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| capture program drop rdbwselect
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| program define rdbwselect, eclass
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| syntax anything [if] [in] [, c(real 0) fuzzy(string) deriv(real 0) p(string) q(real 0) covs(string) covs_drop(string) kernel(string) weights(string) bwselect(string) vce(string) scaleregul(real 1) all nochecks masspoints(string) bwcheck(real 0) bwrestrict(string) stdvars(string)]
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| marksample touse
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| preserve
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| qui keep if `touse'
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| tokenize "`anything'"
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| local y `1'
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| local x `2'
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| local kernel = lower("`kernel'")
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| local bwselect = lower("`bwselect'")
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| local nnmatch = 3
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| tokenize `vce'
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| local w : word count `vce'
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| if `w' == 1 {
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| local vce_select `"`1'"'
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| }
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| if `w' == 2 {
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| local vce_select `"`1'"'
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| if ("`vce_select'"=="nn") local nnmatch `"`2'"'
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| if ("`vce_select'"=="cluster" | "`vce_select'"=="nncluster") local clustvar `"`2'"'
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| }
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| if `w' == 3 {
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| local vce_select `"`1'"'
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| local clustvar `"`2'"'
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| local nnmatch `"`3'"'
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| if ("`vce_select'"!="cluster" & "`vce_select'"!="nncluster") di as error "{err}{cmd:vce()} incorrectly specified"
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| }
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| if `w' > 3 {
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| di as error "{err}{cmd:vce()} incorrectly specified"
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| exit 125
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| }
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| local vce_type = "NN"
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| if ("`vce_select'"=="hc0") local vce_type = "HC0"
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| if ("`vce_select'"=="hc1") local vce_type = "HC1"
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| if ("`vce_select'"=="hc2") local vce_type = "HC2"
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| if ("`vce_select'"=="hc3") local vce_type = "HC3"
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| if ("`vce_select'"=="cluster") local vce_type = "Cluster"
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| if ("`vce_select'"=="nncluster") local vce_type = "NNcluster"
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| if ("`vce_select'"=="cluster" | "`vce_select'"=="nncluster") local cluster = "cluster"
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| if ("`vce_select'"=="cluster") local vce_select = "hc0"
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| if ("`vce_select'"=="nncluster") local vce_select = "nn"
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| if ("`vce_select'"=="") local vce_select = "nn"
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| tokenize `fuzzy'
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| local w : word count `fuzzy'
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| if `w' == 1 {
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| local fuzzyvar `"`1'"'
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| }
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| if `w' == 2 {
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| local fuzzyvar `"`1'"'
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| local sharpbw `"`2'"'
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| if `"`2'"' != "sharpbw" {
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| di as error "{err}fuzzy() only accepts sharpbw as a second input"
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| exit 125
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| }
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| }
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| if `w' >= 3 {
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| di as error "{err}{cmd:fuzzy()} only accepts two inputs"
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| exit 125
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| }
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| qui drop if mi(`y') | mi(`x')
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| if ("`cluster'"!="") qui drop if mi(`clustvar')
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| if ("`fuzzy'"~="") {
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| qui drop if mi(`fuzzyvar')
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| }
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| if ("`covs'"~="") {
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| qui ds `covs', alpha
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| local covs_list = r(varlist)
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| local ncovs: word count `covs_list'
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| foreach z in `covs_list' {
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| qui drop if mi(`z')
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| }
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| }
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| if ("`weights'"~="") {
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| qui drop if mi(`weights')
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| qui drop if `weights'<=0
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| }
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| local covs_drop_coll = 0
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| if ("`covs_drop'"=="") local covs_drop = "pinv"
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| if ("`covs'"~="") {
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| if ("`covs_drop'"=="invsym") local covs_drop_coll = 1
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| if ("`covs_drop'"=="pinv") local covs_drop_coll = 2
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| if ("`covs_drop'"!="off") {
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| qui _rmcoll `covs_list'
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| local nocoll_controls_cat `r(varlist)'
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| local nocoll_controls ""
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| foreach myString of local nocoll_controls_cat {
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| if ~strpos("`myString'", "o."){
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| if ~strpos("`myString'", "MYRUNVAR"){
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| local nocoll_controls "`nocoll_controls' `myString'"
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| }
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| }
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| }
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| local covs_new `nocoll_controls'
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| qui ds `covs_new', alpha
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| local covs_list_new = r(varlist)
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| local ncovs_new: word count `covs_list_new'
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| if (`ncovs_new'<`ncovs') {
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| local ncovs = "`ncovs_new'"
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| local covs_list = "`covs_list_new'"
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| di as error "{err}Multicollinearity issue detected in {cmd:covs}. Redundant covariates were removed."
