coefs, coefs2[i])==0) p[++r] = i
1117
+ }
1118
+ coefs = coefs \ coefs2[p]
1119
+ }
1120
+ if (anyof(coefs,"_cons") & !allof(coefs,"_cons")) {
1121
+ coefs = select(coefs,coefs:!="_cons") \ "_cons"
1122
+ }
1123
+ ncoef = length(coefs)
1124
+ neq = 2 + (stripe[rows(stripe),1]=="b_ref")
1125
+ r = 0
1126
+ for (j=1; j<=neq; j++) {
1127
+ eq = ("b1", "b2", "b_ref")[j]
1128
+ for (i=1; i<=ncoef; i++) {
1129
+ r = r + (length(oaxaca_which(stripe[,1]:==eq :& stripe[,2]:==coefs[i]))>0)
1130
+ }
1131
+ }
1132
+ p = J(r,1,.)
1133
+ r = 1
1134
+ p0 = (1::neq*ncoef)
1135
+ for (j=1; j<=neq; j++) {
1136
+ eq = ("b1", "b2", "b_ref")[j]
1137
+ for (i=1; i<=ncoef; i++) {
1138
+ tmp = oaxaca_which(stripe[,1]:==eq :& stripe[,2]:==coefs[i])
1139
+ if (length(tmp)>0) {
1140
+ p[r++] = tmp[1]
1141
+ }
1142
+ else p0[(j-1)*ncoef+i] = .
1143
+ }
1144
+ }
1145
+ p0 = select(p0, p0:!=.)
1146
+ bnew = J(1,neq*ncoef,0)
1147
+ bnew[p0] = b[p]
1148
+ stripenew = (J(ncoef,1,"b1"),coefs) \ (J(ncoef,1,"b2"),coefs)
1149
+ if (neq==3) stripenew = (stripenew) \ (J(ncoef,1,"b_ref"),coefs)
1150
+ st_matrix(st_local("b"), bnew)
1151
+ st_matrixcolstripe(st_local("b"), stripenew)
1152
+ st_local("coefs",oaxaca_invtokens(coefs))
1153
+ if (st_local("se")=="1") {
1154
+ V = st_matrix(st_local("V"))
1155
+ Vnew = J(rows(V),neq*ncoef,0)
1156
+ Vnew[,p0] = V[,p]
1157
+ V = J(neq*ncoef,neq*ncoef,0)
1158
+ V[p0,] = Vnew[p,]
1159
+ st_matrix(st_local("V"), V)
1160
+ st_matrixcolstripe(st_local("V"), stripenew)
1161
+ st_matrixrowstripe(st_local("V"), stripenew)
1162
+ }
1163
+ }
1164
+
1165
+ void oaxaca_reorderxandVx()
1166
+ {
1167
+ b = st_matrix(st_local("x"))
1168
+ coefs = st_matrixcolstripe(st_local("x")) //tokens(st_local("coefs"))'
1169
+ k = length(b)
1170
+ p = range(1, k-1, 2) \ range(2, k, 2)
1171
+ b = b[p]
1172
+ stripe = ("x":+coefs[p,2]), coefs[p,1] //(J(length(coefs),1,"x1"),coefs) \ (J(length(coefs),1,"x2"),coefs)
1173
+ st_matrix(st_local("x"), b)
1174
+ st_matrixcolstripe(st_local("x"), stripe)
1175
+ if (st_local("se")=="1") {
1176
+ V = st_matrix(st_local("Vx"))
1177
+ V = V[p,p]
1178
+ st_matrix(st_local("Vx"), V)
1179
+ st_matrixcolstripe(st_local("Vx"), stripe)
1180
+ st_matrixrowstripe(st_local("Vx"), stripe)
1181
+ }
1182
+ }
1183
+
1184
+ void oaxaca_setfixedXtozero(real scalar eq)
1185
+ {
1186
+ V = st_matrix(st_local("Vx"))
1187
+ fixed = tokens(st_local("fixedx"))'
1188
+ if (eq) {
1189
+ stripe = st_matrixcolstripe(st_local("Vx"))
1190
+ stripe = stripe[,1] :+ ":" :+ stripe[,2]
1191
+ }
1192
+ else stripe = st_matrixcolstripe(st_local("Vx"))[,2]
1193
+ r = 0
1194
+ for (i=1;i<=length(fixed);i++) {
1195
+ r = r + length(oaxaca_which(stripe:==fixed[i]))
1196
+ }
1197
+ p = J(r,1,.)
1198
+ r = 1
1199
+ for (i=1;i<=length(fixed);i++) {
1200
+ tmp = oaxaca_which(stripe:==fixed[i])
1201
+ p[|r \ r+length(tmp)-1|] = tmp
1202
+ r = r + length(tmp)
1203
+ }
1204
+ V[p,] = V[p,]*0
1205
+ V[,p] = V[,p]*0
1206
+ st_replacematrix(st_local("Vx"),V)
1207
+ }
1208
+
1209
+ void oaxaca_decomp()
1210
+ {
1211
+ se = (st_local("se")=="1")
1212
+ tf = (st_local("threefold")!="")
1213
+ tfr = (st_local("threefold2")!="")
1214
+ ref = (st_local("reference")!="")
1215
+ wgt = strtoreal(tokens(st_local("weights")))
1216
+ split = (st_local("split")!="")
1217
+ detail = (st_local("detail")!="")
1218
+ cgroups = tokens(st_local("cgroups"))
1219
+ ngrp = length(cgroups)
1220
+ adjust = tokens(st_local("adjust"))
1221
+ adjyes = length(adjust)>0
1222
+ b = st_matrix("e(b)")
1223
+ stripe = st_matrixcolstripe("e(b)")
1224
+ if (se) V = st_matrix("e(V)")
1225
+ ncoefs = 0
1226
+ for (i=1; i<=ngrp; i++) {
1227
+ ncoefs = ncoefs + max(((length(tokens(cgroups[i]))-1),1))
1228
+ }
1229
+ if (length(wgt)>0) { // expand wgt (recycle)
1230
+ w = J(1,ncoefs,.)
1231
+ for (i=1; i<=ncoefs; i=i+length(wgt)) {
1232
+ r = i + length(wgt) - 1
1233
+ if (r<=ncoefs) w[|i \ r|] = wgt
1234
+ else w[|i \ ncoefs|] = wgt[|1 \ i-ncoefs+1|]
1235
+ }
1236
+ m = 1:-w
1237
+ }
1238
+ b1 = x1 = b2 = x2 = p = J(1,ncoefs,.)
1239
+ G = J(ncoefs,ngrp,0)
1240
+ grpnms = J(1,ngrp,"")
1241
+ k = 0
1242
+ for (i=1; i<=ngrp; i++) {
1243
+ grp = tokens(cgroups[i])
1244
+ if (length(grp)==1) grp = grp, grp
1245
+ grpnms[i] = grp[1]
1246
+ for (j=2; j<=length(grp); j++) { // skip first
1247
+ coef = grp[j]
1248
+ k++
1249
+ b1[k] = oaxaca_which(stripe[,1]:=="b1":&stripe[,2]:==coef)
1250
+ x1[k] = oaxaca_which(stripe[,1]:=="x1":&stripe[,2]:==coef)
1251
+ b2[k] = oaxaca_which(stripe[,1]:=="b2":&stripe[,2]:==coef)
1252
+ x2[k] = oaxaca_which(stripe[,1]:=="x2":&stripe[,2]:==coef)
1253
+ if (ref) p[k] = oaxaca_which(stripe[,1]:=="b_ref":&stripe[,2]:==coef)
1254
+ G[k,i] = 1
1255
+ }
1256
+ }
1257
+ coln = "D_Prediction_1", "D_Prediction_2", "D_Difference"
1258
+ if (length(adjust)>0) {
1259
+ b1a = x1a = b2a = x2a = J(1,length(adjust),.)
1260
+ for (i=1; i<=length(adjust); i++) {
1261
+ coef = adjust[i]
1262
+ b1a[i] = oaxaca_which(stripe[,1]:=="b1":&stripe[,2]:==coef)
1263
+ x1a[i] = oaxaca_which(stripe[,1]:=="x1":&stripe[,2]:==coef)
1264
+ b2a[i] = oaxaca_which(stripe[,1]:=="b2":&stripe[,2]:==coef)
1265
+ x2a[i] = oaxaca_which(stripe[,1]:=="x2":&stripe[,2]:==coef)
1266
+ }
1267
+ res =
1268
+ b[(x1,x1a)]*b[(b1,b1a)]',
1269
+ b[(x2,x2a)]*b[(b2,b2a)]',
1270
+ b[(x1,x1a)]*b[(b1,b1a)]' - b[(x2,x2a)]*b[(b2,b2a)]',
1271
+ b[x1]*b[b1]' - b[x2]*b[b2]'
1272
+ coln = coln, "D_Adjusted"
1273
+ if (se) {
1274
+ D = J(4, length(b), 0)
1275
+ D[1,(b1,b1a,x1,x1a)] = b[(x1,x1a,b1,b1a)]
1276
+ D[2,(b2,b2a,x2,x2a)] = b[(x2,x2a,b2,b2a)]
1277
+ D[3,(b1,b1a,x1,x1a,b2,b2a,x2,x2a)] = b[(x1,x1a,b1,b1a)], -b[(x2,x2a,b2,b2a)]
1278
+ D[4,(b1,x1,b2,x2)] = b[(x1,b1)], -b[(x2,b2)]
1279
+ }
1280
+ }
1281
+ else {
1282
+ res =
1283
+ b[x1]*b[b1]',
1284
+ b[x2]*b[b2]',
1285
+ b[x1]*b[b1]' - b[x2]*b[b2]'
1286
+ if (se) {
1287
+ D = J(3, length(b), 0)
1288
+ D[1,(b1,x1)] = b[(x1,b1)]
1289
+ D[2,(b2,x2)] = b[(x2,b2)]
1290
+ D[3,(b1,x1,b2,x2)] = b[(x1,b1)], -b[(x2,b2)]
1291
+ }
1292
+ }
1293
+ if (se) j = rows(D)
1294
+ if (tfr) { // threefold reverse
1295
+ if (detail) {
1296
+ res = res,
1297
+ ((b[x1]-b[x2]) :* b[b1]) * G, (b[x1]-b[x2])*b[b1]',
1298
+ (b[x1] :* (b[b1]-b[b2])) * G, b[x1]*(b[b1]-b[b2])',
1299
+ ((b[x1]-b[x2]) :* (b[b2]-b[b1])) * G, (b[x1]-b[x2])*(b[b2]-b[b1])'
1300
+ coln = coln, "E_":+grpnms, "E_Total", "C_":+grpnms, "C_Total",
1301
+ "I_":+grpnms, "I_Total"
1302
+ if (se) {
1303
+ D = D \ J(3*(ngrp+1), length(b), 0)
1304
+ D[++j::j+ngrp-1,(x1,x2,b1)] = G'*diag(b[b1]),G'*diag(-b[b1]),G'*diag(b[x1]-b[x2])
1305
+ D[j=j+ngrp,(x1,x2,b1)] = b[b1], -b[b1], b[x1]-b[x2]
1306
+ D[++j::j+ngrp-1,(x1,b1,b2)] = G'*diag(b[b1]-b[b2]), G'*diag(b[x1]), G'*diag(-b[x1])
1307
+ D[j=j+ngrp,(x1,b1,b2)] = b[b1]-b[b2], b[x1], -b[x1]
1308
+ D[++j::j+ngrp-1,(x1,x2,b1,b2)] = G'*diag(b[b2]-b[b1]), G'*diag(b[b1]-b[b2]),
1309
+ G'*diag(b[x2]-b[x1]), G'*diag(b[x1]-b[x2])
1310
+ D[j=j+ngrp,(x1,x2,b1,b2)] = b[b2]-b[b1], b[b1]-b[b2], b[x2]-b[x1], b[x1]-b[x2]
1311
+ }
1312
+ }
1313
+ else {
1314
+ res = res,
1315
+ (b[x1]-b[x2])*b[b1]',
1316
+ b[x1]*(b[b1]-b[b2])',
1317
+ (b[x1]-b[x2])*(b[b2]-b[b1])'
1318
+ coln = coln, "E_", "C_", "I_"
1319
+ if (se) {
1320
+ D = D \ J(3, length(b), 0)
1321
+ D[++j,(x1,x2,b1)] = b[b1], -b[b1], b[x1]-b[x2]
1322
+ D[++j,(x1,b1,b2)] = b[b1]-b[b2], b[x1], -b[x1]
1323
+ D[++j,(x1,x2,b1,b2)] = b[b2]-b[b1], b[b1]-b[b2], b[x2]-b[x1], b[x1]-b[x2]
1324
+ }
1325
+ }
1326
+ }
1327
+ else if (tf) { // threefold
1328
+ if (detail) {
1329
+ res = res,
1330
+ ((b[x1]-b[x2]) :* b[b2]) * G, (b[x1]-b[x2])*b[b2]',
1331
+ (b[x2] :* (b[b1]-b[b2])) * G, b[x2]*(b[b1]-b[b2])',
1332
+ ((b[x1]-b[x2]) :* (b[b1]-b[b2])) * G, (b[x1]-b[x2])*(b[b1]-b[b2])'
1333
+ coln = coln, "E_":+grpnms, "E_Total", "C_":+grpnms, "C_Total",
1334
+ "I_":+grpnms, "I_Total"
1335
+ if (se) {
1336
+ D = D \ J(3*(ngrp+1), length(b), 0)
1337
+ D[++j::j+ngrp-1,(x1,x2,b2)] = G'*diag(b[b2]),G'*diag(-b[b2]),G'*diag(b[x1]-b[x2])
1338
+ D[j=j+ngrp,(x1,x2,b2)] = b[b2], -b[b2], b[x1]-b[x2]
1339
+ D[++j::j+ngrp-1,(x2,b1,b2)] = G'*diag(b[b1]-b[b2]), G'*diag(b[x2]), G'*diag(-b[x2])
1340
+ D[j=j+ngrp,(x2,b1,b2)] = b[b1]-b[b2], b[x2], -b[x2]
1341
+ D[++j::j+ngrp-1,(x1,x2,b1,b2)] = G'*diag(b[b1]-b[b2]), G'*diag(b[b2]-b[b1]),
1342
+ G'*diag(b[x1]-b[x2]), G'*diag(b[x2]-b[x1])
1343
+ D[j=j+ngrp,(x1,x2,b1,b2)] = b[b1]-b[b2], b[b2]-b[b1], b[x1]-b[x2], b[x2]-b[x1]
1344
+ }
1345
+ }
1346
+ else {
1347
+ res = res,
1348
+ (b[x1]-b[x2])*b[b2]',
1349
+ b[x2]*(b[b1]-b[b2])',
1350
+ (b[x1]-b[x2])*(b[b1]-b[b2])'
1351
+ coln = coln, "E_", "C_", "I_"
1352
+ if (se) {
1353
+ D = D \ J(3, length(b), 0)
1354
+ D[++j,(x1,x2,b2)] = b[b2], -b[b2], b[x1]-b[x2]
1355
+ D[++j,(x2,b1,b2)] = b[b1]-b[b2], b[x2], -b[x2]
1356
+ D[++j,(x1,x2,b1,b2)] = b[b1]-b[b2], b[b2]-b[b1], b[x1]-b[x2], b[x2]-b[x1]
1357
+ }
1358
+ }
1359
+ }
1360
+ else if (ref) { // reference coefs
1361
+ if (detail) {
1362
+ res = res,
1363
+ ((b[x1]-b[x2]) :* b[p]) * G, (b[x1]-b[x2])*b[p]',
1364
+ (split ? (b[x1] :* (b[b1]-b[p])) * G, b[x1] * (b[b1]-b[p])',
1365
+ (b[x2] :* (b[p]-b[b2])) * G, b[x2] * (b[p]-b[b2])'
1366
+ : (b[x1] :* (b[b1]-b[p]) + b[x2] :* (b[p]-b[b2])) * G,
1367
+ b[x1] * (b[b1]-b[p])' + b[x2] * (b[p]-b[b2])'
1368
+ )
1369
+ coln = coln, "E_":+grpnms, "E_Total", (split ?
1370
+ ("U1_":+grpnms, "U1_Total", "U2_":+grpnms, "U2_Total")
1371
+ : ("U_":+grpnms, "U_Total"))
1372
+ if (se) {
1373
+ D = D \ J((2+split)*(ngrp+1), length(b), 0)
1374
+ D[++j::j+ngrp-1,(x1,x2,p)] = G'*diag(b[p]), G'*diag(-b[p]), G'*diag(b[x1]-b[x2])
1375
+ D[j=j+ngrp,(x1,x2,p)] = b[p], -b[p], b[x1]-b[x2]
1376
+ if (split) {
1377
+ D[++j::j+ngrp-1,(x1,b1,p)] = G'*diag(b[b1]-b[p]), G'*diag(b[x1]), G'*diag(-b[x1])
1378
+ D[j=j+ngrp,(x1,b1,p)] = b[b1]-b[p], b[x1], -b[x1]
1379
+ D[++j::j+ngrp-1,(x2,p,b2)] = G'*diag(b[p]-b[b2]), G'*diag(b[x2]), G'*diag(-b[x2])
1380
+ D[j=j+ngrp,(x2,p,b2)] = b[p]-b[b2], b[x2], -b[x2]
1381
+ }
1382
+ else {
1383
+ D[++j::j+ngrp-1,(x1,x2,b1,b2,p)] = G'*diag(b[b1]-b[p]), G'*diag(b[p]-b[b2]),
1384
+ G'*diag(b[x1]), G'*diag(-b[x2]), G'*diag(b[x2]-b[x1])
1385
+ D[j=j+ngrp,(x1,x2,b1,b2,p)] = b[b1]-b[p], b[p]-b[b2], b[x1], -b[x2], b[x2]-b[x1]
1386
+ }
1387
+ }
1388
+ }
1389
+ else {
1390
+ res = res,
1391
+ (b[x1]-b[x2])*b[p]',
1392
+ (split ? b[x1] * (b[b1]-b[p])', b[x2] * (b[p]-b[b2])'
1393
+ : b[x1] * (b[b1]-b[p])' + b[x2] * (b[p]-b[b2])'
1394
+ )
1395
+ coln = coln, "E_", (split ? ("U1_", "U2_") : "U_")
1396
+ if (se) {
1397
+ D = D \ J(2+split, length(b), 0)
1398
+ D[++j,(x1,x2,p)] = b[p], -b[p], b[x1]-b[x2]
1399
+ if (split) {
1400
+ D[++j,(x1,b1,p)] = b[b1]-b[p], b[x1], -b[x1]
1401
+ D[++j,(x2,p,b2)] = b[p]-b[b2], b[x2], -b[x2]
1402
+ }
1403
+ else {
1404
+ D[++j,(x1,x2,b1,b2,p)] = b[b1]-b[p], b[p]-b[b2], b[x1], -b[x2], b[x2]-b[x1]
1405
+ }
1406
+ }
1407
+ }
1408
+ }
1409
+ else /*if length(wgt)>0*/ { // weights
1410
+ if (detail) {
1411
+ res = res,
1412
+ ((b[x1]-b[x2]) :* (w:*b[b1]+m:*b[b2])) * G,
1413
+ (b[x1]-b[x2]) * (w:*b[b1]+m:*b[b2])',
1414
+ (split ? (b[x1] :* (m:*b[b1]-m:*b[b2])) * G, b[x1] * (m:*b[b1]-m:*b[b2])',
1415
+ (b[x2] :* (w:*b[b1]-w:*b[b2])) * G, b[x2] * (w:*b[b1]-w:*b[b2])'
1416
+ : (b[x1] :* (m:*b[b1]-m:*b[b2]) + b[x2] :* (w:*b[b1]-w:*b[b2])) * G,
1417
+ b[x1] * (m:*b[b1]-m:*b[b2])' + b[x2] * (w:*b[b1]-w:*b[b2])'
1418
+ )
1419
+ coln = coln, "E_":+grpnms, "E_Total", (split ?
1420
+ ("U1_":+grpnms, "U1_Total", "U2_":+grpnms, "U2_Total")
1421
+ : ("U_":+grpnms, "U_Total"))
1422
+ if (se) {
1423
+ D = D \ J((2+split)*(ngrp+1), length(b), 0)
1424
+ D[++j::j+ngrp-1,(x1,x2,b1,b2)] =
1425
+ G'*diag(w:*b[b1]+m:*b[b2]), G'*diag(-w:*b[b1]-m:*b[b2]),
1426
+ G'*diag(w:*b[x1]-w:*b[x2]), G'*diag(m:*b[x1]-m:*b[x2])
1427
+ D[j=j+ngrp,(x1,x2,b1,b2)] = w:*b[b1]+m:*b[b2], -w:*b[b1]-m:*b[b2],
1428
+ w:*b[x1]-w:*b[x2], m:*b[x1]-m:*b[x2]
1429
+ if (split) {
1430
+ D[++j::j+ngrp-1,(x1,b1,b2)] = G'*diag(m:*b[b1]-m:*b[b2]), G'*diag(m:*b[x1]),
1431
+ G'*diag(-m:*b[x1])
1432
+ D[j=j+ngrp,(x1,b1,b2)] = m:*b[b1]-m:*b[b2], m:*b[x1], -m:*b[x1]
1433
+ D[++j::j+ngrp-1,(x2,b1,b2)] = G'*diag(w:*b[b1]-w:*b[b2]), G'*diag(w:*b[x2]),
1434
+ G'*diag(-w:*b[x2])
1435
+ D[j=j+ngrp,(x2,b1,b2)] = w:*b[b1]-w:*b[b2], w:*b[x2], -w:*b[x2]
1436
+ }
1437
+ else {
1438
+ D[++j::j+ngrp-1,(x1,x2,b1,b2)] =
1439
+ G'*diag(m:*b[b1]-m:*b[b2]), G'*diag(w:*b[b1]-w:*b[b2]),
1440
+ G'*diag(m:*b[x1]+w:*b[x2]), G'*diag(-m:*b[x1]-w:*b[x2])
1441
+ D[j=j+ngrp,(x1,x2,b1,b2)] = m:*b[b1]-m:*b[b2], w:*b[b1]-w:*b[b2],
1442
+ m:*b[x1]+w:*b[x2], -m:*b[x1]-w:*b[x2]
1443
+ }
1444
+ }
1445
+ }
1446
+ else {
1447
+ res = res,
1448
+ (b[x1]-b[x2]) * (w:*b[b1]+m:*b[b2])',
1449
+ (split ? b[x1] * (m:*b[b1]-m:*b[b2])', b[x2] * (w:*b[b1]-w:*b[b2])'
1450
+ : b[x1] * (m:*b[b1]-m:*b[b2])' + b[x2] * (w:*b[b1]-w:*b[b2])'
1451
+ )
1452
+ coln = coln, "E_", (split ? ("U1_", "U2_") : "U_")
1453
+ if (se) {
1454
+ D = D \ J(2+split, length(b), 0)
1455
+ D[++j,(x1,x2,b1,b2)] = w:*b[b1]+m:*b[b2], -w:*b[b1]-m:*b[b2],
1456
+ w:*b[x1]-w:*b[x2], m:*b[x1]-m:*b[x2]
1457
+ if (split) {
1458
+ D[++j,(x1,b1,b2)] = m:*b[b1]-m:*b[b2], m:*b[x1], -m:*b[x1]
1459
+ D[++j,(x2,b1,b2)] = w:*b[b1]-w:*b[b2], w:*b[x2], -w:*b[x2]
1460
+ }
1461
+ else {
1462
+ D[++j,(x1,x2,b1,b2)] = m:*b[b1]-m:*b[b2], w:*b[b1]-w:*b[b2],
1463
+ m:*b[x1]+w:*b[x2], -m:*b[x1]-w:*b[x2]
1464
+ }
1465
+ }
1466
+ }
1467
+ }
1468
+ if (se) {
1469
+ V = D*V*D'
1470
+ }
1471
+ stripe = J(length(coln),1,""), coln'
1472
+ if (detail) {
1473
+ notcons = (stripe[,2]:!="E__cons":&stripe[,2]:!="I__cons")
1474
+ res = select(res, notcons')
1475
+ stripe = select(stripe, notcons)
1476
+ }
1477
+ st_matrix(st_local("b"), res)
1478
+ st_matrixcolstripe(st_local("b"), stripe)
1479
+ if (se) {
1480
+ if (detail) V = select(select(V, notcons'), notcons)
1481
+ st_matrix(st_local("V"),V)
1482
+ st_matrixrowstripe(st_local("V"),stripe)
1483
+ st_matrixcolstripe(st_local("V"),stripe)
1484
+ }
1485
+ }
1486
+
1487
+ string scalar oaxaca_invtokens(string vector In)
1488
+ {
1489
+ string scalar Out
1490
+ real scalar i
1491
+
1492
+ Out = ""
1493
+ for (i=1; i<=length(In); i++) {
1494
+ Out = Out + (i>1 ? " " : "") + In[i]
1495
+ }
1496
+ return(Out)
1497
+ }
1498
+
1499
+ real matrix oaxaca_which(real vector I)
1500
+ {
1501
+ if (cols(I)!=1) return(select(1..cols(I), I))
1502
+ else return(select(1::rows(I), I))
1503
+ }
1504
+
1505
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/b/binscatter.ado ADDED
@@ -0,0 +1,1048 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 7.02 24nov2013 Michael Stepner, [email protected]
2
+
3
+ /* CC0 license information:
4
+ To the extent possible under law, the author has dedicated all copyright and related and neighboring rights
5
+ to this software to the public domain worldwide. This software is distributed without any warranty.
6
+
7
+ This code is licensed under the CC0 1.0 Universal license. The full legal text as well as a
8
+ human-readable summary can be accessed at http://creativecommons.org/publicdomain/zero/1.0/
9
+ */
10
+
11
+ * Why did I include a formal license? Jeff Atwood gives good reasons: http://www.codinghorror.com/blog/2007/04/pick-a-license-any-license.html
12
+
13
+
14
+ program define binscatter, eclass sortpreserve
15
+ version 12.1
16
+
17
+ syntax varlist(min=2 numeric) [if] [in] [aweight fweight], [by(varname) ///
18
+ Nquantiles(integer 20) GENxq(name) discrete xq(varname numeric) MEDians ///
19
+ CONTROLs(varlist numeric ts fv) absorb(varname) noAddmean ///
20
+ LINEtype(string) rd(numlist ascending) reportreg ///
21
+ COLors(string) MColors(string) LColors(string) Msymbols(string) ///
22
+ savegraph(string) savedata(string) replace ///
23
+ nofastxtile randvar(varname numeric) randcut(real 1) randn(integer -1) ///
24
+ /* LEGACY OPTIONS */ nbins(integer 20) create_xq x_q(varname numeric) symbols(string) method(string) unique(string) ///
25
+ *]
26
+
27
+ set more off
28
+
29
+ * Create convenient weight local
30
+ if ("`weight'"!="") local wt [`weight'`exp']
31
+
32
+ ***** Begin legacy option compatibility code
33
+
34
+ if (`nbins'!=20) {
35
+ if (`nquantiles'!=20) {
36
+ di as error "Cannot specify both nquantiles() and nbins(): both are the same option, nbins is supported only for backward compatibility."
37
+ exit
38
+ }
39
+ di as text "NOTE: legacy option nbins() has been renamed nquantiles(), and is supported only for backward compatibility."
40
+ local nquantiles=`nbins'
41
+ }
42
+
43
+ if ("`create_xq'"!="") {
44
+ if ("`genxq'"!="") {
45
+ di as error "Cannot specify both genxq() and create_xq: both are the same option, create_xq is supported only for backward compatibility."
46
+ exit
47
+ }
48
+ di as text "NOTE: legacy option create_xq has been renamed genxq(), and is supported only for backward compatibility."
49
+ local genxq="q_"+word("`varlist'",-1)
50
+ }
51
+
52
+ if ("`x_q'"!="") {
53
+ if ("`xq'"!="") {
54
+ di as error "Cannot specify both xq() and x_q(): both are the same option, x_q() is supported only for backward compatibility."
55
+ exit
56
+ }
57
+ di as text "NOTE: legacy option x_q() has been renamed xq(), and is supported only for backward compatibility."
58
+ local xq `x_q'
59
+ }
60
+
61
+ if ("`symbols'"!="") {
62
+ if ("`msymbols'"!="") {
63
+ di as error "Cannot specify both msymbols() and symbols(): both are the same option, symbols() is supported only for backward compatibility."
64
+ exit
65
+ }
66
+ di as text "NOTE: legacy option symbols() has been renamed msymbols(), and is supported only for backward compatibility."
67
+ local msymbols `symbols'
68
+ }
69
+
70
+ if ("`linetype'"=="noline") {
71
+ di as text "NOTE: legacy line type 'noline' has been renamed 'none', and is supported only for backward compatibility."
72
+ local linetype none
73
+ }
74
+
75
+ if ("`method'"!="") {
76
+ di as text "NOTE: method() is no longer a recognized option, and will be ignored. binscatter now always uses the fastest method without a need for two instances"
77
+ }
78
+
79
+ if ("`unique'"!="") {
80
+ di as text "NOTE: unique() is no longer a recognized option, and will be ignored. binscatter now considers the x-variable discrete if it has fewer unique values than nquantiles()"
81
+ }
82
+
83
+ ***** End legacy option capatibility code
84
+
85
+ *** Perform checks
86
+
87
+ * Set default linetype and check valid
88
+ if ("`linetype'"=="") local linetype lfit
89
+ else if !inlist("`linetype'","connect","lfit","qfit","none") {
90
+ di as error "linetype() must either be connect, lfit, qfit, or none"
91
+ exit
92
+ }
93
+
94
+ * Check that nofastxtile isn't combined with fastxtile-only options
95
+ if "`fastxtile'"=="nofastxtile" & ("`randvar'"!="" | `randcut'!=1 | `randn'!=-1) {
96
+ di as error "Cannot combine randvar, randcut or randn with nofastxtile"
97
+ exit
98
+ }
99
+
100
+ * Misc checks
101
+ if ("`genxq'"!="" & ("`xq'"!="" | "`discrete'"!="")) | ("`xq'"!="" & "`discrete'"!="") {
102
+ di as error "Cannot specify more than one of genxq(), xq(), and discrete simultaneously."
103
+ exit
104
+ }
105
+ if ("`genxq'"!="") confirm new variable `genxq'
106
+ if ("`xq'"!="") {
107
+ capture assert `xq'==int(`xq') & `xq'>0
108
+ if _rc!=0 {
109
+ di as error "xq() must contain only positive integers."
110
+ exit
111
+ }
112
+
113
+ if ("`controls'`absorb'"!="") di as text "warning: xq() is specified in combination with controls() or absorb(). note that binning takes places after residualization, so the xq variable should contain bins of the residuals."
114
+ }
115
+ if `nquantiles'!=20 & ("`xq'"!="" | "`discrete'"!="") {
116
+ di as error "Cannot specify nquantiles in combination with discrete or an xq variable."
117
+ exit
118
+ }
119
+ if "`reportreg'"!="" & !inlist("`linetype'","lfit","qfit") {
120
+ di as error "Cannot specify 'reportreg' when no fit line is being created."
121
+ exit
122
+ }
123
+ if "`replace'"=="" {
124
+ if `"`savegraph'"'!="" {
125
+ if regexm(`"`savegraph'"',"\.[a-zA-Z0-9]+$") confirm new file `"`savegraph'"'
126
+ else confirm new file `"`savegraph'.gph"'
127
+ }
128
+ if `"`savedata'"'!="" {
129
+ confirm new file `"`savedata'.csv"'
130
+ confirm new file `"`savedata'.do"'
131
+ }
132
+ }
133
+
134
+ * Mark sample (reflects the if/in conditions, and includes only nonmissing observations)
135
+ marksample touse
136
+ markout `touse' `by' `xq' `controls' `absorb', strok
137
+ qui count if `touse'
138
+ local samplesize=r(N)
139
+ local touse_first=_N-`samplesize'+1
140
+ local touse_last=_N
141
+
142
+ * Parse varlist into y-vars and x-var
143
+ local x_var=word("`varlist'",-1)
144
+ local y_vars=regexr("`varlist'"," `x_var'$","")
145
+ local ynum=wordcount("`y_vars'")
146
+
147
+ * Check number of unique byvals & create local storing byvals
148
+ if "`by'"!="" {
149
+ local byvarname `by'
150
+
151
+ capture confirm numeric variable `by'
152
+ if _rc {
153
+ * by-variable is string => generate a numeric version
154
+ tempvar by
155
+ tempname bylabel
156
+ egen `by'=group(`byvarname'), lname(`bylabel')
157
+ }
158
+
159
+ local bylabel `:value label `by'' /*catch value labels for numeric by-vars too*/
160
+
161
+ tempname byvalmatrix
162
+ qui tab `by' if `touse', nofreq matrow(`byvalmatrix')
163
+
164
+ local bynum=r(r)
165
+ forvalues i=1/`bynum' {
166
+ local byvals `byvals' `=`byvalmatrix'[`i',1]'
167
+ }
168
+ }
169
+ else local bynum=1
170
+
171
+
172
+ ****** Create residuals ******
173
+
174
+ if (`"`controls'`absorb'"'!="") quietly {
175
+
176
+ * Parse absorb to define the type of regression to be used
177
+ if `"`absorb'"'!="" {
178
+ local regtype "areg"
179
+ local absorb "absorb(`absorb')"
180
+ }
181
+ else {
182
+ local regtype "reg"
183
+ }
184
+
185
+ * Generate residuals
186
+
187
+ local firstloop=1
188
+ foreach var of varlist `x_var' `y_vars' {
189
+ tempvar residvar
190
+ `regtype' `var' `controls' `wt' if `touse', `absorb'
191
+ predict `residvar' if e(sample), residuals
192
+ if ("`addmean'"!="noaddmean") {
193
+ summarize `var' `wt' if `touse', meanonly
194
+ replace `residvar'=`residvar'+r(mean)
195
+ }
196
+
197
+ label variable `residvar' "`var'"
198
+ if `firstloop'==1 {
199
+ local x_r `residvar'
200
+ local firstloop=0
201
+ }
202
+ else local y_vars_r `y_vars_r' `residvar'
203
+ }
204
+
205
+ }
206
+ else { /*absorb and controls both empty, no need for regression*/
207
+ local x_r `x_var'
208
+ local y_vars_r `y_vars'
209
+ }
210
+
211
+
212
+ ****** Regressions for fit lines ******
213
+
214
+ if ("`reportreg'"=="") local reg_verbosity "quietly"
215
+
216
+ if inlist("`linetype'","lfit","qfit") `reg_verbosity' {
217
+
218
+ * If doing a quadratic fit, generate a quadratic term in x
219
+ if "`linetype'"=="qfit" {
220
+ tempvar x_r2
221
+ gen `x_r2'=`x_r'^2
222
+ }
223
+
224
+ * Create matrices to hold regression results
225
+ tempname e_b_temp
226
+ forvalues i=1/`ynum' {
227
+ tempname y`i'_coefs
228
+ }
229
+
230
+ * LOOP over by-vars
231
+ local counter_by=1
232
+ if ("`by'"=="") local noby="noby"
233
+ foreach byval in `byvals' `noby' {
234
+
235
+ * LOOP over rd intervals
236
+ tokenize "`rd'"
237
+ local counter_rd=1
238
+
239
+ while ("`1'"!="" | `counter_rd'==1) {
240
+
241
+ * display text headers
242
+ if "`reportreg'"!="" {
243
+ di "{txt}{hline}"
244
+ if ("`by'"!="") {
245
+ if ("`bylabel'"=="") di "-> `byvarname' = `byval'"
246
+ else {
247
+ di "-> `byvarname' = `: label `bylabel' `byval''"
248
+ }
249
+ }
250
+ if ("`rd'"!="") {
251
+ if (`counter_rd'==1) di "RD: `x_var'<=`1'"
252
+ else if ("`2'"!="") di "RD: `x_var'>`1' & `x_var'<=`2'"
253
+ else di "RD: `x_var'>`1'"
254
+ }
255
+ }
256
+
257
+ * set conditions on reg
258
+ local conds `touse'
259
+
260
+ if ("`by'"!="" ) local conds `conds' & `by'==`byval'
261
+
262
+ if ("`rd'"!="") {
263
+ if (`counter_rd'==1) local conds `conds' & `x_r'<=`1'
264
+ else if ("`2'"!="") local conds `conds' & `x_r'>`1' & `x_r'<=`2'
265
+ else local conds `conds' & `x_r'>`1'
266
+ }
267
+
268
+ * LOOP over y-vars
269
+ local counter_depvar=1
270
+ foreach depvar of varlist `y_vars_r' {
271
+
272
+ * display text headers
273
+ if (`ynum'>1) {
274
+ if ("`controls'`absorb'"!="") local depvar_name : var label `depvar'
275
+ else local depvar_name `depvar'
276
+ di as text "{bf:y_var = `depvar_name'}"
277
+ }
278
+
279
+ * perform regression
280
+ if ("`reg_verbosity'"=="quietly") capture reg `depvar' `x_r2' `x_r' `wt' if `conds'
281
+ else capture noisily reg `depvar' `x_r2' `x_r' `wt' if `conds'
282
+
283
+ * store results
284
+ if (_rc==0) matrix e_b_temp=e(b)
285
+ else if (_rc==2000) {
286
+ if ("`reg_verbosity'"=="quietly") di as error "no observations for one of the fit lines. add 'reportreg' for more info."
287
+
288
+ if ("`linetype'"=="lfit") matrix e_b_temp=.,.
289
+ else /*("`linetype'"=="qfit")*/ matrix e_b_temp=.,.,.
290
+ }
291
+ else {
292
+ error _rc
293
+ exit _rc
294
+ }
295
+
296
+ * relabel matrix row
297
+ if ("`by'"!="") matrix roweq e_b_temp = "by`counter_by'"
298
+ if ("`rd'"!="") matrix rownames e_b_temp = "rd`counter_rd'"
299
+ else matrix rownames e_b_temp = "="
300
+
301
+ * save to y_var matrix
302
+ if (`counter_by'==1 & `counter_rd'==1) matrix `y`counter_depvar'_coefs'=e_b_temp
303
+ else matrix `y`counter_depvar'_coefs'=`y`counter_depvar'_coefs' \ e_b_temp
304
+
305
+ * increment depvar counter
306
+ local ++counter_depvar
307
+ }
308
+
309
+ * increment rd counter
310
+ if (`counter_rd'!=1) mac shift
311
+ local ++counter_rd
312
+
313
+ }
314
+
315
+ * increment by counter
316
+ local ++counter_by
317
+
318
+ }
319
+
320
+ * relabel matrix column names
321
+ forvalues i=1/`ynum' {
322
+ if ("`linetype'"=="lfit") matrix colnames `y`i'_coefs' = "`x_var'" "_cons"
323
+ else if ("`linetype'"=="qfit") matrix colnames `y`i'_coefs' = "`x_var'^2" "`x_var'" "_cons"
324
+ }
325
+
326
+ }
327
+
328
+ ******* Define the bins *******
329
+
330
+ * Specify and/or create the xq var, as necessary
331
+ if "`xq'"=="" {
332
+
333
+ if !(`touse_first'==1 & word("`:sortedby'",1)=="`x_r'") sort `touse' `x_r'
334
+
335
+ if "`discrete'"=="" { /* xq() and discrete are not specified */
336
+
337
+ * Check whether the number of unique values > nquantiles, or <= nquantiles
338
+ capture mata: characterize_unique_vals_sorted("`x_r'",`touse_first',`touse_last',`nquantiles')
339
+
340
+ if (_rc==0) { /* number of unique values <= nquantiles, set to discrete */
341
+ local discrete discrete
342
+ if ("`genxq'"!="") di as text `"note: the x-variable has fewer unique values than the number of bins specified (`nquantiles'). It will therefore be treated as discrete, and genxq() will be ignored"'
343
+
344
+ local xq `x_r'
345
+ local nquantiles=r(r)
346
+ if ("`by'"=="") {
347
+ tempname xq_boundaries xq_values
348
+ matrix `xq_boundaries'=r(boundaries)
349
+ matrix `xq_values'=r(values)
350
+ }
351
+ }
352
+ else if (_rc==134) { /* number of unique values > nquantiles, perform binning */
353
+ if ("`genxq'"!="") local xq `genxq'
354
+ else tempvar xq
355
+
356
+ if ("`fastxtile'"!="nofastxtile") fastxtile `xq' = `x_r' `wt' in `touse_first'/`touse_last', nq(`nquantiles') randvar(`randvar') randcut(`randcut') randn(`randn')
357
+ else xtile `xq' = `x_r' `wt' in `touse_first'/`touse_last', nq(`nquantiles')
358
+
359
+ if ("`by'"=="") {
360
+ mata: characterize_unique_vals_sorted("`xq'",`touse_first',`touse_last',`nquantiles')
361
+
362
+ if (r(r)!=`nquantiles') {
363
+ di as text "warning: nquantiles(`nquantiles') was specified, but only `r(r)' were generated. see help file under nquantiles() for explanation."
364
+ local nquantiles=r(r)
365
+ }
366
+
367
+ tempname xq_boundaries xq_values
368
+ matrix `xq_boundaries'=r(boundaries)
369
+ matrix `xq_values'=r(values)
370
+ }
371
+ }
372
+ else {
373
+ error _rc
374
+ }
375
+
376
+ }
377
+
378
+ else { /* discrete is specified, xq() & genxq() are not */
379
+
380
+ if ("`controls'`absorb'"!="") di as text "warning: discrete is specified in combination with controls() or absorb(). note that binning takes places after residualization, so the residualized x-variable may contain many more unique values."
381
+
382
+ capture mata: characterize_unique_vals_sorted("`x_r'",`touse_first',`touse_last',`=`samplesize'/2')
383
+
384
+ if (_rc==0) {
385
+ local xq `x_r'
386
+ local nquantiles=r(r)
387
+ if ("`by'"=="") {
388
+ tempname xq_boundaries xq_values
389
+ matrix `xq_boundaries'=r(boundaries)
390
+ matrix `xq_values'=r(values)
391
+ }
392
+ }
393
+ else if (_rc==134) {
394
+ di as error "discrete specified, but number of unique values is > (sample size/2)"
395
+ exit 134
396
+ }
397
+ else {
398
+ error _rc
399
+ }
400
+ }
401
+ }
402
+ else {
403
+
404
+ if !(`touse_first'==1 & word("`:sortedby'",1)=="`xq'") sort `touse' `xq'
405
+
406
+ * set nquantiles & boundaries
407
+ mata: characterize_unique_vals_sorted("`xq'",`touse_first',`touse_last',`=`samplesize'/2')
408
+
409
+ if (_rc==0) {
410
+ local nquantiles=r(r)
411
+ if ("`by'"=="") {
412
+ tempname xq_boundaries xq_values
413
+ matrix `xq_boundaries'=r(boundaries)
414
+ matrix `xq_values'=r(values)
415
+ }
416
+ }
417
+ else if (_rc==134) {
418
+ di as error "discrete specified, but number of unique values is > (sample size/2)"
419
+ exit 134
420
+ }
421
+ else {
422
+ error _rc
423
+ }
424
+ }
425
+
426
+ ********** Compute scatter points **********
427
+
428
+ if ("`by'"!="") {
429
+ sort `touse' `by' `xq'
430
+ tempname by_boundaries
431
+ mata: characterize_unique_vals_sorted("`by'",`touse_first',`touse_last',`bynum')
432
+ matrix `by_boundaries'=r(boundaries)
433
+ }
434
+
435
+ forvalues b=1/`bynum' {
436
+ if ("`by'"!="") {
437
+ mata: characterize_unique_vals_sorted("`xq'",`=`by_boundaries'[`b',1]',`=`by_boundaries'[`b',2]',`nquantiles')
438
+ tempname xq_boundaries xq_values
439
+ matrix `xq_boundaries'=r(boundaries)
440
+ matrix `xq_values'=r(values)
441
+ }
442
+ /* otherwise xq_boundaries and xq_values are defined above in the binning code block */
443
+
444
+ * Define x-means
445
+ tempname xbin_means
446
+ if ("`discrete'"=="discrete") {
447
+ matrix `xbin_means'=`xq_values'
448
+ }
449
+ else {
450
+ means_in_boundaries `x_r' `wt', bounds(`xq_boundaries') `medians'
451
+ matrix `xbin_means'=r(means)
452
+ }
453
+
454
+ * LOOP over y-vars to define y-means
455
+ local counter_depvar=0
456
+ foreach depvar of varlist `y_vars_r' {
457
+ local ++counter_depvar
458
+
459
+ means_in_boundaries `depvar' `wt', bounds(`xq_boundaries') `medians'
460
+
461
+ * store to matrix
462
+ if (`b'==1) {
463
+ tempname y`counter_depvar'_scatterpts
464
+ matrix `y`counter_depvar'_scatterpts' = `xbin_means',r(means)
465
+ }
466
+ else {
467
+ * make matrices conformable before right appending
468
+ local rowdiff=rowsof(`y`counter_depvar'_scatterpts')-rowsof(`xbin_means')
469
+ if (`rowdiff'==0) matrix `y`counter_depvar'_scatterpts' = `y`counter_depvar'_scatterpts',`xbin_means',r(means)
470
+ else if (`rowdiff'>0) matrix `y`counter_depvar'_scatterpts' = `y`counter_depvar'_scatterpts', ( (`xbin_means',r(means)) \ J(`rowdiff',2,.) )
471
+ else /*(`rowdiff'<0)*/ matrix `y`counter_depvar'_scatterpts' = ( `y`counter_depvar'_scatterpts' \ J(-`rowdiff',colsof(`y`counter_depvar'_scatterpts'),.) ) ,`xbin_means',r(means)
472
+ }
473
+ }
474
+ }
475
+
476
+ *********** Perform Graphing ***********
477
+
478
+ * If rd is specified, prepare xline parameters
479
+ if "`rd'"!="" {
480
+ foreach xval in "`rd'" {
481
+ local xlines `xlines' xline(`xval', lpattern(dash) lcolor(gs8))
482
+ }
483
+ }
484
+
485
+ * Fill colors if missing
486
+ if `"`colors'"'=="" local colors ///
487
+ navy maroon forest_green dkorange teal cranberry lavender ///
488
+ khaki sienna emidblue emerald brown erose gold bluishgray ///
489
+ /* lime magenta cyan pink blue */
490
+ if `"`mcolors'"'=="" {
491
+ if (`ynum'==1 & `bynum'==1 & "`linetype'"!="connect") local mcolors `: word 1 of `colors''
492
+ else local mcolors `colors'
493
+ }
494
+ if `"`lcolors'"'=="" {
495
+ if (`ynum'==1 & `bynum'==1 & "`linetype'"!="connect") local lcolors `: word 2 of `colors''
496
+ else local lcolors `colors'
497
+ }
498
+ local num_mcolor=wordcount(`"`mcolors'"')
499
+ local num_lcolor=wordcount(`"`lcolors'"')
500
+
501
+
502
+ * Prepare connect & msymbol options
503
+ if ("`linetype'"=="connect") local connect "c(l)"
504
+ if "`msymbols'"!="" {
505
+ local symbol_prefix "msymbol("
506
+ local symbol_suffix ")"
507
+ }
508
+
509
+ *** Prepare scatters
510
+
511
+ * c indexes which color is to be used
512
+ local c=0
513
+
514
+ local counter_series=0
515
+
516
+ * LOOP over by-vars
517
+ local counter_by=0
518
+ if ("`by'"=="") local noby="noby"
519
+ foreach byval in `byvals' `noby' {
520
+ local ++counter_by
521
+
522
+ local xind=`counter_by'*2-1
523
+ local yind=`counter_by'*2
524
+
525
+ * LOOP over y-vars
526
+ local counter_depvar=0
527
+ foreach depvar of varlist `y_vars' {
528
+ local ++counter_depvar
529
+ local ++c
530
+
531
+ * LOOP over rows (each row contains a coordinate pair)
532
+ local row=1
533
+ local xval=`y`counter_depvar'_scatterpts'[`row',`xind']
534
+ local yval=`y`counter_depvar'_scatterpts'[`row',`yind']
535
+
536
+ if !missing(`xval',`yval') {
537
+ local ++counter_series
538
+ local scatters `scatters' (scatteri
539
+ if ("`savedata'"!="") {
540
+ if ("`by'"=="") local savedata_scatters `savedata_scatters' (scatter `depvar' `x_var'
541
+ else local savedata_scatters `savedata_scatters' (scatter `depvar'_by`counter_by' `x_var'_by`counter_by'
542
+ }
543
+ }
544
+ else {
545
+ * skip the rest of this loop iteration
546
+ continue
547
+ }
548
+
549
+ while (`xval'!=. & `yval'!=.) {
550
+ local scatters `scatters' `yval' `xval'
551
+
552
+ local ++row
553
+ local xval=`y`counter_depvar'_scatterpts'[`row',`xind']
554
+ local yval=`y`counter_depvar'_scatterpts'[`row',`yind']
555
+ }
556
+
557
+ * Add options
558
+ local scatter_options `connect' mcolor(`: word `c' of `mcolors'') lcolor(`: word `c' of `lcolors'') `symbol_prefix'`: word `c' of `msymbols''`symbol_suffix'
559
+ local scatters `scatters', `scatter_options')
560
+ if ("`savedata'"!="") local savedata_scatters `savedata_scatters', `scatter_options')
561
+
562
+
563
+ * Add legend
564
+ if "`by'"=="" {
565
+ if (`ynum'==1) local legend_labels off
566
+ else local legend_labels `legend_labels' lab(`counter_series' `depvar')
567
+ }
568
+ else {
569
+ if ("`bylabel'"=="") local byvalname=`byval'
570
+ else {
571
+ local byvalname `: label `bylabel' `byval''
572
+ }
573
+
574
+ if (`ynum'==1) local legend_labels `legend_labels' lab(`counter_series' `byvarname'=`byvalname')
575
+ else local legend_labels `legend_labels' lab(`counter_series' `depvar': `byvarname'=`byvalname')
576
+ }
577
+ if ("`by'"!="" | `ynum'>1) local order `order' `counter_series'
578
+
579
+ }
580
+
581
+ }
582
+
583
+ *** Fit lines
584
+
585
+ if inlist(`"`linetype'"',"lfit","qfit") {
586
+
587
+ * c indexes which color is to be used
588
+ local c=0
589
+
590
+ local rdnum=wordcount("`rd'")+1
591
+
592
+ tempname fitline_bounds
593
+ if ("`rd'"=="") matrix `fitline_bounds'=.,.
594
+ else matrix `fitline_bounds'=.,`=subinstr("`rd'"," ",",",.)',.
595
+
596
+ * LOOP over by-vars
597
+ local counter_by=0
598
+ if ("`by'"=="") local noby="noby"
599
+ foreach byval in `byvals' `noby' {
600
+ local ++counter_by
601
+
602
+ ** Set the column for the x-coords in the scatterpts matrix
603
+ local xind=`counter_by'*2-1
604
+
605
+ * Set the row to start seeking from
606
+ * note: each time we seek a coeff, it should be from row (rd_num)(counter_by-1)+counter_rd
607
+ local row0=( `rdnum' ) * (`counter_by' - 1)
608
+
609
+
610
+ * LOOP over y-vars
611
+ local counter_depvar=0
612
+ foreach depvar of varlist `y_vars_r' {
613
+ local ++counter_depvar
614
+ local ++c
615
+
616
+ * Find lower and upper bounds for the fit line
617
+ matrix `fitline_bounds'[1,1]=`y`counter_depvar'_scatterpts'[1,`xind']
618
+
619
+ local fitline_ub_rindex=`nquantiles'
620
+ local fitline_ub=.
621
+ while `fitline_ub'==. {
622
+ local fitline_ub=`y`counter_depvar'_scatterpts'[`fitline_ub_rindex',`xind']
623
+ local --fitline_ub_rindex
624
+ }
625
+ matrix `fitline_bounds'[1,`rdnum'+1]=`fitline_ub'
626
+
627
+ * LOOP over rd intervals
628
+ forvalues counter_rd=1/`rdnum' {
629
+
630
+ if (`"`linetype'"'=="lfit") {
631
+ local coef_quad=0
632
+ local coef_lin=`y`counter_depvar'_coefs'[`row0'+`counter_rd',1]
633
+ local coef_cons=`y`counter_depvar'_coefs'[`row0'+`counter_rd',2]
634
+ }
635
+ else if (`"`linetype'"'=="qfit") {
636
+ local coef_quad=`y`counter_depvar'_coefs'[`row0'+`counter_rd',1]
637
+ local coef_lin=`y`counter_depvar'_coefs'[`row0'+`counter_rd',2]
638
+ local coef_cons=`y`counter_depvar'_coefs'[`row0'+`counter_rd',3]
639
+ }
640
+
641
+ if !missing(`coef_quad',`coef_lin',`coef_cons') {
642
+ local leftbound=`fitline_bounds'[1,`counter_rd']
643
+ local rightbound=`fitline_bounds'[1,`counter_rd'+1]
644
+
645
+ local fits `fits' (function `coef_quad'*x^2+`coef_lin'*x+`coef_cons', range(`leftbound' `rightbound') lcolor(`: word `c' of `lcolors''))
646
+ }
647
+ }
648
+ }
649
+ }
650
+ }
651
+
652
+ * Prepare y-axis title
653
+ if (`ynum'==1) local ytitle `y_vars'
654
+ else if (`ynum'==2) local ytitle : subinstr local y_vars " " " and "
655
+ else local ytitle : subinstr local y_vars " " "; ", all
656
+
657
+ * Display graph
658
+ local graphcmd twoway `scatters' `fits', graphregion(fcolor(white)) `xlines' xtitle(`x_var') ytitle(`ytitle') legend(`legend_labels' order(`order')) `options'
659
+ if ("`savedata'"!="") local savedata_graphcmd twoway `savedata_scatters' `fits', graphregion(fcolor(white)) `xlines' xtitle(`x_var') ytitle(`ytitle') legend(`legend_labels' order(`order')) `options'
660
+ `graphcmd'
661
+
662
+ ****** Save results ******
663
+
664
+ * Save graph
665
+ if `"`savegraph'"'!="" {
666
+ * check file extension using a regular expression
667
+ if regexm(`"`savegraph'"',"\.[a-zA-Z0-9]+$") local graphextension=regexs(0)
668
+
669
+ if inlist(`"`graphextension'"',".gph","") graph save `"`savegraph'"', `replace'
670
+ else graph export `"`savegraph'"', `replace'
671
+ }
672
+
673
+ * Save data
674
+ if ("`savedata'"!="") {
675
+
676
+ *** Save a CSV containing the scatter points
677
+ tempname savedatafile
678
+ file open `savedatafile' using `"`savedata'.csv"', write text `replace'
679
+
680
+ * LOOP over rows
681
+ forvalues row=0/`nquantiles' {
682
+
683
+ *** Put the x-variable at the left
684
+ * LOOP over by-vals
685
+ forvalues counter_by=1/`bynum' {
686
+
687
+ if (`row'==0) { /* write variable names */
688
+ if "`by'"!="" local bynlabel _by`counter_by'
689
+ file write `savedatafile' "`x_var'`bynlabel',"
690
+ }
691
+ else { /* write data values */
692
+ if (`row'<=`=rowsof(`y1_scatterpts')') file write `savedatafile' (`y1_scatterpts'[`row',`counter_by'*2-1]) ","
693
+ else file write `savedatafile' ".,"
694
+ }
695
+ }
696
+
697
+ *** Now y-variables at the right
698
+
699
+ * LOOP over y-vars
700
+ local counter_depvar=0
701
+ foreach depvar of varlist `y_vars' {
702
+ local ++counter_depvar
703
+
704
+ * LOOP over by-vals
705
+ forvalues counter_by=1/`bynum' {
706
+
707
+
708
+ if (`row'==0) { /* write variable names */
709
+ if "`by'"!="" local bynlabel _by`counter_by'
710
+ file write `savedatafile' "`depvar'`bynlabel'"
711
+ }
712
+ else { /* write data values */
713
+ if (`row'<=`=rowsof(`y`counter_depvar'_scatterpts')') file write `savedatafile' (`y`counter_depvar'_scatterpts'[`row',`counter_by'*2])
714
+ else file write `savedatafile' "."
715
+ }
716
+
717
+ * unless this is the last variable in the dataset, add a comma
718
+ if !(`counter_depvar'==`ynum' & `counter_by'==`bynum') file write `savedatafile' ","
719
+
720
+ } /* end by-val loop */
721
+
722
+ } /* end y-var loop */
723
+
724
+ file write `savedatafile' _n
725
+
726
+ } /* end row loop */
727
+
728
+ file close `savedatafile'
729
+ di as text `"(file `savedata'.csv written containing saved data)"'
730
+
731
+
732
+
733
+ *** Save a do-file with the commands to generate a nicely labeled dataset and re-create the binscatter graph
734
+
735
+ file open `savedatafile' using `"`savedata'.do"', write text `replace'
736
+
737
+ file write `savedatafile' `"insheet using `savedata'.csv"' _n _n
738
+
739
+ if "`by'"!="" {
740
+ foreach var of varlist `x_var' `y_vars' {
741
+ local counter_by=0
742
+ foreach byval in `byvals' {
743
+ local ++counter_by
744
+ if ("`bylabel'"=="") local byvalname=`byval'
745
+ else {
746
+ local byvalname `: label `bylabel' `byval''
747
+ }
748
+ file write `savedatafile' `"label variable `var'_by`counter_by' "`var'; `byvarname'==`byvalname'""' _n
749
+ }
750
+ }
751
+ file write `savedatafile' _n
752
+ }
753
+
754
+ file write `savedatafile' `"`savedata_graphcmd'"' _n
755
+
756
+ file close `savedatafile'
757
+ di as text `"(file `savedata'.do written containing commands to process saved data)"'
758
+
759
+ }
760
+
761
+ *** Return items
762
+ ereturn post, esample(`touse')
763
+
764
+ ereturn scalar N = `samplesize'
765
+
766
+ ereturn local graphcmd `"`graphcmd'"'
767
+ if inlist("`linetype'","lfit","qfit") {
768
+ forvalues yi=`ynum'(-1)1 {
769
+ ereturn matrix y`yi'_coefs=`y`yi'_coefs'
770
+ }
771
+ }
772
+
773
+ if ("`rd'"!="") {
774
+ tempname rdintervals
775
+ matrix `rdintervals' = (. \ `=subinstr("`rd'"," ","\",.)' ) , ( `=subinstr("`rd'"," ","\",.)' \ .)
776
+
777
+ forvalues i=1/`=rowsof(`rdintervals')' {
778
+ local rdintervals_labels `rdintervals_labels' rd`i'
779
+ }
780
+ matrix rownames `rdintervals' = `rdintervals_labels'
781
+ matrix colnames `rdintervals' = gt lt_eq
782
+ ereturn matrix rdintervals=`rdintervals'
783
+ }
784
+
785
+ if ("`by'"!="" & "`by'"=="`byvarname'") { /* if a numeric by-variable was specified */
786
+ forvalues i=1/`=rowsof(`byvalmatrix')' {
787
+ local byvalmatrix_labels `byvalmatrix_labels' by`i'
788
+ }
789
+ matrix rownames `byvalmatrix' = `byvalmatrix_labels'
790
+ matrix colnames `byvalmatrix' = `by'
791
+ ereturn matrix byvalues=`byvalmatrix'
792
+ }
793
+
794
+ end
795
+
796
+
797
+ **********************************
798
+
799
+ * Helper programs
800
+
801
+ program define means_in_boundaries, rclass
802
+ version 12.1
803
+
804
+ syntax varname(numeric) [aweight fweight], BOUNDsmat(name) [MEDians]
805
+
806
+ * Create convenient weight local
807
+ if ("`weight'"!="") local wt [`weight'`exp']
808
+
809
+ local r=rowsof(`boundsmat')
810
+ matrix means=J(`r',1,.)
811
+
812
+ if ("`medians'"!="medians") {
813
+ forvalues i=1/`r' {
814
+ sum `varlist' in `=`boundsmat'[`i',1]'/`=`boundsmat'[`i',2]' `wt', meanonly
815
+ matrix means[`i',1]=r(mean)
816
+ }
817
+ }
818
+ else {
819
+ forvalues i=1/`r' {
820
+ _pctile `varlist' in `=`boundsmat'[`i',1]'/`=`boundsmat'[`i',2]' `wt', percentiles(50)
821
+ matrix means[`i',1]=r(r1)
822
+ }
823
+ }
824
+
825
+ return clear
826
+ return matrix means=means
827
+
828
+ end
829
+
830
+ *** copy of: version 1.21 8oct2013 Michael Stepner, [email protected]
831
+ program define fastxtile, rclass
832
+ version 11
833
+
834
+ * Parse weights, if any
835
+ _parsewt "aweight fweight pweight" `0'
836
+ local 0 "`s(newcmd)'" /* command minus weight statement */
837
+ local wt "`s(weight)'" /* contains [weight=exp] or nothing */
838
+
839
+ * Extract parameters
840
+ syntax newvarname=/exp [if] [in] [,Nquantiles(integer 2) Cutpoints(varname numeric) ALTdef ///
841
+ CUTValues(numlist ascending) randvar(varname numeric) randcut(real 1) randn(integer -1)]
842
+
843
+ * Mark observations which will be placed in quantiles
844
+ marksample touse, novarlist
845
+ markout `touse' `exp'
846
+ qui count if `touse'
847
+ local popsize=r(N)
848
+
849
+ if "`cutpoints'"=="" & "`cutvalues'"=="" { /***** NQUANTILES *****/
850
+ if `"`wt'"'!="" & "`altdef'"!="" {
851
+ di as error "altdef option cannot be used with weights"
852
+ exit 198
853
+ }
854
+
855
+ if `randn'!=-1 {
856
+ if `randcut'!=1 {
857
+ di as error "cannot specify both randcut() and randn()"
858
+ exit 198
859
+ }
860
+ else if `randn'<1 {
861
+ di as error "randn() must be a positive integer"
862
+ exit 198
863
+ }
864
+ else if `randn'>`popsize' {
865
+ di as text "randn() is larger than the population. using the full population."
866
+ local randvar=""
867
+ }
868
+ else {
869
+ local randcut=`randn'/`popsize'
870
+
871
+ if "`randvar'"!="" {
872
+ qui sum `randvar', meanonly
873
+ if r(min)<0 | r(max)>1 {
874
+ di as error "with randn(), the randvar specified must be in [0,1] and ought to be uniformly distributed"
875
+ exit 198
876
+ }
877
+ }
878
+ }
879
+ }
880
+
881
+ * Check if need to gen a temporary uniform random var
882
+ if "`randvar'"=="" {
883
+ if (`randcut'<1 & `randcut'>0) {
884
+ tempvar randvar
885
+ gen `randvar'=runiform()
886
+ }
887
+ * randcut sanity check
888
+ else if `randcut'!=1 {
889
+ di as error "if randcut() is specified without randvar(), a uniform r.v. will be generated and randcut() must be in (0,1)"
890
+ exit 198
891
+ }
892
+ }
893
+
894
+ * Mark observations used to calculate quantile boundaries
895
+ if ("`randvar'"!="") {
896
+ tempvar randsample
897
+ mark `randsample' `wt' if `touse' & `randvar'<=`randcut'
898
+ }
899
+ else {
900
+ local randsample `touse'
901
+ }
902
+
903
+ * Error checks
904
+ qui count if `randsample'
905
+ local samplesize=r(N)
906
+ if (`nquantiles' > r(N) + 1) {
907
+ if ("`randvar'"=="") di as error "nquantiles() must be less than or equal to the number of observations [`r(N)'] plus one"
908
+ else di as error "nquantiles() must be less than or equal to the number of sampled observations [`r(N)'] plus one"
909
+ exit 198
910
+ }
911
+ else if (`nquantiles' < 2) {
912
+ di as error "nquantiles() must be greater than or equal to 2"
913
+ exit 198
914
+ }
915
+
916
+ * Compute quantile boundaries
917
+ _pctile `exp' if `randsample' `wt', nq(`nquantiles') `altdef'
918
+
919
+ * Store quantile boundaries in list
920
+ forvalues i=1/`=`nquantiles'-1' {
921
+ local cutvallist `cutvallist' r(r`i')
922
+ }
923
+ }
924
+ else if "`cutpoints'"!="" { /***** CUTPOINTS *****/
925
+
926
+ * Parameter checks
927
+ if "`cutvalues'"!="" {
928
+ di as error "cannot specify both cutpoints() and cutvalues()"
929
+ exit 198
930
+ }
931
+ if "`wt'"!="" | "`randvar'"!="" | "`ALTdef'"!="" | `randcut'!=1 | `nquantiles'!=2 | `randn'!=-1 {
932
+ di as error "cutpoints() cannot be used with nquantiles(), altdef, randvar(), randcut(), randn() or weights"
933
+ exit 198
934
+ }
935
+
936
+ tempname cutvals
937
+ qui tab `cutpoints', matrow(`cutvals')
938
+
939
+ if r(r)==0 {
940
+ di as error "cutpoints() all missing"
941
+ exit 2000
942
+ }
943
+ else {
944
+ local nquantiles = r(r) + 1
945
+
946
+ forvalues i=1/`r(r)' {
947
+ local cutvallist `cutvallist' `cutvals'[`i',1]
948
+ }
949
+ }
950
+ }
951
+ else { /***** CUTVALUES *****/
952
+ if "`wt'"!="" | "`randvar'"!="" | "`ALTdef'"!="" | `randcut'!=1 | `nquantiles'!=2 | `randn'!=-1 {
953
+ di as error "cutvalues() cannot be used with nquantiles(), altdef, randvar(), randcut(), randn() or weights"
954
+ exit 198
955
+ }
956
+
957
+ * parse numlist
958
+ numlist "`cutvalues'"
959
+ local cutvallist `"`r(numlist)'"'
960
+ local nquantiles=wordcount(`"`r(numlist)'"')+1
961
+ }
962
+
963
+ * Pick data type for quantile variable
964
+ if (`nquantiles'<=100) local qtype byte
965
+ else if (`nquantiles'<=32,740) local qtype int
966
+ else local qtype long
967
+
968
+ * Create quantile variable
969
+ local cutvalcommalist : subinstr local cutvallist " " ",", all
970
+ qui gen `qtype' `varlist'=1+irecode(`exp',`cutvalcommalist') if `touse'
971
+ label var `varlist' "`nquantiles' quantiles of `exp'"
972
+
973
+ * Return values
974
+ if ("`samplesize'"!="") return scalar n = `samplesize'
975
+ else return scalar n = .
976
+
977
+ return scalar N = `popsize'
978
+
979
+ tokenize `"`cutvallist'"'
980
+ forvalues i=`=`nquantiles'-1'(-1)1 {
981
+ return scalar r`i' = ``i''
982
+ }
983
+
984
+ end
985
+
986
+
987
+ version 12.1
988
+ set matastrict on
989
+
990
+ mata:
991
+
992
+ void characterize_unique_vals_sorted(string scalar var, real scalar first, real scalar last, real scalar maxuq) {
993
+ // Inputs: a numeric variable, a starting & ending obs #, and a maximum number of unique values
994
+ // Requires: the data to be sorted on the specified variable within the observation boundaries given
995
+ // (no check is made that this requirement is satisfied)
996
+ // Returns: the number of unique values found
997
+ // the unique values found
998
+ // the observation boundaries of each unique value in the dataset
999
+
1000
+
1001
+ // initialize returned results
1002
+ real scalar Nunique
1003
+ Nunique=0
1004
+
1005
+ real matrix values
1006
+ values=J(maxuq,1,.)
1007
+
1008
+ real matrix boundaries
1009
+ boundaries=J(maxuq,2,.)
1010
+
1011
+ // initialize computations
1012
+ real scalar var_index
1013
+ var_index=st_varindex(var)
1014
+
1015
+ real scalar curvalue
1016
+ real scalar prevvalue
1017
+
1018
+ // perform computations
1019
+ real scalar obs
1020
+ for (obs=first; obs<=last; obs++) {
1021
+ curvalue=_st_data(obs,var_index)
1022
+
1023
+ if (curvalue!=prevvalue) {
1024
+ Nunique++
1025
+ if (Nunique<=maxuq) {
1026
+ prevvalue=curvalue
1027
+ values[Nunique,1]=curvalue
1028
+ boundaries[Nunique,1]=obs
1029
+ if (Nunique>1) boundaries[Nunique-1,2]=obs-1
1030
+ }
1031
+ else {
1032
+ exit(error(134))
1033
+ }
1034
+
1035
+ }
1036
+ }
1037
+ boundaries[Nunique,2]=last
1038
+
1039
+ // return results
1040
+ stata("return clear")
1041
+
1042
+ st_numscalar("r(r)",Nunique)
1043
+ st_matrix("r(values)",values[1..Nunique,.])
1044
+ st_matrix("r(boundaries)",boundaries[1..Nunique,.])
1045
+
1046
+ }
1047
+
1048
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/b/binscatter.sthlp ADDED
@@ -0,0 +1,332 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* *! version 7.02 24nov2013}{...}
3
+ {viewerjumpto "Syntax" "binscatter##syntax"}{...}
4
+ {viewerjumpto "Description" "binscatter##description"}{...}
5
+ {viewerjumpto "Options" "binscatter##options"}{...}
6
+ {viewerjumpto "Examples" "binscatter##examples"}{...}
7
+ {viewerjumpto "Saved results" "binscatter##saved_results"}{...}
8
+ {viewerjumpto "Author" "binscatter##author"}{...}
9
+ {viewerjumpto "Acknowledgements" "binscatter##acknowledgements"}{...}
10
+ {title:Title}
11
+
12
+ {p2colset 5 19 21 2}{...}
13
+ {p2col :{hi:binscatter} {hline 2}}Binned scatterplots{p_end}
14
+ {p2colreset}{...}
15
+
16
+
17
+ {marker syntax}{title:Syntax}
18
+
19
+ {p 8 15 2}
20
+ {cmd:binscatter}
21
+ {varlist} {ifin}
22
+ {weight}
23
+ [{cmd:,} {it:options}]
24
+
25
+
26
+ {pstd}
27
+ where {it:varlist} is
28
+ {p_end}
29
+ {it:y_1} [{it:y_2} [...]] {it:x}
30
+
31
+ {synoptset 26 tabbed}{...}
32
+ {synopthdr :options}
33
+ {synoptline}
34
+ {syntab :Main}
35
+ {synopt :{opth by(varname)}}plot separate series for each group (see {help binscatter##by_notes:important notes below}){p_end}
36
+ {synopt :{opt med:ians}}plot within-bin medians instead of means{p_end}
37
+
38
+ {syntab :Bins}
39
+ {synopt :{opth n:quantiles(#)}}number of equal-sized bins to be created; default is {bf:20}{p_end}
40
+ {synopt :{opth gen:xq(varname)}}generate quantile variable containing the bins{p_end}
41
+ {synopt :{opt discrete}}each x-value to be used as a separate bin{p_end}
42
+ {synopt :{opth xq(varname)}}variable which already contains bins; bins therefore not recomputed{p_end}
43
+
44
+ {syntab :Controls}
45
+ {synopt :{opth control:s(varlist)}}residualize the x & y variables on controls before plotting{p_end}
46
+ {synopt :{opth absorb(varname)}}residualize the x & y variables on a categorical variable{p_end}
47
+ {synopt :{opt noa:ddmean}}do not add the mean of each variable back to its residuals{p_end}
48
+
49
+ {syntab :Fit Line}
50
+ {synopt :{opth line:type(binscatter##linetype:linetype)}}type of fit line; default is {bf:lfit}, may also be {bf:qfit}, {bf:connect}, or {bf:none}{p_end}
51
+ {synopt :{opth rd(numlist)}}create regression discontinuity at x-values{p_end}
52
+ {synopt :{opt reportreg}}display the regressions used to estimate the fit lines{p_end}
53
+
54
+ {syntab :Graph Style}
55
+ {synopt :{cmdab:col:ors(}{it:{help colorstyle}list}{cmd:)}}ordered list of colors{p_end}
56
+ {synopt :{cmdab:mc:olors(}{it:{help colorstyle}list}{cmd:)}}overriding ordered list of colors for the markers{p_end}
57
+ {synopt :{cmdab:lc:olors(}{it:{help colorstyle}list}{cmd:)}}overriding ordered list of colors for the lines{p_end}
58
+ {synopt :{cmdab:m:symbols(}{it:{help symbolstyle}list}{cmd:)}}ordered list of symbols{p_end}
59
+ {synopt :{it:{help twoway_options}}}{help title options:titles}, {help legend option:legends}, {help axis options:axes}, added {help added line options:lines} and {help added text options:text},
60
+ {help region options:regions}, {help name option:name}, {help aspect option:aspect ratio}, etc.{p_end}
61
+
62
+ {syntab :Save Output}
63
+ {synopt :{opt savegraph(filename)}}save graph to file; format automatically detected from extension [ex: .gph .jpg .png]{p_end}
64
+ {synopt :{opt savedata(filename)}}save {it:filename}.csv containg scatterpoint data, and {it:filename}.do to process data into graph{p_end}
65
+ {synopt :{opt replace}}overwrite existing files{p_end}
66
+
67
+ {syntab :fastxtile options}
68
+ {synopt :{opt nofastxtile}}use xtile instead of fastxtile{p_end}
69
+ {synopt :{opth randvar(varname)}}use {it:varname} to sample observations when computing quantile boundaries{p_end}
70
+ {synopt :{opt randcut(#)}}upper bound on {cmd:randvar()} used to cut the sample; default is {cmd:randcut(1)}{p_end}
71
+ {synopt :{opt randn(#)}}number of observations to sample when computing quantile boundaries{p_end}
72
+ {synoptline}
73
+ {p 4 6 2}
74
+ {opt aweight}s and {opt fweight}s are allowed;
75
+ see {help weight}.
76
+ {p_end}
77
+
78
+
79
+ {marker description}{...}
80
+ {title:Description}
81
+
82
+ {pstd}
83
+ {opt binscatter} generates binned scatterplots, and is optimized for speed in large datasets.
84
+
85
+ {pstd}
86
+ Binned scatterplots provide a non-parametric way of visualizing the relationship between two variables.
87
+ With a large number of observations, a scatterplot that plots every data point would become too crowded
88
+ to interpret visually. {cmd:binscatter} groups the x-axis variable into equal-sized bins, computes the
89
+ mean of the x-axis and y-axis variables within each bin, then creates a scatterplot of these data points.
90
+ The result is a non-parametric visualization of the conditional expectation function.
91
+
92
+ {pstd}
93
+ {opt binscatter} provides built-in options to control for covariates before plotting the relationship
94
+ (see {help binscatter##controls:Controls}). Additionally, {cmd:binscatter} will plot fit lines based
95
+ on the underlying data, and can automatically handle regression discontinuities (see {help binscatter##fit_line:Fit Line}).
96
+
97
+
98
+ {marker options}{...}
99
+ {title:Options}
100
+
101
+ {dlgtab:Main}
102
+
103
+ {marker by_notes}{...}
104
+ {phang}{opth by(varname)} plots a separate series for each by-value. Both numeric and string by-variables
105
+ are supported, but numeric by-variables will have faster run times.
106
+
107
+ {pmore}Users should be aware of the two ways in which {cmd:binscatter} does not condition on by-values:
108
+
109
+ {phang3}1) When combined with {opt controls()} or {opt absorb()}, the program residualizes using the restricted model in which each covariate
110
+ has the same coefficient in each by-value sample. It does not run separate regressions for each by-value. If you wish to control for
111
+ covariates using a different model, you can residualize your x- and y-variables beforehand using your desired model then run {cmd:binscatter}
112
+ on the residuals you constructed.
113
+
114
+ {phang3}2) When not combined with {opt discrete} or {opt xq()}, the program constructs a single set of bins
115
+ using the unconditional quantiles of the x-variable. It does not bin the x-variable separately for each by-value.
116
+ If you wish to use a different binning procedure (such as constructing equal-sized bins separately for each
117
+ by-value), you can construct a variable containing your desired bins beforehand, then run {cmd:binscatter} with {opt xq()}.
118
+
119
+ {phang}{opt med:ians} creates the binned scatterplot using the median x- and y-value within each bin, rather than the mean.
120
+ This option only affects the scatter points; it does not, for instance, cause {opt linetype(lfit)}
121
+ to use quantile regression instead of OLS when drawing a fit line.
122
+
123
+ {dlgtab:Bins}
124
+
125
+ {phang}{opth n:quantiles(#)} specifies the number of equal-sized bins to be created. This is equivalent to the number of
126
+ points in each series. The default is {bf:20}. If the x-variable has fewer
127
+ unique values than the number of bins specified, then {opt discrete} will be automatically invoked, and no
128
+ binning will be performed.
129
+ This option cannot be combined with {opt discrete} or {opt xq()}.
130
+
131
+ {pmore}
132
+ Binning is performed after residualization when combined with {opt controls()} or {opt absorb()}.
133
+ Note that the binning procedure is equivalent to running xtile, which in certain cases will generate
134
+ fewer quantile categories than specified. (e.g. {stata sysuse auto}; {stata xtile temp=mpg, nq(20)}; {stata tab temp})
135
+
136
+ {phang}{opth gen:xq(varname)} creates a categorical variable containing the computed bins.
137
+ This option cannot be combined with {opt discrete} or {opt xq()}.
138
+
139
+ {phang}{opt discrete} specifies that the x-variable is discrete and that each x-value is to be treated as
140
+ a separate bin. {cmd:binscatter} will therefore plot the mean y-value associated with each x-value.
141
+ This option cannot be combined with {opt nquantiles()}, {opt genxq()} or {opt xq()}.
142
+
143
+ {pmore}
144
+ In most cases, {opt discrete} should not be combined with {opt controls()} or {opt absorb()}, since residualization occurs before binning,
145
+ and in general the residual of a discrete variable will not be discrete.
146
+
147
+ {phang}{opth xq(varname)} specifies a categorical variable that contains the bins to be used, instead of {cmd:binscatter} generating them.
148
+ This option is typically used to avoid recomputing the bins needlessly when {cmd:binscatter} is being run repeatedly on the same sample
149
+ and with the same x-variable.
150
+ It may be convenient to use {opt genxq(binvar)} in the first iteration, and specify {opt xq(binvar)} in subsequent iterations.
151
+ Computing quantiles is computationally intensive in large datasets, so avoiding repetition can reduce run times considerably.
152
+ This option cannot be combined with {opt nquantiles()}, {opt genxq()} or {opt discrete}.
153
+
154
+ {pmore}
155
+ Care should be taken when combining {opt xq()} with {opt controls()} or {opt absorb()}. Binning takes place after residualization,
156
+ so if the sample changes or the control variables change, the bins ought to be recomputed as well.
157
+
158
+ {marker controls}{...}
159
+ {dlgtab:Controls}
160
+
161
+ {phang}{opth control:s(varlist)} residualizes the x-variable and y-variables on the specified controls before binning and plotting.
162
+ To do so, {cmd:binscatter} runs a regression of each variable on the controls, generates the residuals, and adds the sample mean of
163
+ each variable back to its residuals.
164
+
165
+ {phang}{opth absorb(varname)} absorbs fixed effects in the categorical variable from the x-variable and y-variables before binning and plotting,
166
+ To do so, {cmd:binscatter} runs an {helpb areg} of each variable with {it:absorb(varname)} and any {opt controls()} specified. It then generates the
167
+ residuals and adds the sample mean of each variable back to its residuals.
168
+
169
+ {phang}{opt noa:ddmean} prevents the sample mean of each variable from being added back to its residuals, when combined with {opt controls()} or {opt absorb()}.
170
+
171
+ {marker fit_line}{...}
172
+ {dlgtab:Fit Line}
173
+
174
+ {marker linetype}{...}
175
+ {phang}{opth line:type(binscatter##linetype:linetype)} specifies the type of line plotted on each series.
176
+ The default is {bf:lfit}, which plots a linear fit line. Other options are {bf:qfit} for a quadratic fit line,
177
+ {bf:connect} for connected points, and {bf:none} for no line.
178
+
179
+ {pmore}Linear or quadratic fit lines are estimated using the underlying data, not the binned scatter points. When combined with
180
+ {opt controls()} or {opt absorb()}, the fit line is estimated after the variables have been residualized.
181
+
182
+ {phang}{opth rd(numlist)} draws a dashed vertical line at the specified x-values and generates regression discontinuities when combined with {opt line(lfit|qfit)}.
183
+ Separate fit lines will be estimated below and above each discontinuity. These estimations are performed using the underlying data, not the binned scatter points.
184
+
185
+ {pmore}The regression discontinuities do not affect the binned scatter points in any way.
186
+ Specifically, a bin may contain a discontinuity within its range, and therefore include data from both sides of the discontinuity.
187
+
188
+ {phang}{opt reportreg} displays the regressions used to estimate the fit lines in the results window.
189
+
190
+ {dlgtab:Graph Style}
191
+
192
+ {phang}{cmdab:col:ors(}{it:{help colorstyle}list}{cmd:)} specifies an ordered list of colors for each series
193
+
194
+ {phang}{cmdab:mc:olors(}{it:{help colorstyle}list}{cmd:)} specifies an ordered list of colors for the markers of each series, which overrides any list provided in {opt colors()}
195
+
196
+ {phang}{cmdab:lc:olors(}{it:{help colorstyle}list}{cmd:)} specifies an ordered list of colors for the line of each series, which overrides any list provided in {opt colors()}
197
+
198
+ {phang}{cmdab:m:symbols(}{it:{help symbolstyle}list}{cmd:)} specifies an ordered list of symbols for each series
199
+
200
+ {phang}{it:{help twoway_options}}:
201
+
202
+ {pmore}Any unrecognized options added to {cmd:binscatter} are appended to the end of the twoway command which generates the
203
+ binned scatter plot.
204
+
205
+ {pmore}These can be used to control the graph {help title options:titles},
206
+ {help legend option:legends}, {help axis options:axes}, added {help added line options:lines} and {help added text options:text},
207
+ {help region options:regions}, {help name option:name}, {help aspect option:aspect ratio}, etc.
208
+
209
+ {dlgtab:Save Output}
210
+
211
+ {phang}{opt savegraph(filename)} saves the graph to a file. The format is automatically detected from the extension specified [ex: {bf:.gph .jpg .png}],
212
+ and either {cmd:graph save} or {cmd:graph export} is run. If no file extension is specified {bf:.gph} is assumed.
213
+
214
+ {phang}{opt savedata(filename)} saves {it:filename}{bf:.csv} containing the binned scatterpoint data, and {it:filename}{bf:.do} which
215
+ loads the scatterpoint data, labels the variables, and plots the binscatter graph.
216
+
217
+ {pmore}Note that the saved result {bf:e(cmd)} provides an alternative way of capturing the binscatter graph and editing it.
218
+
219
+ {phang}{opt replace} specifies that files be overwritten if they alredy exist
220
+
221
+ {dlgtab:fastxtile options}
222
+
223
+ {phang}{opt nofastxtile} forces the use of {cmd:xtile} instead of {cmd:fastxtile} to compute bins. There is no situation where this should
224
+ be necessary or useful. The {cmd:fastxile} program generates identical results to {cmd:xtile}, but runs faster on large datasets, and has
225
+ additional options for random sampling which may be useful to increase speed.
226
+
227
+ {pmore}{cmd:fastxtile} is built into the {cmd:binscatter} code, but may also be installed
228
+ separately from SSC ({stata ssc install fastxtile:click here to install}) for use outside of {cmd:binscatter}.
229
+
230
+ {phang}{opth randvar(varname)} requests that {it:varname} be used to select a
231
+ sample of observations when computing the quantile boundaries. Sampling increases
232
+ the speed of the binning procedure, but generates bins which are only approximately equal-sized
233
+ due to sampling error. It is possible to omit this option and still perform random sampling from U[0,1]
234
+ as described below in {opt randcut()} and {opt randn()}.
235
+
236
+ {phang}{opt randcut(#)} specifies the upper bound on the variable contained
237
+ in {opt randvar(varname)}. Quantile boundaries are approximated using observations for which
238
+ {opt randvar()} <= #. If no variable is specified in {opt randvar()},
239
+ a standard uniform random variable is generated. The default is {cmd:randcut(1)}.
240
+ This option cannot be combined with {opt randn()}.
241
+
242
+ {phang}{opt randn(#)} specifies an approximate number of observations to sample when
243
+ computing the quantile boundaries. Quantile boundaries are approximated using observations
244
+ for which a uniform random variable is <= #/N. The exact number of observations
245
+ sampled may therefore differ from #, but it equals # in expectation. When this option is
246
+ combined with {opth randvar(varname)}, {it:varname} ought to be distributed U[0,1].
247
+ Otherwise, a standard uniform random variable is generated. This option cannot be combined
248
+ with {opt randcut()}.
249
+
250
+
251
+ {marker examples}{...}
252
+ {title:Examples}
253
+
254
+ {pstd}Load the 1988 extract of the National Longitudinal Survey of Young Women and Mature Women.{p_end}
255
+ {phang2}. {stata sysuse nlsw88}{p_end}
256
+ {phang2}. {stata keep if inrange(age,35,44) & inrange(race,1,2)}{p_end}
257
+
258
+ {pstd}What is the relationship between job tenure and wages?{p_end}
259
+ {phang2}. {stata scatter wage tenure}{p_end}
260
+ {phang2}. {stata binscatter wage tenure}{p_end}
261
+
262
+ {pstd}The scatter was too crowded to be easily interpetable. The binscatter is cleaner, but a linear fit looks unreasonable.{p_end}
263
+
264
+ {pstd}Try a quadratic fit.{p_end}
265
+ {phang2}. {stata binscatter wage tenure, line(qfit)}{p_end}
266
+
267
+ {pstd}We can also plot a linear regression discontinuity.{p_end}
268
+ {phang2}. {stata binscatter wage tenure, rd(2.5)}{p_end}
269
+
270
+ {pstd} What is the relationship between age and wages?{p_end}
271
+ {phang2}. {stata scatter wage age}{p_end}
272
+ {phang2}. {stata binscatter wage age}{p_end}
273
+
274
+ {pstd} The binscatter is again much easier to interpret. (Note that {cmd:binscatter} automatically
275
+ used each age as a discrete bin, since there are fewer than 20 unique values.){p_end}
276
+
277
+ {pstd}How does the relationship vary by race?{p_end}
278
+ {phang2}. {stata binscatter wage age, by(race)}{p_end}
279
+
280
+ {pstd} The relationship between age and wages is very different for whites and blacks. But what if we control for occupation?{p_end}
281
+ {phang2}. {stata binscatter wage age, by(race) absorb(occupation)}{p_end}
282
+
283
+ {pstd} A very different picture emerges. Let's label this graph nicely.{p_end}
284
+ {phang2}. {stata binscatter wage age, by(race) absorb(occupation) msymbols(O T) xtitle(Age) ytitle(Hourly Wage) legend(lab(1 White) lab(2 Black))}{p_end}
285
+
286
+
287
+ {marker saved_results}{...}
288
+ {title:Saved Results}
289
+
290
+ {pstd}
291
+ {cmd:binscatter} saves the following in {cmd:e()}:
292
+
293
+ {synoptset 20 tabbed}{...}
294
+ {p2col 5 20 24 2: Scalars}{p_end}
295
+ {synopt:{cmd:e(N)}}number of observations{p_end}
296
+
297
+ {synoptset 20 tabbed}{...}
298
+ {p2col 5 20 24 2: Macros}{p_end}
299
+ {synopt:{cmd:e(graphcmd)}}twoway command used to generate graph, which does not depend on loaded data{p_end}
300
+ {p 30 30 2}Note: it is often important to reference this result using `"`{bf:e(graphcmd)}'"'
301
+ rather than {bf:e(graphcmd)} in order to avoid truncation due to Stata's character limit for strings.
302
+
303
+ {synoptset 20 tabbed}{...}
304
+ {p2col 5 20 24 2: Matrices}{p_end}
305
+ {synopt:{cmd:e(byvalues)}}ordered list of by-values {it:(if numeric by-variable specified)}{p_end}
306
+ {synopt:{cmd:e(rdintervals)}}ordered list of rd intervals {it:(if rd specified)}{p_end}
307
+ {synopt:{cmd:e(y#_coefs)}}fit line coefficients for #th y-variable {it:(if lfit or qfit specified)}{p_end}
308
+
309
+ {synoptset 20 tabbed}{...}
310
+ {p2col 5 20 24 2: Functions}{p_end}
311
+ {synopt:{cmd:e(sample)}}marks sample{p_end}
312
+ {p2colreset}{...}
313
+
314
+
315
+ {marker author}{...}
316
+ {title:Author}
317
+
318
+ {pstd}Michael Stepner{p_end}
319
+ {pstd}[email protected]{p_end}
320
+
321
+
322
+ {marker acknowledgements}{...}
323
+ {title:Acknowledgements}
324
+
325
+ {pstd}The present version of {cmd:binscatter} is based on a program first written by Jessica Laird.
326
+
327
+ {pstd}This program was developed under the guidance and direction of Raj Chetty and John
328
+ Friedman. Laszlo Sandor provided suggestions which improved the program considerably, and offered abundant help
329
+ testing it.
330
+
331
+ {pstd}Thank you also to the users of early versions of the program who devoted time to reporting
332
+ the bugs that they encountered.
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/backup.trk ADDED
@@ -0,0 +1,447 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ * 00000021
2
+ *! version 1.0.0
3
+ * Do not erase or edit this file
4
+ * It is used by Stata to track the ado and help
5
+ * files you have installed.
6
+
7
+ S http://fmwww.bc.edu/repec/bocode/l
8
+ N listtab.pkg
9
+ D 12 Feb 2014
10
+ U 1
11
+ d 'LISTTAB': module to list variables as rows of a TeX, HTML or word processor table
12
+ d
13
+ d listtab outputs a list of variables to the Stata log or to a
14
+ d file as TeX, HTML or word processor table rows, which can then be
15
+ d inserted into a TeX, HTML or word processor table by cutting and
16
+ d pasting and/or file linking and/or embedding (eg using the TeX
17
+ d \input command). listtab produces the table rows, but may also
18
+ d produce a set of header lines before the table rows and/or footer
19
+ d lines after the table rows, containing preambles and/or table
20
+ d definitions and/or table headers and/or table footers, as
21
+ d specified by the user.
22
+ d
23
+ d KW: output
24
+ d KW: LaTeX
25
+ d KW: HTML
26
+ d KW: RTF
27
+ d
28
+ d Requires: Stata version 11.0
29
+ d
30
+ d Distribution-Date: 20121105
31
+ d
32
+ d Author: Roger Newson, National Heart and Lung Institute at Imperial College London
33
+ d Support: email r.newson@@imperial.ac.uk
34
+ d
35
+ f l/listtab.ado
36
+ f l/listtab.sthlp
37
+ f l/listtab_rstyle.ado
38
+ f l/listtab_rstyle.sthlp
39
+ f l/listtab_vars.ado
40
+ f l/listtab_vars.sthlp
41
+ e
42
+ S http://fmwww.bc.edu/repec/bocode/e
43
+ N estout.pkg
44
+ D 13 Feb 2015
45
+ U 4
46
+ d 'ESTOUT': module to make regression tables
47
+ d
48
+ d estout produces a table of regression results from one or
49
+ d several models for use with spreadsheets, LaTeX, HTML, or a
50
+ d word-processor table. eststo stores a quick copy of the active
51
+ d estimation results for later tabulation. esttab is a wrapper for
52
+ d estout. It displays a pretty looking publication-style regression
53
+ d table without much typing. estadd adds additional results to the
54
+ d e()-returns for one or several models previously fitted and
55
+ d stored. This package subsumes the previously circulated esto,
56
+ d esta, estadd, and estadd_plus. An earlier version of estout is
57
+ d available as estout1.
58
+ d
59
+ d KW: estimates
60
+ d KW: LaTeX
61
+ d KW: HTML
62
+ d KW: word processor
63
+ d KW: output
64
+ d
65
+ d Requires: Stata version 8.2
66
+ d
67
+ d Distribution-Date: 20140604
68
+ d
69
+ d Author: Ben Jann, University of Bern
70
+ d Support: email jann@@soz.unibe.ch
71
+ d
72
+ f _/_eststo.ado
73
+ f _/_eststo.hlp
74
+ f e/estadd.ado
75
+ f e/estadd.hlp
76
+ f e/estout.ado
77
+ f e/estout.hlp
78
+ f e/eststo.ado
79
+ f e/eststo.hlp
80
+ f e/estpost.ado
81
+ f e/estpost.hlp
82
+ f e/esttab.ado
83
+ f e/esttab.hlp
84
+ e
85
+ S http://fmwww.bc.edu/repec/bocode/t
86
+ N tabout.pkg
87
+ D 13 Feb 2015
88
+ U 5
89
+ d 'TABOUT': module to export publication quality cross-tabulations
90
+ d
91
+ d tabout is a table building program for oneway and twoway
92
+ d tables of frequencies and percentages, and for summary tables. It
93
+ d produces publication quality tables for export to a text file.
94
+ d These tables can then be used with spreadsheets, word processors,
95
+ d web browsers or compilers like LaTeX. The tables produced by
96
+ d tabout allow multiple panels so that a number of variables can be
97
+ d included in the one table. tabout also provides standard errors
98
+ d and confidence intervals, as well as a range of table statistics
99
+ d (chi2 etc). The output from tabout matches Stata's tabulate, most
100
+ d of tabstat and some of table.
101
+ d
102
+ d KW: tables
103
+ d KW: latex
104
+ d KW: html
105
+ d KW: delimited text
106
+ d
107
+ d Requires: Stata version 9.2
108
+ d
109
+ d Distribution-Date: 20150112
110
+ d
111
+ d Author: Ian Watson , Macquarie University, Australia
112
+ d Support: email mail@@ianwatson.com.au
113
+ d
114
+ f t/tabout.ado
115
+ f t/tabstatout.ado
116
+ f t/tabout.hlp
117
+ f f/figout.ado
118
+ f f/figout.hlp
119
+ e
120
+ S http://www.econ.hit-u.ac.jp/~kan/research/ztree2stata
121
+ N ztree2stata.pkg
122
+ D 12 Jun 2015
123
+ U 6
124
+ d ztree2stata. Imports a z-Tree data file and converts it into Stata format.
125
+ d Program by Kan Takeuchi.
126
+ d Instruction manual in PDF is also available at my website.
127
+ d ({browse "http://www.econ.hit-u.ac.jp/~kan/research/ztree2stata/ztree2stata.pdf":http://www.econ.hit-u.ac.jp/~kan/research/ztree2stata/ztree2stata.pdf}).
128
+ f z/ztree2stata.ado
129
+ f z/ztree2stata.hlp
130
+ e
131
+ S http://fmwww.bc.edu/RePEc/bocode/s
132
+ N strdist.pkg
133
+ D 25 Apr 2016
134
+ U 7
135
+ d 'STRDIST': module to calculate the Levenshtein distance, or edit distance, between strings
136
+ d
137
+ d strdist calculates the Levenshtein distance, or edit distance,
138
+ d between strings. It is implemented in Mata, and does not require
139
+ d a C plugin.
140
+ d
141
+ d KW: edit distance
142
+ d KW: Levenshtein distance
143
+ d KW: string comparison
144
+ d KW: data management
145
+ d
146
+ d Requires: Stata version 10
147
+ d
148
+ d Distribution-Date: 20121111
149
+ d
150
+ d Author: Michael Barker, Georgetown University
151
+ d Support: email michael.barker96@@gmail.com
152
+ d
153
+ f s/strdist.ado
154
+ f s/strdist.sthlp
155
+ e
156
+ S http://www.stata-journal.com/software/sj15-1
157
+ N st0381.pkg
158
+ D 10 Jun 2016
159
+ U 8
160
+ d SJ15-1 st0381. Dunn's test of multiple...
161
+ d Dunn's test of multiple comparisons using rank
162
+ d sums
163
+ d by Alexis Dinno, School of Community Health,
164
+ d Portland State University, Portland, OR
165
+ d Support: alexis.dinno@@pdx.edu
166
+ d After installation, type help ^dunntest^
167
+ f d/dunntest.ado
168
+ f d/dunntest.sthlp
169
+ e
170
+ S http://fmwww.bc.edu/RePEc/bocode/f
171
+ N fmm.pkg
172
+ D 5 Sep 2016
173
+ U 9
174
+ d 'FMM': module to estimate finite mixture models
175
+ d
176
+ d fmm fits a finite mixture regression model using maximum
177
+ d likelihood estimation. The model is a J-component finite mixture
178
+ d of densities, with the density within a class (j) allowed to
179
+ d vary in location and scale. Optionally, the mixing probabilities
180
+ d may be specified with covariates. fmm currently fits mixtures
181
+ d of the following distributions: Gamma, Normal (Gaussian),
182
+ d Lognormal, Negative binomial 1 & 2 (mean and constant
183
+ d dispersion), Poisson, Student-t (with fixed degrees of freedom)
184
+ d
185
+ d KW: Finite mixture model
186
+ d KW: maximum likelihood estimation
187
+ d KW: mixture of densities
188
+ d
189
+ d Requires: Stata version 9.2
190
+ d
191
+ d Distribution-Date: 20120212
192
+ d
193
+ d Author: Partha Deb, Hunter College
194
+ d Support: email partha.deb@@hunter.cuny.edu
195
+ d
196
+ f f/fmm.ado
197
+ f f/fmm.hlp
198
+ f f/fmm_postestimation.hlp
199
+ f f/fmm_gamma_lf.ado
200
+ f f/fmm_gamma_p.ado
201
+ f f/fmm_lognormal_lf.ado
202
+ f f/fmm_lognormal_p.ado
203
+ f f/fmm_negbin1_lf.ado
204
+ f f/fmm_negbin1_p.ado
205
+ f f/fmm_negbin2_lf.ado
206
+ f f/fmm_negbin2_p.ado
207
+ f f/fmm_normal_lf.ado
208
+ f f/fmm_normal_p.ado
209
+ f f/fmm_poisson_lf.ado
210
+ f f/fmm_poisson_p.ado
211
+ f f/fmm_studentt_lf.ado
212
+ f f/fmm_studentt_p.ado
213
+ f g/gammareg_lf.ado
214
+ f l/lognormalreg_lf.ado
215
+ f n/normalreg_lf.ado
216
+ f s/studenttreg_lf.ado
217
+ e
218
+ S http://www.stata-journal.com/software/sj7-2
219
+ N gr0001_3.pkg
220
+ D 9 Sep 2016
221
+ U 10
222
+ d SJ7-2 gr0001_3. Update: Generalized Lorenz curves and...
223
+ d Update: Generalized Lorenz curves and related graphs
224
+ d by Philippe Van Kerm, CEPS/INSEAD G.-D. Luxembourg,
225
+ d University of Namur, Belgium
226
+ d Stephen P. Jenkins, University of Essex, UK
227
+ d Support: philippe.vankerm@@ceps.lu, stephenj@@essex.ac.uk
228
+ d After installation, type help ^glcurve^
229
+ f g/glcurve.ado
230
+ f g/glcurve.hlp
231
+ e
232
+ S http://fmwww.bc.edu/repec/bocode/c
233
+ N coefplot.pkg
234
+ D 15 Sep 2017
235
+ U 12
236
+ d 'COEFPLOT': module to plot regression coefficients and other results
237
+ d
238
+ d coefplot plots results from estimation commands or Stata
239
+ d matrices. Results from multiple models or matrices can be
240
+ d combined in a single graph. The default behavior of coefplot is
241
+ d to draw markers for coefficients and horizontal spikes for
242
+ d confidence intervals. However, coefplot can also produce various
243
+ d other types of graphs.
244
+ d
245
+ d KW: graphics
246
+ d KW: coefficients
247
+ d KW: estimation
248
+ d
249
+ d Requires: Stata version 11
250
+ d
251
+ d Distribution-Date: 20170216
252
+ d
253
+ d Author: Ben Jann, University of Bern
254
+ d Support: email jann@@soz.unibe.ch
255
+ d
256
+ f c/coefplot.ado
257
+ f c/coefplot.sthlp
258
+ e
259
+ S http://fmwww.bc.edu/repec/bocode/l
260
+ N latab.pkg
261
+ D 4 Oct 2017
262
+ U 13
263
+ d 'LATAB': module to generate LaTeX output from tabulate
264
+ d
265
+ d latab tabulates the varlist (max of 2 variables) and produces a
266
+ d display with LaTeX code embedded in the output. The user may then
267
+ d copy from this display (or copy from a log file) and paste into a
268
+ d LaTeX document. Companion program latabstat produces LaTeX output
269
+ d from the tabstat command.
270
+ d
271
+ d Distribution-Date: 20030119
272
+ d
273
+ d Author: Ian Watson , ACIRRT, University of Sydney
274
+ d Support: email iangwatson@@pnc.com.au
275
+ d
276
+ f l/latab.ado
277
+ f l/latab.hlp
278
+ f l/latabstat.ado
279
+ f l/latabstat.hlp
280
+ e
281
+ S http://fmwww.bc.edu/repec/bocode/b
282
+ N binscatter.pkg
283
+ D 4 Oct 2017
284
+ U 14
285
+ d 'BINSCATTER': module to generate binned scatterplots
286
+ d
287
+ d binscatter generates binned scatterplots, and is optimized for
288
+ d speed in large datasets. Binned scatterplots provide a
289
+ d non-parametric way of visualizing the relationship between two
290
+ d variables. With a large number of observations, a scatterplot
291
+ d that plots every data point would become too crowded to interpret
292
+ d visually. binscatter groups the x-axis variable into equal-sized
293
+ d bins, computes the mean of the x-axis and y-axis variables within
294
+ d each bin, then creates a scatterplot of these data points. It
295
+ d provides built-in options to control for covariates before
296
+ d plotting the relationship. It will also plot fit lines based on
297
+ d the underlying data, and can automatically handle regression
298
+ d discontinuities.
299
+ d
300
+ d KW: scatterplot
301
+ d KW: data description
302
+ d KW: regression discontinuity
303
+ d
304
+ d Requires: Stata version 12.1
305
+ d
306
+ d Distribution-Date: 20131124
307
+ d
308
+ d Author: Michael Stepner
309
+ d Support: email michaelstepner@@gmail.com
310
+ d
311
+ f b/binscatter.ado
312
+ f b/binscatter.sthlp
313
+ e
314
+ S http://fmwww.bc.edu/repec/bocode/c
315
+ N center.pkg
316
+ D 14 Nov 2017
317
+ U 15
318
+ d 'CENTER': module to center (or standardize) variables
319
+ d
320
+ d center centers variables to have zero sample mean (and,
321
+ d optionally, unit sample variance). center is byable and may also
322
+ d be used for quasi-demeaning.
323
+ d
324
+ d KW: centering
325
+ d KW: demeaning
326
+ d KW: z-score
327
+ d
328
+ d Requires: Stata version 7.0
329
+ d
330
+ d Distribution-Date: 20170413
331
+ d
332
+ d Author: Ben Jann, University of Bern
333
+ d Support: email jann@@soz.unibe.ch
334
+ d
335
+ f c/center.ado
336
+ f c/center.hlp
337
+ e
338
+ S http://www.stata.com/stb/stb61
339
+ N gr42_1.pkg
340
+ D 29 Nov 2017
341
+ U 16
342
+ d STB-61 gr42_1. Quantile plots, generalized: update to Stata 7.0
343
+ d STB insert by Nicholas J. Cox, University of Durham, UK
344
+ d Support: n.j.cox@@durham.ac.uk
345
+ d After installation, see help ^quantil2^
346
+ f _/_gpp.ado
347
+ f q/quantil2.ado
348
+ f q/quantil2.hlp
349
+ e
350
+ S http://fmwww.bc.edu/repec/bocode/c
351
+ N cdfplot.pkg
352
+ D 5 Dec 2017
353
+ U 17
354
+ d 'CDFPLOT': module to plot a cumulative distribution function
355
+ d
356
+ d cdfplot plots the sample cumulative distribution function.
357
+ d Distributions can be compared within subgroups defined by a
358
+ d second variable. The best fitting normal (Gaussian) model may be
359
+ d superimposed over the sample c.d.f.
360
+ d
361
+ d KW: graph
362
+ d KW: CDF
363
+ d KW: Gaussian
364
+ d
365
+ d Requires: Stata version 9
366
+ d
367
+ d Distribution-Date: 20080714
368
+ d
369
+ d Author: Adrian Mander
370
+ d Support: email Adrian.Mander@@mrc-hnr.cam.ac.uk
371
+ d
372
+ f c/cdfplot.ado
373
+ f c/cdfplot.hlp
374
+ e
375
+ S http://www.stata-journal.com/software/sj8-4
376
+ N st0151.pkg
377
+ D 9 Mar 2018
378
+ U 18
379
+ d SJ8-4 st0151. The Blinder-Oaxaca decomposition for linear...
