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*!version 9.1.0 2022-10-28
capture program drop rdplot
program define rdplot, eclass
syntax anything [if] [, c(real 0) p(integer 4) nbins(string) covs(string) covs_eval(string) covs_drop(string) binselect(string) scale(string) kernel(string) weights(string) h(string) support(string) masspoints(string) genvars hide ci(real 0) shade graph_options(string) nochecks *]
marksample touse
tokenize "`anything'"
local y `1'
local x `2'
******************** Set BW ***************************
tokenize `h'
local w : word count `h'
if `w' == 1 {
local h_r = `"`1'"'
local h_l = `"`1'"'
}
if `w' == 2 {
local h_l `"`1'"'
local h_r `"`2'"'
}
if `w' >= 3 {
di as error "{err}{cmd:h()} accepts at most two inputs"
exit 125
}
******************** Set scale ***************************
tokenize `scale'
local w : word count `scale'
if `w' == 1 {
local scale_r = `"`1'"'
local scale_l = `"`1'"'
}
if `w' == 2 {
local scale_l `"`1'"'
local scale_r `"`2'"'
}
if `w' >= 3 {
di as error "{err}{cmd:scale()} accepts at most two inputs"
exit 125
}
******************** Set nbins ***************************
tokenize `nbins'
local w : word count `nbins'
if `w' == 1 {
local nbins_r = `"`1'"'
local nbins_l = `"`1'"'
}
if `w' == 2 {
local nbins_l `"`1'"'
local nbins_r `"`2'"'
}
if `w' >= 3 {
di as error "{err}{cmd:nbins()} accepts at most two inputs"
exit 125
}
******************** Set support ***************************
tokenize `support'
local w : word count `support'
if `w' == 2 {
local support_l = `"`1'"'
local support_r = `"`2'"'
}
if (`w' != 2 & "`support'"!="") {
di as error "{err}{cmd:support()} only accepts two inputs"
exit 125
}
*****************************************
preserve
sort `x', stable
qui keep if `touse'
*************************************************************
**** DROP MISSINGS ******************************************
*************************************************************
qui drop if mi(`y') | mi(`x')
if ("`covs'"~="") {
qui ds `covs'
local covs_list = r(varlist)
local ncovs: word count `covs_list'
foreach z in `covs_list' {
qui drop if mi(`z')
}
}
if ("`weights'"~="") {
qui drop if mi(`weights')
qui drop if `weights'<=0
}
**** CHECK colinearity ******************************************
local covs_drop_coll = 0
if ("`covs_drop'"=="") local covs_drop = "pinv"
if ("`covs'"~="") {
if ("`covs_drop'"=="invsym") local covs_drop_coll = 1
if ("`covs_drop'"=="pinv") local covs_drop_coll = 2
if ("`covs_drop'"!="off") {
qui _rmcoll `covs_list'
local nocoll_controls_cat `r(varlist)'
local nocoll_controls ""
foreach myString of local nocoll_controls_cat {
if ~strpos("`myString'", "o."){
if ~strpos("`myString'", "MYRUNVAR"){
local nocoll_controls "`nocoll_controls' `myString'"
}
}
}
local covs_new `nocoll_controls'
qui ds `covs_new', alpha
local covs_list_new = r(varlist)
local ncovs_new: word count `covs_list_new'
if (`ncovs_new'<`ncovs') {
local ncovs = "`ncovs_new'"
local covs_list = "`covs_list_new'"
di as error "{err}Multicollinearity issue detected in {cmd:covs}. Redundant covariates were removed."
}
}
}
**** DEFAULTS ***************************************
if ("`masspoints'"=="") local masspoints = "adjust"
if ("`covs_eval'"=="") local covs_eval = "mean"
*****************************************************
qui su `x'
local N = r(N)
local x_min = r(min)
local x_max = r(max)
if ("`support'"!="") {
if (`support_l'<`x_min') {
local x_min = `support_l'
}
if (`support_r'>`x_max') {
local x_max = `support_r'
}
}
local range_l = abs(`c'-`x_min')
local range_r = abs(`x_max'-`c')
qui su `y' if `x'<`c'
local var_l = r(sd)
local n_l = r(N)
qui su `y' if `x'>=`c'
local var_r = r(sd)
local n_r = r(N)
local n = `n_r' + `n_l'
if ("`h_l'"=="" & "`h_r'"=="") {
local h_l = `range_l'
local h_r = `range_r'
}
if "`kernel'"=="" local kernel = "uni"
qui count if `x'<`c' & `x'>=`c'-`h_l'
local n_h_l = r(N)
qui count if `x'>=`c' & `x'<=`c'+`h_r'
local n_h_r = r(N)
**************************** ERRORS
if ("`scale_l'"=="" & "`scale_r'"=="") {
