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| capture program drop rddensityEST
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|
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| program define rddensityEST, eclass
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| syntax varlist(max=1) [if] [in] [,
|
| c(real 0)
|
| p(integer 2)
|
| q(integer 0)
|
| fitselect(string)
|
| kernel(string)
|
| h(string)
|
| bwselect(string)
|
| vce(string)
|
| all
|
| noMASSpoints
|
| noREGularize
|
| NLOCalmin (integer -1)
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| NUNIquemin (integer -1)
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| ]
|
|
|
| marksample touse
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|
|
| if (`q'==0) local q = `p' + 1
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| if ("`fitselect'"=="") local fitselect = "unrestricted"
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| local fitselect = lower("`fitselect'")
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| if ("`kernel'"=="") local kernel = "triangular"
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| local kernel = lower("`kernel'")
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| if ("`bwselect'"=="") local bwselect = "comb"
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| local bwselect = lower("`bwselect'")
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| if ("`vce'"=="") local vce = "jackknife"
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| local vce = lower("`vce'")
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|
|
| tokenize `h'
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| local w : word count `h'
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| if `w' == 0 {
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| local hl 0
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| local hr 0
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| }
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| if `w' == 1 {
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| local hl `"`1'"'
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| local hr `"`1'"'
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| }
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| if `w' == 2 {
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| local hl `"`1'"'
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| local hr `"`2'"'
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| }
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| if `w' >= 3 {
|
| di as error "{err}{cmd:h()} only accepts two inputs."
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| exit 125
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| }
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|
|
| preserve
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| qui keep if `touse'
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|
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| local x "`varlist'"
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|
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| qui drop if `x'==.
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|
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| qui su `x'
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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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|
|
| qui count if `x'<`c'
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| local Nl = r(N)
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| qui count if `x'>=`c'
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| local Nr = r(N)
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|
|
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| if (`c'<=`x_min' | `c'>=`x_max'){
|
| di "{err}{cmd:c()} should be set within the range of `x'."
|
| exit 125
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| }
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|
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| if (`Nl'<10 | `Nr'<10){
|
| di "{err}Not enough observations to perform calculations."
|
| exit 2001
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| }
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|
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| if (`p'!=1 & `p'!=2 & `p'!=3 & `p'!=4 & `p'!=5 & `p'!=6 & `p'!=7){
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| di "{err}{cmd:p()} should be an integer value less or equal than 7."
|
| exit 125
|
| }
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|
|
| if (`p'>`q'){
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| di "{err}{cmd:p()} should be an integer value no larger than {cmd:q()}."
|
| exit 125
|
| }
|
|
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| if ("`kernel'"!="uniform" & "`kernel'"!="triangular" & "`kernel'"!="epanechnikov"){
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| di "{err}{cmd:kernel()} incorrectly specified."
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| exit 7
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| }
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|
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| if ("`fitselect'"!="restricted" & "`fitselect'"!="unrestricted"){
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| di "{err}{cmd:fitselect()} incorrectly specified."
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| exit 7
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| }
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|
|
| if (`hl'<0){
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| di "{err}{cmd:hl()} must be a positive real number."
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| exit 411
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| }
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|
|
| if (`hr'<0){
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| di "{err}{cmd:hr()} must be a positive real number."
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| exit 411
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| }
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|
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| if ("`fitselect'"=="restricted" & `hl'!=`hr'){
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| di "{err}{{cmd:hl()} and {cmd:hr()} must be equal in the restricted model."
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| exit 7
|
| }
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|
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| if ("`bwselect'"!="each" & "`bwselect'"!="diff" & "`bwselect'"!="sum" & "`bwselect'"!="comb"){
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| di "{err}{cmd:bwselect()} incorrectly specified."
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| exit 7
|
| }
|
|
|
| if ("`fitselect'"=="restricted" & "`bwselect'"=="each"){
|
| di "{err}{cmd:bwselect(each)} is not available in the restricted model."
|
| exit 7
|
| }
|
|
|
| if ("`vce'"!="jackknife" & "`vce'"!="plugin"){
|
| di "{err}{cmd:vce()} incorrectly specified."