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| }
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| }
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| }
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| if ("`masspoints'"=="") local masspoints = "adjust"
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| if ("`stdvars'"=="") local stdvars = "off"
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| if ("`bwrestrict'"=="") local bwrestrict = "on"
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| qui su `x', d
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| local x_min = r(min)
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| local x_max = r(max)
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| local N = r(N)
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| local x_iq = r(p75)-r(p25)
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| local x_sd = r(sd)
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| if ("`deriv'">"0" & "`p'"=="" & "`q'"=="0") local p = (`deriv'+1)
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| if ("`p'"=="") local p = 1
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| if ("`q'"=="0") local q = (`p'+1)
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| if ("`nochecks'"=="") {
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| if (`c'<=`x_min' | `c'>=`x_max'){
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| di as error "{err}{cmd:c()} should be set within the range of `x'"
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| exit 125
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| }
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| if (`N'<20){
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| di as error "{err}Not enough observations to perform bandwidth calculations"
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| exit 2001
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| }
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| if ("`kernel'"~="uni" & "`kernel'"~="uniform" & "`kernel'"~="tri" & "`kernel'"~="triangular" & "`kernel'"~="epa" & "`kernel'"~="epanechnikov" & "`kernel'"~="" ){
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| di as error "{err}{cmd:kernel()} incorrectly specified"
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| exit 7
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| }
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| if ("`bwselect'"=="CCT" | "`bwselect'"=="IK" | "`bwselect'"=="CV" |"`bwselect'"=="cct" | "`bwselect'"=="ik" | "`bwselect'"=="cv"){
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| di as error "{err}{cmd:bwselect()} options IK, CCT and CV have been depricated. Please see help for new options"
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| exit 7
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| }
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| if ("`bwselect'"!="mserd" & "`bwselect'"!="msetwo" & "`bwselect'"!="msesum" & "`bwselect'"!="msecomb1" & "`bwselect'"!="msecomb2" & "`bwselect'"!="cerrd" & "`bwselect'"!="certwo" & "`bwselect'"!="cersum" & "`bwselect'"!="cercomb1" & "`bwselect'"!="cercomb2" & "`bwselect'"~=""){
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| di as error "{err}{cmd:bwselect()} incorrectly specified"
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| exit 7
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| }
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| if ("`vce_select'"~="nn" & "`vce_select'"~="" & "`vce_select'"~="cluster" & "`vce_select'"~="nncluster" & "`vce_select'"~="hc1" & "`vce_select'"~="hc2" & "`vce_select'"~="hc3" & "`vce_select'"~="hc0"){
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| di as error "{err}{cmd:vce()} incorrectly specified"
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| exit 7
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| }
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| if ("`p'"<"0" | "`q'"<="0" | "`deriv'"<"0" | "`nnmatch'"<="0" ){
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| di as error "{err}{cmd:p()}, {cmd:q()}, {cmd:deriv()}, {cmd:nnmatch()} imson should be positive"
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| exit 411
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| }
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| if ("`p'">="`q'" & "`q'">"0"){
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| di as error "{err}{cmd:q()} should be higher than {cmd:p()}"
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| exit 125
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| }
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| if ("`deriv'">"`p'" & "`deriv'">"0" ){
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| di as error "{err}{cmd:deriv()} can not be higher than {cmd:p()}"
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| exit 125
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| }
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| if ("`p'">"0" ) {
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| local p_round = round(`p')/`p'
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| local q_round = round(`q')/`q'
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| local d_round = round(`deriv'+1)/(`deriv'+1)
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| local m_round = round(`nnmatch')/`nnmatch'
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| if (`p_round'!=1 | `q_round'!=1 |`d_round'!=1 |`m_round'!=1 ){
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| di as error "{err}{cmd:p()}, {cmd:q()}, {cmd:deriv()} and {cmd:nnmatch()} should be integers"