local scale_r = 1
local scale_l = 1
}
if ("`nbins_l'"=="" & "`nbins_r'"=="") {
local nbins_r = 0
local nbins_l = 0
}
if ("`binselect'"=="") {
local binselect = "esmv"
}
if ("`nochecks'"=="") {
if (`c'<=`x_min' | `c'>=`x_max'){
di as error "{err}{cmd:c()} should be set within the range of `x'"
exit 125
}
if ("`p'"<"0" | "`nbins_l'"<"0" | "`nbins_r'"<"0"){
di as error "{err}{cmd:p()} and {cmd:nbins()} should be a positive integers"
exit 411
}
if (`n'<20){
di as error "{err}Not enough observations to perform bin calculations"
exit 2001
}
}
*******************************
****** Start MATA *************
*******************************
mata{
n_l = `n_l'
n_r = `n_r'
p = `p'
n = `n'
c = `c'
x_min = `x_min'
x_max = `x_max'
h_l = strtoreal("`h_l'"); h_r = strtoreal("`h_r'")
nbins_l = strtoreal("`nbins_l'"); nbins_r = strtoreal("`nbins_r'")
scale_l = strtoreal("`scale_l'"); scale_r = strtoreal("`scale_r'")
y = st_data(.,("`y'"), 0); x = st_data(.,("`x'"), 0)
ind_l = selectindex(x:<c); ind_r = selectindex(x:>=c)
x_l = x[ind_l]; x_r = x[ind_r]
y_l = y[ind_l]; y_r = y[ind_r]
*** Mass points check ********************************************
masspoints_found = 0
if ("`masspoints'"=="check" | "`masspoints'"=="adjust") {
X_uniq_l = sort(uniqrows(x_l),-1)
X_uniq_r = uniqrows(x_r)
M_l = length(X_uniq_l)
M_r = length(X_uniq_r)
M = M_l + M_r
st_numscalar("M_l", M_l); st_numscalar("M_r", M_r)
mass_l = 1-M_l/n_l
mass_r = 1-M_r/n_r
if (mass_l>=0.2 | mass_r>=0.2){
masspoints_found = 1
display("{err}Mass points detected in the running variable.")
if ("`masspoints'"=="adjust") {
if ("`binselect'"=="es") st_local("binselect","espr")
if ("`binselect'"=="esmv") st_local("binselect","esmvpr")
if ("`binselect'"=="qs") st_local("binselect","qspr")
if ("`binselect'"=="qsmv") st_local("binselect","qsmvpr")
}
if ("`masspoints'"=="check") display("{err}Try using option {cmd:masspoints(adjust)}.")
}
}
******************************************************************************************
}
mata{
*if ("`hide'"=="" | "`genvars'"!="" ){
************************************************************
************ Polynomial curve (order = p) ******************
************************************************************
rp_l = J(n_l,(p+1),.); rp_r = J(n_r,(p+1),.)
for (j=1; j<=(p+1); j++) {
rp_l[.,j] = (x_l:-c):^(j-1)
rp_r[.,j] = (x_r:-c):^(j-1)
}
wh_l = rdrobust_kweight(x_l, c, h_l+1e-8, "`kernel'")
wh_r = rdrobust_kweight(x_r, c, h_r+1e-8, "`kernel'")
if ("`weights'"~="") {
fw = st_data(.,("`weights'"), 0)
fw_l = fw[ind_l]; fw_r = fw[ind_r]
wh_l = fw_l:*wh_l; wh_r = fw_r:*wh_r
}
invG_p_l = cholinv(cross(rp_l, wh_l, rp_l))
invG_p_r = cholinv(cross(rp_r, wh_r, rp_r))
if ("`covs'"=="") {
gamma_p1_l = invG_p_l*cross(rp_l, wh_l, y_l)
gamma_p1_r = invG_p_r*cross(rp_r, wh_r, y_r)
} else {
z = st_data(.,tokens("`covs'"), 0); dZ = cols(z)
z_l = z[ind_l,]; z_r = z[ind_r,]
d_l = y_l,z_l; d_r = y_r,z_r
U_p_l = quadcross(rp_l:*wh_l,d_l); U_p_r = quadcross(rp_r:*wh_r,d_r)
beta_p_l = invG_p_l*quadcross(rp_l:*wh_l,d_l)
beta_p_r = invG_p_r*quadcross(rp_r:*wh_r,d_r)
ZWD_p_l = quadcross(z_l,wh_l,d_l)
ZWD_p_r = quadcross(z_r,wh_r,d_r)
colsZ = (2)::(2+dZ-1)
UiGU_p_l = quadcross(U_p_l[,colsZ],invG_p_l*U_p_l)
UiGU_p_r = quadcross(U_p_r[,colsZ],invG_p_r*U_p_r)
ZWZ_p_l = ZWD_p_l[,colsZ] - UiGU_p_l[,colsZ]
ZWZ_p_r = ZWD_p_r[,colsZ] - UiGU_p_r[,colsZ]
ZWY_p_l = ZWD_p_l[,1] - UiGU_p_l[,1]
ZWY_p_r = ZWD_p_r[,1] - UiGU_p_r[,1]
ZWZ_p = ZWZ_p_r + ZWZ_p_l
ZWY_p = ZWY_p_r + ZWY_p_l
if ("`covs_drop_coll'"=="0") gamma_p = cholinv(ZWZ_p)*ZWY_p
if ("`covs_drop_coll'"=="1") gamma_p = invsym(ZWZ_p)*ZWY_p
if ("`covs_drop_coll'"=="2") gamma_p = pinv(ZWZ_p)*ZWY_p
s_Y = (1 \ -gamma_p[,1])
gamma_p1_l = (s_Y'*beta_p_l')'
gamma_p1_r = (s_Y'*beta_p_r')'
st_matrix("gamma_p", gamma_p)
}
st_matrix("gamma_p1_l", gamma_p1_l)
st_matrix("gamma_p1_r", gamma_p1_r)
*********** Preparte data for polynomial curve plot *****
nplot = 500
x_plot_l = rangen(c-h_l, c, nplot)
x_plot_r = rangen(c, c+h_r, nplot)
rplot_l = J(nplot,(p+1),.); rplot_r = J(nplot,(p+1),.)