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| exit 7
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| }
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|
|
| if ("`regularize'" == "") {
|
| local regularize = 1
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| local Tempregularize = "regularize"
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| }
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| else {
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| local regularize = 0
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| local Tempregularize = "noregularize"
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| }
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|
|
| if ("`masspoints'" == "") {
|
| local masspoints = 1
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| local Tempmasspoints = "masspoints"
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| }
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| else {
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| local masspoints = 0
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| local Tempmasspoints = "nomasspoints"
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| }
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|
|
| if (`nlocalmin' < 0) {
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| local nlocalmin = 20 + `p' + 1
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| }
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|
|
| if (`nuniquemin' < 0) {
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| local nuniquemin = 20 + `p' + 1
|
| }
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|
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| if ("`h'"!="") {
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| local bwmethod = "manual"
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| }
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|
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| if (`hl'==0 | `hr'==0) {
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| local bwmethod = "`bwselect'"
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| disp in ye "Computing data-driven bandwidth selectors."
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| qui rdbwdensity `x', c(`c') p(`p') kernel(`kernel') fitselect(`fitselect') vce(`vce')
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| nlocalmin(`nlocalmin') nuniquemin(`nuniquemin') `Tempregularize' `Tempmasspoints'
|
| mat out = e(h)
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| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="each" & `hl'==0) local hl = out[1,1]
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| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="each" & `hr'==0) local hr = out[2,1]
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| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="diff" & `hl'==0) local hl = out[3,1]
|
| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="diff" & `hr'==0) local hr = out[3,1]
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| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="sum" & `hl'==0) local hl = out[4,1]
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| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="sum" & `hr'==0) local hr = out[4,1]
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| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="comb" & `hl'==0) local hl = out[1,1]+out[3,1]+out[4,1] - min(out[1,1],out[3,1],out[4,1]) - max(out[1,1],out[3,1],out[4,1])
|
| if ("`fitselect'"=="unrestricted" & "`bwselect'"=="comb" & `hr'==0) local hr = out[2,1]+out[3,1]+out[4,1] - min(out[2,1],out[3,1],out[4,1]) - max(out[2,1],out[3,1],out[4,1])
|
|
|
| if ("`fitselect'"=="restricted" & "`bwselect'"=="diff" & `hl'==0) local hl = out[3,1]
|
| if ("`fitselect'"=="restricted" & "`bwselect'"=="diff" & `hr'==0) local hr = out[3,1]
|
| if ("`fitselect'"=="restricted" & "`bwselect'"=="sum" & `hl'==0) local hl = out[4,1]
|
| if ("`fitselect'"=="restricted" & "`bwselect'"=="sum" & `hr'==0) local hr = out[4,1]
|
| if ("`fitselect'"=="restricted" & "`bwselect'"=="comb" & `hl'==0) local hl = min(out[3,1],out[4,1])
|
| if ("`fitselect'"=="restricted" & "`bwselect'"=="comb" & `hr'==0) local hr = min(out[3,1],out[4,1])
|
| }
|
|
|
|
|
| qui replace `x' = `x'-`c'
|
|
|
| qui count if `x'<0 & `x'>= -`hl'
|
| if (`r(N)'<5){
|
| display("{err}Not enough observations on the left to perform calculations.")
|
| exit(1)
|
| }
|
| local Nlh = r(N)
|
|
|
| qui count if `x'>=0 & `x'<=`hr'
|
| if (`r(N)'<5){
|
| display("{err}Not enough observations on the right to perform calculations.")