380
+ d The Blinder-Oaxaca decomposition for linear regression
381
+ d models
382
+ d by Ben Jann, ETH Zurich
383
+ d Support: jannb@@ethz.ch
384
+ d After installation, type help ^oaxaca^
385
+ f o/oaxaca.ado
386
+ f o/oaxaca.hlp
387
+ f _/_oaxaca.ado
388
+ e
389
+ S http://www.stata.com/users/vwiggins
390
+ N grc1leg.pkg
391
+ D 30 Jul 2018
392
+ U 19
393
+ d grc1leg. Combine graphs into one graph with a common legend.
394
+ d Program by Vince Wiggins, StataCorp <vwiggins@@stata.com>.
395
+ d Statalist distribution, 16 June 2003.
396
+ d
397
+ d Exactly like -graph combine- but shows a single common legend for all
398
+ d combined graphs.
399
+ d
400
+ d Distribution-Date: 02jun2010
401
+ f g/grc1leg.ado
402
+ f g/grc1leg.hlp
403
+ e
404
+ S http://www.stata-journal.com/software/sj19-1
405
+ N gr41_5.pkg
406
+ D 18 Nov 2019
407
+ U 20
408
+ d SJ19-1 gr41_5. Update: Distribution function plots
409
+ d Update: Distribution function plots
410
+ d by Nicholas J. Cox, Durham University, UK
411
+ d Support: [email protected]
412
+ d After installation, type help {cmd:displot}
413
+ d DOI: 10.1177/1536867X19833285
414
+ f d/distplot.ado
415
+ f d/distplot.hlp
416
+ e
417
+ S http://fmwww.bc.edu/repec/bocode/d
418
+ N distplot.pkg
419
+ D 18 Nov 2019
420
+ U 21
421
+ d 'DISTPLOT': module to generate distribution function plot
422
+ d
423
+ d distplot produces a plot of cumulative distribution function(s).
424
+ d This shows the proportion (or if desired the frequency) of values
425
+ d less than or equal to each value. With the reverse option,
426
+ d distplot produces a plot of the complementary function. This
427
+ d version is for Stata 8 or later. Also included in this package
428
+ d are distplot7 files, a clone of the last version of this program
429
+ d written for Stata 7.
430
+ d
431
+ d KW: graphics
432
+ d KW: frequency distributions
433
+ d KW: cumulative distribution function
434
+ d
435
+ d Requires: Stata version 8.0 (7.0 for distplot7)
436
+ d
437
+ d
438
+ d Author: Nicholas J. Cox, University of Durham
439
+ d Support: email N.J.Cox@@durham.ac.uk
440
+ d
441
+ d Distribution-Date: 20170916
442
+ d
443
+ f d/distplot.ado
444
+ f d/distplot.sthlp
445
+ f d/distplot7.ado
446
+ f d/distplot7.hlp
447
+ e
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/cdfplot.ado ADDED
@@ -0,0 +1,156 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! Date : 10 July 2008
2
+ *! Version : 1.04
3
+ *! Author : Adrian Mander
4
+ *! Email : [email protected]
5
+
6
+ *! ADAPTED from version 1.0.1 David Clayton/Michael Hills Oct-95 STB-49 gr37
7
+
8
+ /*
9
+ 29/03/07 version 1.03 - Remove a describe at the end of the program
10
+ 10/07/08 version 1.04 - Add an option to stop the cdf being plotted
11
+ */
12
+
13
+ program define cdfplot
14
+ version 9.0
15
+ syntax varname [aweight fweight iweight pweight] [if] [in] [,BY(varname) opt1(string) opt2(string) NOCDF NORMal SAMEsd XLOG * ]
16
+ local goptions `"`options'"'
17
+
18
+ /* Check options */
19
+ if "`nocdf'"~="" & "`normal'"=="" {
20
+ di "{err}WARNING the nocdf option can only be used when the normal option is specified"
21
+ exit(198)
22
+ }
23
+
24
+ preserve
25
+
26
+ local yv "`varlist'"
27
+ local yvlab : variable label `yv'
28
+
29
+ /* Log-transformation -- need for change?*/
30
+ tempvar yvar w touse
31
+ if "`xlog'"=="" {
32
+ qui gen `yvar' = `yv'
33
+ lab var `yvar' "`yvlab'"
34
+ }
35
+ else {
36
+ qui gen `yvar' = log(`yv')
37
+ lab var `yvar' "Log `yvlab'"
38
+ local yvlab "Log `yvlab'"
39
+ }
40
+
41
+ /* All the weights required.. */
42
+ if "`weight'"=="" qui gen `w' = 1
43
+ else qui gen `w' `exp'
44
+
45
+ /* The missing data steps */
46
+ qui egen int `touse' = rmiss(`varlist' `w') `if' `in'
47
+ qui drop if `touse'>0
48
+ qui replace `touse'= 0
49
+ qui replace `touse'=1 `if' `in'
50
+ keep if `touse'
51
+ keep `yv' `yvar' `w' `by'
52
+ tempvar cw ccw grp sy ssy
53
+
54
+ /* now calculations... */
55
+
56
+ if "`by'"=="" {
57
+
58
+ /* cw is the cumulative probabilities sy is the normalised version */
59
+
60
+ sort `yvar'
61
+ qui gen `cw' = sum(`w')
62
+ if "`normal'"~="" {
63
+ qui gen `sy' = sum(`w'*`yvar')
64
+ qui replace `sy' = `yvar' - `sy'[_N]/`cw'[_N]
65
+ qui gen `ssy' = sum(`w'*(`sy'^2))
66
+ if "`weight'"=="" | "`weight'"=="`fweight'" qui replace `sy' = `sy'/sqrt(`ssy'[_N]/(`cw'[_N]-1))
67
+ else qui replace `sy' = `sy'/sqrt(`ssy'[_N]/`cw'[_N])
68
+ qui replace `sy' = normprob(`sy')
69
+ qui replace `cw' = `cw'/`cw'[_N]
70
+
71
+ lab var `sy' "Normal c.d.f."
72
+ lab var `cw' "c.d.f."
73
+
74
+ local vlist "`cw'"
75
+ local nlist "`sy'"
76
+ }
77
+ else {
78
+ qui replace `cw' = `cw'/`cw'[_N]
79
+ local vlist "`cw'"
80
+ }
81
+
82
+ }
83
+
84
+ else {
85
+ qui levelsof `by'
86
+ local bylevs "`r(levels)'"
87
+
88
+ sort `by' `yvar'
89
+ qui by `by': gen `cw' = sum(`w')
90
+ qui by `by': gen `grp' = (_n==1)
91
+ qui replace `grp' = sum(`grp')
92
+
93
+ if "`normal'"~="" {
94
+ qui by `by': gen `sy' = sum(`w'*`yvar')
95
+ qui by `by': replace `sy' = `yvar' - `sy'[_N]/`cw'[_N]
96
+ if "`samesd'"=="" {
97
+ qui by `by': gen `ssy' = sum(`w'*(`sy'^2))
98
+ if "`weight'"=="`fweight'"|"`weight'"=="" qui by `by':replace `sy'=`sy'/sqrt(`ssy'[_N]/(`cw'[_N]-1))
99
+ else qui by `by':replace `sy'=`sy'/sqrt(`ssy'[_N]/`cw'[_N])
100
+ }
101
+ else {
102
+ qui gen `ccw' = sum(`w')
103
+ qui gen `ssy' = sum(`w'*(`sy'^2))
104
+ if "`weight'"=="`fweight'"|"`weight'"=="" qui replace `sy'=`sy'/sqrt(`ssy'[_N]/(`ccw'[_N]-`grp'[_N]))
105
+ else qui replace `sy'=`sy'/sqrt(`ssy'[_N]/`ccw'[_N])
106
+ }
107
+ }
108
+ qui by `by': replace `cw' = `cw'/`cw'[_N]
109
+
110
+ /* now the loop by the different groups */
111
+
112
+ local group 1
113
+ while `group' <= `grp'[_N] {
114
+ tempvar gsc
115
+ qui gen `gsc' = `cw' if `group'==`grp'
116
+
117
+ /* Check whether the variable has a value label and then label accordingly */
118
+ local test: value label `by'
119
+ local bylevval: word `group' of `bylevs'
120
+ if "`test'"~="" local bylevname: label (`by') `bylevval'
121
+ else local bylevname `"`bylevval'"'
122
+ lab var `gsc' "c.d.f. of `bylevname' "
123
+
124
+ if "`normal'"=="" {
125
+ local vlist "`vlist' `gsc'"
126
+ local group = `group'+1
127
+ }
128
+ else {
129
+ tempvar gsd
130
+ qui gen `gsd' = normprob(`sy') if `group'==`grp'
131
+ lab var `gsd' "Normal c.d.f. for `bylevname' "
132
+ local vlist "`vlist' `gsc' "
133
+ local nlist "`nlist' `gsd' "
134
+ local group = `group'+1
135
+ }
136
+ }
137
+
138
+
139
+ }
140
+ qui replace `yv' = . if _n<_N & `yvar'[_n]==`yvar'[_n+1]
141
+
142
+ local n: list sizeof vlist
143
+ local connect: di _dup(`n') "J "
144
+
145
+ local plot1 `" (line `vlist' `yv', c(`connect') cmissing(y) `opt1') "'
146
+ if "`normal'"~="" local plot2 "|| (line `nlist' `yv', `opt2')"
147
+
148
+ if "`nocdf'"~="" & "`normal'"~="" cap twoway `plot2', ylabel(, angle(0)) ytitle(Cumulative Probability) `goptions'
149
+ else cap twoway `plot1' `plot2', ylabel(, angle(0)) ytitle(Cumulative Probability) `goptions'
150
+
151
+ if _rc~=0 {
152
+ di as error "WARNING: problem with the twoway command "
153
+ twoway `plot1' `plot2', ylabel(, angle(0)) ytitle(Cumulative Probability) `goptions'
154
+ }
155
+
156
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/cdfplot.hlp ADDED
@@ -0,0 +1,139 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* 9 July 2008}{...}
3
+ {cmd:help cdfplot}
4
+ {hline}
5
+
6
+ {title:Title}
7
+
8
+ {hi:Plots the cumulative distribution function}
9
+
10
+ {title:Syntax}
11
+
12
+ {p 8 27 2}
13
+ {cmdab:cdfplot} {help varname} [{help if}] [{help in}] [{help weight}]
14
+ [{cmd:,} {it:options}]
15
+
16
+ {synoptset 20 tabbed}{...}
17
+ {synopthdr}
18
+ {synoptline}
19
+ {syntab:Main}
20
+ {synopt:{opt by}(varname)} specifies a separate c.d.f. to be drawn for each value of varname. {p_end}
21
+ {synopt:{opt norm:al}} specifies that a Gaussian probability curve with the same mean and standard
22
+ deviation to be superimposed over the c.d.f. {p_end}
23
+ {synopt:{opt same:sd}} specifies that the normal c.d.f.s use the same same standard deviation. {p_end}
24
+ {synopt:{opt nocdf}} specifies that the empirical c.d.f. is not drawn. {p_end}
25
+ {synopt:{opt opt1}(twoway_options)} specifies the additional graph options for the c.d.f. plot. {p_end}
26
+ {synopt:{opt opt2}(twoway_options)} specifies the additional graph options for the Gaussian c.d.f. plots . {p_end}
27
+ {synopt:{opt {help twoway_options}}} any twoway options are applied to the final graph. {p_end}
28
+ {synoptline}
29
+ {p2colreset}{...}
30
+
31
+
32
+ {title:Description}
33
+
34
+ {pstd}
35
+ {hi:cdfplot} plots the sample cumulative distribution function. Distributions can
36
+ be compared within subgroups defined by a second variable. The best fitting
37
+ normal (Gaussian) model may be superimposed over the sample c.d.f.
38
+
39
+ {title:Updating this command using SSC}
40
+
41
+ {pstd}
42
+ To obtain the latest version click the following to uninstall the old version
43
+
44
+ {pstd}
45
+ {stata ssc uninstall cdfplot}
46
+
47
+ {pstd}
48
+ And click here to install the new version
49
+
50
+ {pstd}
51
+ {stata ssc install cdfplot}
52
+
53
+ {title:Options}
54
+
55
+ {phang}
56
+ {opt by}(varname) specifies a separate c.d.f. to be drawn for each value
57
+ of varname. These are plotted on the same graph for easier comparison.
58
+
59
+ {phang}
60
+ {opt norm:al} specifies that a normal probability curve with the same mean and standard
61
+ deviation to be superimposed over the c.d.f.
62
+
63
+ {phang}
64
+ {opt same:sd} is relevant only when {hi:by} and {hi:normal} options are used together.
65
+ It specifies that the normal curves with different means have the same standard deviations.
66
+ This demonstrates the fit of the conventional Gaussian location shift model.
67
+
68
+ {phang}
69
+ {opt nocdf} specifies that the empirical c.d.f. is not drawn but this option will not work unless
70
+ the normal option is specified, hence only the smoothed Gaussian c.d.f will be drawn. {p_end}
71
+
72
+ {phang}
73
+ {cmdab:opt1}{cmd:(}{it:twoway_options}{cmd:)} specifies additional graph options for the c.d.f. plots.
74
+
75
+ {phang}
76
+ {cmdab:opt2}{cmd:(}{it:twoway_options}{cmd:)} specifies additional graph options for the Gaussian c.d.f. plots.
77
+
78
+ {phang}
79
+ If the {hi:xlog} option is used, the {hi:normal} option causes log-normal distributions
80
+ to be fitted.
81
+
82
+ {title:Examples}
83
+
84
+ {pstd}
85
+ Using the variable {hi:length} from the {hi:auto} data (click on the following commands in order):
86
+
87
+ {pstd}
88
+ {hi: NOTE DATA will be lost when loading new data}
89
+
90
+ {pstd}
91
+ {stata sysuse auto,replace}{p_end}
92
+ {pstd}
93
+ {stata cdfplot length, normal}{p_end}
94
+ {pstd}
95
+ {stata cdfplot length, by(foreign)}{p_end}
96
+ {pstd}
97
+ {stata cdfplot length, by(foreign) norm saving(mygraph)}{p_end}
98
+ {pstd}
99
+ {stata cdfplot length [fw=rep78], by(foreign) norm saving(mygraph,replace)}{p_end}
100
+
101
+ {pstd}
102
+ Using the variable {hi:bp} from the {hi:bplong} data
103
+
104
+ {pstd}
105
+ {stata sysuse bplong,replace}{p_end}
106
+ {pstd}
107
+ {stata cdfplot bp, norm}{p_end}
108
+ {pstd}
109
+ {stata cdfplot bp, by(agegrp)}{p_end}
110
+ {pstd}
111
+ {stata cdfplot bp, by(agegrp) norm}{p_end}
112
+
113
+ {pstd}
114
+ Now to show the use of the options in the individual graphs, {hi:opt1} alters the line colours
115
+ for the c.d.f. graphs and {hi:opt2} alters the line pattern for the Gaussian c.d.f.
116
+
117
+ {pstd}
118
+ {stata cdfplot bp, by(agegrp) opt1( lc(red green olive) ) opt2( lp(dash dash dash) ) norm }
119
+
120
+ {title:Author}
121
+
122
+ {pstd}
123
+ Adrian Mander, MRC Human Nutrition Research Unit, Cambridge, UK.
124
+
125
+ {pstd}
126
+ Email {browse "mailto:[email protected]":[email protected]}
127
+
128
+
129
+ {title:Acknowledgement}
130
+
131
+ {pstd}
132
+ This command is nearly a direct port of the {hi:cdf} command that was written by
133
+ {bf: David Clayton} and {bf:Michael Hills} in STB-49.
134
+
135
+ {title:Also see}
136
+
137
+ {pstd}
138
+ {help cdf} (if installed)
139
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/coefplot.ado ADDED
The diff for this file is too large to render. See raw diff
 
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/c/coefplot.sthlp ADDED
@@ -0,0 +1,1751 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* *! version 1.4.9 13feb2017 Ben Jann}{...}
3
+ {vieweralsosee "[G-2] graph" "help graph"}{...}
4
+ {vieweralsosee "[R] estimates" "help estimates"}{...}
5
+ {vieweralsosee "[R] marginsplot" "help marginsplot"}{...}
6
+ {vieweralsosee "[R] margins" "help margins"}{...}
7
+ {viewerjumpto "Syntax" "coefplot##syntax"}{...}
8
+ {viewerjumpto "Description" "coefplot##description"}{...}
9
+ {viewerjumpto "Options" "coefplot##options"}{...}
10
+ {viewerjumpto "Examples" "coefplot##examples"}{...}
11
+ {viewerjumpto "Remarks" "coefplot##remarks"}{...}
12
+ {viewerjumpto "Saved results" "coefplot##saved_results"}{...}
13
+ {viewerjumpto "References" "coefplot##references"}{...}
14
+ {viewerjumpto "Author" "coefplot##author"}{...}
15
+ {viewerjumpto "History" "coefplot##history"}{...}
16
+ {hi:help coefplot}{...}
17
+ {right: Also see: {browse "http://repec.sowi.unibe.ch/stata/coefplot"}}
18
+ {hline}
19
+
20
+ {title:Title}
21
+
22
+ {pstd}
23
+ {hi:coefplot} {hline 2} Plotting regression coefficients and other
24
+ results
25
+
26
+ {marker syntax}{...}
27
+ {title:Syntax}
28
+
29
+ {p 8 15 2}
30
+ {cmd:coefplot} {it:subgraph} [ || {it:subgraph} || ... ]
31
+ [{cmd:,} {help coefplot##globalopts:{it:globalopts}} ]
32
+
33
+ {pstd}
34
+ where {it:subgraph} is defined as
35
+
36
+ {p 8 16 2}
37
+ {cmd:(}{it:plot}{cmd:)} [ {cmd:(}{it:plot}{cmd:)} ... ]
38
+ [, {help coefplot##subgropts:{it:subgropts}} ]
39
+
40
+ {pstd}
41
+ and {it:plot} is either {cmd:_skip} (to skip a plot) or
42
+
43
+ {p 8 16 2}
44
+ {it:model} [ \ {it:model} \ ... ]
45
+ [, {help coefplot##plotopts:{it:plotopts}} ]
46
+
47
+ {pstd}
48
+ and {it:model} is
49
+
50
+ {p 8 16 2}
51
+ {it:name} [{cmd:,} {help coefplot##modelopts:{it:modelopts}} ]
52
+
53
+ {pstd}
54
+ where {it:name} is the name of a stored model
55
+ (see help {helpb estimates}; type {cmd:.} or leave blank to refer to
56
+ the active model). The {cmd:*} and {cmd:?} wildcards are allowed
57
+ in {it:name}; see
58
+ {help coefplot##wildcards:{it:Using wildcards in model names}}. Furthermore,
59
+ {it:model} may also be
60
+
61
+ {p 8 16 2}
62
+ {helpb coefplot##matrix:{ul:m}atrix({it:mspec})} [{cmd:,} {help coefplot##modelopts:{it:modelopts}} ]
63
+
64
+ {pstd}
65
+ to plot results from a matrix (see
66
+ {help coefplot##matrix:{it:Plotting results from matrices}} below).
67
+ Parentheses around {it:plot} can be omitted if {it:plot} does not contain
68
+ spaces.
69
+
70
+ {synoptset 25 tabbed}{...}
71
+ {marker modelopts}{synopthdr:modelopts}
72
+ {synoptline}
73
+ {syntab:Main}
74
+ {synopt:{helpb coefplot##omitted:{ul:omit}ted}}include omitted
75
+ coefficients
76
+ {p_end}
77
+ {synopt:{helpb coefplot##baselevels:{ul:base}levels}}include base levels
78
+ {p_end}
79
+ {synopt:{helpb coefplot##b:b({it:mspec})}}specify source to be plotted; default is to
80
+ plot {cmd:e(b)}
81
+ {p_end}
82
+ {synopt:{helpb coefplot##at:at{sf:[}({it:spec}){sf:]}}}get plot positions from
83
+ {cmd:e(at)}, or as specified by {it:spec}
84
+ {p_end}
85
+ {synopt:{helpb coefplot##keep:keep({it:coeflist})}}keep specified coefficients
86
+ {p_end}
87
+ {synopt:{helpb coefplot##drop:drop({it:coeflist})}}drop specified coefficients
88
+ {p_end}
89
+
90
+ {syntab:Confidence intervals}
91
+ {synopt:{helpb coefplot##noci:noci}}omit confidence intervals
92
+ {p_end}
93
+ {synopt:{helpb coefplot##levels:{ul:l}evels({it:numlist})}}set level(s) for
94
+ conficence intervals
95
+ {p_end}
96
+ {synopt:{helpb coefplot##ci:ci({it:spec})}}provide confidence intervals
97
+ {p_end}
98
+ {synopt:{helpb coefplot##v:v({it:name})}}provide variances; default is to use
99
+ {cmd:e(V)}
100
+ {p_end}
101
+ {synopt:{helpb coefplot##se:se({it:mspec})}}provide standard errors
102
+ {p_end}
103
+ {synopt:{helpb coefplot##df:df({it:spec})}}provide degrees of freedom
104
+ {p_end}
105
+ {synopt:{helpb coefplot##citype:citype(logit|{ul:norm}al)}}method to compute
106
+ confidence intervals; default is {cmd:citype(normal)}
107
+ {p_end}
108
+
109
+ {syntab:Transform results}
110
+ {synopt:{helpb coefplot##eform:eform{sf:[}({it:coeflist}){sf:]}}}plot
111
+ exponentiated point estimates and confidence intervals
112
+ {p_end}
113
+ {synopt:{helpb coefplot##rescale:rescale({it:spec})}}rescale point estimates
114
+ and confidence intervals
115
+ {p_end}
116
+ {synopt:{helpb coefplot##transform:{ul:trans}form({it:matchlist})}}transform
117
+ point estimates and confidence intervals
118
+ {p_end}
119
+
120
+ {syntab:Names and labels}
121
+ {synopt:{helpb coefplot##rename:rename({it:spec})}}rename coefficients
122
+ {p_end}
123
+ {synopt:{helpb coefplot##eqrename:{ul:eqren}ame({it:spec})}}rename
124
+ equations
125
+ {p_end}
126
+ {synopt:{helpb coefplot##asequation:{ul:aseq}uation{sf:[}({it:string}){sf:]}}}set equation
127
+ to model name or {it:string}
128
+ {p_end}
129
+ {synopt:{helpb coefplot##swapnames:{ul:swap}names}}swap coefficient names and
130
+ equation names
131
+ {p_end}
132
+ {synopt:{helpb coefplot##mlabels:mlabels({it:matchlist})}}specify marker labels
133
+ {p_end}
134
+
135
+ {syntab:Auxiliary results}
136
+ {synopt:{helpb coefplot##aux:aux({sf:{it:mspec} [{it:mspec} ...]})}}make
137
+ additional results available as {cmd:@aux1}, {cmd:@aux2}, etc.
138
+ {p_end}
139
+ {synoptline}
140
+
141
+ {synoptset 25 tabbed}{...}
142
+ {marker plotopts}{synopthdr:plotopts}
143
+ {synoptline}
144
+ {syntab:Passthru}
145
+ {synopt:{help coefplot##modelopts:{it:modelopts}}}plot-specific model options;
146
+ see {help coefplot##place:{it:Placement of options}}
147
+ {p_end}
148
+
149
+ {syntab:Main}
150
+ {synopt:{helpb coefplot##label:{ul:lab}el({it:string})}}label to be used for
151
+ the plot in the legend
152
+ {p_end}
153
+ {synopt:{helpb coefplot##key:key{sf:[}(ci {sf:[}#{sf:]}){sf:]}}}key
154
+ symbol to be used for the plot in the legend
155
+ {p_end}
156
+ {synopt:{helpb coefplot##nokey:nokey}}do not include the plot in the legend
157
+ {p_end}
158
+ {synopt:{helpb coefplot##pstyle:{ul:psty}le({it:pstyle})}}overall
159
+ style of the plot
160
+ {p_end}
161
+ {synopt:{helpb coefplot##axis:{ul:ax}is({it:#})}}choice of axis for the plot, {cmd:1} {ul:<} {it:#} {ul:<} {cmd:9}
162
+ {p_end}
163
+ {synopt:{helpb coefplot##offset:offset({it:#})}}provide offset for plot
164
+ positions
165
+ {p_end}
166
+ {synopt:{helpb coefplot##ifopt:if({it:exp})}}restrict the contents of the plot
167
+ {p_end}
168
+ {synopt:{helpb coefplot##weight:{ul:w}eight({it:exp})}}scale size of markers
169
+ {p_end}
170
+
171
+ {syntab:Markers}
172
+ {synopt:{it:{help marker_options}}}change look of
173
+ markers (color, size, etc.)
174
+ {p_end}
175
+ {synopt:{helpb coefplot##mlabel:{ul:ml}abel}}add coefficient values as marker
176
+ labels
177
+ {p_end}
178
+ {synopt:{it:{help marker_label_options}}}change the look and position of marker
179
+ labels
180
+ {p_end}
181
+ {synopt:{helpb coefplot##recast:recast({it:plottype})}}plot results using
182
+ {it:plottype}
183
+ {p_end}
184
+
185
+ {syntab:Confidence spikes}
186
+ {synopt:{helpb coefplot##cionly:cionly}}plot confidence spikes only
187
+ {p_end}
188
+ {synopt:{helpb coefplot##citop:citop}}draw confidence spikes in front
189
+ of markers
190
+ {p_end}
191
+ {synopt:{helpb coefplot##ciopts:{ul:ciop}ts({it:options})}}affect rendition
192
+ of confidence spikes
193
+ {p_end}
194
+ {synopt:{helpb coefplot##cismooth:{ul:cis}mooth{sf:[}({it:options}){sf:]}}}add smoothed
195
+ confidence intervals
196
+ {p_end}
197
+ {synoptline}
198
+
199
+ {synoptset 25 tabbed}{...}
200
+ {marker subgropts}{synopthdr:subgropts}
201
+ {synoptline}
202
+ {syntab:Passthru}
203
+ {synopt:{help coefplot##modelopts:{it:modelopts}}}subgraph-specific model
204
+ options; see {help coefplot##place:{it:Placement of options}}
205
+ {p_end}
206
+ {synopt:{help coefplot##plotopts:{it:plotopts}}}subgraph-specific plot
207
+ options; see {help coefplot##place:{it:Placement of options}}
208
+ {p_end}
209
+
210
+ {syntab:Main}
211
+ {synopt:{helpb coefplot##bylabel:{ul:bylab}el({it:string})}}label to be used
212
+ for the subgraph
213
+ {p_end}
214
+ {synoptline}
215
+
216
+ {synoptset 25 tabbed}{...}
217
+ {marker globalopts}{synopthdr:globalopts}
218
+ {synoptline}
219
+ {syntab:Passthru}
220
+ {synopt:{help coefplot##modelopts:{it:modelopts}}}global model options; see
221
+ {help coefplot##place:{it:Placement of options}}
222
+ {p_end}
223
+ {synopt:{help coefplot##plotopts:{it:plotopts}}}global plot options; see
224
+ {help coefplot##place:{it:Placement of options}}
225
+ {p_end}
226
+ {synopt:{help coefplot##subgropts:{it:subgropts}}}global subgraph options;
227
+ see {help coefplot##place:{it:Placement of options}}
228
+ {p_end}
229
+
230
+ {syntab:Main}
231
+ {synopt:{helpb coefplot##horizontal:{ul:hor}izontal}}coefficient values are
232
+ on x axis; general default
233
+ {p_end}
234
+ {synopt:{helpb coefplot##vertical:{ul:vert}ical}}coefficient values are on y
235
+ axis; default with {cmd:at()}
236
+ {p_end}
237
+ {synopt:{helpb coefplot##eqstrict:eqstrict}}be strict about equations
238
+ {p_end}
239
+ {synopt:{helpb coefplot##order:order({it:coeflist})}}order coefficients
240
+ {p_end}
241
+ {synopt:{helpb coefplot##orderby:orderby({it:spec})}}order coefficients by
242
+ specific model
243
+ {p_end}
244
+ {synopt:{helpb coefplot##sort:sort{sf:[}({it:spec}){sf:]}}}sort coefficients
245
+ {p_end}
246
+ {synopt:{helpb coefplot##relocate:{ul:reloc}ate({it:spec})}}assign
247
+ specific positions to coefficients
248
+ {p_end}
249
+ {synopt:{helpb coefplot##bycoefs:{ul:byc}oefs}}arrange subgraphs by
250
+ coefficients
251
+ {p_end}
252
+ {synopt:{helpb coefplot##norecycle:{ul:norec}ycle}}increment plot styles across
253
+ subgraphs
254
+ {p_end}
255
+ {synopt:{helpb coefplot##nooffsets:{ul:nooff}sets}}do not offset plot
256
+ positions
257
+ {p_end}
258
+ {synopt:{helpb coefplot##format:format({it:format})}}set the display format for
259
+ numeric labels
260
+ {p_end}
261
+ {synopt:{helpb coefplot##pnum:p{it:#}({it:plotopts})}}options for {it:#}th plot
262
+ {p_end}
263
+
264
+ {syntab:Labels and grid lines}
265
+ {synopt:{helpb coefplot##nolabels:{ul:nolab}els}}use variable names instead of
266
+ labels
267
+ {p_end}
268
+ {synopt:{helpb coefplot##coeflabels:{ul:coefl}abels({it:spec})}}specify
269
+ custom labels for coefficients
270
+ {p_end}
271
+ {synopt:{helpb coefplot##noeqlabels:{ul:noeql}abels}}suppress equation labels
272
+ {p_end}
273
+ {synopt:{helpb coefplot##eqlabels:{ul:eql}abels({it:spec})}}specify labels
274
+ for equations
275
+ {p_end}
276
+ {synopt:{helpb coefplot##headings:{ul:head}ings({it:spec})}}add headings between
277
+ coefficients
278
+ {p_end}
279
+ {synopt:{helpb coefplot##groups:groups({it:spec})}}add labels for groups of
280
+ coefficients
281
+ {p_end}
282
+ {synopt:{helpb coefplot##plotlabels:{ul:plotl}abels({it:spec})}}(re)set plot
283
+ labels
284
+ {p_end}
285
+ {synopt:{helpb coefplot##bylabels:bylabels({it:spec})}}(re)set subgraph
286
+ labels
287
+ {p_end}
288
+ {synopt:{helpb coefplot##grid:grid({it:options})}}affect rendition of grid lines
289
+ {p_end}
290
+
291
+ {syntab:Save results}
292
+ {synopt:{helpb coefplot##generate:{ul:gen}erate{sf:[}({it:prefix}){sf:]}}}generate
293
+ variables containing the graph data
294
+ {p_end}
295
+ {synopt:{helpb coefplot##replace:replace}}overwrite existing variables
296
+ {p_end}
297
+
298
+ {syntab:Add plots}
299
+ {synopt:{helpb addplot_option:addplot({it:plot})}}add other plots to the
300
+ graph
301
+ {p_end}
302
+ {synopt:{helpb coefplot##nodrop:nodrop}}do not drop observations
303
+ {p_end}
304
+
305
+ {syntab:Y axis, X axis, Titles, Legend, Overall, By}
306
+ {synopt:{it:{help twoway_options}}}twoway options, other than {cmd:by()}
307
+ {p_end}
308
+ {synopt:{cmdab:byop:ts(}{it:{help by_option:byopts}}{cmd:)}}how subgraphs
309
+ are combined
310
+ {p_end}
311
+ {synoptline}
312
+
313
+
314
+ {marker description}{...}
315
+ {title:Description}
316
+
317
+ {pstd}
318
+ {cmd:coefplot} plots results from estimation commands or Stata matrices.
319
+ Results from multiple models or matrices can be combined in a single
320
+ graph. The default behavior of {cmd:coefplot} is to draw markers for
321
+ coefficients and horizontal spikes for confidence intervals. However,
322
+ {cmd:coefplot} can also produce various other types of graphs.
323
+
324
+
325
+ {marker options}{...}
326
+ {title:Options}
327
+ {dlgtab:Model options}
328
+
329
+ {marker omitted}{...}
330
+ {phang}
331
+ {cmd:omitted} includes omitted coefficients. This may be useful if a model
332
+ contains coefficients that have been dropped due to collinearity.
333
+
334
+ {marker baselevels}{...}
335
+ {phang}
336
+ {cmd:baselevels} includes base levels of factor variables.
337
+
338
+ {marker b}{...}
339
+ {phang}
340
+ {cmd:b(}{it:mspec}{cmd:)} specifies the source from which the point
341
+ estimates and coefficient names are to be collected. The default is to use
342
+ (the first row of) {cmd:e(b)} (or {cmd:e(b_mi)} if plotting results from
343
+ {helpb mi estimate}). {cmd:b()} is discarded in matrix mode (see
344
+ {help coefplot##matrix:{it:Plotting results from matrices}} below).
345
+ {it:mspec} may be:
346
+
347
+ {p2colset 13 25 27 2}{...}
348
+ {p2col:{it:name}}use first row of {cmd:e(}{it:name}{cmd:)}
349
+ {p_end}
350
+ {p2col:{it:name}{cmd:[}#{cmd:,.]}}use #th row of
351
+ {cmd:e(}{it:name}{cmd:)}; may also type {it:name}{cmd:[}#{cmd:,]}
352
+ or {it:name}{cmd:[}#{cmd:]}
353
+ {p_end}
354
+ {p2col:{it:name}{cmd:[.,}#{cmd:]}}use #th column of
355
+ {cmd:e(}{it:name}{cmd:)}; may also type {it:name}{cmd:[,}#{cmd:]}
356
+ {p_end}
357
+ {p2colreset}{...}
358
+
359
+ {marker at}{...}
360
+ {phang}
361
+ {cmd:at}[{cmd:(}{it:spec}{cmd:)}] causes plot positions to be determined
362
+ by the values in {cmd:e(at)} (or matrix {cmd:at}) or as specified by
363
+ {it:spec}. The default is to create a categorical axis with coefficients
364
+ matched by their names. However, if {cmd:at} is specified, the axis is
365
+ treated as continuous. Note that labeling options
366
+ {cmd:coeflabels()}, {cmd:eqlabels()}, {cmd:headings()}, or {cmd:groups()}
367
+ are not allowed if {cmd:at} is specified. Also not allowed with {cmd:at}
368
+ are options {cmd:bycoefs}, {cmd:order()}, and {cmd:relocate()}.
369
+ Furthermore, note that {cmd:at} has to be specified for all models or
370
+ for none. {it:spec} is
371
+
372
+ [{it:atspec}] [{cmd:,} {opt t:ransform(exp)}]
373
+
374
+ {pmore}
375
+ where {it:atspec} may be
376
+
377
+ {p2colset 13 27 29 2}{...}
378
+ {p2col:{it:mspec}}as above for {helpb coefplot##b:b()}
379
+ {p_end}
380
+ {p2col:#}use #th at-dimension ({helpb margins}) or #th row/column of main matrix
381
+ {p_end}
382
+ {p2col:{opt m:atrix(mspec)}}read from matrix instead of {cmd:e()}
383
+ {p_end}
384
+ {p2col:{opt _coef}}use coefficient names as plot positions
385
+ {p_end}
386
+ {p2col:{opt _eq}}use equation names as plot positions
387
+ {p_end}
388
+ {p2colreset}{...}
389
+
390
+ {pmore}
391
+ If {cmd:at} is specified without argument, the plot positions are taken from the first row
392
+ of {cmd:e(at)} (or matrix {cmd:at}). A special case are results from
393
+ {helpb margins} where recovering the plot positions is more
394
+ complicated. The default in this case is to use the first
395
+ at-dimension. Type, e.g., {cmd:at(2)} if multiple at-dimension were specified
396
+ with {helpb margins} and you want to use the second dimension. Furthermore,
397
+ in matrix mode (see
398
+ {help coefplot##matrix:{it:Plotting results from matrices}} below), {cmd:at(2)}
399
+ would read the plot positions from the 2nd row (or column) of the main matrix.
400
+
401
+ {pmore}
402
+ When plotting results from {cmd:e()} it is sometimes convenient to
403
+ maintain an external matrix with the plot positions instead of
404
+ adding plot positions to each {cmd:e()}-set. In this case you can use
405
+ syntax {cmd:at(matrix(}{it:mspec}{cmd:))} to read the plot positions. Note
406
+ that the vector of plot positions must have the same length as the
407
+ coefficient vectors of the plotted models; elements are matched by position,
408
+ not by name.
409
+
410
+ {pmore}
411
+ Furthermore, {cmd:at(_coef)} or {cmd:at(_eq)} will use the coefficient names or
412
+ the equation names as plot positions, respectively. This is useful only if
413
+ the coefficient names or the equation names are numeric. Note that you may
414
+ use {helpb coefplot##rename:rename()} and
415
+ {helpb coefplot##eqrename:eqrename()} to strip a non-numeric prefix or suffix
416
+ from coefficient names or equation names.
417
+
418
+ {pmore}
419
+ Suboption {cmd:transform()} transforms the plot positions before creating
420
+ the graph. Within the transformation expression, use {cmd:@} as a
421
+ placeholder for the value to be transformed. For example, to take the
422
+ antilogarithm of the plot positions type {cmd:transform(exp(@))}.
423
+
424
+ {marker keep}{...}
425
+ {phang}
426
+ {cmd:keep(}{it:coeflist}{cmd:)} specifies the coefficients to be
427
+ plotted. The default is to include all coefficients from the
428
+ first (nonzero) equation of a model (and discard further equations).
429
+ {it:coeflist} is a space-separated list of
430
+ elements such as:
431
+
432
+ {p2colset 13 25 27 2}{...}
433
+ {p2col:{it:coef}}keep coefficient {it:coef}
434
+ {p_end}
435
+ {p2col:{it:eq}{cmd::}}keep all coefficients from equation {it:eq}
436
+ {p_end}
437
+ {p2col:{it:eq}{cmd::}{it:coef}}keep coefficient {it:coef} from equation {it:eq}
438
+ {p_end}
439
+ {p2colreset}{...}
440
+
441
+ {pmore}
442
+ where {it:eq} and {it:coef} may contain "{cmd:*}" (any string) and
443
+ "{cmd:?}" (any nonzero character) wildcards. For example, type {cmd:keep(*:)} or
444
+ {cmd:keep(*:*)} to plot all coefficients from all equations.
445
+
446
+ {pmore}
447
+ If {it:eq} is specified, it is applied to all subsequent
448
+ names until a new {it:eq} is specified. For example,
449
+ {cmd:keep(3:mpg price 4:weight)} will plot coefficients "{cmd:mpg}" and
450
+ "{cmd:price}" from equation "{cmd:3}" and coefficient "{cmd:weight}" from
451
+ equation "{cmd:4}".
452
+
453
+ {marker drop}{...}
454
+ {phang}
455
+ {cmd:drop(}{it:coeflist}{cmd:)} drops the specified coefficients, where
456
+ {it:coeflist} is as above for {helpb coefplot##keep:keep()}.
457
+
458
+ {marker noci}{...}
459
+ {phang}
460
+ {cmd:noci} omits confidence intervals.
461
+
462
+ {marker levels}{...}
463
+ {phang}
464
+ {cmd:levels(}{it:{help numlist}}{cmd:)} sets the level(s), as percentages,
465
+ for confidence intervals. Specified values may be between 10.00 and 99.99
466
+ and can have at most two digits after the decimal point. The default is
467
+ {cmd:levels(95)} or as set by {helpb set level}. If multiple values are
468
+ specified, multiple confidence intervals are plotted. For example, type
469
+ {cmd:levels(99.9 99 95)} to plot the 99.9%, 99%, and 95% confidence
470
+ intervals. The default is to use (logarithmically) increasing line widths
471
+ for multiple confidence intervals. This behavior is disabled as soon as
472
+ {cmd:lwidth()} or {cmd:recast()} is specified within
473
+ {helpb coefplot##ciopts:ciopts()}.
474
+
475
+ {marker ci}{...}
476
+ {phang}
477
+ {cmd:ci(}{it:spec}{cmd:)} specifies the source from which to collect
478
+ confidence intervals. Default is to compute confidence intervals for the
479
+ levels specified in {cmd:levels()} using variances/standard errors (and,
480
+ possibly, degrees of freedom). The {cmd:ci()} option is useful to
481
+ plot confidence intervals that have been provided by the estimation
482
+ command (such as, e.g., {helpb bootstrap}). {it:spec} is
483
+
484
+ {it:cispec} [{it:cispec} ...]
485
+
486
+ {pmore}
487
+ where {it:cispec} is {it:name} to get the lower and upper confidence limits
488
+ from rows 1 and 2 of {cmd:e(}{it:name}{cmd:)} (or matrix {it:name}),
489
+ respectively. Alternatively, {it:cispec} may be {cmd:(}{it:mspec}
490
+ {it:mspec}{cmd:)} to identify the lower and upper confidence limits, with
491
+ {it:mspec} as above for {helpb coefplot##b:b()}. For example, after
492
+ {helpb bootstrap}, {cmd:ci(ci_bc)} would get bias-corrected confidence intervals
493
+ from rows 1 and 2 of {cmd:e(ci_bc)}. The same could be achieved by
494
+ {cmd:ci((ci_bc[1] ci_bc[2]))}.
495
+
496
+ {pmore}
497
+ {it:cispec} may also be # for a specific confidence level as in
498
+ {helpb coefplot##levels:levels()}. Hence, you may type, e.g.,
499
+ {cmd:ci(95 myci)} to plot the usual 95% confidence intervals along with
500
+ custom confidence intervals provided in {cmd:e(myci)}. Levels specified
501
+ in {cmd:ci()} take precedence over levels specified in {cmd:levels()}),
502
+ however, you may also type {cmd:""} within {cmd:ci()} to leave a
503
+ position blank an use the specified level from {cmd:levels()}.
504
+
505
+ {pmore}
506
+ In matrix mode (see
507
+ {help coefplot##matrix:{it:Plotting results from matrices}} below),
508
+ {it:cispec} may also be {cmd:(}# #{cmd:)}. For example, {cmd:ci((2 3))} would
509
+ read the lower confidence limit from the 2nd row (or column) and
510
+ the upper confidence limit from the 3rd row (or column) of the main matrix.
511
+
512
+ {marker v}{...}
513
+ {phang}
514
+ {cmd:v(}{it:name}{cmd:)} specifies that the variances for confidence interval
515
+ computation are to be taken from the diagonal of {cmd:e(}{it:name}{cmd:)}
516
+ (or matrix {it:name}). Default is {cmd:e(V)} (or {cmd:e(V_mi)} if plotting
517
+ results from {helpb mi estimate}).
518
+
519
+ {marker se}{...}
520
+ {phang}
521
+ {cmd:se(}{it:mspec}{cmd:)} provides standard errors to be used for
522
+ computation of confidence intervals. Default is to compute confidence
523
+ intervals based on the variances in {cmd:e(V)}
524
+ (see {helpb coefplot##v:v()} above). {it:mspec} is as above for
525
+ {helpb coefplot##b:b()}.
526
+ In matrix mode (see
527
+ {help coefplot##matrix:{it:Plotting results from matrices}} below), you may
528
+ also specify {cmd:se(}#{cmd:)} to read the standard errors from the #th
529
+ row (or column) of the main matrix.
530
+
531
+ {marker df}{...}
532
+ {phang}
533
+ {cmd:df(}{it:spec}{cmd:)} specifies degrees of freedom (DF) to be taken into
534
+ account for confidence interval computation. Default is to obtain DF
535
+ from scalar {cmd:e(df_r)} if defined (as in, e.g., {helpb regress})
536
+ or, for results from {helpb mi estimate}, from matrix {cmd:e(df_mi)}. Otherwise,
537
+ no DF are taken into account. Specify {cmd:df(}{it:spec}{cmd:)} to provide
538
+ custom DF. {it:spec} may be:
539
+
540
+ {p2colset 13 25 27 2}{...}
541
+ {p2col:#}set DF for all coefficients to #
542
+ {p_end}
543
+ {p2col:{it:mspec}}as above for {helpb coefplot##b:b()}
544
+ {p_end}
545
+ {p2colreset}{...}
546
+
547
+ {marker citype}{...}
548
+ {phang}
549
+ {cmd:citype()} specifies the method to be used to compute the limits of
550
+ confidence intervals. {cmd:citype(normal)}, the default, computes confidence
551
+ limits based on untransformed coefficients and standard errors. Let {it:b} be
552
+ the point estimate, {it:se} the standard error, and {it:t} the (1-{it:a}/2)
553
+ quantile of the standard normal distribution or the t-distribution (if degrees
554
+ of freedom are available; see above), where {it:a} is 1 minus the
555
+ confidence level (e.g. {it:a}=5% for a 95% confidence interval). Then the
556
+ limits of the {cmd:citype(normal)} confidence interval are defined as
557
+
558
+ {it:b} +/- {it:t} * {it:se}
559
+
560
+ {pmore}
561
+ {cmd:citype(logit)} uses the logit transformation to compute the limits
562
+ of confidence intervals. This is useful if the estimates to be plotted are
563
+ proportions and the confidence limits are supposed to lie between 0 and 1.
564
+ The limits of the {cmd:citype(logit)} confidence interval are computed as
565
+
566
+ invlogit(logit({it:b}) +/- {it:t} * {it:se} / ({it:b} * (1 - {it:b})))
567
+
568
+ {pmore}
569
+ (see the "Methods and formulas" section in
570
+ {mansection R proportion:{bf:[R] proportion}}).
571
+
572
+ {marker eform}{...}
573
+ {phang}
574
+ {cmd:eform}[{cmd:(}{it:coeflist}{cmd:)}] causes point estimates and
575
+ confidence intervals to be exponentiated. This is useful
576
+ if you want to plot hazard ratios (HR), incidence-rate ratios (IRR),
577
+ odds ratios (OR), or relative-risk ratios (RRR). If {cmd:eform} is
578
+ specified without arguments, then all coefficients of the model are
579
+ exponentiated. To exponentiate only selected coefficients, specify
580
+ {it:coeflist} as above for {helpb coefplot##keep:keep()}.
581
+
582
+ {marker rescale}{...}
583
+ {phang}
584
+ {cmd:rescale(}{it:spec}{cmd:)} rescales point estimates and confidence
585
+ intervals. Type {cmd:rescale(}#{cmd:)} to rescale all coefficients
586
+ by a constant factor. For example, {cmd:rescale(100)} will multiply all
587
+ coefficients by 100. Alternatively, {it:spec} may be
588
+
589
+ {it:coeflist} {cmd:=} # [{it:coeflist} {cmd:=} # ...]
590
+
591
+ {pmore}
592
+ with {it:coeflist} as above for {helpb coefplot##keep:keep()}.
593
+
594
+ {marker transform}{...}
595
+ {phang}
596
+ {cmd:transform(}{it:matchlist}{cmd:)} transforms point estimates and confidence
597
+ intervals. {it:machlist} is:
598
+
599
+ {it:coeflist} {cmd:= "}{it:{help exp}}{cmd:"} [{it:coeflist} {cmd:= "}{it:{help exp}}{cmd:"} ...]
600
+
601
+ {pmore}
602
+ with {it:coeflist} as above for {helpb coefplot##keep:keep()}. Within the
603
+ transformation expression, use {cmd:@} as a placeholder for
604
+ the value to be transformed. For example, to take the square root of all
605
+ coefficients type {cmd:transform(* = sqrt(@))}. In addition, internal
606
+ variables may be used as explained in
607
+ {help coefplot##tempvar:Accessing internal temporary variables}. The
608
+ transformation expression must be enclosed in double quotes if it contains
609
+ spaces. If specified, {cmd:eform()} and {cmd:rescale()} are applied before applying
610
+ {cmd:transform()}.
611
+
612
+ {marker rename}{...}
613
+ {phang}
614
+ {cmd:rename(}{it:spec}{cmd:)} renames coefficients. {it:spec} is:
615
+
616
+ {it:coeflist} {cmd:=} {it:newname} [{it:coeflist} {cmd:=} {it:newname} ...] [{cmd:,} {cmdab:r:egex}]
617
+
618
+ {pmore}
619
+ with {it:coeflist} as above for {helpb coefplot##keep:keep()} except that
620
+ wildcards are only allowed in equation names, and coefficient names may
621
+ be specified as {it:prefix}{cmd:*} to replace a prefix or
622
+ {cmd:*}{it:suffix} to replace a suffix. For example,
623
+ {cmd:rename(*.foreign = .cartype)} will rename coefficients such as
624
+ {cmd:0.foreign} and {cmd:1.foreign} to {cmd:0.cartype} and
625
+ {cmd:1.cartype}. {it:newname} must be enclosed in double quotes if it
626
+ contains spaces. For labeling coefficients, also see
627
+ {helpb coefplot##coeflabels:coeflabels()}.
628
+
629
+ {pmore}
630
+ Apply option {cmd:regex} to cause coefficient specifications (but not
631
+ equation specifications) to be interpreted as
632
+ {browse "https://en.wikipedia.org/wiki/Regular_expression":regular expressions}. In this
633
+ case, {it:newname} may contain {cmd:\1}, ..., {cmd:\9} to reference back to
634
+ matched subexpressions (and {cmd:\0} for the entire match). For example, type
635
+ {cmd:rename(^AA([0-9]+)BB$ = YY\1ZZ, regex)} to rename
636
+ coefficients such as {cmd:AA123BB}, {cmd:AA0BB}, or {cmd:AA99BB} to
637
+ {cmd:YY123ZZ}, {cmd:YY0ZZ}, or {cmd:YY99ZZ}. If the leading {cmd:^} or the
638
+ tailing {cmd:$} is omitted, only the matched part of a coefficient name is
639
+ subject to substitution; the rest of the name will remain unchanged. Include
640
+ the regular expressions in quotes or compound double quotes if they contain
641
+ funny characters (such as, e.g., quotes, equal signs, or commas).
642
+
643
+ {marker eqrename}{...}
644
+ {phang}
645
+ {cmd:eqrename(}{it:spec}{cmd:)} renames equations. {it:spec} is:
646
+
647
+ {it:eqlist} {cmd:=} {it:newname} [{it:eqlist} {cmd:=} {it:newname} ...] [{cmd:,} {cmdab:r:egex}]
648
+
649
+ {pmore}
650
+ where {it:eqlist} is a space separated list of equation names. Equation
651
+ names may be {it:prefix}{cmd:*} to replace a prefix or
652
+ {cmd:*}{it:suffix} to replace a suffix. For example,
653
+ {cmd:eqrename(rep78* = reprec)} will rename equations such as
654
+ {cmd:rep78_3} and {cmd:rep78_4} to {cmd:reprec_3} and
655
+ {cmd:reprec_4}. {it:newname} must be enclosed in double quotes if it
656
+ contains spaces. For labeling equations, also see
657
+ {helpb coefplot##eqlabels:eqlabels()}.
658
+
659
+ {pmore}
660
+ Apply option {cmd:regex} to cause equation specifications to be interpreted as
661
+ {browse "https://en.wikipedia.org/wiki/Regular_expression":regular expressions}. In this
662
+ case, {it:newname} may contain {cmd:\1}, ..., {cmd:\9} to reference back to
663
+ matched subexpressions (and {cmd:\0} for the entire match). For example, type
664
+ {cmd:eqrename(^eq([0-9])0$ = Outcome_\1, regex)} to rename
665
+ equations such as {cmd:eq20} or {cmd:eq90} to
666
+ {cmd:Outcome_1} or {cmd:Outcome_9}. If the leading {cmd:^} or the
667
+ tailing {cmd:$} is omitted, only the matched part of an equation name is
668
+ subject to substitution; the rest of the name will remain unchanged. Include the regular expressions in
669
+ quotes or compound double quotes if they contain funny characters (such as, e.g., quotes,
670
+ equal signs, or commas).
671
+
672
+ {marker asequation}{...}
673
+ {phang}
674
+ {cmd:asequation}[{cmd:(}{it:string}{cmd:)}] sets the equation name for all
675
+ included coefficients from the model to {it:string}. This is useful if you
676
+ want to assign an equation name to results that have been stored without
677
+ information on equations. If {cmd:asequation} is specified without
678
+ argument, the name of the model is used. If you apply the
679
+ {cmd:asequation()} option you may also want to specify
680
+ {helpb coefplot##eqstrict:eqstrict}.
681
+
682
+ {marker swapnames}{...}
683
+ {phang}
684
+ {cmd:swapnames} swaps coefficient names and equation names after collecting
685
+ the model's results. The names are swapped after applying model options
686
+ such as {cmd:keep()}, {cmd:drop()}, or {cmd:rename()} but
687
+ before applying global options such as {cmd:coeflabel()}, {cmd:order()},
688
+ or {cmd:eqlabels()}.
689
+
690
+ {marker mlabels}{...}
691
+ {phang}
692
+ {cmd:mlabels(}{it:matchlist}{cmd:)} specifies marker labels for
693
+ coefficients. {it:matchlist} is:
694
+
695
+ {it:coeflist} {cmd:=} # "{it:label}" [{it:coeflist} {cmd:=} # "{it:label}" ...]
696
+
697
+ {pmore}
698
+ where {it:coeflist} is as above for {helpb coefplot##keep:keep()} and # is a
699
+ number 0--12 for the location of the marker label (see
700
+ {manhelpi clockposstyle G-4}). Not all of Stata's plot types
701
+ support marker labels. For example, if you use
702
+ {helpb coefplot##recast:recast(bar)} to change the plot type to
703
+ {helpb twoway_bar:bar}, no marker labels will be displayed.
704
+
705
+ {marker aux}{...}
706
+ {phang}
707
+ {cmd:aux(}{it:mspec} [{it:mspec} ...]{cmd:)} collects additional results
708
+ and makes them available as internal variables. {it:mspec} is as above for
709
+ {helpb coefplot##b:b()}. The internal variables
710
+ are named {cmd:@aux1}, {cmd:@aux2}, ..., and can be used within
711
+ {helpb coefplot##ifopt:if()},
712
+ {helpb coefplot##weight:weight()},
713
+ {helpb coefplot##transform:transform()},
714
+ {helpb marker_label_options:mlabel()},
715
+ {helpb marker_label_options:mlabvposition()}, and
716
+ {helpb addplot_option:addplot()} (see
717
+ {help coefplot##tempvar:Accessing internal temporary variables}
718
+ below). In matrix mode (see
719
+ {help coefplot##matrix:{it:Plotting results from matrices}} below), you may
720
+ also specify {cmd:aux(}# [# ...]{cmd:)} to read the from corresponding
721
+ rows (or column) of the main matrix.
722
+
723
+ {dlgtab:Plot options}
724
+
725
+ {marker label}{...}
726
+ {phang}
727
+ {cmd:label(}{it:string}{cmd:)} provides a label for the plot to be used
728
+ in the legend. Use double quotes to create multiline labels. For example,
729
+ {cmd:label("This is a" "long label")} would create a two-line label. For
730
+ text effects (bold, italics, greek letters, etc.) use SMCL tags as
731
+ described in {it:{help graph_text}}.
732
+
733
+ {marker key}{...}
734
+ {phang}
735
+ {cmd:key}[{cmd:(ci} [{cmd:#}]{cmd:)}] determines the key symbol
736
+ to be used for the plot in the legend. {cmd:key} without argument uses
737
+ the plot's marker symbol; this is the default. {cmd:key(ci)} determines
738
+ the key symbol from the (first) confidence interval. {cmd:key(ci #)}
739
+ determines the key symbol from the #th confidence interval; this is only
740
+ useful if multiple confidence intervals are included in the plot.
741
+
742
+ {marker nokey}{...}
743
+ {phang}
744
+ {cmd:nokey} prevents including the plot in the legend.
745
+
746
+ {marker pstyle}{...}
747
+ {phang}{cmd:pstyle(}{it:pstyle}{cmd:)} sets the overall style of the
748
+ plot; see help {it:{help pstyle}}. {cmd:pstyle()} affects both,
749
+ coefficient markers and confidence spikes. To use a different plot style
750
+ for confidence spikes, add {cmd:pstyle()} within
751
+ {helpb coefplot##ciopts:ciopts()}.
752
+
753
+ {marker axis}{...}
754
+ {phang}{cmd:axis(}{it:#}{cmd:)} specifies the scale axis to be used for the
755
+ plot, where {cmd:1} {ul:<} {it:#} {ul:<} {cmd:9}. The default is to place
756
+ all plots on the same scale axis.
757
+
758
+ {marker offset}{...}
759
+ {phang}
760
+ {cmd:offset(}{it:#}{cmd:)} specifies a custom offset for the plot
761
+ positions. The default is to create automatic offsets to prevent
762
+ overlap of confidence spikes as soon as there are
763
+ multiple plots. The spacing between coefficients is one unit, so
764
+ # should usually be within -0.5 and 0.5.
765
+
766
+ {marker ifopt}{...}
767
+ {phang}
768
+ {cmd:if(}{it:exp}{cmd:)} restricts the contents of the plot to coefficients
769
+ satisfying {it:exp}. The option is useful when you want to select
770
+ coefficients, e.g., based on their values, plot positions, or confidence
771
+ limits. Within {it:exp} refer to internal temporary variables as explained
772
+ in {help coefplot##tempvar:Accessing internal temporary variables} below.
773
+ For example, to include positive coefficients only, you could type
774
+ {cmd:if(@b>=0)}. Note that {cmd:if()} does not affect the rendition of the
775
+ categorical axis (unless {helpb coefplot##at:at} is specified). That is, a
776
+ complete categorical axis is created including labels for all collected
777
+ coefficients, even for the ones that have been removed from the plot by
778
+ {cmd:if()}.
779
+
780
+ {marker weight}{...}
781
+ {phang}
782
+ {cmd:weight(}{it:exp}{cmd:)} scales the size of the markers according to
783
+ the size of the specified weights (see
784
+ {help scatter##remarks14:Weighted markers} in help {helpb scatter}). Within
785
+ {it:exp} refer to internal temporary variables as explained in
786
+ {help coefplot##tempvar:Accessing internal temporary variables} below. For
787
+ example, to scale markers according to the inverse of standard errors, you
788
+ could type {cmd:weight(1/@se)}. {cmd:weight()} has no effect if marker
789
+ labels are specified.
790
+
791
+ {phang}
792
+ {it:marker_options} change the look of the coefficient markers (color,
793
+ size, etc.); see help {it:{help marker_options}}.
794
+
795
+ {marker mlabel}{...}
796
+ {phang}
797
+ {cmd:mlabel} adds point estimates as marker labels. Use global option
798
+ {helpb coefplot##format:format()} to set the display format. For adding
799
+ custom labels to specific markers see model option
800
+ {helpb coefplot##mlabels:mlabels()} above. Not all of Stata's plot types
801
+ support marker labels. For example, if you use
802
+ {helpb coefplot##recast:recast(bar)} to change the plot type to
803
+ {helpb twoway_bar:bar}, no marker labels will be displayed.
804
+
805
+ {phang}
806
+ {it:marker_label_options} change the look and
807
+ position of marker labels: see help {it:{help marker_label_options}}.
808
+
809
+ {marker recast}{...}
810
+ {phang}
811
+ {cmd:recast(}{it:plottype}{cmd:)} plots the coefficients using
812
+ {it:plottype}; supported plot types are
813
+ {helpb scatter},
814
+ {helpb line},
815
+ {helpb twoway_connected:connected},
816
+ {helpb twoway_area:area},
817
+ {helpb twoway_bar:bar},
818
+ {helpb twoway_spike:spike},
819
+ {helpb twoway_dropline:dropline}, and
820
+ {helpb twoway_dot:dot}. The default {it:plottype} is {helpb scatter}. The
821
+ chosen plot type affects the available plot options. For example, if
822
+ the plot type is {helpb twoway_bar:bar} then {it:{help barlook_options}}
823
+ will be available. See the plot type's help file for details.
824
+
825
+ {marker cionly}{...}
826
+ {phang}
827
+ {cmd:cionly} causes markers for point estimates to be suppressed.
828
+
829
+ {marker citop}{...}
830
+ {phang}
831
+ {cmd:citop} specifies that confidence intervals be drawn in front of
832
+ the markers for point estimates; the default is to draw confidence intervals
833
+ behind the markers.
834
+
835
+ {marker ciopts}{...}
836
+ {phang}
837
+ {cmd:ciopts(}{it:options}{cmd:)} affect the rendition of confidence
838
+ intervals. {it:options} are:
839
+
840
+ {p2colset 13 31 33 2}{...}
841
+ {p2col:{it:{help line_options}}}change look of spikes
842
+ {p_end}
843
+ {p2col:{cmd:recast(}{it:plottype}{cmd:)}}plot the confidence intervals using
844
+ {it:plottype}
845
+ {p_end}
846
+ {p2colreset}{...}
847
+
848
+ {pmore}
849
+ Supported plot types are
850
+ {helpb twoway_rarea:rarea},
851
+ {helpb twoway_rbar:rbar},
852
+ {helpb twoway_rspike:rspike},
853
+ {helpb twoway_rcap:rcap},
854
+ {helpb twoway_rcapsym:rcapsym},
855
+ {helpb twoway_rscatter:rscatter},
856
+ {helpb twoway_rline:rline},
857
+ {helpb twoway_rconnected:rconnected},
858
+ {helpb twoway_pcspike:pcspike},
859
+ {helpb twoway_pcspike:pccapsym},
860
+ {helpb twoway_pcarrow:pcarrow} (or {cmd:pcrarrow} for the reverse),
861
+ {helpb twoway_pcbarrow:pcbarrow}, and
862
+ {helpb twoway_pcscatter:pcscatter}. The default {it:plottype} is
863
+ {helpb twoway_rspike:rspike}. The chosen plot type affects the available
864
+ options within {cmd:ciopts()}. For example, if the plot type is
865
+ {helpb twoway_rbar:rbar} then {it:{help barlook_options}} will be
866
+ available. See the plot type's help file for details.
867
+
868
+ {pmore}
869
+ If multiple confidence intervals are requested, then
870
+ {it:{help stylelists}} may be specified in the options within
871
+ {cmd:ciopts()}. For example, {cmd:recast(rspike rcap ..)} would use
872
+ {helpb twoway_rspike:rspike} for the first confidence interval and
873
+ {helpb twoway_rcap:rcap} for the remaining confidence intervals;
874
+ {cmd:lwidth(thin medium thick)} would use thin lines for the first
875
+ confidence interval, medium width lines for the second, and thick lines
876
+ for the third.
877
+
878
+ {marker cismooth}{...}
879
+ {phang}
880
+ {cmd:cismooth}[{cmd:(}{it:options}{cmd:)}] adds smoothed confidence
881
+ intervals. {it:options} are:
882
+
883
+ {p2colset 13 33 35 2}{...}
884
+ {p2col:{cmd:n(}{it:n}{cmd:)}}number of (equally spaced) confidence levels;
885
+ default is {cmd:n(50)}; levels are placed in steps of 100/{it:n} from 100/2{it:n} to
886
+ 100-100/2{it:n} (e.g., 1, 3, 5, ..., 99 for {it:n}=50)
887
+ {p_end}
888
+ {p2col:{cmdab:lw:idth(}{it:min max}{cmd:)}}set range of
889
+ (relative) line widths; the default is {cmd:range(2 15)}
890
+ ({it:max} is exact only for {it:n}=50)
891
+ {p_end}
892
+ {p2col:{cmdab:i:ntensity(}{it:min max}{cmd:)}}set range of
893
+ color intensities, as percentages; the default is {cmd:intensity(}{it:min} {cmd:100)}
894
+ where {it:min} is determined as 4/(ceil({it:n}/2)+3)*100 (about 14 for n=50)
895
+ {p_end}
896
+ {p2col:{cmdab:c:olor(}{help colorstyle:{it:color}}{cmd:)}}set the color (without
897
+ intensity multiplier); the default color is determined by the graph scheme
898
+ {p_end}
899
+ {p2col:{cmdab:psty:le(}{help pstyle:{it:pstyle}}{cmd:)}}set the overall style;
900
+ this mainly affects the color
901
+ {p_end}
902
+ {p2colreset}{...}
903
+
904
+ {pmore}
905
+ The confidence intervals produced by {cmd:cismooth} are placed behind
906
+ confidence intervals requested in {helpb coefplot##levels:levels()} and
907
+ {helpb coefplot##ci:ci()}. {helpb coefplot##ciopts:ciopts()} do not
908
+ apply to them.
909
+
910
+ {dlgtab:Subgraph options}
911
+
912
+ {marker bylabel}{...}
913
+ {phang}
914
+ {cmd:bylabel(}{it:string}{cmd:)} provides a label for the subgraph. Use
915
+ double quotes to create multiline labels. For example,
916
+ {cmd:bylabel("This is a" "long label")} would create a two-line label. For
917
+ text effects (bold, italics, greek letters, etc.) use SMCL tags as
918
+ described in {it:{help graph_text}}.
919
+
920
+ {pmore}
921
+ Subgraphs are implemented in terms of {helpb graph}'s {cmd:by()} option; see
922
+ {helpb coefplot##byopts:byopts()} below for options on how to combine and
923
+ render the subgraphs.
924
+
925
+ {dlgtab:Global options}
926
+
927
+ {marker horizontal}{...}
928
+ {phang}
929
+ {cmd:horizontal} places coefficient values on the x axis. This is the
930
+ default unless {helpb coefplot##at:at} is specified.
931
+
932
+ {marker vertical}{...}
933
+ {phang}
934
+ {cmd:vertical} places coefficient values on the y axis. This is the
935
+ default if {helpb coefplot##at:at} is specified.
936
+
937
+ {marker eqstrict}{...}
938
+ {phang}
939
+ {cmd:eqstrict} causes equation names to be taken into account (i.e. match coefficients by
940
+ equation names and plot equation labels) even if there is only one equation per model.
941
+
942
+ {marker order}{...}
943
+ {phang}
944
+ {cmd:order(}{it:coeflist}{cmd:)} specifies the order of coefficients
945
+ (not allowed with {helpb coefplot##at:at}). The default is to use
946
+ the order as found in the input models (and place {cmd:_cons} last, within
947
+ equations). {it:coeflist} is a
948
+ space-separated list of elements such as:
949
+
950
+ {p2colset 13 25 27 2}{...}
951
+ {p2col:{cmd:.}}insert a gap
952
+ {p_end}
953
+ {p2col:{it:eq}{cmd::.}}insert a gap within equation {it:eq}
954
+ {p_end}
955
+ {p2col:{it:coef}}coefficient {it:coef}
956
+ {p_end}
957
+ {p2col:{it:eq}{cmd::}}all coefficients from equation {it:eq}, in their current order
958
+ {p_end}
959
+ {p2col:{it:eq}{cmd::}{it:coef}}coefficient {it:coef} from equation {it:eq}
960
+ {p_end}
961
+ {p2colreset}{...}
962
+
963
+ {pmore}
964
+ where {it:coef} may contain "{cmd:*}" (any string) and "{cmd:?}"
965
+ (any nonzero character) wildcards.
966
+
967
+ {pmore}
968
+ If no equations are specified, then the requested order of coefficients
969
+ is repeated within each equation (keeping the existing order of
970
+ equations). Otherwise, the requested order is applied across equations.
971
+ Note that in the later case the first element in {cmd:order()} must be an
972
+ equation name. {it:eq} is applied to all subsequent elements until a
973
+ new {it:eq} is specified. For example,
974
+ {cmd:order(5:weight mpg * 4:turn *)} would yield the following order:
975
+ "{cmd:weight}" from equation "{cmd:5}", "{cmd:mpg}" from equation "{cmd:5}",
976
+ remaining coefficients from equation "{cmd:5}",
977
+ "{cmd:turn}" from equation "{cmd:4}", remaining coefficients from equation
978
+ "{cmd:4}", remaining equations if any.
979
+
980
+ {marker orderby}{...}
981
+ {phang}
982
+ {cmd:orderby(}[{it:subgraph}{cmd::}][{it:plot}]{cmd:)} orders the
983
+ coefficients by a specific model. By default, the coefficients are ordered
984
+ according to how they are provided to {cmd:coefplot}, with earlier plots
985
+ and subgraphs taking precedence over later ones (and placing {cmd:_cons}
986
+ last). This means that coefficients that only appear in later models will
987
+ be placed after the coefficients that appear in earlier models. Specify the
988
+ {cmd:orderby()} option if you want to change the default behavior and
989
+ arrange the coefficients according to their order in a specific model
990
+ (and, within each equation, place the other coefficients after these coefficients, but
991
+ before {cmd:_cons}). Arguments {it:subgraph} and {it:plot} select the relevant
992
+ model. For example, {cmd:orderby(2:3)} will order coefficients according to
993
+ the model that is displayed in the third plot of the second subgraph. If one
994
+ of the arguments is omitted, it defaults to one. Hence, {cmd:orderby(3)} will
995
+ order the coefficients according to the model displayed in the third plot
996
+ of the first subgraph; {cmd:orderby(2:)} will use the model displayed in the first
997
+ plot of the second subgraph. {cmd:orderby()} will do nothing if a specified subgraph or
998
+ plot does not exist. Furthermore, note that the {it:subgraph} argument
999
+ is not allowed if the {helpb coefplot##norecycle:norecycle} option has been
1000
+ specified; plots are numbered uniquely across subgraphs in this case.
1001
+
1002
+ {marker sort}{...}
1003
+ {phang}
1004
+ {cmd:sort}[{cmd:(}{it:spec}{cmd:)}] sorts the coefficients by size. {it:spec} is
1005
+
1006
+ [{it:subgraph}{cmd::}][{it:plot}] [, {cmdab:d:escending} {cmd:by(}{it:stat}{cmd:)} ]
1007
+
1008
+ {pmore}
1009
+ where {it:subgraph} and {it:plot}, being equal to {cmd:.} or a positive
1010
+ integer, identify the subgraph and plot to be used
1011
+ to establish the sort order. For example, to sort based on all values in
1012
+ the second subgraph (possibly including multiple plots), type
1013
+ {cmd:sort(2:)} or {cmd:sort(2:.)}; to sort based on all values in the third
1014
+ plot (possibly spanning multiple subgraphs), type {cmd:sort(3)} or
1015
+ {cmd:sort(.:3)}; to sort based on the values of the third plot in the
1016
+ second subgraph, type {cmd:sort(2:3)}. Specifying {cmd:sort} without
1017
+ argument is equivalent to {cmd:sort(.:.)}, that is, to sort based on the
1018
+ values in all available subgraphs and plots. If you specify a subgraph or
1019
+ plot that does not exist, {cmd:sort()} will do nothing. Furthermore, if the
1020
+ {helpb coefplot##norecycle:norecycle} option is specified, the {it:subgraph}
1021
+ argument can be omitted as the plots will be uniquely numbered across
1022
+ subgraphs.
1023
+
1024
+ {pmore}
1025
+ By default, the coefficients are sorted in ascending order of the values of
1026
+ the point estimates. Specify suboption {cmd:descending} to use a
1027
+ descending sort order. Furthermore, use {cmd:by(}{it:stat}{cmd:)} to change
1028
+ the relevant statistic, where {it:stat} may be:
1029
+
1030
+ {p2colset 13 25 27 2}{...}
1031
+ {p2col:{cmd:b}}sort by point estimate (the default){p_end}
1032
+ {p2col:{cmd:v} (or {cmd:se})}sort by variance (or standard error){p_end}
1033
+ {p2col:{cmd:t}}sort by t (or z) statistic{p_end}
1034
+ {p2col:{cmd:tabs}}sort by absolute t (or z) statistic{p_end}
1035
+ {p2col:{cmd:p}}sort by p-value{p_end}
1036
+ {p2col:{cmd:df}}sort by degrees of freedom{p_end}
1037
+ {p2col:{cmd:ll} [#]}sort by (#th) lower confidence limit; # defaults to 1{p_end}
1038
+ {p2col:{cmd:ul} [#]}sort by (#th) upper confidence limit; # defaults to 1{p_end}
1039
+ {p2col:{cmd:aux} [#]}sort by (#th) auxiliary variable (see the
1040
+ {helpb coefplot##aux:aux()} option); # defaults to 1{p_end}
1041
+ {p2colreset}{...}
1042
+
1043
+ {pmore}
1044
+ In case of multiple equations, coefficients will be sorted separately
1045
+ within each equation, keeping the original order of equations. Use the
1046
+ {helpb coefplot##order:order()} option the change the order of the equations.
1047
+
1048
+ {marker relocate}{...}
1049
+ {phang}
1050
+ {cmd:relocate(}{it:spec}{cmd:)} assigns specific positions to the
1051
+ coefficients on the category axis. {it:spec} is:
1052
+
1053
+ [{it:eq}{cmd::}]{it:coef} {cmd:=} # [[{it:eq}{cmd::}]{it:coef} {cmd:=} # ...]
1054
+
1055
+ {pmore}
1056
+ where {it:eq} and {it:coef} may contain "{cmd:*}" (any string) and
1057
+ "{cmd:?}" (any nonzero character) wildcards. If {helpb coefplot##bycoefs:bycoefs} is
1058
+ specified, use numbers (1, 2, ...) instead of {it:eq} and {it:coef}
1059
+ to address the elements on the categorical axis.
1060
+
1061
+ {pmore}The default for {cmd:coefplot} is to place coefficients
1062
+ at integer values 1, 2, 3, ... (from top to bottom in horizontal mode,
1063
+ from left to right in vertical mode). The {cmd:relocate()} option gives
1064
+ you the possibility to specify alternative values. If, for example, you
1065
+ want to place coefficient {cmd:mpg} at value 2.5 on the category axis, you
1066
+ could type {cmd:relocate(mpg = 2.5)}. If you only want to change the
1067
+ order of coefficients and are fine with integer positions, then use the
1068
+ {helpb coefplot##order:order()} option. Note that the specified positions
1069
+ are assigned before inserting gaps between equations, headings, and
1070
+ groups (see {helpb coefplot##eqlabels:eqlabels()},
1071
+ {helpb coefplot##headings:headings()}, and
1072
+ {helpb coefplot##groups:groups()}). Hence, the final plot positions might
1073
+ deviate from the specified positions if there are equation labels, headings,
1074
+ or group labels.
1075
+
1076
+ {marker bycoefs}{...}
1077
+ {phang}
1078
+ {cmd:bycoefs} flips subgraphs and coefficients (not allowed with
1079
+ {helpb coefplot##at:at}). If {cmd:bycoefs} is specified, a
1080
+ separate subgraph is produced for each coefficient. In this
1081
+ case, use integer numbers (1, 2, ...) instead of coefficient names
1082
+ to address the elements on the categorical axis within options
1083
+ {helpb coefplot##relocate:relocate()},
1084
+ {helpb coefplot##headings:headings()}, and
1085
+ {helpb coefplot##groups:groups()}.
1086
+
1087
+ {marker norecycle}{...}
1088
+ {phang}
1089
+ {cmd:norecycle} increments plot styles across subgraphs. The default is
1090
+ to start over with each new subgraph.
1091
+
1092
+ {marker nooffsets}{...}
1093
+ {phang}
1094
+ {cmd:nooffsets} suppresses automatic offsets for plot positions.
1095
+
1096
+ {marker format}{...}
1097
+ {phang}
1098
+ {cmd:format(}{it:format}{cmd:)} sets the display format for
1099
+ coefficients. This affects the rendition of the axis and marker
1100
+ labels. {it:format} may be a numeric format or a date format
1101
+ (see help {helpb format}).
1102
+
1103
+ {marker pnum}{...}
1104
+ {phang}
1105
+ {cmd:p{it:#}(}{help coefplot##plotopts:{it:plotopts}}{cmd:)} specifies
1106
+ options for the {it:#}th plot. For example, type {cmd:p2(nokey)} to exclude
1107
+ plot 2 from the legend (see {helpb coefplot##nokey:nokey}). Use the {cmd:p#()}
1108
+ options as an alternative to specifying options directly within a plot; in
1109
+ case of conflict, options specified within a plot take precedence
1110
+ over options specified via {cmd:p#()}.
1111
+
1112
+ {marker nolabels}{...}
1113
+ {phang}
1114
+ {cmd:nolabels} causes coefficient names to be used as labels instead of
1115
+ variable labels or value labels.
1116
+
1117
+ {marker coeflabels}{...}
1118
+ {phang}
1119
+ {cmd:coeflabels(}{it:spec}{cmd:)} specifies custom labels for
1120
+ coefficients (not allowed with {helpb coefplot##at:at}). {it:spec} is
1121
+
1122
+ {p 12 14 2}
1123
+ [{it:coeflist} {cmd:=} {cmd:"}{it:label}{cmd:"} [{it:coeflist} {cmd:=} {cmd:"}{it:label}{cmd:"} ...]]
1124
+ [{cmd:,} {cmdab:t:runcate(}#{cmd:)} {cmdab:w:rap(}#{cmd:)} {cmdab:nob:reak}
1125
+ {cmdab:i:nteraction(}{it:string}{cmd:)}
1126
+ {it:{help axis_label_options:suboptions}}]
1127
+
1128
+ {pmore}
1129
+ with {it:coeflist} as above for {helpb coefplot##keep:keep()}. Enclose
1130
+ {it:label} in double quotes
1131
+ if it contains spaces, e.g. {bind:{cmd:coeflabels(foreign = "Car Type")}}.
1132
+ Enclose {it:label} in compound double quotes to create a multiline
1133
+ label, e.g. {bind:{cmd:coeflabels(foreign = `""This is a" "long label""')}};
1134
+ alternatively, apply the {cmd:wrap()} option. For text effects
1135
+ (bold, italics, greek letters, etc.) use SMCL tags as described in
1136
+ {it:{help graph_text}}.
1137
+
1138
+ {pmore}
1139
+ Option {cmd:truncate(}#{cmd:)} truncates coefficient labels to
1140
+ a maximum length of # characters. Option {cmd:wrap(}#{cmd:)} divides
1141
+ coefficient labels into multiple lines, where each line has a maximum
1142
+ length of # characters. {cmd:truncate()} and {cmd:wrap()} operate on
1143
+ words. That is, they try to fill to the maximum length without breaking
1144
+ in the middle of a word. However, if a word is longer than # characters,
1145
+ it will be split or truncated. Specify {cmd:nobreak} to prevent
1146
+ {cmd:truncate()} and {cmd:wrap()} from splitting or truncating words
1147
+ that are longer than # characters. If {cmd:truncate()} and {cmd:wrap()}
1148
+ are both specified, {cmd:truncate()} is applied first.
1149
+ {cmdab:interaction()} specifies the string to be used as
1150
+ delimiter in labels for interaction terms; the default is
1151
+ {cmd:interaction(" # ")}. {it:suboptions} are axis label suboptions as
1152
+ described in {it:{help axis_label_options}}.
1153
+
1154
+ {pmore}
1155
+ Note: Labels containing multiple lines are left unchanged by {cmd:truncate()}
1156
+ and {cmd:wrap()}. Therefore, if you don't like how {cmd:wrap()} breaks a
1157
+ specific label, you can provide a custom variant of it in {cmd:coeflabels()}
1158
+ while still using {cmd:wrap()} for the other labels. {cmd:truncate()}
1159
+ and {cmd:wrap()} may fail to process a label if it contains compound
1160
+ double quotes; the label will be left unchanged in this case.
1161
+
1162
+ {marker noeqlabels}{...}
1163
+ {phang}
1164
+ {cmd:noeqlabels} suppresses equation labels.
1165
+
1166
+ {marker eqlabels}{...}
1167
+ {phang}
1168
+ {cmd:eqlabels(}{it:spec}{cmd:)} specifies custom labels for equations, one after
1169
+ the other (not allowed with {helpb coefplot##at:at}). {it:spec} is:
1170
+
1171
+ {p 12 14 2}
1172
+ [{cmd:"}{it:label}{cmd:"} [{cmd:"}{it:label}{cmd:"} ...]] [{cmd:,}
1173
+ {cmdab:lab:els}[{cmd:(}{it:string}{cmd:)}]
1174
+ [{cmd:{ul:no}}]{cmdab:g:ap}[{cmd:(}#{cmd:)}] {cmdab:ashead:ings}
1175
+ {cmdab:off:set(}#{cmd:)} {cmdab:t:runcate(}#{cmd:)} {cmdab:w:rap(}#{cmd:)}
1176
+ {cmdab:nob:reak} {it:{help axis_label_options:suboptions}} ]
1177
+
1178
+ {pmore}
1179
+ Enclose labels in double quotes if they contain spaces,
1180
+ e.g. {bind:{cmd:eqlabels("EQ one" "EQ two")}}. Enclose labels in compound
1181
+ double quotes to create multiline labels,
1182
+ e.g. {bind:{cmd:eqlabels(`""This is a" "long label""')}}. Alternatively,
1183
+ apply the {cmd:wrap()} option. For text effects
1184
+ (bold, italics, greek letters, etc.) use SMCL tags as described in
1185
+ {it:{help graph_text}}.
1186
+
1187
+ {pmore}
1188
+ Option {cmd:label} causes the equation names to be treated as
1189
+ variable names; {cmd:coefplot} will then use the corresponding variable labels
1190
+ (and, depending on context, value labels) to label the equations. Specify
1191
+ {cmd:label(}{it:string}{cmd:)} to set the string to be used as
1192
+ delimiter in labels for interaction terms; typing {cmd:label} without argument
1193
+ is equivalent to {cmd:label(" # ")}. {cmd:gap()} specifies the size of the
1194
+ gap between equations. The
1195
+ default is {cmd:gap(1)}. {cmd:nogap} suppresses the gap between
1196
+ equations. {cmdab:asheadings} treats equation labels as headings;
1197
+ see {helpb coefplot##headings:headings()}. {cmd:offset()}, only
1198
+ allowed with {cmd:asheadings}, offsets the labels. {cmd:truncate()},
1199
+ {cmd:wrap()}, {cmd:nobreak}, and {it:suboptions} are as above for
1200
+ {helpb coefplot##coeflabels:coeflabels()}.
1201
+
1202
+ {marker headings}{...}
1203
+ {phang}
1204
+ {cmd:headings(}{it:spec}{cmd:)} adds headings between
1205
+ coefficients (not allowed with {helpb coefplot##at:at}). {it:spec} is:
1206
+
1207
+ {p 12 14 2}
1208
+ {it:coeflist} {cmd:=} {cmd:"}{it:label}{cmd:"} [{it:coeflist} {cmd:=} {cmd:"}{it:label}{cmd:"} ...]
1209
+ [{cmd:,} [{cmd:{ul:no}}]{cmdab:g:ap}[{cmd:(}#{cmd:)}]
1210
+ {cmdab:off:set(}#{cmd:)} {cmdab:t:runcate(}#{cmd:)}
1211
+ {cmdab:w:rap(}#{cmd:)} {cmdab:nob:reak}
1212
+ {it:{help axis_label_options:suboptions}} ]
1213
+
1214
+ {pmore}
1215
+ with {it:coeflist} as above for {helpb coefplot##keep:keep()}. If
1216
+ {helpb coefplot##bycoefs:bycoefs} is specified, use numbers 1, 2,
1217
+ ... instead of {it:coeflist} to address the elements on the categorical
1218
+ axis. Enclose {it:label} in double quotes if it contains
1219
+ spaces. For example, {bind:{cmd:headings(0.foreign = "Car Type")}} will
1220
+ print the heading "{cmd:Car Type}" before coefficient "{cmd:0.foreign}".
1221
+ Enclose {it:label} in compound double quotes to create a multiline
1222
+ label, e.g. {bind:{cmd:headings(foreign = `""This is a" "long heading""')}}.
1223
+ Alternatively, apply the {cmd:wrap()} option. For text effects (bold,
1224
+ italics, greek letters, etc.) use SMCL tags as
1225
+ described in {it:{help graph_text}}.
1226
+
1227
+ {pmore}
1228
+ {cmd:gap()} and {cmdab:offset()} are as above for
1229
+ {helpb coefplot##eqlabels:eqlabels()}. {cmd:truncate()}, {cmd:wrap()},
1230
+ {cmd:nobreak}, and {it:suboptions} are as above for
1231
+ {helpb coefplot##coeflabels:coeflabels()}.
1232
+
1233
+ {marker groups}{...}
1234
+ {phang}
1235
+ {cmd:groups(}{it:spec}{cmd:)} adds labels for groups of
1236
+ coefficients (not allowed with {helpb coefplot##at:at}). The specified
1237
+ label will be printed beside (or, in vertical mode, below) the identified
1238
+ group of coefficients. {it:spec} is:
1239
+
1240
+ {p 12 14 2}
1241
+ {it:coeflist} {cmd:=} {cmd:"}{it:label}{cmd:"} [{it:coeflist} {cmd:=} {cmd:"}{it:label}{cmd:"} ...]
1242
+ [{cmd:,} [{cmd:{ul:no}}]{cmdab:g:ap}[{cmd:(}#{cmd:)}]
1243
+ {cmdab:t:runcate(}#{cmd:)} {cmdab:w:rap(}#{cmd:)}
1244
+ {cmdab:nob:reak} {it:{help axis_label_options:suboptions}} ]
1245
+
1246
+ {pmore}
1247
+ with {it:coeflist} as above for {helpb coefplot##keep:keep()}. If
1248
+ {helpb coefplot##bycoefs:bycoefs} is specified, use numbers 1, 2,
1249
+ ... instead of {it:coeflist} to address the elements on the categorical
1250
+ axis. Enclose {it:label} in double quotes if
1251
+ it contains spaces. Enclose {it:label} in compound double quotes to create
1252
+ a multiline label. Alternatively, apply the {cmd:wrap()} option. For text
1253
+ effects (bold, italics, greek letters, etc.) use SMCL tags as described in
1254
+ {it:{help graph_text}}.
1255
+
1256
+ {pmore}
1257
+ {cmd:gap()} is as above for
1258
+ {helpb coefplot##eqlabels:eqlabels()}. {cmd:truncate()}, {cmd:wrap()},
1259
+ {cmd:nobreak}, and {it:suboptions} are as above for
1260
+ {helpb coefplot##coeflabels:coeflabels()}.
1261
+
1262
+ {marker plotlabels}{...}
1263
+ {phang}
1264
+ {cmd:plotlabels(}{it:spec}{cmd:)} specifies labels for the plots to be
1265
+ used in the legend. Labels specified via {cmd:plotlabels()}
1266
+ take precedence over labels specified in the
1267
+ {helpb coefplot##label:label()} plot option. {it:spec} is:
1268
+
1269
+ {p 12 14 2}
1270
+ [{cmd:"}{it:label}{cmd:"} [{cmd:"}{it:label}{cmd:"} ...]] [{cmd:,} {cmdab:t:runcate(}#{cmd:)}
1271
+ {cmdab:w:rap(}#{cmd:)} {cmdab:nob:reak} ]
1272
+
1273
+ {pmore}
1274
+ Enclose labels in double quotes if they contain spaces. Enclose labels in
1275
+ compound double quotes to create multiline labels. Alternatively,
1276
+ apply the {cmd:wrap()} option. For text effects
1277
+ (bold, italics, greek letters, etc.) use SMCL tags as described in
1278
+ {it:{help graph_text}}. Options {cmd:truncate()}, {cmd:wrap()}, and {cmd:nobreak} are as
1279
+ above for {helpb coefplot##coeflabels:coeflabels()}.
1280
+
1281
+ {marker bylabels}{...}
1282
+ {phang}
1283
+ {cmd:bylabels(}{it:spec}{cmd:)} specifies labels for the subgraphs. Labels
1284
+ specified via {cmd:bylabels()}
1285
+ take precedence over labels specified in the
1286
+ {helpb coefplot##bylabel:bylabel()} subgraph option. {it:spec} is:
1287
+
1288
+ {p 12 14 2}
1289
+ [{cmd:"}{it:label}{cmd:"} [{cmd:"}{it:label}{cmd:"} ...]] [{cmd:,} {cmdab:t:runcate(}#{cmd:)}
1290
+ {cmdab:w:rap(}#{cmd:)} {cmdab:nob:reak} ]
1291
+
1292
+ {pmore}
1293
+ Enclose labels in double quotes if they contain spaces. Enclose labels in
1294
+ compound double quotes to create multiline labels. Alternatively,
1295
+ apply the {cmd:wrap()} option. For text effects
1296
+ (bold, italics, greek letters, etc.) use SMCL tags as described in
1297
+ {it:{help graph_text}}. Options {cmd:truncate()}, {cmd:wrap()}, and {cmd:nobreak} are as
1298
+ above for {helpb coefplot##coeflabels:coeflabels()}.
1299
+
1300
+ {marker grid}{...}
1301
+ {phang}
1302
+ {cmd:grid(}{it:options}{cmd:)} affects the rendition of grid lines on the
1303
+ category axis (not allowed with {helpb coefplot##at:at}). {it:options} are:
1304
+
1305
+ {p 12 14 2}
1306
+ { {cmdab:b:etween} | {cmdab:w:ithin} | {cmdab:n:one} } {it:{help axis_label_options:suboptions}}
1307
+
1308
+ {pmore}
1309
+ {cmdab:b:etween} places grid lines between coefficient labels;
1310
+ {cmdab:w:ithin} places grid lines at the center of coefficient labels;
1311
+ {cmdab:n:one} suppress grid lines. {it:suboptions} are axis label suboptions
1312
+ as described in {it:{help axis_label_options}}. In horizontal mode, the
1313
+ default is {cmd:within} for single plots and {cmd:between} for multiple
1314
+ plots. In vertical mode, the default is {cmd:none}. Alternatively, use
1315
+ {helpb axis_label_options:ytick()} and {helpb axis_label_options:xtick()}
1316
+ to set grid lines.
1317
+
1318
+ {marker generate}{...}
1319
+ {phang}
1320
+ {cmd:generate}[{cmd:(}{it:prefix}{cmd:)}] generates variables containing
1321
+ the graph data. The variable names will be prefixed by "{cmd:__}"
1322
+ or as specified by {it:prefix}.
1323
+
1324
+ {marker replace}{...}
1325
+ {phang}
1326
+ {cmd:replace} allows {cmd:coefplot} to overwrite existing variables.
1327
+
1328
+ {marker addplot}{...}
1329
+ {phang}
1330
+ {cmd:addplot(}{it:plot}{cmd:)} adds other plots to the graph. See help
1331
+ {it:{help addplot_option}}. By default {cmd:addplot()} has access only to
1332
+ the first {it:r} observations in the dataset, where {it:r} is the number of
1333
+ observations used by {cmd:coefplot} to store its internal results. If the
1334
+ graph does not contain multiple subgraphs and
1335
+ {helpb coefplot##generate:generate()} or {helpb coefplot##nodrop:nodrop} is
1336
+ specified, {cmd:addplot()} has access to all observations.
1337
+
1338
+ {marker nodrop}{...}
1339
+ {phang}
1340
+ {cmd:nodrop} causes {cmd:coefplot} to keep all observations when generating
1341
+ the graph. The default is to eliminate unused observations temporarily
1342
+ to increase speed. {cmd:nodrop} may be useful in connection with the
1343
+ {helpb coefplot##addplot:addplot()} option, if the graph does not contain
1344
+ multiple subgraphs. {cmd:nodrop} has no effect if
1345
+ {helpb coefplot##generate:generate()} is specified.
1346
+ {p_end}
1347
+
1348
+ {phang}
1349
+ {it:twoway_options} are general twoway options, other than
1350
+ {cmd:by()}, as documented in help {it:{help twoway_options}}.
1351
+
1352
+ {marker byopts}{...}
1353
+ {phang}
1354
+ {cmd:byopts(}{it:byopts}{cmd:)} determines how subgraphs
1355
+ are combined. {it:byopts} are as described in help {it:{help by_option}}.
1356
+
1357
+
1358
+ {marker examples}{...}
1359
+ {title:Examples}
1360
+
1361
+ . {stata sysuse auto}
1362
+ . {stata regress price mpg headroom trunk length turn}
1363
+ . {stata coefplot, drop(_cons) xline(0)}
1364
+
1365
+ . {stata regress price mpg headroom trunk length turn if foreign==0}
1366
+ . {stata estimates store domestic}
1367
+ . {stata regress price mpg headroom trunk length turn if foreign==1}
1368
+ . {stata estimates store foreign}
1369
+ . {stata coefplot domestic foreign, drop(_cons) xline(0)}
1370
+
1371
+ . {stata coefplot domestic || foreign, drop(_cons) xline(0)}
1372
+
1373
+ . {stata coefplot domestic || foreign, yline(0) bycoefs vertical byopts(yrescale)}
1374
+
1375
+ {pstd}
1376
+ For further examples see the {browse "http://repec.sowi.unibe.ch/stata/coefplot":website},
1377
+ the {browse "http://www.stata-journal.com/article.html?article=gr0059":Stata Journal article}, or the
1378
+ {browse "http://ideas.repec.org/p/bss/wpaper/1.html":working paper}.
1379
+
1380
+
1381
+ {marker remarks}{...}
1382
+ {title:Remarks}
1383
+
1384
+ {pstd}
1385
+ Remarks are presented under the following headings:
1386
+
1387
+ {help coefplot##wildcards:Using wildcards in model names}
1388
+ {help coefplot##place:Placement of options}
1389
+ {help coefplot##matrix:Plotting results from matrices}
1390
+ {help coefplot##tempvar:Accessing internal temporary variables}
1391
+
1392
+
1393
+ {marker wildcards}{...}
1394
+ {title:Using wildcards in model names}
1395
+
1396
+ {pstd}
1397
+ Instead of providing distinct model names to {cmd:coefplot}, you can also
1398
+ specify a name pattern containing {cmd:*} (any string)
1399
+ and {cmd:?} (any nonzero character) wildcards. {cmd:coefplot}
1400
+ will then plot the results from all matching
1401
+ models. If a name pattern is specified as part of a plot delimited by
1402
+ parentheses, the results from the matching models will be combined into the
1403
+ same plot. For example, if models {cmd:est11}, {cmd:est12}, {cmd:est13},
1404
+ {cmd:est21}, {cmd:est22}, and {cmd:est23} are in
1405
+ memory, typing
1406
+
1407
+ {com}{...}
1408
+ . coefplot (est1*, {txt:{it:opts1}}) (est2*, {txt:{it:opts2}})
1409
+ {txt}{...}
1410
+
1411
+ {pstd}
1412
+ is equivalent to
1413
+
1414
+ {com}{...}
1415
+ . coefplot (est11 \ est12 \ est13, {txt:{it:opts1}}) (est21 \ est22 \ est23, {txt:{it:opts2}})
1416
+ {txt}{...}
1417
+
1418
+ {pstd}
1419
+ Likewise, typing
1420
+
1421
+ {com}{...}
1422
+ . coefplot (est*1, {txt:{it:opts1}} \ est*2, {txt:{it:opts2}} \, {txt:{it:opts3}})
1423
+ {txt}{...}
1424
+
1425
+ {pstd}
1426
+ is equivalent to
1427
+
1428
+ {com}{...}
1429
+ . coefplot (est11, {txt:{it:opts1}} \ est21, {txt:{it:opts1}} \ est12, {txt:{it:opts2}} \ est22, {txt:{it:opts2}} \, {txt:{it:opts3}})
1430
+ {txt}{...}
1431
+
1432
+ {pstd}
1433
+ Alternatively, if a name pattern is specified without parentheses,
1434
+ the matching models are treated as separate plots. For example, typing
1435
+
1436
+ {com}{...}
1437
+ . coefplot est1* || est2*
1438
+ {txt}{...}
1439
+
1440
+ {pstd}
1441
+ is equivalent to
1442
+
1443
+ {com}{...}
1444
+ . coefplot est11 est12 est13 || est21 est22 est23
1445
+ {txt}{...}
1446
+
1447
+ {pstd}
1448
+ or
1449
+
1450
+ {com}{...}
1451
+ . coefplot (est11) (est12) (est13) || (est21) (est22) (est23)
1452
+ {txt}{...}
1453
+
1454
+ {pstd}
1455
+ Use global options {helpb coefplot##pnum:p1()}, {helpb coefplot##pnum:p2()},
1456
+ etc. to provide specific options to the different plots in this case. For
1457
+ example, typing
1458
+
1459
+ {com}{...}
1460
+ . coefplot est1*, p1({txt:{it:opts1}}) p2({txt:{it:opts2}}) p3({txt:{it:opts3}})
1461
+ {txt}{...}
1462
+
1463
+ {pstd}
1464
+ is equivalent to
1465
+
1466
+ {com}{...}
1467
+ . coefplot (est11, {txt:{it:opts1}}) (est12, {txt:{it:opts2}}) (est13, {txt:{it:opts3}})
1468
+ {txt}{...}
1469
+
1470
+
1471
+ {marker place}{...}
1472
+ {title:Placement of options}
1473
+
1474
+ {pstd}
1475
+ {cmd:coefplot} has four levels of options:
1476
+
1477
+ {phang}(1) {help coefplot##modelopts:{it:modelopts}} are options that apply to a single
1478
+ model (or matrix). They specify the information to be displayed.
1479
+
1480
+ {phang}(2) {help coefplot##plotopts:{it:plotopts}} are options that apply to a single
1481
+ plot, possibly containing results from multiple models. They affect
1482
+ the rendition of markers and confidence intervals and provide a label
1483
+ for the plot.
1484
+
1485
+ {phang}(3) {help coefplot##subgropts:{it:subgropts}} are options that
1486
+ apply to a single subgraph, possibly containing multiple plots.
1487
+
1488
+ {phang}(4) {help coefplot##globalopts:{it:globalopts}} are options that apply
1489
+ to the overall graph.
1490
+
1491
+ {pstd}
1492
+ The levels are nested in the sense that upper level options include all
1493
+ lower level options. That is,
1494
+ {help coefplot##globalopts:{it:globalopts}} includes
1495
+ {help coefplot##subgropts:{it:subgropts}},
1496
+ {help coefplot##plotopts:{it:plotopts}}, and
1497
+ {help coefplot##modelopts:{it:modelopts}};
1498
+ {help coefplot##subgropts:{it:subgropts}} includes
1499
+ {help coefplot##plotopts:{it:plotopts}}, and
1500
+ {help coefplot##modelopts:{it:modelopts}};
1501
+ {help coefplot##plotopts:{it:plotopts}} includes
1502
+ {help coefplot##modelopts:{it:modelopts}}. However, upper level options
1503
+ may not be specified at a lower level.
1504
+
1505
+ {pstd}
1506
+ If lower level options are specified at an upper level, they serve as
1507
+ defaults for all included lower levels elements. For example, if you want
1508
+ to draw 99% and 95% confidence intervals for all included models,
1509
+ specify {cmd:levels(99 95)} as global option:
1510
+
1511
+ {com}{...}
1512
+ . coefplot model1 model2 model3, levels(99 95)
1513
+ {txt}{...}
1514
+
1515
+ {pstd}
1516
+ Options specified with an individual element override the defaults set
1517
+ by upper level options. For example, if you want to draw 99% and 95%
1518
+ confidence intervals for model 1 and model 2 and 90% confidence intervals
1519
+ for model 3, you could type:
1520
+
1521
+ {com}{...}
1522
+ . coefplot model1 model2 (model3, level(90)), levels(99 95)
1523
+ {txt}{...}
1524
+
1525
+ {pstd}
1526
+ There are some fine distinctions about the placement of options and how they
1527
+ are interpreted. For example, if you type
1528
+
1529
+ {com}{...}
1530
+ . coefplot m1, {txt:{it:opts1}} || m2, {txt:{it:opts2}} {txt:{it:opts3}}
1531
+ {txt}{...}
1532
+
1533
+ {pstd}
1534
+ then {it:opts2} and {it:opts3} are interpreted as global options. If you
1535
+ want to apply {it:opts2} only to {cmd:m2} then type
1536
+
1537
+ {com}{...}
1538
+ . coefplot m1, {txt:{it:opts1}} || m2, {txt:{it:opts2}} ||, {txt:{it:opts3}}
1539
+ {txt}{...}
1540
+
1541
+ {pstd}
1542
+ Similarly, if you type
1543
+
1544
+ {com}{...}
1545
+ . coefplot (m1, {txt:{it:opts1}} \ m2, {txt:{it:opts2}})
1546
+ {txt}{...}
1547
+
1548
+ {pstd}
1549
+ then {it:opts2} will be applied to both models. To apply {it:opts2} only to
1550
+ {cmd:m2} type
1551
+
1552
+ {com}{...}
1553
+ . coefplot (m1, {txt:{it:opts1}} \ m2, {txt:{it:opts2}} \)
1554
+ {txt}{...}
1555
+
1556
+ {pstd}
1557
+ or, if you also want to include {it:opts3} to be applied to both models,
1558
+ type
1559
+
1560
+ {com}{...}
1561
+ . coefplot (m1, {txt:{it:opts1}} \ m2, {txt:{it:opts2}} \, {txt:{it:opts3}})
1562
+ {txt}{...}
1563
+
1564
+ {pstd}
1565
+ or
1566
+
1567
+ {com}{...}
1568
+ . coefplot (m1, {txt:{it:opts1}} \ m2, {txt:{it:opts2}} \), {txt:{it:opts3}}
1569
+ {txt}{...}
1570
+
1571
+ {pstd}
1572
+ In case of multiple subgraphs there is some ambiguity about where to
1573
+ specify the plot options (unless global option
1574
+ {helpb coefplot##norecycle:norecycle} is specified). You can provide plot
1575
+ options within any of the subgraphs as plot options are collected across
1576
+ subgraphs. However, in case of conflict, the plot options from the rightmost
1577
+ subgraph usually take precedence over earlier plot options. In addition,
1578
+ you can also use global options {helpb coefplot##pnum:p1()},
1579
+ {helpb coefplot##pnum:p2()}, etc. to provide
1580
+ options for specific plots. In case of conflict, options specified within a plot take
1581
+ precedence over options provided via {helpb coefplot##pnum:p1()},
1582
+ {helpb coefplot##pnum:p2()}, etc.
1583
+
1584
+ {marker matrix}{...}
1585
+ {title:Plotting results from matrices}
1586
+
1587
+ {pstd}
1588
+ Use syntax {helpb coefplot##matrix:{ul:m}atrix({it:mspec})} instead of the
1589
+ name of a stored model to plot results from a matrix. {it:mspec} may be:
1590
+
1591
+ {p2colset 9 21 23 2}{...}
1592
+ {p2col:{it:name}}use first row of matrix {it:name}
1593
+ {p_end}
1594
+ {p2col:{it:name}{cmd:[}#{cmd:,.]}}use #th row of
1595
+ matrix {it:name}; may also type {it:name}{cmd:[}#{cmd:,]} or
1596
+ {it:name}{cmd:[}#{cmd:]}
1597
+ {p_end}
1598
+ {p2col:{it:name}{cmd:[.,}#{cmd:]}}use #th column of
1599
+ matrix {it:name}; may also type {it:name}{cmd:[,}#{cmd:]}
1600
+ {p_end}
1601
+ {p2colreset}{...}
1602
+
1603
+ {pstd}
1604
+ If the {cmd:matrix()} syntax is used, then option {helpb coefplot##b:b()} is discarded
1605
+ and names given in {helpb coefplot##at:at()}, {helpb coefplot##ci:ci()},
1606
+ {helpb coefplot##v:v()}, {helpb coefplot##se:se()},
1607
+ {helpb coefplot##df:df()}, and {helpb coefplot##aux:aux()} refer to regular
1608
+ matrices instead of {cmd:e()}-matrices. The matrix name may be omitted in these
1609
+ options if results are to be read from the same matrix; only the
1610
+ relevant row or column numbers have to be provided (whether the
1611
+ numbers are interpreted as row or column numbers
1612
+ depends what was specified in {cmd:matrix()}).
1613
+
1614
+ {pstd}
1615
+ For example, to plot medians and their confidence intervals as computed
1616
+ by {helpb centile} you could type:
1617
+
1618
+ {com}{...}
1619
+ sysuse auto, clear
1620
+ matrix C = J(3,3,.)