for (j=1; j<=(p+1); j++) {
rplot_l[.,j] = (x_plot_l:-c):^(j-1)
rplot_r[.,j] = (x_plot_r:-c):^(j-1)
}
gammaZ = 0
if ("`covs_eval'"=="mean" & "`covs'"!="") gammaZ = mean(z)*gamma_p
y_plot_l = rplot_l*gamma_p1_l :+ gammaZ
y_plot_r = rplot_r*gamma_p1_r :+ gammaZ
*}
*******************************************************
**** Optimal Bins (using polynomial order k) **********
*******************************************************
k = 4
rk_l = J(n_l,(k+1),.); rk_r = J(n_r,(k+1),.)
for (j=1; j<=(k+1); j++) {
rk_l[.,j] = x_l:^(j-1)
rk_r[.,j] = x_r:^(j-1)
}
invG_k_l = cholinv(cross(rk_l,rk_l))
invG_k_r = cholinv(cross(rk_r,rk_r))
if (det(invG_k_l)==. | det(invG_k_r)==.) {
k = 3
rk_l = J(n_l,(k+1),.)
rk_r = J(n_r,(k+1),.)
for (j=1; j<=(k+1); j++) {
rk_l[.,j] = x_l:^(j-1)
rk_r[.,j] = x_r:^(j-1)
}
invG_k_l = cholinv(cross(rk_l,rk_l))
invG_k_r = cholinv(cross(rk_r,rk_r))
}
if (det(invG_k_l)==. | det(invG_k_r)==.) {
k = 2
rk_l = J(n_l,(k+1),.)
rk_r = J(n_r,(k+1),.)
for (j=1; j<=(k+1); j++) {
rk_l[.,j] = x_l:^(j-1)
rk_r[.,j] = x_r:^(j-1)
}
invG_k_l = cholinv(cross(rk_l,rk_l))
invG_k_r = cholinv(cross(rk_r,rk_r))
}
gamma_k1_l = invG_k_l*cross(rk_l,y_l)
gamma_k1_r = invG_k_r*cross(rk_r,y_r)
gamma_k2_l = invG_k_l*cross(rk_l,y_l:^2)
gamma_k2_r = invG_k_r*cross(rk_r,y_r:^2)
*** Bias w/sample
mu0_k1_l = rk_l*gamma_k1_l
mu0_k1_r = rk_r*gamma_k1_r
mu0_k2_l = rk_l*gamma_k2_l
mu0_k2_r = rk_r*gamma_k2_r
drk_l = J(n_l,k,.)
drk_r = J(n_r,k,.)
for (j=1; j<=k; j++) {
drk_l[.,j] = j*x_l:^(j-1)
drk_r[.,j] = j*x_r:^(j-1)
}
dxi_l=(x_l[2::n_l]-x_l[1::(n_l-1)])
dxi_r=(x_r[2::n_r]-x_r[1::(n_r-1)])
dyi_l=(y_l[2::n_l]-y_l[1::(n_l-1)])
dyi_r=(y_r[2::n_r]-y_r[1::(n_r-1)])
x_bar_i_l = (x_l[2::n_l]+x_l[1::(n_l-1)])/2
x_bar_i_r = (x_r[2::n_r]+x_r[1::(n_r-1)])/2
drk_i_l = J(n_l-1,k,.); rk_i_l = J(n_l-1,(k+1),.)
drk_i_r = J(n_r-1,k,.); rk_i_r = J(n_r-1,(k+1),.)