|
| exit(1)
|
| }
|
| local Nrh = r(N)
|
| local Nh = `Nlh' + `Nrh'
|
|
|
| qui sort `x'
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|
|
|
|
|
|
| mata{
|
| X = st_data(.,("`x'"), 0)
|
|
|
| XUnique = rddensity_unique(X)
|
| freqUnique = XUnique[., 2]
|
| indexUnique = XUnique[., 4]
|
| XUnique = XUnique[., 1]
|
| NUnique = length(XUnique)
|
| NlUnique = sum(XUnique :< 0)
|
| NrUnique = sum(XUnique :>= 0)
|
|
|
| Y = (0..(`N'-1))' :/ (`N'-1)
|
| if (`masspoints') {
|
| Y = rddensity_rep(Y[indexUnique], freqUnique)
|
| }
|
| masspoints_flag = sum(freqUnique :!= 1) > 0 & `masspoints'
|
|
|
| Y = select(Y, X :>= -`hl' :& X :<= `hr')
|
| X = select(X, X :>= -`hl' :& X :<= `hr')
|
| fV_q = rddensity_fv(Y, X, `Nl', `Nr', `Nlh', `Nrh', `hl', `hr', `q', 1, "`kernel'", "`fitselect'", "`vce'", `masspoints')
|
| T_q = fV_q[3,1] / sqrt(fV_q[3,2])
|
| st_numscalar("f_ql", fV_q[1,1]); st_numscalar("f_qr", fV_q[2,1])
|
| st_numscalar("se_ql", sqrt(fV_q[1,2])); st_numscalar("se_qr", sqrt(fV_q[2,2]))
|
| st_numscalar("se_q", sqrt(fV_q[3,2]))
|
| st_numscalar("T_q", T_q); st_numscalar("pval_q", 2*normal(-abs(T_q)))
|
|
|
| if ("`all'"!=""){
|
| fV_p = rddensity_fv(Y, X, `Nl', `Nr', `Nlh', `Nrh', `hl', `hr', `p', 1, "`kernel'", "`fitselect'", "`vce'", `masspoints')
|
| T_p = fV_p[3,1] / sqrt(fV_p[3,2])
|
| st_numscalar("f_pl", fV_p[1,1]); st_numscalar("f_pr", fV_p[2,1])
|
| st_numscalar("se_pl", sqrt(fV_p[1,2])); st_numscalar("se_pr", sqrt(fV_p[2,2]))
|
| st_numscalar("se_p", sqrt(fV_p[3,2]))
|
| st_numscalar("T_p", T_p); st_numscalar("pval_p", 2*normal(-abs(T_p)))
|
| }
|
| st_numscalar("masspoints_flag", masspoints_flag)
|
|
|
| }
|
|
|
|
|
|
|
|
|
|
|
|
|
| if (`hl' > `c'-`x_min') {
|
| disp ""
|
| disp "Bandwidth {it:hl} greater than the range of the data."
|
| }
|
| if (`hr' > `x_max'-`c') {
|
| disp ""
|
| disp "Bandwidth {it:hr} greater than the range of the data."
|
| }
|
| if (`Nlh'<20 | `Nrh'<20) disp in red "Bandwidth {it:h} may be too small."
|
| if (masspoints_flag == 1) {
|
| disp ""
|
| disp "Point estimates and standard errors have been adjusted for repeated observations."
|
| disp "(Use option {it:nomasspoints} to suppress this adjustment.)"
|
| }
|
|
|
| disp ""
|
| disp "RD Manipulation test using local polynomial density estimation."
|
|
|
| disp ""
|
| disp in smcl in gr "{ralign 9: c = }" in ye %9.3f `c' _col(19) " {c |}" _col(22) in gr "Left of c" _col(33) in gr "Right of c" _col(53) in gr "Number of obs = " in ye %12.0f `N'
|
| disp in smcl in gr "{hline 19}{c +}{hline 22}" _col(53) in gr "Model = " in ye "{ralign 12:`fitselect'}"
|
| disp in smcl in gr "{ralign 18:Number of obs}" _col(19) " {c |} " _col(21) as result %9.0f `Nl' _col(34) %9.0f `Nr' _col(53) in gr "BW method = " in ye "{ralign 12:`bwmethod'}"
|
| disp in smcl in gr "{ralign 18:Eff. Number of obs}" _col(19) " {c |} " _col(21) as result %9.0f `Nlh' _col(34) %9.0f `Nrh' _col(53) in gr "Kernel = " in ye "{ralign 12:`kernel'}"
|
| 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' _col(53) in gr "VCE method = " in ye "{ralign 12:`vce'}"
|
| 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'
|
| disp in smcl in gr "{ralign 18:BW est. (h)}" _col(19) " {c |} " _col(21) as result %9.3f `hl' _col(34) %9.3f `hr'
|
|
|
| disp ""
|
| disp "Running variable: `x'."