1621
+ matrix rownames C = median ll95 ul95
1622
+ matrix colnames C = mpg trunk turn
1623
+ local i 0
1624
+ foreach v of var mpg trunk turn {
1625
+ local ++ i
1626
+ centile `v'
1627
+ matrix C[1,`i'] = r(c_1) \ r(lb_1) \ r(ub_1)
1628
+ }
1629
+ matrix list C
1630
+ coefplot matrix(C), ci((2 3))
1631
+ {txt}{...}
1632
+
1633
+ {pstd}
1634
+ This is equivalent to:
1635
+
1636
+ {com}{...}
1637
+ coefplot matrix(C[1]), ci((C[2] C[3]))
1638
+ {txt}{...}
1639
+
1640
+ {pstd}
1641
+ Note that a single {cmd:coefplot} command can contain both regular syntax
1642
+ and {cmd:matrix()} syntax. For example, to add means to the graph above
1643
+ you could type:
1644
+
1645
+ {com}{...}
1646
+ mean mpg trunk turn
1647
+ estimates store mean
1648
+ coefplot (matrix(C), ci((2 3))) (mean)
1649
+ {txt}{...}
1650
+
1651
+
1652
+ {marker tempvar}{...}
1653
+ {title:Accessing internal temporary variables}
1654
+
1655
+ {pstd}
1656
+ {cmd:coefplot} maintains a number of internal variables that can be
1657
+ used within
1658
+ {helpb coefplot##ifopt:if()},
1659
+ {helpb coefplot##weight:weight()},
1660
+ {helpb coefplot##transform:transform()},
1661
+ {helpb marker_label_options:mlabel()},
1662
+ {helpb marker_label_options:mlabvposition()}, and
1663
+ {helpb addplot_option:addplot()}. These
1664
+ variables are:
1665
+
1666
+ {p2colset 9 21 23 2}{...}
1667
+ {p2col:{cmd:@b}}point estimates
1668
+ {p_end}
1669
+ {p2col:{cmd:@ll}#}lower limits of confidence interval # (may use {cmd:@ll} for {cmd:@ll1})
1670
+ {p_end}
1671
+ {p2col:{cmd:@ul}#}upper limits of confidence interval # (may use {cmd:@ul} for {cmd:@ul1})
1672
+ {p_end}
1673
+ {p2col:{cmd:@V}}variances
1674
+ {p_end}
1675
+ {p2col:{cmd:@se}}standard errors
1676
+ {p_end}
1677
+ {p2col:{cmd:@t}}t or z statistics, computed as @b/@se
1678
+ {p_end}
1679
+ {p2col:{cmd:@df}}degrees of freedom
1680
+ {p_end}
1681
+ {p2col:{cmd:@pval}}p-values, computed as (1-normal(|@t|))*2 or ttail(@df,|@t|)*2, depending
1682
+ on whether df are available
1683
+ {p_end}
1684
+ {p2col:{cmd:@at}}plot positions
1685
+ {p_end}
1686
+ {p2col:{cmd:@plot}}plot ID (labeled)
1687
+ {p_end}
1688
+ {p2col:{cmd:@by}}subgraph ID (labeled)
1689
+ {p_end}
1690
+ {p2col:{cmd:@mlbl}}Marker labels set by {helpb coefplot##mlabels:mlabels()} (string variable)
1691
+ {p_end}
1692
+ {p2col:{cmd:@mlpos}}Marker label positions set by {helpb coefplot##mlabels:mlabels()}
1693
+ {p_end}
1694
+ {p2col:{cmd:@aux}#}auxiliary variables collected by {helpb coefplot##aux:aux()} (may use {cmd:@aux} for {cmd:@aux1})
1695
+ {p_end}
1696
+ {p2colreset}{...}
1697
+
1698
+ {pstd}
1699
+ The internal variables can be used like other variables in the
1700
+ dataset. For example, option {cmd:mlabel(@plot)} would add plot labels as marker
1701
+ labels or option {cmd:addplot(line @at @b)} would draw a connecting line
1702
+ through all point estimates in the graph.
1703
+
1704
+
1705
+ {marker saved_results}{...}
1706
+ {title:Saved results}
1707
+
1708
+ {pstd}
1709
+ {cmd:coefplot} returns the following macros and scalars in {cmd:r()}:
1710
+
1711
+ {synoptset 20 tabbed}{...}
1712
+ {p2col 5 20 24 2: Scalars}{p_end}
1713
+ {synopt:{cmd:r(n_ci)}}number of confidence intervals{p_end}
1714
+ {synopt:{cmd:r(n_plot)}}number of plots{p_end}
1715
+ {synopt:{cmd:r(n_subgr)}}number of subgraphs{p_end}
1716
+
1717
+ {synoptset 20 tabbed}{...}
1718
+ {p2col 5 20 24 2: Macros}{p_end}
1719
+ {synopt:{cmd:r(graph)}}copy of graph command{p_end}
1720
+ {synopt:{cmd:r(labels)}}coefficient labels{p_end}
1721
+ {synopt:{cmd:r(eqlabels)}}equation labels{p_end}
1722
+ {synopt:{cmd:r(groups)}}group labels{p_end}
1723
+ {synopt:{cmd:r(headings)}}headings{p_end}
1724
+ {synopt:{cmd:r(legend)}}contents of legend option{p_end}
1725
+
1726
+
1727
+ {marker author}{...}
1728
+ {title:Author}
1729
+
1730
+ {pstd}
1731
+ Ben Jann, University of Bern, [email protected]
1732
+
1733
+ {pstd}
1734
+ Thanks for citing this software in one of the following ways:
1735
+
1736
+ {pmore}
1737
+ Jann, B. (2014). Plotting regression coefficients and other
1738
+ estimates. The Stata Journal 14(4): 708-737.
1739
+
1740
+ {pmore}
1741
+ Jann, B. (2013). Plotting regression coefficients and other estimates
1742
+ in Stata. University of Bern Social Sciences Working Papers
1743
+ Nr. 1. Available from
1744
+ {browse "http://ideas.repec.org/p/bss/wpaper/1.html"}.
1745
+
1746
+ {pmore}
1747
+ Jann, B. (2013). coefplot: Stata module to plot regression coefficients
1748
+ and other results. Available from
1749
+ {browse "http://ideas.repec.org/c/boc/bocode/s457686.html"}.
1750
+
1751
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estadd.ado ADDED
@@ -0,0 +1,2463 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.3.3 28may2014 Ben Jann
2
+ * 1. estadd and helpers
3
+ * 2. estadd_local
4
+ * 3. estadd_scalar
5
+ * 4. estadd_matrix
6
+ * 5. estadd_mean
7
+ * 6. estadd_sd
8
+ * 7. estadd_beta
9
+ * 8. estadd_coxsnell
10
+ * 9. estadd_nagelkerke
11
+ * 10. estadd_ysumm
12
+ * 11. estadd_summ
13
+ * 12. estadd_vif
14
+ * 13. estadd_ebsd
15
+ * 14. estadd_expb
16
+ * 15. estadd_pcorr
17
+ * 16. estadd_lrtest
18
+ * 17. estadd_brent
19
+ * 18. estadd_fitstat
20
+ * 19. estadd_listcoef
21
+ * 20. estadd_mlogtest
22
+ * 21. estadd_prchange
23
+ * 22. estadd_prvalue
24
+ * 23. estadd_asprvalue
25
+ * 24. estadd_margins
26
+ * 99. copy of erepost.ado
27
+
28
+ * 1.
29
+ program estadd
30
+ version 8.2
31
+ local caller : di _caller()
32
+ capt _on_colon_parse `0'
33
+ if !_rc {
34
+ local 0 `"`s(before)'"'
35
+ local names `"`s(after)'"'
36
+ }
37
+ syntax anything(equalok id="subcommand") [if] [in] [fw aw iw pw] [, * ]
38
+ if regexm(`"`anything'"',"^r\((.*)\)$") { // check -estadd r(name)-
39
+ capt confirm scalar `anything'
40
+ if _rc {
41
+ capt confirm matrix `anything'
42
+ if _rc {
43
+ di as err `"`anything' not found"'
44
+ exit 111
45
+ }
46
+ else {
47
+ local anything `"matrix `anything'"'
48
+ }
49
+ }
50
+ else {
51
+ local anything `"scalar `anything'"'
52
+ }
53
+ }
54
+ gettoken subcommand : anything
55
+ capt confirm name `subcommand'
56
+ if _rc {
57
+ di as err "invalid subcommand"
58
+ exit 198
59
+ }
60
+ if `"`options'"'!="" local options `", `options'"'
61
+ if `"`weight'`exp'"'!="" local wgtexp `"[`weight'`exp']"'
62
+
63
+ //expand estimates names and backup current estimates if necessary
64
+ tempname rcurrent ecurrent
65
+ capt _return drop `rcurrent'
66
+ _return hold `rcurrent'
67
+ capt noisily {
68
+ local names: list retok names
69
+ if "`names'"=="" {
70
+ local names "."
71
+ local qui
72
+ }
73
+ else local qui quietly
74
+ foreach name of local names {
75
+ if "`name'"=="." {
76
+ capt est_expand "`name'"
77
+ if _rc local enames "`enames'`name' "
78
+ else local enames "`enames'`r(names)' "
79
+ }
80
+ else {
81
+ est_expand "`name'" //=> error if estimates not found
82
+ local enames "`enames'`r(names)' "
83
+ }
84
+ }
85
+ local names: list uniq enames
86
+ if "`names'"=="." local active
87
+ else {
88
+ capt est_expand .
89
+ if _rc local active "."
90
+ else local active "`r(names)'"
91
+ if "`active'"=="." | `:list posof "`active'" in names'==0 {
92
+ local active
93
+ _est hold `ecurrent', restore estsystem nullok
94
+ }
95
+ }
96
+ }
97
+ if _rc {
98
+ _return restore `rcurrent'
99
+ exit _rc
100
+ }
101
+ _return restore `rcurrent', hold
102
+
103
+ // cases:
104
+ // - if active estimates not stored yet and "`names'"==".": simply execute
105
+ // estadd_subcmd to active estimates
106
+ // - else if active estimates not stored yet: backup/restore active estimates
107
+ // - else if active estimates stored but not in `names': backup/restore active estimates
108
+ // - else if active estimates stored: no backup but restore at end
109
+
110
+ //loop over estimates names and run subcommand
111
+ nobreak {
112
+ foreach m of local names {
113
+ if "`names'"!="." {
114
+ if "`m'"=="." _est unhold `ecurrent'
115
+ else {
116
+ capt confirm new var _est_`m' // fix e(sample)
117
+ if _rc qui replace _est_`m' = 0 if _est_`m' >=.
118
+ _est unhold `m'
119
+ }
120
+ }
121
+ backup_estimates_name
122
+ capt n break `qui' version `caller': estadd_`anything' `if' `in' `wgtexp' `options'
123
+ local rc = _rc
124
+ restore_estimates_name
125
+ if "`names'"!="." {
126
+ if "`m'"=="." _est hold `ecurrent', restore estsystem nullok
127
+ else _est hold `m', estimates varname(_est_`m')
128
+ }
129
+ if `rc' continue, break
130
+ }
131
+ if "`active'"!="" estimates restore `active', noh
132
+ }
133
+ _return restore `rcurrent'
134
+ if `rc' {
135
+ if `rc' == 199 di as error "invalid subcommand"
136
+ exit `rc'
137
+ }
138
+ end
139
+
140
+ program define backup_estimates_name, eclass
141
+ ereturn local _estadd_estimates_name `"`e(_estimates_name)'"'
142
+ ereturn local _estimates_name ""
143
+ end
144
+ program define restore_estimates_name, eclass
145
+ ereturn local _estimates_name `"`e(_estadd_estimates_name)'"'
146
+ ereturn local _estadd_estimates_name ""
147
+ end
148
+
149
+ program confirm_new_ename
150
+ capture confirm existence `e(`0')'
151
+ if !_rc {
152
+ di as err "e(`0') already defined"
153
+ exit 110
154
+ }
155
+ end
156
+
157
+ program confirm_esample
158
+ local efun: e(functions)
159
+ if `:list posof "sample" in efun'==0 {
160
+ di as err "e(sample) information not available"
161
+ exit 498
162
+ }
163
+ end
164
+
165
+ program confirm_numvar
166
+ args var
167
+ local ts = index("`var'",".")
168
+ confirm numeric variable `=substr("`var'",`ts'+1,.)'
169
+ end
170
+
171
+ program define added_macro
172
+ args name
173
+ di as txt %25s `"e(`name') : "' `""{res:`e(`name')'}""'
174
+ end
175
+
176
+ program define added_scalar
177
+ args name label
178
+ di as txt %25s `"e(`name') = "' " " as res e(`name') _c
179
+ if `"`label'"'!="" {
180
+ di as txt _col(38) `"(`label')"'
181
+ }
182
+ else di ""
183
+ end
184
+
185
+ program define added_matrix
186
+ args name label
187
+ capture {
188
+ local r = rowsof(e(`name'))
189
+ local c = colsof(e(`name'))
190
+ }
191
+ if _rc {
192
+ tempname tmp
193
+ mat `tmp' = e(`name')
194
+ local r = rowsof(`tmp')
195
+ local c = colsof(`tmp')
196
+ }
197
+ di as txt %25s `"e(`name') : "' " " ///
198
+ as res "`r' x `c'" _c
199
+ if `"`label'"'=="_rown" {
200
+ local thelabel: rownames e(`name')
201
+ local thelabel: list retok thelabel
202
+ if `r'>1 {
203
+ local thelabel: subinstr local thelabel " " ", ", all
204
+ }
205
+ di as txt _col(38) `"(`thelabel')"'
206
+ }
207
+ else if `"`label'"'!="" {
208
+ di as txt _col(38) `"(`label')"'
209
+ }
210
+ else di ""
211
+ end
212
+
213
+ * 2.
214
+ * -estadd- subroutine: add local
215
+ program estadd_loc
216
+ estadd_local `0'
217
+ end
218
+ program estadd_loca
219
+ estadd_local `0'
220
+ end
221
+ program estadd_local, eclass
222
+ version 8.2
223
+ syntax anything(equalok) [, Prefix(name) Replace Quietly ]
224
+ gettoken name def : anything , parse(" =:")
225
+ if "`replace'"=="" {
226
+ confirm_new_ename `prefix'`name'
227
+ }
228
+ ereturn local `prefix'`name'`def'
229
+ di _n as txt "added macro:"
230
+ added_macro `prefix'`name'
231
+ end
232
+
233
+ * 3.
234
+ * -estadd- subroutine: add scalar
235
+ program estadd_sca
236
+ estadd_scalar `0'
237
+ end
238
+ program estadd_scal
239
+ estadd_scalar `0'
240
+ end
241
+ program estadd_scala
242
+ estadd_scalar `0'
243
+ end
244
+ program estadd_scalar, eclass
245
+ version 8.2
246
+ syntax anything(equalok) [, Prefix(name) Replace Quietly ]
247
+ if regexm("`anything'","^r\((.*)\)$") { // estadd scalar r(name)
248
+ local name = regexs(1)
249
+ capt confirm name `name'
250
+ confirm scalar `anything'
251
+ if _rc error 198
252
+ local equ "`anything'"
253
+ }
254
+ else {
255
+ local isname 0
256
+ gettoken name equ0: anything, parse(" =")
257
+ capt confirm name `name'
258
+ if _rc error 198
259
+ else if `"`equ0'"'=="" { // estadd scalar name
260
+ local isname 1
261
+ local equ "scalar(`name')"
262
+ }
263
+ else { // estadd scalar name [=] exp
264
+ gettoken trash equ : equ0, parse(" =")
265
+ if `"`trash'"'!="=" {
266
+ local equ `"`equ0'"'
267
+ }
268
+ }
269
+ }
270
+ if "`replace'"=="" {
271
+ confirm_new_ename `prefix'`name'
272
+ }
273
+ ereturn scalar `prefix'`name' = `equ'
274
+ di _n as txt "added scalar:"
275
+ added_scalar `prefix'`name'
276
+ end
277
+
278
+ * 4.
279
+ * -estadd- subroutine: add matrix
280
+ program estadd_mat
281
+ estadd_matrix `0'
282
+ end
283
+ program estadd_matr
284
+ estadd_matrix `0'
285
+ end
286
+ program estadd_matri
287
+ estadd_matrix `0'
288
+ end
289
+ program estadd_matrix, eclass
290
+ version 8.2
291
+ syntax anything(equalok) [, Prefix(name) Replace Quietly ]
292
+ if regexm("`anything'","^r\((.*)\)$") { // estadd matrix r(name)
293
+ local name = regexs(1)
294
+ capt confirm name `name'
295
+ if _rc error 198
296
+ confirm matrix `anything'
297
+ local equ "`anything'"
298
+ }
299
+ else {
300
+ local isname 0
301
+ gettoken name equ0: anything, parse(" =")
302
+ capt confirm name `name'
303
+ if _rc error 198
304
+ else if `"`equ0'"'=="" { // estadd matrix name
305
+ local isname 1
306
+ local equ "`name'"
307
+ }
308
+ else { // estadd matrix name [=] exp
309
+ gettoken trash equ : equ0, parse(" =")
310
+ if `"`trash'"'!="=" {
311
+ local equ `"`equ0'"'
312
+ }
313
+ }
314
+ }
315
+ if "`replace'"=="" {
316
+ confirm_new_ename `prefix'`name'
317
+ }
318
+ tempname M
319
+ mat `M' = `equ'
320
+ ereturn matrix `prefix'`name' = `M'
321
+ di _n as txt "added matrix:"
322
+ added_matrix `prefix'`name'
323
+ end
324
+
325
+ * 5.
326
+ * -estadd- subroutine: means of regressors
327
+ program define estadd_mean, eclass
328
+ version 8.2
329
+ syntax [, Prefix(name) Replace Quietly ]
330
+ //check availability of e(sample)
331
+ confirm_esample
332
+ //check e()-names
333
+ if "`replace'"=="" confirm_new_ename `prefix'mean
334
+ //use aweights with -summarize-
335
+ local wtype `e(wtype)'
336
+ if "`wtype'"=="pweight" local wtype aweight
337
+ //subpop?
338
+ local subpop "`e(subpop)'"
339
+ if "`subpop'"=="" local subpop 1
340
+ //copy coefficients matrix and determine varnames
341
+ tempname results
342
+ mat `results' = e(b)
343
+ local vars: colnames `results'
344
+ //loop over variables: calculate -mean-
345
+ local j 0
346
+ foreach var of local vars {
347
+ local ++j
348
+ capture confirm_numvar `var'
349
+ if _rc mat `results'[1,`j'] = .z
350
+ else {
351
+ capt su `var' [`wtype'`e(wexp)'] if e(sample) & `subpop', meanonly
352
+ mat `results'[1,`j'] = cond(_rc,.,r(mean))
353
+ }
354
+ }
355
+ //return the results
356
+ ereturn matrix `prefix'mean = `results'
357
+ di _n as txt "added matrix:"
358
+ added_matrix `prefix'mean
359
+ end
360
+
361
+ * 6.
362
+ * -estadd- subroutine: standard deviations of regressors
363
+ program define estadd_sd, eclass
364
+ version 8.2
365
+ syntax [, noBinary Prefix(name) Replace Quietly ]
366
+ //check availability of e(sample)
367
+ confirm_esample
368
+ //check e()-names
369
+ if "`replace'"=="" confirm_new_ename `prefix'sd
370
+ //use aweights with -summarize-
371
+ local wtype `e(wtype)'
372
+ if "`wtype'"=="pweight" local wtype aweight
373
+ //subpop?
374
+ local subpop "`e(subpop)'"
375
+ if "`subpop'"=="" local subpop 1
376
+ //copy coefficients matrix and determine varnames
377
+ tempname results
378
+ mat `results' = e(b)
379
+ local vars: colnames `results'
380
+ //loop over variables: calculate -mean-
381
+ local j 0
382
+ foreach var of local vars {
383
+ local ++j
384
+ capture confirm_numvar `var'
385
+ if _rc mat `results'[1,`j'] = .z
386
+ else {
387
+ capture assert `var'==0 | `var'==1 if e(sample) & `subpop'
388
+ if _rc | "`binary'"=="" {
389
+ capt su `var' [`wtype'`e(wexp)'] if e(sample) & `subpop'
390
+ mat `results'[1,`j'] = cond(_rc,.,r(sd))
391
+ }
392
+ else mat `results'[1,`j'] = .z
393
+ }
394
+ }
395
+ //return the results
396
+ ereturn matrix `prefix'sd = `results'
397
+ di _n as txt "added matrix:"
398
+ added_matrix `prefix'sd
399
+ end
400
+
401
+ * 7.
402
+ * -estadd- subroutine: standardized coefficients
403
+ program define estadd_beta, eclass
404
+ version 8.2
405
+ syntax [, Prefix(name) Replace Quietly ]
406
+ //check availability of e(sample)
407
+ confirm_esample
408
+ //check e()-names
409
+ if "`replace'"=="" confirm_new_ename `prefix'beta
410
+ //use aweights with -summarize-
411
+ local wtype `e(wtype)'
412
+ if "`wtype'"=="pweight" local wtype aweight
413
+ //subpop?
414
+ local subpop "`e(subpop)'"
415
+ if "`subpop'"=="" local subpop 1
416
+ //copy coefficients matrix and determine varnames
417
+ tempname results sddep
418
+ mat `results' = e(b)
419
+ local vars: colnames `results'
420
+ local eqs: coleq `results', q
421
+ local depv "`e(depvar)'"
422
+ //loop over variables: calculate -beta-
423
+ local j 0
424
+ local lastdepvar
425
+ foreach var of local vars {
426
+ local depvar: word `++j' of `eqs'
427
+ if "`depvar'"=="_" local depvar "`depv'"
428
+ capture confirm_numvar `depvar'
429
+ if _rc mat `results'[1,`j'] = .z
430
+ else {
431
+ if "`depvar'"!="`lastdepvar'" {
432
+ capt su `depvar' [`wtype'`e(wexp)'] if e(sample) & `subpop'
433
+ scalar `sddep' = cond(_rc,.,r(sd))
434
+ }
435
+ capture confirm_numvar `var'
436
+ if _rc mat `results'[1,`j'] = .z
437
+ else {
438
+ capt su `var' [`wtype'`e(wexp)'] if e(sample) & `subpop'
439
+ mat `results'[1,`j'] = cond(_rc,.,`results'[1,`j'] * r(sd) / `sddep')
440
+ }
441
+ }
442
+ local lastdepvar "`depvar'"
443
+ }
444
+ //return the results
445
+ ereturn matrix `prefix'beta = `results'
446
+ di _n as txt "added matrix:"
447
+ added_matrix `prefix'beta
448
+ end
449
+
450
+ * 8.
451
+ * -estadd- subroutine: Cox & Snell Pseudo R-Squared
452
+ program define estadd_coxsnell, eclass
453
+ version 8.2
454
+ syntax [, Prefix(name) Replace Quietly ]
455
+ //check e()-names
456
+ if "`replace'"=="" confirm_new_ename `prefix'coxsnell
457
+ //compute statistic
458
+ tempname results
459
+ scalar `results' = 1 - exp((e(ll_0)-e(ll))*2/e(N)) // = 1 - exp(e(ll_0)-e(ll))^(2/e(N))
460
+ //return the results
461
+ *di as txt "Cox & Snell Pseudo R2 = " as res `results'
462
+ ereturn scalar `prefix'coxsnell = `results'
463
+ di _n as txt "added scalar:"
464
+ added_scalar `prefix'coxsnell
465
+ end
466
+
467
+ * 9.
468
+ * -estadd- subroutine: Nagelkerke Pseudo R-Squared
469
+ program define estadd_nagelkerke, eclass
470
+ version 8.2
471
+ syntax [, Prefix(name) Replace Quietly ]
472
+ //check e()-names
473
+ if "`replace'"=="" confirm_new_ename `prefix'nagelkerke
474
+ //compute statistic
475
+ tempname results
476
+ scalar `results' = (1 - exp((e(ll_0)-e(ll))*2/e(N))) / (1 - exp(e(ll_0)*2/e(N)))
477
+ // = (1 - exp(e(ll_0)-e(ll))^(2/e(N))) / (1 - exp(e(ll_0))^(2/e(N)))
478
+ //return the results
479
+ *di as txt "Nagelkerke Pseudo R2 = " as res `results'
480
+ ereturn scalar `prefix'nagelkerke = `results'
481
+ di _n as txt "added scalar:"
482
+ added_scalar `prefix'nagelkerke
483
+ end
484
+
485
+ * 10.
486
+ * -estadd- subroutine: summary statistics for dependent variable
487
+ program define estadd_ysumm, eclass
488
+ version 8.2
489
+ syntax [, MEan SUm MIn MAx RAnge sd Var cv SEMean SKewness ///
490
+ Kurtosis MEDian p1 p5 p10 p25 p50 p75 p90 p95 p99 iqr q all ///
491
+ Prefix(passthru) Replace Quietly ]
492
+ //check availability of e(sample)
493
+ confirm_esample
494
+ //default prefix
495
+ if `"`prefix'"'=="" local prefix y
496
+ else {
497
+ local 0 ", `prefix'"
498
+ syntax [, prefix(name) ]
499
+ }
500
+ //use aweights with -summarize-
501
+ local wtype `e(wtype)'
502
+ if "`wtype'"=="pweight" local wtype aweight
503
+ //subpop?
504
+ local subpop "`e(subpop)'"
505
+ if "`subpop'"=="" local subpop 1
506
+ //determine list of stats
507
+ tempname results
508
+ local Stats p99 p95 p90 p75 p50 p25 p10 p5 p1 kurtosis ///
509
+ skewness var sd max min sum mean
510
+ if "`all'"!="" {
511
+ local stats `Stats'
512
+ local range range
513
+ local cv cv
514
+ local semean semean
515
+ local iqr iqr
516
+ local sumtype detail
517
+ }
518
+ else {
519
+ if "`q'"!="" {
520
+ local p25 p25
521
+ local p50 p50
522
+ local p75 p75
523
+ }
524
+ if "`median'"!="" local p50 p50
525
+ foreach stat of local Stats {
526
+ if "``stat''"!="" {
527
+ local stats: list stats | stat
528
+ }
529
+ }
530
+ if "`stats'"=="" & "`range'"=="" & "`cv'"=="" & ///
531
+ "`semean'"=="" & "`iqr'"=="" local stats sd max min mean
532
+ local sumtype sum mean min max
533
+ if "`:list stats - sumtype'"=="" & "`cv'"=="" & ///
534
+ "`semean'"=="" & "`iqr'"=="" local sumtype meanonly
535
+ else {
536
+ local sumtype `sumtype' Var sd
537
+ if "`:list stats - sumtype'"=="" & "`iqr'"=="" local sumtype
538
+ else local sumtype detail
539
+ }
540
+ }
541
+ local Stats: subinstr local stats "var" "Var"
542
+ local nstats: word count `iqr' `semean' `cv' `range' `stats'
543
+ if "`replace'"=="" {
544
+ foreach stat in `iqr' `semean' `cv' `range' `stats' {
545
+ confirm_new_ename `prefix'`=lower("`stat'")'
546
+ }
547
+ }
548
+ //calculate stats
549
+ local var: word 1 of `e(depvar)'
550
+ mat `results' = J(`nstats',1,.z)
551
+ qui su `var' [`wtype'`e(wexp)'] if e(sample) & `subpop', `sumtype'
552
+ local i 0
553
+ if "`iqr'"!="" {
554
+ mat `results'[`++i',1] = r(p75) - r(p25)
555
+ }
556
+ if "`semean'"!="" {
557
+ mat `results'[`++i',1] = r(sd) / sqrt(r(N))
558
+ }
559
+ if "`cv'"!="" {
560
+ mat `results'[`++i',1] = r(sd) / r(mean)
561
+ }
562
+ if "`range'"!="" {
563
+ mat `results'[`++i',1] = r(max) - r(min)
564
+ }
565
+ foreach stat of local Stats {
566
+ mat `results'[`++i',1] = r(`stat')
567
+ }
568
+ //return the results
569
+ local i 0
570
+ di as txt _n "added scalars:"
571
+ foreach stat in `iqr' `semean' `cv' `range' `stats' {
572
+ local sname = lower("`stat'")
573
+ ereturn scalar `prefix'`sname' = `results'[`++i',1]
574
+ added_scalar `prefix'`sname'
575
+ }
576
+ end
577
+
578
+ * 11.
579
+ * -estadd- subroutine: various summary statistics
580
+ program define estadd_summ, eclass
581
+ version 8.2
582
+ syntax [, MEan SUm MIn MAx RAnge sd Var cv SEMean SKewness ///
583
+ Kurtosis MEDian p1 p5 p10 p25 p50 p75 p90 p95 p99 iqr q all ///
584
+ Prefix(name) Replace Quietly ]
585
+ //check availability of e(sample)
586
+ confirm_esample
587
+ //use aweights with -summarize-
588
+ local wtype `e(wtype)'
589
+ if "`wtype'"=="pweight" local wtype aweight
590
+ //subpop?
591
+ local subpop "`e(subpop)'"
592
+ if "`subpop'"=="" local subpop 1
593
+ //determine list of stats
594
+ tempname results results2
595
+ local Stats p99 p95 p90 p75 p50 p25 p10 p5 p1 kurtosis ///
596
+ skewness var sd max min sum mean
597
+ if "`all'"!="" {
598
+ local stats `Stats'
599
+ local range range
600
+ local cv cv
601
+ local semean semean
602
+ local iqr iqr
603
+ local sumtype detail
604
+ }
605
+ else {
606
+ if "`q'"!="" {
607
+ local p25 p25
608
+ local p50 p50
609
+ local p75 p75
610
+ }
611
+ if "`median'"!="" local p50 p50
612
+ foreach stat of local Stats {
613
+ if "``stat''"!="" {
614
+ local stats: list stats | stat
615
+ }
616
+ }
617
+ if "`stats'"=="" & "`range'"=="" & "`cv'"=="" & ///
618
+ "`semean'"=="" & "`iqr'"=="" local stats sd max min mean
619
+ local sumtype sum mean min max
620
+ if "`:list stats - sumtype'"=="" & "`cv'"=="" & ///
621
+ "`semean'"=="" & "`iqr'"=="" local sumtype meanonly
622
+ else {
623
+ local sumtype `sumtype' Var sd
624
+ if "`:list stats - sumtype'"=="" & "`iqr'"=="" local sumtype
625
+ else local sumtype detail
626
+ }
627
+ }
628
+ local Stats: subinstr local stats "var" "Var"
629
+ local nstats: word count `iqr' `semean' `cv' `range' `stats'
630
+ if "`replace'"=="" {
631
+ foreach stat in `iqr' `semean' `cv' `range' `stats' {
632
+ confirm_new_ename `prefix'`=lower("`stat'")'
633
+ }
634
+ }
635
+ //copy coefficients matrix and determine varnames
636
+ mat `results' = e(b)
637
+ local vars: colnames `results'
638
+ if `nstats'>1 {
639
+ mat `results' = `results' \ J(`nstats'-1,colsof(`results'),.z)
640
+ }
641
+ //loop over variables: calculate stats
642
+ local j 0
643
+ foreach var of local vars {
644
+ local ++j
645
+ capture confirm_numvar `var'
646
+ if _rc mat `results'[1,`j'] = .z
647
+ else {
648
+ capt su `var' [`wtype'`e(wexp)'] if e(sample) & `subpop', `sumtype'
649
+ local i 0
650
+ if "`iqr'"!="" {
651
+ mat `results'[`++i',`j'] = cond(_rc,.,r(p75) - r(p25))
652
+ }
653
+ if "`semean'"!="" {
654
+ mat `results'[`++i',`j'] = cond(_rc,.,r(sd) / sqrt(r(N)))
655
+ }
656
+ if "`cv'"!="" {
657
+ mat `results'[`++i',`j'] = cond(_rc,.,r(sd) / r(mean))
658
+ }
659
+ if "`range'"!="" {
660
+ mat `results'[`++i',`j'] = cond(_rc,.,r(max) - r(min))
661
+ }
662
+ foreach stat of local Stats {
663
+ mat `results'[`++i',`j'] = cond(_rc,.,r(`stat'))
664
+ }
665
+ }
666
+ }
667
+ //return the results
668
+ local i 0
669
+ di as txt _n "added matrices:"
670
+ foreach stat in `iqr' `semean' `cv' `range' `stats' {
671
+ local sname = lower("`stat'")
672
+ mat `results2' = `results'[`++i',1...]
673
+ ereturn matrix `prefix'`sname' = `results2'
674
+ added_matrix `prefix'`sname'
675
+ }
676
+ end
677
+
678
+ * 12.
679
+ * -estadd- subroutine: variance inflation factors
680
+ program define estadd_vif, eclass
681
+ version 8.2
682
+ local caller : di _caller()
683
+ syntax [, TOLerance SQRvif Prefix(name) Replace Quietly ]
684
+ //check availability of e(sample)
685
+ confirm_esample
686
+ //check e()-names
687
+ if "`replace'"=="" {
688
+ confirm_new_ename `prefix'vif
689
+ if "`tolerance'"!="" confirm_new_ename `prefix'tolerance
690
+ if "`sqrvif'"!="" confirm_new_ename `prefix'sqrvif
691
+ }
692
+ //copy coefficients matrix and set to .z
693
+ tempname results results2 results3
694
+ matrix `results' = e(b)
695
+ forv j = 1/`=colsof(`results')' {
696
+ mat `results'[1,`j'] = .z
697
+ }
698
+ if "`tolerance'"!="" mat `results2' = `results'
699
+ if "`sqrvif'"!="" mat `results3' = `results'
700
+ //compute VIF and add to results vector
701
+ capt n `quietly' version `caller': vif
702
+ if _rc {
703
+ if _rc == 301 di as err "-estadd:vif- can only be used after -regress-"
704
+ exit _rc
705
+ }
706
+ local i 0
707
+ local name "`r(name_`++i')'"
708
+ while "`name'"!="" {
709
+ local j = colnumb(`results',"`name'")
710
+ if `j'<. {
711
+ matrix `results'[1,`j'] = r(vif_`i')
712
+ if "`tolerance'"!="" matrix `results2'[1,`j'] = 1 / r(vif_`i')
713
+ if "`sqrvif'"!="" matrix `results3'[1,`j'] = sqrt( r(vif_`i') )
714
+ }
715
+ local name "`r(name_`++i')'"
716
+ }
717
+ //return the results
718
+ if "`sqrvif'"!="" | "`tolerance'"!="" di as txt _n "added matrices:"
719
+ else di as txt _n "added matrix:"
720
+ if "`sqrvif'"!="" {
721
+ ereturn matrix `prefix'sqrvif = `results3'
722
+ added_matrix `prefix'sqrvif
723
+ }
724
+ if "`tolerance'"!="" {
725
+ ereturn matrix `prefix'tolerance = `results2'
726
+ added_matrix `prefix'tolerance
727
+ }
728
+ ereturn matrix `prefix'vif = `results'
729
+ added_matrix `prefix'vif
730
+ end
731
+
732
+ * 13.
733
+ * -estadd- subroutine: standardized factor change coefficients
734
+ program define estadd_ebsd, eclass
735
+ version 8.2
736
+ syntax [, Prefix(name) Replace Quietly ]
737
+ //check availability of e(sample)
738
+ confirm_esample
739
+ //check e()-names
740
+ if "`replace'"=="" confirm_new_ename `prefix'ebsd
741
+ //use aweights with -summarize-
742
+ local wtype `e(wtype)'
743
+ if "`wtype'"=="pweight" local wtype aweight
744
+ //subpop?
745
+ local subpop "`e(subpop)'"
746
+ if "`subpop'"=="" local subpop 1
747
+ //copy coefficients matrix and determine varnames
748
+ tempname results
749
+ mat `results' = e(b)
750
+ local vars: colnames `results'
751
+ //loop over variables: calculate -mean-
752
+ local j 0
753
+ foreach var of local vars {
754
+ local ++j
755
+ capture confirm_numvar `var'
756
+ if _rc mat `results'[1,`j'] = .z
757
+ else {
758
+ capt su `var' [`wtype'`e(wexp)'] if e(sample) & `subpop'
759
+ mat `results'[1,`j'] = cond(_rc,.,exp( `results'[1,`j'] * r(sd)))
760
+ }
761
+ }
762
+ //return the results
763
+ ereturn matrix `prefix'ebsd = `results'
764
+ di _n as txt "added matrix:"
765
+ added_matrix `prefix'ebsd
766
+ end
767
+
768
+ * 14.
769
+ * -estadd- subroutine: exponentiated coefficients
770
+ program define estadd_expb, eclass
771
+ version 8.2
772
+ syntax [, noCONStant Prefix(name) Replace Quietly ]
773
+ //check e()-names
774
+ if "`replace'"=="" confirm_new_ename `prefix'expb
775
+ //copy coefficients matrix and determine names of coefficients
776
+ tempname results
777
+ mat `results' = e(b)
778
+ local coefs: colnames `results'
779
+ //loop over coefficients
780
+ local j 0
781
+ foreach coef of local coefs {
782
+ local ++j
783
+ if `"`constant'"'!="" & `"`coef'"'=="_cons" {
784
+ mat `results'[1,`j'] = .z
785
+ }
786
+ else {
787
+ mat `results'[1,`j'] = exp(`results'[1,`j'])
788
+ }
789
+ }
790
+ //return the results
791
+ ereturn matrix `prefix'expb = `results'
792
+ di _n as txt "added matrix:"
793
+ added_matrix `prefix'expb
794
+ end
795
+
796
+ * 15.
797
+ * -estadd- subroutine: partial and semi-partial correlations
798
+ program define estadd_pcorr, eclass
799
+ version 8.2
800
+ syntax [, semi Prefix(name) Replace Quietly ]
801
+ //check availability of e(sample)
802
+ confirm_esample
803
+ //check e()-names
804
+ if "`replace'"=="" {
805
+ if "`semi'"!="" confirm_new_ename `prefix'spcorr
806
+ confirm_new_ename `prefix'pcorr
807
+ }
808
+ //copy coefficients matrix and set to .z
809
+ tempname results results2
810
+ matrix `results' = e(b)
811
+ forv j = 1/`=colsof(`results')' {
812
+ mat `results'[1,`j'] = .z
813
+ }
814
+ local eqs: coleq `results', quoted
815
+ local eq: word 1 of `eqs'
816
+ mat `results2' = `results'[1,"`eq':"]
817
+ local vars: colnames `results2'
818
+ foreach var of local vars {
819
+ capt confirm numeric var `var'
820
+ if !_rc local temp "`temp'`var' "
821
+ }
822
+ local vars "`temp'"
823
+ if "`semi'"!="" mat `results2' = `results'
824
+ else {
825
+ mat drop `results2'
826
+ local results2
827
+ }
828
+ local depv: word 1 of `e(depvar)'
829
+ //compute statistics and add to results vector
830
+ local wtype `e(wtype)'
831
+ if inlist("`wtype'","pweight","iweight") local wtype aweight
832
+ _estadd_pcorr_compute `depv' `vars' [`wtype'`e(wexp)'] if e(sample), ///
833
+ eq(`eq') results(`results') results2(`results2')
834
+ //return the results
835
+ if "`semi'"!="" {
836
+ di as txt _n "added matrices:"
837
+ ereturn matrix `prefix'spcorr = `results2'
838
+ added_matrix `prefix'spcorr
839
+ }
840
+ else di as txt _n "added matrix:"
841
+ ereturn matrix `prefix'pcorr = `results'
842
+ added_matrix `prefix'pcorr
843
+ end
844
+ program define _estadd_pcorr_compute // based on pcorr.ado by StataCorp
845
+ // and pcorr2.ado by Richard Williams
846
+ syntax varlist(min=1) [aw fw] [if], eq(str) results(str) [ results2(str) ]
847
+ marksample touse
848
+ tempname hcurrent
849
+ _est hold `hcurrent', restore
850
+ quietly reg `varlist' [`weight'`exp'] if `touse'
851
+ if (e(N)==0 | e(N)>=.) error 2000
852
+ local NmK = e(df_r)
853
+ local R2 = e(r2)
854
+ gettoken depv varlist: varlist
855
+ foreach var of local varlist {
856
+ quietly test `var'
857
+ if r(F)<. {
858
+ local s "1"
859
+ if _b[`var']<0 local s "-1"
860
+ local c = colnumb(`results',"`eq':`var'")
861
+ mat `results'[1,`c'] = `s' * sqrt(r(F)/(r(F)+`NmK'))
862
+ if "`results2'"!="" {
863
+ mat `results2'[1,`c'] = `s' * sqrt(r(F)*((1-`R2')/`NmK'))
864
+ }
865
+ }
866
+ }
867
+ end
868
+
869
+ * 16.
870
+ * -estadd- subroutine: Likelihood-ratio test
871
+ program define estadd_lrtest, eclass
872
+ version 8.2
873
+ local caller : di _caller()
874
+ syntax anything(id="model") [, Name(name) Prefix(name) Replace Quietly * ]
875
+ if "`name'"=="" local name lrtest_
876
+ //check e()-names
877
+ if "`replace'"=="" {
878
+ confirm_new_ename `prefix'`name'p
879
+ confirm_new_ename `prefix'`name'chi2
880
+ confirm_new_ename `prefix'`name'df
881
+ }
882
+ //compute statistics
883
+ `quietly' version `caller': lrtest `anything', `options'
884
+ //return the results
885
+ ereturn scalar `prefix'`name'p = r(p)
886
+ ereturn scalar `prefix'`name'chi2 = r(chi2)
887
+ ereturn scalar `prefix'`name'df = r(df)
888
+ di _n as txt "added scalars:"
889
+ added_scalar `prefix'`name'p
890
+ added_scalar `prefix'`name'chi2
891
+ added_scalar `prefix'`name'df
892
+ end
893
+
894
+ * 17.
895
+ * -estadd- subroutine: support for -brant- by Long and Freese
896
+ * (see http://www.indiana.edu/~jslsoc/spost.htm)
897
+ program define estadd_brant, eclass
898
+ version 8.2
899
+ local caller : di _caller()
900
+ syntax [ , Prefix(name) Replace Quietly * ]
901
+ capt findfile brant.ado
902
+ if _rc {
903
+ di as error "fitstat.ado from the -spost9_ado- package by Long and Freese required"
904
+ di as error `"type {stata "net from http://www.indiana.edu/~jslsoc/stata"}"'
905
+ error 499
906
+ }
907
+ // check names
908
+ if "`replace'"=="" {
909
+ foreach name in brant_chi2 brant_df brant_p brant {
910
+ confirm_new_ename `prefix'`name'
911
+ }
912
+ }
913
+ // compute and return the results
914
+ `quietly' version `caller': brant, `options'
915
+ di as txt _n "added scalars:"
916
+ foreach stat in chi2 df p {
917
+ ereturn scalar `prefix'brant_`stat' = r(`stat')
918
+ added_scalar `prefix'brant_`stat'
919
+ }
920
+ tempname mat
921
+ matrix `mat' = r(ivtests)
922
+ matrix `mat' = `mat''
923
+ ereturn matrix `prefix'brant = `mat'
924
+ di as txt _n "added matrix:"
925
+ added_matrix `prefix'brant _rown
926
+ end
927
+
928
+ * 18.
929
+ * -estadd- subroutine: support for -fitstat- by Long and Freese
930
+ * (see http://www.indiana.edu/~jslsoc/spost.htm)
931
+ program define estadd_fitstat, eclass
932
+ version 8.2
933
+ local caller : di _caller()
934
+ syntax [ , Prefix(name) Replace Quietly Bic * ]
935
+ capt findfile fitstat.ado
936
+ if _rc {
937
+ di as error "fitstat.ado from the -spost9_ado- package by Long and Freese required"
938
+ di as error `"type {stata "net from http://www.indiana.edu/~jslsoc/stata"}"'
939
+ error 499
940
+ }
941
+ `quietly' version `caller': fitstat, `bic' `options'
942
+ local stats: r(scalars)
943
+ local allstats ///
944
+ dev dev_df lrx2 lrx2_df lrx2_p r2_adj r2_mf r2_mfadj r2_ml ///
945
+ r2_cu r2_mz r2_ef v_ystar v_error r2_ct r2_ctadj aic aic_n ///
946
+ bic bic_p statabic stataaic n_rhs n_parm
947
+ local stats: list allstats & stats
948
+ if "`bic'"!="" {
949
+ local bic aic aic_n bic bic_p statabic stataaic
950
+ local stats: list bic & stats
951
+ }
952
+
953
+
954
+ // check names
955
+ if "`replace'"=="" {
956
+ foreach stat of local stats {
957
+ if inlist("`stat'", "bic", "aic") local rname `stat'0
958
+ else local rname `stat'
959
+ confirm_new_ename `prefix'`rname'
960
+ }
961
+ }
962
+
963
+ // return the results
964
+ di as txt _n "added scalars:"
965
+ foreach stat of local stats {
966
+ if inlist("`stat'", "bic", "aic") local rname `stat'0
967
+ else local rname `stat'
968
+ ereturn scalar `prefix'`rname' = r(`stat')
969
+ added_scalar `prefix'`rname'
970
+ }
971
+ end
972
+
973
+ * 19.
974
+ * -estadd- subroutine: support for -listcoef- by Long and Freese
975
+ * (see http://www.indiana.edu/~jslsoc/spost.htm)
976
+ program define estadd_listcoef, eclass
977
+ version 8.2
978
+ local caller : di _caller()
979
+ syntax [anything] [ , Prefix(name) Replace Quietly ///
980
+ nosd gt lt ADJacent Matrix EXpand * ]
981
+
982
+ // handle some options and look for e(sample)
983
+ if `"`matrix'"'!="" {
984
+ local matrix matrix
985
+ }
986
+ if `"`e(cmd)'"'=="slogit" & "`expand'"!="" {
987
+ di as err "-expand- option not supported"
988
+ exit 198
989
+ }
990
+ confirm_esample
991
+
992
+ // set some constants
993
+ local listcoef_matrices "xs ys std fact facts pct pcts"
994
+ if "`sd'"=="" local listcoef_matrices "`listcoef_matrices' sdx"
995
+
996
+ // run listcoef
997
+ capt findfile listcoef.ado
998
+ if _rc {
999
+ di as error "-listcoef- from the -spost9_ado- package by Long and Freese required"
1000
+ di as error `"type {stata "net from http://www.indiana.edu/~jslsoc/stata"}"'
1001
+ error 499
1002
+ }
1003
+ `quietly' version `caller': listcoef `anything' , matrix `gt' `lt' `adjacent' `options'
1004
+
1005
+ // check existing e()'s
1006
+ if "`replace'"=="" {
1007
+ confirm_new_ename `prefix'pvalue
1008
+ foreach matrix of local listcoef_matrices {
1009
+ _estadd_listcoef_ChkEName b_`matrix', prefix(`prefix')
1010
+ }
1011
+ }
1012
+
1013
+ // grab r()-results and post in e()
1014
+ di as txt _n "added matrices:"
1015
+ if inlist(`"`e(cmd)'"',"mlogit","mprobit") {
1016
+ _estadd_listcoef_AddResToNomModl `listcoef_matrices', prefix(`prefix') `gt' `lt' `adjacent'
1017
+ }
1018
+ else {
1019
+ foreach matrix of local listcoef_matrices {
1020
+ _estadd_listcoef_AddMatToE `matrix', prefix(`prefix')
1021
+ }
1022
+ }
1023
+ end
1024
+ program define _estadd_listcoef_ChkEName
1025
+ syntax name [, prefix(str) ]
1026
+ capt confirm matrix r(`namelist')
1027
+ if _rc exit
1028
+ confirm_new_ename `prefix'`namelist'
1029
+ end
1030
+ program define _estadd_listcoef_AddMatToE, eclass
1031
+ syntax name [, prefix(str) ]
1032
+ capt confirm matrix r(b_`namelist')
1033
+ if _rc exit
1034
+ tempname tmp
1035
+ matrix `tmp' = r(b_`namelist')
1036
+ capt confirm matrix r(b2_`namelist')
1037
+ if _rc==0 {
1038
+ local eqnames: coleq e(b), quoted
1039
+ local eqnames: list uniq eqnames
1040
+ local eqname: word 1 of `eqnames'
1041
+ mat coleq `tmp' = `"`eqname'"'
1042
+ tempname tmp2
1043
+ matrix `tmp2' = r(b2_`namelist')
1044
+ local eqname: word 2 of `eqnames'
1045
+ mat coleq `tmp2' = `"`eqname'"'
1046
+ mat `tmp' = `tmp' , `tmp2'
1047
+ mat drop `tmp2'
1048
+ }
1049
+ ereturn matrix `prefix'b_`namelist' = `tmp'
1050
+ added_matrix `prefix'b_`namelist' _rown
1051
+ end
1052
+ program define _estadd_listcoef_AddResToNomModl, eclass
1053
+ syntax anything(name=listcoef_matrices) [, prefix(str) gt lt ADJacent ]
1054
+ if "`lt'"=="" & "`gt'"=="" {
1055
+ local lt lt
1056
+ local gt gt
1057
+ }
1058
+ local adjacent = "`adjacent'"!=""
1059
+ local lt = "`lt'"!=""
1060
+ local gt = "`gt'"!=""
1061
+
1062
+ // outcomes and labels
1063
+ tempname outcomes
1064
+ if `"`e(cmd)'"'=="mlogit" {
1065
+ if c(stata_version) < 9 local type cat
1066
+ else local type out
1067
+ mat `outcomes' = e(`type')
1068
+ local noutcomes = colsof(`outcomes')
1069
+ local eqnames `"`e(eqnames)'"'
1070
+ if (`:list sizeof eqnames'<`noutcomes') {
1071
+ local ibase = e(ibase`type')
1072
+ }
1073
+ else local ibase 0
1074
+ forv i = 1/`noutcomes' {
1075
+ if `i'==`ibase' {
1076
+ local outcomelab`i' `"`e(baselab)'"'
1077
+ }
1078
+ else {
1079
+ gettoken eq eqnames : eqnames
1080
+ local outcomelab`i' `"`eq'"'
1081
+ }
1082
+ if `"`outcomelab`i''"'=="" {
1083
+ local outcomelab`i': di `outcomes'[1,`i']
1084
+ }
1085
+ }
1086
+ }
1087
+ else if `"`e(cmd)'"'=="mprobit" {
1088
+ mat `outcomes' = e(outcomes)'
1089
+ local noutcomes = colsof(`outcomes')
1090
+ forv i = 1/`noutcomes' {
1091
+ local outcomelab`i' `"`e(out`i')'"'
1092
+ }
1093
+ }
1094
+ else {
1095
+ di as err `"`e(cmd)' not supported"'
1096
+ exit 499
1097
+ }
1098
+
1099
+ // collect vectors
1100
+ tempname stats
1101
+ mat `stats' = r(b) \ r(b_z) \ r(b_z) \ r(b_p)
1102
+ forv i = 1/`=colsof(`stats')' {
1103
+ mat `stats'[2,`i'] = `stats'[1,`i'] / `stats'[3,`i']
1104
+ }
1105
+ mat rown `stats' = "b" "se" "z" "P>|z|"
1106
+ local enames "b_raw b_se b_z b_p"
1107
+ foreach matrix of local listcoef_matrices {
1108
+ capt confirm matrix r(b_`matrix')
1109
+ if _rc continue
1110
+ mat `stats' = `stats' \ r(b_`matrix')
1111
+ local enames `"`enames' b_`matrix'"'
1112
+ }
1113
+
1114
+ // select/reorder contrasts of interest
1115
+ local contrast "r(contrast)"
1116
+ local ncontrast = colsof(`contrast')
1117
+ tempname stats0 temp
1118
+ matrix rename `stats' `stats0'
1119
+ forv i = 1/`noutcomes' {
1120
+ local out1 = `outcomes'[1, `i']
1121
+ local j 0
1122
+ forv j = 1/`noutcomes' {
1123
+ local out2 = `outcomes'[1, `j']
1124
+ if `out1'==`out2' continue
1125
+ if `adjacent' & abs(`i'-`j')>1 continue
1126
+ if `lt'==0 & `out1'<`out2' continue
1127
+ if `gt'==0 & `out1'>`out2' continue
1128
+ forv l = 1/`ncontrast' {
1129
+ if el(`contrast',1,`l')!=`out1' continue
1130
+ if el(`contrast',2,`l')!=`out2' continue
1131
+ mat `temp' = `stats0'[1..., `l']
1132
+ mat coleq `temp' = `"`outcomelab`i''-`outcomelab`j''"'
1133
+ mat `stats' = nullmat(`stats'), `temp'
1134
+ }
1135
+ }
1136
+ }
1137
+ capt mat drop `stats0'
1138
+
1139
+ // post rows to e()
1140
+ local i 0
1141
+ foreach ename of local enames {
1142
+ local ++i
1143
+ mat `temp' = `stats'[`i', 1...]
1144
+ ereturn matrix `prefix'`ename' = `temp'
1145
+ added_matrix `prefix'`ename' _rown
1146
+ }
1147
+ end
1148
+
1149
+ * 20.
1150
+ * -estadd- subroutine: support for -mlogtest- by Long and Freese
1151
+ * (see http://www.indiana.edu/~jslsoc/spost.htm)
1152
+ program define estadd_mlogtest, eclass
1153
+ version 8.2
1154
+ local caller : di _caller()
1155
+ syntax [anything] [ , Prefix(name) Replace Quietly set(passthru) * ]
1156
+ `quietly' version `caller': mlogtest `anything' , `set' `options'
1157
+ local rmat: r(matrices)
1158
+
1159
+ // check names
1160
+ if `"`replace'"'=="" {
1161
+ foreach m in combine lrcomb {
1162
+ if `:list m in rmat'==0 continue
1163
+ forv r = 1/`=rowsof(r(`m'))' {
1164
+ local cat1 = el(r(`m'),`r',1)
1165
+ local cat2 = el(r(`m'),`r',2)
1166
+ confirm_new_ename `prefix'`m'_`cat1'_`cat2'_chi2
1167
+ confirm_new_ename `prefix'`m'_`cat1'_`cat2'_df
1168
+ confirm_new_ename `prefix'`m'_`cat1'_`cat2'_p
1169
+ }
1170
+ }
1171
+ foreach m in hausman suest smhsiao {
1172
+ if `:list m in rmat'==0 continue
1173
+ forv r = 1/`=rowsof(r(`m'))' {
1174
+ local cat = el(r(`m'),`r',1)
1175
+ confirm_new_ename `prefix'`m'_`cat'_chi2
1176
+ confirm_new_ename `prefix'`m'_`cat'_df
1177
+ confirm_new_ename `prefix'`m'_`cat'_p
1178
+ }
1179
+ }
1180
+ if `"`set'"'!="" {
1181
+ foreach m in wald lrtest {
1182
+ if `:list m in rmat'==0 continue
1183
+ local i 0
1184
+ local r = rownumb(r(`m'),"set_`++i'")
1185
+ while(`r'<.) {
1186
+ confirm_new_ename `prefix'`m'_set`i'_chi2
1187
+ confirm_new_ename `prefix'`m'_set`i'_df
1188
+ confirm_new_ename `prefix'`m'_set`i'_p
1189
+ local r = rownumb(r(`m'),"set_`++i'")
1190
+ }
1191
+ }
1192
+ }
1193
+ foreach m in wald lrtest {
1194
+ if `:list m in rmat'==0 continue
1195
+ local r .
1196
+ if `"`set'"'!="" local r = rownumb(r(`m'),"set_1")-1
1197
+ if `r'<1 continue
1198
+ confirm_new_ename `prefix'`m'
1199
+ }
1200
+ }
1201
+
1202
+ local di_added_scalars `"di _n as txt "added scalars:"'
1203
+ // combine
1204
+ foreach m in combine lrcomb {
1205
+ if `:list m in rmat'==0 continue
1206
+ `di_added_scalars'
1207
+ local di_added_scalars
1208
+ forv r = 1/`=rowsof(r(`m'))' {
1209
+ local cat1 = el(r(`m'),`r',1)
1210
+ local cat2 = el(r(`m'),`r',2)
1211
+ eret scalar `prefix'`m'_`cat1'_`cat2'_chi2 = el(r(`m'),`r',3)
1212
+ added_scalar `prefix'`m'_`cat1'_`cat2'_chi2
1213
+ eret scalar `prefix'`m'_`cat1'_`cat2'_df = el(r(`m'),`r',4)
1214
+ added_scalar `prefix'`m'_`cat1'_`cat2'_df
1215
+ eret scalar `prefix'`m'_`cat1'_`cat2'_p = el(r(`m'),`r',5)
1216
+ added_scalar `prefix'`m'_`cat1'_`cat2'_p
1217
+ }
1218
+ }
1219
+ // iia
1220
+ foreach m in hausman suest smhsiao {
1221
+ if `:list m in rmat'==0 continue
1222
+ `di_added_scalars'
1223
+ local di_added_scalars
1224
+ if "`m'"=="smhsiao" local skip 2
1225
+ else local skip 0
1226
+ forv r = 1/`=rowsof(r(`m'))' {
1227
+ local cat = el(r(`m'),`r',1)
1228
+ eret scalar `prefix'`m'_`cat'_chi2 = el(r(`m'),`r',2+`skip')
1229
+ added_scalar `prefix'`m'_`cat'_chi2
1230
+ eret scalar `prefix'`m'_`cat'_df = el(r(`m'),`r',3+`skip')
1231
+ added_scalar `prefix'`m'_`cat'_df
1232
+ eret scalar `prefix'`m'_`cat'_p = el(r(`m'),`r',4+`skip')
1233
+ added_scalar `prefix'`m'_`cat'_p
1234
+ }
1235
+ }
1236
+
1237
+ // wald/lrtest
1238
+ tempname tmp
1239
+ if `"`set'"'!="" {
1240
+ foreach m in wald lrtest {
1241
+ if `:list m in rmat'==0 continue
1242
+ local i 0
1243
+ local r = rownumb(r(`m'),"set_`++i'")
1244
+ if `r'>=. continue
1245
+ `di_added_scalars'
1246
+ local di_added_scalars
1247
+ while(`r'<.) {
1248
+ eret scalar `prefix'`m'_set`i'_chi2 = el(r(`m'),`r',1)
1249
+ added_scalar `prefix'`m'_set`i'_chi2
1250
+ eret scalar `prefix'`m'_set`i'_df = el(r(`m'),`r',2)
1251
+ added_scalar `prefix'`m'_set`i'_df
1252
+ eret scalar `prefix'`m'_set`i'_p = el(r(`m'),`r',3)
1253
+ added_scalar `prefix'`m'_set`i'_p
1254
+ local r = rownumb(r(`m'),"set_`++i'")
1255
+ }
1256
+ }
1257
+ }
1258
+ local di_added_matrices `"di _n as txt "added matrices:"'
1259
+ foreach m in wald lrtest {
1260
+ if `:list m in rmat'==0 continue
1261
+ local r .
1262
+ if `"`set'"'!="" local r = rownumb(r(`m'),"set_1")-1
1263
+ if `r'<1 continue
1264
+ `di_added_matrices'
1265
+ local di_added_matrices
1266
+ mat `tmp' = r(`m')
1267
+ mat `tmp' = `tmp'[1..`r',1...]'
1268
+ eret mat `prefix'`m' = `tmp'
1269
+ added_matrix `prefix'`m' _rown
1270
+ }
1271
+
1272
+ end
1273
+
1274
+
1275
+ * 21.
1276
+ * -estadd- subroutine: support for -prchange- by Long and Freese
1277
+ * (see http://www.indiana.edu/~jslsoc/spost.htm)
1278
+ program define estadd_prchange
1279
+ version 8.2
1280
+ local caller : di _caller()
1281
+ syntax [anything] [if] [in] [ , Prefix(name) Replace Quietly ///
1282
+ PAttern(str) Binary(str) Continuous(str) NOAvg Avg split SPLIT2(name) ///
1283
+ adapt /// old syntax; now works as synonym for noavg
1284
+ Outcome(passthru) Fromto noBAse * ]
1285
+
1286
+ // handle some options
1287
+ if `"`split2'"'!="" local split split
1288
+ if "`split'"!="" & `"`outcome'"'!="" {
1289
+ di as err "split and outcome() not both allowed"
1290
+ exit 198
1291
+ }
1292
+ if "`split'"!="" & `"`avg'`noavg'"'!="" {
1293
+ di as err "split and avg not both allowed"
1294
+ exit 198
1295
+ }
1296
+ if "`avg'"!="" & `"`outcome'"'!="" {
1297
+ di as err "avg and outcome not both allowed"
1298
+ exit 198
1299
+ }
1300
+ if "`avg'"!="" & "`noavg'"!="" {
1301
+ di as err "avg and noavg not both allowed"
1302
+ exit 198
1303
+ }
1304
+ if `"`adapt'"'!="" local noavg noavg
1305
+ if `:list sizeof binary'>1 | `:list sizeof continuous'>1 error 198
1306
+ estadd_prchange_ExpandType binary `"`binary'"'
1307
+ estadd_prchange_ExpandType continuous `"`continuous'"'
1308
+ if `"`binary'"'=="" local binary 2
1309
+ if `"`continuous'"'=="" local continuous 4
1310
+ if `"`pattern'"'!="" {
1311
+ estadd_prchange_ExpandType pattern `"`pattern'"'
1312
+ }
1313
+
1314
+ // check e(sample)
1315
+ confirm_esample
1316
+
1317
+ // run prchange
1318
+ capt findfile prchange.ado
1319
+ if _rc {
1320
+ di as error "-prchange- from the -spost9_ado- package by Long and Freese required"
1321
+ di as error `"type {stata "net from http://www.indiana.edu/~jslsoc/stata"}"'
1322
+ error 499
1323
+ }
1324
+ `quietly' version `caller': prchange `anything' `if' `in', `base' `outcome' `fromto' `options'
1325
+
1326
+ // determine type of model (ordinal: nomord = 1; nominal: nomord = 2)
1327
+ local nomord = (r(modeltype)=="typical nomord")
1328
+ if inlist(`"`e(cmd)'"',"mlogit","mprobit") local nomord = 2
1329
+ if "`avg'`noavg'"!="" {
1330
+ if `nomord'==0 {
1331
+ di as err "avg not allowed with this model"
1332
+ exit 198
1333
+ }
1334
+ }
1335
+ if !`nomord' & "`split'"!="" {
1336
+ di as err "split not allowed with this model"
1337
+ exit 198
1338
+ }
1339
+
1340
+ // determine outcome number (in prchange-returns)
1341
+ if `"`outcome'"'!="" {
1342
+ if `nomord' {
1343
+ forv i = 1/`=colsof(r(catval))' {
1344
+ if el(r(catval), 1, `i') == r(outcome) {
1345
+ local outcomenum `i'
1346
+ continue, break
1347
+ }
1348
+ }
1349
+ if "`outcomenum'"=="" { // should never happen
1350
+ di as err `"outcome `outcome' not found"'
1351
+ exit 499
1352
+ }
1353
+ }
1354
+ else {
1355
+ local outcomenum = colnumb(r(predval), `"`r(outcome)'"')
1356
+ }
1357
+ }
1358
+
1359
+ // check names
1360
+ if "`replace'"=="" {
1361
+ if `"`outcome'"'!="" | "`split'"!="" | `nomord'==0 {
1362
+ confirm_new_ename `prefix'predval
1363
+ if `"`outcome'"'!="" | "`split'"!="" {
1364
+ confirm_new_ename `prefix'outcome
1365
+ }
1366
+ }
1367
+ else {
1368
+ forv i = 1/`=colsof(r(catval))' {
1369
+ local theoutcome: di el(r(catval),1,`i')
1370
+ confirm_new_ename `prefix'predval`theoutcome'
1371
+ }
1372
+ }
1373
+ confirm_new_ename `prefix'delta
1374
+ confirm_new_ename `prefix'centered
1375
+ confirm_new_ename `prefix'dc
1376
+ if "`fromto'"!="" {
1377
+ confirm_new_ename `prefix'dcfrom
1378
+ confirm_new_ename `prefix'dcto
1379
+ }
1380
+ if "`nobase'"=="" {
1381
+ confirm_new_ename `prefix'X
1382
+ }
1383
+ }
1384
+
1385
+ // grab r()-results and post in e()
1386
+ if "`split'"!="" {
1387
+ if `"`split2'"'=="" {
1388
+ local split2 `"`e(_estadd_estimates_name)'"'
1389
+ if `"`split2'"'=="" {
1390
+ local split2 `"`e(cmd)'"'
1391
+ }
1392
+ local split2 `"`split2'_"'
1393
+ }
1394
+ _estadd_prchange_StoreEachOutc `split2' , nomord(`nomord') ///
1395
+ pattern(`pattern') binary(`binary') continuous(`continuous') ///
1396
+ `base' `fromto' prefix(`prefix')
1397
+ }
1398
+ else {
1399
+ _estadd_prchange_AddStuffToE, nomord(`nomord') outcome(`outcomenum') ///
1400
+ pattern(`pattern') binary(`binary') continuous(`continuous') ///
1401
+ `avg' `noavg' `base' `fromto' prefix(`prefix')
1402
+ }
1403
+ end
1404
+ program estadd_prchange_ExpandType
1405
+ args name list
1406
+ foreach l of local list {
1407
+ local w = length(`"`l'"')
1408
+ if `"`l'"'==substr("minmax",1,max(2,`w')) local type 1
1409
+ else if `"`l'"'==substr("01",1,max(1,`w')) local type 2
1410
+ else if `"`l'"'==substr("delta",1,max(1,`w')) local type 3
1411
+ else if `"`l'"'==substr("sd",1,max(1,`w')) local type 4
1412
+ else if `"`l'"'==substr("margefct",1,max(1,`w')) local type 5
1413
+ else {
1414
+ di as err `"'`l'' not allowed"'
1415
+ exit 198
1416
+ }
1417
+ local newlist `newlist' `type'
1418
+ }
1419
+ c_local `name' `newlist'
1420
+ end
1421
+ program define _estadd_prchange_AddStuffToE, eclass
1422
+ // input add
1423
+ // ========================= ========================================
1424
+ // outcome() nomord opt change changenm change# predval outcome
1425
+ // no 0 - x last
1426
+ // yes 0 - x x x
1427
+ // no 1/2 - x all all
1428
+ // yes 1/2 - x x x
1429
+ // no 1/2 avg x all
1430
+ // no 1/2 noavg all all
1431
+ // nobase=="" => add X, SD, Min, Max
1432
+ // all models => add centered, delta
1433
+ syntax , nomord(str) [ pattern(passthru) binary(passthru) continuous(passthru) ///
1434
+ outcome(str) NOAVG avg nobase fromto prefix(str) split ] //
1435
+ // prepare predval and determine value of outcome
1436
+ if `"`outcome'"'!="" {
1437
+ tempname predv
1438
+ mat `predv' = r(predval)
1439
+ mat `predv' = `predv'[1...,`outcome']
1440
+ if `nomord' {
1441
+ local theoutcome: di el(r(catval),1,`outcome')
1442
+ }
1443
+ else {
1444
+ local theoutcome: colnames `predv'
1445
+ }
1446
+ }
1447
+ // add scalars
1448
+ di _n as txt "added scalars:"
1449
+ // - predval and outcome
1450
+ local cpredval = colsof(r(predval))
1451
+ if `"`outcome'"'!="" {
1452
+ ereturn scalar `prefix'predval = `predv'[1,1]
1453
+ added_scalar `prefix'predval `"`lab_predval'"'
1454
+ ereturn scalar `prefix'outcome = `theoutcome'
1455
+ added_scalar `prefix'outcome
1456
+ }
1457
+ else if `nomord' { // add all
1458
+ forv i=1/`cpredval' {
1459
+ local theoutcome: di el(r(catval),1,`i')
1460
+ ereturn scalar `prefix'predval`theoutcome' = el(r(predval),1,`i')
1461
+ added_scalar `prefix'predval`theoutcome'
1462
+ }
1463
+ }
1464
+ else { // add last
1465
+ ereturn scalar `prefix'predval = el(r(predval),1,`cpredval')
1466
+ added_scalar `prefix'predval
1467
+ }
1468
+ // - delta and centered
1469
+ ereturn scalar `prefix'delta = r(delta)
1470
+ added_scalar `prefix'delta
1471
+ ereturn scalar `prefix'centered = r(centered)
1472
+ added_scalar `prefix'centered
1473
+ // add matrices
1474
+ di _n as txt "added matrices:"
1475
+ if `nomord'==0 {
1476
+ if r(modeltype)=="twoeq count" & "`test'"=="" {
1477
+ local eq: coleq e(b)
1478
+ local eq: word 1 of `eq'
1479
+ }
1480
+ _estadd_prchange_PostMat r(change), prefix(`prefix') ///
1481
+ name(dc) `pattern' `binary' `continuous' `fromto' eq(`eq')
1482
+ }
1483
+ else {
1484
+ if `"`outcome'"'=="" {
1485
+ if "`avg'"!="" local nomordmat "r(changemn)"
1486
+ else {
1487
+ tempname nomordmat
1488
+ _estadd_prchange_GatherNomChMat `nomordmat' `noavg'
1489
+ }
1490
+ _estadd_prchange_PostMat `nomordmat', prefix(`prefix') ///
1491
+ name(dc) `pattern' `binary' `continuous' `fromto'
1492
+ }
1493
+ else {
1494
+ if `nomord'==2 {
1495
+ _estadd_prchange_GetEqnmNomModl `theoutcome'
1496
+ }
1497
+ if `"`split'"'!="" {
1498
+ _estadd_prchange_PostMat r(change`theoutcome'), prefix(`prefix') ///
1499
+ name(dc) `pattern' `binary' `continuous' `fromto' eq(`eq')
1500
+ }
1501
+ else {
1502
+ _estadd_prchange_PostMat r(change), prefix(`prefix') ///
1503
+ name(dc) `pattern' `binary' `continuous' `fromto' eq(`eq')
1504
+ }
1505
+ }
1506
+ }
1507
+ if `"`base'"'=="" {
1508
+ _estadd_prchange_PostMat r(baseval), prefix(`prefix') name(X)
1509
+ }
1510
+ if `"`pattern'"'=="" {
1511
+ _estadd_prchange_dcNote, prefix(`prefix') name(dc) `binary' `continuous'
1512
+ }
1513
+ end
1514
+ program define _estadd_prchange_dcNote
1515
+ syntax [ , prefix(str) name(str) binary(str) continuous(str) ]
1516
+ local res `""{res:minmax} change" "{res:01} change" "{res:delta} change" "{res:sd} change" "{res:margefct}""'
1517
+ local bres: word `binary' of `res'
1518
+ local cres: word `continuous' of `res'
1519
+ di _n as txt `"first row in e(dc) contains:"'
1520
+ di _n `" `bres' for binary variables"'
1521
+ di `" `cres' for continuous variables"'
1522
+ end
1523
+ program define _estadd_prchange_PostMat, eclass
1524
+ syntax anything, name(str) [ Fromto eq(str) prefix(str) ///
1525
+ pattern(passthru) binary(passthru) continuous(passthru) ]
1526
+ capt confirm matrix `anything'
1527
+ if _rc exit
1528
+ tempname tmp1
1529
+ local nmlist "`name'"
1530
+ matrix `tmp1' = `anything'
1531
+ if `"`eq'"'!="" {
1532
+ mat coleq `tmp1' = `"`eq'"'
1533
+ }
1534
+ if `"`pattern'`binary'`continuous'"'!="" {
1535
+ tempname pattmat
1536
+ _estadd_prchange_Merge `tmp1', pattmat(`pattmat') `pattern' `binary' `continuous' `fromto'
1537
+ }
1538
+ if "`fromto'"!="" {
1539
+ local nmlist "`nmlist' `name'from `name'to"
1540
+ tempname tmp tmp2 tmp3
1541
+ mat rename `tmp1' `tmp'
1542
+ local r = rowsof(`tmp')
1543
+ local i = 1
1544
+ while (`i'<=`r') {
1545
+ if (`r'-`i')>=2 {
1546
+ mat `tmp2' = nullmat(`tmp2') \ `tmp'[`i++',1...] // from
1547
+ mat `tmp3' = nullmat(`tmp3') \ `tmp'[`i++',1...] // to
1548
+ }
1549
+ mat `tmp1' = nullmat(`tmp1') \ `tmp'[`i++',1...]
1550
+ }
1551
+ mat drop `tmp'
1552
+ }
1553
+ local i 0
1554
+ foreach nm of local nmlist {
1555
+ local ++i
1556
+ local rown: rown `tmp`i''
1557
+ mat rown `tmp`i'' = `rown' // fix problem with leading blanks in equations
1558
+ ereturn matrix `prefix'`nm' = `tmp`i''
1559
+ added_matrix `prefix'`nm' _rown
1560
+ }
1561
+ if `"`pattmat'"'!="" {
1562
+ ereturn matrix `prefix'pattern = `pattmat'
1563
+ added_matrix `prefix'pattern
1564
+ }
1565
+ end
1566
+ program define _estadd_prchange_Merge
1567
+ syntax name(name=tmp1) [, pattmat(str) pattern(str) binary(str) continuous(str) fromto ]
1568
+ tempname tmp
1569
+ mat rename `tmp1' `tmp'
1570
+ local r = cond("`fromto'"!="", 3, 1)
1571
+ mat `tmp1' = `tmp'[1..`r',1...]*.
1572
+ mat `pattmat' = `tmp'[1,1...]*.
1573
+ local rtot = rowsof(`tmp')
1574
+ mat rown `tmp1' = main
1575
+ mat rown `pattmat' = :type
1576
+ local vars: colnames `tmp1'
1577
+ local eqs: coleq `tmp1', quoted
1578
+ local j 0
1579
+ foreach var of local vars {
1580
+ local ++j
1581
+ gettoken eq eqs : eqs
1582
+ if `"`eq'"'!=`"`lasteq'"' gettoken type rest : pattern
1583
+ else gettoken type rest : rest
1584
+ local lasteq `"`eq'"'
1585
+ if `"`type'"'=="" {
1586
+ capt assert `var'==0|`var'==1 if e(sample) & `var'<.
1587
+ if _rc local type `continuous'
1588
+ else local type `binary'
1589
+ }
1590
+ local ii = (`type'-1)*`r'+1
1591
+ forv i = 1/`r' {
1592
+ if `r'>1 & `i'<3 & `ii'>=`rtot' {
1593
+ mat `tmp1'[`i',`j'] = .z
1594
+ }
1595
+ else {
1596
+ mat `tmp1'[`i',`j'] = `tmp'[`ii++',`j']
1597
+ }
1598
+ }
1599
+ mat `pattmat'[1,`j'] = `type'
1600
+ }
1601
+ mat `tmp1' = `tmp1' \ `tmp'
1602
+ end
1603
+ program define _estadd_prchange_GatherNomChMat
1604
+ args mat noavg
1605
+ local cmd `"`e(cmd)'"'
1606
+ tempname tmpmat
1607
+ if `"`noavg'"'=="" {
1608
+ mat `tmpmat' = r(changemn)
1609
+ mat coleq `tmpmat' = `"Avg|Chg|"'
1610
+ mat `mat' = `tmpmat'
1611
+ }
1612
+ if `"`cmd'"'=="mlogit" {
1613
+ if c(stata_version) < 9 local outcat cat
1614
+ else local outcat out
1615
+ local k_cat = e(k_`outcat')
1616
+ local eqnames `"`e(eqnames)'"'
1617
+ if `k_cat'>`:list sizeof eqnames' { // no base equation
1618
+ local ibase = e(ibase`outcat')
1619
+ local baselab `"`e(baselab)'"'
1620
+ if `"`baselab'"'=="" {
1621
+ local baselab `"`e(base`outcat')'"'
1622
+ }
1623
+ forv i = 1/`k_cat' {
1624
+ if `i'==`ibase' {
1625
+ local eq `"`"`baselab'"'"'
1626
+ }
1627
+ else gettoken eq eqnames : eqnames, quotes
1628
+ local temp `"`temp' `eq'"'
1629
+ }
1630
+ local eqnames: list retok temp
1631
+ }
1632
+ local i 0
1633
+ foreach eq of local eqnames {
1634
+ local ++i
1635
+ local theoutcome: di el(e(`outcat'),1,`i')
1636
+ mat `tmpmat' = r(change`theoutcome')
1637
+ mat coleq `tmpmat' = `"`eq'"'
1638
+ mat `mat' = nullmat(`mat'), `tmpmat'
1639
+ }
1640
+ }
1641
+ else if `"`cmd'"'=="mprobit" {
1642
+ local eqnames `"`e(outeqs)'"'
1643
+ local i 0
1644
+ foreach eq of local eqnames {
1645
+ local ++i
1646
+ local theoutcome: di el(e(outcomes),`i',1)
1647
+ mat `tmpmat' = r(change`theoutcome')
1648
+ mat coleq `tmpmat' = `"`eq'"'
1649
+ mat `mat' = nullmat(`mat'), `tmpmat'
1650
+ }
1651
+ }
1652
+ else { // ordered models
1653
+ local eqnames : colnames r(catval)
1654
+ local i 0
1655
+ foreach eq of local eqnames {
1656
+ local ++i
1657
+ local theoutcome: di el(r(catval),1,`i')
1658
+ mat `tmpmat' = r(change`theoutcome')
1659
+ mat coleq `tmpmat' = `"`eq'"'
1660
+ mat `mat' = nullmat(`mat'), `tmpmat'
1661
+ }
1662
+ }
1663
+ end
1664
+ program define _estadd_prchange_GetEqnmNomModl
1665
+ args theoutcome
1666
+ local cmd `"`e(cmd)'"'
1667
+ if `"`cmd'"'=="mlogit" {
1668
+ if c(stata_version) < 9 local outcat cat
1669
+ else local outcat out
1670
+ local k_cat = e(k_`outcat')
1671
+ local eqnames `"`e(eqnames)'"'
1672
+ local nobase = (`k_cat'>`:list sizeof eqnames')
1673
+ if `nobase' {
1674
+ local ibase = e(ibase`outcat')
1675
+ local baselab `"`e(baselab)'"'
1676
+ }
1677
+ forv i = 1/`k_cat' {
1678
+ if `nobase' {
1679
+ if `i'==`ibase' {
1680
+ local eq `"`baselab'"'
1681
+ }
1682
+ else gettoken eq eqnames : eqnames
1683
+ }
1684
+ else gettoken eq eqnames : eqnames
1685
+ if el(e(`outcat'),1,`i')==`theoutcome' {
1686
+ local value `"`eq'"'
1687
+ continue, break
1688
+ }
1689
+ }
1690
+ }
1691
+ else if `"`cmd'"'=="mprobit" {
1692
+ local eqnames `"`e(outeqs)'"'
1693
+ local i 0
1694
+ foreach eq of local eqnames {
1695
+ if el(e(outcomes),`++i',1)==`theoutcome' {
1696
+ local value `"`eq'"'
1697
+ continue, break
1698
+ }
1699
+ }
1700
+ }
1701
+ if `"`value'"'=="" local value `theoutcome'
1702
+ c_local eq `"`value'"'
1703
+ end
1704
+ program define _estadd_prchange_StoreEachOutc // only for nomord models
1705
+ syntax anything [, nomord(str) nobase fromto prefix(passthru) ///
1706
+ pattern(passthru) binary(passthru) continuous(passthru) ]
1707
+ // backup estimates
1708
+ tempname hcurrent
1709
+ _est hold `hcurrent', copy restore estsystem
1710
+ if `"`nomord'"'=="2" { // backup b and V
1711
+ tempname b bi V Vi
1712
+ mat `b' = e(b)
1713
+ mat `V' = e(V)
1714
+ }
1715
+ // cycle through categories
1716
+ local k_kat = colsof(r(predval))
1717
+ tempname catval catvali
1718
+ mat `catval' = r(catval)
1719
+ forv i=1/`k_kat' {
1720
+ mat `catvali' = `catval'[1...,`i']
1721
+ local catlabi: colnames `catvali'
1722
+ local catnumi: di `catvali'[1,1]
1723
+ if `"`nomord'"'=="2" {
1724
+ _estadd_prchange_GetEqnmNomModl `catnumi'
1725
+ if colnumb(`b', `"`eq':"')<. {
1726
+ mat `bi' = `b'[1...,`"`eq':"']
1727
+ mat `Vi' = `V'[`"`eq':"',`"`eq':"']
1728
+ }
1729
+ else { // base outcome; get first eq and set zero
1730
+ local tmp : coleq `b', q
1731
+ gettoken tmp : tmp
1732
+ mat `bi' = `b'[1...,`"`tmp':"'] * 0
1733
+ mat `Vi' = `V'[`"`tmp':"',`"`tmp':"'] * 0
1734
+ }
1735
+ mat coleq `bi' = ""
1736
+ mat coleq `Vi' = ""
1737
+ mat roweq `Vi' = ""
1738
+ erepost b=`bi' V=`Vi'
1739
+ }
1740
+ `qui' _estadd_prchange_AddStuffToE, split nomord(1) outcome(`i') ///
1741
+ `base' `fromto' `pattern' `binary' `continuous' `prefix'
1742
+ `qui' di ""
1743
+ local qui qui
1744
+ _eststo `anything'`catnumi', title(`"`catlabi'"') // store without e(sample)
1745
+ di as txt "results for outcome " as res `catnumi' ///
1746
+ as txt " stored as " as res "`anything'`catnumi'"
1747
+ }
1748
+ // retore estimates
1749
+ _est unhold `hcurrent'
1750
+ end
1751
+
1752
+ * 22.
1753
+ * -estadd- subroutine: support for -prvalue- by Long and Freese
1754
+ * (see http://www.indiana.edu/~jslsoc/spost.htm)
1755
+ program define estadd_prvalue, eclass
1756
+ version 9.2
1757
+ local caller : di _caller()
1758
+ syntax [anything] [if] [in] [ , Prefix(passthru) Replace Quietly ///
1759
+ LABel(str) Title(passthru) swap Diff * ]
1760
+
1761
+ // post
1762
+ if `"`anything'"'!="" {
1763
+ gettoken post post2 : anything
1764
+ if `"`post'"'!="post" {
1765
+ di as err `"`post' not allowed"'
1766
+ exit 198
1767
+ }
1768
+ else if `"`label'"'!="" {
1769
+ di as err "label() not allowed"
1770
+ exit 198
1771
+ }
1772
+ _estadd_prvalue_Post `post2' `if' `in', `prefix' `replace' `quietly' ///
1773
+ `title' `swap' `diff' `options'
1774
+ exit
1775
+ }
1776
+ else if `"`title'"'!="" {
1777
+ di as err "title() not allowed"
1778
+ exit 198
1779
+ }
1780
+ else if "`swap'"!="" {
1781
+ di as err "swap not allowed"
1782
+ exit 198
1783
+ }
1784
+
1785
+ // look for e(sample)
1786
+ confirm_esample
1787
+
1788
+ // run prvalue
1789
+ capt findfile prvalue.ado
1790
+ if _rc {
1791
+ di as error "-prvalue- from the -spost9_ado- package by Long and Freese required"
1792
+ di as error `"type {stata "net from http://www.indiana.edu/~jslsoc/stata"}"'
1793
+ error 499
1794
+ }
1795
+ `quietly' version `caller': prvalue `if' `in', `diff' `options'
1796
+
1797
+ // append?
1798
+ capture confirm existence `e(_estadd_prvalue)'
1799
+ local append = (_rc==0) & ("`replace'"=="")
1800
+ tempname prvalue prvalue_x prvalue_x2
1801
+ if `append' {
1802
+ mat `prvalue' = e(_estadd_prvalue)
1803
+ mat `prvalue_x' = e(_estadd_prvalue_x)
1804
+ capt mat `prvalue_x2' = e(_estadd_prvalue_x2)
1805
+ local ires = rowsof(`prvalue') + 1
1806
+ }
1807
+ else local ires 1
1808
+ if `"`label'"'=="" {
1809
+ local label "pred`ires'"
1810
+ }
1811
+ else {
1812
+ local label = substr(`"`label'"', 1, 30) // 30 characters max
1813
+ local problemchars `": . `"""'"'
1814
+ foreach char of local problemchars {
1815
+ local label: subinstr local label `"`char'"' "_", all
1816
+ }
1817
+ }
1818
+
1819
+ // collect results
1820
+ tempname pred
1821
+ mat `pred' = r(pred)
1822
+ if `"`diff'"'!="" {
1823
+ _estadd_prvalue_GetRidOfD `pred'
1824
+ }
1825
+ _estadd_prvalue_ReshapePred `pred', label(`label')
1826
+ _estadd_prvalue_AddPred `prvalue' `pred' `append'
1827
+ _estadd_prvalue_AddX `prvalue_x', label(`label')
1828
+ capture confirm matrix r(x2)
1829
+ local hasx2 = _rc==0
1830
+ if `hasx2' {
1831
+ _estadd_prvalue_AddX `prvalue_x2', label(`label') two
1832
+ }
1833
+
1834
+ // post in e()
1835
+ di as txt _n cond(`append',"updated","added") " matrices:"
1836
+ ereturn matrix _estadd_prvalue = `prvalue'
1837
+ added_matrix _estadd_prvalue
1838
+ ereturn matrix _estadd_prvalue_x = `prvalue_x'
1839
+ added_matrix _estadd_prvalue_x
1840
+ if `hasx2' {
1841
+ ereturn matrix _estadd_prvalue_x2 = `prvalue_x2'
1842
+ added_matrix _estadd_prvalue_x2
1843
+ }
1844
+ end
1845
+ program _estadd_prvalue_GetRidOfD
1846
+ args pred
1847
+ local coln: colnames `pred'
1848
+ local firstcol: word 1 of `coln'
1849
+ local nfirstcol = substr("`firstcol'",2,.)
1850
+ local coln : subinstr local coln "`firstcol'" "`nfirstcol'" , word
1851
+ mat coln `pred' = `coln'
1852
+ end
1853
+ program _estadd_prvalue_ReshapePred
1854
+ syntax anything, label(str)
1855
+ tempname tmp res
1856
+ local r = rowsof(`anything')
1857
+ forv i=1/`r' {
1858
+ mat `tmp' = `anything'[`i',1...]
1859
+ local nm: rownames `tmp'
1860
+ mat coleq `tmp' = `"`nm'"'
1861
+ mat `res' = nullmat(`res'), `tmp'
1862
+ }
1863
+ mat rown `res' = `"`label'"'
1864
+ mat `anything' = `res'
1865
+ end
1866
+ program _estadd_prvalue_AddPred
1867
+ args prvalue pred append
1868
+ if `append' {
1869
+ local coln1: colfullnames `prvalue'
1870
+ local coln2: colfullnames `pred'
1871
+ if `"`coln1'"'!=`"`coln2'"' {
1872
+ di as err "incompatible prvalue results"
1873
+ exit 498
1874
+ }
1875
+ }
1876
+ mat `prvalue' = nullmat(`prvalue') \ `pred'
1877
+ end
1878
+ program _estadd_prvalue_AddX
1879
+ syntax anything, label(str) [ two ]
1880
+ if "`two'"!="" local two 2
1881
+ tempname tmp
1882
+ mat `tmp' = r(x`two')
1883
+ mat rown `tmp' = `"`label'"'
1884
+ mat `anything' = nullmat(`anything') \ `tmp'
1885
+ end
1886
+ program _estadd_prvalue_Post, eclass
1887
+ syntax [name(name=post2)] [ , Prefix(name) Replace Quietly ///
1888
+ Title(passthru) swap ]
1889
+ capture confirm matrix e(_estadd_prvalue)
1890
+ if _rc {
1891
+ di as err "prvalue results not found"
1892
+ exit 498
1893
+ }
1894
+ // backup estimates
1895
+ tempname hcurrent
1896
+ _est hold `hcurrent', copy restore estsystem
1897
+ local cmd = e(cmd)
1898
+ local depvar = e(depvar)
1899
+ local N = e(N)
1900
+ local estname `"`e(_estadd_estimates_name)'"'
1901
+
1902
+ // get results
1903
+ tempname prvalue prvalue_x prvalue_x2
1904
+ mat `prvalue' = e(_estadd_prvalue)
1905
+ mat `prvalue_x' = e(_estadd_prvalue_x)
1906
+ capture confirm matrix e(_estadd_prvalue_x2)
1907
+ local hasx2 = _rc==0
1908
+ if `hasx2' {
1909
+ mat `prvalue_x2' = e(_estadd_prvalue_x2)
1910
+ }
1911
+
1912
+ // return prvalues
1913
+ tempname tmp tmp2 b se
1914
+ if "`swap'"=="" {
1915
+ local eqs: coleq `prvalue', q
1916
+ local eqs: list uniq eqs
1917
+ foreach eq of local eqs {
1918
+ mat `tmp' = `prvalue'[1...,`"`eq':"']
1919
+ mat `tmp2' = `tmp'[1...,1]'
1920
+ mat coleq `tmp2' = `"`eq'"'
1921
+ mat roweq `tmp2' = ""
1922
+ mat `b' = nullmat(`b'), `tmp2'
1923
+ mat `tmp2' = `tmp'[1...,`"`eq':SE"']'
1924
+ mat coleq `tmp2' = `"`eq'"'
1925
+ mat roweq `tmp2' = ""
1926
+ mat `se' = nullmat(`se'), `tmp2'
1927
+ }
1928
+ mat drop `tmp' `tmp2'
1929
+ }
1930
+ else {
1931
+ local r = rowsof(`prvalue')
1932
+ local c = colsof(`prvalue')
1933
+ local coln: colnames `prvalue'
1934
+ local eqs: coleq `prvalue', q
1935
+ mat coln `prvalue' = `eqs'
1936
+ mat coleq `prvalue' = `coln'
1937
+ local coln: list uniq coln
1938
+ local ncol: list sizeof coln
1939
+ local icol: list posof "SE" in coln
1940
+ forv i=1/`r' {
1941
+ mat `tmp' = `prvalue'[`i',1...]
1942
+ local labl : rownames `tmp'
1943
+ forv j=1(`ncol')`c' {
1944
+ mat `tmp2' = nullmat(`tmp2'), `tmp'[1...,`j']
1945
+ }
1946
+ mat coleq `tmp2' = `"`labl'"'
1947
+ mat `b' = nullmat(`b'), `tmp2'
1948
+ mat drop `tmp2'
1949
+ forv j=`icol'(`ncol')`c' {
1950
+ mat `tmp2' = nullmat(`tmp2'), `tmp'[1...,`j']
1951
+ }
1952
+ mat coleq `tmp2' = `"`labl'"'
1953
+ mat `se' = nullmat(`se'), `tmp2'
1954
+ mat drop `tmp2'
1955
+ }
1956
+ mat drop `tmp'
1957
+ }
1958
+ ereturn post `b', obs(`N')
1959
+ ereturn local model "`cmd'"
1960
+ ereturn local cmd "estadd_prvalue"
1961
+ ereturn local depvar "`depvar'"
1962
+ di as txt _n "scalars:"
1963
+ added_scalar N
1964
+ di as txt _n "macros:"
1965
+ added_macro depvar
1966
+ added_macro cmd
1967
+ added_macro model
1968
+ added_macro properties
1969
+ di as txt _n "matrices:"
1970
+ added_matrix b "predictions"
1971
+ ereturn matrix se = `se'
1972
+ added_matrix se "standard errors"
1973
+ local istat 0
1974
+ foreach stat in LB UB Category Cond {
1975
+ local elabel: word `++istat' of "lower CI bounds" "upper CI bounds" ///
1976
+ "outcome values" "conditional predictions"
1977
+ if "`swap'"=="" {
1978
+ foreach eq of local eqs {
1979
+ local colnumb = colnumb(`prvalue',`"`eq':`stat'"')
1980
+ if `colnumb'>=. continue
1981
+ mat `tmp2' = `prvalue'[1...,`colnumb']'
1982
+ mat coleq `tmp2' = `"`eq'"'
1983
+ mat roweq `tmp2' = ""
1984
+ mat `tmp' = nullmat(`tmp'), `tmp2'
1985
+ }
1986
+ }
1987
+ else {
1988
+ local icol: list posof "`stat'" in coln
1989
+ if `icol'==0 continue
1990
+ forv i=1/`r' {
1991
+ mat `tmp2' = `prvalue'[`i',1...]
1992
+ local labl : rownames `tmp2'
1993
+ mat coleq `tmp2' = `"`labl'"'
1994
+ forv j=`icol'(`ncol')`c' {
1995
+ mat `tmp' = nullmat(`tmp'), `tmp2'[1...,`j']
1996
+ }
1997
+ }
1998
+ mat drop `tmp2'
1999
+ }
2000
+ capt confirm matrix `tmp'
2001
+ if _rc==0 {
2002
+ ereturn matrix `prefix'`stat' = `tmp'
2003
+ added_matrix `prefix'`stat' "`elabel'"
2004
+ }
2005
+ }
2006
+
2007
+ // return x-values
2008
+ matrix `prvalue_x' = `prvalue_x''
2009
+ ereturn matrix `prefix'X = `prvalue_x'
2010
+ added_matrix `prefix'X _rown
2011
+ if `hasx2' {
2012
+ matrix `prvalue_x2' = `prvalue_x2''
2013
+ ereturn matrix `prefix'X2 = `prvalue_x2'
2014
+ added_matrix `prefix'X2 _rown
2015
+ }
2016
+
2017
+ // store
2018
+ if "`post2'"!="" {
2019
+ _eststo `estname'`post2', `title'
2020
+ di as txt _n "results stored as " as res "`estname'`post2'"
2021
+ }
2022
+ else if `"`title'"'!="" {
2023
+ estimates change ., `title'
2024
+ }
2025
+
2026
+ // retore estimates
2027
+ if "`post2'"!="" {
2028
+ _est unhold `hcurrent'
2029
+ }
2030
+ else {
2031
+ _est unhold `hcurrent', not
2032
+ }
2033
+ end
2034
+
2035
+ * 23.
2036
+ * -estadd- subroutine: support for -asprvalue- by Long and Freese
2037
+ * (see http://www.indiana.edu/~jslsoc/spost.htm)
2038
+ program define estadd_asprvalue, eclass
2039
+ version 9.2
2040
+ local caller : di _caller()
2041
+ syntax [anything] [ , Prefix(passthru) Replace Quietly ///
2042
+ LABel(str) Title(passthru) swap * ]
2043
+
2044
+ // post
2045
+ if `"`anything'"'!="" {
2046
+ gettoken post post2 : anything
2047
+ if `"`post'"'!="post" {
2048
+ di as err `"`post' not allowed"'
2049
+ exit 198
2050
+ }
2051
+ else if `"`label'"'!="" {
2052
+ di as err "label() not allowed"
2053
+ exit 198
2054
+ }
2055
+ _estadd_asprvalue_Post `post2' , `prefix' `replace' `quietly' ///
2056
+ `title' `swap' `options'
2057
+ exit
2058
+ }
2059
+ else if `"`title'"'!="" {
2060
+ di as err "title() not allowed"
2061
+ exit 198
2062
+ }
2063
+ else if "`swap'"!="" {
2064
+ di as err "swap not allowed"
2065
+ exit 198
2066
+ }
2067
+
2068
+ // look for e(sample)
2069
+ confirm_esample
2070
+
2071
+ // run prvalue
2072
+ capt findfile asprvalue.ado
2073
+ if _rc {
2074
+ di as error "-asprvalue- from the -spost9_ado- package by Long and Freese required"
2075
+ di as error `"type {stata "net from http://www.indiana.edu/~jslsoc/stata"}"'
2076
+ error 499
2077
+ }
2078
+ `quietly' version `caller': asprvalue , `options'
2079
+
2080
+ // append?
2081
+ capture confirm existence `e(_estadd_asprval)'
2082
+ local append = (_rc==0) & ("`replace'"=="")
2083
+ tempname asprval asprval_asv asprval_csv
2084
+ if `append' {
2085
+ mat `asprval' = e(_estadd_asprval)
2086
+ capt mat `asprval_asv' = e(_estadd_asprval_asv)
2087
+ capt mat `asprval_csv' = e(_estadd_asprval_csv)
2088
+ local ires = rowsof(`asprval') + 1
2089
+ }
2090
+ else local ires 1
2091
+ if `"`label'"'=="" {
2092
+ local label "pred`ires'"
2093
+ }
2094
+ else {
2095
+ local label = substr(`"`label'"', 1, 30) // 30 characters max
2096
+ local problemchars `": . `"""'"'
2097
+ foreach char of local problemchars {
2098
+ local label: subinstr local label `"`char'"' "_", all
2099
+ }
2100
+ }
2101
+
2102
+ // collect results
2103
+ tempname res
2104
+ mat `res' = r(p)
2105
+ _estadd_asprvalue_Reshape `res', label(`label')
2106
+ _estadd_asprvalue_Add `asprval' `res' `append'
2107
+ capture confirm matrix r(asv)
2108
+ local hasasv = _rc==0
2109
+ if `hasasv' {
2110
+ mat `res' = r(asv)
2111
+ _estadd_asprvalue_Reshape `res', label(`label')
2112
+ _estadd_asprvalue_Add `asprval_asv' `res' `append'
2113
+ }
2114
+ capture confirm matrix r(csv)
2115
+ local hascsv = _rc==0
2116
+ if `hascsv' {
2117
+ _estadd_asprvalue_AddCsv `asprval_csv', label(`label')
2118
+ }
2119
+
2120
+ // post in e()
2121
+ di as txt _n cond(`append',"updated","added") " matrices:"
2122
+ ereturn matrix _estadd_asprval = `asprval'
2123
+ added_matrix _estadd_asprval
2124
+ if `hasasv' {
2125
+ ereturn matrix _estadd_asprval_asv = `asprval_asv'
2126
+ added_matrix _estadd_asprval_asv
2127
+ }
2128
+ if `hascsv' {
2129
+ ereturn matrix _estadd_asprval_csv = `asprval_csv'
2130
+ added_matrix _estadd_asprval_csv
2131
+ }
2132
+ end
2133
+ program _estadd_asprvalue_Reshape
2134
+ syntax anything, label(str)
2135
+ tempname tmp res
2136
+ local r = rowsof(`anything')
2137
+ forv i=1/`r' {
2138
+ mat `tmp' = `anything'[`i',1...]
2139
+ local nm: rownames `tmp'
2140
+ mat coleq `tmp' = `"`nm'"'
2141
+ mat `res' = nullmat(`res'), `tmp'
2142
+ }
2143
+ mat rown `res' = `"`label'"'
2144
+ mat `anything' = `res'
2145
+ end
2146
+ program _estadd_asprvalue_Add
2147
+ args master using append
2148
+ if `append' {
2149
+ local coln1: colfullnames `master'
2150
+ local coln2: colfullnames `using'
2151
+ if `"`coln1'"'!=`"`coln2'"' {
2152
+ di as err "incompatible asprvalue results"
2153
+ exit 498
2154
+ }
2155
+ }
2156
+ mat `master' = nullmat(`master') \ `using'
2157
+ end
2158
+ program _estadd_asprvalue_AddCsv
2159
+ syntax anything, label(str)
2160
+ tempname tmp
2161
+ mat `tmp' = r(csv)
2162
+ mat rown `tmp' = `"`label'"'
2163
+ mat `anything' = nullmat(`anything') \ `tmp'
2164
+ end
2165
+ program _estadd_asprvalue_Post, eclass
2166
+ syntax [name(name=post2)] [ , Prefix(name) Replace Quietly ///
2167
+ Title(passthru) swap ]
2168
+ capture confirm matrix e(_estadd_asprval)
2169
+ if _rc {
2170
+ di as err "asprvalue results not found"
2171
+ exit 498
2172
+ }
2173
+
2174
+ // backup estimates
2175
+ tempname hcurrent
2176
+ _est hold `hcurrent', copy restore estsystem
2177
+ local cmd = e(cmd)
2178
+ local depvar = e(depvar)
2179
+ local N = e(N)
2180
+ local estname `"`e(_estadd_estimates_name)'"'
2181
+
2182
+ // get results
2183
+ tempname asprval asprval_asv asprval_csv
2184
+ mat `asprval' = e(_estadd_asprval)
2185
+ capture confirm matrix e(_estadd_asprval_asv)
2186
+ local hasasv = _rc==0
2187
+ if `hasasv' {
2188
+ mat `asprval_asv' = e(_estadd_asprval_asv)
2189
+ }
2190
+ capture confirm matrix e(_estadd_asprval_csv)
2191
+ local hascsv = _rc==0
2192
+ if `hascsv' {
2193
+ mat `asprval_csv' = e(_estadd_asprval_csv)
2194
+ }
2195
+
2196
+ // return predictions
2197
+ tempname tmp tmp2 b
2198
+ if "`swap'"=="" {
2199
+ local eqs: coleq `asprval', q
2200
+ local eqs: list uniq eqs
2201
+ foreach eq of local eqs {
2202
+ mat `tmp' = `asprval'[1...,`"`eq':"']
2203
+ mat `tmp2' = `tmp'[1...,1]'
2204
+ mat coleq `tmp2' = `"`eq'"'
2205
+ mat roweq `tmp2' = ""
2206
+ mat `b' = nullmat(`b'), `tmp2'
2207
+ }
2208
+ mat drop `tmp' `tmp2'
2209
+ }
2210
+ else {
2211
+ local r = rowsof(`asprval')
2212
+ local coln: colnames `asprval'
2213
+ local eqs: coleq `asprval', q
2214
+ mat coln `asprval' = `eqs'
2215
+ forv i=1/`r' {
2216
+ mat `tmp' = `asprval'[`i',1...]
2217
+ local labl : rownames `tmp'
2218
+ mat coleq `tmp' = `"`labl'"'
2219
+ mat `b' = nullmat(`b'), `tmp'
2220
+ }
2221
+ mat drop `tmp'
2222
+ }
2223
+ ereturn post `b', obs(`N')
2224
+ ereturn local model "`cmd'"
2225
+ ereturn local cmd "estadd_asprvalue"
2226
+ ereturn local depvar "`depvar'"
2227
+ di as txt _n "scalars:"
2228
+ added_scalar N
2229
+ di as txt _n "macros:"
2230
+ added_macro depvar
2231
+ added_macro cmd
2232
+ added_macro model
2233
+ added_macro properties
2234
+ di as txt _n "matrices:"
2235
+ added_matrix b "predictions"
2236
+
2237
+ // return asv-values
2238
+ if `hasasv' {
2239
+ if "`swap'"=="" {
2240
+ local vars: coleq `asprval_asv'
2241
+ local vars: list uniq vars
2242
+ local cats: colnames `asprval_asv'
2243
+ local cats: list uniq cats
2244
+ foreach var of local vars {
2245
+ foreach cat of local cats {
2246
+ mat `tmp2' = `asprval_asv'[1...,`"`var':`cat'"']'
2247
+ mat coleq `tmp2' = `"`cat'"'
2248
+ mat roweq `tmp2' = ""
2249
+ mat `tmp' = nullmat(`tmp'), `tmp2'
2250
+ }
2251
+ mat rown `tmp' = `"`var'"'
2252
+ mat `b' = nullmat(`b') \ `tmp'
2253
+ mat drop `tmp'
2254
+ }
2255
+ }
2256
+ else {
2257
+ local r = rowsof(`asprval_asv')
2258
+ local vars: coleq `asprval_asv'
2259
+ local vars: list uniq vars
2260
+ forv i=1/`r' {
2261
+ foreach var of local vars {
2262
+ mat `tmp2' = `asprval_asv'[`i',`"`var':"']
2263
+ local lbl: rownames `tmp2'
2264
+ mat coleq `tmp2' = `"`lbl'"'
2265
+ mat rown `tmp2' = `"`var'"'
2266
+ mat `tmp' = nullmat(`tmp') \ `tmp2'
2267
+ }
2268
+ mat `b' = nullmat(`b') , `tmp'
2269
+ mat drop `tmp'
2270
+ }
2271
+ }
2272
+ ereturn matrix `prefix'asv = `b'
2273
+ added_matrix `prefix'asv _rown
2274
+ }
2275
+ // return csv-values
2276
+ if `hascsv' {
2277
+ matrix `asprval_csv' = `asprval_csv''
2278
+ ereturn matrix `prefix'csv = `asprval_csv'
2279
+ added_matrix `prefix'csv _rown
2280
+ }
2281
+
2282
+ // store
2283
+ if "`post2'"!="" {
2284
+ _eststo `estname'`post2', `title'
2285
+ di as txt _n "results stored as " as res "`estname'`post2'"
2286
+ }
2287
+ else if `"`title'"'!="" {
2288
+ estimates change ., `title'
2289
+ }
2290
+
2291
+ // retore estimates
2292
+ if "`post2'"!="" {
2293
+ _est unhold `hcurrent'
2294
+ }
2295
+ else {
2296
+ _est unhold `hcurrent', not
2297
+ }
2298
+ end
2299
+
2300
+ * 24. estadd_margins
2301
+ program define estadd_margins, eclass
2302
+ version 11.0
2303
+ local caller : di _caller()
2304
+ syntax [ anything(everything equalok)] [fw aw iw pw] [, Prefix(name) Replace Quietly * ]
2305
+
2306
+ // set default prefix
2307
+ if "`prefix'"=="" local prefix "margins_"
2308
+
2309
+ // compute and return the results
2310
+ if `"`weight'`exp'"'!="" local wgtexp `"[`weight'`exp']"'
2311
+ `quietly' version `caller': margins `anything' `wgtexp', `options'
2312
+
2313
+ // check names
2314
+ local rscalars: r(scalars)
2315
+ local rmacros: r(macros)
2316
+ local rmatrices: r(matrices)
2317
+ local rmatrices: subinstr local rmatrices "V" "se", word
2318
+ if "`replace'"=="" {
2319
+ foreach nmlist in rscalars rmacros rmatrices {
2320
+ foreach name of local `nmlist' {
2321
+ confirm_new_ename `prefix'`name'
2322
+ }
2323
+ }
2324
+ }
2325
+
2326
+ // add results
2327
+ di as txt _n "added scalars:"
2328
+ foreach name of local rscalars {
2329
+ ereturn scalar `prefix'`name' = r(`name')
2330
+ added_scalar `prefix'`name'
2331
+ }
2332
+ di as txt _n "added macros:"
2333
+ foreach name of local rmacros {
2334
+ ereturn local `prefix'`name' `"`r(`name')'"'
2335
+ added_macro `prefix'`name'
2336
+ }
2337
+ di as txt _n "added matrices:"
2338
+ tempname tmpmat
2339
+ foreach name of local rmatrices {
2340
+ if "`name'"=="se" {
2341
+ mat `tmpmat' = vecdiag(r(V))
2342
+ forv i = 1/`=colsof(`tmpmat')' {
2343
+ mat `tmpmat'[1,`i'] = sqrt(`tmpmat'[1,`i'])
2344
+ }
2345
+ }
2346
+ else {
2347
+ mat `tmpmat' = r(`name')
2348
+ }
2349
+ eret matrix `prefix'`name' = `tmpmat'
2350
+ added_matrix `prefix'`name'
2351
+ }
2352
+ end
2353
+
2354
+ * 99.