for (j=1; j<=(k+1); j++) {
rk_i_l[.,j] = x_bar_i_l:^(j-1)
rk_i_r[.,j] = x_bar_i_r:^(j-1)
}
for (j=1; j<=k; j++) {
drk_i_l[.,j] = j*x_bar_i_l:^(j-1)
drk_i_r[.,j] = j*x_bar_i_r:^(j-1)
}
mu1_i_hat_l = drk_i_l*(gamma_k1_l[2::(k+1)])
mu1_i_hat_r = drk_i_r*(gamma_k1_r[2::(k+1)])
mu0_i_hat_l = rk_i_l*gamma_k1_l
mu0_i_hat_r = rk_i_r*gamma_k1_r
mu2_i_hat_l = rk_i_l*gamma_k2_l
mu2_i_hat_r = rk_i_r*gamma_k2_r
mu0_hat_l = rk_l*gamma_k1_l
mu0_hat_r = rk_r*gamma_k1_r
mu2_hat_l = rk_l*gamma_k2_l
mu2_hat_r = rk_r*gamma_k2_r
mu1_hat_l = drk_l*(gamma_k1_l[2::(k+1)])
mu1_hat_r = drk_r*(gamma_k1_r[2::(k+1)])
mu1_i_hat_l = drk_i_l*(gamma_k1_l[2::(k+1)])
mu1_i_hat_r = drk_i_r*(gamma_k1_r[2::(k+1)])
var_y_l = variance(y_l)
var_y_r = variance(y_r)
sigma2_hat_l_bar = mu2_i_hat_l - mu0_i_hat_l:^2
sigma2_hat_r_bar = mu2_i_hat_r - mu0_i_hat_r:^2
ind_s2_l = selectindex(sigma2_hat_l_bar:<0)
ind_s2_r = selectindex(sigma2_hat_r_bar:<0)
sigma2_hat_l_bar[ind_s2_l] = 0*ind_s2_l :+ var_y_l
sigma2_hat_r_bar[ind_s2_r] = 0*ind_s2_r :+ var_y_r
sigma2_hat_l = mu2_hat_l - mu0_hat_l:^2
sigma2_hat_r = mu2_hat_r - mu0_hat_r:^2
ind_s2_l = selectindex(sigma2_hat_l:<0)
ind_s2_r = selectindex(sigma2_hat_r:<0)
sigma2_hat_l[ind_s2_l] = 0*ind_s2_l :+ var_y_l
sigma2_hat_r[ind_s2_r] = 0*ind_s2_r :+ var_y_r
B_es_hat_dw = (((c-x_min)^2/(12*n))*sum(mu1_hat_l:^2),((x_max-c)^2/(12*n))*sum(mu1_hat_r:^2))
V_es_hat_dw = ((0.5/(c-x_min))*sum(dxi_l:*dyi_l:^2),(0.5/(x_max-c))*sum(dxi_r:*dyi_r:^2))
V_es_chk_dw = ((1/(c-x_min))*sum(dxi_l:*sigma2_hat_l_bar),(1/(x_max-c))*sum(dxi_r:*sigma2_hat_r_bar))
J_es_hat_dw = ceil((((2*B_es_hat_dw):/V_es_hat_dw)*n):^(1/3))
J_es_chk_dw = ceil((((2*B_es_hat_dw):/V_es_chk_dw)*n):^(1/3))
B_qs_hat_dw = ((n_l^2/(24*n))*sum(dxi_l:^2:*mu1_i_hat_l:^2), (n_r^2/(24*n))*sum(dxi_r:^2:*mu1_i_hat_r:^2))
V_qs_hat_dw = ((1/(2*n_l))*sum(dyi_l:^2),(1/(2*n_r))*sum(dyi_r:^2))
V_qs_chk_dw = ((1/n_l)*sum(sigma2_hat_l), (1/n_r)*sum(sigma2_hat_r))
J_qs_hat_dw = ceil((((2*B_qs_hat_dw):/V_qs_hat_dw)*n):^(1/3))
J_qs_chk_dw = ceil((((2*B_qs_hat_dw):/V_qs_chk_dw)*n):^(1/3))
J_es_hat_mv = (ceil((var_y_l/V_es_hat_dw[1])*(n/log(n)^2)), ceil((var_y_r/V_es_hat_dw[2])*(n/log(n)^2)))
J_es_chk_mv = (ceil((var_y_l/V_es_chk_dw[1])*(n/log(n)^2)), ceil((var_y_r/V_es_chk_dw[2])*(n/log(n)^2)))
J_qs_hat_mv = (ceil((var_y_l/V_qs_hat_dw[1])*(n/log(n)^2)), ceil((var_y_r/V_qs_hat_dw[2])*(n/log(n)^2)))
J_qs_chk_mv = (ceil((var_y_l/V_qs_chk_dw[1])*(n/log(n)^2)), ceil((var_y_r/V_qs_chk_dw[2])*(n/log(n)^2)))
if ("`binselect'"=="es" ) {
J_star_l_orig = J_es_hat_dw[1]
J_star_r_orig = J_es_hat_dw[2]
}
if ("`binselect'"=="esmv" | "`binselect'"=="") {
J_star_l_orig = J_es_hat_mv[1]
J_star_r_orig = J_es_hat_mv[2]
}
if ("`binselect'"=="espr" ) {
J_star_l_orig = J_es_chk_dw[1]
J_star_r_orig = J_es_chk_dw[2]
}
if ("`binselect'"=="esmvpr" ) {
J_star_l_orig = J_es_chk_mv[1]
J_star_r_orig = J_es_chk_mv[2]
}
if ("`binselect'"=="qs" ) {
J_star_l_orig = J_qs_hat_dw[1]
J_star_r_orig = J_qs_hat_dw[2]
}
if ("`binselect'"=="qsmv" ) {
J_star_l_orig = J_qs_hat_mv[1]
J_star_r_orig = J_qs_hat_mv[2]
}
if ("`binselect'"=="qspr" ) {
J_star_l_orig = J_qs_chk_dw[1]
J_star_r_orig = J_qs_chk_dw[2]
}
if ("`binselect'"=="qsmvpr" ) {
J_star_l_orig = J_qs_chk_mv[1]
J_star_r_orig = J_qs_chk_mv[2]
}
if (nbins_l!=0 & nbins_r!=0) {