|
| disp in smcl in gr "{hline 19}{c TT}{hline 22}"
|
| disp in smcl in gr "{ralign 18:Method}" _col(19) " {c |} " _col(23) " T" _col(38) "P>|T|"
|
| disp in smcl in gr "{hline 19}{c +}{hline 22}"
|
| if ("`all'"!="" & `q'>`p'){
|
| disp in smcl in gr "{ralign 18:Conventional}" _col(19) " {c |} " _col(21) in ye %9.4f T_p _col(34) %9.4f pval_p
|
| }
|
| if (`q'>`p') {
|
| disp in smcl in gr "{ralign 18:Robust}" _col(19) " {c |} " _col(21) in ye %9.4f T_q _col(34) %9.4f pval_q
|
| }
|
| else {
|
| disp in smcl in gr "{ralign 18:Conventional}" _col(19) " {c |} " _col(21) in ye %9.4f T_q _col(34) %9.4f pval_q
|
| }
|
|
|
|
|
| disp in smcl in gr "{hline 19}{c BT}{hline 22}"
|
| disp ""
|
|
|
|
|
|
|
|
|
| restore
|
|
|
| ereturn clear
|
| ereturn scalar c = `c'
|
| ereturn scalar p = `p'
|
| ereturn scalar q = `q'
|
| ereturn scalar N_l = `Nl'
|
| ereturn scalar N_r = `Nr'
|
| ereturn scalar N_h_l = `Nlh'
|
| ereturn scalar N_h_r = `Nrh'
|
| ereturn scalar h_l = `hl'
|
| ereturn scalar h_r = `hr'
|
| ereturn scalar f_ql = f_ql
|
| ereturn scalar f_qr = f_qr
|
| ereturn scalar se_ql = se_ql
|
| ereturn scalar se_qr = se_qr
|
| ereturn scalar se_q = se_q
|
| ereturn scalar pv_q = pval_q
|
| ereturn scalar T_q = T_q
|
|
|
| if ("`all'"!=""){
|
| ereturn scalar f_pl = f_pl
|
| ereturn scalar f_pr = f_pr
|
| ereturn scalar se_pl = se_pl
|
| ereturn scalar se_pr = se_pr
|
| ereturn scalar se_p = se_p
|
| ereturn scalar pv_p = pval_p
|
| ereturn scalar T_p = T_p
|
| }
|
|
|
| ereturn local runningvar "`x'"
|
| ereturn local kernel = "`kernel'"
|
| ereturn local bwmethod = "`bwmethod'"
|
| ereturn local vce = "`vce'"
|
|
|
| mata: mata clear
|
|
|
| end
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|
|
|
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|
|
|
|
|
|
| capture program drop rddensity
|
|
|
| program define rddensity, eclass
|
| syntax varlist(max=1)
|
| [if] [in] [,
|
|
|
| C(real 0)
|
| P(integer 2)
|
| Q(integer 0)
|
| FITselect(string)
|
| KERnel(string)
|
| VCE(string)
|
| noMASSpoints
|
|
|
| H(string)
|
| BWselect(string)
|
| noREGularize
|
| NLOCalmin (integer -1)
|
| NUNIquemin (integer -1)
|
|
|
| noBINOmial
|
| bino_n(integer 0)
|
| bino_nstep(integer 0)
|
| bino_w(string)
|
| bino_wstep(string)
|
| bino_nw(integer 10)
|
| bino_p(real 0.5)
|
|
|
| PLot
|
| plot_range(string)
|
| plot_n(string)
|
| plot_grid(string)
|
| plot_bwselect(string)
|
| plot_ciuniform
|
| plot_cisimul(integer 2000)
|
| plotl_estype(string)
|
| esll_opt(string)
|
| espl_opt(string)
|
| plotr_estype(string)
|
| eslr_opt(string)
|
| espr_opt(string)
|
| plotl_citype(string)
|
| cirl_opt(string)
|
| cill_opt(string)
|
| cibl_opt(string)
|
| plotr_citype(string)
|
| cirr_opt(string)
|
| cilr_opt(string)
|
| cibr_opt(string)
|
|
|
| noHISTogram
|
| hist_range(string)
|
| hist_n(string)
|
| hist_width(string)
|
| histl_opt(string)
|
| histr_opt(string)
|
|
|
| graph_opt(string)
|
| GENVars(string)
|
|
|
| LEVel(real 95)
|
| ALL
|
| ]
|
|
|
| marksample touse
|
|
|
| local x "`varlist'"
|
|
|
|
|
|
|
|
|
| if ("`regularize'" == "") {
|
| local regularize = "regularize"
|
| }
|
| else {
|
| local regularize = "noregularize"
|
| }
|
|
|
| if ("`masspoints'" == "") {
|