2355
+ * copy of erepost.ado, version 1.0.1, Ben Jann, 30jul2007
2356
+ * used by estadd_listcoef and estadd_prchange
2357
+ prog erepost, eclass
2358
+ version 8.2
2359
+ syntax [anything(equalok)] [, cmd(str) noEsample Esample2(varname) REName ///
2360
+ Obs(passthru) Dof(passthru) PROPerties(passthru) * ]
2361
+ if "`esample'"!="" & "`esample2'"!="" {
2362
+ di as err "only one allowed of noesample and esample()"
2363
+ exit 198
2364
+ }
2365
+ // parse [b = b] [V = V]
2366
+ if `"`anything'"'!="" {
2367
+ tokenize `"`anything'"', parse(" =")
2368
+ if `"`7'"'!="" error 198
2369
+ if `"`1'"'=="b" {
2370
+ if `"`2'"'=="=" & `"`3'"'!="" {
2371
+ local b `"`3'"'
2372
+ confirm matrix `b'
2373
+ }
2374
+ else error 198
2375
+ if `"`4'"'=="V" {
2376
+ if `"`5'"'=="=" & `"`6'"'!="" {
2377
+ local v `"`6'"'
2378
+ confirm matrix `b'
2379
+ }
2380
+ else error 198
2381
+ }
2382
+ else if `"`4'"'!="" error 198
2383
+ }
2384
+ else if `"`1'"'=="V" {
2385
+ if `"`4'"'!="" error 198
2386
+ if `"`2'"'=="=" & `"`3'"'!="" {
2387
+ local v `"`3'"'
2388
+ confirm matrix `v'
2389
+ }
2390
+ else error 198
2391
+ }
2392
+ else error 198
2393
+ }
2394
+ //backup existing e()'s
2395
+ if "`esample2'"!="" {
2396
+ local sample "`esample2'"
2397
+ }
2398
+ else if "`esample'"=="" {
2399
+ tempvar sample
2400
+ gen byte `sample' = e(sample)
2401
+ }
2402
+ local emacros: e(macros)
2403
+ if `"`properties'"'!="" {
2404
+ local emacros: subinstr local emacros "properties" "", word
2405
+ }
2406
+ foreach emacro of local emacros {
2407
+ local e_`emacro' `"`e(`emacro')'"'
2408
+ }
2409
+ local escalars: e(scalars)
2410
+ if `"`obs'"'!="" {
2411
+ local escalars: subinstr local escalars "N" "", word
2412
+ }
2413
+ if `"`dof'"'!="" {
2414
+ local escalars: subinstr local escalars "df_r" "", word
2415
+ }
2416
+ foreach escalar of local escalars {
2417
+ tempname e_`escalar'
2418
+ scalar `e_`escalar'' = e(`escalar')
2419
+ }
2420
+ local ematrices: e(matrices)
2421
+ if "`b'"=="" & `:list posof "b" in ematrices' {
2422
+ tempname b
2423
+ mat `b' = e(b)
2424
+ }
2425
+ if "`v'"=="" & `:list posof "V" in ematrices' {
2426
+ tempname v
2427
+ mat `v' = e(V)
2428
+ }
2429
+ local bV "b V"
2430
+ local ematrices: list ematrices - bV
2431
+ foreach ematrix of local ematrices {
2432
+ tempname e_`ematrix'
2433
+ matrix `e_`ematrix'' = e(`ematrix')
2434
+ }
2435
+ // rename
2436
+ if "`b'"!="" & "`v'"!="" & "`rename'"!="" {
2437
+ local eqnames: coleq `b', q
2438
+ local vnames: colnames `b'
2439
+ mat coleq `v' = `eqnames'
2440
+ mat coln `v' = `vnames'
2441
+ mat roweq `v' = `eqnames'
2442
+ mat rown `v' = `vnames'
2443
+ }
2444
+ // post results
2445
+ if "`esample'"=="" {
2446
+ eret post `b' `v', esample(`sample') `obs' `dof' `properties' `options'
2447
+ }
2448
+ else {
2449
+ eret post `b' `v', `obs' `dof' `properties' `options'
2450
+ }
2451
+ foreach emacro of local emacros {
2452
+ eret local `emacro' `"`e_`emacro''"'
2453
+ }
2454
+ if `"`cmd'"'!="" {
2455
+ eret local cmd `"`cmd'"'
2456
+ }
2457
+ foreach escalar of local escalars {
2458
+ eret scalar `escalar' = scalar(`e_`escalar'')
2459
+ }
2460
+ foreach ematrix of local ematrices {
2461
+ eret matrix `ematrix' = `e_`ematrix''
2462
+ }
2463
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estadd.hlp ADDED
@@ -0,0 +1,935 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* 13sep2013}{...}
3
+ {hi:help estadd}{right:also see: {helpb esttab}, {helpb estout}, {helpb eststo}, {helpb estpost}}
4
+ {right: {browse "http://repec.org/bocode/e/estout"}}
5
+ {hline}
6
+
7
+ {title:Title}
8
+
9
+ {p 4 4 2}{hi:estadd} {hline 2} Add results to (stored) estimates
10
+
11
+
12
+ {title:Syntax}
13
+
14
+ {p 8 15 2}
15
+ {cmd:estadd} {it:{help estadd##subcommands:subcommand}} [{cmd:,}
16
+ {it:{help estadd##opts:options}} ] [ {cmd::} {it:namelist} ]
17
+
18
+
19
+ where {it:namelist} is {cmd:_all} | {cmd:*} | {it:name} [{it:name} ...]
20
+
21
+ {marker subcommands}
22
+ {it:subcommands}{col 26}description
23
+ {hline 65}
24
+ Elementary
25
+ {helpb estadd##local:{ul:loc}al} {it:name ...}{col 26}{...}
26
+ add a macro
27
+ {helpb estadd##scalar:{ul:sca}lar} {it:name} {cmd:=} {it:exp}{col 26}{...}
28
+ add a scalar
29
+ {helpb estadd##matrix:{ul:mat}rix} {it:name} {cmd:=} {it:mat}{col 26}{...}
30
+ add a matrix
31
+ {helpb estadd##rreturn:r({it:name})}{col 26}{...}
32
+ add contents of {cmd:r(}{it:name}{cmd:)} (matrix or scalar)
33
+
34
+ Statistics for each
35
+ coefficient
36
+ {helpb estadd##beta:beta}{col 26}{...}
37
+ standardized coefficients
38
+ {helpb estadd##vif:vif}{col 26}{...}
39
+ variance inflation factors (after {cmd:regress})
40
+ {helpb estadd##pcorr:pcorr}{col 26}{...}
41
+ partial (and semi-partial) correlations
42
+ {helpb estadd##expb:expb}{col 26}{...}
43
+ exponentiated coefficients
44
+ {helpb estadd##ebsd:ebsd}{col 26}{...}
45
+ standardized factor change coefficients
46
+ {helpb estadd##mean:mean}{col 26}{...}
47
+ means of regressors
48
+ {helpb estadd##sd:sd}{col 26}{...}
49
+ standard deviations of regressors
50
+ {helpb estadd##summ:summ}{col 26}{...}
51
+ various descriptives of the regressors
52
+
53
+ Summary statistics
54
+ {helpb estadd##coxsnell:coxsnell}{col 26}{...}
55
+ Cox & Snell's pseudo R-squared
56
+ {helpb estadd##nagelkerke:nagelkerke}{col 26}{...}
57
+ Nagelkerke's pseudo R-squared
58
+ {helpb estadd##lrtest:lrtest} {it:model}{col 26}{...}
59
+ likelihood-ratio test
60
+ {helpb estadd##ysumm:ysumm}{col 26}{...}
61
+ descriptives of the dependent variable
62
+
63
+ Other
64
+ {helpb estadd##margins:margins}{col 26}{...}
65
+ add results from {cmd:margins} (Stata 11 or newer)
66
+
67
+ {help estadd##spost:SPost}
68
+ {helpb estadd##brant:brant}{col 26}{...}
69
+ add results from {cmd:brant} (if installed)
70
+ {helpb estadd##fitstat:fitstat}{col 26}{...}
71
+ add results from {cmd:fitstat} (if installed)
72
+ {helpb estadd##listcoef:listcoef}{col 26}{...}
73
+ add results from {cmd:listcoef} (if installed)
74
+ {helpb estadd##mlogtest:mlogtest}{col 26}{...}
75
+ add results from {cmd:mlogtest} (if installed)
76
+ {helpb estadd##prchange:prchange}{col 26}{...}
77
+ add results from {cmd:prchange} (if installed)
78
+ {helpb estadd##prvalue:prvalue}{col 26}{...}
79
+ add results from {cmd:prvalue} (if installed)
80
+ {helpb estadd##asprvalue:asprvalue}{col 26}{...}
81
+ add results from {cmd:asprvalue} (if installed)
82
+ {hline 65}
83
+
84
+ {marker opts}
85
+ {it:{help estadd##options:options}}{col 26}description
86
+ {hline 65}
87
+ {cmdab:r:eplace}{col 26}{...}
88
+ permit overwriting existing {cmd:e()}'s
89
+ {cmdab:p:refix(}{it:string}{cmd:)}{col 26}{...}
90
+ specify prefix for names of added results
91
+ {cmdab:q:uietly}{col 26}{...}
92
+ suppress output from subcommand (if any)
93
+ {it:subcmdopts}{col 26}{...}
94
+ subcommand specific options
95
+ {hline 65}
96
+
97
+
98
+ {title:Description}
99
+
100
+ {p 4 4 2}
101
+ {cmd:estadd} adds additional results to the {cmd:e()}-returns of an
102
+ estimation command (see help {help estcom}, help {helpb ereturn}). If no
103
+ {it:namelist} is provided, then the results are added to the
104
+ currently active estimates (i.e. the model fit last). If these
105
+ estimates have been previously stored, the stored copy of the
106
+ estimates will also be modified. Alternatively, if {it:namelist} is
107
+ provided after the colon, results are added to all indicated sets of
108
+ stored estimates (see help {helpb estimates store} or help
109
+ {helpb eststo}). You may use the {cmd:*} and {cmd:?}
110
+ wildcards in {it:namelist}. Execution is silent if {it:namelist} is
111
+ provided.
112
+
113
+ {p 4 4 2}
114
+ Adding additional results to the {cmd:e()}-returns is useful, for example,
115
+ if the estimates be tabulated by commands such as {helpb estout}
116
+ or {helpb esttab}. See the {help estadd##examples:Examples} section below for
117
+ illustration of the usage of {cmd:estadd}.
118
+
119
+ {p 4 4 2}Technical note: Some of the subcommands below make use of the
120
+ information contained in {cmd:e(sample)} to determine estimation sample.
121
+ These subcommands return error if the estimates do not contain
122
+ {cmd:e(sample)}.
123
+
124
+
125
+ {title:Subcommands}
126
+
127
+ {dlgtab:Elementary}
128
+ {marker local}
129
+ {p 4 8 2}
130
+ {cmd:estadd} {cmdab:loc:al} {it:name ...}
131
+
132
+ {p 8 8 2}
133
+ adds in macro {cmd:e(}{it:name}{cmd:)} the specified contents (also
134
+ see help {helpb ereturn}).
135
+
136
+ {marker scalar}
137
+ {p 4 8 2}
138
+ {cmd:estadd} {cmdab:sca:lar} {it:name} {cmd:=} {it:exp}
139
+
140
+ {p 8 8 2}
141
+ adds in scalar {cmd:e(}{it:name}{cmd:)} the evaluation of {it:exp}
142
+ (also see help {helpb ereturn}).
143
+
144
+ {p 4 8 2}
145
+ {cmd:estadd} {cmdab:sca:lar} {cmd:r(}{it:name}{cmd:)}
146
+
147
+ {p 8 8 2}
148
+ adds in scalar {cmd:e(}{it:name}{cmd:)} the value of scalar {cmd:r(}{it:name}{cmd:)}.
149
+
150
+ {p 4 8 2}
151
+ {cmd:estadd} {cmdab:sca:lar} {it:name}
152
+
153
+ {p 8 8 2}
154
+ adds in scalar {cmd:e(}{it:name}{cmd:)} the the value of scalar {it:name}.
155
+
156
+ {marker matrix}
157
+ {p 4 8 2}
158
+ {cmd:estadd} {cmdab:mat:rix} {it:name} {cmd:=} {it:matrix_expression}
159
+
160
+ {p 8 8 2}
161
+ adds in matrix {cmd:e(}{it:name}{cmd:)} the evaluation of {it:matrix_expression}
162
+ (also see help {helpb matrix define}).
163
+
164
+ {p 4 8 2}
165
+ {cmd:estadd} {cmdab:mat:rix} {cmd:r(}{it:name}{cmd:)}
166
+
167
+ {p 8 8 2}
168
+ adds in matrix {cmd:e(}{it:name}{cmd:)} a copy of matrix {cmd:r(}{it:name}{cmd:)}.
169
+
170
+ {p 4 8 2}
171
+ {cmd:estadd} {cmdab:mat:rix} {it:name}
172
+
173
+ {p 8 8 2}
174
+ adds in matrix {cmd:e(}{it:name}{cmd:)} a copy of matrix {it:name}.
175
+
176
+ {marker rreturn}
177
+ {p 4 8 2}
178
+ {cmd:estadd} {cmd:r(}{it:name}{cmd:)}
179
+
180
+ {p 8 8 2}
181
+ adds in {cmd:e(}{it:name}{cmd:)} the value of scalar {cmd:r(}{it:name}{cmd:)}
182
+ or a copy of matrix {cmd:r(}{it:name}{cmd:)}, depending on the nature of
183
+ {cmd:r(}{it:name}{cmd:)}.
184
+
185
+
186
+ {dlgtab:Statistics for each coefficient}
187
+ {marker beta}
188
+ {p 4 8 2}
189
+ {cmd:estadd} {cmd:beta}
190
+
191
+ {p 8 8 2}
192
+ adds in {cmd:e(beta)} the standardized beta coefficients.
193
+
194
+ {marker vif}
195
+ {p 4 8 2}
196
+ {cmd:estadd} {cmd:vif} [{cmd:,} {cmdab:tol:erance} {cmdab:sqr:vif} ]
197
+
198
+ {p 8 8 2}
199
+ adds in {cmd:e(vif)} the variance inflation factors (VIFs) for the
200
+ regressors (see help {helpb vif}). Note that {cmd:vif} only works
201
+ with estimates produced by {helpb regress}. {cmd:tolerance}
202
+ additionally adds the tolerances (1/VIF) in {cmd:e(tolerance)}.
203
+ {cmd:sqrvif} additionally adds the square roots of the VIFs in
204
+ {cmd:e(sqrvif)}.
205
+
206
+ {marker pcorr}
207
+ {p 4 8 2}
208
+ {cmd:estadd} {cmd:pcorr} [{cmd:, semi} ]
209
+
210
+ {p 8 8 2}
211
+ adds the partial correlations (see help {helpb pcorr}) and,
212
+ optionally, the semi-partial correlations between the dependent
213
+ variable and the individual regressors (see, e.g., the {cmd:pcorr2}
214
+ package from the SSC Archive). In the case of multiple-equations
215
+ models, the results are computed for the first equation only. The
216
+ partial correlations will be returned in {cmd:e(pcorr)} and, if
217
+ {cmd:semi} is specified, the semi-partial correlations will be
218
+ returned in {cmd:e(spcorr)}.
219
+
220
+ {marker expb}
221
+ {p 4 8 2}
222
+ {cmd:estadd} {cmd:expb} [{cmd:,} {cmdab:nocons:tant} ]
223
+
224
+ {p 8 8 2}
225
+ adds in {cmd:e(expb)} the exponentiated coefficients (see the help
226
+ {it:{help eform_option}}). {cmd:noconstant} excludes the constant
227
+ from the added results.
228
+
229
+ {marker ebsd}
230
+ {p 4 8 2}
231
+ {cmd:estadd} {cmd:ebsd}
232
+
233
+ {p 8 8 2}
234
+ adds in {cmd:e(ebsd)} the standardized factor change coefficients,
235
+ i.e. exp(b_jS_j), where b_j is the raw coefficient and S_j is the
236
+ standard deviation of regressor j, that are sometimes reported for
237
+ logistic regression (see Long 1997).
238
+
239
+ {marker mean}
240
+ {p 4 8 2}
241
+ {cmd:estadd} {cmd:mean}
242
+
243
+ {p 8 8 2}
244
+ adds in {cmd:e(mean)} the means of the regressors.
245
+
246
+ {marker sd}
247
+ {p 4 8 2}
248
+ {cmd:estadd} {cmd:sd} [{cmd:,} {cmdab:nob:inary} ]
249
+
250
+ {p 8 8 2}
251
+ adds in {cmd:e(sd)} the standard deviations of the regressors.
252
+ {cmd:nobinary} suppresses the computation of the standard deviation
253
+ for 0/1 variables.
254
+
255
+ {marker summ}
256
+ {p 4 8 2}
257
+ {cmd:estadd} {cmd:summ} [{cmd:,} {it:stats} ]
258
+
259
+ {p 8 8 2}
260
+ adds vectors of the regressors' descriptive statistics to the
261
+ estimates. The following {it:stats} are available:
262
+ {p_end}
263
+ {marker stats}
264
+ {it:stats}{col 26}description
265
+ {hline 59}
266
+ {cmdab:me:an}{col 26}mean
267
+ {cmdab:su:m}{col 26}sum
268
+ {cmdab:mi:n}{col 26}minimum
269
+ {cmdab:ma:x}{col 26}maximum
270
+ {cmdab:ra:nge}{col 26}range = max - min
271
+ {cmd:sd}{col 26}standard deviation
272
+ {cmdab:v:ar}{col 26}variance
273
+ {cmd:cv}{col 26}coefficient of variation (sd/mean)
274
+ {cmdab:sem:ean}{col 26}standard error of mean = sd/sqrt(n)
275
+ {cmdab:sk:ewness}{col 26}skewness
276
+ {cmdab:k:urtosis}{col 26}kurtosis
277
+ {cmd:p1}{col 26}1st percentile
278
+ {cmd:p5}{col 26}5th percentile
279
+ {cmd:p10}{col 26}10th percentile
280
+ {cmd:p25}{col 26}25th percentile
281
+ {cmd:p50}{col 26}50th percentile
282
+ {cmd:p75}{col 26}75th percentile
283
+ {cmd:p90}{col 26}90th percentile
284
+ {cmd:p95}{col 26}95th percentile
285
+ {cmd:p99}{col 26}99th percentile
286
+ {cmd:iqr}{col 26}interquartile range = p75 - p25
287
+ {cmd:all}{col 26}all of the above
288
+ {cmdab:med:ian}{col 26}equivalent to specifying "{cmd:p50}"
289
+ {cmd:q}{col 26}equivalent to specifying "{cmd:p25 p50 p75}"
290
+ {hline 59}
291
+
292
+ {p 8 8 2}
293
+ The default is {cmd:mean sd min max}. Alternatively, indicate the
294
+ desired statistics. For example, to add information on the
295
+ regressors' skewness and kurtosis, type
296
+
297
+ {inp:. estadd summ, skewness kurtosis}
298
+
299
+ {p 8 8 2}
300
+ The statistics names are used as the names for the returned {cmd:e()}
301
+ matrices. For example, {cmd:estadd summ, mean} will store the means
302
+ of the regressors in {cmd:e(mean)}.
303
+
304
+
305
+ {dlgtab:Summary statistics}
306
+ {marker coxsnell}
307
+ {p 4 8 2}
308
+ {cmd:estadd} {cmd:coxsnell}
309
+
310
+ {p 8 8 2}
311
+ adds in {cmd:e(coxsnell)} the Cox & Snell pseudo R-squared, which is
312
+ defined as
313
+
314
+ {p 12 12 2}
315
+ r2_coxsnell = 1 - ( L0 / L1 )^(2/N)
316
+
317
+ {p 8 8 2}
318
+ where L0 is the likelihood of the model without regressors, L1 the
319
+ likelihood of the full model, and N is the sample size.
320
+
321
+ {marker nagelkerke}
322
+ {p 4 8 2}
323
+ {cmd:estadd} {cmd:nagelkerke}
324
+
325
+ {p 8 8 2}
326
+ adds in {cmd:e(nagelkerke)} the Nagelkerke pseudo R-squared (or Cragg
327
+ & Uhler pseudo R-squared), which is defined as
328
+
329
+ {p 12 12 2}
330
+ r2_nagelkerke = r2_coxsnell / (1 - L0^(2/N))
331
+
332
+ {marker lrtest}
333
+ {p 4 8 2}
334
+ {cmd:estadd} {cmd:lrtest} {it:model} [{cmd:,} {cmdab:n:ame:(}{it:string}{cmd:)}
335
+ {it:{help lrtest:lrtest_options}} ]
336
+
337
+ {p 8 8 2}
338
+ adds the results from a likelihood-ratio test, where {it:model} is
339
+ the comparison model (see help {helpb lrtest}). Added are
340
+ {cmd:e(lrtest_chi2)}, {cmd:e(lrtest_df)}, and {cmd:e(lrtest_p)}. The
341
+ names may be modified using the {cmd:name()} option. Specify
342
+ {cmd:name(}{it:myname}{cmd:)} to add {cmd:e(}{it:myname}{cmd:chi2)},
343
+ {cmd:e(}{it:myname}{cmd:df)}, and {cmd:e(}{it:myname}{cmd:p)}. See
344
+ help {helpb lrtest} for the {it:lrtest_options}.
345
+
346
+ {marker ysumm}
347
+ {p 4 8 2}
348
+ {cmd:estadd} {cmd:ysumm} [{cmd:,} {it:stats} ]
349
+
350
+ {p 8 8 2}
351
+ adds descriptive statistics of the dependent variable. See the
352
+ {helpb estadd##summ:summ} subcommand above for a list of the available
353
+ {it:stats}. The default is {cmd:mean sd min max}. The default prefix
354
+ for the names of the added scalars is {cmd:y} (e.g. the mean of the
355
+ dependent variable will be returned in {cmd:e(ymean)}). Use
356
+ {cmd:estadd}'s {cmd:prefix()} option to change the prefix. If a model
357
+ has multiple dependent variables, results for the first variable will
358
+ be added.
359
+
360
+ {dlgtab:Other}
361
+ {marker margins}
362
+ {p 4 8 2}
363
+ {cmd:estadd} {cmd:margins} [{it:marginlist}] [{it:if}] [{it:in}] [{it:weight}] [, {it:options} ]
364
+
365
+ {p 8 8 2}
366
+ adds results from the {cmd:margins} command, which was introduced
367
+ in Stata 11. See help {helpb margins} for options. All results returned by
368
+ {cmd:margins} except {cmd:e(V)} are added using "{cmd:margins_}" as a default
369
+ prefix. For example, the margins are added in {cmd:e(margins_b)}. The
370
+ standard errors are added in {cmd:e(margins_se)}. Use the {helpb estadd##opts:prefix()}
371
+ option to change the default prefix.
372
+
373
+ {marker spost}
374
+ {dlgtab:SPost}
375
+
376
+ {p 4 4 2} The following subcommands are wrappers for
377
+ commands from Long and Freese's {helpb SPost} package (see
378
+ {browse "http://www.indiana.edu/~jslsoc/spost.htm":http://www.indiana.edu/~jslsoc/spost.htm}). Type
379
+
380
+ . {net "from http://www.indiana.edu/~jslsoc/stata":net from http://www.indiana.edu/~jslsoc/stata}
381
+
382
+ {p 4 4 2}
383
+ to obtain the latest {cmd:SPost} version (spost9_ado). {cmd:SPost} for Stata 8 (spostado) is not
384
+ supported.
385
+
386
+ {p 4 4 2}For examples on using the subcommands see
387
+ {browse "http://repec.org/bocode/e/estout/spost.html":http://repec.org/bocode/e/estout/spost.html}.
388
+
389
+ {marker brant}
390
+ {p 4 8 2}
391
+ {cmd:estadd brant} [{cmd:,} {it:{help brant:brant_options}} ]
392
+
393
+ {p 8 8 2}
394
+ applies {helpb brant} from Long and
395
+ Freese's {helpb SPost} package and adds the returned results to
396
+ {cmd:e()}. You may specify {it:brant_options} as described in
397
+ help {helpb brant}. The following results are added:
398
+
399
+ {cmd:e(}{it:...}{cmd:)} Contents
400
+ {hline 60}
401
+ Scalars
402
+ {cmd:brant_chi2} Chi-squared of overall Brant test
403
+ {cmd:brant_df} Degrees of freedom of overall Brant test
404
+ {cmd:brant_p} P-value of overall Brant test
405
+
406
+ Matrix
407
+ {cmd:brant} Test results for individual regressors
408
+ (rows: chi2, p<chi2)
409
+ {hline 60}
410
+
411
+ {p 4 4 2}To address the rows of {cmd:e(brant)} in {helpb estout}'s {cmd:cells()}
412
+ option type {cmd:brant[chi2]} and {cmd:brant[p<chi2]}.
413
+
414
+ {marker fitstat}
415
+ {p 4 8 2}
416
+ {cmd:estadd fitstat} [{cmd:,} {it:{help fitstat:fitstat_options}} ]
417
+
418
+ {p 8 8 2}
419
+ applies {helpb fitstat} from Long and
420
+ Freese's {helpb SPost} package and adds the returned scalars to
421
+ {cmd:e()}. You may specify {it:fitstat_options} as described in
422
+ help {helpb fitstat}. Depending on model
423
+ and options, a selection of the following scalar statistics is added:
424
+
425
+ {cmd:e(}{it:...}{cmd:)} Contents
426
+ {hline 60}
427
+ {cmd:dev} Deviance (D)
428
+ {cmd:dev_df} Degrees of freedom of D
429
+ {cmd:lrx2} LR or Wald X2
430
+ {cmd:lrx2_df} Degrees of freedom of X2
431
+ {cmd:lrx2_p} Prob > LR or Wald X2
432
+ {cmd:r2_adj} Adjusted R2
433
+ {cmd:r2_mf} McFadden's R2
434
+ {cmd:r2_mfadj} McFadden's Adj R2
435
+ {cmd:r2_ml} ML (Cox-Snell) R2
436
+ {cmd:r2_cu} Cragg-Uhler(Nagelkerke) R2
437
+ {cmd:r2_mz} McKelvey & Zavoina's R2
438
+ {cmd:r2_ef} Efron's R2
439
+ {cmd:v_ystar} Variance of y*
440
+ {cmd:v_error} Variance of error
441
+ {cmd:r2_ct} Count R2
442
+ {cmd:r2_ctadj} Adj Count R2
443
+ {cmd:aic0} AIC
444
+ {cmd:aic_n} AIC*n
445
+ {cmd:bic0} BIC
446
+ {cmd:bic_p} BIC'
447
+ {cmd:statabic} BIC used by Stata
448
+ {cmd:stataaic} AIC used by Stata
449
+ {cmd:n_rhs} Number of rhs variables
450
+ {cmd:n_parm} Number of parameters
451
+ {hline 60}
452
+
453
+ {marker listcoef}
454
+ {p 4 8 2}
455
+ {cmd:estadd listcoef} [{it:varlist}] [{cmd:,} {cmd:nosd} {it:{help listcoef:listcoef_options}} ]
456
+
457
+ {p 8 8 2}
458
+ applies {helpb listcoef} from Long and
459
+ Freese's {helpb SPost} package and adds the returned results to
460
+ {cmd:e()}. You may specify {it:listcoef_options} as described in
461
+ help {helpb listcoef}. Furthermore, option {cmd:nosd} suppresses
462
+ adding the standard deviations of the variables in {cmd:e(b_sdx)}.
463
+
464
+ {p 8 8 2}Depending on the estimation command and options, several of the
465
+ following matrices are added:
466
+
467
+ {cmd:e(}{it:...}{cmd:)} Contents
468
+ {hline 60}
469
+ {cmd:b_xs} x-standardized coefficients
470
+ {cmd:b_ys} y-standardized coefficients
471
+ {cmd:b_std} Fully standardized coefficients
472
+ {cmd:b_fact} Factor change coefficients
473
+ {cmd:b_facts} Standardized factor change coefficients
474
+ {cmd:b_pct} Percent change coefficients
475
+ {cmd:b_pcts} Standardized percent change coefficients
476
+ {cmd:b_sdx} Standard deviation of the Xs
477
+ {hline 60}
478
+
479
+ {p 8 8 2}For nominal models ({helpb mlogit}, {helpb mprobit}) the
480
+ original parametrization of {cmd:e(b)} may not match the contrasts
481
+ computed by {cmd:listcoef}. To be able to tabulate standardized
482
+ coefficients along with the raw coefficients for the requested
483
+ contrasts, the following additional matrices are added for
484
+ these models:
485
+
486
+ {cmd:e(}{it:...}{cmd:)} Contents
487
+ {hline 60}
488
+ {cmd:b_raw} raw coefficients
489
+ {cmd:b_se} standard errors of raw coefficients
490
+ {cmd:b_z} z statistics
491
+ {cmd:b_p} p-values
492
+ {hline 60}
493
+
494
+ {marker mlogtest}
495
+ {p 4 8 2}
496
+ {cmd:estadd mlogtest} [{it:varlist}] [{cmd:,} {it:{help mlogtest:mlogtest_options}} ]
497
+
498
+ {p 8 8 2}
499
+ applies {helpb mlogtest} from Long and
500
+ Freese's {helpb SPost} package and adds the returned results to
501
+ {cmd:e()}. You may specify {it:mlogtest_options} as described in
502
+ help {helpb mlogtest}.
503
+
504
+ {p 8 8 2}Depending on the specified options, a selection of the following
505
+ returns are added:
506
+
507
+ {cmd:e(}{it:...}{cmd:)} Contents
508
+ {hline 60}
509
+ Scalars
510
+ {cmd:hausman_set}{it:#}{cmd:_chi2} Hausman IIA tests using {helpb hausman}
511
+ {cmd:hausman_set}{it:#}{cmd:_df}
512
+ {cmd:hausman_set}{it:#}{cmd:_p}
513
+
514
+ {cmd:suest_set}{it:#}{cmd:_chi2} Hausman IIA tests using {helpb suest}
515
+ {cmd:suest_set}{it:#}{cmd:_df}
516
+ {cmd:suest_set}{it:#}{cmd:_p}
517
+
518
+ {cmd:smhsiao_set}{it:#}{cmd:_chi2} Small-Hsiao IIA tests
519
+ {cmd:smhsiao_set}{it:#}{cmd:_df}
520
+ {cmd:smhsiao_set}{it:#}{cmd:_p}
521
+
522
+ {cmd:combine_}{it:#1}{cmd:_}{it:#2}{cmd:_chi2} Wald tests for combination of outcomes
523
+ {cmd:combine_}{it:#1}{cmd:_}{it:#2}{cmd:_df}
524
+ {cmd:combine_}{it:#1}{cmd:_}{it:#2}{cmd:_p}
525
+
526
+ {cmd:lrcomb_}{it:#1}{cmd:_}{it:#2}{cmd:_chi2} LR tests for combination of outcomes
527
+ {cmd:lrcomb_}{it:#1}{cmd:_}{it:#2}{cmd:_df}
528
+ {cmd:lrcomb_}{it:#1}{cmd:_}{it:#2}{cmd:_p}
529
+
530
+ {cmd:wald_set}{it:#}{cmd:_chi2} Wald tests for sets of independent
531
+ {cmd:wald_set}{it:#}{cmd:_df} variables
532
+ {cmd:wald_set}{it:#}{cmd:_p}
533
+
534
+ {cmd:lrtest_set}{it:#}{cmd:_chi2} LR tests for sets of independent
535
+ {cmd:lrtest_set}{it:#}{cmd:_df} variables
536
+ {cmd:lrtest_set}{it:#}{cmd:_p}
537
+
538
+ Matrices
539
+ {cmd:wald} Wald tests for individual variables
540
+ (rows: chi2, df, p)
541
+ {cmd:lrtest} LR tests for individual variables
542
+ (rows: chi2, df, p)
543
+ {hline 60}
544
+
545
+ {p 4 4 2}To address the rows of {cmd:e(wald)} and {cmd:e(lrtest)} in {helpb estout}'s
546
+ {cmd:cells()} option type the row names in brackets, for example, {cmd:wald[p]} or
547
+ {cmd:lrtest[chi2]}.
548
+
549
+ {marker prchange}
550
+ {p 4 8 2}
551
+ {cmd:estadd prchange} [{it:varlist}] [{cmd:if} {it:exp}] [{cmd:in} {it:range}] [{cmd:,}
552
+ {cmdab:pa:ttern(}{it:typepattern}{cmd:)} {cmdab:b:inary(}{it:type}{cmd:)} {cmdab:c:ontinuous(}{it:type}{cmd:)}
553
+ [{cmd:no}]{cmdab:a:vg} {cmd:split}[{cmd:(}{it:prefix}{cmd:)}] {it:{help prchange:prchange_options}} ]
554
+
555
+ {p 8 8 2}
556
+ applies {helpb prchange} from Long and
557
+ Freese's {helpb SPost} package and adds the returned results to
558
+ {cmd:e()}. You may specify {it:prchange_options} as described in
559
+ help {helpb prchange}. In particular, the {cmd:outcome()} option may be
560
+ used with models for count, ordered, or nominal outcomes
561
+ to request results for a specific outcome. Further options are:
562
+
563
+ {p 8 12 2}{cmd:pattern(}{it:typepattern}{cmd:)}, {cmd:binary(}{it:type}{cmd:)}, and
564
+ {cmd:continuous(}{it:type}{cmd:)} to determine which types of discrete change
565
+ effects are added as the main results. The default is to add the 0 to 1
566
+ change effect for binary variables and the standard deviation change effect
567
+ for continuous variables. Use {cmd:binary(}{it:type}{cmd:)} and
568
+ {cmd:continuous(}{it:type}{cmd:)} to change these defaults. Available
569
+ types are:
570
+
571
+ {it:type} Description
572
+ {hline 48}
573
+ {cmdab:mi:nmax} minimum to maximum change effect
574
+ {cmdab:0:1} 0 to 1 change effect
575
+ {cmdab:d:elta} {cmd:delta()} change effect
576
+ {cmdab:s:d} standard deviation change effect
577
+ {cmdab:m:argefct} marginal effect (some models only)
578
+ {hline 48}
579
+
580
+ {p 12 12 2}Use {cmd:pattern(}{it:typepattern}{cmd:)} if you want to determine the
581
+ type of the added effects individually for each regressor. For example,
582
+ {bind:{cmd:pattern(minmax sd delta)}} would add {cmd:minmax} for the first regressor,
583
+ {cmd:sd} for the second, and {cmd:delta} for the third, and then proceed
584
+ using the defaults for the remaining variables.
585
+
586
+ {p 8 12 2}{cmd:avg} to request that only the average results over
587
+ all outcomes are added if applied to ordered
588
+ or nominal models ({helpb ologit}, {helpb oprobit}, {helpb slogit}, {helpb mlogit}, {helpb mprobit}). The
589
+ default is to add the average results as well as the individual results for
590
+ the different outcomes (unless {helpb prchange}'s {cmd:outcome()} option is
591
+ specified, in which case only results for the indicated outcome are
592
+ added). Furthermore, specify {cmd:noavg} to suppress the average results
593
+ and only add the outcome-specific results. {cmd:avg} cannot be combined with {cmd:split}
594
+ or {cmd:outcome()}.
595
+
596
+ {p 8 12 2}{cmd:split}[{cmd:(}{it:prefix}{cmd:)}] to save
597
+ each outcome's results in a separate estimation set if applied to ordered
598
+ or nominal models ({helpb ologit}, {helpb oprobit}, {helpb slogit}, {helpb mlogit},
599
+ {helpb mprobit}). The estimation sets are named
600
+ {it:prefix}{it:#}, where {it:#} is the value of the outcome at hand. If no
601
+ {it:prefix} is provided, the name of the estimation set followed by an
602
+ underscore is used as the prefix. If the estimation set has no name
603
+ (because it has not been stored yet) the name of the estimation command
604
+ followed by an underscore is used as the prefix (e.g. {cmd:ologit_}). The
605
+ estimation sets stored by the {cmd:split} option are intended for
606
+ tabulation only and should not be used with other post-estimation
607
+ commands.
608
+
609
+ {p 8 8 2}Depending on model and options, several of the following matrices
610
+ and scalars are added:
611
+
612
+ {cmd:e(}{it:...}{cmd:)} Contents
613
+ {hline 60}
614
+ Scalars
615
+ {cmd:centered} {cmd:1} if effects are centered, {cmd:0} else
616
+ {cmd:delta} Value of {cmd:delta()}
617
+ {cmd:predval}[{it:#}] Prediction(s) at the base values
618
+ {cmd:outcome} Outcome value ({cmd:outcome()}/{cmd:split} only)
619
+
620
+ Matrices
621
+ {cmd:dc} Discrete change effects (rows: main, minmax,
622
+ 01, delta, sd [, margefct])
623
+ {cmd:pattern} Types of effects in the main row of {cmd:e(dc)}
624
+ {cmd:X} Base values and descriptive statistics
625
+ (rows: X, SD, Min, Max)
626
+ {hline 60}
627
+
628
+ {p 8 8 2}The {cmd:e(dc)} and {cmd:e(X)} matrices have multiple rows. The
629
+ {cmd:e(dc)} matrix contains the main results as determined by
630
+ {cmd:pattern()}, {cmd:binary()}, and {cmd:continuous()} in the first row.
631
+ The second and following rows contain the separate results for each type of
632
+ effect using the labels provided by {cmd:prchange} as row names. Type
633
+ {cmd:dc[}{it:#}{cmd:]} or {cmd:dc[}{it:rowname}{cmd:]} to address the rows
634
+ in {helpb estout}'s {cmd:cells()} option, where {it:#} is the row number
635
+ or {it:rowname} is the
636
+ row name. For example, type {cmd:dc[-+sd/2]} to address the centered
637
+ standard deviation change effects. To tabulate the main results (1st row),
638
+ simply type {cmd:dc}. {cmd:e(pattern)} indicates the types of effects
639
+ contained in the main row of {cmd:e(dc)} using numeric codes. The codes are 1
640
+ for the minimum to maximum change effect, 2 for the 0 to 1 change effect, 3
641
+ for the {cmd:delta()} change effect, 4 for the standard deviation change
642
+ effect, and 5 for the marginal effect. {cmd:e(X)} has four rows
643
+ containing the base values, standard deviations, minimums, and maximums. If
644
+ the {cmd:fromto} option is specified, two additional matrices,
645
+ {cmd:e(dcfrom)} and {cmd:e(dcto)} are added.
646
+
647
+ {marker prvalue}
648
+ {p 4 8 2}
649
+ {cmd:estadd prvalue} [{cmd:if} {it:exp}] [{cmd:in} {it:range}] [{cmd:,} {cmdab:lab:el:(}{it:string}{cmd:)}
650
+ {it:{help prvalue:prvalue_options}} ]
651
+
652
+ {p 4 8 2}
653
+ {cmd:estadd prvalue} {cmd:post} [{it:name}] [{cmd:,} {cmdab:t:itle:(}{it:string}{cmd:)} {cmd:swap} ]
654
+
655
+ {p 8 8 2} applies {helpb prvalue} from Long and Freese's {helpb SPost}
656
+ package and adds the returned results to {cmd:e()}. The procedure is to
657
+ first collect a series of predictions by repeated calls to
658
+ {cmd:estadd prvalue} and then apply {cmd:estadd prvalue post} to prepare the results
659
+ for tabulation as in the following example:
660
+
661
+ {com}. logit lfp k5 k618 age wc hc lwg inc
662
+ . estadd prvalue, x(inc 10) label(low inc)
663
+ . estadd prvalue, x(inc 20) label(med inc)
664
+ . estadd prvalue, x(inc 30) label(high inc)
665
+ . estadd prvalue post
666
+ . estout{txt}
667
+
668
+ {p 8 8 2} You may specify {it:prvalue_options} with {cmd:estadd prvalue} as
669
+ described in help {helpb prvalue}. For example, use {cmd:x()} and
670
+ {cmd:rest()} to set the values of the independent variables. Use
671
+ {cmd:label()} to label the single calls. "pred#" is used as label if
672
+ {cmd:label()} is omitted, where # is the number of the call. Labels may
673
+ contain spaces but they will be trimmed to a maximum
674
+ length of 30 characters and some characters ({cmd::},
675
+ {cmd:.}, {cmd:"}) will be replaced by underscore. The results
676
+ from the single calls are collected in matrix {cmd:e(_estadd_prvalue)}
677
+ (predictions) and matrix {cmd:e(_estadd_prvalue_x)} (x-values). Specify
678
+ {cmd:replace} to drop results from previous calls.
679
+
680
+ {p 8 8 2}
681
+ {cmd:estadd prvalue post} posts the collected predictions in {cmd:e(b)}
682
+ so that they can be tabulated. The following results are saved:
683
+
684
+ {cmd:e(}{it:...}{cmd:)} Contents
685
+ {hline 60}
686
+ Scalars
687
+ {cmd:N} number of observations
688
+
689
+ Macros
690
+ {cmd:depvar} name of dependent variable
691
+ {cmd:cmd} {cmd:estadd_prvalue}
692
+ {cmd:model} model estimation command
693
+ {cmd:properties} {cmd:b}
694
+
695
+ Matrices
696
+ {cmd:b} predictions
697
+ {cmd:se} standard errors
698
+ {cmd:LB} lower confidence interval bounds
699
+ {cmd:UB} upper confidence interval bounds
700
+ {cmd:Category} outcome values
701
+ {cmd:Cond} conditional predictions (some models only)
702
+ {cmd:X} values of predictors (for each prediction)
703
+ {cmd:X2} second equation predictors (some models only)
704
+ {hline 60}
705
+
706
+ {p 8 8 2} {cmd:estadd prvalue post} replaces the current model unless
707
+ {it:name} is specified, in which case the results are stored under {it:name} and the model
708
+ remains active. However, if the model has a name
709
+ (because it has been stored), the name of the model is used as a prefix.
710
+ If, for example, the model has been stored as {cmd:model1}, then
711
+ {cmd:estadd prvalue post} stores its results under {cmd:model1}{it:name}.
712
+ Use {cmd:title()} to specify a title for the stored results.
713
+
714
+ {p 8 8 2}The default for {cmd:estadd prvalue post} is to arrange
715
+ {cmd:e(b)} in a way so that predictions are grouped by outcome (i.e. outcome labels are used
716
+ as equations). Alternatively, specify {cmd:swap} to group predictions by
717
+ {cmd:prvalue} calls (i.e. to use the prediction labels as equations).
718
+
719
+ {p 8 8 2}{cmd:e(X)} contains one row for each independent variable. To address the rows in
720
+ {helpb estout}'s {cmd:cells()} option type {cmd:X[}{it:varname}{cmd:]}, where {it:varname} is
721
+ the name of the variable of interest. {cmd:e(X2)}, if provided, is analogous to {cmd:e(X)}.
722
+
723
+ {marker asprvalue}
724
+ {p 4 8 2}
725
+ {cmd:estadd asprvalue} [{cmd:,} {cmdab:lab:el:(}{it:string}{cmd:)}
726
+ {it:{help asprvalue:asprvalue_options}} ]
727
+
728
+ {p 4 8 2}
729
+ {cmd:estadd asprvalue} {cmd:post} [{it:name}] [{cmd:,} {cmdab:t:itle:(}{it:string}{cmd:)} {cmd:swap} ]
730
+
731
+ {p 8 8 2} applies {helpb asprvalue} from Long and Freese's {helpb SPost}
732
+ package and adds the returned results to {cmd:e()}. The procedure is to
733
+ first collect a series of predictions by repeated calls to
734
+ {cmd:estadd asprvalue} and then apply {cmd:estadd asprvalue post} to prepare the results
735
+ for tabulation as in the following example:
736
+
737
+ {com}. clogit choice train bus time invc, group(id)
738
+ . estadd asprvalue, cat(train bus) label(at means)
739
+ . estadd asprvalue, cat(train bus) rest(asmean) label(at asmeans)
740
+ . estadd asprvalue post
741
+ . estout{txt}
742
+
743
+ {p 8 8 2} You may specify {it:asprvalue_options} with {cmd:estadd asprvalue} as
744
+ described in help {helpb asprvalue}. For example, use {cmd:x()} and
745
+ {cmd:rest()} to set the values of the independent variables. Use
746
+ {cmd:label()} to label the single calls. "pred#" is used as label if
747
+ {cmd:label()} is omitted, where # is the number of the call. Labels may
748
+ contain spaces but they will be trimmed to a maximum
749
+ length of 30 characters and some characters ({cmd::},
750
+ {cmd:.}, {cmd:"}) will be replaced by underscore. The results
751
+ from the single calls are collected in matrices {cmd:e(_estadd_asprval)}
752
+ (predictions), {cmd:e(_estadd_asprval_asv)} (values of alternative-specific
753
+ variables), and {cmd:e(_estadd_asprval_csv)} (values of case-specific
754
+ variables). Specify {cmd:replace} to drop results from previous calls.
755
+
756
+ {p 8 8 2}
757
+ {cmd:estadd asprvalue post} posts the collected predictions in {cmd:e(b)}
758
+ so that they can be tabulated. The following results are saved:
759
+
760
+ {cmd:e(}{it:...}{cmd:)} Contents
761
+ {hline 60}
762
+ Scalars
763
+ {cmd:N} number of observations
764
+
765
+ Macros
766
+ {cmd:depvar} name of dependent variable
767
+ {cmd:cmd} {cmd:estadd_asprvalue}
768
+ {cmd:model} model estimation command
769
+ {cmd:properties} {cmd:b}
770
+
771
+ Matrices
772
+ {cmd:b} predictions
773
+ {cmd:asv} alternative-specific variables (if available)
774
+ {cmd:csv} case-specific variables (if available)
775
+ {hline 60}
776
+
777
+ {p 8 8 2} {cmd:estadd asprvalue post} replaces the current model unless
778
+ {it:name} is specified, in which case the results are stored under
779
+ {it:name} and the model remains active. However, if the model has a name
780
+ (because it has been stored), the name of the model is used as a prefix.
781
+ If, for example, the model has been stored as {cmd:model1}, then
782
+ {cmd:estadd asprvalue post} stores its results under {cmd:model1}{it:name}.
783
+ Use {cmd:title()} to specify a title for the stored results.
784
+
785
+ {p 8 8 2}The default for {cmd:estadd asprvalue post} is to arrange
786
+ {cmd:e(b)} in a way so that predictions are grouped by outcome (i.e. outcome labels are used
787
+ as equations). Alternatively, specify {cmd:swap} to group predictions by
788
+ {cmd:prvalue} calls (i.e. to use the prediction labels as equations).
789
+
790
+ {p 8 8 2}{cmd:e(asv)} and {cmd:e(csv)} contain one row for each variable.
791
+ To address the rows in {helpb estout}'s {cmd:cells()} option type
792
+ {cmd:asv[}{it:varname}{cmd:]} or {cmd:csv[}{it:varname}{cmd:]}, where
793
+ {it:varname} is the name of the variable of interest.
794
+
795
+ {marker options}
796
+ {title:Options}
797
+
798
+ {p 4 8 2}
799
+ {cmd:replace} permits {cmd:estadd} to overwrite existing {cmd:e()}
800
+ macros, scalars, or matrices.
801
+
802
+ {p 4 8 2}
803
+ {cmd:prefix(}{it:string}{cmd:)} denotes a prefix for the names of the
804
+ added results. The default prefix is an empty string. For example, if
805
+ {cmd:prefix(}{it:string}{cmd:)} is specified, the {cmd:beta}
806
+ subcommand will return the matrix {cmd:e(}{it:string}{cmd:beta)}.
807
+
808
+ {p 4 8 2}{cmd:quietly} suppresses the output from the called subcommand and displays only
809
+ the list of added results. Note that many of {cmd:estadd}'s subcommands do not generate
810
+ output, in which case {cmd:quietly} has no effect.
811
+
812
+ {p 4 8 2}
813
+ {it:subcmdopts} are subcommand specific options. See the descriptions
814
+ of the subcommands above.
815
+
816
+ {marker examples}
817
+ {title:Examples}
818
+
819
+ {p 4 4 2}Example 1: Add {cmd:r()}-returns from other programs to the
820
+ current estimates
821
+
822
+ {com}. sysuse auto
823
+ {txt}(1978 Automobile Data)
824
+
825
+ {com}. quietly regress price mpg weight
826
+ {txt}
827
+ {com}. test mpg=weight
828
+
829
+ {txt} ( 1) {res}mpg - weight = 0
830
+
831
+ {txt} F( 1, 71) ={res} 0.36
832
+ {txt}{col 13}Prob > F ={res} 0.5514
833
+ {txt}
834
+ {com}. estadd scalar p_diff = r(p)
835
+
836
+ {txt}added scalar:
837
+ e(p_diff) = {res}.55138216
838
+ {txt}
839
+ {com}. estout, stats(p_diff)
840
+ {res}
841
+ {txt}{hline 25}
842
+ {txt} b
843
+ {txt}{hline 25}
844
+ {txt}mpg {res} -49.51222{txt}
845
+ {txt}weight {res} 1.746559{txt}
846
+ {txt}_cons {res} 1946.069{txt}
847
+ {txt}{hline 25}
848
+ {txt}p_diff {res} .5513822{txt}
849
+ {txt}{hline 25}
850
+
851
+
852
+ {p 4 4 2}Example 2: Add means and standard deviations of the model's regressors
853
+ to the current estimates
854
+
855
+ {com}. quietly logit foreign price mpg
856
+ {txt}
857
+ {com}. estadd summ, mean sd
858
+
859
+ {txt}added matrices:
860
+ e(sd) : {res}1 x 3
861
+ {txt}e(mean) : {res}1 x 3
862
+ {txt}
863
+ {com}. estout, cells("mean sd") drop(_cons)
864
+ {res}
865
+ {txt}{hline 38}
866
+ {txt} mean sd
867
+ {txt}{hline 38}
868
+ {txt}price {res} 6165.257 2949.496{txt}
869
+ {txt}mpg {res} 21.2973 5.785503{txt}
870
+ {txt}{hline 38}
871
+
872
+
873
+ {p 4 4 2}
874
+ Example 3: Add standardized beta coefficients to stored estimates
875
+
876
+ {com}. eststo: quietly regress price mpg
877
+ {txt}({res}est1{txt} stored)
878
+
879
+ {com}. eststo: quietly regress price mpg foreign
880
+ {txt}({res}est2{txt} stored)
881
+
882
+ {com}. estadd beta: *
883
+ {txt}
884
+ {com}. estout, cells(beta) drop(_cons)
885
+ {res}
886
+ {txt}{hline 38}
887
+ {txt} est1 est2
888
+ {txt} beta beta
889
+ {txt}{hline 38}
890
+ {txt}mpg {res} -.4685967 -.5770712{txt}
891
+ {txt}foreign {res} .2757378{txt}
892
+ {txt}{hline 38}
893
+
894
+
895
+ {p 4 4 2}See
896
+ {browse "http://repec.org/bocode/e/estout":http://repec.org/bocode/e/estout}
897
+ for additional examples.
898
+
899
+
900
+ {title:Writing one's own subcommands}
901
+
902
+ {p 4 4 2}
903
+ A program providing a new {cmd:estadd} subcommand should be called
904
+ {cmd:estadd_}{it:mysubcommand} (see help {helpb program} for advice
905
+ on defining programs). {it:mysubcommand} will be available to {cmd:estadd} as a new
906
+ {it:subcommand} after the program definition has been executed or
907
+ saved to a file called "estadd_{it:mysubcommand}.ado" in either the
908
+ current directory or somewhere else in the {cmd:adopath}
909
+ (see help {helpb sysdir}).
910
+
911
+ {p 4 4 2}
912
+ Use the subcommands provided within "estadd.ado" as a starting
913
+ point for writing new subcommands. See
914
+ {browse "http://repec.org/bocode/e/estout/estadd.html#estadd007":http://repec.org/bocode/e/estout/estadd.html#estadd007}
915
+ for an example.
916
+
917
+
918
+ {title:Author}
919
+
920
+ {p 4 4 2} Ben Jann, Institute of Sociology, University of Bern, [email protected]
921
+
922
+
923
+ {title:Also see}
924
+
925
+ Manual: {hi:[R] estimates}
926
+
927
+ {p 4 13 2}Online: help for
928
+ {helpb estimates},
929
+ {helpb ereturn},
930
+ {helpb program},
931
+ {helpb esttab},
932
+ {helpb estout},
933
+ {helpb eststo},
934
+ {helpb estpost}
935
+ {p_end}
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estout.ado ADDED
The diff for this file is too large to render. See raw diff
 
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estout.hlp ADDED
The diff for this file is too large to render. See raw diff
 
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estpost.ado ADDED
@@ -0,0 +1,1839 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 1.1.6 06aug2010 Ben Jann
2
+ * 1. estpost
3
+ * 2. estpost_summarize
4
+ * 3. estpost_tabulate
5
+ * 4. estpost_tabstat
6
+ * 5. estpost_ttest
7
+ * 6. estpost_correlate
8
+ * 7. estpost_stci (Stata 9 required)
9
+ * 8. estpost_ci
10
+ * 9. estpost_prtest
11
+ * 10. estpost__svy_tabulate
12
+ * 99. _erepost
13
+
14
+ * 1. estpost
15
+ program estpost, rclass // rclass => remove r()'s left behind by subcommand
16
+ version 8.2
17
+ local caller : di _caller()
18
+ capt syntax [, * ]
19
+ if _rc==0 { // => for bootstrap
20
+ _coef_table_header
21
+ ereturn display, `options'
22
+ exit
23
+ }
24
+ gettoken subcommand rest : 0, parse(" ,:")
25
+ capt confirm name `subcommand'
26
+ if _rc {
27
+ di as err "invalid subcommand"
28
+ exit 198
29
+ }
30
+
31
+ local l = length(`"`subcommand'"')
32
+ if `"`subcommand'"'==substr("summarize",1,max(2,`l')) local subcommand "summarize"
33
+ else if `"`subcommand'"'==substr("tabulate",1,max(2,`l')) local subcommand "tabulate"
34
+ else if `"`subcommand'"'==substr("correlate",1,max(3,`l')) local subcommand "correlate"
35
+ else if `"`subcommand'"'=="svy" {
36
+ _estpost_parse_svy `macval(rest)'
37
+ }
38
+ else if substr(`"`subcommand'"',1,5)=="_svy_" {
39
+ di as err "invalid subcommand"
40
+ exit 198
41
+ }
42
+
43
+ capt local junk: properties estpost_`subcommand' // does not work in Stata 8
44
+ if _rc==199 {
45
+ di as err "invalid subcommand"
46
+ exit 198
47
+ }
48
+
49
+ version `caller': estpost_`subcommand' `macval(rest)'
50
+ //eret list
51
+ end
52
+ program _estpost_markout2 // marks out obs that are missing on *all* variables
53
+ gettoken touse varlist: 0
54
+ if `:list sizeof varlist'>0 {
55
+ tempname touse2
56
+ gen byte `touse2' = 0
57
+ foreach var of local varlist {
58
+ qui replace `touse2' = 1 if !missing(`var')
59
+ }
60
+ qui replace `touse' = 0 if `touse2'==0
61
+ }
62
+ end
63
+ program _estpost_parse_svy
64
+ version 9.2
65
+ _on_colon_parse `0'
66
+ local 0 `"`s(after)'"'
67
+ gettoken subcommand rest : 0, parse(" ,")
68
+ local l = length(`"`subcommand'"')
69
+ if `"`subcommand'"'==substr("tabulate",1,max(2,`l')) local subcommand "tabulate"
70
+ c_local subcommand `"_svy_`subcommand'"'
71
+ c_local rest `"`s(before)' : `rest'"'
72
+ end
73
+ program _estpost_namesandlabels // used by some routines such as estpost_tabulate
74
+ version 8.2 // returns locals names, savenames, and labels
75
+ args varname values0 labels0
76
+ if `"`values0'"'=="" { // generate values: 1 2 3 ...
77
+ local i 0
78
+ foreach label of local labels0 {
79
+ local values0 `values0' `++i'
80
+ }
81
+ }
82
+ local haslabels 0
83
+ if `"`labels0'"'=="" & "`varname'"!="" {
84
+ local vallab: value label `varname'
85
+ }
86
+ while (1) {
87
+ gettoken value values0 : values0
88
+ if "`value'"=="" continue, break //=> exit loop
89
+ if `"`vallab'"'!="" {
90
+ local lbl: label `vallab' `value', strict
91
+ }
92
+ else {
93
+ gettoken lbl labels0 : labels0
94
+ }
95
+ if index("`value'",".") {
96
+ local haslabels 1
97
+ if `"`lbl'"'=="" {
98
+ local lbl "`value'"
99
+ }
100
+ local value: subinstr local value "." "_missing_"
101
+ }
102
+ local names0 `names0' `value'
103
+ if `"`lbl'"'!="" {
104
+ local labels `"`labels'`lblspace'`value' `"`lbl'"'"'
105
+ local lblspace " "
106
+ }
107
+ if `haslabels' continue
108
+ if `"`lbl'"'=="" {
109
+ local names `"`names'`space'`value'"'
110
+ local savenames `"`savenames'`space'`value'"'
111
+ }
112
+ else {
113
+ if regexm(`"`lbl'"', `"[:."]"') local haslabels 1
114
+ else if length(`"`lbl'"')>30 local haslabels 1
115
+ else {
116
+ local names `"`names'`space'`"`lbl'"'"'
117
+ local lbl: subinstr local lbl " " "_", all
118
+ local savenames `"`savenames'`space'`lbl'"'
119
+ }
120
+ }
121
+ local space " "
122
+ }
123
+ if `haslabels' {
124
+ local names `names0'
125
+ local savenames `names0'
126
+ }
127
+ c_local names `"`names'"' // to be used as matrix row- or colnames
128
+ c_local savenames `"`savenames'"' // names without spaces (for matlist)
129
+ if `haslabels' {
130
+ c_local labels `"`labels'"' // label dictionary
131
+ }
132
+ else c_local labels ""
133
+ end
134
+ program _estpost_eqnamesandlabels // used by some routines such as estpost_tabulate
135
+ version 8.2 // returns locals eqnames and eqlabels
136
+ args varname values0 labels0
137
+ if `"`values0'"'=="" { // generate values: 1 2 3 ...
138
+ local i 0
139
+ foreach label of local labels0 {
140
+ local values0 `values0' `++i'
141
+ }
142
+ }
143
+ local haslabels 0
144
+ if `"`labels0'"'=="" & "`varname'"!="" {
145
+ local vallab: value label `varname'
146
+ }
147
+ while (1) {
148
+ gettoken value values0 : values0
149
+ if "`value'"=="" continue, break //=> exit loop
150
+ if `"`vallab'"'!="" {
151
+ local lbl: label `vallab' `value', strict
152
+ }
153
+ else {
154
+ gettoken lbl labels0 : labels0
155
+ }
156
+ if index("`value'",".") {
157
+ local haslabels 1
158
+ if `"`lbl'"'=="" {
159
+ local lbl "`value'"
160
+ }
161
+ local value: subinstr local value "." "_missing_"
162
+ }
163
+ local names0 `names0' `value'
164
+ if `"`lbl'"'=="" local lbl "`value'"
165
+ local labels `"`labels'`lblspace'`"`lbl'"'"'
166
+ local lblspace " "
167
+ if `haslabels' continue
168
+ if `"`lbl'"'=="" {
169
+ local names `"`names'`space'`value'"'
170
+ }
171
+ else {
172
+ if regexm(`"`lbl'"', `"[:."]"') local haslabels 1
173
+ else if length(`"`lbl'"')>30 local haslabels 1
174
+ else {
175
+ local names `"`names'`space'`"`lbl'"'"'
176
+ }
177
+ }
178
+ local space " "
179
+ }
180
+ if `haslabels' {
181
+ local names `names0'
182
+ }
183
+ c_local eqnames `"`names'"' // to be used as matrix roweqs or coleqs
184
+ if `haslabels' {
185
+ c_local eqlabels `"`labels'"' // list of labels
186
+ }
187
+ else c_local eqlabels ""
188
+ end
189
+
190
+ * 2. estpost_summarize: wrapper for -summarize-
191
+ prog estpost_summarize, eclass
192
+ version 8.2
193
+ local caller : di _caller() // not used
194
+
195
+ // syntax
196
+ syntax [varlist] [if] [in] [aw fw iw] [, ESample Quietly ///
197
+ LISTwise CASEwise Detail MEANonly ]
198
+ if "`casewise'"!="" local listwise listwise
199
+
200
+ // sample
201
+ if "`listwise'"!="" marksample touse
202
+ else {
203
+ marksample touse, nov
204
+ _estpost_markout2 `touse' `varlist'
205
+ }
206
+ qui count if `touse'
207
+ local N = r(N)
208
+ if `N'==0 error 2000
209
+
210
+ // gather results
211
+ local nvars: list sizeof varlist
212
+ tempname emptymat
213
+ mat `emptymat' = J(1, `nvars', .)
214
+ mat coln `emptymat' = `varlist'
215
+ local i 0
216
+ local rnames ""
217
+ foreach v of local varlist {
218
+ local ++i
219
+ qui summarize `v' if `touse' [`weight'`exp'], `detail' `meanonly'
220
+ local rnamesi: r(scalars)
221
+ local rnamesi: list rnamesi - rnames
222
+ if `"`rnamesi'"'!="" {
223
+ foreach name of local rnamesi {
224
+ tempname _`name'
225
+ mat `_`name'' = `emptymat'
226
+ }
227
+ local rnames: list rnames | rnamesi
228
+ }
229
+ foreach rname of local rnames {
230
+ mat `_`rname''[1,`i'] = r(`rname')
231
+ }
232
+ }
233
+
234
+ // display
235
+ if "`quietly'"=="" {
236
+ tempname res
237
+ local rescoln
238
+ foreach rname of local rnames {
239
+ mat `res' = nullmat(`res'), `_`rname'''
240
+ if "`rname'"=="N" {
241
+ local rescoln `rescoln' e(count)
242
+ }
243
+ else {
244
+ local rescoln `rescoln' e(`rname')
245
+ }
246
+ }
247
+ mat coln `res' = `rescoln'
248
+ if c(stata_version)<9 {
249
+ mat list `res', noheader nohalf format(%9.0g)
250
+ }
251
+ else {
252
+ matlist `res', nohalf lines(oneline)
253
+ }
254
+ mat drop `res'
255
+ }
256
+
257
+ // post results
258
+ local b
259
+ local V
260
+ if c(stata_version)<9 { // b and V required in Stata 8
261
+ tempname b V
262
+ mat `b' = J(1, `nvars', 0)
263
+ mat coln `b' = `varlist'
264
+ mat `V' = `b'' * `b'
265
+ }
266
+ if "`esample'"!="" local esample esample(`touse')
267
+ eret post `b' `V', obs(`N') `esample'
268
+
269
+ eret scalar k = `nvars'
270
+
271
+ eret local wexp `"`exp'"'
272
+ eret local wtype `"`weight'"'
273
+ eret local subcmd "summarize"
274
+ eret local cmd "estpost"
275
+
276
+ local nmat: list sizeof rnames
277
+ forv i=`nmat'(-1)1 {
278
+ local rname: word `i' of `rnames'
279
+ if "`rname'"=="N" {
280
+ eret matrix count = `_N'
281
+ continue
282
+ }
283
+ eret matrix `rname' = `_`rname''
284
+ }
285
+ end
286
+
287
+
288
+ * 2. estpost_tabulate: wrapper for -tabulate-
289
+ prog estpost_tabulate, eclass
290
+ version 8.2
291
+ local caller : di _caller() // not used
292
+ syntax varlist(min=1 max=2) [if] [in] [fw aw iw pw] [, * ]
293
+ if `:list sizeof varlist'==1 {
294
+ version `caller': estpost_tabulate_oneway `0'
295
+ }
296
+ else {
297
+ version `caller': estpost_tabulate_twoway `0'
298
+ }
299
+ end
300
+ prog estpost_tabulate_oneway, eclass
301
+ version 8.2
302
+ local caller : di _caller() // not used
303
+
304
+ // syntax
305
+ syntax varname [if] [in] [fw aw iw] [, ESample Quietly ///
306
+ noTOTal subpop(passthru) Missing sort noLabel ]
307
+
308
+ // sample
309
+ if "`missing'"!="" marksample touse, nov strok
310
+ else marksample touse, strok
311
+ qui count if `touse'
312
+ local N = r(N)
313
+ if `N'==0 error 2000
314
+
315
+ // handle string variables
316
+ capt confirm numeric variable `varlist'
317
+ if _rc {
318
+ tempname varname
319
+ qui encode `varlist' if `touse', generate(`varname')
320
+ }
321
+ else local varname `varlist'
322
+
323
+ // gather results
324
+ tempname count vals
325
+ tab `varname' if `touse' [`weight'`exp'], nofreq ///
326
+ matcell(`count') matrow(`vals') `subpop' `missing' `sort'
327
+ local N = r(N)
328
+ mat `count' = `count''
329
+ local R = r(r)
330
+ forv r = 1/`R' {
331
+ local value: di `vals'[`r',1]
332
+ local values `values' `value'
333
+ }
334
+ if "`label'"=="" {
335
+ _estpost_namesandlabels `varname' "`values'" // sets names, savenames, labels
336
+ }
337
+ else {
338
+ _estpost_namesandlabels "" "`values'"
339
+ }
340
+ if "`total'"=="" {
341
+ mat `count' = `count', `N'
342
+ local names `"`names' Total"'
343
+ local savenames `"`savenames' Total"'
344
+ local linesopt "lines(rowtotal)"
345
+ }
346
+ mat colname `count' = `names'
347
+ tempname percent cum
348
+ mat `percent' = `count'/`N'*100
349
+ mat `cum' = J(1, colsof(`count'), .z)
350
+ mat colname `cum' = `names'
351
+ mat `cum'[1,1] = `count'[1,1]
352
+ forv r = 2/`R' {
353
+ mat `cum'[1,`r'] = `cum'[1,`r'-1] + `count'[1,`r']
354
+ }
355
+ mat `cum' = `cum'/`N'*100
356
+
357
+ // display
358
+ if "`quietly'"=="" {
359
+ tempname res
360
+ mat `res' = `count'', `percent'', `cum''
361
+ mat coln `res' = e(b) e(pct) e(cumpct)
362
+ if c(stata_version)<9 {
363
+ mat list `res', noheader nohalf format(%9.0g) nodotz
364
+ }
365
+ else {
366
+ mat rown `res' = `savenames'
367
+ matlist `res', nohalf `linesopt' rowtitle(`varlist') nodotz
368
+ }
369
+ mat drop `res'
370
+ if `"`labels'"'!="" {
371
+ di _n as txt "row labels saved in macro e(labels)"
372
+ }
373
+ }
374
+
375
+ // post results
376
+ local V
377
+ if c(stata_version)<9 { // V required in Stata 8
378
+ tempname V
379
+ mat `V' = `count'' * `count' * 0
380
+ }
381
+ if "`esample'"!="" local esample esample(`touse')
382
+ eret post `count' `V', depname(`varlist') obs(`N') `esample'
383
+ eret scalar r = r(r)
384
+ eret local wexp `"`exp'"'
385
+ eret local wtype `"`weight'"'
386
+ eret local labels `"`labels'"'
387
+ eret local depvar "`varlist'"
388
+ eret local subcmd "tabulate"
389
+ eret local cmd "estpost"
390
+ eret mat cumpct = `cum'
391
+ eret mat pct = `percent'
392
+ end
393
+ prog estpost_tabulate_twoway, eclass
394
+ version 8.2
395
+ local caller : di _caller() // not used
396
+
397
+ // syntax
398
+ syntax varlist(min=2 max=2) [if] [in] [fw aw iw] [, ESample Quietly ///
399
+ noTOTal Missing noLabel ///
400
+ CHi2 Exact Exact2(passthru) Gamma LRchi2 Taub v All noLOg ]
401
+ local v = upper("`v'")
402
+ local qui2 "`quietly'"
403
+ local hastests = `"`chi2'`exact'`exact2'`gamma'`lrchi2'`taub'`v'`all'"'!=""
404
+ if `hastests' local nofreq nofreq
405
+ else local qui2 "quietly"
406
+
407
+ // sample
408
+ if "`missing'"!="" marksample touse, nov strok
409
+ else marksample touse, strok
410
+ qui count if `touse'
411
+ local N = r(N)
412
+ if `N'==0 error 2000
413
+
414
+ // handle string variables
415
+ gettoken rvar cvar : varlist
416
+ gettoken cvar : cvar
417
+ foreach d in r c {
418
+ capt confirm numeric variable ``d'var'
419
+ if _rc {
420
+ tempname `d'varname
421
+ qui encode ``d'var' if `touse', generate(``d'varname')
422
+ }
423
+ else local `d'varname ``d'var'
424
+ }
425
+
426
+ // gather results
427
+ tempname cell rvals cvals
428
+ if `hastests' {
429
+ `quietly' di ""
430
+ }
431
+ `qui2' tab `rvarname' `cvarname' if `touse' [`weight'`exp'], `nofreq' ///
432
+ matcell(`cell') matrow(`rvals') matcol(`cvals') `missing' ///
433
+ `chi2' `exact' `exact2' `gamma' `lrchi2' `taub' `v' `all' `log'
434
+ mat `cvals' = `cvals''
435
+ local N = r(N)
436
+ tempname rtot ctot
437
+ mat `ctot' = J(1,rowsof(`cell'),1) * `cell'
438
+ mat `rtot' = `cell' * J(colsof(`cell'),1,1)
439
+ foreach d in r c {
440
+ local I = r(`d')
441
+ forv i = 1/`I' {
442
+ local value: di ``d'vals'[`i',1]
443
+ local `d'values ``d'values' `value'
444
+ }
445
+ }
446
+ if "`label'"=="" {
447
+ _estpost_namesandlabels `rvarname' "`rvalues'" // sets names, savenames, labels
448
+ _estpost_eqnamesandlabels `cvarname' "`cvalues'" // sets eqnames, eqlabels
449
+ }
450
+ else {
451
+ _estpost_namesandlabels "" "`rvalues'" // sets names, savenames, labels
452
+ _estpost_eqnamesandlabels "" "`cvalues'" // sets eqnames, eqlabels
453
+ }
454
+ local savenames0 `"`savenames'"'
455
+ local savenames
456
+ if "`total'"=="" {
457
+ mat `ctot' = `ctot', `N'
458
+ mat `cell' = (`cell', `rtot') \ `ctot'
459
+ mat `rtot' = `rtot' \ `N'
460
+ local names `"`names' Total"'
461
+ local savenames0 `"`savenames0' Total"'
462
+ local eqnames `"`eqnames' Total"'
463
+ }
464
+ mat rowname `cell' = `names'
465
+ tempname count col row tot tmp
466
+ forv i = 1/`=colsof(`cell')' {
467
+ gettoken eq eqnames : eqnames
468
+ mat `tmp' = `cell'[1...,`i']
469
+ mat roweq `tmp' = `"`eq'"'
470
+ mat `tmp' = `tmp''
471
+ mat `count' = nullmat(`count'), `tmp'
472
+ mat `col' = nullmat(`col'), `tmp' / `ctot'[1,`i']*100
473
+ forv j = 1/`=colsof(`tmp')' {
474
+ mat `tmp'[1,`j'] = `tmp'[1,`j'] / `rtot'[`j',1]*100
475
+ }
476
+ mat `row' = nullmat(`row'), `tmp'
477
+ local savenames `"`savenames' `savenames0'"'
478
+ }
479
+ mat `tot' = `count' / `N'*100
480
+
481
+ // display
482
+ if "`quietly'"=="" {
483
+ tempname res
484
+ mat `res' = `count'', `tot'', `col'', `row''
485
+ mat coln `res' = e(b) e(pct) e(colpct) e(rowpct)
486
+ if c(stata_version)<9 {
487
+ mat list `res', noheader nohalf format(%9.0g)
488
+ }
489
+ else {
490
+ mat rown `res' = `savenames'
491
+ di _n as res %-12s abbrev("`cvar'",12) as txt " {c |}{space 44}"
492
+ matlist `res', twidth(12) format(%9.0g) noblank nohalf rowtitle(`rvar')
493
+ }
494
+ mat drop `res'
495
+ if `"`labels'`eqlabels'"'!="" {
496
+ di ""
497
+ if `"`labels'"'!="" {
498
+ di as txt "row labels saved in macro e(labels)"
499
+ }
500
+ if `"`eqlabels'"'!="" {
501
+ di as txt "column labels saved in macro e(eqlabels)"
502
+ }
503
+ }
504
+ }
505
+
506
+ // post results
507
+ local V
508
+ if c(stata_version)<9 { // V required in Stata 8
509
+ tempname V
510
+ mat `V' = `count'' * `count' * 0
511
+ }
512
+ if "`esample'"!="" local esample esample(`touse')
513
+ eret post `count' `V', obs(`N') `esample'
514
+ local rscalars: r(scalars)
515
+ local rscalars: subinstr local rscalars "N" "", word
516
+ foreach rsc of local rscalars {
517
+ eret scalar `rsc' = r(`rsc')
518
+ }
519
+ eret local wexp `"`exp'"'
520
+ eret local wtype `"`weight'"'
521
+ eret local labels `"`labels'"'
522
+ eret local eqlabels `"`eqlabels'"'
523
+ eret local colvar "`cvar'"
524
+ eret local rowvar "`rvar'"
525
+ eret local subcmd "tabulate"
526
+ eret local cmd "estpost"
527
+ eret mat rowpct = `row'
528
+ eret mat colpct = `col'
529
+ eret mat pct = `tot'
530
+ end
531
+
532
+
533
+ * 4. estpost_tabstat: wrapper for -tabstat-
534
+ prog estpost_tabstat, eclass
535
+ version 8.2
536
+ local caller : di _caller() // not used
537
+
538
+ // syntax
539
+ syntax varlist [if] [in] [aw fw] [, ESample Quietly ///
540
+ Statistics(passthru) stats(passthru) LISTwise CASEwise ///
541
+ by(varname) noTotal Missing Columns(str) ]
542
+ if "`casewise'"!="" local listwise listwise
543
+ local l = length(`"`columns'"')
544
+ if `"`columns'"'==substr("variables",1,max(1,`l')) local columns "variables"
545
+ else if `"`columns'"'==substr("statistics",1,max(1,`l')) local columns "statistics"
546
+ else if `"`columns'"'=="stats" local columns "statistics"
547
+ else if `"`columns'"'=="" {
548
+ if `:list sizeof varlist'>1 local columns "variables"
549
+ else local columns "statistics"
550
+ }
551
+ else {
552
+ di as err `"columns(`columns') invalid"'
553
+ exit 198
554
+ }
555
+
556
+ // sample
557
+ if "`listwise'"!="" marksample touse
558
+ else {
559
+ marksample touse, nov
560
+ _estpost_markout2 `touse' `varlist'
561
+ }
562
+ if "`by'"!="" {
563
+ if "`missing'"=="" markout `touse' `by', strok
564
+ local byopt "by(`by')"
565
+ }
566
+ qui count if `touse'
567
+ local N = r(N)
568
+ if `N'==0 error 2000
569
+
570
+ // gather results
571
+ if "`total'"!="" & "`by'"=="" {
572
+ di as txt "nothing to post"
573
+ eret clear
574
+ exit
575
+ }
576
+ qui tabstat `varlist' if `touse' [`weight'`exp'], save ///
577
+ `statistics' `stats' `byopt' `total' `missing' columns(`columns')
578
+ tempname tmp
579
+ capt confirm matrix r(StatTot)
580
+ if _rc {
581
+ mat `tmp' = r(Stat1)
582
+ }
583
+ else {
584
+ mat `tmp' = r(StatTot)
585
+ }
586
+ if `"`columns'"'=="statistics" {
587
+ local cnames: rownames `tmp'
588
+ local cnames: subinstr local cnames "N" "count", word all
589
+ local cnames: subinstr local cnames "se(mean)" "semean", word all
590
+ local R = colsof(`tmp')
591
+ local stats "`cnames'"
592
+ local vars: colnames `tmp'
593
+ }
594
+ else {
595
+ local cnames: colnames `tmp'
596
+ local R = rowsof(`tmp')
597
+ local stats: rownames `tmp'
598
+ local stats: subinstr local stats "N" "count", word all
599
+ local stats: subinstr local stats "se(mean)" "semean", word all
600
+ local vars "`cnames'"
601
+ local cnames: subinstr local cnames "b" "_b", word all
602
+ local cnames: subinstr local cnames "V" "_V", word all
603
+ }
604
+ local j 0
605
+ foreach cname of local cnames {
606
+ tempname _`++j'
607
+ }
608
+ local groups: r(macros)
609
+ local g: list sizeof groups
610
+ local space
611
+ local labels
612
+ forv i = 1/`g' {
613
+ local labels `"`labels'`space'`"`r(name`i')'"'"'
614
+ }
615
+ if `R'==1 {
616
+ _estpost_namesandlabels "" "" `"`labels'"' // sets names, savenames, labels
617
+ }
618
+ else {
619
+ _estpost_eqnamesandlabels "" "" `"`labels'"' // sets eqnames, eqlabels
620
+ local names `"`eqnames'"'
621
+ local labels `"`eqlabels'"'
622
+ }
623
+ forv i = 1/`g' {
624
+ gettoken name names : names
625
+ mat `tmp' = r(Stat`i')
626
+ mat rown `tmp' = `stats'
627
+ if `"`columns'"'=="statistics" {
628
+ mat `tmp' = `tmp''
629
+ }
630
+ if `R'==1 {
631
+ mat rown `tmp' = `"`name'"'
632
+ }
633
+ else {
634
+ mat roweq `tmp' = `"`name'"'
635
+ }
636
+ local j 0
637
+ foreach cname of local cnames {
638
+ local ++j
639
+ mat `_`j'' = nullmat(`_`j''), `tmp'[1..., `j']'
640
+ }
641
+ }
642
+ if "`total'"=="" {
643
+ mat `tmp' = r(StatTot)
644
+ mat rown `tmp' = `stats'
645
+ if `"`columns'"'=="statistics" {
646
+ mat `tmp' = `tmp''
647
+ }
648
+ if `g'>0 {
649
+ if `R'==1 {
650
+ mat rown `tmp' = "Total"
651
+ local savenames `"`savenames' Total"'
652
+ local rowtotal "lines(rowtotal)"
653
+ }
654
+ else {
655
+ mat roweq `tmp' = "Total"
656
+ if `"`labels'"'!="" {
657
+ local labels `"`labels' Total"'
658
+ }
659
+ }
660
+ }
661
+ local j 0
662
+ foreach cname of local cnames {
663
+ local ++j
664
+ mat `_`j'' = nullmat(`_`j''), `tmp'[1..., `j']'
665
+ }
666
+ }
667
+
668
+ // display
669
+ if "`quietly'"=="" {
670
+ tempname res
671
+ local rescoln
672
+ local j 0
673
+ foreach cname of local cnames {
674
+ local ++j
675
+ mat `res' = nullmat(`res'), `_`j'''
676
+ local rescoln `rescoln' e(`cname')
677
+ }
678
+ mat coln `res' = `rescoln'
679
+ di _n as txt "Summary statistics: `stats'"
680
+ di as txt " for variables: `vars'"
681
+ if "`by'"!="" {
682
+ di as txt " by categories of: `by'"
683
+ }
684
+ if c(stata_version)<9 {
685
+ mat list `res', noheader nohalf format(%9.0g)
686
+ }
687
+ else {
688
+ if `R'==1 & `g'>0 {
689
+ mat rown `res' = `savenames'
690
+ }
691
+ matlist `res', nohalf `rowtotal' rowtitle(`by')
692
+ }
693
+ if `"`labels'"'!="" {
694
+ di _n as txt "category labels saved in macro e(labels)"
695
+ }
696
+ mat drop `res'
697
+ }
698
+
699
+ // post results
700
+ local b
701
+ local V
702
+ if c(stata_version)<9 { // b and V required in Stata 8
703
+ tempname b V
704
+ mat `b' = `_1' \ J(1, colsof(`_1'), 0)
705
+ mat `b' = `b'[2,1...]
706
+ mat `V' = `b'' * `b'
707
+ }
708
+ if "`esample'"!="" local esample esample(`touse')
709
+ eret post `b' `V', obs(`N') `esample'
710
+
711
+ eret local labels `"`labels'"'
712
+ eret local byvar "`by'"
713
+ eret local vars "`vars'"
714
+ eret local stats "`stats'"
715
+ eret local wexp `"`exp'"'
716
+ eret local wtype `"`weight'"'
717
+ eret local subcmd "tabstat"
718
+ eret local cmd "estpost"
719
+
720
+ local nmat: list sizeof cnames
721
+ forv j=`nmat'(-1)1 {
722
+ local cname: word `j' of `cnames'
723
+ eret matrix `cname' = `_`j''
724
+ }
725
+ end
726
+
727
+
728
+ * 5. estpost_ttest: wrapper for -ttest- (two-sample)
729
+ prog estpost_ttest, eclass
730
+ version 8.2
731
+ local caller : di _caller() // not used
732
+
733
+ // syntax
734
+ syntax varlist(numeric) [if] [in] , by(varname) [ ESample Quietly ///
735
+ LISTwise CASEwise UNEqual Welch ]
736
+ if "`casewise'"!="" local listwise listwise
737
+
738
+ // sample
739
+ if "`listwise'"!="" marksample touse
740
+ else {
741
+ marksample touse, nov
742
+ _estpost_markout2 `touse' `varlist'
743
+ }
744
+ markout `touse' `by', strok
745
+ qui count if `touse'
746
+ local N = r(N)
747
+ if `N'==0 error 2000
748
+
749
+ // gather results
750
+ local nvars: list sizeof varlist
751
+ tempname diff count
752
+ mat `diff' = J(1, `nvars', .)
753
+ mat coln `diff' = `varlist'
754
+ mat `count' = `diff'
755
+ local mnames se /*sd*/ t df_t p_l p p_u N_1 mu_1 /*sd_1*/ N_2 mu_2 /*sd_2*/
756
+ foreach m of local mnames {
757
+ tempname `m'
758
+ mat ``m'' = `diff'
759
+ }
760
+ local i 0
761
+ foreach v of local varlist {
762
+ local ++i
763
+ qui ttest `v' if `touse', by(`by') `unequal' `welch'
764
+ mat `diff'[1,`i'] = r(mu_1) - r(mu_2)
765
+ mat `count'[1,`i'] = r(N_1) + r(N_2)
766
+ foreach m of local mnames {
767
+ mat ``m''[1,`i'] = r(`m')
768
+ }
769
+ }
770
+
771
+ // display
772
+ if "`quietly'"=="" {
773
+ tempname res
774
+ mat `res' = `diff'', `count''
775
+ local rescoln "e(b) e(count)"
776
+ foreach m of local mnames {
777
+ mat `res' = `res', ``m'''
778
+ local rescoln `rescoln' e(`m')
779
+ }
780
+ mat coln `res' = `rescoln'
781
+ if c(stata_version)<9 {
782
+ mat list `res', noheader nohalf format(%9.0g)
783
+ }
784
+ else {
785
+ matlist `res', nohalf lines(oneline)
786
+ }
787
+ mat drop `res'
788
+ }
789
+
790
+ // post results
791
+ local V
792
+ if c(stata_version)<9 { // V required in Stata 8
793
+ tempname V
794
+ mat `V' = diag(vecdiag(`se'' * `se'))
795
+ }
796
+ if "`esample'"!="" local esample esample(`touse')
797
+ eret post `diff' `V', obs(`N') `esample'
798
+
799
+ eret scalar k = `nvars'
800
+
801
+ eret local wexp `"`exp'"'
802
+ eret local wtype `"`weight'"'
803
+ eret local welch "`welch'"
804
+ eret local unequal "`unequal'"
805
+ eret local byvar "`by'"
806
+ eret local subcmd "ttest"
807
+ eret local cmd "estpost"
808
+
809
+ local nmat: list sizeof mnames
810
+ forv i=`nmat'(-1)1 {
811
+ local m: word `i' of `mnames'
812
+ eret matrix `m' = ``m''
813
+ }
814
+ eret matrix count = `count'
815
+ end
816
+
817
+
818
+ * 6. estpost_correlate: wrapper for -correlate-
819
+ prog estpost_correlate, eclass
820
+ version 8.2
821
+ local caller : di _caller() // not used
822
+
823
+ // syntax
824
+ syntax varlist [if] [in] [aw fw iw pw] [, ESample Quietly ///
825
+ LISTwise CASEwise ///
826
+ Matrix noHalf Print(real 1) /*Covariance*/ Bonferroni SIDak ]
827
+ if "`casewise'"!="" local listwise listwise
828
+ if "`bonferroni'"!="" & "`sidak'"!="" {
829
+ di as err "only one of bonferroni and sidak allowed"
830
+ exit 198
831
+ }
832
+ local pw = ("`weight'"=="pweight")
833
+ if `:list sizeof varlist'<=1 & `"`matrix'"'=="" {
834
+ di as err "too few variables specified"
835
+ exit 102
836
+ }
837
+ if `"`matrix'"'!="" & `"`half'"'!="" local fullmatrix fullmatrix
838
+
839
+ // sample
840
+ if "`listwise'"!="" marksample touse
841
+ else {
842
+ marksample touse, nov
843
+ _estpost_markout2 `touse' `varlist'
844
+ }
845
+ qui count if `touse'
846
+ local N = r(N)
847
+ if `N'==0 error 2000
848
+
849
+ // gather results
850
+ tempname b rho pval count
851
+ if "`bonferroni'`sidak'"!="" {
852
+ local nvars : list sizeof varlist
853
+ local k = `nvars' * (`nvars'-1) / 2
854
+ }
855
+ foreach depvar of local varlist {
856
+ if `"`fullmatrix'"'!="" {
857
+ local indepvars `varlist'
858
+ }
859
+ else if `"`matrix'"'!="" {
860
+ local indepvars `depvar' `ferest()'
861
+ }
862
+ else {
863
+ local indepvars `ferest()'
864
+ }
865
+ foreach v of local indepvars {
866
+ qui reg `depvar' `v' [`weight'`exp'] if `touse'
867
+ local r = sqrt(e(r2)) * (-1)^(_b[`v']<0)
868
+ local n = e(N)
869
+ mat `b' = nullmat(`b'), `r'
870
+ if "`depvar'"=="`v'" {
871
+ mat `rho' = nullmat(`rho'), `r'
872
+ mat `count' = nullmat(`count'), `n'
873
+ mat `pval' = nullmat(`pval'), .z
874
+ continue
875
+ }
876
+ local p = Ftail(e(df_m), e(df_r), e(F))
877
+ if `pw' {
878
+ qui reg `v' `depvar' [`weight'`exp'] if `touse'
879
+ local p = max(`p', Ftail(e(df_m), e(df_r), e(F)))
880
+ }
881
+ if "`bonferroni'"!="" {
882
+ local p = min(1, `k'*`p')
883
+ }
884
+ else if "`sidak'"!="" {
885
+ local p = min(1, 1 - (1-`p')^`k')
886
+ }
887
+ if `p'>`print' {
888
+ local r .z
889
+ local n .z
890
+ local p .z
891
+ }
892
+ mat `rho' = nullmat(`rho'), `r'
893
+ mat `count' = nullmat(`count'), `n'
894
+ mat `pval' = nullmat(`pval'), `p'
895
+ }
896
+ if `"`matrix'`fullmatrix'"'=="" {
897
+ local colnames `indepvars'
898
+ local depname `depvar'
899
+ continue, break
900
+ }
901
+ foreach v of local indepvars {
902
+ local colnames `"`colnames'`depvar':`v' "'
903
+ }
904
+ }
905
+ mat coln `b' = `colnames'
906
+ mat coln `rho' = `colnames'
907
+ mat coln `count' = `colnames'
908
+ mat coln `pval' = `colnames'
909
+ local vce `"`e(vce)'"' // from last -regress- call
910
+ local vcetype `"`e(vcetype)'"'
911
+
912
+ // display
913
+ if "`quietly'"=="" {
914
+ tempname res
915
+ mat `res' = `b'', `rho'', `pval'', `count''
916
+ mat coln `res' = e(b) e(rho) e(p) e(count)
917
+ if c(stata_version)<9 {
918
+ mat list `res', noheader nohalf format(%9.0g) nodotz
919
+ }
920
+ else {
921
+ matlist `res', nohalf lines(oneline) rowtitle(`depname') nodotz
922
+ }
923
+ mat drop `res'
924
+ }
925
+
926
+ // post results
927
+ local V
928
+ if c(stata_version)<9 { // V required in Stata 8
929
+ tempname V
930
+ mat `V' = `b'' * `b' * 0
931
+ }
932
+ if "`esample'"!="" local esample esample(`touse')
933
+ eret post `b' `V', depname(`depname') obs(`N') `esample'
934
+ eret local vcetype `"`vcetype'"'
935
+ eret local vce `"`vce'"'
936
+ eret local wexp `"`exp'"'
937
+ eret local wtype `"`weight'"'
938
+ eret local depvar `depname'
939
+ eret local subcmd "correlate"
940
+ eret local cmd "estpost"
941
+ eret matrix count = `count'
942
+ eret matrix p = `pval'
943
+ eret matrix rho = `rho'
944
+ end
945
+
946
+
947
+ * 7. estpost_stci: wrapper for -stci-
948
+ prog estpost_stci, eclass
949
+ version 9.2 // Stata 8 not supported because levelsof is used
950
+ local caller : di _caller() // not used
951
+
952
+ // syntax
953
+ syntax [if] [in] [ , ESample Quietly by(varname) ///
954
+ Median Rmean Emean p(numlist >0 <100 integer max=1) ///
955
+ CCorr Level(real `c(level)') ]
956
+ local stat "p50"
957
+ if `"`p'"'!="" {
958
+ local stat `"p`p'"'
959
+ local p `"p(`p')"'
960
+ }
961
+ else if "`rmean'"!="" local stat "rmean"
962
+ else if "`emean'"!="" local stat "emean"
963
+
964
+ // sample
965
+ marksample touse
966
+ if `"`by'"'!="" {
967
+ markout `touse' `by', strok
968
+ }
969
+ qui count if `touse'
970
+ local N = r(N)
971
+ if `N'==0 error 2000
972
+
973
+ // get results
974
+ tempname _`stat' se N_sub lb ub
975
+ if "`by'"!="" {
976
+ qui levelsof `by' if `touse', local(levels)
977
+ capt confirm string variable `by'
978
+ if _rc {
979
+ local vallab: value label `by'
980
+ if `"`vallab'"'!="" {
981
+ _estpost_namesandlabels `by' `"`levels'"' // sets names, savenames, labels
982
+ }
983
+ else {
984
+ local names `"`levels'"'
985
+ local savenames `"`levels'"'
986
+ }
987
+ }
988
+ else {
989
+ _estpost_namesandlabels `by' "" `"`levels'"' // sets names, savenames, labels
990
+ }
991
+ }
992
+ local levels `"`levels' "total""'
993
+ local names `"`names' "total""'
994
+ local savenames `"`savenames' "total""'
995
+ gettoken l rest : levels, quotes
996
+ while (`"`l'"'!="") {
997
+ if `"`rest'"'=="" local lcond
998
+ else local lcond `" & `by'==`l'"'
999
+ qui stci if `touse'`lcond', `median' `rmean' `emean' `p' `ccorr' level(`level')
1000
+ mat `_`stat'' = nullmat(`_`stat''), r(`stat')
1001
+ mat `se' = nullmat(`se'), r(se)
1002
+ mat `N_sub' = nullmat(`N_sub'), r(N_sub)
1003
+ mat `lb' = nullmat(`lb'), r(lb)
1004
+ mat `ub' = nullmat(`ub'), r(ub)
1005
+ gettoken l rest : rest, quotes
1006
+ }
1007
+ foreach m in _`stat' se N_sub lb ub {
1008
+ mat coln ``m'' = `names'
1009
+ }
1010
+
1011
+ // display
1012
+ if "`quietly'"=="" {
1013
+ tempname res
1014
+ mat `res' = `N_sub'', `_`stat''', `se'', `lb'', `ub''
1015
+ mat coln `res' = e(count) e(`stat') e(se) e(lb) e(ub)
1016
+ di as txt "(confidence level is " `level' "%)"
1017
+ if c(stata_version)<9 {
1018
+ mat list `res', noheader nohalf format(%9.0g) nodotz
1019
+ }
1020
+ else {
1021
+ mat rown `res' = `savenames'
1022
+ matlist `res', nohalf lines(rowtotal) nodotz
1023
+ }
1024
+ mat drop `res'
1025
+ if `"`labels'"'!="" {
1026
+ di _n as txt "labels saved in macro e(labels)"
1027
+ }
1028
+ }
1029
+
1030
+ // post results
1031
+ local b
1032
+ local V
1033
+ if c(stata_version)<9 { // b and V required in Stata 8
1034
+ tempname b V
1035
+ mat `b' = `_`stat'' \ J(1, colsof(`_`stat''), 0)
1036
+ mat `b' = `b'[2,1...]
1037
+ mat `V' = `b'' * `b'
1038
+ }
1039
+ if "`esample'"!="" local esample esample(`touse')
1040
+ eret post `b' `V', obs(`N') `esample'
1041
+ eret scalar level = `level'
1042
+
1043
+ eret local ccorr `ccorr'
1044
+ eret local labels `"`labels'"'
1045
+ eret local subcmd "stci"
1046
+ eret local cmd "estpost"
1047
+
1048
+ eret matrix ub = `ub'
1049
+ eret matrix lb = `lb'
1050
+ eret matrix se = `se'
1051
+ eret matrix `stat' = `_`stat''
1052
+ eret matrix count = `N_sub'
1053
+ end
1054
+
1055
+
1056
+ * 8. estpost_ci: wrapper for -ci-
1057
+ prog estpost_ci, eclass
1058
+ version 8.2
1059
+ local caller : di _caller() // not used
1060
+
1061
+ // syntax
1062
+ syntax [varlist] [if] [in] [aw fw], [ ESample Quietly ///
1063
+ LISTwise CASEwise Level(real `c(level)') ///
1064
+ Binomial EXAct WAld Wilson Agresti Jeffreys ///
1065
+ Poisson Exposure(varname) ///
1066
+ ]
1067
+ if "`casewise'"!="" local listwise listwise
1068
+ if "`exposure'"!="" local exposureopt "exposure(`exposure')"
1069
+ if "`binomial'"!="" & "`exact'`wald'`wilson'`agresti'`jeffreys'"=="" local exact exact
1070
+
1071
+ // sample
1072
+ if "`listwise'"!="" marksample touse
1073
+ else {
1074
+ marksample touse, nov
1075
+ _estpost_markout2 `touse' `varlist'
1076
+ }
1077
+ qui count if `touse'
1078
+ local N = r(N)
1079
+ if `N'==0 error 2000
1080
+
1081
+ // gather results
1082
+ local mnames se lb ub
1083
+ tempname mean count `mnames'
1084
+ local i 0
1085
+ foreach v of local varlist {
1086
+ local ++i
1087
+ qui ci `v' if `touse' [`weight'`exp'], level(`level') ///
1088
+ `binomial' `exact' `wald' `wilson' `agresti' `jeffreys' ///
1089
+ `poisson' `exposureopt'
1090
+ if r(N)>=. continue
1091
+ mat `mean' = nullmat(`mean'), r(mean)
1092
+ mat `count' = nullmat(`count'), r(N)
1093
+ foreach m of local mnames {
1094
+ mat ``m'' = nullmat(``m''), r(`m')
1095
+ }
1096
+ local rnames "`rnames' `v'"
1097
+ }
1098
+ capt confirm matrix `count'
1099
+ if _rc {
1100
+ di as txt "nothing to post"
1101
+ eret clear
1102
+ exit
1103
+ }
1104
+ foreach m in mean count `mnames' {
1105
+ mat coln ``m'' = `rnames'
1106
+ }
1107
+ if "`listwise'"=="" { // update sample
1108
+ if colsof(`count') < `: list sizeof varlist' {
1109
+ _estpost_markout2 `touse' `rnames'
1110
+ qui count if `touse'
1111
+ local N = r(N)
1112
+ }
1113
+ }
1114
+
1115
+ // display
1116
+ if "`quietly'"=="" {
1117
+ tempname res
1118
+ mat `res' = `mean'', `count''
1119
+ local rescoln "e(b) e(count)"
1120
+ foreach m of local mnames {
1121
+ mat `res' = `res', ``m'''
1122
+ local rescoln `rescoln' e(`m')
1123
+ }
1124
+ mat coln `res' = `rescoln'
1125
+ di as txt "(confidence level is " `level' "%)"
1126
+ if c(stata_version)<9 {
1127
+ mat list `res', noheader nohalf format(%9.0g)
1128
+ }
1129
+ else {
1130
+ matlist `res', nohalf lines(oneline)
1131
+ }
1132
+ mat drop `res'
1133
+ }
1134
+
1135
+ // post results
1136
+ local V
1137
+ if c(stata_version)<9 { // V required in Stata 8
1138
+ tempname V
1139
+ mat `V' = diag(vecdiag(`se'' * `se'))
1140
+ }
1141
+ if "`esample'"!="" local esample esample(`touse')
1142
+ eret post `mean' `V', obs(`N') `esample'
1143
+
1144
+ eret scalar k = colsof(`count')
1145
+ eret scalar level = `level'
1146
+
1147
+ eret local wexp `"`exp'"'
1148
+ eret local wtype `"`weight'"'
1149
+ eret local exposure "`exposure'"
1150
+ eret local poisson "`poisson'"
1151
+ eret local binomial "`exact'`wald'`wilson'`agresti'`jeffreys'"
1152
+ eret local subcmd "ci"
1153
+ eret local cmd "estpost"
1154
+
1155
+ local nmat: list sizeof mnames
1156
+ forv i=`nmat'(-1)1 {
1157
+ local m: word `i' of `mnames'
1158
+ eret matrix `m' = ``m''
1159
+ }
1160
+ eret matrix count = `count'
1161
+ end
1162
+
1163
+
1164
+ * 9. estpost_prtest: wrapper for -prtest- (two-sample)
1165
+ prog estpost_prtest, eclass
1166
+ version 8.2
1167
+ local caller : di _caller() // not used
1168
+
1169
+ // syntax
1170
+ syntax varlist(numeric) [if] [in] , by(varname) [ ESample Quietly ///
1171
+ LISTwise CASEwise ]
1172
+ if "`casewise'"!="" local listwise listwise
1173
+
1174
+ // sample
1175
+ if "`listwise'"!="" marksample touse
1176
+ else {
1177
+ marksample touse, nov
1178
+ _estpost_markout2 `touse' `varlist'
1179
+ }
1180
+ markout `touse' `by', strok
1181
+ qui count if `touse'
1182
+ local N = r(N)
1183
+ if `N'==0 error 2000
1184
+
1185
+ // gather results
1186
+ local nvars: list sizeof varlist
1187
+ tempname diff count
1188
+ mat `count' = J(1, `nvars', .)