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| exit 126
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| }
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| }
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| }
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| if ("`kernel'"=="epanechnikov" | "`kernel'"=="epa") {
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| local kernel_type = "Epanechnikov"
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| local C_c = 2.34
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| }
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| else if ("`kernel'"=="uniform" | "`kernel'"=="uni") {
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| local kernel_type = "Uniform"
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| local C_c = 1.843
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| }
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| else {
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| local kernel_type = "Triangular"
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| local C_c = 2.576
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| }
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| if ("`vce_select'"=="nn" | "`masspoints'"=="check" | "`masspoints'"=="adjust") {
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| sort `x', stable
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| if ("`vce_select'"=="nn") {
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| tempvar dups dupsid
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| by `x': gen dups = _N
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| by `x': gen dupsid = _n
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| }
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| }
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| mata{
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| c = `c'
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| p = `p'
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| q = `q'
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| covs_drop_coll = `covs_drop_coll'
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| nnmatch = strtoreal("`nnmatch'")
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| Y = st_data(.,("`y'"), 0); X = st_data(.,("`x'"), 0)
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| BWp = min((`x_sd',`x_iq'/1.349))
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| x_sd = y_sd = 1
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| if ("`stdvars'"=="on") {
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| y_sd = sqrt(variance(Y))
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| x_sd = sqrt(variance(X))
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| Y = Y/y_sd
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| X = X/x_sd
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| c = c/x_sd
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| BWp = min((1, (`x_iq'/x_sd)/1.349))
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| }
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| ind_r = X:>=c
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| ind_l = abs(1:-ind_r)
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| X_l = select(X,ind_l); X_r = select(X,ind_r)
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| Y_l = select(Y,ind_l); Y_r = select(Y,ind_r)
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| N = length(X); N_l = length(X_l); N_r = length(X_r)
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| x_l_min = min(X_l); x_l_max = max(X_l)
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| x_r_min = min(X_r); x_r_max = max(X_r)
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| range_l = c - x_l_min
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| range_r = x_r_max - c
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| dZ=Z_l=Z_r=T_l=T_r=Cind_l=Cind_r=g_l=g_r=dups_l=dups_r=dupsid_l=dupsid_r=0
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| if ("`vce_select'"=="nn") {
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| dups = st_data(.,("dups"), 0); dupsid = st_data(.,("dupsid"), 0)
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| dups_l = select(dups,ind_l); dups_r = select(dups,ind_r)
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| dupsid_l = select(dupsid,ind_l); dupsid_r = select(dupsid,ind_r)
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| }
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| if ("`covs'"~="") {
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| Z = st_data(.,tokens("`covs_list'"), 0)
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| dZ = cols(Z)
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| Z_l = select(Z,ind_l); Z_r = select(Z,ind_r)
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| }
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| if ("`fuzzy'"~="") {
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| T = st_data(.,("`fuzzyvar'"), 0)
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| T_l = select(T,ind_l); T_r = select(T,ind_r)
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| if (variance(T_l)==0 | variance(T_r)==0){
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| T_l = T_r =0
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| st_local("perf_comp","perf_comp")
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| }
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| if ("`sharpbw'"!=""){
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| T_l = T_r =0