| local masspoints = "masspoints"
|
| }
|
| else {
|
| local masspoints = "nomasspoints"
|
| }
|
|
|
| if ("`all'" != "") {
|
| local all = "all"
|
| }
|
| else {
|
| local all = ""
|
| }
|
|
|
| rddensityEST `x' if `touse',
|
| c(`c') p(`p') q(`q') fitselect(`fitselect') kernel(`kernel') h(`h') bwselect(`bwselect') vce(`vce')
|
| `regularize' `masspoints' `all' nlocalmin(`nlocalmin') nuniquemin(`nuniquemin')
|
|
|
|
|
| local c = e(c)
|
| local p = e(p)
|
| local q = e(q)
|
| local N_l = e(N_l)
|
| local N_r = e(N_r)
|
| local N_h_l = e(N_h_l)
|
| local N_h_r = e(N_h_r)
|
| local h_l = e(h_l)
|
| local h_r = e(h_r)
|
| local f_ql = e(f_ql)
|
| local f_qr = e(f_qr)
|
| local se_ql = e(se_ql)
|
| local se_qr = e(se_qr)
|
| local se_q = e(se_q)
|
| local pv_q = e(pv_q)
|
| local T_q = e(T_q)
|
|
|
| if ("`all'" != ""){
|
| local f_pl = e(f_pl)
|
| local f_pr = e(f_pr)
|
| local se_pl = e(se_pl)
|
| local se_pr = e(se_pr)
|
| local se_p = e(se_p)
|
| local pv_p = e(pv_p)
|
| local T_p = e(T_p)
|
| }
|
|
|
| local vce = e(vce)
|
| local bwmethod = e(bwmethod)
|
| local kernel = e(kernel)
|
| local runningvar = e(runningvar)
|
|
|
|
|
|
|
|
|
|
|
| if ("`bino_w'" != "") {
|
| local flag_ini_window = "w_provided"
|
| }
|
| else if (`bino_n' != 0) {
|
| local flag_ini_window = "n_provided"
|
| }
|
| else {
|
| local flag_ini_window = "automatic"
|
| }
|
|
|
|
|
| if ("`bino_wstep'" != "") {
|
| local flag_step_window = "w_provided"
|
| }
|
| else if (`bino_nstep' != 0) {
|
| local flag_step_window = "n_provided"
|
| }
|
| else {
|
| local flag_step_window = "automatic"
|
| }
|
|
|
|
|
| tokenize `bino_w'
|
| local w : word count `bino_w'
|
| if (`w' == 0) {
|
| local bino_w_l = 0
|
| local bino_w_r = 0
|
| }
|
| else if (`w' == 1) {
|
| local bino_w_l `"`1'"'
|
| local bino_w_r `"`1'"'
|
| if (`bino_w_l' <= 0) {
|
| di as err `"{err}{cmd:bino_w()}: incorrectly specified (should be a positive number)"'
|
| exit 198
|
| }
|
| }
|
| else if (`w' == 2) {
|
| local bino_w_l `"`1'"'
|
| local bino_w_r `"`2'"'
|
| if (`bino_w_l' <= 0 | `bino_w_r' <= 0) {
|
| di as err `"{err}{cmd:bino_w()}: incorrectly specified (should be positive numbers)"'
|
| exit 198
|
| }
|
| }
|
| else {
|
| di as error "{err}{cmd:bino_w()} takes at most two inputs."
|
| exit 125
|
| }
|
|
|
|
|
| if (`bino_n' > 0) {
|
|
|
| }
|
| else if (`bino_n' < 0) {
|
| di as err `"{err}{cmd:bino_n()}: incorrectly specified (should be a positive integer)"'
|
| exit 198
|
| }
|
| else {
|
| local bino_n = 20
|
| }
|
|
|
|
|
| tokenize `bino_wstep'
|
| local w : word count `bino_wstep'
|
| if (`w' == 0) {
|
| local bino_wstep_l = 0
|
| local bino_wstep_r = 0
|
| }
|
| else if (`w' == 1) {
|
| local bino_wstep_l `"`1'"'
|
| local bino_wstep_r `"`1'"'
|
| if (`bino_wstep_l' <= 0) {
|
| di as err `"{err}{cmd:bino_wstep()}: incorrectly specified (should be a positive number)"'
|
| exit 198
|
| }
|
| }
|
| else if (`w' == 2) {
|
| local bino_wstep_l `"`1'"'
|
| local bino_wstep_r `"`2'"'
|
| if (`bino_wstep_l' <= 0 | `bino_wstep_r' <= 0) {
|
| di as err `"{err}{cmd:bino_wstep()}: incorrectly specified (should be positive numbers)"'
|
| exit 198
|
| }
|
| }
|
| else {
|
| di as error "{err}{cmd:bino_wstep()} takes at most two inputs."