1189
+ mat coln `count' = `varlist'
1190
+ mat `diff' = `count'
1191
+ local mnames se se0 z p_l p p_u N_1 P_1 N_2 P_2
1192
+ foreach m of local mnames {
1193
+ tempname `m'
1194
+ mat ``m'' = `count'
1195
+ }
1196
+ local i 0
1197
+ foreach v of local varlist {
1198
+ local ++i
1199
+ qui prtest `v' if `touse', by(`by')
1200
+ mat `count'[1,`i'] = r(N_1) + r(N_2)
1201
+ mat `diff'[1,`i'] = r(P_1) - r(P_2)
1202
+ mat `se'[1,`i'] = sqrt(r(P_1)*(1-r(P_1))/r(N_1) + r(P_2)*(1-r(P_2))/r(N_2))
1203
+ mat `se0'[1,`i'] = `diff'[1,`i'] / r(z)
1204
+ mat `p_l'[1,`i'] = normal(r(z))
1205
+ mat `p'[1,`i'] = (1-normal(abs(r(z))))*2
1206
+ mat `p_u'[1,`i'] = 1-normal(r(z))
1207
+ foreach m in z N_1 P_1 N_2 P_2 {
1208
+ mat ``m''[1,`i'] = r(`m')
1209
+ }
1210
+ }
1211
+
1212
+ // display
1213
+ if "`quietly'"=="" {
1214
+ tempname res
1215
+ mat `res' = `diff'', `count''
1216
+ local rescoln "e(b) e(count)"
1217
+ foreach m of local mnames {
1218
+ mat `res' = `res', ``m'''
1219
+ local rescoln `rescoln' e(`m')
1220
+ }
1221
+ mat coln `res' = `rescoln'
1222
+ if c(stata_version)<9 {
1223
+ mat list `res', noheader nohalf format(%9.0g)
1224
+ }
1225
+ else {
1226
+ matlist `res', nohalf lines(oneline)
1227
+ }
1228
+ mat drop `res'
1229
+ }
1230
+
1231
+ // post results
1232
+ local V
1233
+ if c(stata_version)<9 { // V required in Stata 8
1234
+ tempname V
1235
+ mat `V' = diag(vecdiag(`se'' * `se'))
1236
+ }
1237
+ if "`esample'"!="" local esample esample(`touse')
1238
+ eret post `diff' `V', obs(`N') `esample'
1239
+
1240
+ eret scalar k = `nvars'
1241
+
1242
+ eret local wexp `"`exp'"'
1243
+ eret local wtype `"`weight'"'
1244
+ eret local byvar "`by'"
1245
+ eret local subcmd "prtest"
1246
+ eret local cmd "estpost"
1247
+
1248
+ local nmat: list sizeof mnames
1249
+ forv i=`nmat'(-1)1 {
1250
+ local m: word `i' of `mnames'
1251
+ eret matrix `m' = ``m''
1252
+ }
1253
+ eret matrix count = `count'
1254
+ end
1255
+
1256
+
1257
+ * 10. estpost__svy_tabulate: wrapper for -svy:tabulate-
1258
+ prog estpost__svy_tabulate
1259
+ version 9.2
1260
+ local caller : di _caller()
1261
+ _on_colon_parse `0'
1262
+ local svyopts `"svyopts(`s(before)')"'
1263
+ local 0 `"`s(after)'"'
1264
+ syntax varlist(min=1 max=2) [if] [in] [ , * ]
1265
+ if `:list sizeof varlist'==1 {
1266
+ version `caller': _svy_tabulate_oneway `varlist' `if' `in', ///
1267
+ `svyopts' `options'
1268
+ }
1269
+ else {
1270
+ version `caller': _svy_tabulate_twoway `varlist' `if' `in', ///
1271
+ `svyopts' `options'
1272
+ }
1273
+ end
1274
+ prog _svy_tabulate_oneway
1275
+ version 9.2
1276
+ local caller : di _caller() // not used
1277
+
1278
+ // syntax
1279
+ syntax varname [if] [in] [, ESample Quietly ///
1280
+ svyopts(str asis) MISSing Level(cilevel) ///
1281
+ noTOTal noMARGinals noLabel PROPortion PERcent ///
1282
+ CELl COUnt se ci deff deft * ]
1283
+ if "`marginals'"!="" local total "nototal"
1284
+ else if "`total'"!="" local marginals "nomarginals"
1285
+
1286
+ // run svy:tabulate
1287
+ `quietly' svy `svyopts' : tabulate `varlist' `if' `in', ///
1288
+ level(`level') `cell' `count' `se' `ci' `deff' `deft' ///
1289
+ `missing' `marginals' `label' `proportion' `percent' `options'
1290
+ if "`count'"!="" & "`cell'`se'`ci'`deff'`deft'"=="" { // => return count in e(b)
1291
+ quietly svy `svyopts' : tabulate `varlist' `if' `in', count se ///
1292
+ level(`level') `missing' `marginals' `label' `proportion' `percent' `options'
1293
+ }
1294
+
1295
+ // get labels
1296
+ qui levelsof `varlist' if e(sample), `missing' local(levels)
1297
+ local R : list sizeof levels
1298
+ if e(r)!=`R' {
1299
+ di as err "unexpected error; number of rows unequal number of levels"
1300
+ exit 499
1301
+ }
1302
+ capt confirm string variable `varlist'
1303
+ if _rc {
1304
+ if "`label'"=="" {
1305
+ _estpost_namesandlabels `varlist' "`levels'" // sets names, savenames, labels
1306
+ }
1307
+ else {
1308
+ _estpost_namesandlabels "" "`levels'" // sets names, savenames, labels
1309
+ }
1310
+ }
1311
+ else {
1312
+ _estpost_namesandlabels "" "" `"`levels'"' // sets names, savenames, labels
1313
+ }
1314
+
1315
+ // collect results
1316
+ tempname cell count obs b se lb ub deff deft
1317
+ local N_pop = cond(e(N_subpop)<., e(N_subpop), e(N_pop))
1318
+ local N_obs = cond(e(N_sub)<., e(N_sub), e(N))
1319
+ local tval = invttail(e(df_r), (100-`level')/200)
1320
+ mat `cell' = e(Prop)'
1321
+ mat `count' = `cell' * `N_pop'
1322
+ capture confirm matrix e(ObsSub)
1323
+ if _rc {
1324
+ mat `obs' = e(Obs)'
1325
+ }
1326
+ else {
1327
+ mat `obs' = e(ObsSub)'
1328
+ }
1329
+ capture confirm matrix e(Deff)
1330
+ if _rc local DEFF ""
1331
+ else {
1332
+ local DEFF deff
1333
+ mat `deff' = e(Deff)
1334
+ }
1335
+ capture confirm matrix e(Deft)
1336
+ if _rc local DEFT ""
1337
+ else {
1338
+ local DEFT deft
1339
+ mat `deft' = e(Deft)
1340
+ }
1341
+ mat `b' = e(b)
1342
+ mata: st_matrix(st_local("se"), sqrt(diagonal(st_matrix("e(V)")))')
1343
+ if "`total'"=="" {
1344
+ mat `cell' = `cell', 1
1345
+ mat `count' = `count', `N_pop'
1346
+ mat `obs' = `obs', `N_obs'
1347
+ if "`DEFF'"!="" mat `deff' = `deff', .z
1348
+ if "`DEFT'"!="" mat `deft' = `deft', .z
1349
+ if e(setype)=="count" {
1350
+ mat `b' = `b', `N_pop'
1351
+ mat `se' = `se', sqrt(el(e(V_col),1,1))
1352
+ }
1353
+ else { // e(setype)=="cell"
1354
+ mat `b' = `b', 1
1355
+ mat `se' = `se', 0
1356
+ }
1357
+ local names `"`names' "Total""'
1358
+ local savenames `"`savenames' "Total""'
1359
+ local linesopt "lines(rowtotal)"
1360
+
1361
+ }
1362
+ if e(setype)!="count" {
1363
+ mata: st_matrix( st_local("lb"), invlogit( ///
1364
+ logit(st_matrix(st_local("b"))) - strtoreal(st_local("tval")) * ///
1365
+ st_matrix(st_local("se")) :/ ///
1366
+ (st_matrix(st_local("b")) :* (1 :- st_matrix(st_local("b"))))))
1367
+ mata: st_matrix( st_local("ub"), invlogit( ///
1368
+ logit(st_matrix(st_local("b"))) + strtoreal(st_local("tval")) * ///
1369
+ st_matrix(st_local("se")) :/ ///
1370
+ (st_matrix(st_local("b")) :* (1 :- st_matrix(st_local("b"))))))
1371
+ if "`total'"=="" {
1372
+ mat `lb'[1, colsof(`lb')] = .z
1373
+ mat `ub'[1, colsof(`ub')] = .z
1374
+ }
1375
+ }
1376
+ else {
1377
+ mata: st_matrix( st_local("lb"), st_matrix(st_local("b")) - ///
1378
+ strtoreal(st_local("tval")) * st_matrix(st_local("se")) )
1379
+ mata: st_matrix( st_local("ub"), st_matrix(st_local("b")) + ///
1380
+ strtoreal(st_local("tval")) * st_matrix(st_local("se")) )
1381
+ }
1382
+ foreach m in cell count obs b se lb ub `DEFF' `DEFT' {
1383
+ capt mat coln ``m'' = `names'
1384
+ }
1385
+ if "`percent'"!="" {
1386
+ mat `cell' = `cell' * 100
1387
+ if e(setype)!="count" {
1388
+ mat `b' = `b' * 100
1389
+ mat `se' = `se' * 100
1390
+ mat `lb' = `lb' * 100
1391
+ mat `ub' = `ub' * 100
1392
+ }
1393
+ }
1394
+
1395
+ // display
1396
+ if "`quietly'"=="" {
1397
+ /*
1398
+ tempname res
1399
+ mat `res' = `b'', `se'', `lb'', `ub'', `deff'', `deft'' ///, `cell'', `count'', `obs''
1400
+ mat coln `res' = e(b) e(se) e(lb) e(ub) e(deff) e(deft) /// e(cell) e(count) e(obs)
1401
+ if c(stata_version)<9 {
1402
+ mat list `res', noheader nohalf format(%9.0g) nodotz
1403
+ }
1404
+ else {
1405
+ mat rown `res' = `savenames'
1406
+ matlist `res', nohalf `linesopt' rowtitle(`varlist') nodotz
1407
+ }
1408
+ mat drop `res'
1409
+ */
1410
+ local plabel = cond("`percent'"!="","percentages","proportions")
1411
+ local blabel = cond("`e(setype)'"=="count", "weighted counts", "`e(setype)' `plabel'")
1412
+ di _n as txt "saved vectors:"
1413
+ di as txt %20s "e(b) = " " " as res "`blabel'"
1414
+ di as txt %20s "e(se) = " " " as res "standard errors of `blabel'"
1415
+ di as txt %20s "e(lb) = " " " as res "lower `level'% confidence bounds for `blabel'"
1416
+ di as txt %20s "e(ub) = " " " as res "upper `level'% confidence bounds for `blabel'"
1417
+ if "`DEFF'"!="" ///
1418
+ di as txt %20s "e(deff) = " " " as res "deff for variances of `blabel'"
1419
+ if "`DEFT'"!="" ///
1420
+ di as txt %20s "e(deft) = " " " as res "deft for variances of `blabel'"
1421
+ di as txt %20s "e(cell) = " " " as res "cell `plabel'"
1422
+ di as txt %20s "e(count) = " " " as res "weighted counts"
1423
+ di as txt %20s "e(obs) = " " " as res "number of observations"
1424
+ if `"`labels'"'!="" {
1425
+ di _n as txt "row labels saved in macro e(labels)"
1426
+ }
1427
+ }
1428
+
1429
+ // post results
1430
+ erepost b=`b', cmd(estpost) nov `esample'
1431
+ qui estadd local labels `"`labels'"'
1432
+ qui estadd local subcmd "tabulate"
1433
+ qui estadd scalar level = `level'
1434
+ foreach m in obs count cell `DEFT' `DEFF' ub lb se {
1435
+ qui estadd matrix `m' = ``m'', replace
1436
+ }
1437
+ end
1438
+ prog _svy_tabulate_twoway
1439
+ version 9.2
1440
+ local caller : di _caller() // not used
1441
+
1442
+ // syntax
1443
+ syntax varlist(min=1 max=2) [if] [in] [, ESample Quietly ///
1444
+ svyopts(str asis) MISSing Level(cilevel) ///
1445
+ noTOTal noMARGinals noLabel PROPortion PERcent ///
1446
+ CELl COUnt COLumn row se ci deff deft * ]
1447
+ if "`marginals'"!="" local total "nototal"
1448
+ else if "`total'"!="" local marginals "nomarginals"
1449
+
1450
+ // run svy:tabulate
1451
+ `quietly' svy `svyopts' : tabulate `varlist' `if' `in', ///
1452
+ level(`level') `cell' `count' `column' `row' `se' `ci' `deff' `deft' ///
1453
+ `missing' `marginals' `label' `proportion' `percent' `options'
1454
+ if `: word count `count' `column' `row''==1 & "`cell'`se'`ci'`deff'`deft'"=="" {
1455
+ quietly svy `svyopts' : tabulate `varlist' `if' `in', `count' `column' `row' se ///
1456
+ level(`level') `missing' `marginals' `label' `proportion' `percent' `options'
1457
+ }
1458
+
1459
+ // get labels
1460
+ local rvar `"`e(rowvar)'"'
1461
+ qui levelsof `rvar' if e(sample), `missing' local(levels)
1462
+ local R : list sizeof levels
1463
+ if e(r)!=`R' {
1464
+ di as err "unexpected error; number of rows unequal number of rowvar levels"
1465
+ exit 499
1466
+ }
1467
+ capt confirm string variable `rvar'
1468
+ if _rc {
1469
+ if "`label'"=="" {
1470
+ _estpost_namesandlabels `rvar' "`levels'" // sets names, savenames, labels
1471
+ }
1472
+ else {
1473
+ _estpost_namesandlabels "" "`levels'" // sets names, savenames, labels
1474
+ }
1475
+ }
1476
+ else {
1477
+ _estpost_namesandlabels "" "" `"`levels'"' // sets names, savenames, labels
1478
+ }
1479
+ local cvar `"`e(colvar)'"'
1480
+ qui levelsof `cvar' if e(sample), `missing' local(levels)
1481
+ local C : list sizeof levels
1482
+ if e(c)!=`C' {
1483
+ di as err "unexpected error; number of column unequal number of colvar levels"
1484
+ exit 499
1485
+ }
1486
+ local savenames0 `"`savenames'"'
1487
+ local savenames
1488
+ capt confirm string variable `cvar'
1489
+ if _rc {
1490
+ if "`label'"=="" {
1491
+ _estpost_eqnamesandlabels `cvar' "`levels'" // sets eqnames, eqlabels
1492
+ }
1493
+ else {
1494
+ _estpost_eqnamesandlabels "" "`levels'" // sets eqnames, eqlabels
1495
+ }
1496
+ }
1497
+ else {
1498
+ _estpost_eqnamesandlabels "" "" `"`levels'"' // sets eqnames, eqlabels
1499
+ }
1500
+
1501
+ // collect results
1502
+ tempname tmp cell row col count obs b se lb ub deff deft
1503
+ local N_pop = cond(e(N_subpop)<., e(N_subpop), e(N_pop))
1504
+ local N_obs = cond(e(N_sub)<., e(N_sub), e(N))
1505
+ local tval = invttail(e(df_r), (100-`level')/200)
1506
+ mat `cell' = e(Prop) // r x c matrix
1507
+ mat `cell' = (`cell', `cell' * J(`C',1,1)) \ (J(1,`R',1) * `cell', 1)
1508
+ mat `count' = `cell' * `N_pop'
1509
+ mat `tmp' = `cell'[1..., `C'+1]
1510
+ mata: st_matrix(st_local("row"), st_matrix(st_local("cell")) :/ ///
1511
+ st_matrix(st_local("tmp")))
1512
+ mat `tmp' = `cell'[`R'+1, 1...]
1513
+ mata: st_matrix(st_local("col"), st_matrix(st_local("cell")) :/ ///
1514
+ st_matrix(st_local("tmp")))
1515
+ mat drop `tmp'
1516
+ capture confirm matrix e(ObsSub)
1517
+ if _rc {
1518
+ mat `obs' = e(Obs) // r x c matrix
1519
+ }
1520
+ else {
1521
+ mat `obs' = e(ObsSub) // r x c matrix
1522
+ }
1523
+ capt confirm matrix e(Deff)
1524
+ if _rc local DEFF ""
1525
+ else {
1526
+ local DEFF deff
1527
+ mat `deff' = e(Deff) // vector
1528
+ }
1529
+ capt confirm matrix e(Deft)
1530
+ if _rc local DEFT ""
1531
+ else {
1532
+ local DEFT deft
1533
+ mat `deft' = e(Deft) // vector
1534
+ }
1535
+ mat `b' = e(b) // vector
1536
+ mata: st_matrix(st_local("se"), sqrt(diagonal(st_matrix("e(V)")))') // vector
1537
+ if e(setype)=="count" local btype count
1538
+ else if e(setype)=="row" local btype row
1539
+ else if e(setype)=="column" local btype col
1540
+ else local btype cell
1541
+ foreach m in `DEFF' `DEFT' b se { // vector -> r x c matrix
1542
+ forv r = 1/`R' {
1543
+ local from = (`r'-1)*`C' + 1
1544
+ local to = `r'*`C'
1545
+ mat `tmp' = nullmat(`tmp') \ ``m''[1, `from'..`to']
1546
+ }
1547
+ mat drop ``m''
1548
+ mat rename `tmp' ``m''
1549
+ }
1550
+ if "`total'"=="" {
1551
+ mat `obs' = (`obs', `obs' * J(`C',1,1)) \ (J(1,`R',1) * `obs', `N_obs')
1552
+ if "`DEFF'"!="" mat `deff' = (`deff', e(Deff_row)') \ (e(Deff_col), .z)
1553
+ if "`DEFT'"!="" mat `deft' = (`deft', e(Deft_row)') \ (e(Deft_col), .z)
1554
+ mat `b' = (`b', ``btype''[1..`R',`C'+1]) \ ``btype''[`R'+1,1...]
1555
+ mata: st_matrix(st_local("se"), ///
1556
+ ((st_matrix(st_local("se")), sqrt(diagonal(st_matrix("e(V_row)")))) ///
1557
+ \ (sqrt(diagonal(st_matrix("e(V_col)")))', .z)))
1558
+ if "`btype'"=="row" {
1559
+ mat `se' = `se'[1..., 1..`C'], J(`R'+1, 1, .z)
1560
+ }
1561
+ else if "`btype'"=="col" {
1562
+ mat `se' = `se'[1..`R', 1...] \ J(1, `C'+1, .z)
1563
+ }
1564
+ local names `"`names' "Total""'
1565
+ local savenames0 `"`savenames0' "Total""'
1566
+ local eqnames `"`eqnames' "Total""'
1567
+ }
1568
+ else {
1569
+ mat `cell' = `cell'[1..`R', 1..`C']
1570
+ mat `count' = `count'[1..`R', 1..`C']
1571
+ mat `row' = `row'[1..`R', 1..`C']
1572
+ mat `col' = `col'[1..`R', 1..`C']
1573
+ }
1574
+ if "`btype'"!="count" {
1575
+ mata: st_matrix( st_local("lb"), invlogit( ///
1576
+ logit(st_matrix(st_local("b"))) - strtoreal(st_local("tval")) * ///
1577
+ st_matrix(st_local("se")) :/ ///
1578
+ (st_matrix(st_local("b")) :* (1 :- st_matrix(st_local("b"))))))
1579
+ mata: st_matrix( st_local("ub"), invlogit( ///
1580
+ logit(st_matrix(st_local("b"))) + strtoreal(st_local("tval")) * ///
1581
+ st_matrix(st_local("se")) :/ ///
1582
+ (st_matrix(st_local("b")) :* (1 :- st_matrix(st_local("b"))))))
1583
+ }
1584
+ else {
1585
+ mata: st_matrix( st_local("lb"), st_matrix(st_local("b")) - ///
1586
+ strtoreal(st_local("tval")) * st_matrix(st_local("se")) )
1587
+ mata: st_matrix( st_local("ub"), st_matrix(st_local("b")) + ///
1588
+ strtoreal(st_local("tval")) * st_matrix(st_local("se")) )
1589
+ }
1590
+ if "`total'"=="" {
1591
+ if "`btype'"=="row" {
1592
+ mat `lb' = `lb'[1..., 1..`C'] , J(`R'+1, 1, .z)
1593
+ mat `ub' = `ub'[1..., 1..`C'] , J(`R'+1, 1, .z)
1594
+ }
1595
+ else if "`btype'"=="col" {
1596
+ mat `lb' = `lb'[1..`R', 1...] \ J(1, `C'+1, .z)
1597
+ mat `ub' = `ub'[1..`R', 1...] \ J(1, `C'+1, .z)
1598
+ }
1599
+ else {
1600
+ mat `lb'[`R'+1, `C'+1] = .z
1601
+ mat `ub'[`R'+1, `C'+1] = .z
1602
+ }
1603
+ }
1604
+ foreach m in cell count obs row col `DEFF' `DEFT' b se lb ub { // r x c matrix -> vector
1605
+ mat rown ``m'' = `names'
1606
+ gettoken eq rest : eqnames
1607
+ forv c = 1/`=colsof(``m'')' {
1608
+ mat roweq ``m'' = `"`eq'"'
1609
+ mat `tmp' = nullmat(`tmp'), ``m''[1...,`c']'
1610
+ gettoken eq rest : rest
1611
+ }
1612
+ mat drop ``m''
1613
+ mat rename `tmp' ``m''
1614
+ }
1615
+ if "`percent'"!="" {
1616
+ mat `cell' = `cell' * 100
1617
+ mat `col' = `col' * 100
1618
+ mat `row' = `row' * 100
1619
+ if e(setype)!="count" {
1620
+ mat `b' = `b' * 100
1621
+ mat `se' = `se' * 100
1622
+ mat `lb' = `lb' * 100
1623
+ mat `ub' = `ub' * 100
1624
+ }
1625
+ }
1626
+
1627
+ // display
1628
+ if "`quietly'"=="" {
1629
+ /*
1630
+ forv c = 1/`=colsof(`cell')' {
1631
+ local savenames `"`savenames' `savenames0'"'
1632
+ }
1633
+ tempname res
1634
+ mat `res' = `b'', `se'', `lb'', `ub'', `deff'', `deft'', `cell'', `row'', `col'', `count'', `obs''
1635
+ mat coln `res' = e(b) e(se) e(lb) e(ub) e(deff) e(deft) e(cell) e(row) e(col) e(count) e(obs)
1636
+ if c(stata_version)<9 {
1637
+ mat list `res', noheader nohalf format(%9.0g) nodotz
1638
+ }
1639
+ else {
1640
+ mat rown `res' = `savenames'
1641
+ di _n as res %-12s abbrev("`cvar'",12) as txt " {c |}{space 44}"
1642
+ matlist `res', twidth(12) format(%9.0g) noblank nohalf ///
1643
+ rowtitle(`rvar') nodotz
1644
+ }
1645
+ mat drop `res'
1646
+ */
1647
+ local plabel = cond("`percent'"!="","percentages","proportions")
1648
+ local blabel = cond("`e(setype)'"=="count", "weighted counts", "`e(setype)' `plabel'")
1649
+ di _n as txt "saved vectors:"
1650
+ di as txt %20s "e(b) = " " " as res "`blabel'"
1651
+ di as txt %20s "e(se) = " " " as res "standard errors of `blabel'"
1652
+ di as txt %20s "e(lb) = " " " as res "lower `level'% confidence bounds for `blabel'"
1653
+ di as txt %20s "e(ub) = " " " as res "upper `level'% confidence bounds for `blabel'"
1654
+ if "`DEFF'"!="" ///
1655
+ di as txt %20s "e(deff) = " " " as res "deff for variances of `blabel'"
1656
+ if "`DEFT'"!="" ///
1657
+ di as txt %20s "e(deft) = " " " as res "deft for variances of `blabel'"
1658
+ di as txt %20s "e(cell) = " " " as res "cell `plabel'"
1659
+ di as txt %20s "e(row) = " " " as res "row `plabel'"
1660
+ di as txt %20s "e(col) = " " " as res "column `plabel'"
1661
+ di as txt %20s "e(count) = " " " as res "weighted counts"
1662
+ di as txt %20s "e(obs) = " " " as res "number of observations"
1663
+ if `"`labels'`eqlabels'"'!="" {
1664
+ di ""
1665
+ if `"`labels'"'!="" {
1666
+ di as txt "row labels saved in macro e(labels)"
1667
+ }
1668
+ if `"`eqlabels'"'!="" {
1669
+ di as txt "column labels saved in macro e(eqlabels)"
1670
+ }
1671
+ }
1672
+ }
1673
+
1674
+ // post results
1675
+ erepost b=`b', cmd(estpost) nov `esample'
1676
+ qui estadd local eqlabels `"`eqlabels'"'
1677
+ qui estadd local labels `"`labels'"'
1678
+ qui estadd local subcmd "tabulate"
1679
+ qui estadd scalar level = `level'
1680
+ foreach m in obs count row col cell `DEFT' `DEFF' ub lb se {
1681
+ qui estadd matrix `m' = ``m'', replace
1682
+ }
1683
+ end
1684
+
1685
+ * 11. estpost_margins: wrapper for -margins- (Stata 11)
1686
+ prog estpost_margins, eclass
1687
+ version 11
1688
+ local caller : di _caller()
1689
+
1690
+ // syntax
1691
+ _parse comma anything 0 : 0
1692
+ syntax [ , /*ESample*/ Quietly ///
1693
+ post * ]
1694
+ if "`post'"!="" {
1695
+ di as err "post not allowed"
1696
+ exit 198
1697
+ }
1698
+
1699
+ // run margins
1700
+ `quietly' version `caller': margins `anything', `options'
1701
+
1702
+ // post results
1703
+ capt postrtoe, noclear resize
1704
+ if _rc<=1 { // -postrtoe- does not work, e.g., with -regress-
1705
+ error _rc // _rc=1 (break)
1706
+ exit
1707
+ }
1708
+ tempname b V
1709
+ mat `b' = r(b)
1710
+ mat `V' = r(V)
1711
+ erepost b = `b' V = `V' /*, `esample'*/
1712
+ foreach r in `:r(scalars)' {
1713
+ eret scalar `r' = r(`r')
1714
+ }
1715
+ foreach r in `:r(macros)' {
1716
+ eret local `r' `"`r(`r')'"'
1717
+ }
1718
+ tempname tmp
1719
+ foreach r in `:r(matrices)' {
1720
+ if inlist("`r'", "b", "V") continue
1721
+ mat `tmp' = r(`r')
1722
+ eret matrix `r' = `tmp'
1723
+ }
1724
+ end
1725
+
1726
+ * 99.
1727
+ * copy of erepost.ado, version 1.0.1, Ben Jann, 30jul2007
1728
+ * 14jan2009: noV option added => repost e(b) and remove e(V) if not specified
1729
+ prog erepost, eclass
1730
+ version 8.2
1731
+ syntax [anything(equalok)] [, NOV cmd(str) noEsample Esample2(varname) REName ///
1732
+ Obs(passthru) Dof(passthru) PROPerties(passthru) * ]
1733
+ if "`esample'"!="" & "`esample2'"!="" {
1734
+ di as err "only one allowed of noesample and esample()"
1735
+ exit 198
1736
+ }
1737
+ // parse [b = b] [V = V]
1738
+ if `"`anything'"'!="" {
1739
+ tokenize `"`anything'"', parse(" =")
1740
+ if `"`7'"'!="" error 198
1741
+ if `"`1'"'=="b" {
1742
+ if `"`2'"'=="=" & `"`3'"'!="" {
1743
+ local b `"`3'"'
1744
+ confirm matrix `b'
1745
+ }
1746
+ else error 198
1747
+ if `"`4'"'=="V" {
1748
+ if `"`5'"'=="=" & `"`6'"'!="" {
1749
+ local v `"`6'"'
1750
+ confirm matrix `b'
1751
+ }
1752
+ else error 198
1753
+ }
1754
+ else if `"`4'"'!="" error 198
1755
+ }
1756
+ else if `"`1'"'=="V" {
1757
+ if `"`4'"'!="" error 198
1758
+ if `"`2'"'=="=" & `"`3'"'!="" {
1759
+ local v `"`3'"'
1760
+ confirm matrix `v'
1761
+ }
1762
+ else error 198
1763
+ }
1764
+ else error 198
1765
+ }
1766
+ //backup existing e()'s
1767
+ if "`esample2'"!="" {
1768
+ local sample "`esample2'"
1769
+ }
1770
+ else if "`esample'"=="" {
1771
+ tempvar sample
1772
+ gen byte `sample' = e(sample)
1773
+ }
1774
+ local emacros: e(macros)
1775
+ if `"`properties'"'!="" {
1776
+ local emacros: subinstr local emacros "properties" "", word
1777
+ }
1778
+ foreach emacro of local emacros {
1779
+ local e_`emacro' `"`e(`emacro')'"'
1780
+ }
1781
+ local escalars: e(scalars)
1782
+ if `"`obs'"'!="" {
1783
+ local escalars: subinstr local escalars "N" "", word
1784
+ }
1785
+ if `"`dof'"'!="" {
1786
+ local escalars: subinstr local escalars "df_r" "", word
1787
+ }
1788
+ foreach escalar of local escalars {
1789
+ tempname e_`escalar'
1790
+ scalar `e_`escalar'' = e(`escalar')
1791
+ }
1792
+ local ematrices: e(matrices)
1793
+ if "`v'"=="" & "`nov'"!="" { // added 14jan2009
1794
+ local nov V
1795
+ local ematrices : list ematrices - nov
1796
+ }
1797
+ if "`b'"=="" & `:list posof "b" in ematrices' {
1798
+ tempname b
1799
+ mat `b' = e(b)
1800
+ }
1801
+ if "`v'"=="" & `:list posof "V" in ematrices' {
1802
+ tempname v
1803
+ mat `v' = e(V)
1804
+ }
1805
+ local bV "b V"
1806
+ local ematrices: list ematrices - bV
1807
+ foreach ematrix of local ematrices {
1808
+ tempname e_`ematrix'
1809
+ matrix `e_`ematrix'' = e(`ematrix')
1810
+ }
1811
+ // rename
1812
+ if "`b'"!="" & "`v'"!="" & "`rename'"!="" {
1813
+ local eqnames: coleq `b', q
1814
+ local vnames: colnames `b'
1815
+ mat coleq `v' = `eqnames'
1816
+ mat coln `v' = `vnames'
1817
+ mat roweq `v' = `eqnames'
1818
+ mat rown `v' = `vnames'
1819
+ }
1820
+ // post results
1821
+ if "`esample'"=="" {
1822
+ eret post `b' `v', esample(`sample') `obs' `dof' `properties' `options'
1823
+ }
1824
+ else {
1825
+ eret post `b' `v', `obs' `dof' `properties' `options'
1826
+ }
1827
+ foreach emacro of local emacros {
1828
+ eret local `emacro' `"`e_`emacro''"'
1829
+ }
1830
+ if `"`cmd'"'!="" {
1831
+ eret local cmd `"`cmd'"'
1832
+ }
1833
+ foreach escalar of local escalars {
1834
+ eret scalar `escalar' = scalar(`e_`escalar'')
1835
+ }
1836
+ foreach ematrix of local ematrices {
1837
+ eret matrix `ematrix' = `e_`ematrix''
1838
+ }
1839
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/estpost.hlp ADDED
@@ -0,0 +1,1322 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* 13sep2013}{...}
3
+ {hi:help estpost}{right:also see: {helpb esttab}, {helpb estout}, {helpb eststo}, {helpb estadd}}
4
+ {right: {browse "http://repec.org/bocode/e/estout"}}
5
+ {hline}
6
+
7
+ {title:Title}
8
+
9
+ {p 4 4 2}{hi:estpost} {hline 2} Post results from various commands in {cmd:e()}
10
+
11
+
12
+ {title:Syntax}
13
+
14
+ {p 8 15 2}
15
+ {cmd:estpost} {it:{help estpost##commands:command}} [...]
16
+
17
+ {marker commands}
18
+ {it:command}{col 26}description
19
+ {hline 66}
20
+ {helpb estpost##summarize:{ul:su}mmarize}{col 26}{...}
21
+ post summary statistics
22
+ {helpb estpost##tabstat:tabstat}{col 26}{...}
23
+ post summary statistics
24
+ {helpb estpost##ttest:ttest}{col 26}{...}
25
+ post two-group mean-comparison tests
26
+ {helpb estpost##prtest:prtest}{col 26}{...}
27
+ post two-group tests of proportions
28
+ {helpb estpost##tabulate:{ul:ta}bulate}{col 26}{...}
29
+ post one-way or two-way frequency table
30
+ {helpb estpost##svy_tabulate:svy: {ul:ta}bulate}{col 26}{...}
31
+ post frequency table for survey data
32
+ {helpb estpost##correlate:{ul:cor}relate}{col 26}{...}
33
+ post correlations
34
+ {helpb estpost##ci:ci}{col 26}{...}
35
+ post confidence intervals for means,
36
+ {col 26}{...}
37
+ proportions, or counts
38
+ {helpb estpost##stci:stci}{col 26}{...}
39
+ post confidence intervals for means
40
+ {col 26}{...}
41
+ and percentiles of survival time
42
+ {helpb estpost##margins:margins}{col 26}{...}
43
+ post results from {cmd:margins} (Stata 11 or newer)
44
+ {hline 66}
45
+
46
+
47
+ {title:Description}
48
+
49
+ {p 4 4 2}
50
+ {cmd:estpost} posts results from various Stata commands in {cmd:e()}
51
+ so that they can be tabulated using {helpb esttab} or {helpb estout}. Type
52
+ {helpb ereturn:ereturn list} after {cmd:estpost} to list the elements saved
53
+ in {cmd:e()}.
54
+
55
+
56
+ {title:Commands}
57
+ {marker summarize}
58
+ {dlgtab:summarize}
59
+
60
+ {p 4 15 2}
61
+ {cmd:estpost} {cmdab:su:mmarize}
62
+ [{it:{help varlist}}] [{it:{help if}}] [{it:{help in}}] [{it:{help weight}}]
63
+ [{cmd:,}
64
+ {cmdab:d:etail}
65
+ {cmdab:mean:only}
66
+ {cmdab:list:wise}
67
+ {cmdab:case:wise}
68
+ {cmdab:q:uietly}
69
+ {cmdab:es:ample}
70
+ ]
71
+
72
+ {p 4 4 2}
73
+ posts summary statistics computed by {helpb summarize}. If no
74
+ {it:varlist} is specified, summary statistics are calculated for all
75
+ variables in the dataset.
76
+
77
+ {p 4 4 2}
78
+ {cmd:aweight}s, {cmd:fweight}s, and {cmd:iweight}s are allowed
79
+ (however, {cmd:iweight}s may not be used with the {cmd:detail} option);
80
+ see {help weight}.
81
+
82
+ {p 4 4 2}
83
+ Options are:
84
+
85
+ {p 8 12 2}
86
+ {cmd:detail} and {cmd:meanonly} as described in help {helpb summarize}.
87
+
88
+ {p 8 12 2}
89
+ {cmd:listwise} to handle missing values through listwise deletion,
90
+ meaning that an observation is omitted from the estimation
91
+ sample if any of the variables in {it:varlist} is missing for that
92
+ observation. The default is to determine the used observations for
93
+ each variable separately without regard to whether other variables
94
+ are missing. {cmd:casewise} is a synonym for {cmd:listwise}.
95
+
96
+ {p 8 12 2}
97
+ {cmd:quietly} to suppress the output.
98
+
99
+ {p 8 12 2}
100
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
101
+
102
+ {p 4 4 2}The following results vectors are saved in {cmd:e()}:
103
+
104
+ {lalign 13:{cmd:e(count)}}number of observations
105
+ {lalign 13:{cmd:e(mean)}}mean
106
+ {lalign 13:{cmd:e(min)}}minimum
107
+ {lalign 13:{cmd:e(max)}}maximum
108
+ {lalign 13:{cmd:e(sum)}}sum of variable
109
+ {lalign 13:{cmd:e(sum_w)}}sum of the weights
110
+ {lalign 13:{cmd:e(Var)}}variance (unless {cmd:meanonly})
111
+ {lalign 13:{cmd:e(sd)}}standard deviation (unless {cmd:meanonly})
112
+ {lalign 13:{cmd:e(p1)}}1st percentile ({cmd:detail} only)
113
+ {lalign 13:{cmd:e(p5)}}5th percentile ({cmd:detail} only)
114
+ {lalign 13:{cmd:e(p10)}}10th percentile ({cmd:detail} only)
115
+ {lalign 13:{cmd:e(p25)}}25th percentile ({cmd:detail} only)
116
+ {lalign 13:{cmd:e(p50)}}50th percentile ({cmd:detail} only)
117
+ {lalign 13:{cmd:e(p75)}}75th percentile ({cmd:detail} only)
118
+ {lalign 13:{cmd:e(p90)}}90th percentile ({cmd:detail} only)
119
+ {lalign 13:{cmd:e(p95)}}95th percentile ({cmd:detail} only)
120
+ {lalign 13:{cmd:e(p99)}}99th percentile ({cmd:detail} only)
121
+ {lalign 13:{cmd:e(skewness)}}skewness ({cmd:detail} only)
122
+ {lalign 13:{cmd:e(kurtosis)}}kurtosis ({cmd:detail} only)
123
+
124
+ {p 4 4 2}
125
+ Example:
126
+
127
+ {* begin example summarize }{...}
128
+ {com}. sysuse auto, clear
129
+ {txt}(1978 Automobile Data)
130
+
131
+ {com}. estpost summarize price mpg rep78 foreign
132
+
133
+ {txt}{ralign 12:} {c |} {ralign 9:e(count)} {ralign 9:e(sum_w)} {ralign 9:e(mean)} {ralign 9:e(Var)} {ralign 9:e(sd)}
134
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
135
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 6165.257}}} {ralign 9:{res:{sf: 8699526}}} {ralign 9:{res:{sf: 2949.496}}}
136
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 21.2973}}} {ralign 9:{res:{sf: 33.47205}}} {ralign 9:{res:{sf: 5.785503}}}
137
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: 69}}} {ralign 9:{res:{sf: 69}}} {ralign 9:{res:{sf: 3.405797}}} {ralign 9:{res:{sf: .9799659}}} {ralign 9:{res:{sf: .9899323}}}
138
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: .2972973}}} {ralign 9:{res:{sf: .2117734}}} {ralign 9:{res:{sf: .4601885}}}
139
+
140
+ {ralign 12:} {c |} {ralign 9:e(min)} {ralign 9:e(max)} {ralign 9:e(sum)}
141
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}
142
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 3291}}} {ralign 9:{res:{sf: 15906}}} {ralign 9:{res:{sf: 456229}}}
143
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 12}}} {ralign 9:{res:{sf: 41}}} {ralign 9:{res:{sf: 1576}}}
144
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf: 5}}} {ralign 9:{res:{sf: 235}}}
145
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf: 0}}} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf: 22}}}
146
+
147
+ {com}. esttab ., cells("mean sd count") noobs
148
+ {res}
149
+ {txt}{hline 51}
150
+ {txt} (1)
151
+ {txt}
152
+ {txt} mean sd count
153
+ {txt}{hline 51}
154
+ {txt}price {res} 6165.257 2949.496 74{txt}
155
+ {txt}mpg {res} 21.2973 5.785503 74{txt}
156
+ {txt}rep78 {res} 3.405797 .9899323 69{txt}
157
+ {txt}foreign {res} .2972973 .4601885 74{txt}
158
+ {txt}{hline 51}
159
+ {* end example }{txt}{...}
160
+
161
+ {marker tabstat}
162
+ {dlgtab:tabstat}
163
+
164
+ {p 4 15 2}
165
+ {cmd:estpost} {cmdab:tabstat}
166
+ {it:{help varlist}} [{it:{help if}}] [{it:{help in}}] [{it:{help weight}}]
167
+ [{cmd:,}
168
+ {cmdab:s:tatistics:(}{it:{help tabstat##statname:statname}} [{it:...}]{cmd:)}
169
+ {cmdab:c:olumns:(}{cmdab:v:ariables}|{cmdab:s:tatistics:)}
170
+ {cmd:by(}{it:varname}{cmd:)}
171
+ {cmdab:not:otal}
172
+ {cmdab:m:issing}
173
+ {cmdab:list:wise}
174
+ {cmdab:case:wise}
175
+ {cmdab:q:uietly}
176
+ {cmdab:es:ample}
177
+ ]
178
+
179
+ {p 4 4 2}
180
+ posts summary statistics computed by {helpb tabstat}. {cmd:aweight}s and
181
+ {cmd:fweight}s are allowed; see {help weight}.
182
+
183
+ {p 4 4 2}
184
+ Options are:
185
+
186
+ {p 8 12 2}
187
+ {cmd:statistics()}, {cmd:columns()}, {cmd:by()}, {cmd:nototal},
188
+ and {cmd:missing} as described in help {helpb tabstat}.
189
+
190
+ {p 8 12 2}
191
+ {cmd:listwise} to handle missing values through listwise deletion,
192
+ meaning that an observation is omitted from the estimation
193
+ sample if any of the variables in {it:varlist} is missing for that
194
+ observation. The default is to determine the used observations for
195
+ each variable separately without regard to whether other variables
196
+ are missing. {cmd:casewise} is a synonym for {cmd:listwise}.
197
+
198
+ {p 8 12 2}
199
+ {cmd:quietly} to suppress the output.
200
+
201
+ {p 8 12 2}
202
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
203
+
204
+ {p 4 4 2}A vector of results is saved in {cmd:e()} for each specified
205
+ variable or statistic, depending on {cmd:columns()}.
206
+
207
+ {p 4 4 2}
208
+ Examples:
209
+
210
+ {* begin example tabstat }{...}
211
+ {com}. sysuse auto, clear
212
+ {txt}(1978 Automobile Data)
213
+
214
+ {com}. estpost tabstat price mpg rep78, listwise ///
215
+ > statistics(mean sd)
216
+
217
+ {txt}Summary statistics: mean sd
218
+ for variables: price mpg rep78
219
+
220
+ {ralign 12:} {c |} {ralign 9:e(price)} {ralign 9:e(mpg)} {ralign 9:e(rep78)}
221
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}
222
+ {ralign 12:mean} {c |} {ralign 9:{res:{sf: 6146.043}}} {ralign 9:{res:{sf: 21.28986}}} {ralign 9:{res:{sf: 3.405797}}}
223
+ {ralign 12:sd} {c |} {ralign 9:{res:{sf: 2912.44}}} {ralign 9:{res:{sf: 5.866408}}} {ralign 9:{res:{sf: .9899323}}}
224
+
225
+ {com}. esttab ., cells("price mpg rep78")
226
+ {res}
227
+ {txt}{hline 51}
228
+ {txt} (1)
229
+ {txt}
230
+ {txt} price mpg rep78
231
+ {txt}{hline 51}
232
+ {txt}mean {res} 6146.043 21.28986 3.405797{txt}
233
+ {txt}sd {res} 2912.44 5.866408 .9899323{txt}
234
+ {txt}{hline 51}
235
+ {txt}N {res} 69 {txt}
236
+ {txt}{hline 51}
237
+
238
+ {com}. estpost tabstat price mpg rep78, listwise ///
239
+ > statistics(mean sd) columns(statistics)
240
+
241
+ {txt}Summary statistics: mean sd
242
+ for variables: price mpg rep78
243
+
244
+ {ralign 12:} {c |} {ralign 9:e(mean)} {ralign 9:e(sd)}
245
+ {hline 13}{c +}{hline 11}{hline 11}
246
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 6146.043}}} {ralign 9:{res:{sf: 2912.44}}}
247
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 21.28986}}} {ralign 9:{res:{sf: 5.866408}}}
248
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: 3.405797}}} {ralign 9:{res:{sf: .9899323}}}
249
+
250
+ {com}. esttab ., cells("mean(fmt(a3)) sd")
251
+ {res}
252
+ {txt}{hline 38}
253
+ {txt} (1)
254
+ {txt}
255
+ {txt} mean sd
256
+ {txt}{hline 38}
257
+ {txt}price {res} 6146.0 2912.4{txt}
258
+ {txt}mpg {res} 21.29 5.866{txt}
259
+ {txt}rep78 {res} 3.406 0.990{txt}
260
+ {txt}{hline 38}
261
+ {txt}N {res} 69 {txt}
262
+ {txt}{hline 38}
263
+
264
+ {com}. estpost tabstat price mpg rep78, by(foreign) ///
265
+ > statistics(mean sd) columns(statistics) listwise
266
+
267
+ {txt}Summary statistics: mean sd
268
+ for variables: price mpg rep78
269
+ by categories of: foreign
270
+
271
+ {ralign 12:foreign} {c |} {ralign 9:e(mean)} {ralign 9:e(sd)}
272
+ {hline 13}{c +}{hline 11}{hline 11}
273
+ {res:{lalign 13:Domestic}}{c |}{space 11}{space 11}
274
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 6179.25}}} {ralign 9:{res:{sf: 3188.969}}}
275
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 19.54167}}} {ralign 9:{res:{sf: 4.753312}}}
276
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: 3.020833}}} {ralign 9:{res:{sf: .837666}}}
277
+ {hline 13}{c +}{hline 11}{hline 11}
278
+ {res:{lalign 13:Foreign}}{c |}{space 11}{space 11}
279
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 6070.143}}} {ralign 9:{res:{sf: 2220.984}}}
280
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 25.28571}}} {ralign 9:{res:{sf: 6.309856}}}
281
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: 4.285714}}} {ralign 9:{res:{sf: .7171372}}}
282
+ {hline 13}{c +}{hline 11}{hline 11}
283
+ {res:{lalign 13:Total}}{c |}{space 11}{space 11}
284
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 6146.043}}} {ralign 9:{res:{sf: 2912.44}}}
285
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 21.28986}}} {ralign 9:{res:{sf: 5.866408}}}
286
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: 3.405797}}} {ralign 9:{res:{sf: .9899323}}}
287
+
288
+ {com}. esttab ., main(mean) aux(sd) nostar unstack ///
289
+ > noobs nonote label
290
+ {res}
291
+ {txt}{hline 59}
292
+ {txt} (1)
293
+ {txt}
294
+ {txt} Domestic Foreign Total
295
+ {txt}{hline 59}
296
+ {txt}Price {res} 6179.3 6070.1 6146.0{txt}
297
+ {res} {ralign 12:{txt:(}3189.0{txt:)}} {ralign 12:{txt:(}2221.0{txt:)}} {ralign 12:{txt:(}2912.4{txt:)}}{txt}
298
+
299
+ {txt}Mileage (mpg) {res} 19.54 25.29 21.29{txt}
300
+ {res} {ralign 12:{txt:(}4.753{txt:)}} {ralign 12:{txt:(}6.310{txt:)}} {ralign 12:{txt:(}5.866{txt:)}}{txt}
301
+
302
+ {txt}Repair Record 1978 {res} 3.021 4.286 3.406{txt}
303
+ {res} {ralign 12:{txt:(}0.838{txt:)}} {ralign 12:{txt:(}0.717{txt:)}} {ralign 12:{txt:(}0.990{txt:)}}{txt}
304
+ {txt}{hline 59}
305
+ {* end example }{txt}{...}
306
+
307
+ {marker ttest}
308
+ {dlgtab:ttest}
309
+
310
+ {p 4 15 2}
311
+ {cmd:estpost} {cmdab:ttest}
312
+ {it:{help varlist}} [{it:{help if}}] [{it:{help in}}]{cmd:,}
313
+ {cmd:by(}{it:groupvar}{cmd:)}
314
+ [
315
+ {cmdab:une:qual} {cmdab:w:elch}
316
+ {cmdab:list:wise}
317
+ {cmdab:case:wise}
318
+ {cmdab:q:uietly}
319
+ {cmdab:es:ample}
320
+ ]
321
+
322
+ {p 4 4 2}
323
+ posts two-group mean-comparison tests computed by {helpb ttest}.
324
+
325
+ {p 4 4 2}
326
+ Options are:
327
+
328
+ {p 8 12 2}
329
+ {cmd:by()}, {cmd:unequal}, and {cmd:welch} as described in
330
+ help {helpb ttest}.
331
+
332
+ {p 8 12 2}
333
+ {cmd:listwise} to handle missing values through listwise deletion,
334
+ meaning that an observation is omitted from the estimation
335
+ sample if any of the variables in {it:varlist} is missing for that
336
+ observation. The default is to determine the used observations for
337
+ each variable separately without regard to whether other variables
338
+ are missing. {cmd:casewise} is a synonym for {cmd:listwise}.
339
+
340
+ {p 8 12 2}
341
+ {cmd:quietly} to suppress the output.
342
+
343
+ {p 8 12 2}
344
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
345
+
346
+ {p 4 4 2}The following results vectors are saved in {cmd:e()}:
347
+
348
+ {lalign 13:{cmd:e(b)}}mean difference
349
+ {lalign 13:{cmd:e(count)}}number of observations
350
+ {lalign 13:{cmd:e(se)}}standard error of difference
351
+ {lalign 13:{cmd:e(t)}}t statistic
352
+ {lalign 13:{cmd:e(df_t)}}degrees of freedom
353
+ {lalign 13:{cmd:e(p_l)}}lower one-sided p-value
354
+ {lalign 13:{cmd:e(p)}}two-sided p-value
355
+ {lalign 13:{cmd:e(p_u)}}upper one-sided p-value
356
+ {lalign 13:{cmd:e(N_1)}}number of observations in group 1
357
+ {lalign 13:{cmd:e(mu_1)}}mean in group 1
358
+ {lalign 13:{cmd:e(N_2)}}number of observations in group 2
359
+ {lalign 13:{cmd:e(mu_2)}}mean in group 2
360
+
361
+ {p 4 4 2}
362
+ Example:
363
+
364
+ {* begin example ttest }{...}
365
+ {com}. sysuse auto, clear
366
+ {txt}(1978 Automobile Data)
367
+
368
+ {com}. estpost ttest price mpg headroom trunk, by(foreign)
369
+
370
+ {txt}{ralign 12:} {c |} {ralign 9:e(b)} {ralign 9:e(count)} {ralign 9:e(se)} {ralign 9:e(t)} {ralign 9:e(df_t)}
371
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
372
+ {ralign 12:price} {c |} {ralign 9:{res:{sf:-312.2587}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 754.4488}}} {ralign 9:{res:{sf:-.4138899}}} {ralign 9:{res:{sf: 72}}}
373
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf:-4.945804}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 1.362162}}} {ralign 9:{res:{sf:-3.630848}}} {ralign 9:{res:{sf: 72}}}
374
+ {ralign 12:headroom} {c |} {ralign 9:{res:{sf: .5402098}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: .2070884}}} {ralign 9:{res:{sf: 2.608596}}} {ralign 9:{res:{sf: 72}}}
375
+ {ralign 12:trunk} {c |} {ralign 9:{res:{sf: 3.340909}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 1.022208}}} {ralign 9:{res:{sf: 3.268327}}} {ralign 9:{res:{sf: 72}}}
376
+
377
+ {ralign 12:} {c |} {ralign 9:e(p_l)} {ralign 9:e(p)} {ralign 9:e(p_u)} {ralign 9:e(N_1)} {ralign 9:e(mu_1)}
378
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
379
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: .3400925}}} {ralign 9:{res:{sf: .6801851}}} {ralign 9:{res:{sf: .6599075}}} {ralign 9:{res:{sf: 52}}} {ralign 9:{res:{sf: 6072.423}}}
380
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: .0002627}}} {ralign 9:{res:{sf: .0005254}}} {ralign 9:{res:{sf: .9997373}}} {ralign 9:{res:{sf: 52}}} {ralign 9:{res:{sf: 19.82692}}}
381
+ {ralign 12:headroom} {c |} {ralign 9:{res:{sf: .9944757}}} {ralign 9:{res:{sf: .0110486}}} {ralign 9:{res:{sf: .0055243}}} {ralign 9:{res:{sf: 52}}} {ralign 9:{res:{sf: 3.153846}}}
382
+ {ralign 12:trunk} {c |} {ralign 9:{res:{sf: .99917}}} {ralign 9:{res:{sf: .00166}}} {ralign 9:{res:{sf: .00083}}} {ralign 9:{res:{sf: 52}}} {ralign 9:{res:{sf: 14.75}}}
383
+
384
+ {ralign 12:} {c |} {ralign 9:e(N_2)} {ralign 9:e(mu_2)}
385
+ {hline 13}{c +}{hline 11}{hline 11}
386
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 22}}} {ralign 9:{res:{sf: 6384.682}}}
387
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 22}}} {ralign 9:{res:{sf: 24.77273}}}
388
+ {ralign 12:headroom} {c |} {ralign 9:{res:{sf: 22}}} {ralign 9:{res:{sf: 2.613636}}}
389
+ {ralign 12:trunk} {c |} {ralign 9:{res:{sf: 22}}} {ralign 9:{res:{sf: 11.40909}}}
390
+
391
+ {com}. esttab ., wide
392
+ {res}
393
+ {txt}{hline 41}
394
+ {txt} (1)
395
+ {txt}
396
+ {txt}{hline 41}
397
+ {txt}price {res} -312.3 {ralign 12:{txt:(}-0.41{txt:)}}{txt}
398
+ {txt}mpg {res} -4.946*** {ralign 12:{txt:(}-3.63{txt:)}}{txt}
399
+ {txt}headroom {res} 0.540* {ralign 12:{txt:(}2.61{txt:)}}{txt}
400
+ {txt}trunk {res} 3.341** {ralign 12:{txt:(}3.27{txt:)}}{txt}
401
+ {txt}{hline 41}
402
+ {txt}N {res} 74 {txt}
403
+ {txt}{hline 41}
404
+ {txt}t statistics in parentheses
405
+ {txt}* p<0.05, ** p<0.01, *** p<0.001
406
+ {* end example }{txt}{...}
407
+
408
+ {marker prtest}
409
+ {dlgtab:prtest}
410
+
411
+ {p 4 15 2}
412
+ {cmd:estpost} {cmdab:prtest}
413
+ {it:{help varlist}} [{it:{help if}}] [{it:{help in}}]{cmd:,}
414
+ {cmd:by(}{it:groupvar}{cmd:)}
415
+ [
416
+ {cmdab:list:wise}
417
+ {cmdab:case:wise}
418
+ {cmdab:q:uietly}
419
+ {cmdab:es:ample}
420
+ ]
421
+
422
+ {p 4 4 2}
423
+ posts two-group tests of proportions computed by {helpb prtest}.
424
+
425
+ {p 4 4 2}
426
+ Options are:
427
+
428
+ {p 8 12 2}
429
+ {cmd:by()} as described in
430
+ help {helpb prtest}.
431
+
432
+ {p 8 12 2}
433
+ {cmd:listwise} to handle missing values through listwise deletion,
434
+ meaning that an observation is omitted from the estimation
435
+ sample if any of the variables in {it:varlist} is missing for that
436
+ observation. The default is to determine the used observations for
437
+ each variable separately without regard to whether other variables
438
+ are missing. {cmd:casewise} is a synonym for {cmd:listwise}.
439
+
440
+ {p 8 12 2}
441
+ {cmd:quietly} to suppress the output.
442
+
443
+ {p 8 12 2}
444
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
445
+
446
+ {p 4 4 2}The following results vectors are saved in {cmd:e()}:
447
+
448
+ {lalign 13:{cmd:e(b)}}difference in proportions
449
+ {lalign 13:{cmd:e(count)}}number of observations
450
+ {lalign 13:{cmd:e(se)}}standard error of difference
451
+ {lalign 13:{cmd:e(se0)}}standard error under Ho
452
+ {lalign 13:{cmd:e(z)}}z statistic
453
+ {lalign 13:{cmd:e(p_l)}}lower one-sided p-value
454
+ {lalign 13:{cmd:e(p)}}two-sided p-value
455
+ {lalign 13:{cmd:e(p_u)}}upper one-sided p-value
456
+ {lalign 13:{cmd:e(N_1)}}number of observations in group 1
457
+ {lalign 13:{cmd:e(P_1)}}proportion in group 1
458
+ {lalign 13:{cmd:e(N_2)}}number of observations in group 2
459
+ {lalign 13:{cmd:e(P_2)}}proportion in group 2
460
+
461
+ {p 4 4 2}
462
+ Example:
463
+
464
+ {* begin example prtest }{...}
465
+ {com}. webuse cure2, clear
466
+ {txt}
467
+ {com}. estpost prtest cure, by(sex)
468
+
469
+ {txt}{ralign 12:} {c |} {ralign 9:e(b)} {ralign 9:e(count)} {ralign 9:e(se)} {ralign 9:e(se0)} {ralign 9:e(z)}
470
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
471
+ {ralign 12:cure} {c |} {ralign 9:{res:{sf:-.0729167}}} {ralign 9:{res:{sf: 109}}} {ralign 9:{res:{sf: .0933123}}} {ralign 9:{res:{sf: .0942404}}} {ralign 9:{res:{sf:-.7737309}}}
472
+
473
+ {ralign 12:} {c |} {ralign 9:e(p_l)} {ralign 9:e(p)} {ralign 9:e(p_u)} {ralign 9:e(N_1)} {ralign 9:e(P_1)}
474
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
475
+ {ralign 12:cure} {c |} {ralign 9:{res:{sf: .219545}}} {ralign 9:{res:{sf: .43909}}} {ralign 9:{res:{sf: .780455}}} {ralign 9:{res:{sf: 64}}} {ralign 9:{res:{sf: .59375}}}
476
+
477
+ {ralign 12:} {c |} {ralign 9:e(N_2)} {ralign 9:e(P_2)}
478
+ {hline 13}{c +}{hline 11}{hline 11}
479
+ {ralign 12:cure} {c |} {ralign 9:{res:{sf: 45}}} {ralign 9:{res:{sf: .6666667}}}
480
+
481
+ {com}. esttab ., cell("b se0 z p")
482
+ {res}
483
+ {txt}{hline 64}
484
+ {txt} (1)
485
+ {txt}
486
+ {txt} b se0 z p
487
+ {txt}{hline 64}
488
+ {txt}cure {res} -.0729167 .0942404 -.7737309 .43909{txt}
489
+ {txt}{hline 64}
490
+ {txt}N {res} 109 {txt}
491
+ {txt}{hline 64}
492
+ {* end example }{txt}{...}
493
+
494
+ {marker tabulate}
495
+ {dlgtab:tabulate}
496
+
497
+ {p 4 4 2}One-way table:
498
+
499
+ {p 8 15 2}
500
+ {cmd:estpost} {cmdab:ta:bulate}
501
+ {it:varname} [{it:{help if}}] [{it:{help in}}] [{it:{help weight}}]
502
+ [{cmd:,}
503
+ {cmdab:m:issing}
504
+ {cmdab:nol:abel}
505
+ {cmd:sort}
506
+ {cmd:subpop(}{it:varname}{cmd:)}
507
+ {cmdab:notot:al}
508
+ {cmdab:q:uietly}
509
+ {cmdab:es:ample}
510
+ ]
511
+
512
+ {p 4 4 2}Two-way table:
513
+
514
+ {p 8 15 2}
515
+ {cmd:estpost} {cmdab:ta:bulate}
516
+ {it:varname1} {it:varname2} [{it:{help if}}] [{it:{help in}}] [{it:{help weight}}]
517
+ [{cmd:,}
518
+ {cmdab:m:issing}
519
+ {cmdab:nol:abel}
520
+ {cmdab:ch:i2}
521
+ {cmdab:e:xact}[{cmd:(}{it:#}{cmd:)}]
522
+ {cmdab:g:amma}
523
+ {cmdab:lr:chi2}
524
+ {cmdab:t:aub}
525
+ {cmdab:v}
526
+ {cmdab:notot:al}
527
+ {cmdab:q:uietly}
528
+ {cmdab:es:ample}
529
+ ]
530
+
531
+ {p 4 4 2}
532
+ {cmd:estpost tabulate} posts a one-way or two-way table
533
+ computed by {helpb tabulate}. {cmd:aweight}s, {cmd:fweight}s,
534
+ and {cmd:iweight}s are allowed; see {help weight}.
535
+
536
+ {p 4 4 2}
537
+ Options are:
538
+
539
+ {p 8 12 2}
540
+ {cmd:missing},
541
+ {cmd:nolabel},
542
+ {cmd:sort},
543
+ {cmd:subpop()},
544
+ {cmd:chi2},
545
+ {cmd:exact},
546
+ {cmd:gamma},
547
+ {cmd:lrchi2},
548
+ {cmd:taub}, and
549
+ {cmd:v}
550
+ as described in help {helpb tabulate}.
551
+
552
+ {p 8 12 2}
553
+ {cmdab:nototal} to omit row and column totals.
554
+
555
+ {p 8 12 2}
556
+ {cmd:quietly} to suppress the output.
557
+
558
+ {p 8 12 2}
559
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
560
+
561
+ {p 4 4 2}The following vectors are saved in {cmd:e()}:
562
+
563
+ {lalign 13:{cmd:e(b)}}frequency counts
564
+ {lalign 13:{cmd:e(pct)}}percent
565
+ {lalign 13:{cmd:e(cumpct)}}cumulative percent (one-way only)
566
+ {lalign 13:{cmd:e(colpct)}}column percent (two-way only)
567
+ {lalign 13:{cmd:e(rowpct)}}row percent (two-way only)
568
+
569
+ {p 4 4 2}If two-way options such as, e.g., {cmd:chi2} or {cmd:exact} are
570
+ specified, the results of the tests added as scalars in {cmd:e()} using the
571
+ names documented in {helpb tabulate:{bind:[R] tabulate}}.
572
+
573
+ {p 4 4 2}The value labels of the row variable are stored as names in the
574
+ saved vectors, unless
575
+ no label exceeds 30 characters or contains unsuitable characters in which case
576
+ the labels are stored in macro {cmd:e(labels)}. Type
577
+ {cmd:varlabels(`e(labels)')} in {helpb esttab} or {helpb estout} to
578
+ use the labels stored {cmd:e(labels)}. The value labels of the column variable
579
+ are stored as equation names or, alternatively,
580
+ in macro {cmd:e(eqlabels)}. Type {cmd:eqlabels(`e(eqlabels)')} in
581
+ {helpb esttab} or {helpb estout} to use the labels stored in {cmd:e(eqlabels)}.
582
+
583
+ {p 4 4 2}Examples:
584
+
585
+ {* begin example tabulate }{...}
586
+ {com}. sysuse auto, clear
587
+ {txt}(1978 Automobile Data)
588
+
589
+ {com}. estpost tabulate foreign
590
+
591
+ {txt}{ralign 12:foreign} {c |} {ralign 9:e(b)} {ralign 9:e(pct)} {ralign 9:e(cumpct)}
592
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}
593
+ {ralign 12:Domestic} {c |} {ralign 9:{res:{sf: 52}}} {ralign 9:{res:{sf: 70.27027}}} {ralign 9:{res:{sf: 70.27027}}}
594
+ {ralign 12:Foreign} {c |} {ralign 9:{res:{sf: 22}}} {ralign 9:{res:{sf: 29.72973}}} {ralign 9:{res:{sf: 100}}}
595
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}
596
+ {ralign 12:Total} {c |} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: 100}}} {ralign 9:{res:{sf:{space 9}}}}
597
+
598
+ {com}. esttab ., cells("b pct(fmt(2)) cumpct(fmt(2))") noobs
599
+ {res}
600
+ {txt}{hline 51}
601
+ {txt} (1)
602
+ {txt} foreign
603
+ {txt} b pct cumpct
604
+ {txt}{hline 51}
605
+ {txt}Domestic {res} 52 70.27 70.27{txt}
606
+ {txt}Foreign {res} 22 29.73 100.00{txt}
607
+ {txt}Total {res} 74 100.00 {txt}
608
+ {txt}{hline 51}
609
+
610
+ {com}. estpost tabulate rep78 foreign
611
+
612
+ {res}foreign {txt} {c |}{space 44}
613
+ {ralign 12:rep78} {c |} {ralign 9:e(b)} {ralign 9:e(pct)} {ralign 9:e(colpct)} {ralign 9:e(rowpct)}
614
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}
615
+ {res:{lalign 13:Domestic}}{c |}{space 11}{space 11}{space 11}{space 11}
616
+ {ralign 12:1} {c |} {ralign 9:{res:{sf: 2}}} {ralign 9:{res:{sf: 2.898551}}} {ralign 9:{res:{sf: 4.166667}}} {ralign 9:{res:{sf: 100}}}
617
+ {ralign 12:2} {c |} {ralign 9:{res:{sf: 8}}} {ralign 9:{res:{sf: 11.5942}}} {ralign 9:{res:{sf: 16.66667}}} {ralign 9:{res:{sf: 100}}}
618
+ {ralign 12:3} {c |} {ralign 9:{res:{sf: 27}}} {ralign 9:{res:{sf: 39.13043}}} {ralign 9:{res:{sf: 56.25}}} {ralign 9:{res:{sf: 90}}}
619
+ {ralign 12:4} {c |} {ralign 9:{res:{sf: 9}}} {ralign 9:{res:{sf: 13.04348}}} {ralign 9:{res:{sf: 18.75}}} {ralign 9:{res:{sf: 50}}}
620
+ {ralign 12:5} {c |} {ralign 9:{res:{sf: 2}}} {ralign 9:{res:{sf: 2.898551}}} {ralign 9:{res:{sf: 4.166667}}} {ralign 9:{res:{sf: 18.18182}}}
621
+ {ralign 12:Total} {c |} {ralign 9:{res:{sf: 48}}} {ralign 9:{res:{sf: 69.56522}}} {ralign 9:{res:{sf: 100}}} {ralign 9:{res:{sf: 69.56522}}}
622
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}
623
+ {res:{lalign 13:Foreign}}{c |}{space 11}{space 11}{space 11}{space 11}
624
+ {ralign 12:1} {c |} {ralign 9:{res:{sf: 0}}} {ralign 9:{res:{sf: 0}}} {ralign 9:{res:{sf: 0}}} {ralign 9:{res:{sf: 0}}}
625
+ {ralign 12:2} {c |} {ralign 9:{res:{sf: 0}}} {ralign 9:{res:{sf: 0}}} {ralign 9:{res:{sf: 0}}} {ralign 9:{res:{sf: 0}}}
626
+ {ralign 12:3} {c |} {ralign 9:{res:{sf: 3}}} {ralign 9:{res:{sf: 4.347826}}} {ralign 9:{res:{sf: 14.28571}}} {ralign 9:{res:{sf: 10}}}
627
+ {ralign 12:4} {c |} {ralign 9:{res:{sf: 9}}} {ralign 9:{res:{sf: 13.04348}}} {ralign 9:{res:{sf: 42.85714}}} {ralign 9:{res:{sf: 50}}}
628
+ {ralign 12:5} {c |} {ralign 9:{res:{sf: 9}}} {ralign 9:{res:{sf: 13.04348}}} {ralign 9:{res:{sf: 42.85714}}} {ralign 9:{res:{sf: 81.81818}}}
629
+ {ralign 12:Total} {c |} {ralign 9:{res:{sf: 21}}} {ralign 9:{res:{sf: 30.43478}}} {ralign 9:{res:{sf: 100}}} {ralign 9:{res:{sf: 30.43478}}}
630
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}
631
+ {res:{lalign 13:Total}}{c |}{space 11}{space 11}{space 11}{space 11}
632
+ {ralign 12:1} {c |} {ralign 9:{res:{sf: 2}}} {ralign 9:{res:{sf: 2.898551}}} {ralign 9:{res:{sf: 2.898551}}} {ralign 9:{res:{sf: 100}}}
633
+ {ralign 12:2} {c |} {ralign 9:{res:{sf: 8}}} {ralign 9:{res:{sf: 11.5942}}} {ralign 9:{res:{sf: 11.5942}}} {ralign 9:{res:{sf: 100}}}
634
+ {ralign 12:3} {c |} {ralign 9:{res:{sf: 30}}} {ralign 9:{res:{sf: 43.47826}}} {ralign 9:{res:{sf: 43.47826}}} {ralign 9:{res:{sf: 100}}}
635
+ {ralign 12:4} {c |} {ralign 9:{res:{sf: 18}}} {ralign 9:{res:{sf: 26.08696}}} {ralign 9:{res:{sf: 26.08696}}} {ralign 9:{res:{sf: 100}}}
636
+ {ralign 12:5} {c |} {ralign 9:{res:{sf: 11}}} {ralign 9:{res:{sf: 15.94203}}} {ralign 9:{res:{sf: 15.94203}}} {ralign 9:{res:{sf: 100}}}
637
+ {ralign 12:Total} {c |} {ralign 9:{res:{sf: 69}}} {ralign 9:{res:{sf: 100}}} {ralign 9:{res:{sf: 100}}} {ralign 9:{res:{sf: 100}}}
638
+
639
+ {com}. esttab ., cell(colpct(fmt(2))) unstack noobs
640
+ {res}
641
+ {txt}{hline 51}
642
+ {txt} (1)
643
+ {txt}
644
+ {txt} Domestic Foreign Total
645
+ {txt} colpct colpct colpct
646
+ {txt}{hline 51}
647
+ {txt}1 {res} 4.17 0.00 2.90{txt}
648
+ {txt}2 {res} 16.67 0.00 11.59{txt}
649
+ {txt}3 {res} 56.25 14.29 43.48{txt}
650
+ {txt}4 {res} 18.75 42.86 26.09{txt}
651
+ {txt}5 {res} 4.17 42.86 15.94{txt}
652
+ {txt}Total {res} 100.00 100.00 100.00{txt}
653
+ {txt}{hline 51}
654
+
655
+ {com}. esttab ., cell(colpct(fmt(2)) count(fmt(g) par keep(Total))) ///
656
+ > collabels(none) unstack noobs nonumber nomtitle ///
657
+ > eqlabels(, lhs("Repair Rec.")) ///
658
+ > varlabels(, blist(Total "{c -(}hline @width{c )-}{c -(}break{c )-}"))
659
+ {res}
660
+ {txt}{hline 51}
661
+ {txt}Repair Rec. Domestic Foreign Total
662
+ {txt}{hline 51}
663
+ {txt}1 {res} 4.17 0.00 2.90{txt}
664
+ {txt}2 {res} 16.67 0.00 11.59{txt}
665
+ {txt}3 {res} 56.25 14.29 43.48{txt}
666
+ {txt}4 {res} 18.75 42.86 26.09{txt}
667
+ {txt}5 {res} 4.17 42.86 15.94{txt}
668
+ {txt}{hline 51}{break} Total {res} 100.00 100.00 100.00{txt}
669
+ {res} {txt}
670
+ {txt}{hline 51}
671
+ {* end example }{txt}{...}
672
+
673
+ {marker svy_tabulate}
674
+ {dlgtab:svy: tabulate}
675
+
676
+ {p 4 4 2}One-way table:
677
+
678
+ {p 8 15 2}
679
+ {cmd:estpost} {cmd:svy} [{it:vcetype}] [, {it:svy_options}] {cmd::} {cmdab:ta:bulate}
680
+ {it:varname} [{it:{help if}}] [{it:{help in}}]
681
+ [{cmd:,}
682
+ {cmdab:notot:al}
683
+ {cmdab:q:uietly}
684
+ {cmdab:es:ample}
685
+ {help svy_tabulate_oneway:{it:svy_tabulate_opts}}
686
+ ]
687
+
688
+ {p 4 4 2}Two-way table:
689
+
690
+ {p 8 15 2}
691
+ {cmd:estpost} {cmd:svy} [{it:vcetype}] [, {it:svy_options}] {cmd::} {cmdab:ta:bulate}
692
+ {it:varname1} {it:varname2} [{it:{help if}}] [{it:{help in}}]
693
+ [{cmd:,}
694
+ {cmdab:notot:al}
695
+ {cmdab:q:uietly}
696
+ {cmdab:es:ample}
697
+ {help svy_tabulate_oneway:{it:svy_tabulate_opts}}
698
+ ]
699
+
700
+ {p 4 4 2}
701
+ {cmd:estpost svy: tabulate} posts a one-way or two-way table
702
+ for complex survey data computed by {helpb svy_tabulate:svy: tabulate}. Stata 9 or newer
703
+ is required.
704
+
705
+ {p 4 4 2}
706
+ Options are as described in {helpb svy_tabulate_oneway:[SVY] svy: tabulate oneway} or
707
+ {helpb svy_tabulate_twoway:[SVY] svy: tabulate twoway}, respectively, and:
708
+
709
+ {p 8 12 2}
710
+ {cmdab:nototal} to omit row and column totals (synonym for {cmd:nomarginals}).
711
+
712
+ {p 8 12 2}
713
+ {cmd:quietly} to suppress the output.
714
+
715
+ {p 8 12 2}
716
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
717
+
718
+ {p 4 4 2}{cmd:estpost svy: tabulate} posts results in {cmd:e()} (except {cmd:e(V)})
719
+ as documented in {helpb svy_tabulate_oneway:[SVY] svy: tabulate oneway} and
720
+ {helpb svy_tabulate_twoway:[SVY] svy: tabulate twoway}, respectively,
721
+ and adds or replaces the following matrices:
722
+
723
+ {lalign 10:{cmd:e(b)}}cell, column, or row proportions or percentages,
724
+ or weighted counts, depending on options
725
+ {lalign 10:{cmd:e(se)}}standard errors of {cmd:e(b)}
726
+ {lalign 10:{cmd:e(lb)}}lower confidence bounds for {cmd:e(b)}
727
+ {lalign 10:{cmd:e(ub)}}upper confidence bounds for {cmd:e(b)}
728
+ {lalign 10:{cmd:e(deff)}}deff for variances of {cmd:e(b)}
729
+ {lalign 10:{cmd:e(deft)}}deft for variances of {cmd:e(b)}
730
+ {lalign 10:{cmd:e(cell)}}cell proportion or percentages
731
+ {lalign 10:{cmd:e(row)}}row proportion or percentages (two-way only)
732
+ {lalign 10:{cmd:e(col)}}column proportion or percentages (two-way only)
733
+ {lalign 10:{cmd:e(count)}}weighted counts
734
+ {lalign 10:{cmd:e(obs)}}number of observations
735
+
736
+ {p 4 4 2}The value labels of the row variable are stored as names in the
737
+ saved vectors, unless
738
+ no label exceeds 30 characters or contains unsuitable characters in which case
739
+ the labels are stored in macro {cmd:e(labels)}. Type
740
+ {cmd:varlabels(`e(labels)')} in {helpb esttab} or {helpb estout} to
741
+ use the labels stored {cmd:e(labels)}. The value labels of the column variable
742
+ are stored as equation names or, alternatively,
743
+ in macro {cmd:e(eqlabels)}. Type {cmd:eqlabels(`e(eqlabels)')} in
744
+ {helpb esttab} or {helpb estout} to use the labels stored in {cmd:e(eqlabels)}.
745
+
746
+ {p 4 4 2}Examples:
747
+
748
+ {* begin example svy_tabulate }{...}
749
+ {com}. webuse nhanes2b, clear
750
+ {txt}
751
+ {com}. svyset psuid [pweight=finalwgt], strata(stratid)
752
+
753
+ {txt}pweight:{col 16}{res}finalwgt
754
+ {txt}VCE:{col 16}{res}linearized
755
+ {txt}Single unit:{col 16}{res}missing
756
+ {txt}Strata 1:{col 16}{res}stratid
757
+ {txt}SU 1:{col 16}{res}psuid
758
+ {txt}FPC 1:{col 16}<zero>
759
+ {p2colreset}{...}
760
+
761
+ {com}. estpost svy: tabulate race
762
+ {txt}(running tabulate on estimation sample)
763
+
764
+ {col 1}Number of strata{col 20}= {res} 31{txt}{col 48}Number of obs{col 67}= {res} 10351
765
+ {txt}{col 1}Number of PSUs{col 20}= {res} 62{txt}{col 48}Population size{col 67}={res} 117157513
766
+ {txt}{col 48}Design df{col 67}= {res} 31
767
+
768
+ {txt}{hline 10}{c TT}{hline 12}
769
+ 1=white, {c |}
770
+ 2=black, {c |}
771
+ 3=other {c |} proportions
772
+ {hline 10}{c +}{hline 12}
773
+ White {c |} {res}.8792
774
+ {txt}Black {c |} {res}.0955
775
+ {txt}Other {c |} {res}.0253
776
+ {txt}{c |}
777
+ Total {c |} {res}1
778
+ {txt}{hline 10}{c BT}{hline 12}
779
+ Key: {col 1}proportions = {res}cell proportions
780
+
781
+ {txt}saved vectors:
782
+ e(b) = {res}cell proportions
783
+ {txt}e(se) = {res}standard errors of cell proportions
784
+ {txt}e(lb) = {res}lower 95% confidence bounds for cell proportions
785
+ {txt}e(ub) = {res}upper 95% confidence bounds for cell proportions
786
+ {txt}e(deff) = {res}deff for variances of cell proportions
787
+ {txt}e(deft) = {res}deft for variances of cell proportions
788
+ {txt}e(cell) = {res}cell proportions
789
+ {txt}e(count) = {res}weighted counts
790
+ {txt}e(obs) = {res}number of observations
791
+ {txt}
792
+ {com}. esttab ., cell("b(f(4)) se deft")
793
+ {res}
794
+ {txt}{hline 51}
795
+ {txt} (1)
796
+ {txt}
797
+ {txt} b se deft
798
+ {txt}{hline 51}
799
+ {txt}White {res} 0.8792 0.0167 5.2090{txt}
800
+ {txt}Black {res} 0.0955 0.0127 4.4130{txt}
801
+ {txt}Other {res} 0.0253 0.0105 6.8246{txt}
802
+ {txt}Total {res} 1.0000 0.0000 {txt}
803
+ {txt}{hline 51}
804
+ {txt}N {res} 10351 {txt}
805
+ {txt}{hline 51}
806
+
807
+ {com}. estpost svy: tabulate race diabetes, row percent
808
+ {txt}(running tabulate on estimation sample)
809
+
810
+ {col 1}Number of strata{col 20}= {res} 31{txt}{col 48}Number of obs{col 67}= {res} 10349
811
+ {txt}{col 1}Number of PSUs{col 20}= {res} 62{txt}{col 48}Population size{col 67}={res} 117131111
812
+ {txt}{col 48}Design df{col 67}= {res} 31
813
+
814
+ {txt}{hline 10}{c TT}{hline 20}
815
+ 1=white, {c |} diabetes, 1=yes,
816
+ 2=black, {c |} 0=no
817
+ 3=other {c |} 0 1 Total
818
+ {hline 10}{c +}{hline 20}
819
+ White {c |} {res}96.8 3.195 100
820
+ {txt}Black {c |} {res}94.1 5.903 100
821
+ {txt}Other {c |} {res}97.97 2.034 100
822
+ {txt}{c |}
823
+ Total {c |} {res}96.58 3.425 100
824
+ {txt}{hline 10}{c BT}{hline 20}
825
+ Key: {col 1}{res}row percentages
826
+
827
+ {txt} Pearson:
828
+ {col 5}Uncorrected{col 19}chi2({res}2{txt}){col 35}= {res} 21.3483
829
+ {txt}{col 5}Design-based{col 19}F({res}1.52{txt}, {res}47.26{txt}){col 35}= {res} 15.0056{col 51}{txt}P = {res}0.0000
830
+
831
+ {txt}saved vectors:
832
+ e(b) = {res}row percentages
833
+ {txt}e(se) = {res}standard errors of row percentages
834
+ {txt}e(lb) = {res}lower 95% confidence bounds for row percentages
835
+ {txt}e(ub) = {res}upper 95% confidence bounds for row percentages
836
+ {txt}e(deff) = {res}deff for variances of row percentages
837
+ {txt}e(deft) = {res}deft for variances of row percentages
838
+ {txt}e(cell) = {res}cell percentages
839
+ {txt}e(row) = {res}row percentages
840
+ {txt}e(col) = {res}column percentages
841
+ {txt}e(count) = {res}weighted counts
842
+ {txt}e(obs) = {res}number of observations
843
+ {txt}
844
+ {com}. esttab ., b(2) se(2) scalars(F_Pear) nostar unstack ///
845
+ > mtitle(`e(colvar)')
846
+ {res}
847
+ {txt}{hline 51}
848
+ {txt} (1)
849
+ {txt} diabetes
850
+ {txt} 0 1 Total
851
+ {txt}{hline 51}
852
+ {txt}White {res} 96.80 3.20 100.00{txt}
853
+ {res} {ralign 12:{txt:(}0.20{txt:)}} {ralign 12:{txt:(}0.20{txt:)}} {txt}
854
+
855
+ {txt}Black {res} 94.10 5.90 100.00{txt}
856
+ {res} {ralign 12:{txt:(}0.61{txt:)}} {ralign 12:{txt:(}0.61{txt:)}} {txt}
857
+
858
+ {txt}Other {res} 97.97 2.03 100.00{txt}
859
+ {res} {ralign 12:{txt:(}0.76{txt:)}} {ralign 12:{txt:(}0.76{txt:)}} {txt}
860
+
861
+ {txt}Total {res} 96.58 3.42 100.00{txt}
862
+ {res} {ralign 12:{txt:(}0.18{txt:)}} {ralign 12:{txt:(}0.18{txt:)}} {txt}
863
+ {txt}{hline 51}
864
+ {txt}N {res} 10349 {txt}
865
+ {txt}F_Pear {res} 15.01 {txt}
866
+ {txt}{hline 51}
867
+ {txt}Standard errors in parentheses
868
+ {* end example }{txt}{...}
869
+
870
+ {marker correlate}
871
+ {dlgtab:correlate}
872
+
873
+ {p 4 15 2}
874
+ {cmd:estpost} {cmdab:cor:relate}
875
+ {it:{help varlist}} [{it:{help if}}] [{it:{help in}}] [{it:{help weight}}]
876
+ [{cmd:,}
877
+ {cmdab:m:atrix}
878
+ {cmdab:noh:alf}
879
+ {cmdab:print:(}{it:#}{cmd:)}
880
+ {cmdab:b:onferroni}
881
+ {cmdab:sid:ak}
882
+ {cmdab:list:wise}
883
+ {cmdab:case:wise}
884
+ {cmdab:q:uietly}
885
+ {cmdab:es:ample}
886
+ ]
887
+
888
+ {p 4 4 2}
889
+ posts the pairwise correlations between the first variable in
890
+ {it:varlist} and the remaining variables. Alternatively, if the
891
+ {cmd:matrix} option is specified, all pairwise correlations among the
892
+ variable in {it:varlist} are posted.
893
+
894
+ {p 4 4 2}
895
+ {cmd:aweight}s, {cmd:fweight}s,
896
+ {cmd:iweight}s and {cmd:pweight}s are allowed; see {help weight}.
897
+
898
+ {p 4 4 2}
899
+ Methods and formulas are as described in
900
+ {helpb correlate:{bind:[R] correlate}}. However, if {cmd:pweight}s
901
+ are specified, the p-values of the correlations are computed
902
+ as suggested in the Stata FAQ on
903
+ {browse "http://www.stata.com/support/faqs/stat/survey.html":"Estimating correlations with survey data"}.
904
+
905
+ {p 4 4 2}
906
+ Options are:
907
+
908
+ {p 8 12 2}
909
+ {cmd:matrix} to return the (lower triangle) of the correlation
910
+ matrix of the variables in {it:varlist}. The default is to return
911
+ the pairwise correlations between the first variable in
912
+ {it:varlist} and the remaining variables.
913
+
914
+ {p 8 12 2}
915
+ {cmd:nohalf} to return the full correlation matrix rather than just
916
+ the lower triangle. {cmd:nohalf} has no effect unless {cmd:matrix}
917
+ is specified.
918
+
919
+ {p 8 12 2}
920
+ {cmd:print(}{it:#}{cmd:)} to suppress (leave blank)
921
+ correlation coefficients with a p-value larger than
922
+ {it:#}. {cmd:print()} only affects what is saved in
923
+ {cmd:e(rho)}, {cmd:e(p)}, and {cmd:e(count)}, but
924
+ not what is saved in {cmd:e(b)}.
925
+
926
+ {p 8 12 2}
927
+ {cmd:bonferroni} to apply the Bonferroni adjustment to the
928
+ p-values.
929
+
930
+ {p 8 12 2}
931
+ {cmd:sidak} to apply the Sidak adjustment to the
932
+ p-values.
933
+
934
+ {p 8 12 2}
935
+ {cmd:listwise} to handle missing values through listwise deletion,
936
+ meaning that an observation is omitted from the estimation sample
937
+ if any of the variables in {it:varlist} is missing for that
938
+ observation. The default is to handle missing values by pairwise
939
+ deletion, i.e. all available observations are used to calculate a
940
+ pairwise correlation without regard to whether variables outside
941
+ that pair are missing. {cmd:casewise} is a synonym for
942
+ {cmd:listwise}.
943
+
944
+ {p 8 12 2}
945
+ {cmd:quietly} to suppress the output.
946
+
947
+ {p 8 12 2}
948
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
949
+
950
+ {p 4 4 2}The following vectors are saved in {cmd:e()}:
951
+
952
+ {lalign 13:{cmd:e(b)}}correlation coefficients
953
+ {lalign 13:{cmd:e(rho)}}correlation coefficients
954
+ {lalign 13:{cmd:e(p)}}p-values
955
+ {lalign 13:{cmd:e(count)}}number of observations
956
+
957
+ {p 4 4 2}Examples:
958
+
959
+ {* begin example correlate }{...}
960
+ {com}. sysuse auto, clear
961
+ {txt}(1978 Automobile Data)
962
+
963
+ {com}. estpost correlate price mpg turn foreign, matrix
964
+
965
+ {txt}{ralign 12:} {c |} {ralign 9:e(b)} {ralign 9:e(rho)} {ralign 9:e(p)} {ralign 9:e(count)}
966
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}
967
+ {res:{lalign 13:price}}{c |}{space 11}{space 11}{space 11}{space 11}
968
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf:{space 9}}}} {ralign 9:{res:{sf: 74}}}
969
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf:-.4685967}}} {ralign 9:{res:{sf:-.4685967}}} {ralign 9:{res:{sf: .0000255}}} {ralign 9:{res:{sf: 74}}}
970
+ {ralign 12:turn} {c |} {ralign 9:{res:{sf: .3096174}}} {ralign 9:{res:{sf: .3096174}}} {ralign 9:{res:{sf: .0072662}}} {ralign 9:{res:{sf: 74}}}
971
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf: .0487195}}} {ralign 9:{res:{sf: .0487195}}} {ralign 9:{res:{sf: .6801851}}} {ralign 9:{res:{sf: 74}}}
972
+ {res:{lalign 13:mpg}}{c |}{space 11}{space 11}{space 11}{space 11}
973
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf:{space 9}}}} {ralign 9:{res:{sf: 74}}}
974
+ {ralign 12:turn} {c |} {ralign 9:{res:{sf:-.7191863}}} {ralign 9:{res:{sf:-.7191863}}} {ralign 9:{res:{sf: 5.30e-13}}} {ralign 9:{res:{sf: 74}}}
975
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf: .3933974}}} {ralign 9:{res:{sf: .3933974}}} {ralign 9:{res:{sf: .0005254}}} {ralign 9:{res:{sf: 74}}}
976
+ {res:{lalign 13:turn}}{c |}{space 11}{space 11}{space 11}{space 11}
977
+ {ralign 12:turn} {c |} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf:{space 9}}}} {ralign 9:{res:{sf: 74}}}
978
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf:-.6310965}}} {ralign 9:{res:{sf:-.6310965}}} {ralign 9:{res:{sf: 1.66e-09}}} {ralign 9:{res:{sf: 74}}}
979
+ {res:{lalign 13:foreign}}{c |}{space 11}{space 11}{space 11}{space 11}
980
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf: 1}}} {ralign 9:{res:{sf:{space 9}}}} {ralign 9:{res:{sf: 74}}}
981
+
982
+ {com}. esttab ., not unstack compress noobs
983
+ {res}
984
+ {txt}{hline 62}
985
+ {txt} (1)
986
+ {txt}
987
+ {txt} price mpg turn foreign
988
+ {txt}{hline 62}
989
+ {txt}price {res} 1 {txt}
990
+ {txt}mpg {res} -0.469*** 1 {txt}
991
+ {txt}turn {res} 0.310** -0.719*** 1 {txt}
992
+ {txt}foreign {res} 0.0487 0.393*** -0.631*** 1 {txt}
993
+ {txt}{hline 62}
994
+ {txt}* p<0.05, ** p<0.01, *** p<0.001
995
+
996
+ {com}. bysort foreign: eststo: ///
997
+ > estpost correlate price turn weight rep78, listwise
998
+
999
+ {txt}{hline 60}
1000
+ -> Domestic
1001
+
1002
+ {ralign 12:price} {c |} {ralign 9:e(b)} {ralign 9:e(rho)} {ralign 9:e(p)} {ralign 9:e(count)}
1003
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}
1004
+ {ralign 12:turn} {c |} {ralign 9:{res:{sf: .4328091}}} {ralign 9:{res:{sf: .4328091}}} {ralign 9:{res:{sf: .0021229}}} {ralign 9:{res:{sf: 48}}}
1005
+ {ralign 12:weight} {c |} {ralign 9:{res:{sf: .6864719}}} {ralign 9:{res:{sf: .6864719}}} {ralign 9:{res:{sf: 7.19e-08}}} {ralign 9:{res:{sf: 48}}}
1006
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf:-.0193249}}} {ralign 9:{res:{sf:-.0193249}}} {ralign 9:{res:{sf: .8962741}}} {ralign 9:{res:{sf: 48}}}
1007
+ ({res}est1{txt} stored)
1008
+
1009
+ {hline 60}
1010
+ -> Foreign
1011
+
1012
+ {ralign 12:price} {c |} {ralign 9:e(b)} {ralign 9:e(rho)} {ralign 9:e(p)} {ralign 9:e(count)}
1013
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}
1014
+ {ralign 12:turn} {c |} {ralign 9:{res:{sf: .5102425}}} {ralign 9:{res:{sf: .5102425}}} {ralign 9:{res:{sf: .0181155}}} {ralign 9:{res:{sf: 21}}}
1015
+ {ralign 12:weight} {c |} {ralign 9:{res:{sf: .8315886}}} {ralign 9:{res:{sf: .8315886}}} {ralign 9:{res:{sf: 2.99e-06}}} {ralign 9:{res:{sf: 21}}}
1016
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: .1797879}}} {ralign 9:{res:{sf: .1797879}}} {ralign 9:{res:{sf: .4354917}}} {ralign 9:{res:{sf: 21}}}
1017
+ ({res}est2{txt} stored)
1018
+
1019
+ {com}. esttab est1 est2, not mtitles
1020
+ {res}
1021
+ {txt}{hline 44}
1022
+ {txt} (1) (2)
1023
+ {txt} Domestic Foreign
1024
+ {txt}{hline 44}
1025
+ {txt}turn {res} 0.433** 0.510* {txt}
1026
+ {txt}weight {res} 0.686*** 0.832***{txt}
1027
+ {txt}rep78 {res} -0.0193 0.180 {txt}
1028
+ {txt}{hline 44}
1029
+ {txt}N {res} 48 21 {txt}
1030
+ {txt}{hline 44}
1031
+ {txt}* p<0.05, ** p<0.01, *** p<0.001
1032
+ {* end example }{txt}{...}
1033
+
1034
+ {marker ci}
1035
+ {dlgtab:ci}
1036
+
1037
+ {p 4 15 2}
1038
+ {cmd:estpost} {cmdab:ci}
1039
+ [{it:{help varlist}}] [{it:{help if}}] [{it:{help in}}] [{it:{help weight}}]
1040
+ [{cmd:,}
1041
+ {cmdab:b:inomial}
1042
+ {cmdab:p:oisson} {cmdab:e:xposure:(}{it:varname}{cmd:)}
1043
+ {cmdab:ex:act} {cmdab:wa:ld} {cmdab:w:ilson} {cmdab:a:gresti} {cmdab:j:effreys}
1044
+ {cmdab:l:evel:(}{it:#}{cmd:)}
1045
+ {cmdab:list:wise}
1046
+ {cmdab:case:wise}
1047
+ {cmdab:q:uietly}
1048
+ {cmdab:es:ample}
1049
+ ]
1050
+
1051
+ {p 4 4 2}
1052
+ posts standard errors and confidence intervals computed by
1053
+ {helpb ci}. {cmd:aweight}s and {cmd:fweight}s are allowed,
1054
+ but {cmd:aweight}s may not be specified with options
1055
+ {cmd:binomial} or {cmd:poisson};
1056
+ see {help weight}.
1057
+
1058
+ {p 4 4 2}
1059
+ Options are:
1060
+
1061
+ {p 8 12 2}
1062
+ {cmd:binomial}, {cmd:poisson}, {cmd:exposure()},
1063
+ {cmd:exact}, {cmd:wald}, {cmd:wilson}, {cmd:agresti},
1064
+ {cmd:jeffreys}, and {cmd:level()}
1065
+ as described in help {helpb ci}.
1066
+
1067
+ {p 8 12 2}
1068
+ {cmd:listwise} to handle missing values through listwise deletion,
1069
+ meaning that an observation is omitted from the estimation
1070
+ sample if any of the variables in {it:varlist} is missing for that
1071
+ observation. The default is to determine the used observations for
1072
+ each variable separately without regard to whether other variables
1073
+ are missing. {cmd:casewise} is a synonym for {cmd:listwise}.
1074
+
1075
+ {p 8 12 2}
1076
+ {cmd:quietly} to suppress the output.
1077
+
1078
+ {p 8 12 2}
1079
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
1080
+
1081
+ {p 4 4 2}The following results vectors are saved in {cmd:e()}:
1082
+
1083
+ {lalign 13:{cmd:e(b)}}mean
1084
+ {lalign 13:{cmd:e(count)}}number of observations
1085
+ {lalign 13:{cmd:e(se)}}estimate of standard error
1086
+ {lalign 13:{cmd:e(lb)}}lower bound of confidence interval
1087
+ {lalign 13:{cmd:e(ub)}}upper bound of confidence interval
1088
+
1089
+ {p 4 4 2}
1090
+ Examples:
1091
+
1092
+ {* begin example ci }{...}
1093
+ {com}. sysuse auto, clear
1094
+ {txt}(1978 Automobile Data)
1095
+
1096
+ {com}. estpost ci price mpg rep78, listwise
1097
+ {txt}(confidence level is 95%)
1098
+
1099
+ {ralign 12:} {c |} {ralign 9:e(b)} {ralign 9:e(count)} {ralign 9:e(se)} {ralign 9:e(lb)} {ralign 9:e(ub)}
1100
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
1101
+ {ralign 12:price} {c |} {ralign 9:{res:{sf: 6146.043}}} {ralign 9:{res:{sf: 69}}} {ralign 9:{res:{sf: 350.6166}}} {ralign 9:{res:{sf: 5446.399}}} {ralign 9:{res:{sf: 6845.688}}}
1102
+ {ralign 12:mpg} {c |} {ralign 9:{res:{sf: 21.28986}}} {ralign 9:{res:{sf: 69}}} {ralign 9:{res:{sf: .7062326}}} {ralign 9:{res:{sf: 19.88059}}} {ralign 9:{res:{sf: 22.69912}}}
1103
+ {ralign 12:rep78} {c |} {ralign 9:{res:{sf: 3.405797}}} {ralign 9:{res:{sf: 69}}} {ralign 9:{res:{sf: .1191738}}} {ralign 9:{res:{sf: 3.167989}}} {ralign 9:{res:{sf: 3.643605}}}
1104
+
1105
+ {com}. esttab ., cells("b lb ub") label
1106
+ {res}
1107
+ {txt}{hline 59}
1108
+ {txt} (1)
1109
+ {txt}
1110
+ {txt} b lb ub
1111
+ {txt}{hline 59}
1112
+ {txt}Price {res} 6146.043 5446.399 6845.688{txt}
1113
+ {txt}Mileage (mpg) {res} 21.28986 19.88059 22.69912{txt}
1114
+ {txt}Repair Record 1978 {res} 3.405797 3.167989 3.643605{txt}
1115
+ {txt}{hline 59}
1116
+ {txt}Observations {res} 69 {txt}
1117
+ {txt}{hline 59}
1118
+
1119
+ {com}. eststo exact: estpost ci foreign, binomial exact
1120
+ {txt}(confidence level is 95%)
1121
+
1122
+ {ralign 12:} {c |} {ralign 9:e(b)} {ralign 9:e(count)} {ralign 9:e(se)} {ralign 9:e(lb)} {ralign 9:e(ub)}
1123
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
1124
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf: .2972973}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: .0531331}}} {ralign 9:{res:{sf: .196584}}} {ralign 9:{res:{sf: .4148353}}}
1125
+
1126
+ {com}. eststo agresti: estpost ci foreign, binomial agresti
1127
+ {txt}(confidence level is 95%)
1128
+
1129
+ {ralign 12:} {c |} {ralign 9:e(b)} {ralign 9:e(count)} {ralign 9:e(se)} {ralign 9:e(lb)} {ralign 9:e(ub)}
1130
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
1131
+ {ralign 12:foreign} {c |} {ralign 9:{res:{sf: .2972973}}} {ralign 9:{res:{sf: 74}}} {ralign 9:{res:{sf: .0531331}}} {ralign 9:{res:{sf: .204807}}} {ralign 9:{res:{sf: .4097942}}}
1132
+
1133
+ {com}. esttab exact agresti, cells(lb ub) mtitles
1134
+ {res}
1135
+ {txt}{hline 38}
1136
+ {txt} (1) (2)
1137
+ {txt} exact agresti
1138
+ {txt} lb/ub lb/ub
1139
+ {txt}{hline 38}
1140
+ {txt}foreign {res} .196584 .204807{txt}
1141
+ {res} .4148353 .4097942{txt}
1142
+ {txt}{hline 38}
1143
+ {txt}N {res} 74 74{txt}
1144
+ {txt}{hline 38}
1145
+ {* end example }{txt}{...}
1146
+
1147
+ {marker stci}
1148
+ {dlgtab:stci}
1149
+
1150
+ {p 4 15 2}
1151
+ {cmd:estpost} {cmd:stci}
1152
+ [{it:{help if}}] [{it:{help in}}]
1153
+ [{cmd:,}
1154
+ {cmd:by(}{it:groupvar}{cmd:)}
1155
+ {cmdab:m:edian}
1156
+ {cmdab:r:mean}
1157
+ {cmdab:e:mean}
1158
+ {cmd:p(}{it:#}{cmd:)}
1159
+ {cmdab:cc:orr}
1160
+ {cmdab:l:evel:(}{it:#}{cmd:)}
1161
+ {cmdab:q:uietly}
1162
+ {cmdab:es:ample}
1163
+ ]
1164
+
1165
+ {p 4 4 2}
1166
+ posts confidence intervals for means
1167
+ and percentiles of survival time computed by {helpb stci}. Stata 9 or
1168
+ newer is required.
1169
+
1170
+ {p 4 4 2}
1171
+ Options are:
1172
+
1173
+ {p 8 12 2}
1174
+ {cmd:by(}{it:groupvar}{cmd:)}
1175
+ to report separate summaries for each group defined by
1176
+ {it:groupvar}, along with an overall total.
1177
+
1178
+ {p 8 12 2}
1179
+ {cmd:median},
1180
+ {cmd:rmean},
1181
+ {cmd:emean},
1182
+ {cmd:p()},
1183
+ {cmd:ccorr}, and
1184
+ {cmd:level()}
1185
+ as described in help {helpb stci}.
1186
+
1187
+ {p 8 12 2}
1188
+ {cmd:quietly} to suppress the output.
1189
+
1190
+ {p 8 12 2}
1191
+ {cmd:esample} to mark the estimation sample in {cmd:e(sample)}.
1192
+
1193
+ {p 4 4 2}The following vectors are saved in {cmd:e()}:
1194
+
1195
+ {lalign 13:{cmd:e(count)}}number of subjects
1196
+ {lalign 13:{cmd:e(p50)}}median (if {cmd:median} specified; the default)
1197
+ {lalign 13:{cmd:e(p}{it:#}{cmd:)}}#th percentile (if {cmd:p(}{it:#}{cmd:)} specified)
1198
+ {lalign 13:{cmd:e(rmean)}}restricted mean (if {cmd:rmean} specified)
1199
+ {lalign 13:{cmd:e(emean)}}extended mean (if {cmd:emean} specified)
1200
+ {lalign 13:{cmd:e(se)}}standard error
1201
+ {lalign 13:{cmd:e(lb)}}lower bound of CI
1202
+ {lalign 13:{cmd:e(ub)}}upper bound of CI
1203
+
1204
+ {p 4 4 2}
1205
+ Examples:
1206
+
1207
+ {* begin example stci }{...}
1208
+ {com}. webuse page2, clear
1209
+ {txt}
1210
+ {com}. estpost stci
1211
+ {txt}(confidence level is 95%)
1212
+
1213
+ {ralign 12:} {c |} {ralign 9:e(count)} {ralign 9:e(p50)} {ralign 9:e(se)} {ralign 9:e(lb)} {ralign 9:e(ub)}
1214
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
1215
+ {ralign 12:total} {c |} {ralign 9:{res:{sf: 40}}} {ralign 9:{res:{sf: 232}}} {ralign 9:{res:{sf: 2.562933}}} {ralign 9:{res:{sf: 213}}} {ralign 9:{res:{sf: 239}}}
1216
+
1217
+ {com}. esttab ., cell("count p50 se lb ub") noobs compress
1218
+ {res}
1219
+ {txt}{hline 60}
1220
+ {txt} (1)
1221
+ {txt}
1222
+ {txt} count p50 se lb ub
1223
+ {txt}{hline 60}
1224
+ {txt}total {res} 40 232 2.562933 213 239{txt}
1225
+ {txt}{hline 60}
1226
+
1227
+ {com}. estpost stci, by(group)
1228
+ {txt}(confidence level is 95%)
1229
+
1230
+ {ralign 12:} {c |} {ralign 9:e(count)} {ralign 9:e(p50)} {ralign 9:e(se)} {ralign 9:e(lb)} {ralign 9:e(ub)}
1231
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
1232
+ {ralign 12:1} {c |} {ralign 9:{res:{sf: 19}}} {ralign 9:{res:{sf: 216}}} {ralign 9:{res:{sf: 5.171042}}} {ralign 9:{res:{sf: 190}}} {ralign 9:{res:{sf: 234}}}
1233
+ {ralign 12:2} {c |} {ralign 9:{res:{sf: 21}}} {ralign 9:{res:{sf: 233}}} {ralign 9:{res:{sf: 2.179595}}} {ralign 9:{res:{sf: 232}}} {ralign 9:{res:{sf: 280}}}
1234
+ {hline 13}{c +}{hline 11}{hline 11}{hline 11}{hline 11}{hline 11}
1235
+ {ralign 12:total} {c |} {ralign 9:{res:{sf: 40}}} {ralign 9:{res:{sf: 232}}} {ralign 9:{res:{sf: 2.562933}}} {ralign 9:{res:{sf: 213}}} {ralign 9:{res:{sf: 239}}}
1236
+
1237
+ {com}. esttab ., cell("count p50 se lb ub") noobs compress
1238
+ {res}
1239
+ {txt}{hline 60}
1240
+ {txt} (1)
1241
+ {txt}
1242
+ {txt} count p50 se lb ub
1243
+ {txt}{hline 60}
1244
+ {txt}1 {res} 19 216 5.171042 190 234{txt}
1245
+ {txt}2 {res} 21 233 2.179595 232 280{txt}
1246
+ {txt}total {res} 40 232 2.562933 213 239{txt}
1247
+ {txt}{hline 60}
1248
+ {* end example }{txt}{...}
1249
+
1250
+ {marker margins}
1251
+ {dlgtab:margins}
1252
+
1253
+ {p 4 15 2}
1254
+ {cmd:estpost} {cmd:margins}
1255
+ [{it:{help fvvarlist:marginlist}}] [{it:{help if}}] [{it:{help in}}] [{it:{help weight}}]
1256
+ [{cmd:,}
1257
+ {cmdab:q:uietly}
1258
+ {it:{help margins:margins_opions}}
1259
+ ]
1260
+
1261
+ {p 4 4 2}
1262
+ posts results from the {helpb margins} command, that was introduced in
1263
+ Stata 11.
1264
+
1265
+ {p 4 4 2}
1266
+ Options are:
1267
+
1268
+ {p 8 12 2}
1269
+ {cmd:quietly} to suppress the output.
1270
+
1271
+ {p 8 12 2}
1272
+ {it:margins_opions} as described in help {helpb margins} (except {cmd:post}).
1273
+
1274
+ {p 4 4 2}{cmd:estpost margins} replaces the current {cmd:e(b)} and
1275
+ {cmd:e(V)} with {cmd:r(b)} and {cmd:r(V)} from {helpb margins} and
1276
+ also copies all other matrixes, scalars, and macros from {helpb margins} into
1277
+ {cmd:e()} (possibly replacing identically named existing entries).