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| st_local("sharpbw","sharpbw")
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| }
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| }
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| C_l=C_r=0
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| if ("`cluster'"!="") {
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| C = st_data(.,("`clustvar'"), 0)
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| C_l = select(C,ind_l); C_r = select(C,ind_r)
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| indC_l = order(C_l,1); indC_r = order(C_r,1)
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| g_l = rows(panelsetup(C_l[indC_l],1)); g_r = rows(panelsetup(C_r[indC_r],1))
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| st_numscalar("g_l", g_l); st_numscalar("g_r", g_r)
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| }
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|
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| fw_l = fw_r = 0
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| if ("`weights'"~="") {
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| fw = st_data(.,("`weights'"), 0)
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| fw_l = select(fw,ind_l); fw_r = select(fw,ind_r)
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| }
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|
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| mN = N
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| bwcheck = `bwcheck'
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| masspoints_found = 0
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| if ("`masspoints'"=="check" | "`masspoints'"=="adjust") {
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| X_uniq_l = sort(uniqrows(X_l),-1)
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| X_uniq_r = uniqrows(X_r)
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| M_l = length(X_uniq_l)
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| M_r = length(X_uniq_r)
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| M = M_l + M_r
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| st_numscalar("M_l", M_l); st_numscalar("M_r", M_r)
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| mass_l = 1-M_l/N_l
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| mass_r = 1-M_r/N_r
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| if (mass_l>=0.2 | mass_r>=0.2){
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| masspoints_found = 1
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| display("{err}Mass points detected in the running variable.")
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| if ("`masspoints'"=="adjust" & "`bwcheck'"=="0") bwcheck = 10
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| if ("`masspoints'"=="check") display("{err}Try using option {cmd:masspoints(adjust)}")
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| }
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| }
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| c_bw = `C_c'*BWp*mN^(-1/5)
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| if ("`masspoints'"=="adjust") c_bw = `C_c'*BWp*M^(-1/5)
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|
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| if ("`bwrestrict'"=="on") {
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| bw_max = max((range_l,range_r))
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| c_bw = min((c_bw, bw_max))
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| }
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|
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| if (bwcheck > 0) {
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| bwcheck_l = min((bwcheck, M_l))
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| bwcheck_r = min((bwcheck, M_r))
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| bw_min_l = abs(X_uniq_l:-c)[bwcheck_l] + 1e-8
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| bw_min_r = abs(X_uniq_r:-c)[bwcheck_r] + 1e-8
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| c_bw = max((c_bw, bw_min_l, bw_min_r))
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| }
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|
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| c_bw_l = c_bw_r = c_bw
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| C_d_l = rdrobust_bw(Y_l, X_l, T_l, Z_l, C_l, fw_l, c=c, o=q+1, nu=q+1, o_B=q+2, h_V=c_bw_l, h_B=range_l+1e-8, 0, "`vce_select'", nnmatch, "`kernel'", dups_l, dupsid_l, covs_drop_coll)
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| C_d_r = rdrobust_bw(Y_r, X_r, T_r, Z_r, C_r, fw_r, c=c, o=q+1, nu=q+1, o_B=q+2, h_V=c_bw_r, h_B=range_r+1e-8, 0, "`vce_select'", nnmatch, "`kernel'", dups_r, dupsid_r, covs_drop_coll)
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| if (C_d_l[1]==. | C_d_l[2]==. | C_d_l[3]==. |C_d_r[1]==. | C_d_r[2]==. | C_d_r[3]==.) printf("{err}Invertibility problem in the computation of preliminary bandwidth. Try checking for mass points with option {cmd:masspoints(check)}.\n")
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| if (C_d_l[1]==0 | C_d_l[2]==0 | C_d_r[1]==0 | C_d_r[2]==0) printf("{err}Not enough variability to compute the preliminary bandwidth. Try checking for mass points with option {cmd:masspoints(check)}.\n")
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|
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| if ("`bwselect'"=="msetwo" | "`bwselect'"=="certwo" | "`bwselect'"=="msecomb2" | "`bwselect'"=="cercomb2" | "`all'"!="") {