|
| exit 125
|
| }
|
|
|
|
|
| if (`bino_nstep' > 0) {
|
|
|
| }
|
| else if (`bino_nstep' < 0) {
|
| di as err `"{err}{cmd:bino_nstep()}: incorrectly specified (should be a positive integer)"'
|
| exit 198
|
| }
|
| else {
|
|
|
| }
|
|
|
|
|
| if (`bino_nw' <= 0) {
|
| di as err `"{err}{cmd:bino_nw()}: incorrectly specified (should be a positive integer)"'
|
| exit 198
|
| }
|
|
|
|
|
| if (`bino_p'<=0 | `bino_p'>=1) {
|
| di as err `"{err}{cmd:bino_p()}: incorrectly specified (should be between 0 and 1)"'
|
| exit 198
|
| }
|
|
|
|
|
| mata {
|
| if ("`binomial'" == "") {
|
|
|
| X = st_data(.,("`x'"), 0)
|
| XL = sort(abs(select(X, X :< `c') :- `c'), 1)
|
| XR = sort(select(X, X :>= `c') :- `c', 1)
|
| Y = sort(abs(X :- `c'), 1)
|
| binomTempLWindow = J(`bino_nw', 1, .)
|
| binomTempRWindow = J(`bino_nw', 1, .)
|
|
|
|
|
| if ("`flag_ini_window'" == "w_provided") {
|
| binomTempLWindow[1] = `bino_w_l'
|
| binomTempRWindow[1] = `bino_w_r'
|
| }
|
| else {
|
|
|
| binomTempLWindow[1] = XL[min((`bino_n', `N_l'))]
|
| binomTempRWindow[1] = XR[min((`bino_n', `N_r'))]
|
| binomTempLWindow[1] = max((binomTempLWindow[1], binomTempRWindow[1]))
|
| binomTempRWindow[1] = binomTempLWindow[1]
|
|
|
|
|
|
|
| }
|
|
|
|
|
| if (`bino_nw' > 1) {
|
| if ("`flag_step_window'" == "w_provided") {
|
| binomTempLWindow[2..`bino_nw', 1] = (1..(`bino_nw'-1))' :* `bino_wstep_l' :+ binomTempLWindow[1]
|
| binomTempRWindow[2..`bino_nw', 1] = (1..(`bino_nw'-1))' :* `bino_wstep_r' :+ binomTempRWindow[1]
|
| }
|
| else if ("`flag_step_window'" == "n_provided") {
|
| for (jj=2; jj<=`bino_nw'; jj++) {
|
|
|
| binomTempLWindow[jj] = binomTempLWindow[jj-1] + max((XL[min((sum(XL :<= binomTempLWindow[jj-1]) + `bino_nstep', `N_l'))] - binomTempLWindow[jj-1], XR[min((sum(XR :<= binomTempRWindow[jj-1]) + `bino_nstep', `N_r'))] - binomTempRWindow[jj-1]))
|
| binomTempRWindow[jj] = binomTempRWindow[jj-1] + max((XL[min((sum(XL :<= binomTempLWindow[jj-1]) + `bino_nstep', `N_l'))] - binomTempLWindow[jj-1], XR[min((sum(XR :<= binomTempRWindow[jj-1]) + `bino_nstep', `N_r'))] - binomTempRWindow[jj-1]))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| }
|
| }
|
| else {
|
| if (binomTempLWindow[1] >= `h_l' | binomTempRWindow[1] >= `h_r') {
|
|
|
| binomTempLWindow = binomTempLWindow[1]
|
| binomTempRWindow = binomTempRWindow[1]
|
| }
|
| else {
|
| if (binomTempLWindow[1]*`bino_nw' > `h_l') {
|
| binomTempLWindow[2..`bino_nw', 1] = (1..(`bino_nw'-1))' :* ((`h_l'-binomTempLWindow[1])/(`bino_nw'-1)) :+ binomTempLWindow[1]
|
| }
|
| else {
|
| binomTempLWindow[2..`bino_nw', 1] = (1..(`bino_nw'-1))' :* binomTempLWindow[1] :+ binomTempLWindow[1]
|
| }
|
|
|
| if (binomTempRWindow[1]*`bino_nw' > `h_r') {
|
| binomTempRWindow[2..`bino_nw', 1] = (1..(`bino_nw'-1))' :* ((`h_r'-binomTempRWindow[1])/(`bino_nw'-1)) :+ binomTempRWindow[1]
|
| }
|
| else {
|
| binomTempRWindow[2..`bino_nw', 1] = (1..(`bino_nw'-1))' :* binomTempRWindow[1] :+ binomTempRWindow[1]
|
| }
|
| }
|
| }
|
| }
|
|
|
|
|
| binomTempLN = J(rows(binomTempLWindow), 1, .)