1278
+
1279
+ {p 4 4 2}
1280
+ Examples:
1281
+
1282
+ {* begin example margins }{...}
1283
+ {com}. sysuse auto, clear
1284
+ {txt}(1978 Automobile Data)
1285
+
1286
+ {com}. quietly logit foreign price mpg weight
1287
+ {txt}
1288
+ {com}. estpost margins, dydx(*) quietly
1289
+ {txt}
1290
+ {com}. esttab ., cell("b se") pr2
1291
+ {res}
1292
+ {txt}{hline 38}
1293
+ {txt} (1)
1294
+ {txt} foreign
1295
+ {txt} b se
1296
+ {txt}{hline 38}
1297
+ {txt}price {res} .0000686 .0000136{txt}
1298
+ {txt}mpg {res} -.0089607 .006596{txt}
1299
+ {txt}weight {res} -.0005069 .000055{txt}
1300
+ {txt}{hline 38}
1301
+ {txt}N {res} 74 {txt}
1302
+ {txt}pseudo R-sq {res} 0.619 {txt}
1303
+ {txt}{hline 38}
1304
+ {* end example }{txt}{...}
1305
+
1306
+
1307
+ {title:Author}
1308
+
1309
+ {p 4 4 2} Ben Jann, Institute of Sociology, University of Bern, [email protected]
1310
+
1311
+
1312
+ {title:Also see}
1313
+
1314
+ Manual: {hi:[R] estimates}
1315
+
1316
+ {p 4 13 2}Online: help for
1317
+ {helpb estimates},
1318
+ {helpb estout},
1319
+ {helpb esttab},
1320
+ {helpb eststo},
1321
+ {helpb estadd}
1322
+ {p_end}
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/eststo.ado ADDED
@@ -0,0 +1,343 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 1.1.0 05nov2008 Ben Jann
2
+
3
+ program define eststo, byable(onecall)
4
+ version 8.2
5
+ local caller : di _caller()
6
+ // --- eststo clear ---
7
+ if `"`1'"'=="clear" {
8
+ if `"`0'"'!="clear" {
9
+ di as err "invalid syntax"
10
+ exit 198
11
+ }
12
+ if "`_byvars'"!="" error 190
13
+ _eststo_clear
14
+ exit
15
+ }
16
+ // --- update globals ---
17
+ _eststo_cleanglobal
18
+ // --- eststo dir ---
19
+ if `"`1'"'=="dir" {
20
+ if `"`0'"'!="dir" {
21
+ di as err "invalid syntax"
22
+ exit 198
23
+ }
24
+ if "`_byvars'"!="" error 190
25
+ _eststo_dir
26
+ exit
27
+ }
28
+ // --- eststo drop ---
29
+ if `"`1'"'=="drop" {
30
+ if "`_byvars'"!="" error 190
31
+ _eststo_`0'
32
+ exit
33
+ }
34
+ // --- eststo store (no by) ---
35
+ if "`_byvars'"=="" {
36
+ version `caller': _eststo_store `0'
37
+ exit
38
+ }
39
+ // --- eststo store (by) ---
40
+ // - check sorting
41
+ local sortedby : sortedby
42
+ local i 0
43
+ foreach byvar of local _byvars {
44
+ local sortedbyi : word `++i' of `sortedby'
45
+ if "`byvar'"!="`sortedbyi'" error 5
46
+ }
47
+ // - parse command on if qualified
48
+ capt _on_colon_parse `0'
49
+ if _rc error 190
50
+ if `"`s(after)'"'=="" error 190
51
+ local estcom `"`s(after)'"'
52
+ local 0 `"`s(before)'"'
53
+ if substr(trim(`"`estcom'"'),1,3)=="svy" {
54
+ di as err "svy commands not allowed with by ...: eststo:"
55
+ exit 190
56
+ }
57
+ AddBygrpToIfqualifier `estcom'
58
+ // - parse syntax of _eststo_store call in order to determine
59
+ // whether title() or missing was specified (note that
60
+ // -estimates change- cannot be used to set the titles since
61
+ // it does not work with -noesample-)
62
+ TitleAndMissing `0'
63
+ // - generate byindex
64
+ tempname _byindex
65
+ qui egen long `_byindex' = group(`_byvars'), label `missing'
66
+ qui su `_byindex', meanonly
67
+ if r(N)==0 error 2000
68
+ local Nby = r(max)
69
+ // - loop over bygroups
70
+ forv i = 1/`Nby' {
71
+ local ibylab: label (`_byindex') `i'
72
+ di as txt _n "{hline}"
73
+ di as txt `"-> `ibylab'"' // could be improved
74
+ if `titleopt'==0 local ibytitle
75
+ else if `titleopt'==1 local ibytitle `" title(`ibylab')"'
76
+ else if `titleopt'==2 local ibytitle `", title(`ibylab')"'
77
+ capture noisily {
78
+ version `caller': _eststo_store `0'`ibytitle' : `estcmd'
79
+ }
80
+ if _rc {
81
+ if "`_byrc0'"=="" error _rc
82
+ }
83
+ }
84
+ end
85
+
86
+ prog TitleAndMissing
87
+ capt syntax [anything] , Title(string) [ MISsing * ]
88
+ if _rc==0 {
89
+ c_local titleopt 0
90
+ c_local missing "`missing'"
91
+ }
92
+ else {
93
+ syntax [anything] [ , MISsing * ]
94
+ if `"`missing'`options'"'!="" c_local titleopt 1
95
+ else c_local titleopt 2
96
+ c_local missing "`missing'"
97
+ }
98
+ end
99
+
100
+ program AddBygrpToIfqualifier
101
+ syntax anything(equalok) [if/] [in] [using] [fw aw pw iw] [, * ]
102
+ local estcom `"`macval(anything)' if (\`_byindex'==\`i')"'
103
+ if `"`macval(if)'"'!="" {
104
+ local estcom `"`macval(estcom)' & (`macval(if)')"'
105
+ }
106
+ if `"`macval(in)'"'!="" {
107
+ local estcom `"`macval(estcom)' `macval(in)'"'
108
+ }
109
+ if `"`macval(using)'"'!="" {
110
+ local estcom `"`macval(estcom)' `macval(using)'"'
111
+ }
112
+ if `"`macval(weight)'"'!="" {
113
+ local estcom `"`macval(estcom)' [`macval(weight)'`macval(exp)']"'
114
+ }
115
+ if `"`macval(options)'"'!="" {
116
+ local estcom `"`macval(estcom)', `macval(options)'"'
117
+ }
118
+ c_local estcmd `"`macval(estcom)'"'
119
+ end
120
+
121
+ program define _eststo_clear
122
+ local names $eststo
123
+ foreach name of local names {
124
+ capt estimates drop `name'
125
+ }
126
+ global eststo
127
+ global eststo_counter
128
+ end
129
+
130
+ program define _eststo_dir
131
+ if `"$eststo"'!="" {
132
+ estimates dir $eststo
133
+ }
134
+ end
135
+
136
+ program define _eststo_cleanglobal
137
+ local enames $eststo
138
+ if `"`enames'"'!="" {
139
+ tempname hcurrent
140
+ _return hold `hcurrent'
141
+ qui _estimates dir
142
+ local snames `r(names)'
143
+ _return restore `hcurrent'
144
+ }
145
+ local names: list enames & snames
146
+ global eststo `names'
147
+ if "`names'"=="" global eststo_counter
148
+ end
149
+
150
+ program define _eststo_drop
151
+ local droplist `0'
152
+ if `"`droplist'"'=="" {
153
+ di as error "someting required"
154
+ exit 198
155
+ }
156
+ local names $eststo
157
+ foreach item of local droplist {
158
+ capt confirm integer number `item'
159
+ if _rc {
160
+ local dropname `item'
161
+ }
162
+ else {
163
+ if `item'<1 {
164
+ di as error "`item' not allowed"
165
+ exit 198
166
+ }
167
+ local dropname est`item'
168
+ }
169
+ local found 0
170
+ foreach name in `names' {
171
+ if match("`name'",`"`dropname'"') {
172
+ local found 1
173
+ estimates drop `name'
174
+ local names: list names - name
175
+ di as txt "(" as res "`name'" as txt " dropped)"
176
+ }
177
+ }
178
+ if `found'==0 {
179
+ di as txt "(no matches found for " as res `"`dropname'"' as txt ")"
180
+ }
181
+ }
182
+ global eststo `names'
183
+ end
184
+
185
+
186
+ program define _eststo_store, eclass
187
+ local caller : di _caller()
188
+ capt _on_colon_parse `0'
189
+ if !_rc {
190
+ local command `"`s(after)'"'
191
+ local 0 `"`s(before)'"'
192
+ }
193
+ syntax [name] [, ///
194
+ Title(passthru) ///
195
+ Prefix(name) ///
196
+ Refresh Refresh2(numlist integer max=1 >0) ///
197
+ ADDscalars(string asis) ///
198
+ noEsample ///
199
+ noCopy ///
200
+ MISsing svy /// doesn't do anything
201
+ ]
202
+ if `"`prefix'"'=="" local prefix "est"
203
+
204
+ // get previous eststo names and counter
205
+ local names $eststo
206
+ local counter $eststo_counter
207
+ if `"`counter'"'=="" local counter 0
208
+
209
+ // if name provided; set refresh on if name already in list
210
+ if "`namelist'"!="" {
211
+ if "`refresh2'"!="" {
212
+ di as error "refresh() not allowed"
213
+ exit 198
214
+ }
215
+ local name `namelist'
216
+ if `:list name in names' local refresh refresh
217
+ else {
218
+ if "`refresh'"!="" {
219
+ di as txt "(" as res "`name'" as txt " not found)"
220
+ }
221
+ local refresh
222
+ }
223
+ if "`refresh'"=="" local ++counter
224
+ }
225
+ // if no name provided
226
+ else {
227
+ if "`refresh2'"!="" local refresh refresh
228
+ if "`refresh'"!="" {
229
+ // refresh2 not provided => refresh last (if available)
230
+ if "`refresh2'"=="" {
231
+ if "`names'"=="" {
232
+ di as txt "(nothing to refresh)"
233
+ local refresh
234
+ }
235
+ else local name: word `:list sizeof names' of `names'
236
+ }
237
+ // refresh2 provided => check availability
238
+ else {
239
+ if `:list posof "`prefix'`refresh2'" in names' {
240
+ local name `prefix'`refresh2'
241
+ }
242
+ else {
243
+ di as txt "(" as res "`prefix'`refresh2'" as txt " not found)"
244
+ local refresh
245
+ }
246
+ }
247
+ }
248
+ if "`refresh'"=="" local ++counter
249
+ // set default name
250
+ if "`name'"=="" local name `prefix'`counter'
251
+ }
252
+
253
+ // run estimation command if provided
254
+ if `"`command'"'!="" {
255
+ version `caller': `command'
256
+ }
257
+
258
+ // add scalars to e()
259
+ if `"`addscalars'"'!="" {
260
+ capt ParseAddscalars `addscalars'
261
+ if _rc {
262
+ di as err `"addscalars() invalid"'
263
+ exit 198
264
+ }
265
+ if "`replace'"=="" {
266
+ local elist `: e(scalars)' `: e(macros)' `: e(matrices)' `: e(functions)'
267
+ }
268
+ local forbidden b V sample
269
+ while (1) {
270
+ gettoken lhs rest: rest
271
+ if `:list lhs in forbidden' {
272
+ di as err `"`lhs' not allowed in addscalars()"'
273
+ exit 198
274
+ }
275
+ if "`replace'"=="" {
276
+ if `:list lhs in elist' {
277
+ di as err `"e(`lhs') already defined"'
278
+ exit 110
279
+ }
280
+ }
281
+ gettoken rhs rest: rest, bind
282
+ capt eret scalar `lhs' = `rhs'
283
+ if _rc {
284
+ di as err `"addscalars() invalid"'
285
+ exit 198
286
+ }
287
+ capture local result = e(`lhs')
288
+ di as txt "(e(" as res `"`lhs'"' as txt ") = " ///
289
+ as res `result' as txt " added)"
290
+ if `"`rest'"'=="" continue, break
291
+ }
292
+ }
293
+ // add e(cmd) if missing
294
+ if `"`e(cmd)'"'=="" {
295
+ if `"`: e(scalars)'`: e(macros)'`: e(matrices)'`: e(functions)'"'!="" {
296
+ eret local cmd "."
297
+ }
298
+ }
299
+
300
+ // store estimates with e(sample)
301
+ estimates store `name' , `copy' `title'
302
+
303
+ // remove e(sample) if -noesample- specified
304
+ if "`esample'"!="" {
305
+ capt confirm new var _est_`name'
306
+ if _rc {
307
+ tempname hcurrent
308
+ _est hold `hcurrent', restore estsystem nullok
309
+ qui replace _est_`name' = . in 1
310
+ _est unhold `name'
311
+ capt confirm new var _est_`name'
312
+ if _rc qui drop _est_`name'
313
+ else {
314
+ di as error "somethings wrong; please contact author of -eststo- " ///
315
+ "(see e-mail in help {help eststo})"
316
+ exit 498
317
+ }
318
+ _est hold `name', estimates varname(_est_`name')
319
+ // varname() only needed so that _est hold does not return error
320
+ // if variable `name' exists
321
+ }
322
+ }
323
+
324
+ // report
325
+ if "`refresh'"=="" {
326
+ global eststo `names' `name'
327
+ global eststo_counter `counter'
328
+ if `"`namelist'"'=="" {
329
+ di as txt "(" as res "`name'" as txt " stored)"
330
+ }
331
+ }
332
+ else {
333
+ if `"`namelist'"'=="" {
334
+ di as txt "(" as res "`name'" as txt " refreshed)"
335
+ }
336
+ }
337
+ end
338
+
339
+ program ParseAddscalars
340
+ syntax anything [ , Replace ]
341
+ c_local rest `"`anything'"'
342
+ c_local replace `replace'
343
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/eststo.hlp ADDED
@@ -0,0 +1,347 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* 13sep2013}{...}
3
+ {hi:help eststo}{right:also see: {helpb esttab}, {helpb estout}, {helpb estadd}, {helpb estpost}}
4
+ {right: {browse "http://repec.org/bocode/e/estout"}}
5
+ {hline}
6
+
7
+ {title:Title}
8
+
9
+ {p 4 4 2}{hi:eststo} {hline 2} Store estimates
10
+
11
+
12
+ {title:Syntax}{smcl}
13
+
14
+ {p 8 15 2}
15
+ [{cmd:_}]{cmd:eststo} [{it:name}]
16
+ [{cmd:,} {it:{help eststo##options:options}} ]
17
+ [ {cmd::} {it:{help estimation_command}} ]
18
+
19
+ {p 8 15 2}
20
+ [{cmd:_}]{cmd:eststo dir}
21
+
22
+ {p 8 15 2}
23
+ [{cmd:_}]{cmd:eststo drop} {{it:#}|{it:name}} [ {{it:#}|{it:name}} ... ]
24
+
25
+ {p 8 15 2}
26
+ [{cmd:_}]{cmd:eststo clear}
27
+
28
+ {marker options}
29
+ {it:options}{col 23}description
30
+ {hline 56}
31
+ [{ul:{cmd:no}}]{cmdab:e:sample}{col 23}{...}
32
+ do not/do store {cmd:e(sample)}
33
+ {cmdab:t:itle:(}{it:string}{cmd:)}{col 23}{...}
34
+ specify a title for the stored set
35
+ {cmdab:p:refix:(}{it:prefix}{cmd:)}{col 23}{...}
36
+ specify a name prefix; default is {cmd:est}
37
+ {cmdab:add:scalars(}{it:...}{cmd:)}{col 23}{...}
38
+ add scalar statistics
39
+ {cmdab:r:efresh}[{cmd:(}{it:#}{cmd:)}]{col 23}{...}
40
+ overwrite a previously stored set
41
+ {cmdab:noc:opy}{col 23}{...}
42
+ clear {cmd:e()} after storing the set
43
+ {cmdab:mis:sing}{col 23}{...}
44
+ use missing values in the {cmd:by} groups
45
+ {hline 56}
46
+
47
+ {p 4 4 2}
48
+ {cmd:by} is allowed with {cmd:eststo} if {cmd:eststo}
49
+ is used as a prefix command, i.e. specify
50
+
51
+ {cmd:by} {it:...} {cmd::} {cmd:eststo} {it:...} {cmd::} {it:estimation_command}
52
+
53
+ {p 4 4 2}
54
+ to apply {it:estimation_command} to each {cmd:by} group and store an estimation
55
+ set for each group; see help {help by}. Note that the implementation of {cmd:by}
56
+ with {cmd:eststo} requires {it:estimation_command}
57
+ to follow {help language:standard Stata syntax} and
58
+ allow the {it:{help if}} qualifier. Do not use the
59
+ {bind:{cmd:by} {it:...}{cmd:: eststo:}} construct with
60
+ {cmd:svy} commands.
61
+
62
+
63
+ {title:Description}
64
+
65
+ {p 4 4 2}
66
+ {cmd:eststo} stores a copy of the active estimation results for later
67
+ tabulation. If {it:name} is provided, the estimation set is stored
68
+ under {it:name}. If {it:name} is not provided, the estimation set is
69
+ stored under {cmd:est}{it:#}, where {it:#} is a counter for the
70
+ number of stored estimation sets.
71
+
72
+ {p 4 4 2}
73
+ {cmd:eststo} may be used in two ways: Either after fitting a model as
74
+ in
75
+
76
+ {com}. regress y x
77
+ . eststo{txt}
78
+
79
+ {p 4 4 2}
80
+ or as a prefix command (see help {help prefix}):
81
+
82
+ {com}. eststo: regress y x{txt}
83
+
84
+ {p 4 4 2}
85
+ {cmd:_eststo} is a variant on {cmd:eststo} that, by default, does not
86
+ store the estimation sample information contained in {cmd:e(sample)}.
87
+ Essentially, {cmd:_eststo} is a shortcut to {cmd:eststo, noesample}.
88
+
89
+ {p 4 4 2}
90
+ {cmd:eststo dir} displays a list of the stored estimates.
91
+
92
+ {p 4 4 2}
93
+ {cmd:eststo drop} drops estimation sets stored by {cmd:eststo}. If {it:name} is
94
+ provided, the estimation set stored under {it:name}
95
+ is dropped (if {cmd:*} or {cmd:?} wildcards are used {it:name},
96
+ all matching sets are dropped). Alternatively, if {it:#} is provided,
97
+ the estimation set stored as {cmd:est}{it:#} is dropped.
98
+
99
+ {p 4 4 2}
100
+ {cmd:eststo clear} drops all estimation sets stored by {cmd:eststo} (and clears
101
+ {cmd:eststo}'s global macros).
102
+
103
+ {p 4 4 2}
104
+ {cmd:eststo} is an alternative to official Stata's
105
+ {helpb estimates store}. The main differences are:
106
+
107
+ {p 8 12 2}
108
+ {space 1}o{space 2}{cmd:eststo} does not require the user to specify a
109
+ name for the stored estimation set.
110
+
111
+ {p 8 12 2}
112
+ {space 1}o{space 2}{cmd:eststo} may be used as a prefix command (see
113
+ help {help prefix}).
114
+
115
+ {p 8 12 2}
116
+ {space 1}o{space 2}{cmd:eststo} provides the possibility to store
117
+ estimates without the {cmd:e(sample)} function (either specify the
118
+ {cmd:noesample} option or use the {cmd:_eststo} command). Omitting
119
+ {cmd:e(sample)} saves memory and also speeds up tabulation programs
120
+ such as {helpb estimates table}, {helpb estout} or {helpb esttab}.
121
+ {hi:Warning:} Some post-estimation commands may not work with
122
+ estimation sets that do not contain the {cmd:e(sample)}.
123
+
124
+ {p 8 12 2}
125
+ {space 1}o{space 2}{cmd:eststo} can add additional scalar statistics to
126
+ be stored with the estimation set.
127
+
128
+
129
+ {title:Options}
130
+ {marker esample}
131
+ {p 4 8 2}
132
+ {cmd:esample} causes the information in {cmd:e(sample)} to be stored
133
+ with the estimates. This is the default in {cmd:eststo}. Type
134
+ {cmd:noesample} or use the {cmd:_eststo} command to omit the
135
+ {cmd:e(sample)}. Note that some post-estimation commands may not be
136
+ working correctly with estimation sets that have been stored without
137
+ {cmd:e(sample)}.
138
+
139
+ {p 4 8 2}
140
+ {cmd:title(}{it:string}{cmd:)} specifies a title for the stored
141
+ estimation set.
142
+ {p_end}
143
+ {marker addscalars}
144
+ {p 4 8 2}
145
+ {cmd:addscalars(}{it:name exp} [{it:...}] [{cmd:,} {cmdab:r:eplace}]{cmd:)}
146
+ may be used to add additional results to the {cmd:e()}-scalars of the
147
+ estimation set before storing it. Specify the names and values of the
148
+ scalars in pairs. For example, {cmd:addscalars(one 1 two 2)} would
149
+ add {cmd:e(one)} = {cmd:1} and {cmd:e(two)} = {cmd:2}. See below for
150
+ an example. The {cmd:replace} suboption permits overwriting existing
151
+ {cmd:e()}-returns. Not allowed as names are "b", "V", or "sample".
152
+ See {helpb estadd} for a more sophisticated tool to add additional
153
+ results to {cmd:e()}-returns.
154
+
155
+ {p 4 8 2}
156
+ {cmd:prefix(}{it:prefix}{cmd:)} specifies a custom prefix for the
157
+ automatic names of the stored estimation sets. The default prefix
158
+ is {cmd:est}.
159
+
160
+ {p 4 8 2}
161
+ {cmd:refresh}[{cmd:(}{it:#}{cmd:)}] may be used to overwrite a
162
+ previously stored estimation set instead of storing the estimates
163
+ under a new name. {cmd:refresh}, specified without argument, will
164
+ overwrite the last saved set. Alternatively,
165
+ {cmd:refresh(}{it:#}{cmd:)} will overwrite the set named
166
+ {cmd:est}{it:#} if it exists. If {it:name} is provided to {cmd:eststo},
167
+ existing sets of the same name will always be overwritten whether or
168
+ not {cmd:refresh} is specified. {cmd:refresh()} with argument is not
169
+ allowed in this case.
170
+
171
+ {p 4 8 2}
172
+ {cmd:nocopy} specifies that after the estimation set has been stored,
173
+ it no longer be available as the active estimation set.
174
+
175
+ {p 4 8 2}
176
+ {cmd:missing} is for use of {cmd:eststo} with the {cmd:by} prefix command and
177
+ causes missing values to be treated like any other values in the {cmd:by}
178
+ variables. The default is to discard observations with missing values in the
179
+ {cmd:by} variables.
180
+
181
+
182
+ {title:Examples}
183
+
184
+ {p 4 4 2}
185
+ Applying {cmd:eststo} after fiting a model to store the model's results,
186
+ as in the following example:
187
+
188
+ {com}. sysuse auto
189
+ {txt}(1978 Automobile Data)
190
+
191
+ {com}. quietly regress price weight
192
+ {txt}
193
+ {com}. eststo model1
194
+ {txt}
195
+ {com}. quietly regress turn weight foreign
196
+ {txt}
197
+ {com}. eststo model2
198
+ {txt}
199
+ {com}. estout
200
+ {res}
201
+ {txt}{hline 38}
202
+ {txt} model1 model2
203
+ {txt} b b
204
+ {txt}{hline 38}
205
+ {txt}weight {res} 2.044063 .0042183{txt}
206
+ {txt}foreign {res} -1.809802{txt}
207
+ {txt}_cons {res} -6.707353 27.44963{txt}
208
+ {txt}{hline 38}
209
+
210
+
211
+ {p 4 4 2}
212
+ Applying {cmd:eststo} as a prefix commmand to fit and store a model in one step:
213
+
214
+ {com}. eststo model1: quietly regress price weight
215
+ {txt}
216
+ {com}. eststo model2: quietly regress turn weight foreign
217
+ {txt}
218
+ {com}. estout
219
+ {res}
220
+ {txt}{hline 38}
221
+ {txt} model1 model2
222
+ {txt} b b
223
+ {txt}{hline 38}
224
+ {txt}weight {res} 2.044063 .0042183{txt}
225
+ {txt}foreign {res} -1.809802{txt}
226
+ {txt}_cons {res} -6.707353 27.44963{txt}
227
+ {txt}{hline 38}
228
+
229
+
230
+ {p 4 4 2}
231
+ Using {cmd:eststo} with automatic names:
232
+
233
+ {com}. eststo clear
234
+ {txt}
235
+ {com}. eststo: quietly regress price weight
236
+ {txt}({res}est1{txt} stored)
237
+
238
+ {com}. eststo: quietly regress turn weight foreign
239
+ {txt}({res}est2{txt} stored)
240
+
241
+ {com}. estout
242
+ {res}
243
+ {txt}{hline 38}
244
+ {txt} est1 est2
245
+ {txt} b b
246
+ {txt}{hline 38}
247
+ {txt}weight {res} 2.044063 .0042183{txt}
248
+ {txt}foreign {res} -1.809802{txt}
249
+ {txt}_cons {res} -6.707353 27.44963{txt}
250
+ {txt}{hline 38}
251
+
252
+
253
+ {p 4 4 2}
254
+ Adding ancillary statistics:
255
+
256
+ {com}. eststo clear
257
+ {txt}
258
+ {com}. quietly regress price weight mpg
259
+ {txt}
260
+ {com}. test weight = mpg
261
+
262
+ {txt} ( 1) {res}weight - mpg = 0
263
+
264
+ {txt} F( 1, 71) ={res} 0.36
265
+ {txt}{col 13}Prob > F ={res} 0.5514
266
+ {txt}
267
+ {com}. eststo, add(p_diff r(p))
268
+ {txt}(e({res}p_diff{txt}) = {res}.55138216{txt} added)
269
+ ({res}est1{txt} stored)
270
+
271
+ {com}. estout, stat(p_diff)
272
+ {res}
273
+ {txt}{hline 25}
274
+ {txt} est1
275
+ {txt} b
276
+ {txt}{hline 25}
277
+ {txt}weight {res} 1.746559{txt}
278
+ {txt}mpg {res} -49.51222{txt}
279
+ {txt}_cons {res} 1946.069{txt}
280
+ {txt}{hline 25}
281
+ {txt}p_diff {res} .5513822{txt}
282
+ {txt}{hline 25}
283
+
284
+
285
+ {p 4 4 2}
286
+ Using the {cmd:by} prefix to store subbroup models:
287
+
288
+ {com}. eststo clear
289
+ {txt}
290
+ {com}. quietly by foreign: eststo: quietly reg price weight mpg
291
+ {txt}
292
+ {com}. esttab, label nodepvar nonumber
293
+ {res}
294
+ {txt}{hline 52}
295
+ {txt} Domestic Foreign
296
+ {txt}{hline 52}
297
+ {txt}Weight (lbs.) {res} 4.415*** 5.156***{txt}
298
+ {res} {ralign 12:{txt:(}4.66{txt:)}} {ralign 12:{txt:(}5.85{txt:)}} {txt}
299
+
300
+ {txt}Mileage (mpg) {res} 237.7 -19.78 {txt}
301
+ {res} {ralign 12:{txt:(}1.71{txt:)}} {ralign 12:{txt:(}-0.34{txt:)}} {txt}
302
+
303
+ {txt}Constant {res} -13285.4* -5065.8 {txt}
304
+ {res} {ralign 12:{txt:(}-2.32{txt:)}} {ralign 12:{txt:(}-1.58{txt:)}} {txt}
305
+ {txt}{hline 52}
306
+ {txt}Observations {res} 52 22 {txt}
307
+ {txt}{hline 52}
308
+ {txt}t statistics in parentheses
309
+ {txt}* p<0.05, ** p<0.01, *** p<0.001
310
+
311
+
312
+ {title:Returned results}
313
+
314
+ {p 4 4 2}
315
+ The name under which an estimation set is stored, is added to the set in
316
+ {cmd:e(_estimates_name)}.
317
+
318
+ {p 4 4 2}
319
+ In addition, {cmd:eststo} maintains two global macros. {cmd:$eststo} contains a list
320
+ of the names of the stored estimation sets. {cmd:$eststo_counter}
321
+ contains the count of stored estimation sets.
322
+
323
+
324
+ {title:Acknowledgements}
325
+
326
+ {p 4 4 2}
327
+ Bill Gould suggested to make {cmd:eststo} "byable".
328
+
329
+
330
+ {title:Author}
331
+
332
+ {p 4 4 2}
333
+ Ben Jann, Institute of Sociology, University of Bern, [email protected]
334
+
335
+
336
+ {title:Also see}
337
+
338
+ Manual: {hi:[R] estimates}
339
+
340
+ {p 4 13 2}Online: help for
341
+ {helpb estimates},
342
+ {helpb esttab},
343
+ {helpb estout},
344
+ {helpb estadd},
345
+ {helpb estpost}
346
+ {p_end}
347
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/esttab.ado ADDED
@@ -0,0 +1,1209 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.0.6 02jun2014 Ben Jann
2
+ *! wrapper for estout
3
+
4
+ program define esttab
5
+ version 8.2
6
+ local caller : di _caller()
7
+
8
+ // mode specific defaults
9
+ local cdate "`c(current_date)'"
10
+ local ctime "`c(current_time)'"
11
+ // - fixed
12
+ local fixed_open0 `""% `cdate' `ctime'""'
13
+ local fixed_close0 `""""'
14
+ local fixed_open `""'
15
+ local fixed_close `""'
16
+ local fixed_caption `""@title""'
17
+ local fixed_open2 `""'
18
+ local fixed_close2 `""'
19
+ local fixed_toprule `""@hline""'
20
+ local fixed_midrule `""@hline""'
21
+ local fixed_bottomrule `""@hline""'
22
+ local fixed_topgap `""""'
23
+ local fixed_midgap `""""'
24
+ local fixed_bottomgap `""""'
25
+ local fixed_eqrule `"begin(@hline "")"'
26
+ local fixed_ssl `"N R-sq "adj. R-sq" "pseudo R-sq" AIC BIC"'
27
+ local fixed_lsl `"Observations R-squared "Adjusted R-squared" "Pseudo R-squared" AIC BIC"'
28
+ local fixed_starlevels `"* 0.05 ** 0.01 *** 0.001"'
29
+ local fixed_starlevlab `""'
30
+ local fixed_begin `""'
31
+ local fixed_delimiter `"" ""'
32
+ local fixed_end `""'
33
+ local fixed_incelldel `"" ""'
34
+ local fixed_varwidth `"\`= cond("\`label'"=="", 12, 20)'"'
35
+ local fixed_modelwidth `"12"'
36
+ local fixed_abbrev `"abbrev"'
37
+ local fixed_substitute `""'
38
+ local fixed_interaction `"" # ""'
39
+ local fixed_tstatlab `"t statistics"'
40
+ local fixed_zstatlab `"z statistics"'
41
+ local fixed_pvallab `"p-values"'
42
+ local fixed_cilab `"\`level'% confidence intervals"'
43
+ // - smcl
44
+ local smcl_open0 `"{smcl} "{* % `cdate' `ctime'}{...}""'
45
+ local smcl_close0 `""""'
46
+ local smcl_open `""'
47
+ local smcl_close `""'
48
+ local smcl_caption `""@title""'
49
+ local smcl_open2 `""'
50
+ local smcl_close2 `""'
51
+ local smcl_toprule `""{hline @width}""'
52
+ local smcl_midrule `""{hline @width}""'
53
+ local smcl_bottomrule `""{hline @width}""'
54
+ local smcl_topgap `""""'
55
+ local smcl_midgap `""""'
56
+ local smcl_bottomgap `""""'
57
+ local smcl_eqrule `"begin("{hline @width}" "")"'
58
+ local smcl_ssl `"`macval(fixed_ssl)'"'
59
+ local smcl_lsl `"`macval(fixed_lsl)'"'
60
+ local smcl_starlevels `"`macval(fixed_starlevels)'"'
61
+ local smcl_starlevlab `""'
62
+ local smcl_begin `""'
63
+ local smcl_delimiter `"" ""'
64
+ local smcl_end `""'
65
+ local smcl_incelldel `"" ""'
66
+ local smcl_varwidth `"`macval(fixed_varwidth)'"'
67
+ local smcl_modelwidth `"`macval(fixed_modelwidth)'"'
68
+ local smcl_abbrev `"`macval(fixed_abbrev)'"'
69
+ local smcl_substitute `""'
70
+ local smcl_interaction `"" # ""'
71
+ local smcl_tstatlab `"`macval(fixed_tstatlab)'"'
72
+ local smcl_zstatlab `"`macval(fixed_zstatlab)'"'
73
+ local smcl_pvallab `"`macval(fixed_pvallab)'"'
74
+ local smcl_cilab `"`macval(fixed_cilab)'"'
75
+ // - tab
76
+ local tab_open0 `"`macval(fixed_open0)'"'
77
+ local tab_close0 `""""'
78
+ local tab_open `""'
79
+ local tab_close `""'
80
+ local tab_caption `""@title""'
81
+ local tab_open2 `""'
82
+ local tab_close2 `""'
83
+ local tab_topgap `""""'
84
+ local tab_midgap `""""'
85
+ local tab_bottomgap `""""'
86
+ local tab_ssl `"`macval(fixed_ssl)'"'
87
+ local tab_lsl `"`macval(fixed_lsl)'"'
88
+ local tab_starlevels `"`macval(fixed_starlevels)'"'
89
+ local tab_starlevlab `""'
90
+ local tab_begin `""'
91
+ local tab_delimiter `"_tab"'
92
+ local tab_end `""'
93
+ local tab_incelldel `"" ""'
94
+ local tab_varwidth `""'
95
+ local tab_modelwidth `""'
96
+ local tab_abbrev `""'
97
+ local tab_substitute `""'
98
+ local tab_interaction `"" # ""'
99
+ local tab_tstatlab `"`macval(fixed_tstatlab)'"'
100
+ local tab_zstatlab `"`macval(fixed_zstatlab)'"'
101
+ local tab_pvallab `"`macval(fixed_pvallab)'"'
102
+ local tab_cilab `"`macval(fixed_cilab)'"'
103
+ // - csv
104
+ local csv_open0 `"`"\`csvlhs'% `cdate' `ctime'""'"'
105
+ local csv_close0 `""""'
106
+ local csv_open `""'
107
+ local csv_close `""'
108
+ local csv_caption `"`"\`csvlhs'@title""'"'
109
+ local csv_open2 `""'
110
+ local csv_close2 `""'
111
+ local csv_topgap `""""'
112
+ local csv_midgap `""""'
113
+ local csv_bottomgap `""""'
114
+ local csv_ssl `"`macval(fixed_ssl)'"'
115
+ local csv_lsl `"`macval(fixed_lsl)'"'
116
+ local csv_starlevels `"`macval(fixed_starlevels)'"'
117
+ local csv_starlevlab `""'
118
+ local csv_begin `"`"\`csvlhs'"'"'
119
+ local csv_delimiter `"`"",\`csvlhs'"'"'
120
+ local scsv_delimiter `"`"";\`csvlhs'"'"'
121
+ local csv_end `"`"""'"'
122
+ local csv_incelldel `"" ""'
123
+ local csv_varwidth `""'
124
+ local csv_modelwidth `""'
125
+ local csv_abbrev `""'
126
+ local csv_substitute `""'
127
+ local csv_interaction `"" # ""'
128
+ local csv_tstatlab `"`macval(fixed_tstatlab)'"'
129
+ local csv_zstatlab `"`macval(fixed_zstatlab)'"'
130
+ local csv_pvallab `"`macval(fixed_pvallab)'"'
131
+ local csv_cilab `"`macval(fixed_cilab)'"'
132
+ // - rtf
133
+ local rtf_open0 `""'
134
+ local rtf_close0 `""'
135
+ local rtf_ct `"\yr`=year(d(`cdate'))'\mo`=month(d(`cdate'))'\dy`=day(d(`cdate'))'\hr`=substr("`ctime'",1,2)'\min`=substr("`ctime'",4,2)'"'
136
+ local rtf_open_l1 `"`"{\rtf1`=cond("`c(os)'"=="MacOSX", "\mac", "\ansi")'\deff0 {\fonttbl{\f0\fnil Times New Roman;}}"'"'
137
+ local rtf_open_l2 `" `"{\info {\author .}{\company .}{\title .}{\creatim`rtf_ct'}}"'"'
138
+ local rtf_open_l3 `" `"\deflang1033\plain\fs24"'"'
139
+ local rtf_open_l4 `" `"{\footer\pard\qc\plain\f0\fs24\chpgn\par}"'"'
140
+ local rtf_open `"`rtf_open_l1'`rtf_open_l2'`rtf_open_l3'`rtf_open_l4'"'
141
+ local rtf_close `""{\pard \par}" "}""'
142
+ local rtf_caption `"`"{\pard\keepn\ql @title\par}"'"'
143
+ local rtf_open2 `""{""'
144
+ local rtf_close2 `""}""'
145
+ local rtf_toprule `""'
146
+ local rtf_midrule `""'
147
+ local rtf_bottomrule `""'
148
+ local rtf_topgap `""'
149
+ local rtf_midgap `"{\trowd\trgaph108\trleft-108@rtfemptyrow\row}"'
150
+ local rtf_bottomgap `""'
151
+ local rtf_eqrule `"begin("{\trowd\trgaph108\trleft-108@rtfrowdefbrdrt\pard\intbl\ql {") replace"'
152
+ local rtf_ssl `""{\i N}" "{\i R}{\super 2}" "adj. {\i R}{\super 2}" "pseudo {\i R}{\super 2}" "{\i AIC}" "{\i BIC}""'
153
+ local rtf_lsl `"Observations "{\i R}{\super 2}" "Adjusted {\i R}{\super 2}" "Pseudo {\i R}{\super 2}" "{\i AIC}" "{\i BIC}""'
154
+ local rtf_starlevels `""{\super *}" 0.05 "{\super **}" 0.01 "{\super ***}" 0.001"'
155
+ local rtf_starlevlab `", label(" {\i p} < ")"'
156
+ local rtf_rowdef `"\`=cond("\`lines'"=="", "@rtfrowdef", "@rtfrowdefbrdr")'"'
157
+ local rtf_begin `"{\trowd\trgaph108\trleft-108\`rtf_rowdef'\pard\intbl\ql {"'
158
+ local rtf_delimiter `"}\cell \pard\intbl\q\`=cond(`"\`alignment'"'!="", `"\`alignment'"', "c")' {"'
159
+ local rtf_end `"}\cell\row}"'
160
+ local rtf_incelldel `""\line ""'
161
+ local rtf_varwidth `"\`= cond("\`label'"=="", 12, 20)'"'
162
+ local rtf_modelwidth `"12"'
163
+ local rtf_abbrev `""'
164
+ local rtf_substitute `""'
165
+ local rtf_interaction `"" # ""'
166
+ local rtf_tstatlab `"{\i t} statistics"'
167
+ local rtf_zstatlab `"{\i z} statistics"'
168
+ local rtf_pvallab `"{\i p}-values"'
169
+ local rtf_cilab `"\`level'% confidence intervals"'
170
+ // - html
171
+ local html_open0 `"<html> <head> "<title>`=cond(`"\`macval(title)'"'=="","estimates table, created `cdate' `ctime'","@title")'</title>" </head> <body> """'
172
+ local html_close0 `""" </body> </html> """'
173
+ local html_open `"`"<table border="0" width="\`=cond("\`width'"=="","*","\`width'")'">"'"'
174
+ local html_close `""</table>""'
175
+ local html_caption `""<caption>@title</caption>""'
176
+ local html_open2 `""'
177
+ local html_close2 `""'
178
+ local html_toprule `""<tr><td colspan=@span><hr></td></tr>""'
179
+ local html_midrule `""<tr><td colspan=@span><hr></td></tr>""'
180
+ local html_bottomrule `""<tr><td colspan=@span><hr></td></tr>""'
181
+ local html_topgap `""'
182
+ local html_midgap `""<tr><td colspan=@span>&nbsp;</td></tr>""'
183
+ local html_bottomgap `""'
184
+ local html_eqrule `"begin("<tr><td colspan=@span><hr></td></tr>" "")"'
185
+ local html_ssl `"<i>N</i> <i>R</i><sup>2</sup> "adj. <i>R</i><sup>2</sup>" "pseudo <i>R</i><sup>2</sup>" <i>AIC</i> <i>BIC</i>"'
186
+ local html_lsl `"Observations <i>R</i><sup>2</sup> "Adjusted <i>R</i><sup>2</sup>" "Pseudo <i>R</i><sup>2</sup>" <i>AIC</i> <i>BIC</i>"'
187
+ local html_starlevels `"<sup>*</sup> 0.05 <sup>**</sup> 0.01 <sup>***</sup> 0.001"'
188
+ local html_starlevlab `", label(" <i>p</i> < ")"'
189
+ local html_begin `"<tr><td>"'
190
+ local html_delimiter `"</td><td\`=cond(`"\`alignment'"'!="", `" align="\`alignment'""', "")'>"'
191
+ local html_end `"</td></tr>"'
192
+ local html_incelldel `"<br />"'
193
+ local html_varwidth `"\`= cond("\`label'"=="", 12, 20)'"'
194
+ local html_modelwidth `"12"'
195
+ local html_abbrev `""'
196
+ local html_substitute `""'
197
+ local html_interaction `"" # ""'
198
+ local html_tstatlab `"<i>t</i> statistics"'
199
+ local html_zstatlab `"<i>z</i> statistics"'
200
+ local html_pvallab `"<i>p</i>-values"'
201
+ local html_cilab `"\`level'% confidence intervals"'
202
+ // - tex
203
+ local tex_open0 `""% `cdate' `ctime'" \documentclass{article} \`texpkgs' \`=cond("\`longtable'"!="","\usepackage{longtable}","")' \begin{document} """'
204
+ local tex_close0 `""" \end{document} """'
205
+ local tex_open `"\`=cond("\`longtable'"=="", "\begin{table}[htbp]\centering", `"{"')'"'
206
+ local tex_close `"\`=cond("\`longtable'"=="", "\end{table}", "}")'"'
207
+ local tex_caption `"\caption{@title}"'
208
+ local tex_open2 `"\`=cond("\`longtable'"!="", "\begin{longtable}", "\begin{tabular" + cond("\`width'"=="", "}", "*}{\`width'}"))'"'
209
+ local tex_close2 `"\`=cond("\`longtable'"!="", "\end{longtable}", "\end{tabular" + cond("\`width'"=="", "}", "*}"))'"'
210
+ local tex_toprule `"\`="\hline\hline" + cond("\`longtable'"!="", "\endfirsthead\hline\endhead\hline\endfoot\endlastfoot", "")'"'
211
+ local tex_midrule `""\hline""'
212
+ local tex_bottomrule `""\hline\hline""'
213
+ local tex_topgap `""'
214
+ local tex_midgap `"[1em]"' // `"\\\"'
215
+ local tex_bottomgap `""'
216
+ local tex_eqrule `"begin("\hline" "")"'
217
+ local tex_ssl `"\(N\) \(R^{2}\) "adj. \(R^{2}\)" "pseudo \(R^{2}\)" \textit{AIC} \textit{BIC}"'
218
+ local tex_lsl `"Observations \(R^{2}\) "Adjusted \(R^{2}\)" "Pseudo \(R^{2}\)" \textit{AIC} \textit{BIC}"'
219
+ local tex_starlevels `"\sym{*} 0.05 \sym{**} 0.01 \sym{***} 0.001"'
220
+ local tex_starlevlab `", label(" \(p<@\)")"'
221
+ local tex_begin `""'
222
+ local tex_delimiter `"&"'
223
+ local tex_end `"\\\"'
224
+ local tex_incelldel `"" ""'
225
+ local tex_varwidth `"\`= cond("\`label'"=="", 12, 20)'"'
226
+ local tex_modelwidth `"12"'
227
+ local tex_abbrev `""'
228
+ local tex_tstatlab `"\textit{t} statistics"'
229
+ local tex_zstatlab `"\textit{z} statistics"'
230
+ local tex_pvallab `"\textit{p}-values"'
231
+ local tex_cilab `"\`level'\% confidence intervals"'
232
+ local tex_substitute `"_ \_ "\_cons " \_cons"'
233
+ local tex_interaction `"" $\times$ ""'
234
+ // - booktabs
235
+ local booktabs_open0 `""% `cdate' `ctime'" \documentclass{article} \`texpkgs' \usepackage{booktabs} \`=cond("\`longtable'"!="","\usepackage{longtable}","")' \begin{document} """'
236
+ local booktabs_close0 `"`macval(tex_close0)'"'
237
+ local booktabs_open `"`macval(tex_open)'"'
238
+ local booktabs_close `"`macval(tex_close)'"'
239
+ local booktabs_caption `"`macval(tex_caption)'"'
240
+ local booktabs_open2 `"`macval(tex_open2)'"'
241
+ local booktabs_close2 `"`macval(tex_close2)'"'
242
+ local booktabs_toprule `"\`="\toprule" + cond("\`longtable'"!="", "\endfirsthead\midrule\endhead\midrule\endfoot\endlastfoot", "")'"'
243
+ local booktabs_midrule `""\midrule""'
244
+ local booktabs_bottomrule `""\bottomrule""'
245
+ local booktabs_topgap `"`macval(tex_topgap)'"'
246
+ local booktabs_midgap `"\addlinespace"'
247
+ local booktabs_bottomgap `"`macval(tex_bottomgap)'"'
248
+ local booktabs_eqrule `"begin("\midrule" "")"'
249
+ local booktabs_ssl `"`macval(tex_ssl)'"'
250
+ local booktabs_lsl `"`macval(tex_lsl)'"'
251
+ local booktabs_starlevels `"`macval(tex_starlevels)'"'
252
+ local booktabs_starlevlab `"`macval(tex_starlevlab)'"'
253
+ local booktabs_begin `"`macval(tex_begin)'"'
254
+ local booktabs_delimiter `"`macval(tex_delimiter)'"'
255
+ local booktabs_end `"`macval(tex_end)'"'
256
+ local booktabs_incelldel `"`macval(tex_incelldel)'"'
257
+ local booktabs_varwidth `"`macval(tex_varwidth)'"'
258
+ local booktabs_modelwidth `"`macval(tex_modelwidth)'"'
259
+ local booktabs_abbrev `"`macval(tex_abbrev)'"'
260
+ local booktabs_tstatlab `"`macval(tex_tstatlab)'"'
261
+ local booktabs_zstatlab `"`macval(tex_zstatlab)'"'
262
+ local booktabs_pvallab `"`macval(tex_pvallab)'"'
263
+ local booktabs_cilab `"`macval(tex_cilab)'"'
264
+ local booktabs_substitute `"`macval(tex_substitute)'"'
265
+ local booktabs_interaction `"`macval(tex_interaction)'"'
266
+
267
+ // syntax
268
+ syntax [anything] [using] [ , ///
269
+ /// coefficients and t-stats, se, etc.
270
+ b Bfmt(string) ///
271
+ noT Tfmt(string) ///
272
+ z Zfmt(string) ///
273
+ se SEfmt(string) ///
274
+ p Pfmt(string) ///
275
+ ci CIfmt(string) ///
276
+ BEta BEtafmt(string) ///
277
+ main(string) /// syntax: name format
278
+ aux(string) /// syntax: name format
279
+ abs /// absolute t-values
280
+ wide ///
281
+ NOSTAr STAR STAR2(string asis) ///
282
+ staraux ///
283
+ NOCONstant CONstant ///
284
+ COEFlabels(string asis) ///
285
+ /// summary statistics
286
+ noOBS obslast ///
287
+ r2 R2fmt(string) ar2 AR2fmt(string) pr2 PR2fmt(string) ///
288
+ aic AICfmt(string) bic BICfmt(string) ///
289
+ SCAlars(string asis) /// syntax: "name1 [label1]" "name2 [label2]" etc.
290
+ sfmt(string) ///
291
+ /// layout
292
+ NOMTItles MTItles MTItles2(string asis) ///
293
+ NOGAPs GAPs ///
294
+ NOLInes LInes ///
295
+ ADDNotes(string asis) ///
296
+ COMpress ///
297
+ plain ///
298
+ smcl FIXed tab csv SCsv rtf HTMl tex BOOKTabs ///
299
+ Fragment ///
300
+ page PAGE2(str) ///
301
+ ALIGNment(str asis) ///
302
+ width(str asis) ///
303
+ /// other
304
+ Noisily ///
305
+ * ]
306
+ _more_syntax , `macval(options)'
307
+ _estout_options , `macval(options)'
308
+
309
+ // matrix mode
310
+ MatrixMode, `anything'
311
+
312
+ // syntax consistency etc
313
+ gettoken chunk using0: using
314
+ if `"`macval(star2)'"'!="" local star star
315
+ foreach opt in constant gaps lines star abbrev depvars numbers parentheses ///
316
+ notes mtitles type outfilenoteoff {
317
+ NotBothAllowed "``opt''" `no`opt''
318
+ }
319
+ NotBothAllowed "`staraux'" `nostar'
320
+ if `"`macval(mtitles2)'"'!="" NotBothAllowed "mtitles" `nomtitles'
321
+ if `"`page2'"'!="" local page page
322
+ NotBothAllowed "`fragment'" `page'
323
+ if `"`pfmt'"'!="" local p p
324
+ if `"`zfmt'"'!="" local z z
325
+ if `"`sefmt'"'!="" local se se
326
+ if `"`cifmt'"'!="" local ci ci
327
+ if `"`betafmt'"'!="" local beta beta
328
+ if "`level'"=="" local level $S_level
329
+ if ((("`margin'"!="" | `"`margin2'"'!="") & "`nomargin'"=="") | ///
330
+ ("`beta'"!="") | ("`eform'"!="" & "`noeform'"=="")) ///
331
+ & "`constant'"=="" local noconstant noconstant
332
+ if `"`r2fmt'"'!="" local r2 r2
333
+ if `"`ar2fmt'"'!="" local ar2 ar2
334
+ if `"`pr2fmt'"'!="" local pr2 pr2
335
+ if `"`aicfmt'"'!="" local aic aic
336
+ if `"`bicfmt'"'!="" local bic bic
337
+ if "`type'"=="" & `"`using'"'!="" local notype notype
338
+ local nocellsopt = `"`macval(cells)'"'==""
339
+ if `"`width'"'!="" & `"`longtable'"'!="" {
340
+ di as err "width() and longtable not both allowed"
341
+ exit 198
342
+ }
343
+
344
+ // format modes
345
+ local mode `smcl' `fixed' `tab' `csv' `scsv' `rtf' `html' `tex' `booktabs'
346
+ if `:list sizeof mode'>1 {
347
+ di as err "only one allowed of smcl, fixed, tab, csv, scsv, rtf, html, tex, or booktabs"
348
+ exit 198
349
+ }
350
+ if `"`using'"'!="" {
351
+ _getfilename `"`using0'"'
352
+ local fn `"`r(filename)'"'
353
+ _getfilesuffix `"`fn'"'
354
+ local suffix `"`r(suffix)'"'
355
+ }
356
+ if "`mode'"=="" {
357
+ if `"`using'"'!="" {
358
+ if inlist(`"`suffix'"', ".html", ".htm") local mode html
359
+ else if `"`suffix'"'==".tex" local mode tex
360
+ else if `"`suffix'"'==".csv" local mode csv
361
+ else if `"`suffix'"'==".rtf" local mode rtf
362
+ else if `"`suffix'"'==".smcl" local mode smcl
363
+ else local mode fixed
364
+ }
365
+ else local mode smcl
366
+ }
367
+ else {
368
+ if "`mode'"=="scsv" {
369
+ local csv_delimiter `"`macval(`mode'_delimiter)'"'
370
+ local mode "csv"
371
+ }
372
+ }
373
+ if `"`using'"'!="" & `"`suffix'"'=="" {
374
+ if inlist("`mode'","fixed","tab") local suffix ".txt"
375
+ else if inlist("`mode'","csv","scsv") local suffix ".csv"
376
+ else if "`mode'"=="rtf" local suffix ".rtf"
377
+ else if "`mode'"=="html" local suffix ".html"
378
+ else if inlist("`mode'","tex","booktabs") local suffix ".tex"
379
+ else if "`mode'"=="smcl" local suffix ".smcl"
380
+ local using `"using `"`fn'`suffix'"'"'
381
+ local using0 `" `"`fn'`suffix'"'"'
382
+ }
383
+ if "`mode'"=="smcl" local smcltags smcltags
384
+ local mode0 `mode'
385
+ if "`mode0'"=="booktabs" local mode0 tex
386
+ else if "`mode0'"=="csv" {
387
+ if "`plain'"=="" local csvlhs `"=""'
388
+ else local csvlhs `"""'
389
+ }
390
+ if "`compress'"!="" {
391
+ if "``mode'_modelwidth'"!="" {
392
+ local `mode'_modelwidth = ``mode'_modelwidth' - 3
393
+ }
394
+ if "``mode'_varwidth'"!="" {
395
+ local `mode'_varwidth = ``mode'_varwidth' - cond("`label'"!="", 4, 2)
396
+ }
397
+ }
398
+ if `"`modelwidth'"'=="" {
399
+ if `nocellsopt' & `"``mode'_modelwidth'"'!="" & "`ci'"!="" {
400
+ local modelwidth = 2*``mode'_modelwidth' - 2
401
+ if "`wide'"!="" local modelwidth "``mode'_modelwidth' `modelwidth'"
402
+ }
403
+ else {
404
+ local modelwidth "``mode'_modelwidth'"
405
+ }
406
+ }
407
+ if `"`varwidth'"'=="" {
408
+ local varwidth "``mode'_varwidth'"
409
+ }
410
+ if "`plain'"=="" & `matrixmode'==0 {
411
+ foreach opt in star depvars numbers parentheses notes {
412
+ SwitchOnIfEmpty `opt' `no`opt''
413
+ }
414
+ if "`wide'"=="" & ("`t'"=="" | "`z'`se'`p'`ci'`aux'"!="") & `nocellsopt'==1 ///
415
+ SwitchOnIfEmpty gaps `nogaps'
416
+ }
417
+ if "`plain'"=="" {
418
+ SwitchOnIfEmpty lines `nolines'
419
+ }
420
+ if `"`lines'"'!="" {
421
+ SwitchOnIfEmpty eqlines `noeqlines'
422
+ }
423
+ if inlist("`mode0'", "tab", "csv") {
424
+ local lines
425
+ local eqlines
426
+ }
427
+ if "`notes'"!="" & "`nolegend'"=="" & `nocellsopt'==1 & `matrixmode'==0 local legend legend
428
+ if "`plain'"!="" {
429
+ if "`bfmt'"=="" local bfmt %9.0g
430
+ if "`tfmt'"=="" local tfmt `bfmt'
431
+ if "`zfmt'"=="" local zfmt `bfmt'
432
+ if "`sefmt'"=="" local sefmt `bfmt'
433
+ if "`pfmt'"=="" local pfmt `bfmt'
434
+ if "`cifmt'"=="" local cifmt `bfmt'
435
+ if "`betafmt'"=="" local betafmt `bfmt'
436
+ }
437
+ //if "`nomtitles'"!="" local depvars
438
+ //else if "`depvars'"=="" local mtitles mtitles
439
+
440
+ // prepare append for rtf, tex, and html
441
+ local outfilenoteoff2 "`outfilenoteoff'"
442
+ if "`outfilenoteoff2'"=="" local outfilenoteoff2 "`nooutfilenoteoff'"
443
+ if `"`using'"'!="" & "`append'"!="" & ///
444
+ (("`mode0'"=="rtf" & "`fragment'"=="") | ///
445
+ ("`page'"!="" & inlist("`mode0'", "tex", "html"))) {
446
+ capture confirm file `using0'
447
+ if _rc==0 {
448
+ tempfile appendfile
449
+ if "`mode'"=="rtf" local `mode'_open
450
+ else local `mode'_open0
451
+ local append
452
+ if "`outfilenoteoff2'"=="" local outfilenoteoff2 outfilenoteoff
453
+ }
454
+ }
455
+
456
+ // cells() option
457
+ if "`notes'"!="" {
458
+ if ("`margin'"!="" | `"`margin2'"'!="") & "`nomargin'"=="" ///
459
+ local thenote "`thenote'Marginal effects"
460
+ if "`eform'"!="" & "`noeform'"=="" ///
461
+ local thenote "`thenote'Exponentiated coefficients"
462
+ }
463
+ if "`bfmt'"=="" local bfmt a3
464
+ if `nocellsopt' & `matrixmode'==0 {
465
+ if "`star'"!="" & "`staraux'"=="" local bstar star
466
+ if "`beta'"!="" {
467
+ if "`main'"!="" {
468
+ di as err "beta() and main() not allowed both"
469
+ exit 198
470
+ }
471
+ if "`betafmt'"=="" local betafmt 3
472
+ local cells fmt(`betafmt') `bstar'
473
+ local cells beta(`cells')
474
+ if "`notes'"!="" {
475
+ if `"`thenote'"'!="" local thenote "`thenote'; "
476
+ local thenote "`thenote'Standardized beta coefficients"
477
+ }
478
+ }
479
+ else if "`main'"!="" {
480
+ tokenize "`main'"
481
+ if "`2'"=="" local 2 "`bfmt'"
482
+ local cells fmt(`2') `bstar'
483
+ local cells `1'(`cells')
484
+ if "`notes'"!="" {
485
+ if `"`thenote'"'!="" local thenote "`thenote'; "
486
+ local thenote "`thenote'`1' coefficients"
487
+ }
488
+ }
489
+ else {
490
+ local cells fmt(`bfmt') `bstar'
491
+ local cells b(`cells')
492
+ }
493
+ if "`t'"=="" | "`z'`se'`p'`ci'`aux'"!="" {
494
+ if "`onecell'"!="" {
495
+ local cells `cells' &
496
+ }
497
+ // parse aux option
498
+ tokenize "`aux'"
499
+ local auxname `1'
500
+ local auxfmt `2'
501
+ // type of auxiliary statistic
502
+ local aux `z' `se' `p' `ci' `auxname'
503
+ if `"`aux'"'=="" local aux t
504
+ else {
505
+ if `:list sizeof aux'>1 {
506
+ di as err "only one allowed of z, se, p, ci, and aux()"
507
+ exit 198
508
+ }
509
+ }
510
+ if !inlist(`"`aux'"', "t", "z") local abs
511
+ // parentheses/brackets
512
+ if "`parentheses'"!="" | "`brackets'"!="" {
513
+ if `"`aux'"'=="ci" {
514
+ local brackets brackets
515
+ if "`mode'"!="smcl" | "`onecell'"!="" local paren par
516
+ else local paren `"par("{ralign @modelwidth:{txt:[}" "{txt:,}" "{txt:]}}")"'
517
+ }
518
+ else if "`brackets'"!="" {
519
+ if "`mode'"!="smcl" | "`onecell'"!="" local paren "par([ ])"
520
+ else local paren `"par("{ralign @modelwidth:{txt:[}" "{txt:]}}")"'
521
+ }
522
+ else {
523
+ if "`mode'"!="smcl" | "`onecell'"!="" local paren par
524
+ else local paren `"par("{ralign @modelwidth:{txt:(}" "{txt:)}}")"'
525
+ }
526
+ }
527
+ // compose note
528
+ if "`notes'"!="" {
529
+ if `"`thenote'"'!="" local thenote "`thenote'; "
530
+ if `"`auxname'"'!="" {
531
+ local thenote `"`macval(thenote)'`auxname'"'
532
+ }
533
+ else if inlist(`"`aux'"', "t", "z") {
534
+ if "`abs'"!="" local thenote `"`macval(thenote)'Absolute "'
535
+ local thenote `"`macval(thenote)'``mode'_`aux'statlab'"'
536
+ }
537
+ else if `"`aux'"'=="se" {
538
+ local thenote `"`macval(thenote)'Standard errors"'
539
+ }
540
+ else if `"`aux'"'=="p" {
541
+ local thenote `"`macval(thenote)'``mode'_pvallab'"'
542
+ }
543
+ else if `"`aux'"'=="ci" {
544
+ local thenote `"`macval(thenote)'``mode'_cilab'"'
545
+ }
546
+ if "`parentheses'"=="" {
547
+ if "`wide'"=="" local thenote `"`macval(thenote)' in second row"'
548
+ else local thenote `"`macval(thenote)' in second column"'
549
+ }
550
+ else if "`brackets'"!="" {
551
+ local thenote `"`macval(thenote)' in brackets"'
552
+ }
553
+ else local thenote `"`macval(thenote)' in parentheses"'
554
+ }
555
+ // formats
556
+ if "`tfmt'"=="" local tfmt 2
557
+ if "`zfmt'"=="" local zfmt 2
558
+ if "`sefmt'"=="" local sefmt `bfmt'
559
+ if "`pfmt'"=="" local pfmt 3
560
+ if "`cifmt'"=="" local cifmt `bfmt'
561
+ if `"`auxfmt'"'=="" local auxfmt `bfmt'
562
+ if `"`auxname'"'=="" {
563
+ local auxfmt ``aux'fmt'
564
+ }
565
+ // stars
566
+ if "`staraux'"!="" local staraux star
567
+ // put together
568
+ local temp fmt(`auxfmt') `paren' `abs' `staraux'
569
+ local cells `cells' `aux'(`temp')
570
+ }
571
+ if "`wide'"!="" local cells cells(`"`cells'"')
572
+ else local cells cells(`cells')
573
+ }
574
+
575
+ // stats() option
576
+ if `"`macval(stats)'"'=="" & `matrixmode'==0 {
577
+ if `"`sfmt'"'=="" local sfmt `bfmt'
578
+ if `"`r2fmt'"'=="" local r2fmt = cond("`plain'"!="", "`bfmt'", "3")
579
+ if `"`ar2fmt'"'=="" local ar2fmt = cond("`plain'"!="", "`bfmt'", "3")
580
+ if `"`pr2fmt'"'=="" local pr2fmt = cond("`plain'"!="", "`bfmt'", "3")
581
+ if `"`aicfmt'"'=="" local aicfmt `bfmt'
582
+ if `"`bicfmt'"'=="" local bicfmt `bfmt'
583
+ if "`label'"=="" {
584
+ local stalabs `"``mode'_ssl'"'
585
+ }
586
+ else {
587
+ local stalabs `"``mode'_lsl'"'
588
+ }
589
+ gettoken obslab stalabs: stalabs
590
+ if "`obs'"=="" & "`obslast'"=="" {
591
+ local sta N
592
+ local stalab `"`"`macval(obslab)'"'"'
593
+ local stafmt %18.0g
594
+ }
595
+ local i 0
596
+ foreach s in r2 ar2 pr2 aic bic {
597
+ local ++i
598
+ if "``s''"!="" {
599
+ local sta `sta' `:word `i' of r2 r2_a r2_p aic bic'
600
+ local chunk: word `i' of `macval(stalabs)'
601
+ local stalab `"`macval(stalab)' `"`macval(chunk)'"'"'
602
+ local stafmt `stafmt' ``s'fmt'
603
+ }
604
+ }
605
+ local i 0
606
+ CheckScalarOpt `macval(scalars)'
607
+ foreach addstat of local scalars {
608
+ local ++i
609
+ gettoken addstatname addstatlabel: addstat
610
+ local addstatlabel = substr(`"`macval(addstatlabel)'"',2,.)
611
+ if `: list posof `"`addstatname'"' in sta' continue
612
+ if `"`addstatname'"'=="N" & "`obs'"=="" & "`obslast'"!="" continue
613
+ if trim(`"`macval(addstatlabel)'"')=="" local addstatlabel `addstatname'
614
+ local addstatfmt: word `i' of `sfmt'
615
+ if `"`addstatfmt'"'=="" {
616
+ local addstatfmt: word `: list sizeof sfmt' of `sfmt'
617
+ }
618
+ local sta `sta' `addstatname'
619
+ local stalab `"`macval(stalab)' `"`macval(addstatlabel)'"'"'
620
+ local stafmt `stafmt' `addstatfmt'
621
+ }
622
+ if "`obs'"=="" & "`obslast'"!="" {
623
+ local sta `sta' N
624
+ local stalab `"`macval(stalab)' `"`macval(obslab)'"'"'
625
+ local stafmt `stafmt' %18.0g
626
+ }
627
+ if "`sta'"!="" {
628
+ local stats stats(`sta', fmt(`stafmt') labels(`macval(stalab)'))
629
+ }
630
+ }
631
+
632
+ // table header
633
+ if `"`macval(mlabels)'"'=="" {
634
+ if "`mode0'"=="tex" local mspan " span prefix(\multicolumn{@span}{c}{) suffix(})"
635
+ if `"`depvars'"'!="" {
636
+ local mlabels `"mlabels(, depvar`mspan')"'
637
+ }
638
+ if `"`nomtitles'"'!="" local mlabels `"mlabels(none)"'
639
+ if "`mtitles'"!="" {
640
+ local mlabels `"mlabels(, titles`mspan')"'
641
+ }
642
+ if `"`macval(mtitles2)'"'!="" {
643
+ local mlabels `"mlabels(`macval(mtitles2)', titles`mspan')"'
644
+ }
645
+ }
646
+ if `"`macval(collabels)'"'=="" & `nocellsopt' & `matrixmode'==0 & "`plain'"=="" {
647
+ local collabels `"collabels(none)"'
648
+ }
649
+ if "`mode0'"=="tex" & "`numbers'"!="" {
650
+ local numbers "numbers(\multicolumn{@span}{c}{( )})"
651
+ }
652
+
653
+ // pre-/posthead, pre-/postfoot, gaps and lines
654
+ // - complete note
655
+ if `"`macval(thenote)'"'!="" {
656
+ local thenote `"`"`macval(thenote)'"'"'
657
+ }
658
+ if `"`macval(note)'"'!="" {
659
+ local thenote `""@note""'
660
+ }
661
+ if `"`macval(addnotes)'"'!="" {
662
+ if index(`"`macval(addnotes)'"', `"""')==0 {
663
+ local addnotes `"`"`macval(addnotes)'"'"'
664
+ }
665
+ local thenote `"`macval(thenote)' `macval(addnotes)'"'
666
+ }
667
+ if "`legend'"!="" {
668
+ if ("`margin'"!="" | `"`margin2'"'!="") & ///
669
+ "`nomargin'"=="" & "`nodiscrete'"=="" {
670
+ local thenote `"`macval(thenote)' "@discrete""'
671
+ }
672
+ if "`star'"!="" | `nocellsopt'==0 {
673
+ local thenote `"`macval(thenote)' "@starlegend""'
674
+ }
675
+ }
676
+ // - mode specific settings
677
+ if "`star'"!="" {
678
+ if `"`macval(star2)'"'!="" {
679
+ FormatStarSym "`mode0'" `"`macval(star2)'"'
680
+ local `mode'_starlevels `"`macval(star2)'"'
681
+ }
682
+ if `"`macval(starlevels)'"'=="" {
683
+ local starlevels `"starlevels(`macval(`mode'_starlevels)'`macval(`mode'_starlevlab)')"'
684
+ }
685
+ }
686
+ foreach opt in begin delimiter end substitute interaction {
687
+ if `"`macval(`opt')'"'=="" & `"``mode'_`opt''"'!="" {
688
+ local `opt' `"`opt'(``mode'_`opt'')"'
689
+ }
690
+ }
691
+ if "`onecell'"!="" {
692
+ if `"`macval(incelldelimiter)'"'=="" {
693
+ local incelldelimiter `"incelldelimiter(``mode'_incelldel')"'
694
+ }
695
+ }
696
+ if "`noabbrev'`abbrev'"=="" {
697
+ local abbrev ``mode'_abbrev'
698
+ }
699
+ if `"`fragment'"'=="" {
700
+ if "`page'"!="" {
701
+ if `"`page2'"'!="" {
702
+ local texpkgs `""\usepackage{`page2'}""'
703
+ }
704
+ local opening `"``mode'_open0'"'
705
+ }
706
+ if `"`macval(title)'"'!="" {
707
+ local opening `"`macval(opening)' ``mode'_open'"'
708
+ if "`mode0'"=="tex" & "`star'"!="" {
709
+ local opening `"`macval(opening)' "\def\sym#1{\ifmmode^{#1}\else\(^{#1}\)\fi}""'
710
+ }
711
+ if !("`longtable'"!="" & "`mode0'"=="tex") {
712
+ local opening `"`macval(opening)' ``mode'_caption'"'
713
+ }
714
+ }
715
+ else if "`mode0'"=="tex" & "`star'"!="" {
716
+ local opening `"`macval(opening)' "{" "\def\sym#1{\ifmmode^{#1}\else\(^{#1}\)\fi}""'
717
+ }
718
+ else if "`mode0'"!="tex" {
719
+ local opening `"`macval(opening)' ``mode'_open'"'
720
+ }
721
+ local opening `"`macval(opening)' ``mode'_open2'"'
722
+ if "`mode0'"=="tex" {
723
+ if `"`labcol2'"'!="" local lstubtex "lc"
724
+ else local lstubtex "l"
725
+ if `"`width'"'!="" local extracolsep "@{\hskip\tabcolsep\extracolsep\fill}"
726
+ if `"`macval(alignment)'"'!="" {
727
+ local opening `"`macval(opening)'{`extracolsep'`lstubtex'*{@E}{`macval(alignment)'}}"'
728
+ }
729
+ else {
730
+ if `nocellsopt' {
731
+ MakeTeXColspec "`wide'" "`not'" "`star'" "`stardetach'" "`staraux'"
732
+ }
733
+ else {
734
+ MakeTeXColspecAlt, `cells'
735
+ }
736
+ local opening `"`macval(opening)'{`extracolsep'`lstubtex'*{@E}{`value'}}"'
737
+ }
738
+ if "`longtable'"!="" {
739
+ if `"`macval(title)'"'!="" {
740
+ local opening `"`macval(opening)' ``mode'_caption'\\\"'
741
+ }
742
+ }
743
+ }
744
+ if "`mode0'"=="html" {
745
+ local brr
746
+ foreach chunk of local thenote {
747
+ local closing `"`macval(closing)' `"`brr'`macval(chunk)'"'"'
748
+ local brr "<br />"
749
+ }
750
+ if `"`macval(closing)'"'!="" {
751
+ local closing `""<tr><td colspan=@span>" `macval(closing)' "</td></tr>""'
752
+ }
753
+ }
754
+ else if "`mode0'"=="tex" {
755
+ foreach chunk of local thenote {
756
+ local closing `"`macval(closing)' `"\multicolumn{@span}{l}{\footnotesize `macval(chunk)'}\\\"'"'
757
+ }
758
+ }
759
+ else if "`mode0'"=="csv" {
760
+ foreach chunk of local thenote {
761
+ local closing `"`macval(closing)' `"`csvlhs'`macval(chunk)'""'"'
762
+ }
763
+ }
764
+ else if "`mode0'"=="rtf" {
765
+ foreach chunk of local thenote {
766
+ local closing `"`macval(closing)' `"{\pard\ql\fs20 `macval(chunk)'\par}"'"'
767
+ }
768
+ }
769
+ else {
770
+ local closing `"`macval(thenote)'"'
771
+ }
772
+ local closing `"`macval(closing)' ``mode'_close2'"'
773
+ if `"`macval(title)'"'!="" | "`mode0'"!="tex" {
774
+ local closing `"`macval(closing)' ``mode'_close'"'
775
+ }
776
+ else if "`mode0'"=="tex" & "`star'"!="" {
777
+ local closing `"`macval(closing)' }"'
778
+ }
779
+ if "`page'"!="" {
780
+ local closing `"`macval(closing)' ``mode'_close0'"'
781
+ }
782
+ local toprule `"``mode'_toprule'"'
783
+ local bottomrule `"``mode'_bottomrule'"'
784
+ local topgap `"``mode'_topgap'"'
785
+ local bottomgap `"``mode'_bottomgap'"'
786
+ }
787
+ local midrule `"``mode'_midrule'"'
788
+ local midgap `"``mode'_midgap'"'
789
+ local eqrule `"``mode'_eqrule'"'
790
+ // - compose prehead()
791
+ if `"`macval(prehead)'"'=="" {
792
+ if `"`lines'"'!="" {
793
+ local opening `"`macval(opening)' `macval(toprule)'"'
794
+ }
795
+ else if `"`gaps'"'!="" {
796
+ local opening `"`macval(opening)' `macval(topgap)'"'
797
+ }
798
+ SaveRetok `macval(opening)'
799
+ local opening `"`macval(value)'"'
800
+ if `"`macval(opening)'"'!="" {
801
+ local prehead `"prehead(`macval(opening)')"'
802
+ }
803
+ }
804
+ // - compose posthead()
805
+ if `"`macval(posthead)'"'=="" {
806
+ if `"`lines'"'!="" {
807
+ local posthead `"posthead(`macval(midrule)')"'
808
+ }
809
+ else if `"`gaps'"'!="" {
810
+ local posthead `"posthead(`macval(midgap)')"'
811
+ }
812
+ }
813
+ // - compose prefoot()
814
+ if `"`macval(prefoot)'"'=="" & `"`macval(stats)'"'!="" {
815
+ if `"`lines'"'!="" {
816
+ local prefoot `"prefoot(`macval(midrule)')"'
817
+ }
818
+ else if `"`gaps'"'!="" {
819
+ local prefoot `"prefoot(`macval(midgap)')"'
820
+ }
821
+ if `"`cells'"'=="cells(none)" local prefoot
822
+ }
823
+ // - compose postfoot()
824
+ if `"`macval(postfoot)'"'=="" {
825
+ if `"`lines'"'!="" {
826
+ local closing `"`macval(bottomrule)' `macval(closing)'"'
827
+ }
828
+ else if `"`gaps'"'!="" {
829
+ local closing `"`macval(bottomgap)' `macval(closing)'"'
830
+ }
831
+ SaveRetok `macval(closing)'
832
+ local closing `"`macval(value)'"'
833
+ if `"`macval(closing)'"'!="" {
834
+ local postfoot postfoot(`macval(closing)')
835
+ }
836
+ }
837
+ // - varlabels
838
+ if `"`macval(varlabels)'"'=="" {
839
+ if `"`gaps'"'!="" {
840
+ local varl `", end("" `macval(midgap)') nolast"'
841
+ }
842
+ if "`label'"!="" {
843
+ local varl `"_cons Constant`macval(varl)'"'
844
+ }
845
+ if `"`macval(coeflabels)'"'!="" {
846
+ local varl `"`macval(coeflabels)' `macval(varl)'"'
847
+ }
848
+ if trim(`"`macval(varl)'"')!="" {
849
+ local varlabels varlabels(`macval(varl)')
850
+ }
851
+ }
852
+ // - equation labels
853
+ if ("`eqlines'"!="" | `"`gaps'"'!="") & "`unstack'"=="" {
854
+ if trim(`"`eqlabels'"')!="none" {
855
+ ParseEqLabels `macval(eqlabels)'
856
+ if `eqlabelsok' {
857
+ _parse comma eqllhs eqlrhs : eqlabels
858
+ if `"`eqlrhs'"'=="" local eqlabelscomma ", "
859
+ else local eqlabelscomma " "
860
+ if "`eqlines'"!=""{
861
+ local eqlabels `"`macval(eqlabels)'`eqlabelscomma'`macval(eqrule)' nofirst"'
862
+ }
863
+ else if `"`gaps'"'!="" {
864
+ local eqlabels `"`macval(eqlabels)'`eqlabelscomma'begin(`macval(midgap)' "") nofirst"'
865
+ }
866
+ }
867
+ }
868
+ }
869
+ if `"`macval(eqlabels)'"'!="" {
870
+ local eqlabels `"eqlabels(`macval(eqlabels)')"'
871
+ }
872
+
873
+ // noconstant option
874
+ if `"`drop'"'=="" {
875
+ if "`noconstant'"!="" {
876
+ local drop drop(_cons, relax)
877
+ }
878
+ }
879
+
880
+ // compute beta coefficients (run estadd to add e(beta))
881
+ if "`beta'"!="" {
882
+ local estnames `"`anything'"'
883
+ if `"`estnames'"'=="" {
884
+ capt est_expand $eststo
885
+ if !_rc {
886
+ local estnames `"$eststo"'
887
+ }
888
+ }
889
+ version `caller': estadd beta, replace: `estnames'
890
+ }
891
+
892
+ // use tempfile for new table
893
+ if `"`appendfile'"'!="" {
894
+ local using `"using `"`appendfile'"'"'
895
+ }
896
+
897
+ // execute estout
898
+ if `"`varwidth'"'!="" local varwidth `"varwidth(`varwidth')"'
899
+ if `"`modelwidth'"'!="" local modelwidth `"modelwidth(`modelwidth')"'
900
+ if `"`style'"'=="" local style "style(esttab)"
901
+ CleanEstoutCmd `anything' `using' , ///
902
+ `macval(cells)' `drop' `nomargin' `margin' `margin2' `noeform' `eform' ///
903
+ `nodiscrete' `macval(stats)' `stardetach' `macval(starlevels)' ///
904
+ `varwidth' `modelwidth' `noabbrev' `abbrev' `unstack' `macval(begin)' ///
905
+ `macval(delimiter)' `macval(end)' `macval(incelldelimiter)' `smcltags' ///
906
+ `macval(title)' `macval(prehead)' `macval(posthead)' `macval(prefoot)' ///
907
+ `macval(postfoot)' `label' `macval(varlabels)' `macval(mlabels)' `nonumbers' ///
908
+ `numbers' `macval(collabels)' `macval(eqlabels)' `macval(mgroups)' ///
909
+ `macval(note)' `macval(labcol2)' `macval(substitute)' `macval(interaction)' ///
910
+ `append' `notype'`type' `outfilenoteoff2' level(`level') `style' ///
911
+ `macval(options)'
912
+ if "`noisily'"!="" {
913
+ gettoken chunk rest: cmd, parse(",")
914
+ di as txt _asis `"`chunk'"' _c
915
+ gettoken chunk rest: rest, bind
916
+ while `"`macval(chunk)'"'!="" {
917
+ di as txt _asis `" `macval(chunk)'"'
918
+ gettoken chunk rest: rest, bind
919
+ }
920
+ }
921
+ `macval(cmd)'
922
+
923
+ // insert new table into existing document (tex, html, rtf)
924
+ if `"`appendfile'"'!="" {
925
+ local enddoctex "\end{document}"
926
+ local enddochtml "</body>"
927
+ local enddocrtf "}"
928
+ local enddoc "`enddoc`mode0''"
929
+ tempname fh
930
+ file open `fh' using `using0', read write
931
+ file seek `fh' query
932
+ local loc = r(loc)
933
+ file read `fh' line
934
+ while r(eof)==0 {
935
+ if `"`line'"'=="`enddoc'" {
936
+ if "`mode'"=="rtf" {
937
+ file seek `fh' query
938
+ local loc0 = r(loc)
939
+ file read `fh' line
940
+ if r(eof)==0 {
941
+ local loc = `loc0'
942
+ continue
943
+ }
944
+ }
945
+ continue, break
946
+ }
947
+ file seek `fh' query
948
+ local loc = r(loc)
949
+ file read `fh' line
950
+ }
951
+ file seek `fh' `loc'
952
+ tempname new
953
+ file open `new' `using', read
954
+ file read `new' line
955
+ while r(eof)==0 {
956
+ file write `fh' `"`macval(line)'"' _n
957
+ file read `new' line
958
+ }
959
+ file close `fh'
960
+ file close `new'
961
+ if "`outfilenoteoff'"=="" {
962
+ di as txt `"(output written to {browse `using0'})"'
963
+ }
964
+ }
965
+ end
966
+
967
+ program _more_syntax
968
+ // using subroutine (rather than second syntax call) to preserve 'using'
969
+ local theoptions ///
970
+ NODEPvars DEPvars ///
971
+ NOPArentheses PArentheses ///
972
+ BRackets ///
973
+ NONOTEs NOTEs /// without s in helpfile
974
+ LONGtable ///
975
+ ONEcell ///
976
+ NOEQLInes ///
977
+ NOOUTFILENOTEOFF outfilenoteoff
978
+ syntax [, `theoptions' * ]
979
+ foreach opt of local theoptions {
980
+ local opt = lower("`opt'")
981
+ c_local `opt' "``opt''"
982
+ }
983
+ c_local options `"`macval(options)'"'
984
+ end
985
+
986
+ program _estout_options
987
+ syntax [, ///
988
+ Cells(passthru) ///
989
+ Drop(passthru) ///
990
+ /// Keep(string asis) ///
991
+ /// Order(string asis) ///
992
+ /// REName(passthru) ///
993
+ /// Indicate(string asis) ///
994
+ /// TRansform(string asis) ///
995
+ /// EQuations(passthru) ///
996
+ NOEFORM eform ///EFORM2(string) ///
997
+ NOMargin Margin Margin2(passthru) ///
998
+ NODIscrete /// DIscrete(string asis) ///
999
+ /// MEQs(string) ///
1000
+ /// NODROPPED dropped DROPPED2(string) ///
1001
+ level(numlist max=1 int >=10 <=99) ///
1002
+ Stats(passthru) ///
1003
+ STARLevels(passthru) ///
1004
+ /// NOSTARDetach ///
1005
+ STARDetach ///
1006
+ /// STARKeep(string asis) ///
1007
+ /// STARDrop(string asis) ///
1008
+ VARwidth(str) ///
1009
+ MODELwidth(str) ///
1010
+ NOABbrev ABbrev ///
1011
+ /// NOUNStack
1012
+ UNStack ///
1013
+ BEGin(passthru) ///
1014
+ DELimiter(passthru) ///
1015
+ INCELLdelimiter(passthru) ///
1016
+ end(passthru) ///
1017
+ /// DMarker(string) ///
1018
+ /// MSign(string) ///
1019
+ /// NOLZ lz ///
1020
+ SUBstitute(passthru) ///
1021
+ INTERACTion(passthru) ///
1022
+ TItle(passthru) ///
1023
+ NOLEgend LEgend ///
1024
+ PREHead(passthru) ///
1025
+ POSTHead(passthru) ///
1026
+ PREFoot(passthru) ///
1027
+ POSTFoot(passthru) ///
1028
+ /// HLinechar(string) ///
1029
+ /// NOLabel
1030
+ Label ///
1031
+ VARLabels(passthru) ///
1032
+ /// REFcat(string asis) ///
1033
+ MLabels(passthru) ///
1034
+ NONUMbers NUMbers ///NUMbers2(string asis) ///
1035
+ COLLabels(passthru) ///
1036
+ EQLabels(string asis) ///
1037
+ MGRoups(passthru) ///
1038
+ LABCOL2(passthru) ///
1039
+ /// NOReplace Replace ///
1040
+ /// NOAppend
1041
+ Append ///
1042
+ NOTYpe TYpe ///
1043
+ /// NOSHOWTABS showtabs ///
1044
+ /// TOPfile(string) ///
1045
+ /// BOTtomfile(string) ///
1046
+ STYle(passthru) ///
1047
+ /// DEFaults(string) ///
1048
+ /// NOASIS asis ///
1049
+ /// NOWRAP wrap ///
1050
+ /// NOSMCLTAGS smcltags ///
1051
+ /// NOSMCLRules SMCLRules ///
1052
+ /// NOSMCLMIDRules SMCLMIDRules ///
1053
+ /// NOSMCLEQRules SMCLEQRules ///
1054
+ note(passthru) ///
1055
+ * ]
1056
+ foreach opt in ///
1057
+ cells drop noeform eform nomargin margin margin2 nodiscrete ///
1058
+ level stats starlevels stardetach varwidth modelwidth unstack ///
1059
+ noabbrev abbrev begin delimiter incelldelimiter end substitute ///
1060
+ interaction title nolegend legend prehead posthead prefoot postfoot ///
1061
+ label varlabels mlabels labcol2 nonumbers numbers collabels eqlabels ///
1062
+ mgroups append notype type style note options {
1063
+ c_local `opt' `"`macval(`opt')'"'
1064
+ }
1065
+ end
1066
+
1067
+ program MatrixMode
1068
+ capt syntax [, Matrix(str asis) e(str asis) r(str asis) rename(str asis) ]
1069
+ if _rc | `"`matrix'`e'`r'"'=="" {
1070
+ c_local matrixmode 0
1071
+ exit
1072
+ }
1073
+ c_local matrixmode 1
1074
+ end
1075
+
1076
+ prog NotBothAllowed
1077
+ args opt1 opt2
1078
+ if `"`opt1'"'!="" {
1079
+ if `"`opt2'"'!="" {
1080
+ di as err `"options `opt1' and `opt2' not both allowed"'
1081
+ exit 198
1082
+ }
1083
+ }
1084
+ end
1085
+
1086
+ prog SwitchOnIfEmpty
1087
+ args opt1 opt2
1088
+ if `"`opt2'"'=="" {
1089
+ c_local `opt1' `opt1'
1090
+ }
1091
+ end
1092
+
1093
+ prog _getfilesuffix, rclass // based on official _getfilename.ado
1094
+ version 8
1095
+ gettoken filename rest : 0
1096
+ if `"`rest'"' != "" {
1097
+ exit 198
1098
+ }
1099
+ local hassuffix 0
1100
+ gettoken word rest : filename, parse(".")
1101
+ while `"`rest'"' != "" {
1102
+ local hassuffix 1
1103
+ gettoken word rest : rest, parse(".")
1104
+ }
1105
+ if `"`word'"'=="." {
1106
+ di as err `"incomplete filename; ends in ."'
1107
+ exit 198
1108
+ }
1109
+ if index(`"`word'"',"/") | index(`"`word'"',"\") local hassuffix 0
1110
+ if `hassuffix' return local suffix `".`word'"'
1111
+ else return local suffix ""
1112
+ end
1113
+
1114
+ prog FormatStarSym
1115
+ args mode list
1116
+ if inlist("`mode'","rtf","html","tex") {
1117
+ if "`mode'"=="rtf" {
1118
+ local prefix "{\super "
1119
+ local suffix "}"
1120
+ }
1121
+ else if "`mode'"=="html" {
1122
+ local prefix "<sup>"
1123
+ local suffix "</sup>"
1124
+ }
1125
+ else if "`mode'"=="tex" {
1126
+ local prefix "\sym{"
1127
+ local suffix "}"
1128
+ }
1129
+ local odd 1
1130
+ foreach l of local list {
1131
+ if `odd' {
1132
+ local l `"`"`prefix'`macval(l)'`suffix'"'"'
1133
+ local odd 0
1134
+ }
1135
+ else local odd 1
1136
+ local newlist `"`macval(newlist)'`space'`macval(l)'"'
1137
+ local space " "
1138
+ }
1139
+ c_local star2 `"`macval(newlist)'"'
1140
+ }
1141
+ //else do noting
1142
+ end
1143
+
1144
+ prog CheckScalarOpt
1145
+ capt syntax [anything]
1146
+ if _rc error 198
1147
+ end
1148
+
1149
+ prog MakeTeXColspec
1150
+ args wide not star detach aux
1151
+ if "`star'"!="" & "`detach'"!="" & "`aux'"=="" local value "r@{}l"
1152
+ else local value "c"
1153
+ if "`wide'"!="" & "`not'"=="" {
1154
+ if "`star'"!="" & "`detach'"!="" & "`aux'"!="" local value "`value'r@{}l"
1155
+ else local value "`value'c"
1156
+ }
1157
+ c_local value "`value'"
1158
+ end
1159
+
1160
+ prog MakeTeXColspecAlt
1161
+ syntax, cells(string asis)
1162
+ local count 1
1163
+ while `count' {
1164
+ local cells: subinstr local cells " (" "(", all count(local count)
1165
+ }
1166
+ local count 1
1167
+ while `"`macval(cells)'"'!="" {
1168
+ gettoken row cells : cells, bind
1169
+ local size 0
1170
+ gettoken chunk row : row, bind
1171
+ while `"`macval(chunk)'"'!="" {
1172
+ local ++size
1173
+ gettoken chunk row : row, bind
1174
+ }
1175
+ local count = max(`count',`size')
1176
+ }
1177
+ c_local value: di _dup(`count') "c"
1178
+ end
1179
+
1180
+ prog SaveRetok
1181
+ gettoken chunk 0: 0, q
1182
+ local value `"`macval(chunk)'"'
1183
+ gettoken chunk 0: 0, q
1184
+ while `"`macval(chunk)'"'!="" {
1185
+ local value `"`macval(value)' `macval(chunk)'"'
1186
+ gettoken chunk 0: 0, q
1187
+ }
1188
+ c_local value `"`macval(value)'"'
1189
+ end
1190
+
1191
+ prog CleanEstoutCmd
1192
+ syntax [anything] [using] [ , * ]
1193
+ local cmd estout
1194
+ if `"`macval(anything)'"'!="" {
1195
+ local cmd `"`macval(cmd)' `macval(anything)'"'
1196
+ }
1197
+ if `"`macval(using)'"'!="" {
1198
+ local cmd `"`macval(cmd)' `macval(using)'"'
1199
+ }
1200
+ if `"`macval(options)'"'!="" {
1201
+ local cmd `"`macval(cmd)', `macval(options)'"'
1202
+ }
1203
+ c_local cmd `"`macval(cmd)'"'
1204
+ end
1205
+
1206
+ prog ParseEqLabels
1207
+ syntax [anything] [, Begin(passthru) NOReplace Replace NOFirst First * ]
1208
+ c_local eqlabelsok = `"`begin'`noreplace'`replace'`nofirst'`first'"'==""
1209
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/e/esttab.hlp ADDED
@@ -0,0 +1,918 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* 02jun2014}{...}
3
+ {hi:help esttab}{right:also see: {helpb estout}, {helpb eststo}, {helpb estadd}, {helpb estpost}}
4
+ {right: {browse "http://repec.org/bocode/e/estout"}}
5
+ {hline}
6
+
7
+ {title:Title}
8
+
9
+ {p 4 4 2}{hi:esttab} {hline 2} Display formatted regression table
10
+
11
+
12
+ {title:Table of contents}
13
+
14
+ {help esttab##syn:Syntax}
15
+ {help esttab##des:Description}
16
+ {help esttab##opt:Options}
17
+ {help esttab##exa:Examples}
18
+ {help esttab##aut:Backmatter}
19
+
20
+ {marker syn}
21
+ {title:Syntax}
22
+
23
+ {p 8 15 2}
24
+ {cmd:esttab} [ {it:namelist} ] [ {cmd:using} {it:filename} ] [ {cmd:,}
25
+ {it:options} ]
26
+
27
+
28
+ {p 4 4 2}where {it:namelist} is a name, a list of names, or {cmd:_all}. The
29
+ {cmd:*} and {cmd:?} wildcards are allowed in {it:namelist}. A name may also be {cmd:.},
30
+ meaning the current (active) estimates.
31
+
32
+
33
+ {it:options}{col 26}description
34
+ {hline 70}
35
+ {help esttab##main:Main}
36
+ {cmd:b(}{it:{help esttab##fmt:fmt}}{cmd:)}{col 26}{...}
37
+ specify format for point estimates
38
+ {cmd:beta}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
39
+ display beta coefficients instead of point est's
40
+ {cmd:main(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)}{col 26}{...}
41
+ display contents of {cmd:e(}{it:name}{cmd:)} instead of point e's
42
+ {cmd:t(}{it:{help esttab##fmt:fmt}}{cmd:)}{col 26}{...}
43
+ specify format for t-statistics
44
+ {cmd:abs}{col 26}{...}
45
+ use absolute value of t-statistics
46
+ {cmd:not}{col 26}{...}
47
+ suppress t-statistics
48
+ {cmd:z}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
49
+ display z-statistics (affects label only)
50
+ {cmd:se}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
51
+ display standard errors instead of t-statistics
52
+ {cmd:p}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
53
+ display p-values instead of t-statistics
54
+ {cmd:ci}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
55
+ display confidence intervals instead of t-stat's
56
+ {cmd:aux(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)}{col 26}{...}
57
+ display contents of {cmd:e(}{it:name}{cmd:)} instead of t-stat's
58
+ [{ul:{cmd:no}}]{cmdab:con:stant}{col 26}{...}
59
+ do not/do report the intercept
60
+
61
+ {help esttab##stars:Significance stars}
62
+ [{cmd:no}]{cmd:star}[{cmd:(}{it:list}{cmd:)}]{col 26}{...}
63
+ do not/do report significance stars
64
+ {cmd:staraux}{col 26}{...}
65
+ attach stars to t-stat's instead of point est's
66
+
67
+ {help esttab##stat:Summary statistics}
68
+ {cmd:r2}|{cmd:ar2}|{cmd:pr2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
69
+ display (adjusted, pseudo) R-squared
70
+ {cmd:aic}|{cmd:bic}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]{col 26}{...}
71
+ display Akaike's or Schwarz's information crit.
72
+ {cmdab:sca:lars:(}{it:list}{cmd:)}{col 26}{...}
73
+ display any other scalars contained in {cmd:e()}
74
+ {cmd:sfmt(}{it:{help esttab##fmt:fmt}} [{it:...}]{cmd:)}{col 26}{...}
75
+ set format(s) for {cmd:scalars()}
76
+ {cmd:noobs}{col 26}{...}
77
+ do not display the number of observations
78
+ {cmd:obslast}{col 26}{...}
79
+ place the number of observations last
80
+
81
+ {help esttab##layout:Layout}
82
+ {cmd:wide}{col 26}{...}
83
+ place point est's and t-stat's beside one another
84
+ {cmdab:one:cell}{col 26}{...}
85
+ combine point est's and t-stat's in a single cell
86
+ [{ul:{cmd:no}}]{cmdab:pa:rentheses}{col 26}{...}
87
+ do not/do print parentheses around t-statistics
88
+ {cmdab:br:ackets}{col 26}{...}
89
+ use brackets instead of parentheses
90
+ [{ul:{cmd:no}}]{cmdab:gap:s}{col 26}{...}
91
+ suppress/add vertical spacing
92
+ [{ul:{cmd:no}}]{cmdab:li:nes}{col 26}{...}
93
+ suppress/add horizontal lines
94
+ {cmdab:noeqli:nes}{col 26}{...}
95
+ suppress lines between equations
96
+ {cmd:compress}{col 26}{...}
97
+ reduce horizontal spacing
98
+ {cmd:plain}{col 26}{...}
99
+ produce a minimally formatted table
100
+
101
+ {help esttab##label:Labeling}
102
+ {cmdab:l:abel}{col 26}{...}
103
+ make use of variable labels
104
+ {cmdab:interact:ion:(}{it:str}{cmd:)}{col 26}{...}
105
+ specify interaction operator
106
+ {cmdab:ti:tle:(}{it:string}{cmd:)}{col 26}{...}
107
+ specify a title for the table
108
+ {cmdab:mti:tles}[{cmd:(}{it:list}{cmd:)}]{col 26}{...}
109
+ specify model titles to appear in table header
110
+ {cmdab:nomti:tles}{col 26}{...}
111
+ disable model titles
112
+ [{ul:{cmd:no}}]{cmdab:dep:vars}{col 26}{...}
113
+ do not/do use dependent variables as model titles
114
+ [{ul:{cmd:no}}]{cmdab:num:bers}{col 26}{...}
115
+ do not/do print model numbers in table header
116
+ {cmdab:coef:labels:(}{it:list}{cmd:)}{col 26}{...}
117
+ specify labels for coefficients
118
+ [{ul:{cmd:no}}]{cmdab:note:s}{col 26}{...}
119
+ suppress/add notes in the table footer
120
+ {cmdab:addn:otes:(}{it:list}{cmd:)}{col 26}{...}
121
+ add lines at the end of the table
122
+
123
+ {help esttab##format:Document format}
124
+ {cmd:smcl} | {cmdab:fix:ed} | {cmd:tab} | {cmd:csv} | {cmdab:sc:sv} | {cmd:rtf} | {cmdab:htm:l} | {cmd:tex} | {cmdab:bookt:abs}
125
+ {col 26}{...}
126
+ set the document format ({cmd:smcl} is the default)
127
+ {cmdab:f:ragment}{col 26}{...}
128
+ suppress table opening and closing (LaTeX, HTML)
129
+ {cmd:page}[{cmd:(}{it:packages}{cmd:)}]{col 26}{...}
130
+ add page opening and closing (LaTeX, HTML)
131
+ {cmdab:align:ment(}{it:string}{cmd:)}{col 26}{...}
132
+ set alignment within columns (LaTeX, HTML, RTF)
133
+ {cmdab:width(}{it:string}{cmd:)}{col 26}{...}
134
+ set width of table (LaTeX, HTML)
135
+ {cmdab:long:table}{col 26}{...}
136
+ multi-page table (LaTeX)
137
+
138
+ {help esttab##output:Output}
139
+ {cmdab:r:eplace}{col 26}{...}
140
+ overwrite an existing file
141
+ {cmdab:a:ppend}{col 26}{...}
142
+ append the output to an existing file
143
+ {cmdab:ty:pe}{col 26}{...}
144
+ force prining the table in the results window
145
+ {cmdab:n:oisily}{col 26}{...}
146
+ display the executed {helpb estout} command
147
+
148
+ {help esttab##advanced:Advanced}
149
+ {cmdab:d:rop:(}{it:list}{cmd:)}{col 26}{...}
150
+ drop individual coefficients
151
+ {cmdab:noomit:ted}{col 26}{...}
152
+ drop omitted coefficients
153
+ {cmdab:nobase:levels}{col 26}{...}
154
+ drop base levels of factor variables
155
+ {cmdab:k:eep:(}{it:list}{cmd:)}{col 26}{...}
156
+ keep individual coefficients
157
+ {cmdab:o:rder:(}{it:list}{cmd:)}{col 26}{...}
158
+ change order of coefficients
159
+ {cmdab:eq:uations:(}{it:list}{cmd:)}{col 26}{...}
160
+ match the models' equations
161
+ {cmd:eform}{col 26}{...}
162
+ report exponentiated coefficients
163
+ {cmdab:uns:tack}{col 26}{...}
164
+ place multiple equations in separate columns
165
+ {it:estout_options}{col 26}{...}
166
+ any other {helpb estout} options
167
+ {hline 70}
168
+
169
+ {marker des}
170
+ {title:Description}
171
+
172
+ {p 4 4 2}
173
+ {cmd:esttab} is a wrapper for {helpb estout}. It produces a
174
+ pretty-looking publication-style regression table from stored
175
+ estimates without much typing. The compiled table is displayed in the
176
+ Stata results window or, optionally, written to a text file specified
177
+ by {cmd:using} {it:filename}. If {it:filename} is specified without
178
+ suffix, a default suffix is added depending on the specified document
179
+ format (".smcl" for {cmd:smcl}, ".txt" for {cmd:fixed} and {cmd:tab}, ".csv" for {cmd:csv}
180
+ and {cmd:scsv}, ".rtf" for {cmd:rft}, ".html" for {cmd:html}, and
181
+ ".tex" for {cmd:tex} and {cmd:booktabs}).
182
+
183
+ {p 4 4 2}
184
+ {it:namelist} provides the names of the stored estimation sets to be
185
+ tabulated. You may use the {cmd:*} and {cmd:?} wildcards in
186
+ {it:namelist}. If {it:namelist} is omitted, {cmd:esttab} tabulates the
187
+ estimation sets stored by {cmd:eststo} (see help {helpb eststo})
188
+ or, if no such estimates are present, the currently active
189
+ estimates (i.e. the model fit last).
190
+
191
+ {p 4 4 2}
192
+ See help {helpb estimates} for information about storing estimation
193
+ results. An alternative to the {cmd:estimates store} command is
194
+ provided by {helpb eststo}.
195
+
196
+ {p 4 4 2}
197
+ {cmd:esttab} can also be used to tabulate a Stata matrix applying syntax
198
+ {bind:{cmd:esttab} {cmdab:m:atrix:(}{it:name}{cmd:)}}, where {it:name}
199
+ is the name of the matrix. Furthermore, an {cmd:e()}-matrix or {cmd:r()}-matrix
200
+ can be tabulated specifying {cmd:esttab e(}{it:name}{cmd:)} or
201
+ {cmd:esttab r(}{it:name}{cmd:)}. Most options under the headings
202
+ 'Main', 'Significance stars', and 'Summary statistics' are irrelevant
203
+ in this case. See help {helpb estout} for further details on tabulating matrices.
204
+
205
+ {marker opt}
206
+ {title:Options}
207
+ {marker main}
208
+ {dlgtab:Main}
209
+
210
+ {p 4 8 2}
211
+ {cmd:b(}{it:{help esttab##fmt:fmt}}{cmd:)} sets the numerical display format
212
+ for the point estimates. The default format is {cmd:a3}. (See
213
+ {help esttab##fmt:Numerical formats} below for details on available
214
+ formats.)
215
+
216
+ {p 4 8 2}
217
+ {cmd:beta}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
218
+ standardized beta coefficients be displayed in place of the raw point
219
+ estimates and, optionally, sets the display format (the default is to
220
+ print three decimal places). Note that {cmd:beta} causes the
221
+ intercept to be dropped from the table (unless {cmd:constant} is
222
+ specified).{p_end}
223
+ {marker main}
224
+ {p 4 8 2}
225
+ {cmd:main(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)} requests that
226
+ the statistics stored in {cmd:e(}{it:name}{cmd:)} be displayed in
227
+ place of the point estimates and, optionally, sets the display format
228
+ (the default is to use the display format for point estimates). For
229
+ example, {cmd:e(}{it:name}{cmd:)} may contain statistics added by
230
+ {cmd:estadd} (see help {helpb estadd}).
231
+
232
+ {p 4 8 2}
233
+ {cmd:t(}{it:{help esttab##fmt:fmt}}{cmd:)} sets the display format for
234
+ t-statistics. The default is to display two decimal places.
235
+
236
+ {p 4 8 2}
237
+ {cmd:abs} causes absolute values of t-statistics to be reported.
238
+
239
+ {p 4 8 2}
240
+ {cmd:not} suppresses the printing of t-statistics.
241
+
242
+ {p 4 8 2}
243
+ {cmd:z}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
244
+ z-statistics be displayed. z-statistics are the same as t-statistics. Hence,
245
+ specifying {cmd:z} does not change the table contents, it only changes the
246
+ label.
247
+
248
+ {p 4 8 2}
249
+ {cmd:se}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
250
+ standard errors be displayed in place of t-statistics and,
251
+ optionally, sets the display format (the default is to use the
252
+ display format for point estimates).
253
+
254
+ {p 4 8 2}
255
+ {cmd:p}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
256
+ p-values be displayed in place of t-statistics and, optionally, sets
257
+ the display format (the default is to print three decimal places)
258
+
259
+ {p 4 8 2}
260
+ {cmd:ci}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] requests that
261
+ confidence intervals be displayed in place of t-statistics and,
262
+ optionally, sets the display format (the default is to use the
263
+ display format for point estimates). {cmd:level(}{it:#}{cmd:)}
264
+ assigns the confidence level, in percent. The default is
265
+ {cmd:level(95)} or as set by {helpb set level}.{p_end}
266
+ {marker aux}
267
+ {p 4 8 2}
268
+ {cmd:aux(}{it:name} [{it:{help esttab##fmt:fmt}}]{cmd:)} requests that
269
+ the statistics stored in {cmd:e(}{it:name}{cmd:)} be displayed in
270
+ place of t-statistics and, optionally, sets the display format (the
271
+ default is to use the display format for point estimates). For
272
+ example, {cmd:e(}{it:name}{cmd:)} may contain statistics added by
273
+ {cmd:estadd} (see help {helpb estadd}, if installed).
274
+
275
+ {p 4 8 2}
276
+ {cmd:noconstant} causes the intercept be dropped from the table.
277
+ Specify {cmd:constant} to include the constant in situations where it
278
+ is dropped by default.
279
+
280
+ {marker stars}
281
+ {dlgtab:Significance stars}
282
+
283
+ {p 4 8 2}
284
+ {cmd:star}[{cmd:(}{it:symbol} {it:level} [{it:...}]{cmd:)}] causes
285
+ stars denoting the significance of the coefficients to be printed
286
+ next to the point estimates. This is the default. Type {cmd:nostar}
287
+ to suppress the stars. The default symbols and thresholds are:
288
+ {cmd:*} for p<.05, {cmd:**} for p<.01, and {cmd:***} for p<.001.
289
+ Alternatively, for example, type {bind:{cmd:star(+ 0.10 * 0.05)}} to
290
+ set the following thresholds: {cmd:+} for p<.10 and {cmd:*} for
291
+ p<.05. Note that the thresholds must lie in the (0,1] interval and
292
+ must be specified in descending order.
293
+
294
+ {p 4 8 2}
295
+ {cmd:staraux} causes the significance stars be printed next to the
296
+ t-statistics (or standard errors, etc.) instead of the point estimates.
297
+
298
+ {marker stat}
299
+ {dlgtab:Summary statistics}
300
+
301
+ {p 4 8 2}
302
+ {cmd:r2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}],
303
+ {cmd:ar2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}], and
304
+ {cmd:pr2}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]
305
+ include the R-squared, the adjusted R-squared, and the
306
+ pseudo-R-squared in the table footer and, optionally, set the
307
+ corresponding display formats (the default is to display three
308
+ decimal places).
309
+
310
+ {p 4 8 2}
311
+ {cmd:aic}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}] and
312
+ {cmd:bic}[{cmd:(}{it:{help esttab##fmt:fmt}}{cmd:)}]
313
+ include Akaike's and Schwarz's information criterion in the table
314
+ footer and, optionally, set the corresponding display formats (the
315
+ default is to use the display format for point estimates).{p_end}
316
+ {marker scalars}
317
+ {p 4 8 2}
318
+ {cmd:scalars(}{it:list}{cmd:)} may be used to add other
319
+ {cmd:e()}-scalars to the table footer (type {cmd:ereturn list} to
320
+ display a list of available {cmd:e()}-scalars after fitting a model;
321
+ see help {helpb ereturn}). For example, {cmd:scalars(df_m)} would
322
+ report the model degrees of freedom for each model. {it:list} may be
323
+ a simple list of names of {cmd:e()}-scalars, e.g.
324
+
325
+ {com}. esttab, scalars(ll_0 ll chi2){txt}
326
+
327
+ {p 8 8 2}
328
+ or, alternatively, a list of quoted name-label pairs, e.g.
329
+
330
+ {com}. esttab, scalars({bind:"ll Log lik."} {bind:"chi2 Chi-squared"}){txt}
331
+
332
+ {p 4 8 2}
333
+ {cmd:sfmt(}{it:{help esttab##fmt:fmt}} [{it:...}]{cmd:)} sets the
334
+ display format(s) for the statistics specified in {cmd:scalars()}
335
+ (the default is to use the display format for point estimates). If
336
+ {cmd:sfmt()} contains less elements than {cmd:scalars()}, the last
337
+ specified format is used for the remaining scalars. That is, only one
338
+ format needs to be specified if the same format be used for all
339
+ scalars.
340
+
341
+ {p 4 8 2}
342
+ {cmd:noobs} suppresses displaying information on the number of
343
+ observations. The default is to report the number of observations for
344
+ each model in the table footer.
345
+
346
+ {p 4 8 2}
347
+ {cmd:obslast} displays the number of observations in the last row of
348
+ the table footer. The default is to use the first row.
349
+
350
+ {marker layout}
351
+ {dlgtab:Layout}
352
+ {marker wide}
353
+ {p 4 8 2}
354
+ {cmd:wide} causes point estimates and t-statistics (or standard errors,
355
+ etc.) to be printed beside one another instead of beneath one another.
356
+ {p_end}
357
+ {marker onecell}
358
+ {p 4 8 2}
359
+ {cmd:onecell} causes point estimates and t-statistics (or standard errors,
360
+ etc.) to be combined in a single table cell. This option is useful primarily
361
+ in {cmd:rtf} or {cmd:html} mode. In these modes a line break is
362
+ inserted between the two statistics. The benefit from using {cmd:onecell}
363
+ in {cmd:rtf} or {cmd:html} mode is that long coefficients labels do not
364
+ derange the table layout. The default for other modes is to insert
365
+ a blank between the statistics. Use {cmd:estout}'s
366
+ {helpb estout##incelldel:incelldelimiter()} option to change this.
367
+
368
+ {p 4 8 2}
369
+ {cmd:parentheses} encloses t-statistics (or standard errors, etc.) in
370
+ parentheses. This is the default. Specify {cmd:noparentheses} to
371
+ suppress the parentheses.
372
+
373
+ {p 4 8 2}
374
+ {cmd:brackets} uses square brackets, [], instead of parentheses. Note
375
+ that brackets are the default for confidence intervals.
376
+
377
+ {p 4 8 2}
378
+ {cmd:gaps} adds empty rows (or, more generally, additional vertical
379
+ space) between coefficients to increase readability (empty rows are
380
+ also inserted between the table's header, body, and footer, unless
381
+ {cmd:lines} is activated). This is the default unless {cmd:wide} or
382
+ {cmd:not} is specified. Type {cmd:nogaps} to suppress the extra
383
+ spacing.
384
+
385
+ {p 4 8 2}
386
+ {cmd:lines} adds horizontal lines to the table separating the table's
387
+ header, body, and footer and, in the case of multiple
388
+ equation models, the equations. This is the default. Specify {cmd:nolines}
389
+ to suppress the lines. Lines are always suppressed in the {cmd:tab}
390
+ and {cmd:csv} modes.