J_star_l_orig = nbins_l
J_star_r_orig = nbins_r
}
if (`var_l'==0) {
J_star_l = 1
J_star_l_orig = 1
display("{err}Warning: not enough variability in the outcome variable below the threshold")
}
if (`var_r'==0) {
J_star_r = 1
J_star_r_orig = 1
display("{err}Warning: not enough variability in the outcome variable above the threshold")
}
J_star_l = round(`scale_l'*J_star_l_orig)
J_star_r = round(`scale_r'*J_star_r_orig)
st_numscalar("nbins_l", nbins_l)
st_numscalar("nbins_r", nbins_r)
st_numscalar("J_star_l", J_star_l)
st_numscalar("J_star_r", J_star_r)
st_numscalar("J_star_l_orig", J_star_l_orig)
st_numscalar("J_star_r_orig", J_star_r_orig)
st_matrix("J_es_hat_dw", J_es_hat_dw)
st_matrix("J_qs_hat_dw", J_qs_hat_dw)
st_matrix("J_es_chk_dw", J_es_chk_dw)
st_matrix("J_qs_chk_dw", J_qs_chk_dw)
st_matrix("J_es_hat_mv", J_es_hat_mv)
st_matrix("J_qs_hat_mv", J_qs_hat_mv)
st_matrix("J_es_chk_mv", J_es_chk_mv)
st_matrix("J_qs_chk_mv", J_qs_chk_mv)
}
********************************************************
**** Generate id and rdplot vars ***********************
********************************************************
local J_star_l = J_star_l
local J_star_r = J_star_r
if ("`binselect'"=="qs" | "`binselect'"=="qspr" | "`binselect'"=="qsmv" | "`binselect'"=="qsmvpr") {
pctile binsL = `x' if `x'<`c', nq(`J_star_l')
pctile binsR = `x' if `x'>=`c', nq(`J_star_r')
}
mata {
x_min = `x_min'
x_max = `x_max'
if ("`binselect'"=="es" | "`binselect'"=="espr" | "`binselect'"=="esmv" | "`binselect'"=="esmvpr" | "`binselect'"=="") {
binsL = rangen(x_min-1e-8,c , `J_star_l'+1)
binsR = rangen(c ,x_max+1e-8, `J_star_r'+1)
bins = binsL[1..length(binsL)-1]\binsR
}
if ("`binselect'"=="qs" | "`binselect'"=="qspr" | "`binselect'"=="qsmv" | "`binselect'"=="qsmvpr") {
bins = (x_min-1e-8 \ st_data(.,"binsL",0) \ c \ st_data(.,"binsR",0) \ x_max+1e-8 )
binsL = (x_min-1e-8 \ st_data(.,"binsL",0) \ c )
binsR = (c \ st_data(.,"binsR",0) \ x_max+1e-8 )
}
bin_x_l = rdrobust_groupid(x_l, binsL)
bin_x_r = rdrobust_groupid(x_r, binsR)
bin_x = bin_x_l:-(J_star_l+1) \ bin_x_r
}
*************************************************************************
**** covs_eval **********************************************************
*************************************************************************
if ("`covs_eval'"=="mean" & "`covs'"!="") {
qui getmata bin_x , replace force
tempvar yhatZ bin_x2
qui gen `bin_x2' = bin_x + `J_star_l'
qui reg `y' `covs_list' i.`bin_x2'
qui predict `yhatZ'
}
mata {
if ("`covs_eval'"=="mean" & "`covs'"!="") {
yhatZ = st_data(.,("`yhatZ'"), 0)
y_l = yhatZ[ind_l]; y_r = yhatZ[ind_r]
}
d_l = x_l, y_l
d_r = x_r, y_r
rdbin_collapse_l = rdrobust_collapse(d_l, bin_x_l)
rdbin_collapse_r = rdrobust_collapse(d_r, bin_x_r)
rdplot_N_l = rdbin_collapse_l[,1]
rdplot_N_r = rdbin_collapse_r[,1]
rdplot_mean_x_l = rdbin_collapse_l[,2]
rdplot_mean_x_r = rdbin_collapse_r[,2]
rdplot_mean_y_l = rdbin_collapse_l[,3]
rdplot_mean_y_r = rdbin_collapse_r[,3]
rdplot_sd_y_l = sqrt(rdbin_collapse_l[,4])
rdplot_sd_y_r = sqrt(rdbin_collapse_r[,4])
rdplot_na_l = uniqrows(bin_x_l)
rdplot_na_r = uniqrows(bin_x_r)
rdplot_min_bin_l = binsL[1::J_star_l]
rdplot_min_bin_r = binsR[1::J_star_r]
rdplot_max_bin_l = binsL[2::(J_star_l+1)]
rdplot_max_bin_r = binsR[2::(J_star_r+1)]