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| d_bw_l = ( (C_d_l[1] / C_d_l[2]^2) * (N/mN) )^C_d_l[4]
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| d_bw_r = ( (C_d_r[1] / C_d_r[2]^2) * (N/mN) )^C_d_l[4]
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| if ("`bwrestrict'"=="on") {
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| d_bw_l = min((d_bw_l, range_l))
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| d_bw_r = min((d_bw_r, range_r))
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| }
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| if (bwcheck > 0) {
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| d_bw_l = max((d_bw_l, bw_min_l))
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| d_bw_r = max((d_bw_r, bw_min_r))
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| }
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| C_b_l = rdrobust_bw(Y_l, X_l, T_l, Z_l, C_l, fw_l, c=c, o=q, nu=p+1, o_B=q+1, h_V=c_bw_l, h_B=d_bw_l, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_l, dupsid_l, covs_drop_coll)
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| b_bw_l = ( (C_b_l[1] / (C_b_l[2]^2 + `scaleregul'*C_b_l[3])) * (N/mN) )^C_b_l[4]
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| C_b_r = rdrobust_bw(Y_r, X_r, T_r, Z_r, C_r, fw_r, c=c, o=q, nu=p+1, o_B=q+1, h_V=c_bw_r, h_B=d_bw_r, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_r, dupsid_r, covs_drop_coll)
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| b_bw_r = ( (C_b_r[1] / (C_b_r[2]^2 + `scaleregul'*C_b_r[3])) * (N/mN) )^C_b_l[4]
|
| if ("`bwrestrict'"=="on") {
|
| b_bw_l = min((b_bw_l, range_l))
|
| b_bw_r = min((b_bw_r, range_r))
|
| }
|
|
|
| C_h_l = rdrobust_bw(Y_l, X_l, T_l, Z_l, C_l, fw_l, c=c, o=p, nu=`deriv', o_B=q, h_V=c_bw_l, h_B=b_bw_l, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_l, dupsid_l, covs_drop_coll)
|
| h_bw_l = ( (C_h_l[1] / (C_h_l[2]^2 + `scaleregul'*C_h_l[3])) * (N/mN) )^C_h_l[4]
|
| C_h_r = rdrobust_bw(Y_r, X_r, T_r, Z_r, C_r, fw_r, c=c, o=p, nu=`deriv', o_B=q, h_V=c_bw_r, h_B=b_bw_r, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_r, dupsid_r, covs_drop_coll)
|
| h_bw_r = ( (C_h_r[1] / (C_h_r[2]^2 + `scaleregul'*C_h_r[3])) * (N/mN) )^C_h_l[4]
|
|
|
| if ("`bwrestrict'"=="on") {
|
| h_bw_l = min((h_bw_l, range_l))
|
| h_bw_r = min((h_bw_r, range_r))
|
| }
|
|
|
| }
|
|
|
|
|
| if ("`bwselect'"=="msesum" | "`bwselect'"=="cersum" | "`bwselect'"=="msecomb1" | "`bwselect'"=="msecomb2" | "`bwselect'"=="cercomb1" | "`bwselect'"=="cercomb2" | "`all'"!="") {
|
| d_bw_s = ( ((C_d_l[1] + C_d_r[1]) / (C_d_r[2] + C_d_l[2])^2) * (N/mN) )^C_d_l[4]
|
| if ("`bwrestrict'"=="on") d_bw_s = min((d_bw_s, bw_max))
|
| if (bwcheck > 0) d_bw_s = max((d_bw_s, bw_min_l, bw_min_r))
|
| C_b_l = rdrobust_bw(Y_l, X_l, T_l, Z_l, C_l, fw_l, c=c, o=q, nu=p+1, o_B=q+1, h_V=c_bw_l, h_B=d_bw_s, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_l, dupsid_l, covs_drop_coll)
|
| C_b_r = rdrobust_bw(Y_r, X_r, T_r, Z_r, C_r, fw_r, c=c, o=q, nu=p+1, o_B=q+1, h_V=c_bw_r, h_B=d_bw_s, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_r, dupsid_r, covs_drop_coll)
|
| b_bw_s = ( ((C_b_l[1] + C_b_r[1]) / ((C_b_r[2] + C_b_l[2])^2 + `scaleregul'*(C_b_r[3]+C_b_l[3]))) * (N/mN) )^C_b_l[4]
|
| if ("`bwrestrict'"=="on") b_bw_s = min((b_bw_s, bw_max))
|
| C_h_l = rdrobust_bw(Y_l, X_l, T_l, Z_l, C_l, fw_l, c=c, o=p, nu=`deriv', o_B=q, h_V=c_bw_l, h_B=b_bw_s, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_l, dupsid_l, covs_drop_coll)
|
| C_h_r = rdrobust_bw(Y_r, X_r, T_r, Z_r, C_r, fw_r, c=c, o=p, nu=`deriv', o_B=q, h_V=c_bw_r, h_B=b_bw_s, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_r, dupsid_r, covs_drop_coll)
|
| h_bw_s = ( ((C_h_l[1] + C_h_r[1]) / ((C_h_r[2] + C_h_l[2])^2 + `scaleregul'*(C_h_r[3] + C_h_l[3]))) * (N/mN) )^C_h_l[4]
|
| if ("`bwrestrict'"=="on") h_bw_s = min((h_bw_s, bw_max))
|
| }
|
|
|
|
|
| if ("`bwselect'"=="mserd" | "`bwselect'"=="cerrd" | "`bwselect'"=="msecomb1" | "`bwselect'"=="msecomb2" | "`bwselect'"=="cercomb1" | "`bwselect'"=="cercomb2" | "`bwselect'"=="" | "`all'"!="" ) {
|
| d_bw_d = ( ((C_d_l[1] + C_d_r[1]) / (C_d_r[2] - C_d_l[2])^2) * (N/mN) )^C_d_l[4]
|
| if ("`bwrestrict'"=="on") d_bw_d = min((d_bw_d, bw_max))
|
| if (bwcheck > 0) d_bw_d = max((d_bw_d, bw_min_l, bw_min_r))
|
| C_b_l = rdrobust_bw(Y_l, X_l, T_l, Z_l, C_l, fw_l, c=c, o=q, nu=p+1, o_B=q+1, h_V=c_bw_l, h_B=d_bw_d, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_l, dupsid_l, covs_drop_coll)
|
| C_b_r = rdrobust_bw(Y_r, X_r, T_r, Z_r, C_r, fw_r, c=c, o=q, nu=p+1, o_B=q+1, h_V=c_bw_r, h_B=d_bw_d, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_r, dupsid_r, covs_drop_coll)
|
| b_bw_d = ( ((C_b_l[1] + C_b_r[1]) / ((C_b_r[2] - C_b_l[2])^2 + `scaleregul'*(C_b_r[3] + C_b_l[3]))) * (N/mN) )^C_b_l[4]
|
| if ("`bwrestrict'"=="on") b_bw_d = min((b_bw_d, bw_max))
|
| C_h_l = rdrobust_bw(Y_l, X_l, T_l, Z_l, C_l, fw_l, c=c, o=p, nu=`deriv', o_B=q, h_V=c_bw_l, h_B=b_bw_d, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_l, dupsid_l, covs_drop_coll)
|
| C_h_r = rdrobust_bw(Y_r, X_r, T_r, Z_r, C_r, fw_r, c=c, o=p, nu=`deriv', o_B=q, h_V=c_bw_r, h_B=b_bw_d, `scaleregul', "`vce_select'", nnmatch, "`kernel'", dups_r, dupsid_r, covs_drop_coll)
|
| h_bw_d = ( ((C_h_l[1] + C_h_r[1]) / ((C_h_r[2] - C_h_l[2])^2 + `scaleregul'*(C_h_r[3] + C_h_l[3]))) * (N/mN) )^C_h_l[4]
|
| if ("`bwrestrict'"=="on") h_bw_d = min((h_bw_d, bw_max))
|
|
|
| }
|
|
|
|
|
|
|
| if (C_b_l[1]==0 | C_b_l[2]==0 | C_b_r[1]==0 | C_b_r[2]==0 |C_b_l[1]==. | C_b_l[2]==. | C_b_l[3]==. | C_b_r[1]==. | C_b_r[2]==. | C_b_r[3]==.) printf("{err}Not enough variability to compute the bias bandwidth (b). Try checking for mass points with option {cmd:masspoints(check)}. \n")