391
+
392
+ {p 4 8 2}
393
+ {cmd:noeqlines} suppresses the horizontal lines between equations
394
+ in the case of multiple equation models.{p_end}
395
+ {marker compress}
396
+ {p 4 8 2}
397
+ {cmd:compress} reduces the amount of horizontal spacing (so that more
398
+ models fit on screen without line breaking). The option has no effect
399
+ in the {cmd:tab} and {cmd:csv} modes. Furthermore, note that in the
400
+ TeX and HTML modes the {cmd:compress} option only changes the
401
+ arrangement the table's code, but not the look of the compiled
402
+ end-product. In {cmd:rtf}, however, {cmd:compress} changes the look
403
+ of the formatted table.{p_end}
404
+ {marker plain}
405
+ {p 4 8 2}
406
+ {cmd:plain} produces a minimally formatted table. It is a shorthand
407
+ to specifying {cmd:nostar}, {cmd:nodepvars}, {cmd:nonumbers},
408
+ {cmd:noparentheses}, {cmd:nogaps}, {cmd:nolines} and {cmd:nonotes}
409
+ and setting all formats to {cmd:%9.0g}. Note that the disabled
410
+ options can be switched on again. For example, type
411
+
412
+ {com}. esttab, plain star{txt}
413
+
414
+ {p 8 8 2}
415
+ to produce a plain table including significance stars.
416
+
417
+ {marker label}
418
+ {dlgtab:Labeling}
419
+
420
+ {p 4 8 2}
421
+ {cmd:label} specifies that variable labels be used instead of
422
+ variable names (and estimation set titles be used instead of
423
+ estimation set names). Furthermore, {cmd:label} prints "Constant"
424
+ instead of "_cons".
425
+
426
+ {p 4 8 2}
427
+ {cmd:interaction(}{it:string}{cmd:)} specifies the string to be used
428
+ as delimiter for interaction terms (only relevant in Stata 11 or newer). The
429
+ default is {cmd:interaction(" # ")}. For {cmd:tex} and {cmd:booktabs} the
430
+ default is {cmd:interaction(" $\times$ ")}.
431
+ {p_end}
432
+ {marker title}
433
+ {p 4 8 2}
434
+ {cmd:title(}{it:string}{cmd:)} may be used to provide a title for the
435
+ table. If specified, {it:string} is printed at the top of the table.
436
+ Note that specifying a title causes the table to be set up as a
437
+ floating object in LaTeX mode. You may want to set a label for
438
+ referencing in this case. For example, if you type
439
+ {cmd:title(...\label{tab1})}, then "\ref{tab1}" could be used in the
440
+ LaTeX document to point to the table.
441
+
442
+ {p 4 8 2}
443
+ {cmd:mtitles}, without argument, specifies that for each model the title
444
+ (or, if empty, the name) of the stored estimation set be printed as the model's
445
+ title in the table header. If {cmd:mtitles} is omitted, the default is to
446
+ use name or label of the dependent variable as the model's title (see the
447
+ {cmd:depvar} option). Alternatively, use {cmd:mtitles(}{it:list}{cmd:)}
448
+ specifies a list of model titles. Enclose the titles
449
+ in double quotes if they contain spaces,
450
+ e.g. {bind:{cmd:mtitles("Model 1" "Model 2")}}.
451
+
452
+ {p 4 8 2}
453
+ {cmd:nomtitles} suppresses printing of model titles.
454
+
455
+ {p 4 8 2}
456
+ {cmd:depvars} prints the name (or label) of the (first) dependent
457
+ variable of a model as the model's title in the table header. This is
458
+ the default. Specify {cmd:nodepvars} to use the names of
459
+ the stored estimation sets as titles.
460
+
461
+ {p 4 8 2}
462
+ {cmd:numbers} includes a row containing consecutive model numbers in
463
+ the table header. This is the default. Specify {cmd:nonumbers} to
464
+ suppress printing the model numbers.
465
+
466
+ {p 4 8 2}
467
+ {cmd:coeflabels(}{it:name} {it:label} [...]{cmd:)} specifies labels
468
+ for the coefficients. Specify names and labels in pairs and, if
469
+ necessary, enclose labels in double quotes,
470
+ e.g. {cmd:coeflabels(mpg Milage rep78 {bind:"Repair Record"})}.
471
+
472
+ {p 4 8 2}
473
+ {cmd:notes} prints notes at the end of the table explaining the
474
+ significance symbols and the type of displayed statistics. This is
475
+ the default. Specify {cmd:nonotes} to suppress the notes.
476
+
477
+ {p 4 8 2}
478
+ {cmd:addnotes(}{it:list}{cmd:)} may be used to add further lines of
479
+ text at the bottom of the table. Lines containing blanks must be
480
+ enclosed in double quotes,
481
+ e.g. {cmd:addnotes({bind:"Line 1"} {bind:"Line 2"})}.
482
+
483
+ {marker format}
484
+ {dlgtab:Document format}
485
+
486
+ {p 4 8 2}
487
+ {cmd:smcl}, {cmd:fixed}, {cmd:tab}, {cmd:csv}, {cmd:scsv}, {cmd:rtf},
488
+ {cmd:html}, {cmd:tex}, and {cmd:booktabs} choose the table's basic
489
+ output format. The default format is {cmd:smcl} unless
490
+ {cmd:using} is specified, in which case the default format
491
+ depends on the filename's suffix ({cmd:smcl} for ".smcl", {cmd:csv}
492
+ for ".csv", {cmd:rtf} for ".rtf",
493
+ {cmd:html} for ".htm" or ".html", {cmd:tex} for ".tex", and {cmd:fixed}
494
+ for all other filenames). To override the default behavior, specify one of the
495
+ following format options.
496
+
497
+ {p 8 8 2}
498
+ {cmd:smcl} produces a {help SMCL} formatted table to be displayed in the
499
+ Stata results window or the Stata viewer.
500
+
501
+ {p 8 8 2}
502
+ {cmd:fixed} produces a fixed-format ASCII table. This is suitable,
503
+ for example, if the table be displayed in a text editor.
504
+
505
+ {p 8 8 2}
506
+ {cmd:tab} produces a tab-delimited ASCII table.
507
+ {p_end}
508
+ {marker csv}
509
+ {p 8 8 2}
510
+ {cmd:csv} produces a CSV ({ul:C}omma {ul:S}eparated {ul:V}alue
511
+ format) table for use with Microsoft Excel. Delimiter is a comma. In
512
+ order to prevent Excel from interpreting the contents of the table
513
+ cells, they are enclosed double quotes preceded by an equal sign
514
+ (i.e. ="..."). However, if the {cmd:plain} option is specified, the
515
+ table cells are enclosed in double quotes without the leading equal
516
+ sign. The first method is appropriate if you want to preserve the
517
+ table's formatting. The second method is appropriate if you want to
518
+ use the table's contents for further computations in Excel.
519
+ {p_end}
520
+ {marker scsv}
521
+ {p 8 8 2}
522
+ {cmd:scsv} is a variant on the CSV format that uses a semicolon as
523
+ the delimiter. This is appropriate for some non-English versions of
524
+ Excel (e.g. the German version).
525
+ {p_end}
526
+ {marker rtf}
527
+ {p 8 8 2}
528
+ {cmd:rtf} produces a Rich Text Format table for use with word
529
+ processors.
530
+
531
+ {p 8 8 2}
532
+ {cmd:html} produces a simple HTML formatted table.
533
+
534
+ {p 8 8 2}
535
+ {cmd:tex} produces a LaTeX formatted table.
536
+ {p_end}
537
+ {marker booktabs}
538
+ {p 8 8 2}
539
+ {cmd:booktabs} produces a LaTeX formatted table for use with LaTeX's
540
+ {it:booktabs} package.
541
+ {p_end}
542
+ {marker fragment}
543
+ {p 4 8 2}
544
+ {cmd:fragment} causes the table's opening and closing specifications
545
+ to be suppressed. This is relevant primarily in LaTeX and HTML mode.
546
+
547
+ {p 4 8 2}
548
+ {cmd:page}[{cmd:(}{it:packages}{cmd:)}] adds opening and closing code
549
+ to define a whole LaTeX or HTML document. The default is to produce a
550
+ raw table that can then be included into an existing LaTeX or HTML
551
+ document. Specifying {it:packages} in parentheses causes
552
+ {cmd:\usepackage{c -(}}{it:packages}{cmd:{c )-}} to be added to the
553
+ preamble of the LaTeX document (note that the {it:booktabs} package
554
+ is automatically loaded if {cmd:booktabs} is specified).
555
+
556
+ {p 4 8 2}
557
+ {cmd:alignment(}{it:string}{cmd:)} may be used to specify the
558
+ alignment of the models' columns in LaTeX, HTML, or RTF mode.
559
+
560
+ {p 8 8 2}
561
+ In LaTeX mode {it:string} should be a LaTeX column specifier. The
562
+ default is to center the columns. To produce right-aligned columns,
563
+ for example, type {cmd:alignment(r)}. If the table contains multiple
564
+ columns per model/equation, the alignment specification should define
565
+ all columns. For example, if the {cmd:wide} option is specified, you
566
+ could type {cmd:alignment(cr)} to, say, center the point estimates
567
+ and right-align the t-statistics. Note that more sophisticated column
568
+ definitions are often needed to produce appealing results. In
569
+ particular, LaTeX's {it:dcolumn} package proves useful to align
570
+ columns on the decimal point.
571
+
572
+ {p 8 8 2}
573
+ In HTML mode {it:string} should be a HTML alignment specifier. The
574
+ default is to omit alignment specification, which results in left
575
+ aligned columns. To center the columns in HTML, for example, specify
576
+ {cmd:alignment(center)}. Other than in LaTeX mode, the same alignment
577
+ is used for all columns if the table contains multiple columns per
578
+ model/equation in the HTML mode.
579
+
580
+ {p 8 8 2}
581
+ In RTF mode {it:string} should be one of {cmd:l}, {cmd:c}, {cmd:r},
582
+ and {cmd:j}. The default is to center the columns. To produce
583
+ right-aligned columns, for example, type {cmd:alignment(r)}. The same
584
+ alignment is used for all columns if the table contains multiple
585
+ columns per model/equation in the RTF mode.
586
+
587
+ {p 8 8 2}
588
+ Note that {cmd:alignment()} does not change the alignment of the
589
+ variable names/labels in the left stub of the table. They are always
590
+ left-aligned.
591
+
592
+ {p 4 8 2}
593
+ {cmd:width(}{it:string}{cmd:)} sets the overall width of the table in
594
+ LaTeX or HTML. {it:string} should be LaTeX or HTML literal. For
595
+ example, specify {cmd:width(\hsize)} in LaTeX or {cmd:width(100%)} in
596
+ HTML to span the whole page. The table columns will spread regularly
597
+ over the specified width. Note that in RTF mode {helpb estout}'s
598
+ {cmd:varwidth()} and {cmd:modelwidth()} options may be used to change
599
+ the width of the table columns.
600
+
601
+ {p 4 8 2}
602
+ {cmdab:longtable} causes the {it:longtable} environment to be used in
603
+ LaTeX. Use {cmdab:longtable} for tables that are too
604
+ long to fit on a single page. {cmdab:longtable} cannot be combined
605
+ with {cmd:width()}. Make sure to load the {it:longtable} package
606
+ in the LaTeX document, i.e. include {cmd:\usepackage{longtable}} in the
607
+ document's preamble.
608
+
609
+ {marker output}
610
+ {dlgtab:Output}
611
+
612
+ {p 4 8 2}
613
+ {cmd:replace} permits {cmd:esttab} to overwrite an existing file.
614
+
615
+ {p 4 8 2}
616
+ {cmd:append} specifies that the output be appended to an existing
617
+ file. It may be used even if the file does not yet exist. Specifying
618
+ {cmd:append} together with {cmd:page} in TeX or HTML mode causes the
619
+ new table to be inserted at the end of the body of an existing
620
+ document ({cmd:esttab} seeks a line reading "\end{document}" or
621
+ "</body>", respectively, and starts appending from there;
622
+ contents after this line will be overwritten). In RTF mode, existing
623
+ documents are assumed to end with a line containing a single "}".
624
+
625
+ {p 4 8 2}
626
+ {cmd:type} specifies that the assembled table be printed in the
627
+ results window and the log file. This is the default unless
628
+ {cmd:using} is specified.
629
+
630
+ {p 4 8 2}
631
+ {cmd:noisily} displays the executed {helpb estout} command.
632
+
633
+ {marker advanced}
634
+ {dlgtab:Advanced}
635
+
636
+ {p 4 8 2}
637
+ {cmd:drop(}{it:droplist}{cmd:)} identifies the coefficients to be
638
+ dropped from the table. A {it:droplist} comprises one or more
639
+ specifications, separated by white space. A specification can be
640
+ either a parameter name (e.g. {cmd:price}), an equation name followed
641
+ by a colon (e.g. {cmd:mean:}), or a full name
642
+ (e.g. {cmd:mean:price}). You may use the {cmd:*} and {cmd:?} wildcards
643
+ in equation names and parameter names. Be sure to refer to the matched
644
+ equation names, and not to the original equation names in the models,
645
+ when using the {cmd:equations()} option to match equations.
646
+
647
+ {p 4 8 2}
648
+ {cmd:noomitted} drops omitted coefficients (only relevant in Stata 11 or
649
+ newer).
650
+
651
+ {p 4 8 2}
652
+ {cmd:nobaselevels} drops base levels of factor variables (only relevant
653
+ in Stata 11 or newer).
654
+
655
+ {p 4 8 2}
656
+ {cmd:keep(}{it:keeplist}{cmd:)} selects the coefficients to be
657
+ included in the table. {it:keeplist} is specified analogous to
658
+ {it:droplist} in {cmd:drop()} (see above).
659
+
660
+ {p 4 8 2}
661
+ {cmd:order(}{it:orderlist}{cmd:)} changes the order of the
662
+ coefficients and equations within the table. {it:orderlist} is
663
+ specified analogous to {it:droplist} in {cmd:drop()} (see above).
664
+ Coefficients and equations that do not appear in {it:orderlist} are
665
+ placed last (in their original order).
666
+
667
+ {p 4 8 2}
668
+ {cmd:equations(}{it:eqmatchlist}{cmd:)} specifies how the models'
669
+ equations are to be matched. This option is passed to the internal
670
+ call of {cmd:estimates table}. See help {helpb estimates} on how to
671
+ specify this option. The most common usage is {cmd:equations(1)} to
672
+ match all the first equations in the models.
673
+
674
+ {p 4 8 2}
675
+ {cmd:eform} displays the regression table in exponentiated form. The
676
+ exponent of a coefficient is displayed in lieu of the untransformed
677
+ coefficient; standard errors and confidence intervals are transformed
678
+ as well. Note that the intercept is dropped in eform-mode, unless
679
+ {cmd:constant} is specified.
680
+
681
+ {p 4 8 2}
682
+ {cmd:unstack} specifies that the individual equations from
683
+ multiple-equation models (e.g. {cmd:mlogit}, {cmd:reg3},
684
+ {cmd:heckman}) be placed in separate columns. The default is to place
685
+ the equations below one another in a single column.
686
+
687
+ {p 4 8 2}
688
+ {it:estout_options} are any other {cmd:estout} options (see help
689
+ {helpb estout}). Note that {cmd:estout} options take precedence over
690
+ {cmd:esttab} options. For example,
691
+
692
+ {p 8 20 2}
693
+ {cmd:cells()}{space 5}disables {cmd:b()}, {cmd:beta()}, {cmd:main()},
694
+ {cmd:t()}, {cmd:abs}, {cmd:not}, {cmd:se()}, {cmd:p()}, {cmd:ci()},
695
+ {cmd:aux()}, {cmd:star}, {cmd:staraux}, {cmd:wide}, {cmd:onecell},
696
+ {cmd:parentheses}, and {cmd:brackets},
697
+
698
+ {p 8 20 2}
699
+ {cmd:stats()}{space 5}disables {cmd:r2()}, {cmd:ar2()}, {cmd:pr2()},
700
+ {cmd:aic()}, {cmd:bic()}, {cmd:scalars()}, {cmd:sfmt()}, {cmd:noobs},
701
+ and {cmd:obslast}.
702
+
703
+ {p 8 8 2}
704
+ Other {cmd:estout} options that should be used with care are
705
+ {cmd:begin()}, {cmd:delimiter()}, {cmd:end()}, {cmd:prehead()},
706
+ {cmd:posthead()}, {cmd:prefoot()}, {cmd:postfoot()}, {cmd:mlabels()},
707
+ and {cmd:varlabels()}. Furthermore, note that {cmd:estout}'s {cmd:style()}
708
+ option does not have much effect because most options that would be affected
709
+ by {cmd:style()} are set explicitly by {cmd:esttab}.
710
+
711
+ {marker fmt}
712
+ {dlgtab:Numerical formats}
713
+
714
+ {p 4 4 2}
715
+ Numerical display formats may be specified in {cmd:esttab} as follows:
716
+
717
+ {p 5 8 2}
718
+ 1. Official Stata's display formats: You may specify formats, such as
719
+ {cmd:%9.0g} or {cmd:%8.2f}. See help {help format} for a list
720
+ of available formats. {cmd:%g} or {cmd:g} may be used as a
721
+ synonym for {cmd:%9.0g}.
722
+
723
+ {p 5 8 2}
724
+ 2. Fixed format: You may specify an integer value such as {cmd:0},
725
+ {cmd:1}, {cmd:2}, etc. to request a display format with a fixed number
726
+ of decimal places. For example, {cmd:t(3)} would display t-statistics
727
+ with three decimal places.
728
+
729
+ {p 5 8 2}
730
+ 3. Automatic format: You may specify {cmd:a1}, {cmd:a2}, ..., or
731
+ {cmd:a9} to cause {cmd:esttab} to choose a reasonable display format for
732
+ each number depending on the number's value. {cmd:a} may be used as a
733
+ synonym for {cmd:a3}. The {it:#} in
734
+ {cmd:a}{it:#} determines the minimum precision according to the
735
+ following rules:
736
+
737
+ {p 10 12 2}
738
+ o Absolute numbers smaller than 1 are displayed with {it:#}
739
+ significant decimal places (i.e. with {it:#} decimal places ignoring
740
+ any leading zeros after the decimal point). For example,
741
+ {cmd:0.00123456} is displayed as {cmd:0.00123} if the format is
742
+ {cmd:a3}.
743
+
744
+ {p 10 12 2}
745
+ o Absolute numbers greater than 1 are displayed with as many digits
746
+ required to retain at least one decimal place and are displayed with
747
+ a minimum of ({it:#} + 1) digits. For example, if the format is
748
+ {cmd:a3}, {cmd:1.23456} is displayed as {cmd:1.235}, {cmd:12.3456} is
749
+ displayed as {cmd:12.35}, and {cmd:1234.56} is displayed as
750
+ {cmd:1234.6}.
751
+
752
+ {p 10 12 2}
753
+ o In any case, integers are displayed with zero decimal places, and
754
+ very large or very small absolute numbers are displayed in
755
+ exponential format.
756
+
757
+ {marker exa}
758
+ {title:Examples}
759
+
760
+ {p 4 4 2}
761
+ The following examples are intended to illustrate the basic usage of
762
+ {cmd:esttab}. Additional examples can be found at
763
+ {browse "http://repec.org/bocode/e/estout"}.
764
+
765
+ {p 4 4 2} The procedure is to first fit and store some models (see {helpb eststo}) and then apply
766
+ {cmd:esttab} to these stored estimates:
767
+
768
+ {com}. eststo clear
769
+ {txt}
770
+ {com}. sysuse auto
771
+ {txt}(1978 Automobile Data)
772
+
773
+ {com}. eststo: quietly regress price weight mpg
774
+ {txt}({res}est1{txt} stored)
775
+
776
+ {com}. eststo: quietly regress price weight mpg foreign
777
+ {txt}({res}est2{txt} stored)
778
+
779
+ {com}. esttab, ar2
780
+ {res}
781
+ {txt}{hline 44}
782
+ {txt} (1) (2)
783
+ {txt} price price
784
+ {txt}{hline 44}
785
+ {txt}weight {res} 1.747** 3.465***{txt}
786
+ {res} {ralign 12:{txt:(}2.72{txt:)}} {ralign 12:{txt:(}5.49{txt:)}} {txt}
787
+
788
+ {txt}mpg {res} -49.51 21.85 {txt}
789
+ {res} {ralign 12:{txt:(}-0.57{txt:)}} {ralign 12:{txt:(}0.29{txt:)}} {txt}
790
+
791
+ {txt}foreign {res} 3673.1***{txt}
792
+ {res} {ralign 12:{txt:(}5.37{txt:)}} {txt}
793
+
794
+ {txt}_cons {res} 1946.1 -5853.7 {txt}
795
+ {res} {ralign 12:{txt:(}0.54{txt:)}} {ralign 12:{txt:(}-1.73{txt:)}} {txt}
796
+ {txt}{hline 44}
797
+ {txt}N {res} 74 74 {txt}
798
+ {txt}adj. R-sq {res} 0.273 0.478 {txt}
799
+ {txt}{hline 44}
800
+ {txt}t statistics in parentheses
801
+ {txt}* p<0.05, ** p<0.01, *** p<0.001
802
+
803
+
804
+ {p 4 4 2}
805
+ The same table using labels:
806
+
807
+ {com}. esttab, ar2 label
808
+ {res}
809
+ {txt}{hline 52}
810
+ {txt} (1) (2)
811
+ {txt} Price Price
812
+ {txt}{hline 52}
813
+ {txt}Weight (lbs.) {res} 1.747** 3.465***{txt}
814
+ {res} {ralign 12:{txt:(}2.72{txt:)}} {ralign 12:{txt:(}5.49{txt:)}} {txt}
815
+
816
+ {txt}Mileage (mpg) {res} -49.51 21.85 {txt}
817
+ {res} {ralign 12:{txt:(}-0.57{txt:)}} {ralign 12:{txt:(}0.29{txt:)}} {txt}
818
+
819
+ {txt}Car type {res} 3673.1***{txt}
820
+ {res} {ralign 12:{txt:(}5.37{txt:)}} {txt}
821
+
822
+ {txt}Constant {res} 1946.1 -5853.7 {txt}
823
+ {res} {ralign 12:{txt:(}0.54{txt:)}} {ralign 12:{txt:(}-1.73{txt:)}} {txt}
824
+ {txt}{hline 52}
825
+ {txt}Observations {res} 74 74 {txt}
826
+ {txt}Adjusted R-squared {res} 0.273 0.478 {txt}
827
+ {txt}{hline 52}
828
+ {txt}t statistics in parentheses
829
+ {txt}* p<0.05, ** p<0.01, *** p<0.001
830
+
831
+
832
+ {p 4 4 2}
833
+ Plain table:
834
+
835
+ {com}. esttab, ar2 plain
836
+ {res}
837
+ {txt} est1 est2
838
+ {txt} b/t b/t
839
+ {txt}weight {res} 1.746559 3.464706{txt}
840
+ {res} 2.723238 5.493003{txt}
841
+ {txt}mpg {res} -49.51222 21.8536{txt}
842
+ {res} -.5746808 .2944391{txt}
843
+ {txt}foreign {res} 3673.06{txt}
844
+ {res} 5.370142{txt}
845
+ {txt}_cons {res} 1946.069 -5853.696{txt}
846
+ {res} .541018 -1.733408{txt}
847
+ {txt}N {res} 74 74{txt}
848
+ {txt}adj. R-sq {res} .2734846 .4781119{txt}
849
+
850
+
851
+ {p 4 4 2}
852
+ Using standard errors in brackets and suppress significance stars:
853
+
854
+ {com}. esttab, se nostar brackets
855
+ {res}
856
+ {txt}{hline 38}
857
+ {txt} (1) (2)
858
+ {txt} price price
859
+ {txt}{hline 38}
860
+ {txt}weight {res} 1.747 3.465{txt}
861
+ {res} {ralign 12:{txt:[}0.641{txt:]}} {ralign 12:{txt:[}0.631{txt:]}}{txt}
862
+
863
+ {txt}mpg {res} -49.51 21.85{txt}
864
+ {res} {ralign 12:{txt:[}86.16{txt:]}} {ralign 12:{txt:[}74.22{txt:]}}{txt}
865
+
866
+ {txt}foreign {res} 3673.1{txt}
867
+ {res} {ralign 12:{txt:[}684.0{txt:]}}{txt}
868
+
869
+ {txt}_cons {res} 1946.1 -5853.7{txt}
870
+ {res} {ralign 12:{txt:[}3597.0{txt:]}} {ralign 12:{txt:[}3377.0{txt:]}}{txt}
871
+ {txt}{hline 38}
872
+ {txt}N {res} 74 74{txt}
873
+ {txt}{hline 38}
874
+ {txt}Standard errors in brackets
875
+
876
+
877
+ {p 4 4 2}
878
+ Printing beta coefficients:
879
+
880
+ {com}. esttab, beta
881
+ {res}
882
+ {txt}{hline 44}
883
+ {txt} (1) (2)
884
+ {txt} price price
885
+ {txt}{hline 44}
886
+ {txt}weight {res} 0.460** 0.913***{txt}
887
+ {res} {ralign 12:{txt:(}2.72{txt:)}} {ralign 12:{txt:(}5.49{txt:)}} {txt}
888
+
889
+ {txt}mpg {res} -0.097 0.043 {txt}
890
+ {res} {ralign 12:{txt:(}-0.57{txt:)}} {ralign 12:{txt:(}0.29{txt:)}} {txt}
891
+
892
+ {txt}foreign {res} 0.573***{txt}
893
+ {res} {ralign 12:{txt:(}5.37{txt:)}} {txt}
894
+ {txt}{hline 44}
895
+ {txt}N {res} 74 74 {txt}
896
+ {txt}{hline 44}
897
+ {txt}Standardized beta coefficients; t statistics in parentheses
898
+ {txt}* p<0.05, ** p<0.01, *** p<0.001
899
+
900
+ {marker aut}
901
+ {title:Author}
902
+
903
+ {p 4 4 2}
904
+ Ben Jann, Institute of Sociology, University of Bern, [email protected]
905
+
906
+ {marker als}
907
+ {title:Also see}
908
+
909
+ Manual: {hi:[R] estimates}
910
+
911
+ {p 4 13 2}Online: help for
912
+ {helpb estimates},
913
+ {help estcom},
914
+ {helpb estout},
915
+ {helpb eststo},
916
+ {helpb estadd},
917
+ {helpb estpost}
918
+ {p_end}
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/figout.ado ADDED
@@ -0,0 +1,97 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ program define figout
2
+
3
+ *! 1.0.1 Ian Watson 21mar07
4
+ * 1.0.0 Ian Watson 30mar05
5
+ * Program to create mini datasets extracted
6
+ * from tabout results for use in graphs
7
+
8
+
9
+ version 8.2
10
+ syntax using/ ///
11
+ , [REPlace] infile(string) ///
12
+ gvars(string) over(string) ///
13
+ start(string) stop(string)
14
+
15
+
16
+ if "`infile'" ~="" {
17
+ local infile = "`infile'"
18
+ local outfile = "`using'"
19
+ }
20
+ else {
21
+ local infile = "`using'"
22
+ local outfile = "`using'"
23
+ }
24
+
25
+ if "`replace'" == "replace" {
26
+ local opt "replace"
27
+ }
28
+
29
+
30
+ tempfile tempfile
31
+ tempname tablefile
32
+ tempname mainfile
33
+
34
+ capture file open `mainfile' using `tempfile', write `opt'
35
+
36
+ file write `mainfile' "`over'" _tab
37
+ tokenize "`gvars'"
38
+ while "`1'" ~= "" {
39
+ local outword = "`1'"
40
+ file write `mainfile' "`outword'" _tab
41
+ mac shift
42
+ }
43
+ file write `mainfile' _n
44
+
45
+
46
+
47
+ * open the table file with all the existing output
48
+
49
+ file open `tablefile' using "`infile'", read
50
+
51
+ file read `tablefile' line
52
+ while r(eof) == 0 {
53
+ if index("`line'","`start'") ~= 0 {
54
+ file read `tablefile' line
55
+ local end = 0
56
+ while `end' == 0 {
57
+ local cleanline = subinstr("`line'","\&","and",.)
58
+ local cleanline = subinstr("`line'","\","",.)
59
+ * local line : subinstr local line "\&" "and"
60
+ * local line : subinstr local line "\" ""
61
+ tokenize "`cleanline'", parse("&")
62
+ while "`1'" ~= "" {
63
+ local outword = "`1'"
64
+ file write `mainfile' "`outword'" _tab
65
+ mac shift 2
66
+ }
67
+ file write `mainfile' _n
68
+ file read `tablefile' line
69
+ local end = index("`line'","`stop'")
70
+ if r(eof)!=0 {
71
+ di as err "figout failed to find your stop word or phrase"
72
+ exit
73
+ }
74
+ }
75
+ }
76
+ else {
77
+ file read `tablefile' line
78
+ }
79
+ } // end while not eof
80
+ file write `mainfile' _n
81
+
82
+ file close `mainfile'
83
+ file close `tablefile'
84
+
85
+ clear
86
+ insheet using `tempfile'
87
+ if _N!=0 {
88
+ local k = _N
89
+ egen order = fill(1/`k')
90
+ keep `over' `gvars' order
91
+ save "`outfile'.dta", `opt'
92
+ list
93
+ }
94
+ else di as err "figout failed to find your start word or phrase"
95
+
96
+ end
97
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/figout.hlp ADDED
@@ -0,0 +1,119 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* 21mar07}{...}
3
+ {hline}
4
+ help for {hi:figout}
5
+ {hline}
6
+
7
+ {title:Title}
8
+
9
+ {p 4 4 2}{hi:figout} {hline 2} Ancillary program for {cmd:tabout} to create mini datatsets suitable for graphing
10
+
11
+ {title:Table of contents}
12
+
13
+ {help figout##syn:Syntax}
14
+ {help figout##des:Description}
15
+ {help figout##opt:Options}
16
+ {help figout##exa:Examples}
17
+
18
+
19
+ {marker syn}
20
+ {title:Syntax}
21
+
22
+ {p 8 15 2}
23
+ {cmdab:figout} {it:using} {cmd:,}
24
+ {cmd:infile(}{it:string}{cmd:)}
25
+ {cmd:gvars(}{it:string}{cmd:)}
26
+ {cmd:over(}{it:string}{cmd:)}
27
+ {cmd:start(}{it:string}{cmd:)}
28
+ {cmd:stop(}{it:string}{cmd:)}
29
+ [{cmdab:rep:lace(}{it:string}{cmd:)}]
30
+
31
+
32
+
33
+ {marker des}
34
+ {title:Description}
35
+
36
+ {p 4 4 2}{cmd:figout} is an ancillary program for {help tabout} to facilitate
37
+ the creation of graphs based on table panels. {cmd:figout} reads the output file
38
+ produced by {cmd:tabout} looking for a start word or phrase. It then extracts
39
+ the numbers it finds until it reaches the stop word or phrase.
40
+ It only extracts the number of columns for which you indicate {cmd: gvars},
41
+ which conveniently avoids extracting the totals column. Each line in the panel
42
+ becomes the basis for the {cmd:over} option in the subsequent graph. {cmd:figout} then loads those numbers into a mini dataset and saves it under the name you specify with {cmd:using}. If {cmd:figout} fails to find either the start word or the stop word, no mini dataset is produced and you are issued a warning. Once the mini dataset is created, it is an easy matter to create a {cmd:Stata} graph. The data is in a form suitable for graph's {cmd:over} option, and {cmd:figout} automatically creates an order variable for you, to preserve the same order that was used in your original table.
43
+
44
+ {p 4 4 2}{cmd:tabout} has a comprehensive tutorial which includes a full
45
+ example of using {cmd:figout}. This is available from the SSC with this help
46
+ file. The tutorial is also available here:
47
+ {browse "http://www.ianwatson.com.au/stata/tabout_tutorial.pdf"}.
48
+
49
+
50
+ {marker opt}
51
+ {title:Options}
52
+
53
+ {phang}
54
+ {cmd:using} is required, and indicates the filename for the output of the mini Stata dataset. Note that you do not need to add the {cmd:dta} filename extension.
55
+
56
+ {phang}
57
+ {cmd:infile} is required the name of the output file produced by {\tt tabout}, for example, {\tt table1.tex}. Note that you do need to add the filename extension because you may be using {\tt figout} with any number of file types ({\LaTeX}, csv, or tab-delimited).
58
+
59
+ {phang}
60
+ {cmd:gvars} are names you wish to assign to your graph variables, and they need to match a contiguous block of cells in your table. They are basically the categories of the horizontal variable in your table.
61
+
62
+ {phang}
63
+ {cmd:over} is the name of the graph variable to be used by the {cmd:over} option in the {cmd:graph} command. It is one the panels in your table, and basically matches one of your vertical variables.
64
+
65
+ {phang}
66
+ {cmd:start} is a unique word or phrase on the line above the block of cells. It can usually refer to the panel title in a {cmd:tabout} table, unless the title is repeated in another panel.
67
+
68
+ {phang}
69
+ {cmd:stop} is a unique word or phrase on the line beneath the block of cells. In the case of LaTeX, you can just use \midrule since this generally indicates the end of a panel if you are using the {cmd:ptotal(single)} option.
70
+
71
+ {phang}
72
+ {cmd:replace} is optional and follows usual Stata convention and prevents you accidentally over-writing an existing Stata dataset with your new mini dataset. If you are confident that there are no other datasets with the same name, you can use the {cmd:replace} option and this makes it more convenient if you need to develop your {cmd:figout} code using several attempts.
73
+
74
+
75
+ {marker exa}
76
+ {title:Examples}
77
+
78
+ {p 4 4 2}
79
+ The best example is the one given in the {cmd:tabout} tutorial
80
+ ({browse "http://www.ianwatson.com.au/stata/tabout_tutorial.pdf"})
81
+ where it's use in batch files is demonstrated.
82
+
83
+
84
+ {com} sysuse nlsw88, clear
85
+ {com} gen wt = int(uniform()*10)
86
+
87
+ {com} tabout coll race smsa south [iw=wt] using fig_tab.tex, c(row) f(1) ///
88
+ {txt} style(tex) bt font(bold) topf(top.tex) botf(bot.tex) topstr(10cm) ///
89
+ {txt} botstr(nlsw88.dta) cl1(2-4) ptot(single)
90
+
91
+ {com} figout using fig_fig, infile(fig_tab.tex) rep ///
92
+ {txt} gvars(not_south south) ///
93
+ {txt} over(race) start(Race) stop(\midrule)
94
+
95
+ {com} gr hbar not_south south, over(race, sort(order)) ///
96
+ {txt} ytitle("Percentage", size(medium) ) ///
97
+ {txt} ylab(0(10)80, angle(0) format(%9.0f) ) ///
98
+ {txt} bar(1,bcolor(gs4)) bar(2,bcolor(gs8)) ///
99
+ {txt} legend(label( 1 "Does not live in south") ///
100
+ {txt} label(2 "Lives in south") ///
101
+ {txt} pos(4) cols(1) symxsize(3) ring(0) size(medium) ) ///
102
+ {txt} graphregion(lstyle(solid)) ///
103
+ {txt} scheme(s2mono) scale(1.1) saving(fig_fig,replace)
104
+ {com} gr use fig_fig.gph
105
+ {com} grexportpdf using fig_fig
106
+
107
+
108
+ {title:Author}
109
+
110
+ Ian Watson
111
+ Freelance researcher and
112
+ Visiting Senior Research Fellow
113
+ Macquarie University
114
+ Sydney Australia
115
116
+ www.ianwatson.com.au
117
+
118
+ Version 1.0.1 21mar2007
119
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm.ado ADDED
@@ -0,0 +1,589 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 2.0.1 15may2009
4
+ * version 2.0.0 27aug2008
5
+ * version 1.2.1 29jul2008
6
+ * version 1.2.0 18jun2008
7
+ * version 1.0.0 06mar2007
8
+
9
+ program fmm, properties(ml_score svyb svyj svyr swml)
10
+ version 9.2
11
+
12
+ if replay() {
13
+ if ("`e(cmd)'" != "fmm") error 301
14
+ Replay `0'
15
+ }
16
+ else Estimate `0'
17
+ end
18
+
19
+ program Estimate, eclass
20
+
21
+ // parse the command
22
+ syntax varlist [if] [in] ///
23
+ [fweight pweight iweight] ///
24
+ , COMPonents(string) MIXtureof(string) ///
25
+ [PROBability(string) ///
26
+ Robust CLuster(varname) noCONStant ///
27
+ OFFset(varname numeric) ///
28
+ EXPosure(varname numeric) ///
29
+ SHift(real 0.05) SEarch(string) FRom(string) ///
30
+ DF(real 5) *]
31
+
32
+ mlopts mlopts, `options'
33
+ gettoken lhs rhs : varlist
34
+
35
+ if "`search'"=="" local search "off"
36
+
37
+ if "`cluster'" != "" {
38
+ local clopt cluster(`cluster')
39
+ }
40
+
41
+ if "`weight'" != "" {
42
+ tempvar wvar
43
+ quietly gen double `wvar' `exp'
44
+ local wgt "[`weight'=`wvar']"
45
+ }
46
+
47
+ if "`offset'" != "" {
48
+ local offopt "offset(`offset')"
49
+ }
50
+ if "`exposure'" != "" {
51
+ local expopt "exposure(`exposure')"
52
+ }
53
+
54
+ // mark the estimation sample
55
+ marksample touse
56
+ markout `touse' `wvar' `offset' `exposure'
57
+ markout `touse' `probability'
58
+ markout `touse' `cluster', strok
59
+
60
+ global fmm_components = `components'
61
+ global fmm_tdf = `df'
62
+
63
+ // check syntax for number of components
64
+ if "`components'"<"2" | "`components'">"9" {
65
+ di in red "number of components, components(#), is a required option"
66
+ di in red "# must be an integer greater than 1 and less than 10"
67
+ exit 198
68
+ }
69
+
70
+ // check syntax for the distribution mixtureof
71
+ if "`mixtureof'"!="" ///
72
+ & "`mixtureof'"!="gamma" ///
73
+ & "`mixtureof'"!="lognormal" ///
74
+ & "`mixtureof'"!="negbin1" ///
75
+ & "`mixtureof'"!="negbin2" ///
76
+ & "`mixtureof'"!="normal" ///
77
+ & "`mixtureof'"!="poisson" ///
78
+ & "`mixtureof'"!="studentt" ///
79
+ {
80
+ di in red "invalid syntax: component distribution, mixtureof(), incorrectly specified"
81
+ exit 198
82
+ }
83
+
84
+ // test collinearity for component RHS variables
85
+ _rmcoll `rhs' `wgt' if `touse', `constant'
86
+ local rhs `r(varlist)'
87
+ _rmcoll `probability' `wgt' if `touse', `constant'
88
+ local probability `r(varlist)'
89
+
90
+ // create density names and equations for ml model
91
+ local fx `"`fx' (component1: `lhs' = `rhs', `constant' `offopt' `expopt')"'
92
+ forvalues i=2/`components' {
93
+ local fx `"`fx' (component`i': = `rhs', `constant' `offopt' `expopt')"'
94
+ }
95
+
96
+ if "`mixtureof'"=="gamma" {
97
+ local densityname "Gamma"
98
+ forvalues i=1/`components' {
99
+ local scale `"`scale' /lnalpha`i'"'
100
+ }
101
+ }
102
+ if "`mixtureof'"=="lognormal" {
103
+ local densityname "Lognormal"
104
+ forvalues i=1/`components' {
105
+ local scale `"`scale' /lnsigma`i'"'
106
+ }
107
+ }
108
+ if "`mixtureof'"=="negbin1" {
109
+ local densityname "Negative Binomial-1"
110
+ forvalues i=1/`components' {
111
+ local scale `"`scale' /lndelta`i'"'
112
+ }
113
+ }
114
+ if "`mixtureof'"=="negbin2" {
115
+ local densityname "Negative Binomial-2"
116
+ forvalues i=1/`components' {
117
+ local scale `"`scale' /lnalpha`i'"'
118
+ }
119
+ }
120
+ if "`mixtureof'"=="normal" {
121
+ local densityname "Normal"
122
+ forvalues i=1/`components' {
123
+ local scale `"`scale' /lnsigma`i'"'
124
+ }
125
+ }
126
+ if "`mixtureof'"=="poisson" {
127
+ local densityname "Poisson"
128
+ }
129
+ if "`mixtureof'"=="studentt" {
130
+ local densityname "Student-t"
131
+ forvalues i=1/`components' {
132
+ local scale `"`scale' /lnsigma`i'"'
133
+ }
134
+ }
135
+
136
+
137
+ // SET UP MODELS WITH CONSTANT PROBABILITY SPECIFICATION
138
+ if "`probability'"=="" {
139
+ forvalues i=1/`=`components'-1' {
140
+ local ilp`i' "/imlogitpi`i'"
141
+ local ilp `" `ilp' `ilp`i'' "'
142
+ }
143
+ local Model `"`fx' `ilp' `scale' "'
144
+
145
+
146
+ // GENERATE STARTING VALUES
147
+ if "`from'"=="" {
148
+
149
+ if "`components'"=="2" {
150
+ tempname lln bn cbn sn bnincr s
151
+ if "`mixtureof'"=="gamma" {
152
+ // fit a glm gamma model
153
+ qui glm `lhs' `rhs' `wgt' if `touse' `in', family(gamma) link(log) ///
154
+ `constant' `offopt' `expopt'
155
+ matrix `bn' = e(b)
156
+ scalar `cbn' = colsof(`bn')
157
+ matrix `sn' = 0
158
+ matrix `s' = `bn', `sn'
159
+ // fit a gamma regression model
160
+ `quietly' display as txt _n "Fitting Gamma regression model:"
161
+ ml model d2 gammareg_lf (`lhs'=`rhs', `constant' `offopt' `expopt' ) ///
162
+ /lndelta `wgt' if `touse' `in' ///
163
+ , `robust' `clopt' `mlopts' collinear missing init(`s', copy) ///
164
+ maximize search(off)
165
+ matrix `bn' = e(b)
166
+ scalar `cbn' = colsof(`bn')
167
+ matrix `sn' = `bn'[1,`cbn']
168
+ matrix `bn' = `bn'[1,1..(`cbn'-1)]
169
+ matrix `bnincr'=`bn'
170
+ matrix `bnincr'[1,`cbn'-1] = `bnincr'[1,`cbn'-1]+`shift'
171
+ }
172
+ if "`mixtureof'"=="lognormal" {
173
+ // fit an ols regression model
174
+ tempvar loglhs
175
+ qui gen `loglhs' = ln(`lhs')
176
+ qui reg `loglhs' `rhs' `wgt' if `touse' `in', `constant'
177
+ matrix `bn' = e(b)
178
+ scalar `cbn' = colsof(`bn')
179
+ matrix `sn' = ln(e(rmse))
180
+ matrix `s' = `bn', `sn'
181
+ // fit a loglinear regression model
182
+ `quietly' display as txt _n "Fitting Logormal regression model:"
183
+ ml model d2 lognormalreg_lf (`lhs'=`rhs', `constant' `offopt' `expopt') ///
184
+ /lnsigma `wgt' if `touse' `in' ///
185
+ , `robust' `clopt' `mlopts' collinear missing init(`s', copy) ///
186
+ maximize search(off)
187
+ matrix `bn' = e(b)
188
+ scalar `cbn' = colsof(`bn')
189
+ matrix `sn' = `bn'[1,`cbn']
190
+ matrix `bn' = `bn'[1,1..(`cbn'-1)]
191
+ matrix `bnincr'=`bn'
192
+ matrix `bnincr'[1,`cbn'-1] = `bnincr'[1,`cbn'-1]*(1+`shift')
193
+ }
194
+ if "`mixtureof'"=="negbin1" {
195
+ // fit a nbreg model
196
+ `quietly' display as txt _n "Fitting Negative Binomial-1 model:"
197
+ nbreg `lhs' `rhs' `wgt' if `touse' `in' , `robust' `clopt' ///
198
+ dispersion(constant) nodisplay `constant' `offopt' `expopt'
199
+ matrix `bn' = e(b)
200
+ scalar `cbn' = colsof(`bn')
201
+ matrix `sn' = `bn'[1,`cbn']
202
+ matrix `bn' = `bn'[1,1..(`cbn'-1)]
203
+ matrix `bnincr'=`bn'
204
+ matrix `bnincr'[1,`cbn'-1] = `bnincr'[1,`cbn'-1]+`shift'
205
+ }
206
+ if "`mixtureof'"=="negbin2" {
207
+ // fit a nbreg model
208
+ `quietly' display as txt _n "Fitting Negative Binomial-2 model:"
209
+ nbreg `lhs' `rhs' `wgt' if `touse' `in' , `robust' `clopt' ///
210
+ dispersion(mean) nodisplay `constant' `offopt' `expopt'
211
+ matrix `bn' = e(b)
212
+ scalar `cbn' = colsof(`bn')
213
+ matrix `sn' = `bn'[1,`cbn']
214
+ matrix `bn' = `bn'[1,1..(`cbn'-1)]
215
+ matrix `bnincr'=`bn'
216
+ matrix `bnincr'[1,`cbn'-1] = `bnincr'[1,`cbn'-1]+`shift'
217
+ }
218
+ if "`mixtureof'"=="normal" {
219
+ // fit an ols regression model
220
+ qui reg `lhs' `rhs' `wgt' if `touse' `in', `constant'
221
+ matrix `bn' = e(b)
222
+ scalar `cbn' = colsof(`bn')
223
+ matrix `sn' = ln(e(rmse))
224
+ matrix `s' = `bn', `sn'
225
+ // fit a linear regression model
226
+ `quietly' display as txt _n "Fitting Normal regression model:"
227
+ ml model d2 normalreg_lf (`lhs'=`rhs', `constant' `offopt' `expopt') ///
228
+ /lnsigma `wgt' if `touse' `in' ///
229
+ , `robust' `clopt' `mlopts' collinear missing init(`s', copy) ///
230
+ maximize search(off)
231
+ matrix `bn' = e(b)
232
+ scalar `cbn' = colsof(`bn')
233
+ matrix `sn' = `bn'[1,`cbn']
234
+ matrix `bn' = `bn'[1,1..(`cbn'-1)]
235
+ matrix `bnincr'=`bn'
236
+ matrix `bnincr'[1,`cbn'-1] = `bnincr'[1,`cbn'-1]*(1+`shift')
237
+ }
238
+ if "`mixtureof'"=="poisson" {
239
+ // fit a Poisson model
240
+ `quietly' display as txt _n "Fitting Poisson model:"
241
+ poisson `lhs' `rhs' `wgt' if `touse' `in' , `robust' `clopt' ///
242
+ nodisplay `constant' `offopt' `expopt'
243
+ matrix `bn' = e(b)
244
+ scalar `cbn'=colsof(`bn')
245
+ matrix `bnincr'=`bn'
246
+ matrix `bnincr'[1,`cbn'] = `bnincr'[1,`cbn']+`shift'
247
+ matrix `s' = `bn', `bnincr', 1
248
+ local contin init(`s', copy) search(`search')
249
+ }
250
+ if "`mixtureof'"=="studentt" {
251
+ // fit an ols regression model
252
+ qui reg `lhs' `rhs' `wgt' if `touse' `in', `constant'
253
+ matrix `bn' = e(b)
254
+ scalar `cbn' = colsof(`bn')
255
+ matrix `sn' = ln(e(rmse))
256
+ matrix `s' = `bn', `sn'
257
+ // fit a Student-t regression model
258
+ `quietly' display as txt _n "Fitting Student-t regression model:"
259
+ ml model d2 studenttreg_lf (`lhs'=`rhs', `constant' `offopt' `expopt') ///
260
+ /lnsigma `wgt' if `touse' `in' ///
261
+ , `robust' `clopt' `mlopts' collinear missing init(`s', copy) ///
262
+ maximize search(off)
263
+ matrix `bn' = e(b)
264
+ scalar `cbn' = colsof(`bn')
265
+ matrix `sn' = `bn'[1,`cbn']
266
+ matrix `bn' = `bn'[1,1..(`cbn'-1)]
267
+ matrix `bnincr'=`bn'
268
+ matrix `bnincr'[1,`cbn'-1] = `bnincr'[1,`cbn'-1]*(1+`shift')
269
+ }
270
+
271
+ if "`mixtureof'"=="poisson" {
272
+ matrix `s' = `bn', `bnincr', 1
273
+ }
274
+ else {
275
+ matrix `s' = `bn', `bnincr', 1, `sn', `sn'
276
+ }
277
+ local contin init(`s', copy) search(`search')
278
+
279
+ }
280
+
281
+ if "`components'">"2" {
282
+ if "`e(cmd)'"!="fmm" | "`e(components)'"!="`=`components'-1'" ///
283
+ | "`e(mixtureof)'"!="`mixtureof'" | "`e(probability)'"!="" {
284
+ di in red "provide starting values or estimate `=`components'-1' component `mixtureof' model"
285
+ di in red "with constant component probabilities"
286
+ exit 198
287
+ }
288
+
289
+ if "`mixtureof'"=="poisson" {
290
+ forvalues i=1/`components' {
291
+ local tnames `" `tnames' b`i' "'
292
+ }
293
+ forvalues i=1/`=`components'-1' {
294
+ local tnames `" `tnames' ipi`i' pi`i' "'
295
+ }
296
+
297
+ tempname b cb cb1cl C incr den s sumpi `tnames' pi`components'
298
+ matrix `b' = e(b)
299
+ scalar `cb' = colsof(`b')
300
+ scalar `cb1cl' = (1/(`components'-1))*(`cb'-`components'+2)
301
+ forvalues i=1/`=`components'-1' {
302
+ matrix `b`i''=`b'[1,((`i'-1)*`cb1cl'+1)..(`i'*`cb1cl')]
303
+ }
304
+
305
+ forvalues i=1/`=`components'-2' {
306
+ scalar `ipi`i'' = `b'[1,`cb'-(`components'-2)+`i']
307
+ }
308
+ scalar `den' = 1
309
+ forvalues i=1/`=`components'-2' {
310
+ scalar `den' = `den' + exp(`ipi`i'')
311
+ }
312
+ scalar `sumpi' = 0
313
+ forvalues i=1/`=`components'-2' {
314
+ scalar `pi`i'' = exp(`ipi`i'')/`den'
315
+ scalar `sumpi' = `sumpi' + `pi`i''
316
+ }
317
+ scalar `pi`=`components'-1'' = 1-`sumpi'
318
+
319
+ matrix `b`components'' = `b1'
320
+ local C 1
321
+ matrix `incr'=J(1,`cb1cl',0)
322
+ matrix `incr'[1,`cb1cl'] = `shift'
323
+ forvalues i=2/`=`components'-1' {
324
+ if `pi`i'' > `pi`=`i'-1''{
325
+ local C `=`i''
326
+ matrix `b`components'' = `b`i''
327
+ }
328
+ }
329
+ scalar `pi`C'' = (1-`shift')*`pi`C''
330
+ scalar `pi`components'' = `shift'*`pi`C''
331
+
332
+ forvalues i=1/`=`components'-1' {
333
+ scalar `ipi`i'' = ln(`pi`i''/`pi`components'')
334
+ }
335
+
336
+ forvalues i=1/`=`components'-1' {
337
+ local bnames `" `bnames' `b`i'', "'
338
+ local ipinames `" `ipinames', `ipi`i'' "'
339
+ }
340
+ matrix `s' = `bnames' `b`components''+`incr' `ipinames'
341
+ local contin init(`s', copy) search(`search')
342
+ }
343
+
344
+ if "`mixtureof'"!="poisson" {
345
+ forvalues i=1/`components' {
346
+ local tnames `" `tnames' b`i' scale`i' "'
347
+ }
348
+ forvalues i=1/`=`components'-1' {
349
+ local tnames `" `tnames' ipi`i' pi`i' "'
350
+ }
351
+
352
+ tempname b cb cb1cl C bcincr den s sumpi `tnames' pi`components'
353
+ matrix `b' = e(b)
354
+ scalar `cb' = colsof(`b')
355
+ scalar `cb1cl' = (1/(`components'-1))*(`cb'-2*`components'+3)
356
+ forvalues i=1/`=`components'-1' {
357
+ matrix `b`i'' = `b'[1,((`i'-1)*`cb1cl'+1)..(`i'*`cb1cl')]
358
+ scalar `scale`i'' = `b'[1,`cb'-`components'+1+`i']
359
+ }
360
+ forvalues i=1/`=`components'-2' {
361
+ scalar `ipi`i'' = `b'[1,`cb'-2*`components'+3+`i']
362
+ }
363
+ scalar `den' = 1
364
+ forvalues i=1/`=`components'-2' {
365
+ scalar `den' = `den' + exp(`ipi`i'')
366
+ }
367
+ scalar `sumpi' = 0
368
+ forvalues i=1/`=`components'-2' {
369
+ scalar `pi`i'' = exp(`ipi`i'')/`den'
370
+ scalar `sumpi' = `sumpi' + `pi`i''
371
+ }
372
+ scalar `pi`=`components'-1'' = 1-`sumpi'
373
+
374
+ matrix `b`components'' = `b1'
375
+ matrix `scale`components'' = `scale1'
376
+ local C 1
377
+ forvalues i=2/`=`components'-1' {
378
+ if `pi`i'' > `pi`=`i'-1''{
379
+ local C `=`i''
380
+ matrix `b`components'' = `b`i''
381
+ scalar `scale`components'' = `scale`i''
382
+ }
383
+ }
384
+ matrix `bcincr'=`b`components''
385
+ matrix `bcincr'[1,`cb1cl'] = `bcincr'[1,`cb1cl']*(1+`shift')
386
+ scalar `pi`C'' = (1-`shift')*`pi`C''
387
+ scalar `pi`components'' = `shift'*`pi`C''
388
+ forvalues i=1/`=`components'-1' {
389
+ scalar `ipi`i'' = ln(`pi`i''/`pi`components'')
390
+ }
391
+
392
+ forvalues i=1/`=`components'-1' {
393
+ local bnames `" `bnames' `b`i'', "'
394
+ local ipinames `" `ipinames', `ipi`i'' "'
395
+ }
396
+ forvalues i=1/`components' {
397
+ local scalenames `" `scalenames', `scale`i'' "'
398
+ }
399
+ matrix `s' = `bnames' `bcincr' `ipinames' `scalenames'
400
+ local contin init(`s', copy) search(`search')
401
+ }
402
+ }
403
+ }
404
+
405
+ // if starting values are provided
406
+ if `"`from'"'!="" {
407
+ local contin init(`from',copy) search(`search')
408
+ }
409
+
410
+
411
+ // fit the full model
412
+ local title "`components' component `densityname' regression"
413
+ `quietly' display as txt _n "Fitting `components' component `densityname' model:"
414
+ /* ml model d2debug fmm_`mixtureof'_lf `Model' `wgt' if `touse' `in' ///
415
+ , `contin' maximize */
416
+ ml model d2 fmm_`mixtureof'_lf `Model' `wgt' if `touse' `in' ///
417
+ , title(`title') `robust' `clopt' `mlopts' `contin' ///
418
+ collinear missing waldtest(`components') maximize
419
+ ereturn local cmd fmm
420
+ ereturn local components "`components'"
421
+ ereturn local mixtureof "`mixtureof'"
422
+ ereturn local predict "fmm_`mixtureof'_p"
423
+ if "`mixtureof'"=="poisson" {
424
+ ereturn scalar k_aux = `components'-1
425
+ }
426
+ else {
427
+ ereturn scalar k_aux = 2*`components'-1
428
+ }
429
+
430
+ Replay
431
+ }
432
+
433
+ // SET UP MODELS WITH REGRESSORS IN THE PROBABILITY SPECIFICATION
434
+ if "`probability'"!="" {
435
+ forvalues i=1/`=`components'-1' {
436
+ local ilp `" `ilp' (imlogitpi`i': = `probability')"'
437
+ }
438
+ local Model `"`fx' `ilp' `scale' "'
439
+
440
+ if "`from'"=="" {
441
+ if "`e(cmd)'"!="fmm" | "`e(components)'"!="`=`components''" ///
442
+ | "`e(mixtureof)'"!="`mixtureof'" | "`e(probability)'"!="" {
443
+ di in red "provide starting values or estimate `components' component `densityname' model"
444
+ di in red "with constant component probabilities"
445
+ exit 198
446
+ }
447
+
448
+ // get starting values from prior LC model
449
+ tempname s
450
+ mat `s'= e(b)
451
+ local contin init(`s') search(`search')
452
+ }
453
+
454
+ if `"`from'"'!="" {
455
+ local contin init(`from',copy) search(`search')
456
+ }
457
+
458
+ // fit the full model
459
+ local title `title'
460
+ `quietly' display as txt _n "Fitting `components' component `densityname' model:"
461
+ ml model d2 fmm_`mixtureof'_lf `Model' `wgt' if `touse' `in' ///
462
+ , title(`title') `robust' `clopt' `mlopts' `contin' ///
463
+ collinear missing waldtest(`components') maximize
464
+
465
+ ereturn local cmd fmm
466
+ ereturn local components "`components'"
467
+ ereturn local mixtureof "`mixtureof'"
468
+ ereturn local probability "`probability'"
469
+ ereturn local predict "fmm_`mixtureof'_p"
470
+ if "`mixtureof'"=="poisson" {
471
+ ereturn scalar k_aux = 0
472
+ }
473
+ else {
474
+ ereturn scalar k_aux = `components'
475
+ }
476
+
477
+ Replay
478
+ }
479
+
480
+ end
481
+
482
+
483
+ program Replay, eclass
484
+
485
+ ml display
486
+
487
+ local components `e(components)'
488
+ local mixtureof `e(mixtureof)'
489
+ local probability `e(probability)'
490
+
491
+ if "`mixtureof'"=="gamma" {
492
+ local scale `"alpha"'
493
+ }
494
+ if "`mixtureof'"=="lognormal" {
495
+ local scale `"sigma"'
496
+ }
497
+ if "`mixtureof'"=="negbin1" {
498
+ local scale "delta"
499
+ }
500
+ if "`mixtureof'"=="negbin2" {
501
+ local scale "alpha"
502
+ }
503
+ if "`mixtureof'"=="normal" {
504
+ local scale `"sigma"'
505
+ }
506
+ if "`mixtureof'"=="studentt" {
507
+ local scale `"sigma"'
508
+ }
509
+
510
+ if "`probability'"=="" {
511
+
512
+ if `components'==2 {
513
+ if "`mixtureof'"!="poisson" {
514
+ _diparm ln`scale'1, exp label(`scale'1)
515
+ ereturn scalar `scale'1_est = r(est)
516
+ ereturn scalar `scale'1_se = r(se)
517
+ _diparm ln`scale'2, exp label(`scale'2)
518
+ ereturn scalar `scale'2_est = r(est)
519
+ ereturn scalar `scale'2_se = r(se)
520
+ }
521
+ _diparm imlogitpi1, invlogit label(pi1)
522
+ ereturn scalar pi1_est = r(est)
523
+ ereturn scalar pi1_se = r(se)
524
+ local prob2 diparm(imlogitpi1, func(1-exp(@)/(1+exp(@))) ///
525
+ der(-exp(@)/((1+exp(@))^2)) label(pi2))
526
+ _diparm imlogitpi1, func(1-exp(@)/(1+exp(@))) ///
527
+ der(-exp(@)/((1+exp(@))^2)) label(pi2)
528
+ ereturn scalar pi2_est = r(est)
529
+ ereturn scalar pi2_se = r(se)
530
+ }
531
+
532
+ if `components'>=3 {
533
+ if "`mixtureof'"!="poisson" {
534
+ forvalues j=1/`components' {
535
+ _diparm ln`scale'`j', exp label(`scale'`j')
536
+ ereturn scalar `scale'`j'_est = r(est)
537
+ ereturn scalar `scale'`j'_se = r(se)
538
+
539
+ }
540
+ }
541
+ local den "1"
542
+ forvalues i=1/`=`components'-1' {
543
+ local den `"`den'+exp(@`i')"'
544
+ local invml `"`invml' imlogitpi`i'"'
545
+ }
546
+ forvalues i=1/`=`components'-1' {
547
+ local prob`i' `"_diparm `invml', func(exp(@`i')/(`den')) der("'
548
+ forvalues j=1/`=`components'-1' {
549
+ if `i'==`j' {
550
+ local prod `"`den'-exp(@`i')"'
551
+ local der`i'`j' `"+0+exp(@`i')*(`prod')/((`den')^2)"'
552
+ }
553
+ else {
554
+ local der`i'`j' `"-exp(@`i')*exp(@`j')/((`den')^2)"'
555
+ }
556
+ local prob`i' `"`prob`i'' `der`i'`j''"'
557
+ }
558
+ local prob`i' `" `prob`i'' ) label(pi`i') ci(logit) "'
559
+ `prob`i''
560
+ ereturn scalar pi`i'_est = r(est)
561
+ ereturn scalar pi`i'_se = r(se)
562
+
563
+ }
564
+ forvalues j=1/`=`components'-1' {
565
+ forvalues i=1/`=`components'-1' {
566
+ local sumder`j' `"`sumder`j''`der`i'`j''"'
567
+ }
568
+ local derivs `"`derivs'`sumder`j'' "'
569
+ }
570
+ _diparm `invml', func(1-(`den'-1)/(`den')) ///
571
+ der(`derivs') label(pi`components')
572
+ ereturn scalar pi`components'_est = r(est)
573
+ ereturn scalar pi`components'_se = r(se)
574
+ }
575
+ _diparm __bot__
576
+ }
577
+
578
+ if "`probability'"!="" {
579
+ if "`mixtureof'"!="poisson" {
580
+ forvalues j=1/`components' {
581
+ _diparm ln`scale'`j', exp label(`scale'`j')
582
+ ereturn scalar `scale'`j'_est = r(est)
583
+ ereturn scalar `scale'`j'_se = r(se)
584
+ }
585
+ _diparm __bot__
586
+ }
587
+ }
588
+
589
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm.hlp ADDED
@@ -0,0 +1,240 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* documented: June 12, 2007}{...}
3
+ {* revised: February 12, 2012}{...}
4
+ {cmd:help fmm} {right:also see: {helpb fmm postestimation}}
5
+
6
+ {hline}
7
+
8
+ {title:Title}
9
+
10
+ {cmd :fmm} {hline 2} Finite mixture models
11
+
12
+
13
+ {title:Syntax}
14
+
15
+ {phang}
16
+ Finite mixture models
17
+
18
+ {p 8 14 2}
19
+ {cmd:fmm} {depvar} [{indepvars}] {ifin} {weight}{cmd:,} {opt comp:onents(#)}
20
+ {opth mix:tureof(fmm##density:density)} [{it:{help fmm##fmm_options:fmm_options}}]
21
+
22
+ {synoptset 28 tabbed}{...}
23
+ {marker fmm_options}{...}
24
+ {synopthdr :fmm_options}
25
+ {synoptline}
26
+ {syntab :Model}
27
+ {synopt :{opt comp:onents(#)}}specifies the number of mixture components. It is
28
+ required.{p_end}
29
+ {synopt :{opth mix:tureof(fmm##density:density)}}specifies the component density.
30
+ It is required.{p_end}
31
+
32
+ {syntab :Model 2}
33
+ {synopt :{opth prob:ability(varlist)}}specifies the variables used to model the component probabilities.{p_end}
34
+ {synopt :{opt df(#)}}specifies the degrees of freedom of the Student-t density. The default is 5.{p_end}
35
+ {synopt :{opt nocons:tant}}suppress constant term{p_end}
36
+ {synopt :{opth exp:osure(varname)}}include ln({it:varname}) in model with
37
+ coefficient constrained to 1.{p_end}
38
+ {synopt :{opth off:set(varname)}}include {it:varname} in model with coefficient
39
+ constrained to 1.{p_end}
40
+ {synopt :{opth cons:traint(constraint)}}apply specified linear constraints.{p_end}
41
+
42
+ {syntab :SE/Robust}
43
+ {synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt oim}, {opt r:obust}, {opt opg}, {opt boot:strap}, or {opt jack:knife}{p_end}
44
+ {synopt :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
45
+ {synopt :{opth cl:uster(varname)}}adjust standard errors for intragroup correlation{p_end}
46
+
47
+ {syntab :Max options}
48
+ {synopt :{it:{help fmm##fmm_maximize:maximize_options}}}control the maximization process; some options may be useful{p_end}
49
+ {synoptline}
50
+ {p2colreset}{...}
51
+ {p 4 6 2} {it:depvar}, {it:indepvars}, {it:varname_e}, and {it:varname_o} may
52
+ contain time-series operators; see {help tsvarlist}.{p_end}
53
+
54
+ {p 4 6 2} {cmd:fweight}s, {cmd:pweight}s, {cmd:iweight}s, and {cmd:aweight}s
55
+ are allowed; see {help weight}.{p_end}
56
+ {p 4 6 2} See {help postestimation commands} for features available after estimation.
57
+
58
+ {marker density}{...}
59
+ {synoptset 23}{...}
60
+ {synopthdr :density}
61
+ {synoptline}
62
+ {synopt :{opt gamma}}Gamma{p_end}
63
+ {synopt :{opt lognormal}}Lognormal{p_end}
64
+ {synopt :{opt negbin1}}Negative Binomial-1 (constant dispersion){p_end}
65
+ {synopt :{opt negbin2}}Negative Binomial-2 (mean dispersion){p_end}
66
+ {synopt :{opt normal}}Normal or Gaussian{p_end}
67
+ {synopt :{opt poisson}}Poisson{p_end}
68
+ {synopt :{opt studentt}}Student-t with {opt df} degrees of freedom{p_end}
69
+ {synoptline}
70
+ {p2colreset}{...}
71
+
72
+
73
+ {title:Description}
74
+
75
+ {pstd}
76
+ {cmd:fmm} fits a finite mixture regression model of {it:depvar} on {it:indepvars}
77
+ using maximum likelihood estimation. The model is a {it:J}-component finite mixture
78
+ of densities, with the density within a component (j) allowed to vary in location
79
+ and scale. Optionally, the mixing probabilities may be specified with covariates.
80
+
81
+
82
+ {title:Options for fmm}
83
+
84
+ {dlgtab:Model}
85
+
86
+ {phang}
87
+ {opt comp:onents(#)} specifies the number of mixing components. It is an
88
+ integral part of specifying the finite mixture model and is not optional.
89
+ {it:#} should be an integer between 2 and 9.
90
+
91
+ {phang}
92
+ {opt mix:tureof(density)} specifies the component density in the
93
+ mixture model. It is not optional. For more on the available choices of
94
+ component densities and associated specifications of conditional means, see
95
+ {opt Remarks} below.
96
+
97
+ {dlgtab:Model 2}
98
+
99
+ {phang}
100
+ {opt prob:ability(varlist)} specifies the variables used to model
101
+ the component probabilities. The probabilities are specified using a
102
+ multinomial logit parameterization.
103
+
104
+ {phang}
105
+ {opt df(#)} specifies the degrees of freedom if a Student-t component density
106
+ is specified. The default value is 5.
107
+
108
+ {phang}
109
+ {opt nocons:tant}, {opth exp:osure(varname)}, {opt off:set(varname)},
110
+ {opt cons:traints(constraints)}; see {help estimation options}.
111
+
112
+ {dlgtab:SE/Robust}
113
+
114
+ {phang}
115
+ {opt vce(vcetype)}; see {it:{help vce_option}}.
116
+
117
+ {phang}
118
+ {opt r:obust}, {opt cl:uster(varname)}; see {help estimation options}.
119
+ {opt cl:uster()} can be used with {help pweight}s to produce estimates for
120
+ unstratified cluster-sampled data.
121
+
122
+ {dlgtab:Reporting}
123
+
124
+ {phang}
125
+ {opt level(#)}; see {help estimation options}.
126
+
127
+ {marker fmm_maximize}{...}
128
+ {dlgtab:Max options}
129
+
130
+ {phang}
131
+ {it:maximize_options}: {opt dif:ficult}, {opt tech:nique(algorithm_spec)},
132
+ {opt iter:ate(#)}, [{cmdab:no:}]{opt lo:g}, {opt tr:ace},
133
+ {opt grad:ient}, {opt showstep}, {opt hess:ian},
134
+ {opt shownr:tolerance}, {opt tol:erance(#)}, {opt ltol:erance(#)},
135
+ {opt gtol:erance(#)}, {opt nrtol:erance(#)}, {opt nonrtol:erance},
136
+ {opt fr:om(init_specs)}; see {help maximize} are standard {help ml} options.{p_end}
137
+
138
+
139
+ {phang}
140
+ {opt sh:ift(#)} generates alternative starting values by systematically
141
+ shifting some values from the default algorithm by the proportion {opt #}.{p_end}
142
+
143
+
144
+ {phang}
145
+ {opt se:arch(spec)} {it:spec} may be {opt on} or {opt off} and specifies whether
146
+ {help ml}'s initial search algorithm is used. The default is {opt off}.{p_end}
147
+
148
+ {phang}
149
+ Because finite mixture models have complicated likelihood functions,
150
+ {opt shift(#)}, {opt search(spec)}, {opt dif:ficult} and {opt from(init_specs)}
151
+ may be useful choices if the default setup fails. The other options are seldom
152
+ used.{p_end}
153
+
154
+
155
+ {title:Remarks}
156
+
157
+ {pstd}
158
+ If {opt components(2)} is specified, default starting values are specified using
159
+ the parameters from the associate degenerate mixture model. In order to take
160
+ advantage of the built-in algorithms for specifying starting values for models
161
+ with {it #} components, ({it #}>2), the user must estimate models sequentially
162
+ {it #}=2. This is the preferred estimation approach. But {cmd:fmm} will not
163
+ check for reasonableness of the prior {cmd:fmm} estimates, so proceed
164
+ carefully. Otherwise, {cmd:fmm} expects the user to specify starting values
165
+ using the {opt from(init_specs)} option.{p_end}
166
+
167
+ {pstd}
168
+ The available component densities and the associated conditional means are
169
+
170
+ {tab}Density {col 30} {cmd:fmm} option {col 50} cond. mean
171
+ {tab}{hline 70}
172
+ {tab}Gamma {col 30} {cmd:density(gamma)} {col 50} alpha_j exp(xb_j)
173
+ {tab}Lognormal {col 30} {cmd:density(lognormal)} {col 50} exp(xb_j + 0.5 sigma_j^2)
174
+ {tab}Negative Binomial-1 {col 30} {cmd:density(negbin1)} {col 50} exp(xb_j)
175
+ {tab}Negative Binomial-2 {col 30} {cmd:density(negbin2)} {col 50} exp(xb_j)
176
+ {tab}Normal(Gaussian) {col 30} {cmd:density(normal)} {col 50} xb_j
177
+ {tab}Poisson {col 30} {cmd:density(poisson)} {col 50} exp(xb_j)
178
+ {tab}Student-t {col 30} {cmd:density(studentt)} {col 50} xb_j
179
+
180
+ {pstd}
181
+ Note that {cmd:fmm} has not been updated to accommodate factor variables.
182
+
183
+
184
+ {title:Saved results}
185
+
186
+ {pstd}In addition to standard results saved by maximum likelihood procedures
187
+ in {opt e()}, {cmd:fmm} saves the following scalars:
188
+
189
+ {tab}{opt e(parname_est)} parameter estimate
190
+ {tab}{opt e(parname_se)} standard error of estimate
191
+
192
+ {pstd}where {it:parname} denotes either a scale parameter or a mixing
193
+ probability parameter.
194
+
195
+
196
+ {title:Examples}
197
+
198
+ {pstd}Mixture of normals
199
+
200
+ {phang}{stata "webuse womenwk, clear" : . webuse womenwk, clear}
201
+
202
+ {phang}{stata "fmm wagefull educ age married, mix(normal) comp(2)" : . fmm wagefull educ age married, mix(normal) comp(2)}
203
+
204
+
205
+ {pstd}Mixture of Negative Binomials (Type 2)
206
+
207
+ {phang}{stata "webuse medpar, clear" : . webuse medpar, clear}
208
+
209
+ {phang}{stata "gen los0 = los - 1" : . gen los0 = los - 1}
210
+
211
+ {phang}{stata "fmm los0 died hmo type2-type3, mix(negbin2) comp(2)" : . fmm exlos died hmo type2-type3, mix(negbin2) comp(2) comp(2)}
212
+
213
+
214
+ {title:References}
215
+
216
+ {p 4 8 2}Conway, K. and P. Deb, (2005), Is Prenatal Care Really Ineffective?
217
+ Or, is the 'Devil' in the Distribution?, {it:Journal of Health Economics},
218
+ 24, 489-513.
219
+
220
+ {p 4 8 2}Deb, P. and P. K. Trivedi (1997), Demand for Medical Care by
221
+ the Elderly: A Finite Mixture Approach, {it:Journal of Applied Econometrics},
222
+ 12, 313-326.
223
+
224
+ {p 4 8 2}McLachlan, G.J., and D. Peel (2000), {it:Finite Mixture Models},
225
+ New York: John Wiley.
226
+
227
+ {p 4 8 2}Titterington, D.M., A.F.M. Smith and U.E. Makow (1985),
228
+ {it:Statistical Analysis of Finite Mixture Distributions}, New York: John Wiley, 1985.
229
+
230
+
231
+ {title:Author}
232
+
233
+ {phang}Partha Deb, Hunter College and the Graduate Center, City University of New York, USA{p_end}
234
+ {phang}[email protected]{p_end}
235
+
236
+
237
+ {title:Also see}
238
+
239
+ {psee}
240
+ Online: {help fmm postestimation}{p_end}
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_gamma_lf.ado ADDED
@@ -0,0 +1,243 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.0.1 24apr2007
4
+ * version 1.0.0 06mar2007
5
+
6
+ program fmm_gamma_lf
7
+ version 9.2
8
+
9
+ forvalues i = 1/$fmm_components {
10
+ local L_xb `"`L_xb' xb`i'"'
11
+ local L_exb `"`L_exb' exb`i'"'
12
+ local L_fxb `"`L_fxb' fxb`i'"'
13
+ local L_pr `"`L_pr' pr`i'"'
14
+ local L_lalp `"`L_lalp' lnalpha`i'"'
15
+ local L_alp `"`L_alp' alpha`i'"'
16
+ local L_gb `"`L_gb' gb`i'"'
17
+ local L_gs `"`L_gs' gs`i'"'
18
+ }
19
+
20
+ forvalues i = 1/`=3*$fmm_components-1' {
21
+ local L_gL `"`L_gL' gL`i'"'
22
+ forvalues j = `i'/`=3*$fmm_components-1' {
23
+ local L_h `"`L_h' h`i'`j'"'
24
+ local L_nh `"`L_nh' nh`i'`j'"'
25
+ }
26
+ }
27
+
28
+ forvalues i = 1/`=$fmm_components-1' {
29
+ local L_lpr `"`L_lpr' lpr`i'"'
30
+ forvalues j = 1/`=$fmm_components-1' {
31
+ local L_ga `"`L_ga' ga`i'`j'"'
32
+ }
33
+ }
34
+
35
+ // model arguments and temporary variables
36
+ args todo b lnf g negH `L_gL'
37
+ tempname `L_xb' `L_exb' `L_fxb' `L_lalp' `L_alp' `L_lpr' `L_pr' ///
38
+ den prob gi `L_gb' `L_ga' `L_gs' hij `L_h' `L_nh'
39
+
40
+ // set up equations
41
+ forvalues i=1/$fmm_components {
42
+ mleval `xb`i'' = `b', eq(`i')
43
+ qui gen double `exb`i'' = exp(`xb`i'')
44
+ mleval `lnalpha`i'' = `b', eq(`=2*$fmm_components-1+`i'')
45
+ qui gen double `alpha`i'' = exp(`lnalpha`i'')
46
+ }
47
+
48
+ qui gen double `den' = 1
49
+ forvalues i=1/`=$fmm_components-1' {
50
+ mleval `lpr`i'' = `b', eq(`=$fmm_components+`i'')
51
+ qui replace `den' = `den' + exp(`lpr`i'')
52
+ }
53
+
54
+ forvalues i=1/`=$fmm_components-1' {
55
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
56
+ }
57
+
58
+ qui gen double `pr$fmm_components' = 1
59
+ forvalues i=1/`=$fmm_components-1' {
60
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
61
+ }
62
+
63
+
64
+ // calculate the likelihood function
65
+ qui gen double `prob' = 0
66
+ forvalues i=1/$fmm_components {
67
+ qui gen double `fxb`i'' = gammaden(`alpha`i'',`exb`i'',0,$ML_y)
68
+ qui replace `prob' = `prob' + `pr`i''*`fxb`i''
69
+ }
70
+
71
+ mlsum `lnf' = ln(`prob')
72
+
73
+
74
+ // CALCULATE GRADIENT TERMS
75
+ // gradient bi
76
+ forvalues i = 1/$fmm_components {
77
+ qui gen double `gb`i'' = -`alpha`i'' + $ML_y/`exb`i'' // density specific
78
+ qui replace `gL`i'' = (`pr`i'' * `fxb`i'' * `gb`i'')/`prob'
79
+ }
80
+
81
+ // gradient prj
82
+ forvalues j = 1/`=$fmm_components-1' {
83
+ local m = `=$fmm_components+`j''
84
+ qui replace `gL`m'' = 0
85
+ forvalues k = 1/`=$fmm_components-1' {
86
+ qui gen double `ga`k'`j'' = ((`j'==`k') - `pr`j'')
87
+ qui replace `gL`m'' = `gL`m'' + `pr`k''*`ga`k'`j'' ///
88
+ *(`fxb`k'' - `fxb$fmm_components')/`prob'
89
+ }
90
+ }
91
+
92
+ // gradient alphai
93
+ forvalues i=1/$fmm_components {
94
+ local k = `=2*$fmm_components-1+`i''
95
+ qui gen double `gs`i'' = (-digamma(`alpha`i'') - `xb`i'' ///
96
+ + log($ML_y))*`alpha`i'' // density specific
97
+ qui replace `gL`k'' = (`pr`i'' * `fxb`i'' * `gs`i'')/`prob'
98
+ }
99
+
100
+ // collect gradient terms into vector
101
+ local np = colsof(`b')
102
+ local c 1
103
+ matrix `g' = J(1,`np',0)
104
+
105
+ forvalues i = 1/`=3*$fmm_components-1' {
106
+ mlvecsum `lnf' `gi' = `gL`i'', eq(`i')
107
+ matrix `g'[1,`c'] = `gi'
108
+ local c = `c' + colsof(`gi')
109
+ }
110
+
111
+
112
+ // CALCULATE HESSIAN TERMS
113
+ // hessian - b terms
114
+ local c 1
115
+ qui gen double `hij' = .
116
+ forvalues i = 1/$fmm_components {
117
+ // hessian (bi,bi)
118
+ qui replace `hij' = -$ML_y/`exb`i'' // density specific
119
+ qui gen double `h`i'`i'' = `pr`i''/`prob'*`fxb`i'' ///
120
+ *(-`gL`i''*`gb`i'' + `gb`i''^2 + `hij')
121
+ mlmatsum `lnf' `nh`i'`i'' = -`h`i'`i'', eq(`i',`i')
122
+ // hessian (bi,bj)
123
+ if (`i'<$fmm_components) {
124
+ forvalues j = `=`i'+1'/$fmm_components {
125
+ qui gen double `h`i'`j'' = `pr`i''/`prob'*(-`gL`j''*`fxb`i''*`gb`i'')
126
+ mlmatsum `lnf' `nh`i'`j'' = -`h`i'`j'', eq(`i',`j')
127
+ }
128
+ }
129
+
130
+ // hessian (bi,prj)
131
+ if (`i'<$fmm_components) {
132
+ forvalues j = 1/`=$fmm_components-1' {
133
+ local m = `=$fmm_components+`j''
134
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i'' ///
135
+ + 1/`prob'*`fxb`i''*`gb`i''*`pr`i''*`ga`i'`j''
136
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
137
+ }
138
+ }
139
+ else {
140
+ forvalues j = 1/`=$fmm_components-1' {
141
+ local m = `=$fmm_components+`j''
142
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i''
143
+ forvalues k = 1/`=$fmm_components-1' {
144
+ qui replace `h`i'`m'' = `h`i'`m'' ///
145
+ - 1/`prob'*`fxb`i''*`gb`i''*`pr`k''*`ga`k'`j''
146
+ }
147
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
148
+ }
149
+ }
150
+
151
+ // hessian (bi,alpha)
152
+ forvalues j = 1/$fmm_components {
153
+ local k = `=2*$fmm_components-1+`j''
154
+ // hessian (bi,alphai)
155
+ if (`i'==`j') {
156
+ qui replace `hij' = -`alpha`j'' // density specific
157
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*`fxb`i'' ///
158
+ *(-`gL`k''*`gb`i'' + `gs`j''*`gb`i'' + `hij')
159
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
160
+ }
161
+ else {
162
+ // hessian (bi,alphaj)
163
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*(-`gL`k''*`fxb`i''*`gb`i'')
164
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
165
+ }
166
+ }
167
+ }
168
+
169
+ // hessian - pr terms
170
+ // hessian (prj,pri)
171
+ forvalues i = 1/`=$fmm_components-1' {
172
+ forvalues j = `i'/`=$fmm_components-1' {
173
+ local m = `=$fmm_components+`i''
174
+ local n = `=$fmm_components+`j''
175
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
176
+ qui replace `hij' = -`pr`i''*((`i'==`j') - `pr`j'')
177
+ forvalues k = 1/`=$fmm_components-1' {
178
+ qui replace `h`m'`n'' = `h`m'`n'' ///
179
+ + 1/`prob'*`pr`k''*(`fxb`k'' - `fxb$fmm_components') ///
180
+ *(`ga`k'`i''*`ga`k'`j'' + `hij')
181
+ }
182
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
183
+ }
184
+ }
185
+
186
+ // hessian - alpha terms
187
+ forvalues i = 1/$fmm_components {
188
+ // hessian w.r.t. alphai
189
+ local m = `=2*$fmm_components-1+`i''
190
+ qui replace `hij' = (-digamma(`alpha`i'') - `xb`i'' + log($ML_y) ///
191
+ - trigamma(`alpha`i'')*`alpha`i'')*`alpha`i'' // density specific
192
+ qui gen double `h`m'`m'' = `pr`i''/`prob'*`fxb`i'' ///
193
+ *(-`gL`m''*`gs`i'' + `gs`i''^2 + `hij')
194
+ mlmatsum `lnf' `nh`m'`m'' = -`h`m'`m'', eq(`m',`m')
195
+ // hessian w.r.t. alphaj (cross partials)
196
+ forvalues j = `=`i'+1'/$fmm_components {
197
+ local n = `=2*$fmm_components-1+`j''
198
+ qui gen double `h`m'`n'' = `pr`i''/`prob'*(-`gL`n''*`fxb`i''*`gs`i'')
199
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
200
+ }
201
+
202
+ // hessian (alphai,prj)
203
+ if (`i'<$fmm_components) {
204
+ forvalues j = 1/`=$fmm_components-1' {
205
+ local n = `=2*$fmm_components-1+`i''
206
+ local m = `=$fmm_components+`j''
207
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n'' ///
208
+ + 1/`prob'*`fxb`i''*`gs`i''*`pr`i''*`ga`i'`j''
209
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
210
+ }
211
+ }
212
+ else {
213
+ forvalues j = 1/`=$fmm_components-1' {
214
+ local n = `=2*$fmm_components-1+`i''
215
+ local m = `=$fmm_components+`j''
216
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
217
+ forvalues k = 1/`=$fmm_components-1' {
218
+ qui replace `h`m'`n'' = `h`m'`n'' ///
219
+ - 1/`prob'*`fxb`i''*`gs`i''*`pr`k''*`ga`k'`j''
220
+ }
221
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
222
+ }
223
+ }
224
+ }
225
+
226
+ // collect hessian terms into matrix
227
+ local np = colsof(`b')
228
+ local r 1
229
+ matrix `negH' = J(`np',`np',0)
230
+
231
+ forvalues i = 1/`=3*$fmm_components-1' {
232
+ local c = `r'
233
+ forvalues j = `i'/`=3*$fmm_components-1' {
234
+ matrix `negH'[`r',`c'] = `nh`i'`j''
235
+ if (`j'>`i') {
236
+ matrix `negH'[`c',`r'] = `nh`i'`j'''
237
+ }
238
+ local c = `c' + colsof(`nh`i'`j'')
239
+ }
240
+ local r = `r' + rowsof(`nh`i'`i'')
241
+ }
242
+
243
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_gamma_p.ado ADDED
@@ -0,0 +1,93 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 2.0.1 29jul2011
4
+ * version 2.0.0 27aug2008
5
+ * version 1.1.0 12jul2007
6
+ * version 1.0.0 06mar2007
7
+
8
+ program fmm_gamma_p
9
+ version 9.2
10
+
11
+ syntax anything(id="newvarname") [if] [in] [, MEan PRIor POSterior EQuation(string) ]
12
+
13
+ syntax newvarname [if] [in] [, * ]
14
+
15
+ forvalues i=1/$fmm_components {
16
+ local L_exb `"`L_exb' exb`i'"'
17
+ local L_pr `"`L_pr' pr`i'"'
18
+ local L_lod `"`L_lod' lnalpha`i'"'
19
+ local L_od `"`L_od' alpha`i'"'
20
+ }
21
+ forvalues i=1/`=$fmm_components-1' {
22
+ local L_lpr `"`L_lpr' lpr`i'"'
23
+ }
24
+
25
+ tempvar `L_exb' `L_lpr' `L_pr' `L_lod' `L_od' den
26
+
27
+ forvalues i=1/$fmm_components {
28
+ qui _predict `typlist' `exb`i'' `if' `in', equation(component`i')
29
+ qui replace `exb`i'' = exp(`exb`i'')
30
+ qui _predict double `lnalpha`i'' `if' `in', equation(lnalpha`i')
31
+ qui gen double `alpha`i'' = exp(`lnalpha`i'')
32
+ }
33
+
34
+ qui gen double `den' = 1
35
+ forvalues i=1/`=$fmm_components-1' {
36
+ qui _predict `typlist' `lpr`i'' `if' `in', equation(imlogitpi`i')
37
+ qui replace `den' = `den' + exp(`lpr`i'')
38
+ }
39
+
40
+ forvalues i=1/`=$fmm_components-1' {
41
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
42
+ }
43
+
44
+ qui gen double `pr$fmm_components' = 1
45
+ forvalues i=1/`=$fmm_components-1' {
46
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
47
+ }
48
+
49
+ if "`equation'" != "" & "`prior'" == "" & "`posterior'" == "" {
50
+ gen `typlist' `varlist' `if' `in' = 0
51
+ local i = substr("`equation'",-1,1)
52
+ qui replace `varlist' = `alpha`i'' * `exb`i''
53
+ label variable `varlist' "predicted mean: `equation'"
54
+ exit
55
+ }
56
+
57
+ if "`equation'" == "" & "`prior'" == "" & "`posterior'" == "" {
58
+ gen `typlist' `varlist' `if' `in' = 0
59
+ forvalues i=1/$fmm_components {
60
+ qui replace `varlist' = `varlist' + `pr`i'' * `alpha`i'' * `exb`i''
61
+ }
62
+ label variable `varlist' "predicted mean"
63
+ exit
64
+ }
65
+
66
+ if "`prior'" == "prior" {
67
+ local i = substr("`equation'",-1,1)
68
+ gen `typlist' `varlist' = `pr`i'' `if' `in'
69
+ label variable `varlist' "prior probability: `equation'"
70
+ exit
71
+ }
72
+
73
+
74
+ if "`posterior'" == "posterior" {
75
+ tempvar prob probcomponent
76
+
77
+ local fmm_y = e(depvar)
78
+ qui gen double `prob' = 0
79
+ forvalues i=1/$fmm_components {
80
+ qui replace `prob' = `prob' + `pr`i'' ///
81
+ * gammaden(`alpha`i'',`exb`i'',0,`fmm_y')
82
+ if "`equation'"=="component`i'" {
83
+ qui gen double `probcomponent' = `pr`i'' ///
84
+ * gammaden(`alpha`i'',`exb`i'',0,`fmm_y')
85
+ }
86
+ }
87
+ gen `typlist' `varlist' = `probcomponent' / `prob'
88
+ label variable `varlist' "posterior probability: `equation'"
89
+ exit
90
+ }
91
+
92
+ end
93
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_lognormal_lf.ado ADDED
@@ -0,0 +1,243 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.0.0 05sep2011
4
+
5
+ program fmm_lognormal_lf
6
+ version 9.2
7
+
8
+ forvalues i = 1/$fmm_components {
9
+ local L_xb `"`L_xb' xb`i'"'
10
+ local L_fxb `"`L_fxb' fxb`i'"'
11
+ local L_pr `"`L_pr' pr`i'"'
12
+ local L_z `"`L_z' z`i'"'
13
+ local L_lsig `"`L_lsig' lnsigma`i'"'
14
+ local L_sig `"`L_sig' sigma`i'"'
15
+ local L_gb `"`L_gb' gb`i'"'
16
+ local L_gs `"`L_gs' gs`i'"'
17
+ }
18
+
19
+ forvalues i = 1/`=3*$fmm_components-1' {
20
+ local L_gL `"`L_gL' gL`i'"'
21
+ forvalues j = `i'/`=3*$fmm_components-1' {
22
+ local L_h `"`L_h' h`i'`j'"'
23
+ local L_nh `"`L_nh' nh`i'`j'"'
24
+ }
25
+ }
26
+
27
+ forvalues i = 1/`=$fmm_components-1' {
28
+ local L_lpr `"`L_lpr' lpr`i'"'
29
+ forvalues j = 1/`=$fmm_components-1' {
30
+ local L_ga `"`L_ga' ga`i'`j'"'
31
+ }
32
+ }
33
+
34
+ // model arguments and temporary variables
35
+ args todo b lnf g negH `L_gL'
36
+ tempname `L_xb' `L_fxb' `L_lsig' `L_sig' `L_lpr' `L_pr' `L_z' ///
37
+ den prob gi `L_gb' `L_ga' `L_gs' hij `L_h' `L_nh'
38
+
39
+ // set up equations
40
+ forvalues i=1/$fmm_components {
41
+ mleval `xb`i'' = `b', eq(`i')
42
+ mleval `lnsigma`i'' = `b', eq(`=2*$fmm_components-1+`i'')
43
+ qui gen double `sigma`i'' = exp(`lnsigma`i'')
44
+ }
45
+
46
+ qui gen double `den' = 1
47
+ forvalues i=1/`=$fmm_components-1' {
48
+ mleval `lpr`i'' = `b', eq(`=$fmm_components+`i'')
49
+ qui replace `den' = `den' + exp(`lpr`i'')
50
+ }
51
+
52
+ forvalues i=1/`=$fmm_components-1' {
53
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
54
+ }
55
+
56
+ qui gen double `pr$fmm_components' = 1
57
+ forvalues i=1/`=$fmm_components-1' {
58
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
59
+ }
60
+
61
+
62
+ // calculate the likelihood function
63
+ qui gen double `prob' = 0
64
+ forvalues i=1/$fmm_components {
65
+ qui gen double `z`i'' = .
66
+ qui gen double `fxb`i'' = normalden(ln($ML_y),`xb`i'',`sigma`i'') / $ML_y
67
+ qui replace `prob' = `prob' + `pr`i''*`fxb`i''
68
+ }
69
+
70
+ mlsum `lnf' = ln(`prob')
71
+
72
+
73
+ // CALCULATE GRADIENT TERMS
74
+ // gradient bi
75
+ forvalues i = 1/$fmm_components {
76
+ qui replace `z`i'' = (ln($ML_y)-`xb`i'')/`sigma`i''
77
+ qui gen double `gb`i'' = `z`i''/`sigma`i'' // density specific
78
+ qui replace `gL`i'' = (`pr`i'' * `fxb`i'' * `gb`i'')/`prob'
79
+ }
80
+
81
+ // gradient prj
82
+ forvalues j = 1/`=$fmm_components-1' {
83
+ local m = `=$fmm_components+`j''
84
+ qui replace `gL`m'' = 0
85
+ forvalues k = 1/`=$fmm_components-1' {
86
+ qui gen double `ga`k'`j'' = ((`j'==`k') - `pr`j'')
87
+ qui replace `gL`m'' = `gL`m'' + `pr`k''*`ga`k'`j'' ///
88
+ *(`fxb`k'' - `fxb$fmm_components')/`prob'
89
+ }
90
+ }
91
+
92
+ // gradient sigmai
93
+ forvalues i=1/$fmm_components {
94
+ local k = `=2*$fmm_components-1+`i''
95
+ qui gen double `gs`i'' = `z`i''*`z`i''-1 // density specific
96
+ qui replace `gL`k'' = (`pr`i'' * `fxb`i'' * `gs`i'')/`prob'
97
+ }
98
+
99
+ // collect gradient terms into vector
100
+ local np = colsof(`b')
101
+ local c 1
102
+ matrix `g' = J(1,`np',0)
103
+
104
+ forvalues i = 1/`=3*$fmm_components-1' {
105
+ mlvecsum `lnf' `gi' = `gL`i'', eq(`i')
106
+ matrix `g'[1,`c'] = `gi'
107
+ local c = `c' + colsof(`gi')
108
+ }
109
+
110
+
111
+ // CALCULATE HESSIAN TERMS
112
+ // hessian - b terms
113
+ local c 1
114
+ qui gen double `hij' = .
115
+ forvalues i = 1/$fmm_components {
116
+ // hessian (bi,bi)
117
+ qui replace `hij' = -1/(`sigma`i''^2) // density specific
118
+ qui gen double `h`i'`i'' = `pr`i''/`prob'*`fxb`i'' ///
119
+ *(-`gL`i''*`gb`i'' + `gb`i''^2 + `hij')
120
+ mlmatsum `lnf' `nh`i'`i'' = -`h`i'`i'', eq(`i',`i')
121
+ // hessian (bi,bj)
122
+ if (`i'<$fmm_components) {
123
+ forvalues j = `=`i'+1'/$fmm_components {
124
+ qui gen double `h`i'`j'' = `pr`i''/`prob'*(-`gL`j''*`fxb`i''*`gb`i'')
125
+ mlmatsum `lnf' `nh`i'`j'' = -`h`i'`j'', eq(`i',`j')
126
+ }
127
+ }
128
+
129
+ // hessian (bi,prj)
130
+ if (`i'<$fmm_components) {
131
+ forvalues j = 1/`=$fmm_components-1' {
132
+ local m = `=$fmm_components+`j''
133
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i'' ///
134
+ + 1/`prob'*`fxb`i''*`gb`i''*`pr`i''*`ga`i'`j''
135
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
136
+ }
137
+ }
138
+ else {
139
+ forvalues j = 1/`=$fmm_components-1' {
140
+ local m = `=$fmm_components+`j''
141
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i''
142
+ forvalues k = 1/`=$fmm_components-1' {
143
+ qui replace `h`i'`m'' = `h`i'`m'' ///
144
+ - 1/`prob'*`fxb`i''*`gb`i''*`pr`k''*`ga`k'`j''
145
+ }
146
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
147
+ }
148
+ }
149
+
150
+
151
+ // hessian (bi,sigma)
152
+ forvalues j = 1/$fmm_components {
153
+ local k = `=2*$fmm_components-1+`j''
154
+ // hessian (bi,sigmai)
155
+ if (`i'==`j') {
156
+ qui replace `hij' = -2*`z`j''/`sigma`j'' // density specific
157
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*`fxb`i'' ///
158
+ *(-`gL`k''*`gb`i'' + `gs`j''*`gb`i'' + `hij')
159
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
160
+ }
161
+ else {
162
+ // hessian (bi,sigmaj)
163
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*(-`gL`k''*`fxb`i''*`gb`i'')
164
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
165
+ }
166
+ }
167
+ }
168
+
169
+ // hessian - pr terms
170
+ // hessian (prj,pri)
171
+ forvalues i = 1/`=$fmm_components-1' {
172
+ forvalues j = `i'/`=$fmm_components-1' {
173
+ local m = `=$fmm_components+`i''
174
+ local n = `=$fmm_components+`j''
175
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
176
+ qui replace `hij' = -`pr`i''*((`i'==`j') - `pr`j'')
177
+ forvalues k = 1/`=$fmm_components-1' {
178
+ qui replace `h`m'`n'' = `h`m'`n'' ///
179
+ + 1/`prob'*`pr`k''*(`fxb`k'' - `fxb$fmm_components') ///
180
+ *(`ga`k'`i''*`ga`k'`j'' + `hij')
181
+ }
182
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
183
+ }
184
+ }
185
+
186
+
187
+ // hessian - sigma terms
188
+ forvalues i = 1/$fmm_components {
189
+ // hessian w.r.t. sigmai
190
+ local m = `=2*$fmm_components-1+`i''
191
+ qui replace `hij' = -2*(`z`i''^2) // density specific
192
+ qui gen double `h`m'`m'' = `pr`i''/`prob'*`fxb`i'' ///
193
+ *(-`gL`m''*`gs`i'' + `gs`i''^2 + `hij')
194
+ mlmatsum `lnf' `nh`m'`m'' = -`h`m'`m'', eq(`m',`m')
195
+ // hessian w.r.t. sigmaj (cross partials)
196
+ forvalues j = `=`i'+1'/$fmm_components {
197
+ local n = `=2*$fmm_components-1+`j''
198
+ qui gen double `h`m'`n'' = `pr`i''/`prob'*(-`gL`n''*`fxb`i''*`gs`i'')
199
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
200
+ }
201
+
202
+ // hessian (sigmai,prj)
203
+ if (`i'<$fmm_components) {
204
+ forvalues j = 1/`=$fmm_components-1' {
205
+ local n = `=2*$fmm_components-1+`i''
206
+ local m = `=$fmm_components+`j''
207
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n'' ///
208
+ + 1/`prob'*`fxb`i''*`gs`i''*`pr`i''*`ga`i'`j''
209
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
210
+ }
211
+ }
212
+ else {
213
+ forvalues j = 1/`=$fmm_components-1' {
214
+ local n = `=2*$fmm_components-1+`i''
215
+ local m = `=$fmm_components+`j''
216
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
217
+ forvalues k = 1/`=$fmm_components-1' {
218
+ qui replace `h`m'`n'' = `h`m'`n'' ///
219
+ - 1/`prob'*`fxb`i''*`gs`i''*`pr`k''*`ga`k'`j''
220
+ }
221
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
222
+ }
223
+ }
224
+ }
225
+
226
+ // collect hessian terms into matrix
227
+ local np = colsof(`b')
228
+ local r 1
229
+ matrix `negH' = J(`np',`np',0)
230
+
231
+ forvalues i = 1/`=3*$fmm_components-1' {
232
+ local c = `r'
233
+ forvalues j = `i'/`=3*$fmm_components-1' {
234
+ matrix `negH'[`r',`c'] = `nh`i'`j''
235
+ if (`j'>`i') {
236
+ matrix `negH'[`c',`r'] = `nh`i'`j'''
237
+ }
238
+ local c = `c' + colsof(`nh`i'`j'')
239
+ }
240
+ local r = `r' + rowsof(`nh`i'`i'')
241
+ }
242
+
243
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_lognormal_p.ado ADDED
@@ -0,0 +1,89 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.0.0 05sep2011
4
+
5
+ program fmm_lognormal_p
6
+ version 9.2
7
+
8
+ syntax anything(id="newvarname") [if] [in] [, MEan PRIor POSterior EQuation(string) ]
9
+
10
+ syntax newvarname [if] [in] [, * ]
11
+
12
+ forvalues i=1/$fmm_components {
13
+ local L_xb `"`L_xb' xb`i'"'
14
+ local L_pr `"`L_pr' pr`i'"'
15
+ local L_lod `"`L_lod' lnsigma`i'"'
16
+ local L_od `"`L_od' sigma`i'"'
17
+ }
18
+ forvalues i=1/`=$fmm_components-1' {
19
+ local L_lpr `"`L_lpr' lpr`i'"'
20
+ }
21
+
22
+ tempvar `L_xb' `L_lpr' `L_pr' `L_lod' `L_od' den
23
+
24
+ forvalues i=1/$fmm_components {
25
+ qui _predict `typlist' `xb`i'' `if' `in', equation(component`i')
26
+ qui _predict `typlist' `lnsigma`i'' `if' `in', equation(lnsigma`i')
27
+ qui gen double `sigma`i'' = exp(`lnsigma`i'')
28
+ }
29
+
30
+ qui gen double `den' = 1
31
+ forvalues i=1/`=$fmm_components-1' {
32
+ qui _predict `typlist' `lpr`i'' `if' `in', equation(imlogitpi`i')
33
+ qui replace `den' = `den' + exp(`lpr`i'')
34
+ }
35
+
36
+ forvalues i=1/`=$fmm_components-1' {
37
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
38
+ }
39
+
40
+ qui gen double `pr$fmm_components' = 1
41
+ forvalues i=1/`=$fmm_components-1' {
42
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
43
+ }
44
+
45
+ if "`equation'" != "" & "`prior'" == "" & "`posterior'" == "" {
46
+ gen `typlist' `varlist' `if' `in' = 0
47
+ local i = substr("`equation'",-1,1)
48
+ qui replace `varlist' = exp(`xb`i'' + 0.5*(`sigma`i'')^2)
49
+ label variable `varlist' "predicted mean: `equation'"
50
+ exit
51
+ }
52
+
53
+ if "`equation'" == "" & "`prior'" == "" & "`posterior'" == "" {
54
+ gen `typlist' `varlist' `if' `in' = 0
55
+ forvalues i=1/$fmm_components {
56
+ qui replace `varlist' = `varlist' + `pr`i'' * ///
57
+ exp(`xb`i'' + 0.5*(`sigma`i'')^2)
58
+ }
59
+ label variable `varlist' "predicted mean"
60
+ exit
61
+ }
62
+
63
+ if "`prior'" == "prior" {
64
+ local i = substr("`equation'",-1,1)
65
+ gen `typlist' `varlist' = `pr`i'' `if' `in'
66
+ label variable `varlist' "prior probability: `equation'"
67
+ exit
68
+ }
69
+
70
+ if "`posterior'" == "posterior" {
71
+ tempvar prob probcomponent
72
+
73
+ local fmm_y = e(depvar)
74
+ qui gen double `prob' = 0
75
+ forvalues i=1/$fmm_components {
76
+ qui replace `prob' = `prob' + `pr`i'' ///
77
+ * normalden(ln(`fmm_y'),`xb`i'',`sigma`i'') / `fmm_y'
78
+ if "`equation'"=="component`i'" {
79
+ qui gen double `probcomponent' = `pr`i'' ///
80
+ * normalden(ln(`fmm_y'),`xb`i'',`sigma`i'') / `fmm_y'
81
+ }
82
+ }
83
+ gen `typlist' `varlist' = `probcomponent' / `prob'
84
+ label variable `varlist' "posterior probability: `equation'"
85
+ exit
86
+ }
87
+
88
+ end
89
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin1_lf.ado ADDED
@@ -0,0 +1,255 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.0.1 24apr2007
4
+ * version 1.0.0 06mar2007
5
+
6
+ program fmm_negbin1_lf
7
+ version 9.2
8
+
9
+ forvalues i = 1/$fmm_components {
10
+ local L_xb `"`L_xb' xb`i'"'
11
+ local L_exb `"`L_exb' exb`i'"'
12
+ local L_fxb `"`L_fxb' fxb`i'"'
13
+ local L_pr `"`L_pr' pr`i'"'
14
+ local L_ldel `"`L_ldel' lndelta`i'"'
15
+ local L_del `"`L_del' delta`i'"'
16
+ local L_psi `"`L_psi' psi`i'"'
17
+ local L_phi `"`L_phi' phi`i'"'
18
+ local L_gb `"`L_gb' gb`i'"'
19
+ local L_gs `"`L_gs' gs`i'"'
20
+ local L_hterm `"`L_hterm' hterm`i'"'
21
+ }
22
+
23
+ forvalues i = 1/`=3*$fmm_components-1' {
24
+ local L_gL `"`L_gL' gL`i'"'
25
+ forvalues j = `i'/`=3*$fmm_components-1' {
26
+ local L_h `"`L_h' h`i'`j'"'
27
+ local L_nh `"`L_nh' nh`i'`j'"'
28
+ }
29
+ }
30
+
31
+ forvalues i = 1/`=$fmm_components-1' {
32
+ local L_lpr `"`L_lpr' lpr`i'"'
33
+ forvalues j = 1/`=$fmm_components-1' {
34
+ local L_ga `"`L_ga' ga`i'`j'"'
35
+ }
36
+ }
37
+
38
+ // model arguments and temporary variables
39
+ args todo b lnf g negH `L_gL'
40
+ tempname `L_xb' `L_exb' `L_fxb' `L_ldel' `L_del' `L_psi' `L_lpr' `L_pr' ///
41
+ den prob `L_phi' gi `L_gb' `L_ga' `L_gs' hterm hij `L_h' `L_nh' ///
42
+ `L_hterm'
43
+
44
+ // set up equations
45
+ forvalues i=1/$fmm_components {
46
+ mleval `xb`i'' = `b', eq(`i')
47
+ qui gen double `exb`i'' = exp(`xb`i'')
48
+ mleval `lndelta`i'' = `b', eq(`=2*$fmm_components-1+`i'')
49
+ qui gen double `delta`i'' = exp(`lndelta`i'')
50
+ qui gen double `psi`i'' = `exb`i'' / `delta`i''
51
+ qui gen double `phi`i'' = ln(1+`delta`i'')
52
+ }
53
+
54
+ qui gen double `den' = 1
55
+ forvalues i=1/`=$fmm_components-1' {
56
+ mleval `lpr`i'' = `b', eq(`=$fmm_components+`i'')
57
+ qui replace `den' = `den' + exp(`lpr`i'')
58
+ }
59
+
60
+ forvalues i=1/`=$fmm_components-1' {
61
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
62
+ }
63
+
64
+ qui gen double `pr$fmm_components' = 1
65
+ forvalues i=1/`=$fmm_components-1' {
66
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
67
+ }
68
+
69
+
70
+ // calculate the likelihood function
71
+ qui gen double `prob' = 0
72
+ forvalues i=1/$fmm_components {
73
+ qui gen double `fxb`i'' = exp(lngamma($ML_y+`psi`i'') ///
74
+ - lngamma($ML_y+1) - lngamma(`psi`i'') + `lndelta`i''*$ML_y ///
75
+ - ($ML_y+`psi`i'')*`phi`i'')
76
+ qui replace `prob' = `prob' + `pr`i''*`fxb`i''
77
+ }
78
+
79
+ mlsum `lnf' = ln(`prob')
80
+
81
+
82
+ // CALCULATE GRADIENT TERMS
83
+ // gradient bi
84
+ forvalues i = 1/$fmm_components {
85
+ qui gen double `gb`i'' = `psi`i''*(digamma($ML_y+`psi`i'') ///
86
+ - digamma(`psi`i'') - `phi`i'') // density specific
87
+ qui replace `gL`i'' = (`pr`i'' * `fxb`i'' * `gb`i'')/`prob'
88
+ }
89
+
90
+ // gradient prj
91
+ forvalues j = 1/`=$fmm_components-1' {
92
+ local m = `=$fmm_components+`j''
93
+ qui replace `gL`m'' = 0
94
+ forvalues k = 1/`=$fmm_components-1' {
95
+ qui gen double `ga`k'`j'' = ((`j'==`k') - `pr`j'')
96
+ qui replace `gL`m'' = `gL`m'' + `pr`k''*`ga`k'`j'' ///
97
+ *(`fxb`k'' - `fxb$fmm_components')/`prob'
98
+ }
99
+ }
100
+
101
+ // gradient deltai
102
+ forvalues i=1/$fmm_components {
103
+ local k = `=2*$fmm_components-1+`i''
104
+ qui gen double `gs`i'' = -($ML_y+`psi`i'')*`delta`i''/(1+`delta`i'') ///
105
+ + $ML_y - `gb`i'' // density specific
106
+ qui replace `gL`k'' = (`pr`i'' * `fxb`i'' * `gs`i'')/`prob'
107
+ }
108
+
109
+ // collect gradient terms into vector
110
+ local np = colsof(`b')
111
+ local c 1
112
+ matrix `g' = J(1,`np',0)
113
+
114
+ forvalues i = 1/`=3*$fmm_components-1' {
115
+ mlvecsum `lnf' `gi' = `gL`i'', eq(`i')
116
+ matrix `g'[1,`c'] = `gi'
117
+ local c = `c' + colsof(`gi')
118
+ }
119
+
120
+
121
+ // CALCULATE HESSIAN TERMS
122
+ // hessian - b terms
123
+ local c 1
124
+ qui gen double `hij' = .