rdplot_mean_bin_l = rowsum( (rdplot_min_bin_l , rdplot_max_bin_l))/2
rdplot_mean_bin_r = rowsum( (rdplot_min_bin_r , rdplot_max_bin_r))/2
rdplot_id = rdplot_na_l:-J_star_l:-1 \ rdplot_na_r
rdplot_mean_x = rdplot_mean_x_l \ rdplot_mean_x_r
rdplot_mean_y = rdplot_mean_y_l \ rdplot_mean_y_r
rdplot_mean_bin = rdplot_mean_bin_l[rdplot_na_l] \ rdplot_mean_bin_r[rdplot_na_r]
rdplot_N = rdplot_N_l \ rdplot_N_r
rdplot_min_bin = rdplot_min_bin_l[rdplot_na_l] \ rdplot_min_bin_r[rdplot_na_r]
rdplot_max_bin = rdplot_max_bin_l[rdplot_na_l] \ rdplot_max_bin_r[rdplot_na_r]
rdplot_se_y = rdplot_sd_y_l:/sqrt(rdplot_N_l) \ rdplot_sd_y_r:/sqrt(rdplot_N_r)
rdplot_length_l = rdplot_max_bin_l - rdplot_min_bin_l
rdplot_length_r = rdplot_max_bin_r - rdplot_min_bin_r
bin_avg_l = mean(rdplot_length_l)
bin_avg_r = mean(rdplot_length_r)
bin_med_l = rdrobust_median(rdplot_length_l)
bin_med_r = rdrobust_median(rdplot_length_r)
quant = -invt(rdplot_N, abs((1-(`ci'/100))/2))
rdplot_ci_l = rdplot_mean_y - quant:*rdplot_se_y
rdplot_ci_r = rdplot_mean_y + quant:*rdplot_se_y
st_numscalar("bin_avg_l", bin_avg_l)
st_numscalar("bin_avg_r", bin_avg_r)
st_numscalar("bin_med_l", bin_med_l)
st_numscalar("bin_med_r", bin_med_r)
}
if ("`binselect'"=="es"){
local binselect_type="evenly spaced number of bins using spacings estimators."
scalar J_star_l_IMSE = J_es_hat_dw[1,1]
scalar J_star_r_IMSE = J_es_hat_dw[1,2]
scalar J_star_l_MV = J_es_hat_mv[1,1]
scalar J_star_r_MV = J_es_hat_mv[1,2]
}
if ("`binselect'"=="espr"){
local binselect_type="evenly spaced number of bins using polynomial regression."
scalar J_star_l_IMSE = J_es_chk_dw[1,1]
scalar J_star_r_IMSE = J_es_chk_dw[1,2]
scalar J_star_l_MV = J_es_chk_mv[1,1]
scalar J_star_r_MV = J_es_chk_mv[1,2]
}
if ("`binselect'"=="esmv" | "`binselect'"==""){
local binselect_type="evenly spaced mimicking variance number of bins using spacings estimators."
scalar J_star_l_IMSE = J_es_hat_dw[1,1]
scalar J_star_r_IMSE = J_es_hat_dw[1,2]
scalar J_star_l_MV = J_es_hat_mv[1,1]
scalar J_star_r_MV = J_es_hat_mv[1,2]
}
if ("`binselect'"=="esmvpr"){
local binselect_type="evenly spaced mimicking variance number of bins using polynomial regression."
scalar J_star_l_IMSE = J_es_chk_dw[1,1]
scalar J_star_r_IMSE = J_es_chk_dw[1,2]
scalar J_star_l_MV = J_es_chk_mv[1,1]
scalar J_star_r_MV = J_es_chk_mv[1,2]
}
if ("`binselect'"=="qs"){
local binselect_type="quantile spaced number of bins using spacings estimators."
scalar J_star_l_IMSE = J_qs_hat_dw[1,1]
scalar J_star_r_IMSE = J_qs_hat_dw[1,2]
scalar J_star_l_MV = J_qs_hat_mv[1,1]
scalar J_star_r_MV = J_qs_hat_mv[1,2]
}
if ("`binselect'"=="qspr"){
local binselect_type="quantile spaced number of bins using polynomial regression."
scalar J_star_l_IMSE = J_qs_chk_dw[1,1]
scalar J_star_r_IMSE = J_qs_chk_dw[1,2]
scalar J_star_l_MV = J_qs_chk_mv[1,1]
scalar J_star_r_MV = J_qs_chk_mv[1,2]
}
if ("`binselect'"=="qsmv"){
local binselect_type="quantile spaced mimicking variance quantile spaced using spacings estimators."
scalar J_star_l_IMSE = J_qs_hat_dw[1,1]
scalar J_star_r_IMSE = J_qs_hat_dw[1,2]
scalar J_star_l_MV = J_qs_hat_mv[1,1]
scalar J_star_r_MV = J_qs_hat_mv[1,2]
}
if ("`binselect'"=="qsmvpr"){
local binselect_type="quantile spaced mimicking variance number of bins using polynomial regression."