|
| if (C_h_l[1]==0 | C_h_l[2]==0 | C_h_r[1]==0 | C_h_r[2]==0 |C_h_l[1]==. | C_h_l[2]==. | C_h_l[3]==. | C_h_r[1]==. | C_h_r[2]==. | C_h_r[3]==.) printf("{err}Not enough variability to compute the loc. poly. bandwidth (h). Try checking for mass points with option {cmd:masspoints(check)}.\n")
|
|
|
| st_numscalar("N", N)
|
| st_numscalar("N_l", N_l)
|
| st_numscalar("N_r", N_r)
|
| st_numscalar("x_l_min", x_sd*x_l_min)
|
| st_numscalar("x_l_max", x_sd*x_l_max)
|
| st_numscalar("x_r_min", x_sd*x_r_min)
|
| st_numscalar("x_r_max", x_sd*x_r_max)
|
| st_numscalar("masspoints_found", masspoints_found)
|
|
|
| if ("`bwselect'"=="mserd" | "`bwselect'"=="cerrd" | "`bwselect'"=="msecomb1" | "`bwselect'"=="msecomb2" | "`bwselect'"=="cercomb1" | "`bwselect'"=="cercomb2" | "`bwselect'"=="" | "`all'"!="" ) {
|
| h_mserd = x_sd*h_bw_d
|
| b_mserd = x_sd*b_bw_d
|
| st_numscalar("h_mserd", h_mserd); st_numscalar("b_mserd", b_mserd)
|
| }
|
| if ("`bwselect'"=="msesum" | "`bwselect'"=="cersum" | "`bwselect'"=="msecomb1" | "`bwselect'"=="msecomb2" | "`bwselect'"=="cercomb1" | "`bwselect'"=="cercomb2" | "`all'"!="") {
|
| h_msesum = x_sd*h_bw_s
|
| b_msesum = x_sd*b_bw_s
|
| st_numscalar("h_msesum", h_msesum); st_numscalar("b_msesum", b_msesum)
|
| }
|
| if ("`bwselect'"=="msetwo" | "`bwselect'"=="certwo" | "`bwselect'"=="msecomb2" | "`bwselect'"=="cercomb2" | "`all'"!="") {
|
| h_msetwo_l = x_sd*h_bw_l
|
| h_msetwo_r = x_sd*h_bw_r
|
| b_msetwo_l = x_sd*b_bw_l
|
| b_msetwo_r = x_sd*b_bw_r
|
| st_numscalar("h_msetwo_l", h_msetwo_l); st_numscalar("h_msetwo_r", h_msetwo_r)
|
| st_numscalar("b_msetwo_l", b_msetwo_l); st_numscalar("b_msetwo_r", b_msetwo_r)
|
| }
|
| if ("`bwselect'"=="msecomb1" | "`bwselect'"=="cercomb1" | "`all'"!="" ) {
|
| h_msecomb1 = min((h_mserd,h_msesum))
|
| b_msecomb1 = min((b_mserd,b_msesum))
|
| st_numscalar("h_msecomb1", h_msecomb1); st_numscalar("b_msecomb1", b_msecomb1)
|
| }
|
| if ("`bwselect'"=="msecomb2" | "`bwselect'"=="cercomb2" | "`all'"!="" ) {
|
| h_msecomb2_l = (sort((h_mserd,h_msesum,h_msetwo_l)',1))[2]
|
| h_msecomb2_r = (sort((h_mserd,h_msesum,h_msetwo_r)',1))[2]
|
| b_msecomb2_l = (sort((b_mserd,b_msesum,b_msetwo_l)',1))[2]
|
| b_msecomb2_r = (sort((b_mserd,b_msesum,b_msetwo_r)',1))[2]
|
| st_numscalar("h_msecomb2_l", h_msecomb2_l); st_numscalar("h_msecomb2_r", h_msecomb2_r);
|
| st_numscalar("b_msecomb2_l", b_msecomb2_l); st_numscalar("b_msecomb2_r", b_msecomb2_r);
|
| }
|
|
|
| cer_h = N^(-(`p'/((3+`p')*(3+2*`p'))))
|
| if ("`cluster'"!="") cer_h = (g_l+g_r)^(-(`p'/((3+`p')*(3+2*`p'))))
|
| cer_b = 1
|
|
|
| if ("`bwselect'"=="cerrd" | "`all'"!="" ){
|
| h_cerrd = h_mserd*cer_h
|
| b_cerrd = b_mserd*cer_b
|
| st_numscalar("h_cerrd", h_cerrd); st_numscalar("b_cerrd", b_cerrd)
|
| }
|
| if ("`bwselect'"=="cersum" | "`all'"!="" ){
|
| h_cersum = h_msesum*cer_h
|
| b_cersum= b_msesum*cer_b
|
| st_numscalar("h_cersum", h_cersum); st_numscalar("b_cersum", b_cersum)
|
| }
|
| if ("`bwselect'"=="certwo" | "`all'"!="" ){
|
| h_certwo_l = h_msetwo_l*cer_h
|
| h_certwo_r = h_msetwo_r*cer_h
|
| b_certwo_l = b_msetwo_l*cer_b
|
| b_certwo_r = b_msetwo_r*cer_b
|
| st_numscalar("h_certwo_l", h_certwo_l); st_numscalar("h_certwo_r", h_certwo_r);
|
| st_numscalar("b_certwo_l", b_certwo_l); st_numscalar("b_certwo_r", b_certwo_r);
|
| }
|
| if ("`bwselect'"=="cercomb1" | "`all'"!="" ){
|
| h_cercomb1 = h_msecomb1*cer_h
|
| b_cercomb1 = b_msecomb1*cer_b
|
| st_numscalar("h_cercomb1", h_cercomb1); st_numscalar("b_cercomb1", b_cercomb1)
|
| }
|
| if ("`bwselect'"=="cercomb2" | "`all'"!="" ){
|
| h_cercomb2_l = h_msecomb2_l*cer_h
|
| h_cercomb2_r = h_msecomb2_r*cer_h
|
| b_cercomb2_l = b_msecomb2_l*cer_b
|
| b_cercomb2_r = b_msecomb2_r*cer_b
|
| st_numscalar("h_cercomb2_l", h_cercomb2_l); st_numscalar("h_cercomb2_r", h_cercomb2_r);
|
| st_numscalar("b_cercomb2_l", b_cercomb2_l); st_numscalar("b_cercomb2_r", b_cercomb2_r);
|
| }
|
| }
|
|
|
|
|
| disp ""
|
| if ("`fuzzy'"=="") {
|
| if ("`covs'"=="") {
|
| if ("`deriv'"=="0") disp in yellow "Bandwidth estimators for sharp RD local polynomial regression."
|
| else if ("`deriv'"=="1") disp in yellow "Bandwidth estimators for sharp kink RD local polynomial regression."
|
| else disp in yellow "Bandwidth estimators for sharp RD local polynomial regression. Derivative of order " `deriv' "."
|
| }
|
| else {
|
| if ("`deriv'"=="0") disp in yellow "Bandwidth estimators for covariate-adjusted sharp RD local polynomial regression."
|
| else if ("`deriv'"=="1") disp in yellow "Bandwidth estimators for covariate-adjusted sharp kink RD local polynomial regression."
|
| else disp in yellow "Bandwidth estimators for covariate-adjusted sharp RD local polynomial regression. Derivative of order " `deriv' "."
|
| }
|
| }
|
| else {
|
| if ("`covs'"=="") {
|
| if ("`deriv'"=="0") disp in yellow "Bandwidth estimators for fuzzy RD local polynomial regression."
|
| else if ("`deriv'"=="1") disp in yellow "Bandwidth estimators for fuzzy kink RD local polynomial regression."
|
| else disp in yellow "Bandwidth estimators for fuzzy RD local polynomial regression. Derivative of order " `deriv' "."
|
| }
|
| else {
|
| if ("`deriv'"=="0") disp in yellow "Bandwidth estimators for covariate-adjusted fuzzy RD local polynomial regression."
|
| else if ("`deriv'"=="1") disp in yellow "Bandwidth estimators for covariate-adjusted fuzzy kink RD local polynomial regression."
|
| else disp in yellow "Bandwidth estimators for covariate-adjusted fuzzy RD local polynomial regression. Derivative of order " `deriv' "."