125
+ forvalues i = 1/$fmm_components {
126
+ // hessian (bi,bi)
127
+ qui gen double `hterm`i'' = `psi`i''*(digamma($ML_y+`psi`i'') ///
128
+ - digamma(`psi`i'') + `psi`i''*(trigamma($ML_y+`psi`i'') ///
129
+ - trigamma(`psi`i'')) - `phi`i'') // density specific
130
+ qui replace `hij' = `hterm`i''
131
+ qui gen double `h`i'`i'' = `pr`i''/`prob'*`fxb`i'' ///
132
+ *(-`gL`i''*`gb`i'' + `gb`i''^2 + `hij')
133
+ mlmatsum `lnf' `nh`i'`i'' = -`h`i'`i'', eq(`i',`i')
134
+ // hessian (bi,bj)
135
+ if (`i'<$fmm_components) {
136
+ forvalues j = `=`i'+1'/$fmm_components {
137
+ qui gen double `h`i'`j'' = `pr`i''/`prob'*(-`gL`j''*`fxb`i''*`gb`i'')
138
+ mlmatsum `lnf' `nh`i'`j'' = -`h`i'`j'', eq(`i',`j')
139
+ }
140
+ }
141
+
142
+ // hessian (bi,prj)
143
+ if (`i'<$fmm_components) {
144
+ forvalues j = 1/`=$fmm_components-1' {
145
+ local m = `=$fmm_components+`j''
146
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i'' ///
147
+ + 1/`prob'*`fxb`i''*`gb`i''*`pr`i''*`ga`i'`j''
148
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
149
+ }
150
+ }
151
+ else {
152
+ forvalues j = 1/`=$fmm_components-1' {
153
+ local m = `=$fmm_components+`j''
154
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i''
155
+ forvalues k = 1/`=$fmm_components-1' {
156
+ qui replace `h`i'`m'' = `h`i'`m'' ///
157
+ - 1/`prob'*`fxb`i''*`gb`i''*`pr`k''*`ga`k'`j''
158
+ }
159
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
160
+ }
161
+ }
162
+
163
+ // hessian (bi,delta)
164
+ forvalues j = 1/$fmm_components {
165
+ local k = `=2*$fmm_components-1+`j''
166
+ // hessian (bi,deltai)
167
+ if (`i'==`j') {
168
+ qui replace `hij' = -`psi`i''*`delta`i''/(1+`delta`i'') - `hterm`i'' // density specific
169
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*`fxb`i'' ///
170
+ *(-`gL`k''*`gb`i'' + `gs`j''*`gb`i'' + `hij')
171
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
172
+ }
173
+ else {
174
+ // hessian (bi,deltaj)
175
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*(-`gL`k''*`fxb`i''*`gb`i'')
176
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
177
+ }
178
+ }
179
+ }
180
+
181
+ // hessian - pr terms
182
+ // hessian (prj,pri)
183
+ forvalues i = 1/`=$fmm_components-1' {
184
+ forvalues j = `i'/`=$fmm_components-1' {
185
+ local m = `=$fmm_components+`i''
186
+ local n = `=$fmm_components+`j''
187
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
188
+ qui replace `hij' = -`pr`i''*((`i'==`j') - `pr`j'')
189
+ forvalues k = 1/`=$fmm_components-1' {
190
+ qui replace `h`m'`n'' = `h`m'`n'' ///
191
+ + 1/`prob'*`pr`k''*(`fxb`k'' - `fxb$fmm_components') ///
192
+ *(`ga`k'`i''*`ga`k'`j'' + `hij')
193
+ }
194
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
195
+ }
196
+ }
197
+
198
+ // hessian - delta terms
199
+ forvalues i = 1/$fmm_components {
200
+ // hessian w.r.t. deltai
201
+ local m = `=2*$fmm_components-1+`i''
202
+ qui replace `hij' = -`delta`i''*($ML_y-`psi`i''*(1+2*`delta`i'')) ///
203
+ /(1+`delta`i'')^2 + `hterm`i'' // density specific
204
+ qui gen double `h`m'`m'' = `pr`i''/`prob'*`fxb`i'' ///
205
+ *(-`gL`m''*`gs`i'' + `gs`i''^2 + `hij')
206
+ mlmatsum `lnf' `nh`m'`m'' = -`h`m'`m'', eq(`m',`m')
207
+ // hessian w.r.t. deltaj (cross partials)
208
+ forvalues j = `=`i'+1'/$fmm_components {
209
+ local n = `=2*$fmm_components-1+`j''
210
+ qui gen double `h`m'`n'' = `pr`i''/`prob'*(-`gL`n''*`fxb`i''*`gs`i'')
211
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
212
+ }
213
+
214
+ // hessian (deltai,prj)
215
+ if (`i'<$fmm_components) {
216
+ forvalues j = 1/`=$fmm_components-1' {
217
+ local n = `=2*$fmm_components-1+`i''
218
+ local m = `=$fmm_components+`j''
219
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n'' ///
220
+ + 1/`prob'*`fxb`i''*`gs`i''*`pr`i''*`ga`i'`j''
221
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
222
+ }
223
+ }
224
+ else {
225
+ forvalues j = 1/`=$fmm_components-1' {
226
+ local n = `=2*$fmm_components-1+`i''
227
+ local m = `=$fmm_components+`j''
228
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
229
+ forvalues k = 1/`=$fmm_components-1' {
230
+ qui replace `h`m'`n'' = `h`m'`n'' ///
231
+ - 1/`prob'*`fxb`i''*`gs`i''*`pr`k''*`ga`k'`j''
232
+ }
233
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
234
+ }
235
+ }
236
+ }
237
+
238
+ // collect hessian terms into matrix
239
+ local np = colsof(`b')
240
+ local r 1
241
+ matrix `negH' = J(`np',`np',0)
242
+
243
+ forvalues i = 1/`=3*$fmm_components-1' {
244
+ local c = `r'
245
+ forvalues j = `i'/`=3*$fmm_components-1' {
246
+ matrix `negH'[`r',`c'] = `nh`i'`j''
247
+ if (`j'>`i') {
248
+ matrix `negH'[`c',`r'] = `nh`i'`j'''
249
+ }
250
+ local c = `c' + colsof(`nh`i'`j'')
251
+ }
252
+ local r = `r' + rowsof(`nh`i'`i'')
253
+ }
254
+
255
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin1_p.ado ADDED
@@ -0,0 +1,104 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 2.0.0 27aug2008
4
+ * version 1.1.0 12jul2007
5
+ * version 1.0.0 06mar2007
6
+
7
+ program fmm_negbin1_p
8
+ version 9.2
9
+
10
+ syntax anything(id="newvarname") [if] [in] [, MEan PRIor POSterior EQuation(string) ]
11
+
12
+ syntax newvarname [if] [in] [, * ]
13
+
14
+ if "`equation'" != "" & "`prior'" == "" & "`posterior'" == "" {
15
+ _predict `typlist' `varlist' `if' `in', equation(`equation')
16
+ qui replace `varlist' = exp(`varlist')
17
+ label variable `varlist' "predicted mean: `equation'"
18
+ exit
19
+ }
20
+
21
+ if "`equation'" == "" | "`prior'" == "prior" | "`posterior'" == "posterior" {
22
+
23
+ forvalues i=1/$fmm_components {
24
+ local L_xb `"`L_xb' xb`i'"'
25
+ local L_exb `"`L_exb' exb`i'"'
26
+ local L_pr `"`L_pr' pr`i'"'
27
+ local L_lod `"`L_lod' lndelta`i'"'
28
+ local L_od `"`L_od' delta`i'"'
29
+ local L_psi `"`L_psi' psi`i'"'
30
+ local L_phi `"`L_phi' phi`i'"'
31
+ }
32
+ forvalues i=1/`=$fmm_components-1' {
33
+ local L_lpr `"`L_lpr' lpr`i'"'
34
+ }
35
+
36
+ tempvar `L_xb' `L_exb' `L_lpr' `L_pr' `L_lod' `L_od' `L_psi' `L_phi' den
37
+
38
+ forvalues i=1/$fmm_components {
39
+ qui _predict `typlist' `xb`i'' `if' `in', equation(component`i')
40
+ qui gen double `exb`i'' = exp(`xb`i'')
41
+ qui _predict `typlist' `lndelta`i'' `if' `in', equation(lndelta`i')
42
+ qui gen double `delta`i'' = exp(`lndelta`i'')
43
+ qui gen double `psi`i'' = `exb`i'' / `delta`i''
44
+ qui gen double `phi`i'' = ln(1+`delta`i'')
45
+
46
+ }
47
+
48
+ qui gen double `den' = 1
49
+ forvalues i=1/`=$fmm_components-1' {
50
+ _predict `typlist' `lpr`i'' `if' `in', equation(imlogitpi`i')
51
+ qui replace `den' = `den' + exp(`lpr`i'')
52
+ }
53
+
54
+ forvalues i=1/`=$fmm_components-1' {
55
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
56
+ }
57
+
58
+ qui gen double `pr$fmm_components' = 1
59
+ forvalues i=1/`=$fmm_components-1' {
60
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
61
+ }
62
+ }
63
+
64
+ if "`prior'" == "" & "`posterior'" == "" {
65
+ gen `typlist' `varlist' `if' `in' = 0
66
+ forvalues i=1/$fmm_components {
67
+ qui replace `varlist' = `varlist' + `pr`i'' * `exb`i''
68
+ }
69
+ label variable `varlist' "predicted mean"
70
+ exit
71
+ }
72
+
73
+ if "`prior'" == "prior" {
74
+ local i = substr("`equation'",-1,1)
75
+ gen `typlist' `varlist' = `pr`i'' `if' `in'
76
+ label variable `varlist' "prior probability: `equation'"
77
+ exit
78
+ }
79
+
80
+
81
+ if "`posterior'" == "posterior" {
82
+ tempvar prob probcomponent
83
+
84
+ local fmm_y = e(depvar)
85
+ qui gen double `prob' = 0
86
+ forvalues i=1/$fmm_components {
87
+ qui replace `prob' = `prob' + `pr`i'' ///
88
+ * exp(lngamma(`fmm_y'+`psi`i'') ///
89
+ - lngamma(`fmm_y'+1) - lngamma(`psi`i'') + `lndelta`i''*`fmm_y' ///
90
+ - (`fmm_y'+`psi`i'')*`phi`i'')
91
+ if "`equation'"=="component`i'" {
92
+ qui gen double `probcomponent' = `pr`i'' ///
93
+ * exp(lngamma(`fmm_y'+`psi`i'') ///
94
+ - lngamma(`fmm_y'+1) - lngamma(`psi`i'') + `lndelta`i''*`fmm_y' ///
95
+ - (`fmm_y'+`psi`i'')*`phi`i'')
96
+ }
97
+ }
98
+ gen `typlist' `varlist' = `probcomponent' / `prob'
99
+ label variable `varlist' "posterior probability: `equation'"
100
+ exit
101
+ }
102
+
103
+ end
104
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin2_lf.ado ADDED
@@ -0,0 +1,253 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.0.1 24apr2007
4
+ * version 1.0.0 06mar2007
5
+
6
+ program fmm_negbin2_lf
7
+ version 9.2
8
+
9
+ forvalues i = 1/$fmm_components {
10
+ local L_xb `"`L_xb' xb`i'"'
11
+ local L_exb `"`L_exb' exb`i'"'
12
+ local L_fxb `"`L_fxb' fxb`i'"'
13
+ local L_pr `"`L_pr' pr`i'"'
14
+ local L_lalp `"`L_lalp' lnalpha`i'"'
15
+ local L_alp `"`L_alp' alpha`i'"'
16
+ local L_psi `"`L_psi' psi`i'"'
17
+ local L_phi `"`L_phi' phi`i'"'
18
+ local L_gb `"`L_gb' gb`i'"'
19
+ local L_gs `"`L_gs' gs`i'"'
20
+ }
21
+
22
+ forvalues i = 1/`=3*$fmm_components-1' {
23
+ local L_gL `"`L_gL' gL`i'"'
24
+ forvalues j = `i'/`=3*$fmm_components-1' {
25
+ local L_h `"`L_h' h`i'`j'"'
26
+ local L_nh `"`L_nh' nh`i'`j'"'
27
+ }
28
+ }
29
+
30
+ forvalues i = 1/`=$fmm_components-1' {
31
+ local L_lpr `"`L_lpr' lpr`i'"'
32
+ forvalues j = 1/`=$fmm_components-1' {
33
+ local L_ga `"`L_ga' ga`i'`j'"'
34
+ }
35
+ }
36
+
37
+ // model arguments and temporary variables
38
+ args todo b lnf g negH `L_gL'
39
+ tempname `L_xb' `L_exb' `L_fxb' `L_lalp' `L_alp' `L_psi' `L_lpr' `L_pr' ///
40
+ den prob `L_phi' gi `L_gb' `L_ga' `L_gs' hij `L_h' `L_nh'
41
+
42
+ // set up equations
43
+ forvalues i=1/$fmm_components {
44
+ mleval `xb`i'' = `b', eq(`i')
45
+ qui gen double `exb`i'' = exp(`xb`i'')
46
+ mleval `lnalpha`i'' = `b', eq(`=2*$fmm_components-1+`i'')
47
+ qui gen double `alpha`i'' = exp(`lnalpha`i'')
48
+ qui gen double `psi`i'' = 1 / `alpha`i''
49
+ qui gen double `phi`i'' = 1 / (1 + `alpha`i''*`exb`i'')
50
+ }
51
+
52
+ qui gen double `den' = 1
53
+ forvalues i=1/`=$fmm_components-1' {
54
+ mleval `lpr`i'' = `b', eq(`=$fmm_components+`i'')
55
+ qui replace `den' = `den' + exp(`lpr`i'')
56
+ }
57
+
58
+ forvalues i=1/`=$fmm_components-1' {
59
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
60
+ }
61
+
62
+ qui gen double `pr$fmm_components' = 1
63
+ forvalues i=1/`=$fmm_components-1' {
64
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
65
+ }
66
+
67
+
68
+ // calculate the likelihood function
69
+ qui gen double `prob' = 0
70
+ forvalues i=1/$fmm_components {
71
+ qui gen double `fxb`i'' = exp(lngamma(`psi`i''+$ML_y) - lngamma($ML_y+1) ///
72
+ - lngamma(`psi`i'') - `psi`i''*ln(1+exp(`xb`i''+`lnalpha`i'')) ///
73
+ - $ML_y*ln(1+exp(-`xb`i''-`lnalpha`i'')))
74
+ qui replace `prob' = `prob' + `pr`i''*`fxb`i''
75
+ }
76
+
77
+ mlsum `lnf' = ln(`prob')
78
+
79
+
80
+ // CALCULATE GRADIENT TERMS
81
+ // gradient bi
82
+ forvalues i = 1/$fmm_components {
83
+ qui gen double `gb`i'' = ($ML_y-`exb`i'')*`phi`i'' // density specific
84
+ qui replace `gL`i'' = (`pr`i'' * `fxb`i'' * `gb`i'')/`prob'
85
+ }
86
+
87
+ // gradient prj
88
+ forvalues j = 1/`=$fmm_components-1' {
89
+ local m = `=$fmm_components+`j''
90
+ qui replace `gL`m'' = 0
91
+ forvalues k = 1/`=$fmm_components-1' {
92
+ qui gen double `ga`k'`j'' = ((`j'==`k') - `pr`j'')
93
+ qui replace `gL`m'' = `gL`m'' + `pr`k''*`ga`k'`j'' ///
94
+ *(`fxb`k'' - `fxb$fmm_components')/`prob'
95
+ }
96
+ }
97
+
98
+ // gradient alphai
99
+ forvalues i=1/$fmm_components {
100
+ local k = `=2*$fmm_components-1+`i''
101
+ qui gen double `gs`i'' = `psi`i''*(digamma(`psi`i'') - digamma($ML_y+`psi`i'') ///
102
+ - ln(`phi`i'')) + `phi`i''*($ML_y-`exb`i'') // density specific
103
+ qui replace `gL`k'' = (`pr`i'' * `fxb`i'' * `gs`i'')/`prob'
104
+ }
105
+
106
+ // collect gradient terms into vector
107
+ local np = colsof(`b')
108
+ local c 1
109
+ matrix `g' = J(1,`np',0)
110
+
111
+ forvalues i = 1/`=3*$fmm_components-1' {
112
+ mlvecsum `lnf' `gi' = `gL`i'', eq(`i')
113
+ matrix `g'[1,`c'] = `gi'
114
+ local c = `c' + colsof(`gi')
115
+ }
116
+
117
+
118
+ // CALCULATE HESSIAN TERMS
119
+ // hessian - b terms
120
+ local c 1
121
+ qui gen double `hij' = .
122
+ forvalues i = 1/$fmm_components {
123
+ // hessian (bi,bi)
124
+ qui replace `hij' = -`exb`i'' * `phi`i'' ///
125
+ *(`alpha`i''*`phi`i''*($ML_y-`exb`i'')+1) // density specific
126
+ qui gen double `h`i'`i'' = `pr`i''/`prob'*`fxb`i'' ///
127
+ *(-`gL`i''*`gb`i'' + `gb`i''^2 + `hij')
128
+ mlmatsum `lnf' `nh`i'`i'' = -`h`i'`i'', eq(`i',`i')
129
+ // hessian (bi,bj)
130
+ if (`i'<$fmm_components) {
131
+ forvalues j = `=`i'+1'/$fmm_components {
132
+ qui gen double `h`i'`j'' = `pr`i''/`prob'*(-`gL`j''*`fxb`i''*`gb`i'')
133
+ mlmatsum `lnf' `nh`i'`j'' = -`h`i'`j'', eq(`i',`j')
134
+ }
135
+ }
136
+
137
+ // hessian (bi,prj)
138
+ if (`i'<$fmm_components) {
139
+ forvalues j = 1/`=$fmm_components-1' {
140
+ local m = `=$fmm_components+`j''
141
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i'' ///
142
+ + 1/`prob'*`fxb`i''*`gb`i''*`pr`i''*`ga`i'`j''
143
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
144
+ }
145
+ }
146
+ else {
147
+ forvalues j = 1/`=$fmm_components-1' {
148
+ local m = `=$fmm_components+`j''
149
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i''
150
+ forvalues k = 1/`=$fmm_components-1' {
151
+ qui replace `h`i'`m'' = `h`i'`m'' ///
152
+ - 1/`prob'*`fxb`i''*`gb`i''*`pr`k''*`ga`k'`j''
153
+ }
154
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
155
+ }
156
+ }
157
+
158
+ // hessian (bi,alpha)
159
+ forvalues j = 1/$fmm_components {
160
+ local k = `=2*$fmm_components-1+`j''
161
+ // hessian (bi,alphai)
162
+ if (`i'==`j') {
163
+ qui replace `hij' = -`alpha`j'' * `exb`j'' * `phi`j''^2 ///
164
+ * ($ML_y-`exb`j'') // density specific
165
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*`fxb`i'' ///
166
+ *(-`gL`k''*`gb`i'' + `gs`j''*`gb`i'' + `hij')
167
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
168
+ }
169
+ else {
170
+ // hessian (bi,alphaj)
171
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*(-`gL`k''*`fxb`i''*`gb`i'')
172
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
173
+ }
174
+ }
175
+ }
176
+
177
+ // hessian - pr terms
178
+ // hessian (prj,pri)
179
+ forvalues i = 1/`=$fmm_components-1' {
180
+ forvalues j = `i'/`=$fmm_components-1' {
181
+ local m = `=$fmm_components+`i''
182
+ local n = `=$fmm_components+`j''
183
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
184
+ qui replace `hij' = -`pr`i''*((`i'==`j') - `pr`j'')
185
+ forvalues k = 1/`=$fmm_components-1' {
186
+ qui replace `h`m'`n'' = `h`m'`n'' ///
187
+ + 1/`prob'*`pr`k''*(`fxb`k'' - `fxb$fmm_components') ///
188
+ *(`ga`k'`i''*`ga`k'`j'' + `hij')
189
+ }
190
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
191
+ }
192
+ }
193
+
194
+ // hessian - alpha terms
195
+ forvalues i = 1/$fmm_components {
196
+ // hessian w.r.t. alphai
197
+ local m = `=2*$fmm_components-1+`i''
198
+ qui replace `hij' = -(`psi`i''*(digamma(`psi`i'') ///
199
+ - digamma($ML_y+`psi`i'') - ln(`phi`i'') ///
200
+ - `psi`i''*(trigamma($ML_y+`psi`i'') - trigamma(`psi`i''))) ///
201
+ + `exb`i''*`phi`i''*(`alpha`i''*`phi`i''*($ML_y-`exb`i'')- 1)) // density specific
202
+ qui gen double `h`m'`m'' = `pr`i''/`prob'*`fxb`i'' ///
203
+ *(-`gL`m''*`gs`i'' + `gs`i''^2 + `hij')
204
+ mlmatsum `lnf' `nh`m'`m'' = -`h`m'`m'', eq(`m',`m')
205
+ // hessian w.r.t. alphaj (cross partials)
206
+ forvalues j = `=`i'+1'/$fmm_components {
207
+ local n = `=2*$fmm_components-1+`j''
208
+ qui gen double `h`m'`n'' = `pr`i''/`prob'*(-`gL`n''*`fxb`i''*`gs`i'')
209
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
210
+ }
211
+
212
+ // hessian (alphai,prj)
213
+ if (`i'<$fmm_components) {
214
+ forvalues j = 1/`=$fmm_components-1' {
215
+ local n = `=2*$fmm_components-1+`i''
216
+ local m = `=$fmm_components+`j''
217
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n'' ///
218
+ + 1/`prob'*`fxb`i''*`gs`i''*`pr`i''*`ga`i'`j''
219
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
220
+ }
221
+ }
222
+ else {
223
+ forvalues j = 1/`=$fmm_components-1' {
224
+ local n = `=2*$fmm_components-1+`i''
225
+ local m = `=$fmm_components+`j''
226
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
227
+ forvalues k = 1/`=$fmm_components-1' {
228
+ qui replace `h`m'`n'' = `h`m'`n'' ///
229
+ - 1/`prob'*`fxb`i''*`gs`i''*`pr`k''*`ga`k'`j''
230
+ }
231
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
232
+ }
233
+ }
234
+ }
235
+
236
+ // collect hessian terms into matrix
237
+ local np = colsof(`b')
238
+ local r 1
239
+ matrix `negH' = J(`np',`np',0)
240
+
241
+ forvalues i = 1/`=3*$fmm_components-1' {
242
+ local c = `r'
243
+ forvalues j = `i'/`=3*$fmm_components-1' {
244
+ matrix `negH'[`r',`c'] = `nh`i'`j''
245
+ if (`j'>`i') {
246
+ matrix `negH'[`c',`r'] = `nh`i'`j'''
247
+ }
248
+ local c = `c' + colsof(`nh`i'`j'')
249
+ }
250
+ local r = `r' + rowsof(`nh`i'`i'')
251
+ }
252
+
253
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_negbin2_p.ado ADDED
@@ -0,0 +1,104 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 2.0.0 27aug2008
4
+ * version 1.1.0 12jul2007
5
+ * version 1.0.0 06mar2007
6
+
7
+ program fmm_negbin2_p
8
+ version 9.2
9
+
10
+ syntax anything(id="newvarname") [if] [in] [, MEan PRIor POSterior EQuation(string) ]
11
+
12
+ syntax newvarname [if] [in] [, * ]
13
+
14
+ if "`equation'" != "" & "`prior'" == "" & "`posterior'" == "" {
15
+ _predict `typlist' `varlist' `if' `in', equation(`equation')
16
+ qui replace `varlist' = exp(`varlist')
17
+ label variable `varlist' "predicted mean: `equation'"
18
+ exit
19
+ }
20
+
21
+ if "`equation'" == "" | "`prior'" == "prior" | "`posterior'" == "posterior" {
22
+
23
+ forvalues i=1/$fmm_components {
24
+ local L_xb `"`L_xb' xb`i'"'
25
+ local L_exb `"`L_exb' exb`i'"'
26
+ local L_pr `"`L_pr' pr`i'"'
27
+ local L_lod `"`L_lod' lnalpha`i'"'
28
+ local L_od `"`L_od' alpha`i'"'
29
+ local L_psi `"`L_psi' psi`i'"'
30
+ local L_phi `"`L_phi' phi`i'"'
31
+ }
32
+ forvalues i=1/`=$fmm_components-1' {
33
+ local L_lpr `"`L_lpr' lpr`i'"'
34
+ }
35
+
36
+ tempvar `L_xb' `L_exb' `L_lpr' `L_pr' `L_lod' `L_od' `L_psi' `L_phi' den
37
+
38
+ forvalues i=1/$fmm_components {
39
+ qui _predict `typlist' `xb`i'' `if' `in', equation(component`i')
40
+ qui gen double `exb`i'' = exp(`xb`i'')
41
+ qui _predict `typlist' `lnalpha`i'' `if' `in', equation(lnalpha`i')
42
+ qui gen double `alpha`i'' = exp(`lnalpha`i'')
43
+ qui gen double `psi`i'' = 1 / `alpha`i''
44
+ qui gen double `phi`i'' = 1 / (1 + `alpha`i''*`exb`i'')
45
+
46
+ }
47
+
48
+ qui gen double `den' = 1
49
+ forvalues i=1/`=$fmm_components-1' {
50
+ qui _predict `typlist' `lpr`i'' `if' `in', equation(imlogitpi`i')
51
+ qui replace `den' = `den' + exp(`lpr`i'')
52
+ }
53
+
54
+ forvalues i=1/`=$fmm_components-1' {
55
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
56
+ }
57
+
58
+ qui gen double `pr$fmm_components' = 1
59
+ forvalues i=1/`=$fmm_components-1' {
60
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
61
+ }
62
+ }
63
+
64
+ if "`prior'" == "" & "`posterior'" == "" {
65
+ gen `typlist' `varlist' `if' `in' = 0
66
+ forvalues i=1/$fmm_components {
67
+ qui replace `varlist' = `varlist' + `pr`i'' * `exb`i''
68
+ }
69
+ label variable `varlist' "predicted mean"
70
+ exit
71
+ }
72
+
73
+ if "`prior'" == "prior" {
74
+ local i = substr("`equation'",-1,1)
75
+ gen `typlist' `varlist' = `pr`i'' `if' `in'
76
+ label variable `varlist' "prior probability: `equation'"
77
+ exit
78
+ }
79
+
80
+
81
+ if "`posterior'" == "posterior" {
82
+ tempvar prob probcomponent
83
+
84
+ local fmm_y = e(depvar)
85
+ qui gen double `prob' = 0
86
+ forvalues i=1/$fmm_components {
87
+ qui replace `prob' = `prob' + `pr`i'' ///
88
+ * exp(lngamma(`psi`i''+`fmm_y') - lngamma(`fmm_y'+1) ///
89
+ - lngamma(`psi`i'') - `psi`i''*ln(1+exp(`xb`i''+`lnalpha`i'')) ///
90
+ - `fmm_y'*ln(1+exp(-`xb`i''-`lnalpha`i'')))
91
+ if "`equation'"=="component`i'" {
92
+ qui gen double `probcomponent' = `pr`i'' ///
93
+ * exp(lngamma(`psi`i''+`fmm_y') - lngamma(`fmm_y'+1) ///
94
+ - lngamma(`psi`i'') - `psi`i''*ln(1+exp(`xb`i''+`lnalpha`i'')) ///
95
+ - `fmm_y'*ln(1+exp(-`xb`i''-`lnalpha`i'')))
96
+ }
97
+ }
98
+ gen `typlist' `varlist' = `probcomponent' / `prob'
99
+ label variable `varlist' "posterior probability: `equation'"
100
+ exit
101
+ }
102
+
103
+ end
104
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_normal_lf.ado ADDED
@@ -0,0 +1,244 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.0.1 24apr2007
4
+ * version 1.0.0 06mar2007
5
+
6
+ program fmm_normal_lf
7
+ version 9.2
8
+
9
+ forvalues i = 1/$fmm_components {
10
+ local L_xb `"`L_xb' xb`i'"'
11
+ local L_fxb `"`L_fxb' fxb`i'"'
12
+ local L_pr `"`L_pr' pr`i'"'
13
+ local L_z `"`L_z' z`i'"'
14
+ local L_lsig `"`L_lsig' lnsigma`i'"'
15
+ local L_sig `"`L_sig' sigma`i'"'
16
+ local L_gb `"`L_gb' gb`i'"'
17
+ local L_gs `"`L_gs' gs`i'"'
18
+ }
19
+
20
+ forvalues i = 1/`=3*$fmm_components-1' {
21
+ local L_gL `"`L_gL' gL`i'"'
22
+ forvalues j = `i'/`=3*$fmm_components-1' {
23
+ local L_h `"`L_h' h`i'`j'"'
24
+ local L_nh `"`L_nh' nh`i'`j'"'
25
+ }
26
+ }
27
+
28
+ forvalues i = 1/`=$fmm_components-1' {
29
+ local L_lpr `"`L_lpr' lpr`i'"'
30
+ forvalues j = 1/`=$fmm_components-1' {
31
+ local L_ga `"`L_ga' ga`i'`j'"'
32
+ }
33
+ }
34
+
35
+ // model arguments and temporary variables
36
+ args todo b lnf g negH `L_gL'
37
+ tempname `L_xb' `L_fxb' `L_lsig' `L_sig' `L_lpr' `L_pr' `L_z' ///
38
+ den prob gi `L_gb' `L_ga' `L_gs' hij `L_h' `L_nh'
39
+
40
+ // set up equations
41
+ forvalues i=1/$fmm_components {
42
+ mleval `xb`i'' = `b', eq(`i')
43
+ mleval `lnsigma`i'' = `b', eq(`=2*$fmm_components-1+`i'')
44
+ qui gen double `sigma`i'' = exp(`lnsigma`i'')
45
+ }
46
+
47
+ qui gen double `den' = 1
48
+ forvalues i=1/`=$fmm_components-1' {
49
+ mleval `lpr`i'' = `b', eq(`=$fmm_components+`i'')
50
+ qui replace `den' = `den' + exp(`lpr`i'')
51
+ }
52
+
53
+ forvalues i=1/`=$fmm_components-1' {
54
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
55
+ }
56
+
57
+ qui gen double `pr$fmm_components' = 1
58
+ forvalues i=1/`=$fmm_components-1' {
59
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
60
+ }
61
+
62
+
63
+ // calculate the likelihood function
64
+ qui gen double `prob' = 0
65
+ forvalues i=1/$fmm_components {
66
+ qui gen double `z`i'' = .
67
+ qui gen double `fxb`i'' = normalden($ML_y,`xb`i'',`sigma`i'')
68
+ qui replace `prob' = `prob' + `pr`i''*`fxb`i''
69
+ }
70
+
71
+ mlsum `lnf' = ln(`prob')
72
+
73
+
74
+ // CALCULATE GRADIENT TERMS
75
+ // gradient bi
76
+ forvalues i = 1/$fmm_components {
77
+ qui replace `z`i'' = ($ML_y-`xb`i'')/`sigma`i''
78
+ qui gen double `gb`i'' = `z`i''/`sigma`i'' // density specific
79
+ qui replace `gL`i'' = (`pr`i'' * `fxb`i'' * `gb`i'')/`prob'
80
+ }
81
+
82
+ // gradient prj
83
+ forvalues j = 1/`=$fmm_components-1' {
84
+ local m = `=$fmm_components+`j''
85
+ qui replace `gL`m'' = 0
86
+ forvalues k = 1/`=$fmm_components-1' {
87
+ qui gen double `ga`k'`j'' = ((`j'==`k') - `pr`j'')
88
+ qui replace `gL`m'' = `gL`m'' + `pr`k''*`ga`k'`j'' ///
89
+ *(`fxb`k'' - `fxb$fmm_components')/`prob'
90
+ }
91
+ }
92
+
93
+ // gradient sigmai
94
+ forvalues i=1/$fmm_components {
95
+ local k = `=2*$fmm_components-1+`i''
96
+ qui gen double `gs`i'' = `z`i''*`z`i''-1 // density specific
97
+ qui replace `gL`k'' = (`pr`i'' * `fxb`i'' * `gs`i'')/`prob'
98
+ }
99
+
100
+ // collect gradient terms into vector
101
+ local np = colsof(`b')
102
+ local c 1
103
+ matrix `g' = J(1,`np',0)
104
+
105
+ forvalues i = 1/`=3*$fmm_components-1' {
106
+ mlvecsum `lnf' `gi' = `gL`i'', eq(`i')
107
+ matrix `g'[1,`c'] = `gi'
108
+ local c = `c' + colsof(`gi')
109
+ }
110
+
111
+
112
+ // CALCULATE HESSIAN TERMS
113
+ // hessian - b terms
114
+ local c 1
115
+ qui gen double `hij' = .
116
+ forvalues i = 1/$fmm_components {
117
+ // hessian (bi,bi)
118
+ qui replace `hij' = -1/(`sigma`i''^2) // density specific
119
+ qui gen double `h`i'`i'' = `pr`i''/`prob'*`fxb`i'' ///
120
+ *(-`gL`i''*`gb`i'' + `gb`i''^2 + `hij')
121
+ mlmatsum `lnf' `nh`i'`i'' = -`h`i'`i'', eq(`i',`i')
122
+ // hessian (bi,bj)
123
+ if (`i'<$fmm_components) {
124
+ forvalues j = `=`i'+1'/$fmm_components {
125
+ qui gen double `h`i'`j'' = `pr`i''/`prob'*(-`gL`j''*`fxb`i''*`gb`i'')
126
+ mlmatsum `lnf' `nh`i'`j'' = -`h`i'`j'', eq(`i',`j')
127
+ }
128
+ }
129
+
130
+ // hessian (bi,prj)
131
+ if (`i'<$fmm_components) {
132
+ forvalues j = 1/`=$fmm_components-1' {
133
+ local m = `=$fmm_components+`j''
134
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i'' ///
135
+ + 1/`prob'*`fxb`i''*`gb`i''*`pr`i''*`ga`i'`j''
136
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
137
+ }
138
+ }
139
+ else {
140
+ forvalues j = 1/`=$fmm_components-1' {
141
+ local m = `=$fmm_components+`j''
142
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i''
143
+ forvalues k = 1/`=$fmm_components-1' {
144
+ qui replace `h`i'`m'' = `h`i'`m'' ///
145
+ - 1/`prob'*`fxb`i''*`gb`i''*`pr`k''*`ga`k'`j''
146
+ }
147
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
148
+ }
149
+ }
150
+
151
+
152
+ // hessian (bi,sigma)
153
+ forvalues j = 1/$fmm_components {
154
+ local k = `=2*$fmm_components-1+`j''
155
+ // hessian (bi,sigmai)
156
+ if (`i'==`j') {
157
+ qui replace `hij' = -2*`z`j''/`sigma`j'' // density specific
158
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*`fxb`i'' ///
159
+ *(-`gL`k''*`gb`i'' + `gs`j''*`gb`i'' + `hij')
160
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
161
+ }
162
+ else {
163
+ // hessian (bi,sigmaj)
164
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*(-`gL`k''*`fxb`i''*`gb`i'')
165
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
166
+ }
167
+ }
168
+ }
169
+
170
+ // hessian - pr terms
171
+ // hessian (prj,pri)
172
+ forvalues i = 1/`=$fmm_components-1' {
173
+ forvalues j = `i'/`=$fmm_components-1' {
174
+ local m = `=$fmm_components+`i''
175
+ local n = `=$fmm_components+`j''
176
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
177
+ qui replace `hij' = -`pr`i''*((`i'==`j') - `pr`j'')
178
+ forvalues k = 1/`=$fmm_components-1' {
179
+ qui replace `h`m'`n'' = `h`m'`n'' ///
180
+ + 1/`prob'*`pr`k''*(`fxb`k'' - `fxb$fmm_components') ///
181
+ *(`ga`k'`i''*`ga`k'`j'' + `hij')
182
+ }
183
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
184
+ }
185
+ }
186
+
187
+
188
+ // hessian - sigma terms
189
+ forvalues i = 1/$fmm_components {
190
+ // hessian w.r.t. sigmai
191
+ local m = `=2*$fmm_components-1+`i''
192
+ qui replace `hij' = -2*(`z`i''^2) // density specific
193
+ qui gen double `h`m'`m'' = `pr`i''/`prob'*`fxb`i'' ///
194
+ *(-`gL`m''*`gs`i'' + `gs`i''^2 + `hij')
195
+ mlmatsum `lnf' `nh`m'`m'' = -`h`m'`m'', eq(`m',`m')
196
+ // hessian w.r.t. sigmaj (cross partials)
197
+ forvalues j = `=`i'+1'/$fmm_components {
198
+ local n = `=2*$fmm_components-1+`j''
199
+ qui gen double `h`m'`n'' = `pr`i''/`prob'*(-`gL`n''*`fxb`i''*`gs`i'')
200
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
201
+ }
202
+
203
+ // hessian (sigmai,prj)
204
+ if (`i'<$fmm_components) {
205
+ forvalues j = 1/`=$fmm_components-1' {
206
+ local n = `=2*$fmm_components-1+`i''
207
+ local m = `=$fmm_components+`j''
208
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n'' ///
209
+ + 1/`prob'*`fxb`i''*`gs`i''*`pr`i''*`ga`i'`j''
210
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
211
+ }
212
+ }
213
+ else {
214
+ forvalues j = 1/`=$fmm_components-1' {
215
+ local n = `=2*$fmm_components-1+`i''
216
+ local m = `=$fmm_components+`j''
217
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
218
+ forvalues k = 1/`=$fmm_components-1' {
219
+ qui replace `h`m'`n'' = `h`m'`n'' ///
220
+ - 1/`prob'*`fxb`i''*`gs`i''*`pr`k''*`ga`k'`j''
221
+ }
222
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
223
+ }
224
+ }
225
+ }
226
+
227
+ // collect hessian terms into matrix
228
+ local np = colsof(`b')
229
+ local r 1
230
+ matrix `negH' = J(`np',`np',0)
231
+
232
+ forvalues i = 1/`=3*$fmm_components-1' {
233
+ local c = `r'
234
+ forvalues j = `i'/`=3*$fmm_components-1' {
235
+ matrix `negH'[`r',`c'] = `nh`i'`j''
236
+ if (`j'>`i') {
237
+ matrix `negH'[`c',`r'] = `nh`i'`j'''
238
+ }
239
+ local c = `c' + colsof(`nh`i'`j'')
240
+ }
241
+ local r = `r' + rowsof(`nh`i'`i'')
242
+ }
243
+
244
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_normal_p.ado ADDED
@@ -0,0 +1,92 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 2.0.0 27aug2008
4
+ * version 1.1.0 12jul2007
5
+ * version 1.0.0 06mar2007
6
+
7
+ program fmm_normal_p
8
+ version 9.2
9
+
10
+ syntax anything(id="newvarname") [if] [in] [, MEan PRIor POSterior EQuation(string) ]
11
+
12
+ syntax newvarname [if] [in] [, * ]
13
+
14
+ if "`equation'" != "" & "`prior'" == "" & "`posterior'" == "" {
15
+ _predict `typlist' `varlist' `if' `in', equation(`equation')
16
+ label variable `varlist' "predicted mean: `equation'"
17
+ exit
18
+ }
19
+
20
+ if "`equation'" == "" | "`prior'" == "prior" | "`posterior'" == "posterior" {
21
+
22
+ forvalues i=1/$fmm_components {
23
+ local L_xb `"`L_xb' xb`i'"'
24
+ local L_pr `"`L_pr' pr`i'"'
25
+ local L_lod `"`L_lod' lnsigma`i'"'
26
+ local L_od `"`L_od' sigma`i'"'
27
+ }
28
+ forvalues i=1/`=$fmm_components-1' {
29
+ local L_lpr `"`L_lpr' lpr`i'"'
30
+ }
31
+
32
+ tempvar `L_xb' `L_lpr' `L_pr' `L_lod' `L_od' den
33
+
34
+ forvalues i=1/$fmm_components {
35
+ qui _predict `typlist' `xb`i'' `if' `in', equation(component`i')
36
+ qui _predict `typlist' `lnsigma`i'' `if' `in', equation(lnsigma`i')
37
+ qui gen double `sigma`i'' = exp(`lnsigma`i'')
38
+ }
39
+
40
+ qui gen double `den' = 1
41
+ forvalues i=1/`=$fmm_components-1' {
42
+ qui _predict `typlist' `lpr`i'' `if' `in', equation(imlogitpi`i')
43
+ qui replace `den' = `den' + exp(`lpr`i'')
44
+ }
45
+
46
+ forvalues i=1/`=$fmm_components-1' {
47
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
48
+ }
49
+
50
+ qui gen double `pr$fmm_components' = 1
51
+ forvalues i=1/`=$fmm_components-1' {
52
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
53
+ }
54
+ }
55
+
56
+ if "`prior'" == "" & "`posterior'" == "" {
57
+ gen `typlist' `varlist' `if' `in' = 0
58
+ forvalues i=1/$fmm_components {
59
+ qui replace `varlist' = `varlist' + `pr`i'' * `xb`i''
60
+ }
61
+ label variable `varlist' "predicted mean"
62
+ exit
63
+ }
64
+
65
+ if "`prior'" == "prior" {
66
+ local i = substr("`equation'",-1,1)
67
+ gen `typlist' `varlist' = `pr`i'' `if' `in'
68
+ label variable `varlist' "prior probability: `equation'"
69
+ exit
70
+ }
71
+
72
+
73
+ if "`posterior'" == "posterior" {
74
+ tempvar prob probcomponent
75
+
76
+ local fmm_y = e(depvar)
77
+ qui gen double `prob' = 0
78
+ forvalues i=1/$fmm_components {
79
+ qui replace `prob' = `prob' + `pr`i'' ///
80
+ * normalden(`fmm_y',`xb`i'',`sigma`i'')
81
+ if "`equation'"=="component`i'" {
82
+ qui gen double `probcomponent' = `pr`i'' ///
83
+ * normalden(`fmm_y',`xb`i'',`sigma`i'')
84
+ }
85
+ }
86
+ gen `typlist' `varlist' = `probcomponent' / `prob'
87
+ label variable `varlist' "posterior probability: `equation'"
88
+ exit
89
+ }
90
+
91
+ end
92
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_poisson_lf.ado ADDED
@@ -0,0 +1,174 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.0.1 24apr2007
4
+ * version 1.0.0 06mar2007
5
+
6
+ program fmm_poisson_lf
7
+ version 9.2
8
+
9
+ forvalues i = 1/$fmm_components {
10
+ local L_xb `"`L_xb' xb`i'"'
11
+ local L_exb `"`L_exb' exb`i'"'
12
+ local L_fxb `"`L_fxb' fxb`i'"'
13
+ local L_pr `"`L_pr' pr`i'"'
14
+ local L_gb `"`L_gb' gb`i'"'
15
+ }
16
+
17
+ forvalues i = 1/`=2*$fmm_components-1' {
18
+ local L_gL `"`L_gL' gL`i'"'
19
+ forvalues j = `i'/`=2*$fmm_components-1' {
20
+ local L_h `"`L_h' h`i'`j'"'
21
+ local L_nh `"`L_nh' nh`i'`j'"'
22
+ }
23
+ }
24
+
25
+ forvalues i = 1/`=$fmm_components-1' {
26
+ local L_lpr `"`L_lpr' lpr`i'"'
27
+ forvalues j = 1/`=$fmm_components-1' {
28
+ local L_ga `"`L_ga' ga`i'`j'"'
29
+ }
30
+ }
31
+
32
+ // model arguments and temporary variables
33
+ args todo b lnf g negH `L_gL'
34
+ tempname `L_xb' `L_exb' `L_fxb' `L_lpr' `L_pr' ///
35
+ den prob gi `L_gb' `L_ga' hij `L_h' `L_nh'
36
+
37
+ // set up equations
38
+ forvalues i=1/$fmm_components {
39
+ mleval `xb`i'' = `b', eq(`i')
40
+ qui gen double `exb`i'' = exp(`xb`i'')
41
+ }
42
+
43
+ qui gen double `den' = 1
44
+ forvalues i=1/`=$fmm_components-1' {
45
+ mleval `lpr`i'' = `b', eq(`=$fmm_components+`i'')
46
+ qui replace `den' = `den' + exp(`lpr`i'')
47
+ }
48
+
49
+ forvalues i=1/`=$fmm_components-1' {
50
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
51
+ }
52
+
53
+ qui gen double `pr$fmm_components' = 1
54
+ forvalues i=1/`=$fmm_components-1' {
55
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
56
+ }
57
+
58
+
59
+ // calculate the likelihood function
60
+ qui gen double `prob' = 0
61
+ forvalues i=1/$fmm_components {
62
+ qui gen double `fxb`i'' = exp($ML_y*`xb`i'' - `exb`i'' ///
63
+ - lngamma($ML_y+1))
64
+ qui replace `prob' = `prob' + `pr`i''*`fxb`i''
65
+ }
66
+
67
+ mlsum `lnf' = ln(`prob')
68
+
69
+
70
+ // CALCULATE GRADIENT TERMS
71
+ // gradient bi
72
+ forvalues i = 1/$fmm_components {
73
+ qui gen double `gb`i'' = $ML_y-`exb`i'' // density specific
74
+ qui replace `gL`i'' = (`pr`i'' * `fxb`i'' * `gb`i'')/`prob'
75
+ }
76
+
77
+ // gradient prj
78
+ forvalues j = 1/`=$fmm_components-1' {
79
+ local m = `=$fmm_components+`j''
80
+ qui replace `gL`m'' = 0
81
+ forvalues k = 1/`=$fmm_components-1' {
82
+ qui gen double `ga`k'`j'' = ((`j'==`k') - `pr`j'')
83
+ qui replace `gL`m'' = `gL`m'' + `pr`k''*`ga`k'`j'' ///
84
+ *(`fxb`k'' - `fxb$fmm_components')/`prob'
85
+ }
86
+ }
87
+
88
+ // collect gradient terms into vector
89
+ local np = colsof(`b')
90
+ local c 1
91
+ matrix `g' = J(1,`np',0)
92
+
93
+ forvalues i = 1/`=2*$fmm_components-1' {
94
+ mlvecsum `lnf' `gi' = `gL`i'', eq(`i')
95
+ matrix `g'[1,`c'] = `gi'
96
+ local c = `c' + colsof(`gi')
97
+ }
98
+
99
+
100
+ // CALCULATE HESSIAN TERMS
101
+ // hessian - b terms
102
+ local c 1
103
+ qui gen double `hij' = .
104
+ forvalues i = 1/$fmm_components {
105
+ // hessian (bi,bi)
106
+ qui replace `hij' = -`exb`i'' // density specific
107
+ qui gen double `h`i'`i'' = `pr`i''/`prob'*`fxb`i'' ///
108
+ *(-`gL`i''*`gb`i'' + `gb`i''^2 + `hij')
109
+ mlmatsum `lnf' `nh`i'`i'' = -`h`i'`i'', eq(`i',`i')
110
+ // hessian (bi,bj)
111
+ if (`i'<$fmm_components) {
112
+ forvalues j = `=`i'+1'/$fmm_components {
113
+ qui gen double `h`i'`j'' = `pr`i''/`prob'*(-`gL`j''*`fxb`i''*`gb`i'')
114
+ mlmatsum `lnf' `nh`i'`j'' = -`h`i'`j'', eq(`i',`j')
115
+ }
116
+ }
117
+
118
+ // hessian (bi,prj)
119
+ if (`i'<$fmm_components) {
120
+ forvalues j = 1/`=$fmm_components-1' {
121
+ local m = `=$fmm_components+`j''
122
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i'' ///
123
+ + 1/`prob'*`fxb`i''*`gb`i''*`pr`i''*`ga`i'`j''
124
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
125
+ }
126
+ }
127
+ else {
128
+ forvalues j = 1/`=$fmm_components-1' {
129
+ local m = `=$fmm_components+`j''
130
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i''
131
+ forvalues k = 1/`=$fmm_components-1' {
132
+ qui replace `h`i'`m'' = `h`i'`m'' ///
133
+ - 1/`prob'*`fxb`i''*`gb`i''*`pr`k''*`ga`k'`j''
134
+ }
135
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
136
+ }
137
+ }
138
+ }
139
+
140
+ // hessian - pr terms
141
+ // hessian (prj,pri)
142
+ forvalues i = 1/`=$fmm_components-1' {
143
+ forvalues j = `i'/`=$fmm_components-1' {
144
+ local m = `=$fmm_components+`i''
145
+ local n = `=$fmm_components+`j''
146
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
147
+ qui replace `hij' = -`pr`i''*((`i'==`j') - `pr`j'')
148
+ forvalues k = 1/`=$fmm_components-1' {
149
+ qui replace `h`m'`n'' = `h`m'`n'' ///
150
+ + 1/`prob'*`pr`k''*(`fxb`k'' - `fxb$fmm_components') ///
151
+ *(`ga`k'`i''*`ga`k'`j'' + `hij')
152
+ }
153
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
154
+ }
155
+ }
156
+
157
+ // collect hessian terms into matrix
158
+ local np = colsof(`b')
159
+ local r 1
160
+ matrix `negH' = J(`np',`np',0)
161
+
162
+ forvalues i = 1/`=2*$fmm_components-1' {
163
+ local c = `r'
164
+ forvalues j = `i'/`=2*$fmm_components-1' {
165
+ matrix `negH'[`r',`c'] = `nh`i'`j''
166
+ if (`j'>`i') {
167
+ matrix `negH'[`c',`r'] = `nh`i'`j'''
168
+ }
169
+ local c = `c' + colsof(`nh`i'`j'')
170
+ }
171
+ local r = `r' + rowsof(`nh`i'`i'')
172
+ }
173
+
174
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_poisson_p.ado ADDED
@@ -0,0 +1,91 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 2.0.0 27aug2008
4
+ * version 1.1.0 12jul2007
5
+ * version 1.0.0 06mar2007
6
+
7
+ program fmm_poisson_p
8
+ version 9.2
9
+
10
+ syntax anything(id="newvarname") [if] [in] [, MEan PRIor POSterior EQuation(string) ]
11
+
12
+ syntax newvarname [if] [in] [, * ]
13
+
14
+ if "`equation'" != "" & "`prior'" == "" & "`posterior'" == "" {
15
+ _predict `typlist' `varlist' `if' `in', equation(`equation')
16
+ qui replace `varlist' = exp(`varlist')
17
+ label variable `varlist' "predicted mean: `equation'"
18
+ exit
19
+ }
20
+
21
+ if "`equation'" == "" | "`prior'" == "prior" | "`posterior'" == "posterior" {
22
+
23
+ forvalues i=1/$fmm_components {
24
+ local L_xb `"`L_xb' xb`i'"'
25
+ local L_exb `"`L_exb' exb`i'"'
26
+ local L_pr `"`L_pr' pr`i'"'
27
+ }
28
+ forvalues i=1/`=$fmm_components-1' {
29
+ local L_lpr `"`L_lpr' lpr`i'"'
30
+ }
31
+
32
+ tempvar `L_xb' `L_exb' `L_lpr' `L_pr' den
33
+
34
+ forvalues i=1/$fmm_components {
35
+ qui _predict `typlist' `xb`i'' `if' `in', equation(component`i')
36
+ qui gen double `exb`i'' = exp(`xb`i'')
37
+ }
38
+
39
+ qui gen double `den' = 1
40
+ forvalues i=1/`=$fmm_components-1' {
41
+ qui _predict `typlist' `lpr`i'' `if' `in', equation(imlogitpi`i')
42
+ qui replace `den' = `den' + exp(`lpr`i'')
43
+ }
44
+
45
+ forvalues i=1/`=$fmm_components-1' {
46
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
47
+ }
48
+
49
+ qui gen double `pr$fmm_components' = 1
50
+ forvalues i=1/`=$fmm_components-1' {
51
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
52
+ }
53
+ }
54
+
55
+ if "`prior'" == "" & "`posterior'" == "" {
56
+ gen `typlist' `varlist' `if' `in' = 0
57
+ forvalues i=1/$fmm_components {
58
+ qui replace `varlist' = `varlist' + `pr`i'' * `exb`i''
59
+ }
60
+ label variable `varlist' "predicted mean"
61
+ exit
62
+ }
63
+
64
+ if "`prior'" == "prior" {
65
+ local i = substr("`equation'",-1,1)
66
+ gen `typlist' `varlist' = `pr`i'' `if' `in'
67
+ label variable `varlist' "prior probability: `equation'"
68
+ exit
69
+ }
70
+
71
+
72
+ if "`posterior'" == "posterior" {
73
+ tempvar prob probcomponent
74
+
75
+ local fmm_y = e(depvar)
76
+ qui gen double `prob' = 0
77
+ forvalues i=1/$fmm_components {
78
+ qui replace `prob' = `prob' + `pr`i'' * exp(`fmm_y'*`xb`i'' ///
79
+ - `exb`i'' - lngamma(`fmm_y'+1))
80
+ if "`equation'"=="component`i'" {
81
+ qui gen double `probcomponent' = `pr`i'' * exp(`fmm_y'*`xb`i'' ///
82
+ - `exb`i'' - lngamma(`fmm_y'+1))
83
+ }
84
+ }
85
+ gen `typlist' `varlist' = `probcomponent' / `prob'
86
+ label variable `varlist' "posterior probability: `equation'"
87
+ exit
88
+ }
89
+
90
+ end
91
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_postestimation.hlp ADDED
@@ -0,0 +1,149 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* documented: June 12, 2007}{...}
3
+ {* revised: February 12, 2012}{...}
4
+ {cmd:help fmm postestimation} {right:also see: {helpb fmm} }
5
+ {hline}
6
+
7
+ {title:Title}
8
+
9
+ {hi:fmm postestimation} {hline 2} Postestimation tools for {cmd:fmm}
10
+
11
+
12
+ {title:Description}
13
+
14
+ {pstd}
15
+ The following postestimation commands are available for {opt fmm}:
16
+
17
+ {synoptset 11}{...}
18
+ {p2coldent :command}description{p_end}
19
+ {synoptline}
20
+ INCLUDE help post_estat
21
+ INCLUDE help post_estimates
22
+ INCLUDE help post_lincom
23
+ INCLUDE help post_lrtest
24
+ INCLUDE help post_margins
25
+ INCLUDE help post_nlcom
26
+ {synopt :{helpb fmm postestimation##predict:predict}}predictions including component
27
+ probabilities{p_end}
28
+ INCLUDE help post_test
29
+ INCLUDE help post_testnl
30
+ {synoptline}
31
+ {p2colreset}{...}
32
+
33
+
34
+ {marker predict}{...}
35
+ {title:Syntax for predict}
36
+
37
+ {p 8 16 2}
38
+ {cmd:predict} {dtype} {newvar} {ifin} [{cmd:,} {it:statistic}
39
+ {opt eq:uation(component#)}]
40
+
41
+ {synoptset 11 tabbed}{...}
42
+ {synopthdr :statistic}
43
+ {synoptline}
44
+ {syntab :Main}
45
+ {synopt :{opt me:an}}predicted mean; the default{p_end}
46
+ {synopt :{opt pri:or}}prior component probability{p_end}
47
+ {synopt :{opt pos:terior}}posterior component probability{p_end}
48
+ {synoptline}
49
+ {p2colreset}{...}
50
+ {p 4 6 2}
51
+ Option {opt eq:uation(component#)} is required for {opt pri:or} and {opt pos:terior}.
52
+ It is also required for {opt me:an} if predicted within-component means are desired.
53
+ {p_end}
54
+
55
+ INCLUDE help esample
56
+
57
+
58
+ {title:Options for predict}
59
+
60
+ {phang}
61
+ {opt me:an}, the default, calculates the predicted mean.
62
+
63
+ {pmore}
64
+ To obtain within component means, specify the {opt eq:uation(component#)} option.
65
+
66
+ {phang}
67
+ {opt pri:or} calculates the prior component probabilities. With {opt prior},
68
+ {opt eq:uation(component#)} must also be specified.
69
+
70
+ {phang}
71
+ {opt pos:terior} calculates the posterior component probabilities. With
72
+ {opt posterior}, {opt eq:uation(component#)} must also be specified.
73
+
74
+
75
+ {title:Marginal effects}
76
+
77
+ {pstd}
78
+ Marginal effects can be calculated separately for the overall conditional mean
79
+ as well as for within-component means, prior and posterior probabilities. To calculate
80
+ marginal effects for within-component means, prior and posterior probabilities, run
81
+ {cmd:margins} separately for each component, as shown in the examples below. Note that {cmd:fmm} has not been updated to accommodate factor variables.
82
+
83
+
84
+ {title:Examples}
85
+
86
+ {pstd}Mixture of normals
87
+
88
+ {phang}{stata "webuse womenwk, clear" : . webuse womenwk, clear}
89
+
90
+ {phang}{stata "fmm wagefull educ age married, mix(normal) comp(2)" : . fmm wagefull educ age married, mix(normal) comp(2)}
91
+
92
+ {phang}{stata "predict wfhat" : . predict wfhat}
93
+
94
+ {phang}{stata "predict wfhat1, eq(component1)" : . predict wfhat1, eq(component1)}
95
+
96
+ {phang}{stata "predict wfhat2, eq(component2)" : . predict wfhat2, eq(component2)}
97
+
98
+ {phang}{stata "predict wfhatpri, prior eq(component1)" : . predict wfhatpri, prior eq(component1)}
99
+
100
+ {phang}{stata "predict wfhatpos, posterior eq(component1)" : . predict wfhatpos, posterior eq(component1)}
101
+
102
+ {phang}{stata "sum wagefull wfhat*" : . sum wagefull wfhat*}
103
+
104
+ {phang}{stata "drop wfhat*" : . drop wfhat*}
105
+
106
+
107
+ {pstd}Mixture of Negative Binomials (Type 2)
108
+
109
+ {phang}{stata "webuse medpar, clear" : . webuse medpar, clear}
110
+
111
+ {phang}{stata "gen los0 = los - 1" : . gen los0 = los - 1}
112
+
113
+ {phang}{stata "fmm los0 died hmo type2-type3, mix(negbin2) comp(2)" : . fmm exlos died hmo type2-type3, mix(negbin2) comp(2) comp(2)}
114
+
115
+ {phang}{stata "predict wfhat" : . predict wfhat}
116
+
117
+ {phang}{stata "predict l0hat1, eq(component1)" : . predict l0hat1, eq(component1)}
118
+
119
+ {phang}{stata "predict l0hat2, eq(component2)" : . predict l0hat2, eq(component2)}
120
+
121
+ {phang}{stata "predict l0hatpri, prior eq(component1)" : . predict l0hatpri, prior eq(component1)}
122
+
123
+ {phang}{stata "predict l0hatpos, posterior eq(component1)" : . predict l0hatpos, posterior eq(component1)}
124
+
125
+ {phang}{stata "sum los0 l0hat*" : . sum los0 l0hat*}
126
+
127
+ {phang}{stata "drop l0hat*" : . drop l0hat*}
128
+
129
+ {phang}{stata "margins, dydx(*) predict(eq(component1))" : . margins, dydx(*) predict(eq(component1))}
130
+
131
+ {phang}{stata "margins, dydx(*) predict(eq(component2))" : . margins, dydx(*) predict(eq(component2))}
132
+
133
+ {phang}{stata "margins, dydx(*)" : . margins, dydx(*)}
134
+
135
+
136
+ {title:Also see}
137
+
138
+ {psee}
139
+ {helpb fmm};
140
+ {helpb estimates},
141
+ {helpb lincom},
142
+ {helpb lrtest},
143
+ {helpb margins},
144
+ {helpb nlcom},
145
+ {helpb predictnl},
146
+ {helpb suest},
147
+ {helpb test},
148
+ {helpb testnl}
149
+ {p_end}
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_studentt_lf.ado ADDED
@@ -0,0 +1,255 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.1.0 12jul2007
4
+ * version 1.1.0 12jul2007
5
+
6
+ program fmm_studentt_lf
7
+ version 9.2
8
+
9
+ forvalues i = 1/$fmm_components {
10
+ local L_xb `"`L_xb' xb`i'"'
11
+ local L_fxb `"`L_fxb' fxb`i'"'
12
+ local L_pr `"`L_pr' pr`i'"'
13
+ local L_z `"`L_z' z`i'"'
14
+ local L_lsig `"`L_lsig' lnsigma`i'"'
15
+ local L_sig `"`L_sig' sigma`i'"'
16
+ local L_gb `"`L_gb' gb`i'"'
17
+ local L_gs `"`L_gs' gs`i'"'
18
+ local L_z2bydf `"`L_z2bydf' z2bydf`i'"'
19
+ local L_inv1plz2bydf `"`L_inv1plz2bydf' inv1plz2bydf`i'"'
20
+ }
21
+
22
+ forvalues i = 1/`=3*$fmm_components-1' {
23
+ local L_gL `"`L_gL' gL`i'"'
24
+ forvalues j = `i'/`=3*$fmm_components-1' {
25
+ local L_h `"`L_h' h`i'`j'"'
26
+ local L_nh `"`L_nh' nh`i'`j'"'
27
+ }
28
+ }
29
+
30
+ forvalues i = 1/`=$fmm_components-1' {
31
+ local L_lpr `"`L_lpr' lpr`i'"'
32
+ forvalues j = 1/`=$fmm_components-1' {
33
+ local L_ga `"`L_ga' ga`i'`j'"'
34
+ }
35
+ }
36
+
37
+ // model arguments and temporary variables
38
+ args todo b lnf g negH `L_gL'
39
+ tempname `L_xb' `L_fxb' `L_lsig' `L_sig' `L_lpr' `L_pr' `L_z' ///
40
+ den prob gi `L_gb' `L_ga' `L_gs' hij `L_h' `L_nh' ///
41
+ dfpl1 `L_z2bydf' `L_inv1plz2bydf'
42
+
43
+ // set up equations
44
+ forvalues i=1/$fmm_components {
45
+ mleval `xb`i'' = `b', eq(`i')
46
+ mleval `lnsigma`i'' = `b', eq(`=2*$fmm_components-1+`i'')
47
+ qui gen double `sigma`i'' = exp(`lnsigma`i'')
48
+ }
49
+
50
+ qui gen double `den' = 1
51
+ forvalues i=1/`=$fmm_components-1' {
52
+ mleval `lpr`i'' = `b', eq(`=$fmm_components+`i'')
53
+ qui replace `den' = `den' + exp(`lpr`i'')
54
+ }
55
+
56
+ forvalues i=1/`=$fmm_components-1' {
57
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
58
+ }
59
+
60
+ qui gen double `pr$fmm_components' = 1
61
+ forvalues i=1/`=$fmm_components-1' {
62
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
63
+ }
64
+
65
+
66
+ // calculate the likelihood function
67
+ qui gen double `prob' = 0
68
+ forvalues i=1/$fmm_components {
69
+ qui gen double `z`i'' = ($ML_y-`xb`i'')/`sigma`i''
70
+ qui gen double `z2bydf`i'' = (`z`i''^2)/$fmm_tdf
71
+ qui gen double `inv1plz2bydf`i'' = 1/(1 + `z2bydf`i'')
72
+ qui gen double `fxb`i'' = tden($fmm_tdf,`z`i'')/`sigma`i''
73
+ qui replace `prob' = `prob' + `pr`i''*`fxb`i''
74
+ }
75
+
76
+ mlsum `lnf' = ln(`prob')
77
+
78
+
79
+ // CALCULATE GRADIENT TERMS
80
+ qui gen double `dfpl1' = $fmm_tdf + 1
81
+ // gradient bi
82
+ forvalues i = 1/$fmm_components {
83
+ qui gen double `gb`i'' = `dfpl1' * `inv1plz2bydf`i'' ///
84
+ * `z`i'' / ($fmm_tdf*`sigma`i'') // density specific
85
+ qui replace `gL`i'' = (`pr`i'' * `fxb`i'' * `gb`i'')/`prob'
86
+ }
87
+
88
+ // gradient prj
89
+ forvalues j = 1/`=$fmm_components-1' {
90
+ local m = `=$fmm_components+`j''
91
+ qui replace `gL`m'' = 0
92
+ forvalues k = 1/`=$fmm_components-1' {
93
+ qui gen double `ga`k'`j'' = ((`j'==`k') - `pr`j'')
94
+ qui replace `gL`m'' = `gL`m'' + `pr`k''*`ga`k'`j'' ///
95
+ *(`fxb`k'' - `fxb$fmm_components')/`prob'
96
+ }
97
+ }
98
+
99
+ // gradient sigmai
100
+ forvalues i=1/$fmm_components {
101
+ local k = `=2*$fmm_components-1+`i''
102
+ qui gen double `gs`i'' = `dfpl1' * `inv1plz2bydf`i'' ///
103
+ * `z2bydf`i'' - 1 // density specific
104
+ qui replace `gL`k'' = (`pr`i'' * `fxb`i'' * `gs`i'')/`prob'
105
+ }
106
+
107
+ // collect gradient terms into vector
108
+ local np = colsof(`b')
109
+ local c 1
110
+ matrix `g' = J(1,`np',0)
111
+
112
+ forvalues i = 1/`=3*$fmm_components-1' {
113
+ mlvecsum `lnf' `gi' = `gL`i'', eq(`i')
114
+ matrix `g'[1,`c'] = `gi'
115
+ local c = `c' + colsof(`gi')
116
+ }
117
+
118
+
119
+ // CALCULATE HESSIAN TERMS
120
+ // hessian - b terms
121
+ local c 1
122
+ qui gen double `hij' = .
123
+ forvalues i = 1/$fmm_components {
124
+ // hessian (bi,bi)
125
+ qui replace `hij' = `dfpl1' * `inv1plz2bydf`i'' / ($fmm_tdf*(`sigma`i''^2)) ///
126
+ * (`inv1plz2bydf`i'' * 2 * `z2bydf`i'' - 1) // density specific
127
+ qui gen double `h`i'`i'' = `pr`i''/`prob'*`fxb`i'' ///
128
+ *(-`gL`i''*`gb`i'' + `gb`i''^2 + `hij')
129
+ mlmatsum `lnf' `nh`i'`i'' = -`h`i'`i'', eq(`i',`i')
130
+ // hessian (bi,bj)
131
+ if (`i'<$fmm_components) {
132
+ forvalues j = `=`i'+1'/$fmm_components {
133
+ qui gen double `h`i'`j'' = `pr`i''/`prob'*(-`gL`j''*`fxb`i''*`gb`i'')
134
+ mlmatsum `lnf' `nh`i'`j'' = -`h`i'`j'', eq(`i',`j')
135
+ }
136
+ }
137
+
138
+ // hessian (bi,prj)
139
+ if (`i'<$fmm_components) {
140
+ forvalues j = 1/`=$fmm_components-1' {
141
+ local m = `=$fmm_components+`j''
142
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i'' ///
143
+ + 1/`prob'*`fxb`i''*`gb`i''*`pr`i''*`ga`i'`j''
144
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
145
+ }
146
+ }
147
+ else {
148
+ forvalues j = 1/`=$fmm_components-1' {
149
+ local m = `=$fmm_components+`j''
150
+ qui gen double `h`i'`m'' = -`gL`m''*`gL`i''
151
+ forvalues k = 1/`=$fmm_components-1' {
152
+ qui replace `h`i'`m'' = `h`i'`m'' ///
153
+ - 1/`prob'*`fxb`i''*`gb`i''*`pr`k''*`ga`k'`j''
154
+ }
155
+ mlmatsum `lnf' `nh`i'`m'' = -`h`i'`m'', eq(`i',`m')
156
+ }
157
+ }
158
+
159
+
160
+ // hessian (bi,sigma)
161
+ forvalues j = 1/$fmm_components {
162
+ local k = `=2*$fmm_components-1+`j''
163
+ // hessian (bi,sigmai)
164
+ if (`i'==`j') {
165
+ qui replace `hij' = -2 * `dfpl1' * `inv1plz2bydf`i'' * `z`i'' ///
166
+ / ($fmm_tdf*`sigma`i'') ///
167
+ * (1 - `inv1plz2bydf`i'' * `z2bydf`i'') // density specific
168
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*`fxb`i'' ///
169
+ *(-`gL`k''*`gb`i'' + `gs`j''*`gb`i'' + `hij')
170
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
171
+ }
172
+ else {
173
+ // hessian (bi,sigmaj)
174
+ qui gen double `h`i'`k'' = `pr`i''/`prob'*(-`gL`k''*`fxb`i''*`gb`i'')
175
+ mlmatsum `lnf' `nh`i'`k'' = -`h`i'`k'', eq(`i',`k')
176
+ }
177
+ }
178
+ }
179
+
180
+ // hessian - pr terms
181
+ // hessian (prj,pri)
182
+ forvalues i = 1/`=$fmm_components-1' {
183
+ forvalues j = `i'/`=$fmm_components-1' {
184
+ local m = `=$fmm_components+`i''
185
+ local n = `=$fmm_components+`j''
186
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
187
+ qui replace `hij' = -`pr`i''*((`i'==`j') - `pr`j'')
188
+ forvalues k = 1/`=$fmm_components-1' {
189
+ qui replace `h`m'`n'' = `h`m'`n'' ///
190
+ + 1/`prob'*`pr`k''*(`fxb`k'' - `fxb$fmm_components') ///
191
+ *(`ga`k'`i''*`ga`k'`j'' + `hij')
192
+ }
193
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
194
+ }
195
+ }
196
+
197
+
198
+ // hessian - sigma terms
199
+ forvalues i = 1/$fmm_components {
200
+ // hessian w.r.t. sigmai
201
+ local m = `=2*$fmm_components-1+`i''
202
+ qui replace `hij' = 2 * `dfpl1' * `inv1plz2bydf`i'' * `z2bydf`i'' ///
203
+ * (`inv1plz2bydf`i'' * `z2bydf`i'' - 1) // density specific
204
+ qui gen double `h`m'`m'' = `pr`i''/`prob'*`fxb`i'' ///
205
+ *(-`gL`m''*`gs`i'' + `gs`i''^2 + `hij')
206
+ mlmatsum `lnf' `nh`m'`m'' = -`h`m'`m'', eq(`m',`m')
207
+ // hessian w.r.t. sigmaj (cross partials)
208
+ forvalues j = `=`i'+1'/$fmm_components {
209
+ local n = `=2*$fmm_components-1+`j''
210
+ qui gen double `h`m'`n'' = `pr`i''/`prob'*(-`gL`n''*`fxb`i''*`gs`i'')
211
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
212
+ }
213
+
214
+ // hessian (sigmai,prj)
215
+ if (`i'<$fmm_components) {
216
+ forvalues j = 1/`=$fmm_components-1' {
217
+ local n = `=2*$fmm_components-1+`i''
218
+ local m = `=$fmm_components+`j''
219
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n'' ///
220
+ + 1/`prob'*`fxb`i''*`gs`i''*`pr`i''*`ga`i'`j''
221
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
222
+ }
223
+ }
224
+ else {
225
+ forvalues j = 1/`=$fmm_components-1' {
226
+ local n = `=2*$fmm_components-1+`i''
227
+ local m = `=$fmm_components+`j''
228
+ qui gen double `h`m'`n'' = -`gL`m''*`gL`n''
229
+ forvalues k = 1/`=$fmm_components-1' {
230
+ qui replace `h`m'`n'' = `h`m'`n'' ///
231
+ - 1/`prob'*`fxb`i''*`gs`i''*`pr`k''*`ga`k'`j''
232
+ }
233
+ mlmatsum `lnf' `nh`m'`n'' = -`h`m'`n'', eq(`m',`n')
234
+ }
235
+ }
236
+ }
237
+
238
+ // collect hessian terms into matrix
239
+ local np = colsof(`b')
240
+ local r 1
241
+ matrix `negH' = J(`np',`np',0)
242
+
243
+ forvalues i = 1/`=3*$fmm_components-1' {
244
+ local c = `r'
245
+ forvalues j = `i'/`=3*$fmm_components-1' {
246
+ matrix `negH'[`r',`c'] = `nh`i'`j''
247
+ if (`j'>`i') {
248
+ matrix `negH'[`c',`r'] = `nh`i'`j'''
249
+ }
250
+ local c = `c' + colsof(`nh`i'`j'')
251
+ }
252
+ local r = `r' + rowsof(`nh`i'`i'')
253
+ }
254
+
255
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/f/fmm_studentt_p.ado ADDED
@@ -0,0 +1,91 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.1.0 12jul2007
4
+ * version 1.0.0 12jul2007
5
+
6
+ program fmm_studentt_p
7
+ version 9.2
8
+
9
+ syntax anything(id="newvarname") [if] [in] [, MEan PRior POsterior EQuation(string) ]
10
+
11
+ syntax newvarname [if] [in] [, * ]
12
+
13
+ if "`equation'" != "" & "`prior'" == "" & "`posterior'" == "" {
14
+ _predict `typlist' `varlist' `if' `in', equation(`equation')
15
+ label variable `varlist' "predicted mean: `equation'"
16
+ exit
17
+ }
18
+
19
+ if "`equation'" == "" | "`prior'" == "prior" | "`posterior'" == "posterior" {
20
+
21
+ forvalues i=1/$fmm_components {
22
+ local L_xb `"`L_xb' xb`i'"'
23
+ local L_pr `"`L_pr' pr`i'"'
24
+ local L_lod `"`L_lod' lnsigma`i'"'
25
+ local L_od `"`L_od' sigma`i'"'
26
+ }
27
+ forvalues i=1/`=$fmm_components-1' {
28
+ local L_lpr `"`L_lpr' lpr`i'"'
29
+ }
30
+
31
+ tempvar `L_xb' `L_lpr' `L_pr' `L_lod' `L_od' den
32
+
33
+ forvalues i=1/$fmm_components {
34
+ qui _predict `typlist' `xb`i'' `if' `in', equation(component`i')
35
+ qui _predict `typlist' `lnsigma`i'' `if' `in', equation(lnsigma`i')
36
+ qui gen double `sigma`i'' = exp(`lnsigma`i'')
37
+ }
38
+
39
+ qui gen double `den' = 1
40
+ forvalues i=1/`=$fmm_components-1' {
41
+ qui _predict `typlist' `lpr`i'' `if' `in', equation(imlogitpi`i')
42
+ qui replace `den' = `den' + exp(`lpr`i'')
43
+ }
44
+
45
+ forvalues i=1/`=$fmm_components-1' {
46
+ qui gen double `pr`i'' = exp(`lpr`i'')/`den'
47
+ }
48
+
49
+ qui gen double `pr$fmm_components' = 1
50
+ forvalues i=1/`=$fmm_components-1' {
51
+ qui replace `pr$fmm_components' = `pr$fmm_components' - `pr`i''
52
+ }
53
+ }
54
+
55
+ if "`prior'" == "" & "`posterior'" == "" {
56
+ gen `typlist' `varlist' `if' `in' = 0
57
+ forvalues i=1/$fmm_components {
58
+ qui replace `varlist' = `varlist' + `pr`i'' * `xb`i''
59
+ }
60
+ label variable `varlist' "predicted mean"
61
+ exit
62
+ }
63
+
64
+ if "`prior'" == "prior" {
65
+ local i = substr("`equation'",-1,1)
66
+ gen `typlist' `varlist' = `pr`i'' `if' `in'
67
+ label variable `varlist' "prior probability: `equation'"
68
+ exit
69
+ }
70
+
71
+
72
+ if "`posterior'" == "posterior" {
73
+ tempvar prob probcomponent
74
+
75
+ local fmm_y = e(depvar)
76
+ qui gen double `prob' = 0
77
+ forvalues i=1/$fmm_components {
78
+ qui replace `prob' = `prob' + `pr`i'' ///
79
+ * tden($fmm_tdf,(`fmm_y'-`xb`i'')/`sigma`i'')/`sigma`i''
80
+ if "`equation'"=="component`i'" {
81
+ qui gen double `probcomponent' = `pr`i'' ///
82
+ * tden($fmm_tdf,(`fmm_y'-`xb`i'')/`sigma`i'')/`sigma`i''
83
+ }
84
+ }
85
+ gen `typlist' `varlist' = `probcomponent' / `prob'
86
+ label variable `varlist' "posterior probability: `equation'"
87
+ exit
88
+ }
89
+
90
+ end
91
+
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/g/gammareg_lf.ado ADDED
@@ -0,0 +1,41 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! version 2.1.0 12feb2012
2
+ *! author: Partha Deb
3
+ * version 1.1.0 12jul2007
4
+ * version 1.0.0 21dec2006
5
+
6
+ program gammareg_lf
7
+ version 9.2
8
+
9
+ args todo b lnf g negH g1 g2
10
+
11
+ tempname xb exb lnalpha alpha G1 G2 h11 h21 h22 H11 H21 H22
12
+
13
+ mleval `xb' = `b', eq(1)
14
+ mleval `lnalpha' = `b', eq(2)
15
+
16
+ quietly {
17
+ gen double `exb' = exp(`xb')
18
+ gen double `alpha' = exp(`lnalpha')
19
+
20
+ mlsum `lnf' = ln(gammaden(`alpha',`exb',0,$ML_y))
21
+
22
+ replace `g1' = -`alpha' + $ML_y/`exb'
23
+ replace `g2' = (-digamma(`alpha') - `xb' + log($ML_y))*`alpha'
24
+
25
+ mlvecsum `lnf' `G1' = `g1', eq(1)
26
+ mlvecsum `lnf' `G2' = `g2', eq(2)
27
+ matrix `g' = (`G1', `G2')
28
+
29
+ gen double `h11' = - $ML_y/`exb'
30
+ gen double `h21' = -`alpha'
31
+ gen double `h22' = (-digamma(`alpha') - `xb' + log($ML_y) ///
32
+ - trigamma(`alpha')*`alpha')*`alpha'
33
+
34
+ mlmatsum `lnf' `H11' = -`h11', eq(1,1)
35
+ mlmatsum `lnf' `H21' = -`h21', eq(2,1)
36
+ mlmatsum `lnf' `H22' = -`h22', eq(2,2)
37
+ matrix `negH' = (`H11',`H21'' \ ///
38
+ `H21',`H22')
39
+ }
40
+
41
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/g/glcurve.ado ADDED
@@ -0,0 +1,203 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ *! 3.2.0 Philippe Van Kerm - Stephen P. Jenkins 07 February 2007
2
+ * - Concentration curves with ties in ranking variable do not depend on initial sort order anymore: 'maximal concentration' now imposed
3
+ * 3.1.0 Philippe Van Kerm - Stephen P. Jenkins 24 August 2006
4
+ * - fix for TIP curves with varying (observation-specific) poverty lines (cumulation was not incorrect)
5
+ * - minor fix for -replace- options with non existing pvar and glvar
6
+ * - revision of labels (more meaningful labels, identification of TIP curves, etc.)
7
+ * 3.0.2 Philippe Van Kerm - Stephen P. Jenkins 15 May 2006
8
+ * -one fix: sort stability issue with ties in weights and sort variable
9
+ * -minor change to help file (label specification)
10
+ * 3.0.0 Philippe Van Kerm - Stephen P. Jenkins 26 October 2004 (SJ 4-4: gr0001_1)
11
+ * touched by NJC 24 October 2004
12
+ * 2.0 Philippe Van Kerm - Stephen P. Jenkins, 19 Feb 2001 (TSJ-1: gr0001)
13
+ * 1.2 Stephen P. Jenkins - Philippe Van Kerm, Apr 1999 STB-49 sg107.1
14
+ * Syntax: glcurve y [fw aw] [if in], [GLvar(x1) Pvar(x2) SOrtvar(svar)
15
+ * Lorenz RTIP(string) ATIP(string)
16
+ * BY(gvar) SPlit GRaph REPLACE plot(plot) graph_options]
17
+
18
+ program glcurve, sort
19
+ version 8.0
20
+ syntax varname [if] [in] [fweight aweight] ///
21
+ [, GLvar(string) Pvar(string) SOrtvar(varname) ///
22
+ Lorenz RTIP(string) ATIP(string) ///
23
+ BY(varname numeric) SPlit NOGRaph REPLACE PLOT(string asis) * ]
24
+
25
+ tempvar inc cumwy cumw maxw badinc wi gl p
26
+ tempname byname
27
+
28
+ local graph = cond("`nograph'" != "", "", "graph")
29
+
30
+ if "`by'" != "" {
31
+ if "`graph'" != "" & "`split'" == "" {
32
+ di as err "{p}split must be used to combine by()" ///
33
+ " with a graph; nograph option assumed{p_end}"
34
+ local graph
35
+ }
36
+ }
37
+ else {
38
+ if "`split'" != "" {
39
+ di as err "{p}split must be combined with by(); " ///
40
+ " split ignored{p_end}"
41
+ local split
42
+ }
43
+ }
44
+
45
+ /* this code modified in v3.0.3 to avoid problems with non-existing variables */
46
+ if "`replace'" != "" {
47
+ cap confirm new variable `pvar'
48
+ if (_rc!=0) {
49
+ drop `pvar'
50
+ }
51
+ if "`split'" != "" & "`by'" != "" {
52
+ local prefix "`glvar'"
53
+ cap drop `prefix'_*
54
+ }
55
+ else {
56
+ cap confirm new variable `glvar'
57
+ if (_rc!=0) {
58
+ drop `glvar'
59
+ }
60
+ }
61
+ }
62
+
63
+ if "`weight'" == "" qui gen byte `wi' = 1
64
+ else qui gen `wi' `exp'
65
+
66
+ marksample touse
67
+ markout `touse' `sortvar' `by'
68
+
69
+ if "`split'" == "" {
70
+ if "`glvar'" != "" {
71
+ confirm new variable `glvar'
72
+ di as txt "new variable `glvar' created"
73
+ }
74
+ else tempvar glvar
75
+ }
76
+ else qui {
77
+ if "`glvar'" == "" {
78
+ tab `by' `by' if `touse', matrow(`byname')
79
+ local nv = rowsof(`byname')
80
+ forval i = 1/`nv' {
81
+ tempvar newvar`i'
82
+ }
83
+ }
84
+ else {
85
+ tab `by' `by' if `touse', matrow(`byname')
86
+ local prefix "`glvar'"
87
+ local nv = rowsof(`byname')
88
+ forval i = 1/`nv' {
89
+ local suffix = `byname'[`i',1]
90
+ local newvar`i' "`prefix'_`suffix'"
91
+ confirm new variable `newvar`i''
92
+ noi di as txt "new variable `newvar`i'' created"
93
+ }
94
+ }
95
+ }
96
+
97
+ if "`pvar'" != "" {
98
+ confirm new variable `pvar'
99
+ di as txt "new variable `pvar' created"
100
+ }
101
+ else tempvar pvar
102
+
103
+ qui gen `inc' = `varlist' if `touse'
104
+
105
+ qui if "`atip'" != "" {
106
+ if "`rtip'" != "" {
107
+ di as err "cannot use options atip() and rtip() together"
108
+ exit 198
109
+ }
110
+ if "`lorenz'" != ""{
111
+ di as err "cannot use option atip() with lorenz"
112
+ exit 198
113
+ }
114
+ replace `inc' = max(0,`atip' - `varlist') if `touse'
115
+ /* if "`sortvar'" == "" local sortvar "`varlist'" : incorrect if obs.-specific atip */
116
+ tempvar incratio
117
+ gen double `incratio' = (`varlist'/`atip')
118
+ if "`sortvar'" == "" local sortvar "`incratio'"
119
+ }
120
+
121
+ qui if "`rtip'" != "" {
122
+ if "`lorenz'" != ""{
123
+ di as err "cannot use option rtip() with lorenz"
124
+ exit 198
125
+ }
126
+ replace `inc' = max(0,(`rtip' - `varlist')/`rtip') if `touse'
127
+ /* if "`sortvar'" == "" local sortvar "`varlist'" : incorrect if obs.-specific rtip */
128
+ tempvar incratio
129
+ gen double `incratio' = (`varlist'/`rtip')
130
+ if "`sortvar'" == "" local sortvar "`incratio'"
131
+ }
132
+
133
+ quietly {
134
+ count if `inc' < 0 & `touse'
135
+ if r(N) > 0 {
136
+ noi di as txt _n "warning: `inc' has `r(N)' values < 0;" ///
137
+ "used in calculations"
138
+ }
139
+
140
+ if "`by'" == "" {
141
+ tempvar placebo
142
+ gen byte `placebo' = 1
143
+ local by "`placebo'"
144
+ }
145
+
146
+ if "`sortvar'" == "" local sortvar `inc'
147
+ sort `by' `sortvar' `inc' , stable /* `inc' included in v3.2.0 to stabilize concentration curves */
148
+ by `by' : gen double `cumwy' = sum(`wi' * `inc') if `touse'
149
+ by `by' : gen double `cumw' = sum(`wi') if `touse'
150
+ * by `by': gen double `cumw' = sum(`wi') if `touse'
151
+ egen `maxw' = max(`cumw'), by(`by')
152
+ gen double `pvar' = `cumw'/`maxw' if `touse'
153
+ label variable `pvar' "Cumulative population proportion"
154
+
155
+ /* get the appropriate curve label */
156
+ if "`lorenz'" != "" loc curvelabel "Lorenz"
157
+ else if "`atip'" != "" loc curvelabel "Absolute TIP"
158
+ else if "`rtip'" != "" loc curvelabel "Relative TIP"
159
+ else loc curvelabel "Gen. Lorenz"
160
+
161
+ if "`split'" == "" {
162
+ gen `glvar' = `cumwy'/`maxw' if `touse'
163
+ label var `glvar' "`curvelabel' (`varlist')"
164
+ if "`lorenz'" != ""{
165
+ su `inc' [`weight' `exp'] if `touse', meanonly
166
+ replace `glvar' = `glvar' / r(mean)
167
+ }
168
+ if "`graph'" != "" {
169
+ twoway scatter `glvar' `pvar' if `touse', ///
170
+ ms(i i) c(l l) `options' || `plot'
171
+ }
172
+ }
173
+ else {
174
+ local lname : value label `by'
175
+ forval i = 1/`nv' {
176
+ local bylevel = `byname'[`i',1]
177
+ bysort `by' (`sortvar'): ge `newvar`i'' = `cumwy'/`maxw' ///
178
+ if `touse' & `by' == `byname'[`i',1]
179
+ if ("`lname'" != "") {
180
+ label var `newvar`i'' "`curvelabel' (`varlist') [`by'==`: label `lname' `= `byname'[`i',1]'']"
181
+ }
182
+ else label var `newvar`i'' "`curvelabel' (`varlist') [`by'==`= `byname'[`i',1]']"
183
+ if "`lorenz'" != "" {
184
+ su `inc' [`weight' `exp'] if `touse' & `by' == `byname'[`i',1], meanonly
185
+ replace `newvar`i'' = `newvar`i'' / r(mean)
186
+ }
187
+ local listvar "`listvar' `newvar`i''"
188
+ /*local legtext `"`legtext' `i' "`varlist'[`= `byname'[`i',1]']" "' */
189
+ if ("`lname'" != "") {
190
+ local legtext `"`legtext' `i' "`: label `lname' `= `byname'[`i',1]''" "'
191
+ }
192
+ else local legtext `"`legtext' `i' "`by'==`= `byname'[`i',1]'" "'
193
+ }
194
+ if "`graph'" != "" {
195
+ if `nv' > 1 {
196
+ local yti `"yti("`curvelabel' `varlist' (by `by')")"'
197
+ }
198
+ twoway scatter `listvar' `pvar' if `touse', ///
199
+ ms(i ..) c(l ..) `yti' legend(order(`legtext')) `options' || `plot'
200
+ }
201
+ }
202
+ }
203
+ end
40/replication_package/EmpiricalAnalysis/library/stata/ado_ext/plus/g/glcurve.hlp ADDED
@@ -0,0 +1,242 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {smcl}
2
+ {* *! 3.2.0 07feb2007}{...}
3
+ {hline}
4
+ help for {hi:glcurve}{right:(SJ7-2: gr0001_3; SJ6-4: gr0001_2; SJ4-4: gr0001_1;}
5
+ {right:SJ1-1: gr0001; STB-49: sg107_1; STB-48: sg107)}
6
+ {hline}
7
+
8
+ {title:Deriving generalized Lorenz curve ordinates with unit record data}
9
+
10
+ {p 8 17 2}{cmd:glcurve}
11
+ {it:varname}
12
+ {weight}
13
+ {ifin}
14
+ [{cmd:,}
15
+ {cmdab:p:var}{cmd:(}{it:newvarname}{cmd:)}
16
+ {cmdab:gl:var}{cmd:(}{it:newvarname}{cmd:)}
17
+ {cmdab:so:rtvar}{cmd:(}{it:varname}{cmd:)}
18
+ {cmd:by}{cmd:(}{it:varname}{cmd:)}
19
+ {cmdab:sp:lit}
20
+ {cmdab:nogr:aph}
21
+ {cmd:replace}
22
+ {cmdab:l:orenz}
23
+ {cmd:atip}{cmd:(}{it:string}{cmd:)}
24
+ {cmd:rtip}{cmd:(}{it:string}{cmd:)}
25
+ {cmd:plot}{cmd:(}{it:plot}{cmd:)}
26
+ {it:graph_options}]
27
+
28
+ {p 4 4 2}{cmd:aweight}s and {cmd:fweight}s are allowed; see {help weight}.
29
+
30
+
31
+ {title:Description}
32
+
33
+ {p 4 4 2}Given a variable {it:varname}, call it x with c.d.f. F(x),
34
+ {cmd:glcurve} draws its generalized Lorenz curve and/or generates two new
35
+ variables containing the generalized Lorenz ordinates for x; i.e., GL(p) at
36
+ each p = F(x). For a population ordered in ascending order of x, a graph of
37
+ GL(p) against p plots the cumulative total of x divided by population size
38
+ against cumulative population share GL(1) = mean(x). {cmd:glcurve} can also be
39
+ used to derive many other related concepts such as Lorenz curves, concentration
40
+ curves, and "three is of poverty" (TIP) curves, with appropriate definition of
41
+ {it:varname}, order of cumulation (set with the {cmd:sortvar} option), and
42
+ normalization (e.g., by means of {it:varname}). {cmd:glcurve}
43
+ with the {cmd:lorenz}, {cmd:atip}, or {cmd:rtip} option can also be used
44
+ directly to draw the related Lorenz, concentration, and TIP curves.
45
+
46
+ {p 4 4 2}Comparisons of pairs of distributions (and dominance checks) can be
47
+ undertaken by using the {cmd:by()} (with or without the {cmd:split}) option.
48
+ It can also be made manually by "stacking" the data (see {helpb stack}).
49
+
50
+ {p 4 4 2}The graphs drawn by {cmd:glcurve} are relatively basic. For graphs
51
+ with full user control over formatting and labeling, users should
52
+ use {cmd:glcurve} to generate the ordinates of the graph required using the
53
+ {cmd:pvar(}{it:newvarname}{cmd:)} and {cmd:glvar(}{it:newvarname}{cmd:)}
54
+ options and then should draw the graph by using {helpb graph twoway}.
55
+
56
+
57
+ {title:Options}
58
+
59
+ {p 4 8 2}{cmd:pvar(}{it:pvarname}{cmd:)} generates the variable {it:pvarname}
60
+ containing the x coordinates of the created curve.
61
+
62
+ {p 4 8 2}{cmd:glvar(}{it:glvarname}{cmd:)} generates the variable
63
+ {it:glvarname} containing the y coordinates of the created curve.
64
+
65
+ {p 4 8 2}{cmd:sortvar(}{it:sname}{cmd:)} specifies the sort variable. By
66
+ default, the data are sorted (and cumulated) in ascending order of
67
+ {it:varname}. If the {cmd:sortvar} option is specified, sorting and cumulation
68
+ is in ascending order of variable {it:sname}. Within tied values of {it:sname},
69
+ data are sorted in ascending order of {it:varname}.
70
+
71
+ {p 4 8 2}{cmd:by(}{it:groupvar}{cmd:)} specifies that the coordinates are to be
72
+ computed separately for each subgroup defined by {it:groupvar}. {it:groupvar}
73
+ must be an integer variable.
74
+
75
+ {p 4 8 2}{cmd:split} specifies that a series of new variables be created,
76
+ containing the coordinates for each subgroup specified by
77
+ {cmd:by(}{it:groupvar}{cmd:)}. {cmd:split} cannot be used without {cmd:by()}.
78
+ If {cmd:split} is specified, then the string {it:glname} in
79
+ {cmd:glvar(}{it:glname}{cmd:)} is used as a prefix to create new variables
80
+ {it:glname_X1}, {it:glname_X2}, ... (where X1, X2, ... are the values taken by
81
+ {it:groupvar}).
82
+
83
+ {p 4 8 2}{cmd:nograph} avoids the automatic display of a crude graph made from
84
+ the created variables. {cmd:nograph} is assumed if {cmd:by()} is specified
85
+ without {cmd:split}.
86
+
87
+ {p 4 8 2}{cmd:replace} allows the variables specified in
88
+ {cmd:glvar(}{it:glvarname}{cmd:)} and {cmd:pvar(}{it:pvarname}{cmd:)} to be
89
+ overwritten if they already exist. Otherwise {it:glvarname} and
90
+ {it:pvarname} must be new variable names.
91
+
92
+ {p 4 8 2}{cmd:lorenz} requires that the ordinates of the Lorenz curve be
93
+ computed instead of generalized Lorenz ordinates. The Lorenz ordinates of
94
+ variable x, L(p), are GL(p)/mean(x).
95
+
96
+ {p 4 8 2}{cmd:rtip(}{it:povline}{cmd:)} and {cmd:atip(}{it:povline}{cmd:)}
97
+ require that the ordinates of TIP curves be computed instead of generalized
98
+ Lorenz ordinates. {it:povline} specifies the value of the poverty line: it can
99
+ be either a numeric value taken as the poverty line for all observations or a
100
+ variable name containing the value of the poverty line for each observation.
101
+ {cmd:atip()} draws absolute TIP curves (by cumulating max(z-x,0)) and
102
+ {cmd:rtip()} draws relative TIP curves (by cumulating max(1-(x/z),0)).
103
+
104
+ {p 4 8 2}{cmd:plot(}{it:plot}{cmd:)} provides a way to add other plots to the
105
+ generated graph; see {it:{help addplot_option}}.
106
+
107
+ {p 4 8 2}{it:graph_options} are standard {helpb twoway scatter} options.
108
+ Modifications to the legend labels should be made with the
109
+ {cmd:legend(order(}...{cmd:)} options instead of
110
+ {cmd:legend(label(}...{cmd:)} (see {it:{help legend_option}}).
111
+
112
+
113
+ {title:Examples}
114
+
115
+ {p 4 4 2}Many {cmd:glcurve} examples are provided in the downloadable
116
+ materials provided by
117
+ {browse "http://econpapers.repec.org/paper/bocasug06/16.htm":Jenkins (2006)}.
118
+
119
+ {p 4 8 2}{cmd:. * Generalized Lorenz curve ordinates; plot using -graph twoway- }
120
+
121
+ {p 4 8 2}{cmd:. glcurve x, gl(gl1) p(p1) nograph}{p_end}
122
+
123
+ {p 4 8 2}{cmd:. twoway line gl1 p1}
124
+
125
+ {p 4 8 2}{cmd:. * Lorenz curve ordinates; plot using -glcurve- }
126
+
127
+ {p 4 8 2}{cmd:. glcurve x, lorenz plot(function equality = x)}
128
+
129
+ {p 4 8 2}{cmd:. * Lorenz curve ordinates; plot using -glcurve-; options }
130
+
131
+ {p 4 8 2}{cmd:. glcurve x [fw=wgt] if x > 0, gl(gl2) p(p2) lorenz}
132
+
133
+ {p 4 8 2}{cmd:. * Generalized Lorenz curve ordinates and graphs, by state }
134
+
135
+ {p 4 8 2}{cmd:. glcurve x, gl(gl2) p(p2) replace sort(y) by(state) split}
136
+
137
+ {p 4 8 2}{cmd:. * TIP curve ordinates with graph }
138
+
139
+ {p 4 8 2}{cmd:. glcurve x, gl(gl3) p(p3) atip(10000)}
140
+
141
+ {p 4 8 2}{cmd:. glcurve x, gl(gl3) p(p3) atip(plinevar)}
142
+
143
+ {p 4 8 2}{cmd:. * Lorenz curve ordinates; plot using -graph twoway- }
144
+
145
+ {p 4 8 2}{cmd:. glcurve x, gl(gl) p(p) lorenz nograph}{p_end}
146
+
147
+ {p 4 8 2}{cmd:. twoway line gl p , sort || line p p ,{space 1}/// }{p_end}
148
+ {p}{space 8}{cmd:xlabel(0(.1)1) ylabel(0(.1)1){space 6}///}{p_end}
149
+ {p}{space 8}{cmd:xline(0(.2)1) yline(0(.2)1){space 8}/// }{p_end}
150
+ {p}{space 8}{cmd:title("Lorenz curve") subtitle("Example with custom formatting"){space 4}/// }{p_end}
151
+ {p}{space 8}{cmd:legend(label(1 "Lorenz curve") label(2 "Line of perfect equality")) /// }{p_end}
152
+ {p}{space 8}{cmd:plotregion(margin(zero)) aspectratio(1) scheme(economist)}{p_end}
153
+
154
+
155
+ {title:Notes}
156
+
157
+ {p 4 4 2}{cmd:glcurve} is designed to be used with individual-level,
158
+ unit-record data. Although {cmd:glcurve} can also be applied mechanically to
159
+ grouped (banded) income data by using {cmd:fweight}s, the
160
+ resulting curve is a potentially poor estimate, because within-income-band
161
+ inequality is not taken into account. On the estimation of Lorenz curves and
162
+ inequality indices with grouped data, see, e.g., Gastwirth and Glaubermann
163
+ (1976) or Cowell and Mehta (1982).
164
+
165
+ {p 4 4 2}One must also be careful in using the ordinates returned from the
166
+ option {it:pvar} for subsequent computation of the Gini or concentration
167
+ coefficient by using the "convenient covariance" formulas described by, e.g.,
168
+ Lerman and Yitzhaki (1984, 1989) or Jenkins (1988). The ordinates returned in
169
+ {it:pvar} are the curve ordinates (and are equal to estimates obtained from
170
+ {cmd:cumul}), and these are not necessarily the fractional ranks required in
171
+ the covariance formula. The difference is generally negligible with continuous
172
+ unit-record data but is larger if there are many ties in the ranking variable
173
+ (as for the concentration coefficient based on an ordinal
174
+ categorical variable or when dealing with grouped data).
175
+
176
+
177
+ {title:Acknowledgments}
178
+
179
+ {p 4 4 2}Nicholas J. Cox helped with updating the code for our program from
180
+ Stata 7 ({helpb glcurve7}) to Stata 8. David Demery and Owen O'Donnell made
181
+ useful bug reports. Comments by Zhuo (Adam) Chen led to introduction of
182
+ "sort stable" estimation for concentration curves.
183
+
184
+
185
+ {title:Authors}
186
+
187
+ {p 4 4 2}Philippe Van Kerm, CEPS/INSTEAD, Differdange, G.-D. Luxembourg{break}
188
189
+
190
+ {p 4 4 2}Stephen P. Jenkins, ISER, University of Essex{break}
191
192
+
193
+
194
+ {title:References}
195
+
196
+ {p 4 8 2}Cowell, F. A. 1995. {it:Measuring Inequality}. 2nd ed.
197
+ Hemel Hempstead: Prentice-Hall/Harvester-Wheatsheaf.
198
+
199
+ {p 4 8 2}Cowell, F. A., and F. Mehta. 1982.
200
+ The estimation and interpolation of inequality measures.
201
+ {it:Review of Economic Studies} 49(2): 273-290.
202
+
203
+ {p 4 8 2}Gastwirth, J. L., and M. Glauberman. 1976.
204
+ The interpolation of the Lorenz curve and Gini index from grouped data.
205
+ {it:Econometrica} 44(3): 479-483.
206
+
207
+ {p 4 8 2}Jenkins, S. P. 1988.
208
+ Calculating income distribution indices from microdata.
209
+ {it:National Tax Journal} 61: 139-142.
210
+
211
+ {p 4 8 2}Jenkins, S. P. 2006.
212
+ Estimation and interpretation of measures of inequality,
213
+ poverty, and social welfare using Stata. Presentation at North American
214
+ Stata Users Group meeting 2006, Boston.
215
+ {browse "http://econpapers.repec.org/paper/bocasug06/16.htm"}.
216
+
217
+ {p 4 8 2}Jenkins, S. P., and P. J. Lambert. 1997.
218
+ Three 'I's of poverty curves, with an analysis of UK poverty trends.
219
+ {it:Oxford Economic Papers} 49: 317-327.
220
+
221
+ {p 4 8 2}Lambert, P. J. 2001.
222
+ {it:The Distribution and Redistribution of Income}. 3rd ed.
223
+ Manchester: Manchester University Press.
224
+
225
+ {p 4 8 2}Lerman, R. I., and S. Yitzhaki. 1984.
226
+ A note on the calculation and interpretation of the Gini index.
227
+ {it:Economics Letters} 15: 363-368.
228
+
229
+ {p 4 8 2}------. 1989.
230
+ Improving the accuracy of estimates of Gini coefficients.
231
+ {it:Journal of Econometrics} 42: 43-47.
232
+
233
+ {p 4 8 2}Shorrocks, A. F. 1983. Ranking income distributions.
234
+ {it:Economica} 197: 3-17.
235
+
236
+
237
+ {title:Also see}
238
+
239
+ {psee} Manual: {hi:[R] lorenz}{p_end}
240
+
241
+ {psee}Online: {helpb sumdist}, {helpb svylorenz} (if installed)
242
+ {p_end}