scalar J_star_l_IMSE = J_qs_chk_dw[1,1]
scalar J_star_r_IMSE = J_qs_chk_dw[1,2]
scalar J_star_l_MV = J_qs_chk_mv[1,1]
scalar J_star_r_MV = J_qs_chk_mv[1,2]
}
if (nbins_l!=0 | nbins_r!=0 ) local binselect_type= "RD plot with manually set number of bins."
scalar scale_l = J_star_l / J_star_l_IMSE
scalar scale_r = J_star_r / J_star_r_IMSE
qui getmata x_plot_l x_plot_r y_plot_l y_plot_r rdplot_id rdplot_mean_bin rdplot_mean_x rdplot_mean_y rdplot_N rdplot_min_bin rdplot_max_bin rdplot_se_y rdplot_ci_l rdplot_ci_r, replace force
ereturn clear
ereturn scalar N_l = `n_l'
ereturn scalar N_r = `n_r'
ereturn scalar c = `c'
ereturn scalar J_star_l = J_star_l
ereturn scalar J_star_r = J_star_r
ereturn matrix coef_l = gamma_p1_l
ereturn matrix coef_r = gamma_p1_r
if ("`covs'"!="") {
ereturn matrix coef_covs = gamma_p
}
ereturn local binselect = "`binselect'"
****** polynomial equation for plots ******************
mat coef_l = e(coef_l)
mat coef_r = e(coef_r)
local eq_l = "y = coef_l[1, 1]*(x-$c)^0 "
local eq_r = "y = coef_r[1, 1]*(x-$c)^0 "
forvalues i = 1(1)`p' {
local tt_l = "+ coef_l[`i'+1, 1]*(x-$c)^`i'"
local tt_r = "+ coef_r[`i'+1, 1]*(x-$c)^`i'"
local eq_l = " `eq_l' `tt_l'"
local eq_r = " `eq_r' `tt_r'"
}
ereturn local eq_l = "`eq_l'"
ereturn local eq_r = "`eq_r'"
******************************************************
if ("`kernel'"=="epanechnikov" | "`kernel'"=="epa") local kernel_type = "Epanechnikov"
else if ("`kernel'"=="uniform" | "`kernel'"=="uni") local kernel_type = "Uniform"
else local kernel_type = "Triangular"
disp ""
disp in smcl in yellow "RD Plot with " "`binselect_type'"
disp ""
disp in smcl in gr "{ralign 21: Cutoff c = `c'}" _col(22) " {c |} " _col(23) in gr "Left of " in yellow "c" _col(36) in gr "Right of " in yellow "c" _col(54) in gr "Number of obs = " in yellow %10.0f `n'
disp in smcl in gr "{hline 22}{c +}{hline 22}" _col(54) in gr "Kernel = " in yellow "{ralign 10:`kernel_type'}"
disp in smcl in gr "{ralign 21:Number of obs}" _col(22) " {c |} " _col(23) as result %9.0f `n_l' _col(37) %9.0f `n_r'
disp in smcl in gr "{ralign 21:Eff. Number of obs}" _col(22) " {c |} " _col(23) as result %9.0f `n_h_l' _col(37) %9.0f `n_h_r'
disp in smcl in gr "{ralign 21:Order poly. fit (p)}" _col(22) " {c |} " _col(23) as result %9.0f `p' _col(37) %9.0f `p'
disp in smcl in gr "{ralign 21:BW poly. fit (h)}" _col(22) " {c |} " _col(23) as result %9.3f `h_l' _col(37) %9.3f `h_r'
disp in smcl in gr "{ralign 21:Number of bins scale}" _col(22) " {c |} " _col(23) as result %9.3f `scale_l' _col(37) %9.3f `scale_r'
disp ""
disp "Outcome: `y'. Running variable: `x'."
disp in smcl in gr "{hline 22}{c TT}{hline 22}"
disp in smcl in gr _col(22) " {c |} " _col(23) in gr "Left of " in yellow "c" _col(36) in gr "Right of " in yellow "c"
disp in smcl in gr "{hline 22}{c +}{hline 22}"
disp in smcl in gr "{ralign 21:Bins selected}" _col(22) " {c |} " _col(23) as result %9.0f e(J_star_l) _col(37) %9.0f e(J_star_r)
disp in smcl in gr "{ralign 21:Average bin length}" _col(22) " {c |} " _col(23) as result %9.3f scalar(bin_avg_l) _col(37) %9.3f scalar(bin_avg_r)
disp in smcl in gr "{ralign 21:Median bin length}" _col(22) " {c |} " _col(23) as result %9.3f scalar(bin_med_l) _col(37) %9.3f scalar(bin_med_r)
disp in smcl in gr "{hline 22}{c +}{hline 22}"
disp in smcl in gr "{ralign 21:IMSE-optimal bins}" _col(22) " {c |} " _col(23) as result %9.0f J_star_l_IMSE _col(37) %9.0f J_star_r_IMSE
disp in smcl in gr "{ralign 21:Mimicking Var. bins}" _col(22) " {c |} " _col(23) as result %9.0f J_star_l_MV _col(37) %9.0f J_star_r_MV
disp in smcl in gr "{hline 22}{c +}{hline 22}"
disp in smcl in gr "{lalign 1:Rel. to IMSE-optimal:}" _col(22) " {c |} "
disp in smcl in gr "{ralign 21:Implied scale}" _col(22) " {c |} " _col(23) as result %9.3f scale_l _col(37) %9.3f scale_r
disp in smcl in gr "{ralign 21:WIMSE var. weight}" _col(22) " {c |} " _col(23) as result %9.3f 1/(1+scale_l^3) _col(37) %9.3f 1/(1+scale_r^3)
disp in smcl in gr "{ralign 21:WIMSE bias weight}" _col(22) " {c |} " _col(23) as result %9.3f scale_l^3/(1+scale_l^3) _col(37) %9.3f scale_r^3/(1+scale_r^3)
disp in smcl in gr "{hline 22}{c BT}{hline 22}"
disp ""
if ("`covs'"!="") disp "Covariate-adjusted estimates. Additional covariates included: `ncovs'"
if (`covs_drop_coll'==1) di as error "{err}Variables dropped due to multicollinearity."