|
| }
|
| }
|
| disp ""
|
|
|
| disp in smcl in gr "{ralign 18: Cutoff c = `c_orig'}" _col(19) " {c |} " _col(21) in gr "Left of " in yellow "c" _col(33) in gr "Right of " in yellow "c" _col(55) in gr "Number of obs = " in yellow %10.0f scalar(N)
|
| disp in smcl in gr "{hline 19}{c +}{hline 22}" _col(55) in gr "Kernel = " in yellow "{ralign 10:`kernel_type'}"
|
| disp in smcl in gr "{ralign 18:Number of obs}" _col(19) " {c |} " _col(21) as result %9.0f scalar(N_l) _col(34) %9.0f scalar(N_r) _col(55) in gr "VCE method = " in yellow "{ralign 10:`vce_type'}"
|
| disp in smcl in gr "{ralign 18:Min of `x'}" _col(19) " {c |} " _col(21) as result %9.3f scalar(x_l_min) _col(34) %9.3f scalar(x_r_min)
|
| disp in smcl in gr "{ralign 18:Max of `x'}" _col(19) " {c |} " _col(21) as result %9.3f scalar(x_l_max) _col(34) %9.3f scalar(x_r_max)
|
| disp in smcl in gr "{ralign 18:Order est. (p)}" _col(19) " {c |} " _col(21) as result %9.0f `p' _col(34) %9.0f `p'
|
| disp in smcl in gr "{ralign 18:Order bias (q)}" _col(19) " {c |} " _col(21) as result %9.0f `q' _col(34) %9.0f `q'
|
| if ("`masspoints'"=="check" | masspoints_found==1) disp in smcl in gr "{ralign 18:Unique obs}" _col(19) " {c |} " _col(21) as result %9.0f scalar(M_l) _col(34) %9.0f scalar(M_r)
|
| if ("`cluster'"!="") disp in smcl in gr "{ralign 18:Number of clusters}" _col(19) " {c |} " _col(21) as result %9.0f scalar(g_l) _col(34) %9.0f scalar(g_r)
|
|
|
|
|
| disp ""
|
| if ("`fuzzy'"=="") disp "Outcome: `y'. Running variable: `x'."
|
| else disp in yellow "Outcome: `y'. Running variable: `x'. Treatment Status: `fuzzyvar'."
|
| disp in smcl in gr "{hline 19}{c TT}{hline 30}{c TT}{hline 29}"
|
| disp in smcl in gr _col(19) " {c |} " _col(30) "BW est. (h)" _col(50) " {c |} " _col(60) "BW bias (b)"
|
| disp in smcl in gr "{ralign 18:Method}" _col(19) " {c |} " _col(22) "Left of " in yellow "c" _col(40) in green "Right of " in yellow "c" in green _col(50) " {c |} " _col(53) "Left of " in yellow "c" _col(70) in green "Right of " in yellow "c"
|
| disp in smcl in gr "{hline 19}{c +}{hline 30}{c +}{hline 29}"
|
|
|
| if ("`bwselect'"=="mserd" | "`bwselect'"=="" | "`all'"!="" ) {
|
| disp in smcl in gr "{ralign 18:mserd}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_mserd) _col(41) %9.3f scalar(h_mserd) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_mserd) _col(71) %9.3f scalar(b_mserd)
|
| }
|
| if ("`bwselect'"=="msetwo" | "`all'"!="") {
|
| disp in smcl in gr "{ralign 18:msetwo}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_msetwo_l) _col(41) %9.3f scalar(h_msetwo_r) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_msetwo_l) _col(71) %9.3f scalar(b_msetwo_r)
|
| }
|
| if ("`bwselect'"=="msesum" | "`all'"!="") {
|
| disp in smcl in gr "{ralign 18:msesum}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_msesum) _col(41) %9.3f scalar(h_msesum) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_msesum) _col(71) %9.3f scalar(b_msesum)
|
| }
|
| if ("`bwselect'"=="msecomb1" | "`all'"!="" ) {
|
| disp in smcl in gr "{ralign 18:msecomb1}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_msecomb1) _col(41) %9.3f scalar(h_msecomb1) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_msecomb1) _col(71) %9.3f scalar(b_msecomb1)
|
| }
|
| if ("`bwselect'"=="msecomb2" | "`all'"!="" ) {
|
| disp in smcl in gr "{ralign 18:msecomb2}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_msecomb2_l) _col(41) %9.3f scalar(h_msecomb2_r) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_msecomb2_l) _col(71) %9.3f scalar(b_msecomb2_r)
|
| }
|
| if ("`all'"!="" ) disp in smcl in gr "{hline 19}{c +}{hline 30}{c +}{hline 29}"
|
| if ("`bwselect'"=="cerrd" | "`all'"!="" ){
|
| disp in smcl in gr "{ralign 18:cerrd}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_cerrd) _col(41) %9.3f scalar(h_cerrd) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_cerrd) _col(71) %9.3f scalar(b_cerrd)
|
| }
|
| if ("`bwselect'"=="certwo" | "`all'"!="" ){
|
| disp in smcl in gr "{ralign 18:certwo}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_certwo_l) _col(41) %9.3f scalar(h_certwo_r) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_certwo_l) _col(71) %9.3f scalar(b_certwo_r)
|
| }
|
| if ("`bwselect'"=="cersum" | "`all'"!="" ){
|
| disp in smcl in gr "{ralign 18:cersum}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_cersum) _col(41) %9.3f scalar(h_cersum) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_cersum) _col(71) %9.3f scalar(b_cersum)
|
| }
|
| if ("`bwselect'"=="cercomb1" | "`all'"!="" ){
|
| disp in smcl in gr "{ralign 18:cercomb1}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_cercomb1) _col(41) %9.3f scalar(h_cercomb1) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_cercomb1) _col(71) %9.3f scalar(b_cercomb1)
|
| }
|
| if ("`bwselect'"=="cercomb2" | "`all'"!="" ){
|
| disp in smcl in gr "{ralign 18:cercomb2}" _col(19) " {c |} " _col(22) as result %9.3f scalar(h_cercomb2_l) _col(41) %9.3f scalar(h_cercomb2_r) in green _col(50) " {c |} " _col(51) as result %9.3f scalar(b_cercomb2_l) _col(71) %9.3f scalar(b_cercomb2_r)
|
| }
|
| disp in smcl in gr "{hline 19}{c BT}{hline 30}{c BT}{hline 29}"
|
| if ("`covs'"!="") di "Covariate-adjusted estimates. Additional covariates included: `ncovs'"
|
|
|
| if ("`masspoints'"=="check") di "Running variable checked for mass points."
|
| if ("`masspoints'"=="adjust" & masspoints_found==1) di "Estimates adjusted for mass points in the running variable."
|
|
|
| if ("`cluster'"!="") di "Std. Err. adjusted for clusters in " "`clustvar'"
|
| if ("`scaleregul'"!="1") di "Scale regularization: " `scaleregul'
|
| if ("`sharpbw'"~="") di in red "WARNING: bandwidths automatically computed for sharp RD estimation."
|
| if ("`perf_comp'"~="") di in red "WARNING: bandwidths automatically computed for sharp RD estimation because perfect compliance was detected on at least one side of the threshold."
|
|
|
| restore
|
| ereturn clear
|
| ereturn scalar N_l = scalar(N_l)
|
| ereturn scalar N_r = scalar(N_r)
|
| ereturn scalar c = `c'
|
| ereturn scalar p = `p'
|
| ereturn scalar q = `q'
|
| ereturn local kernel = "`kernel_type'"
|
| ereturn local bwselect = "`bwselect'"
|
| ereturn local vce_select = "`vce_type'"
|
| if ("`covs'"!="") ereturn local covs "`covs'"
|
| if ("`cluster'"!="") ereturn local clustvar "`clustvar'"
|
| ereturn local outcomevar "`y'"
|
| ereturn local runningvar "`x'"
|
| ereturn local depvar "`y'"
|
| ereturn local cmd "rdbwselect"
|
|
|
| if ("`bwselect'"=="mserd" | "`bwselect'"=="" | "`all'"!="" ) {
|
| ereturn scalar h_mserd = scalar(h_mserd)
|
| ereturn scalar b_mserd = scalar(b_mserd)
|
| }
|
| if ("`bwselect'"=="msesum" | "`all'"!="") {
|
| ereturn scalar h_msesum = scalar(h_msesum)
|
| ereturn scalar b_msesum = scalar(b_msesum)
|
| }
|
| if ("`bwselect'"=="msetwo" | "`all'"!="") {
|
| ereturn scalar h_msetwo_l = scalar(h_msetwo_l)
|
| ereturn scalar h_msetwo_r = scalar(h_msetwo_r)
|
| ereturn scalar b_msetwo_l = scalar(b_msetwo_l)
|
| ereturn scalar b_msetwo_r = scalar(b_msetwo_r)
|
| }
|
| if ("`bwselect'"=="msecomb1" | "`all'"!="" ) {
|
| ereturn scalar h_msecomb1 = scalar(h_msecomb1)
|
| ereturn scalar b_msecomb1 = scalar(b_msecomb1)
|
| }
|
| if ("`bwselect'"=="msecomb2" | "`all'"!="" ) {
|
| ereturn scalar h_msecomb2_l = scalar(h_msecomb2_l)
|
| ereturn scalar h_msecomb2_r = scalar(h_msecomb2_r)
|
| ereturn scalar b_msecomb2_l = scalar(b_msecomb2_l)
|
| ereturn scalar b_msecomb2_r = scalar(b_msecomb2_r)
|
| }
|
| if ("`bwselect'"=="cerrd" | "`all'"!="") {
|
| ereturn scalar h_cerrd = scalar(h_cerrd)
|
| ereturn scalar b_cerrd = scalar(b_cerrd)
|
| }
|
| if ("`bwselect'"=="cersum" | "`all'"!="") {
|
| ereturn scalar h_cersum = scalar(h_cersum)
|
| ereturn scalar b_cersum = scalar(b_cersum)
|
| }
|
| if ("`bwselect'"=="certwo" | "`all'"!="") {
|
| ereturn scalar h_certwo_l = scalar(h_certwo_l)
|
| ereturn scalar h_certwo_r = scalar(h_certwo_r)
|
| ereturn scalar b_certwo_l = scalar(b_certwo_l)
|
| ereturn scalar b_certwo_r = scalar(b_certwo_r)
|
| }
|
| if ("`bwselect'"=="cercomb1" | "`all'"!="") {
|
| ereturn scalar h_cercomb1 = scalar(h_cercomb1)
|
| ereturn scalar b_cercomb1 = scalar(b_cercomb1)
|
| }
|
| if ("`bwselect'"=="cercomb2" | "`all'"!="") {
|
| ereturn scalar h_cercomb2_l = scalar(h_cercomb2_l)
|
| ereturn scalar h_cercomb2_r = scalar(h_cercomb2_r)
|
| ereturn scalar b_cercomb2_l = scalar(b_cercomb2_l)
|
| ereturn scalar b_cercomb2_r = scalar(b_cercomb2_r)
|
| }
|
|
|
| mata mata clear
|
|
|
| end
|
|
|