if ("`hide'"==""){
if (`"`graph_options'"'=="" ) local graph_options = `"title("Regression function fit", color(gs0)) "'
if (`ci'==0) {
twoway (scatter rdplot_mean_y rdplot_mean_bin, sort msize(small) mcolor(gs10)) ///
(line y_plot_l x_plot_l, lcolor(black) sort lwidth(medthin) lpattern(solid) ) ///
(line y_plot_r x_plot_r, lcolor(black) sort lwidth(medthin) lpattern(solid) ), ///
xline(`c', lcolor(black) lwidth(medthin)) xscale(r(`x_min' `x_max')) legend(cols(2) order(1 "Sample average within bin" 2 "Polynomial fit of order `p'" )) `graph_options'
}
else {
if ("`shade'"==""){
twoway (rcap rdplot_ci_l rdplot_ci_r rdplot_mean_bin, color(gs11)) ///
(scatter rdplot_mean_y rdplot_mean_bin, sort msize(small) mcolor(gs10)) ///
(line y_plot_l x_plot_l, lcolor(black) sort lwidth(medthin) lpattern(solid)) ///
(line y_plot_r x_plot_r, lcolor(black) sort lwidth(medthin) lpattern(solid)), ///
xline(`c', lcolor(black) lwidth(medthin)) xscale(r(`x_min' `x_max')) legend(cols(2) order(2 "Sample average within bin" 3 "Polynomial fit of order `p'" )) `graph_options'
}
else {
twoway (rarea rdplot_ci_l rdplot_ci_r rdplot_mean_bin if rdplot_id<0, sort color(gs11)) ///
(rarea rdplot_ci_l rdplot_ci_r rdplot_mean_bin if rdplot_id>0, sort color(gs11)) ///
(scatter rdplot_mean_y rdplot_mean_bin, sort msize(small) mcolor(gs10)) ///
(line y_plot_l x_plot_l, lcolor(black) sort lwidth(medthin) lpattern(solid)) ///
(line y_plot_r x_plot_r, lcolor(black) sort lwidth(medthin) lpattern(solid)) , ///
xline(`c', lcolor(black) lwidth(medthin)) xscale(r(`x_min' `x_max')) legend(cols(2) order(2 "Sample average within bin" 3 "Polynomial fit of order `p'" )) `graph_options'
}
}
}
restore
****************************
** PART 2: genvars=TRUE
****************************
if ("`genvars'"!="") {
qui for any id N min_bin max_bin mean_bin mean_x mean_y se_y ci_l ci_r hat_y: qui gen rdplot_X = .
}
mata {
if ("`genvars'"!="") {
rdplot = rdplot_id, rdplot_N, rdplot_min_bin, rdplot_max_bin, rdplot_mean_bin, rdplot_mean_x, rdplot_mean_y, rdplot_se_y, rdplot_ci_l, rdplot_ci_r
st_view(ZZ=.,., "`x' rdplot_id rdplot_N rdplot_min_bin rdplot_max_bin rdplot_mean_bin rdplot_mean_x rdplot_mean_y rdplot_se_y rdplot_ci_l rdplot_ci_r rdplot_hat_y", "`touse'")
for (i=1; i<=rows(ZZ); i++) {
if (ZZ[i,1]!=.) {
bin_i = 2; while(ZZ[i,1] >= bins[bin_i] & bin_i < length(bins)) bin_i++
rdplot_i = bin_i - `J_star_l' - 2
if (rdplot_i >= 0) rdplot_i = rdplot_i + 1
ZZ[i,2..11] = select(rdplot, rdplot[.,1]:==rdplot_i)
ZZ[i,12] = 0; for (j=0; j<=p; j++) {
if (ZZ[i,2] <0) ZZ[i,12] = ZZ[i,12] + ((ZZ[i,1]-c)^j)*gamma_p1_l[j+1]
else ZZ[i,12] = ZZ[i,12] + ((ZZ[i,1]-c)^j)*gamma_p1_r[j+1]
}
}
}
}
}
mata mata clear
end
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