|
| binomTempRN = J(rows(binomTempLWindow), 1, .)
|
|
|
| for (jj=1; jj<=rows(binomTempLWindow); jj++) {
|
| binomTempLN[jj] = sum(XL :<= binomTempLWindow[jj])
|
| binomTempRN[jj] = sum(XR :<= binomTempRWindow[jj])
|
| }
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| st_matrix("binomTempLeftWindow" , binomTempLWindow)
|
| st_matrix("binomTempRightWindow", binomTempRWindow)
|
| st_matrix("binomTempLeftN" , binomTempLN)
|
| st_matrix("binomTempRightN", binomTempRN)
|
| st_matrix("binomTempNumber", rows(binomTempLWindow))
|
| st_matrix("binomTempEqualWindow", sum(binomTempLWindow != binomTempRWindow) == 0)
|
|
|
| }
|
| }
|
|
|
| if ("`binomial'" == "") {
|
| local binomTempNumber = binomTempNumber[1,1]
|
| local binomTempEqualWindow = binomTempEqualWindow[1,1]
|
|
|
| disp in ye "P-values of binomial tests." in gr " (H0: prob = `bino_p')"
|
| disp in smcl in gr "{hline 19}{c TT}{hline 22}{c TT}{hline 10}"
|
|
|
|
|
|
|
| if (`binomTempEqualWindow' == 1) {
|
| disp in smcl in gr "{ralign 18: Window Length / 2}" _col(20) "{c |}" "{ralign 9: <c}" _col(33) "{ralign 9: >=c}" _col(43) "{c |}" _col(49) "P>|T|"
|
| }
|
| else {
|
| disp in smcl in gr "{ralign 18: Window Length}" _col(20) "{c |}" "{ralign 9: <c}" _col(33) "{ralign 9: >=c}" _col(43) "{c |}" _col(49) "P>|T|"
|
| }
|
|
|
| disp in smcl in gr "{hline 19}{c +}{hline 22}{c +}{hline 10}"
|
|
|
| forvalues i = 1(1)`binomTempNumber' {
|
| local binomTempTotal = binomTempLeftN[`i', 1] + binomTempRightN[`i', 1]
|
| local binomTempSuccess = binomTempLeftN[`i', 1]
|
| if (`binomTempTotal' > 0) {
|
| qui bitesti `binomTempTotal' `binomTempSuccess' `bino_p'
|
| if (`binomTempEqualWindow' == 1) {
|
| disp in smcl in ye _col(10) %9.3f binomTempLeftWindow[`i',1] _col(20) "{c |}" %9.0f binomTempLeftN[`i',1] _col(33) %9.0f binomTempRightN[`i',1] _col(43) "{c |}" _col(45) %9.4f r(p)
|
| }
|
| else {
|
| disp in smcl in ye %8.3f binomTempLeftWindow[`i',1] _col(10) "+" %8.3f binomTempRightWindow[`i',1] _col(20) "{c |}" %9.0f binomTempLeftN[`i',1] _col(33) %9.0f binomTempRightN[`i',1] _col(43) "{c |}" _col(45) %9.4f r(p)
|
| }
|
| }
|
| else {
|
| if (`binomTempEqualWindow' == 1) {
|
| disp in smcl in ye _col(10) %9.3f binomTempLeftWindow[`i',1] _col(20) "{c |}" %9.0f 0 _col(33) %9.0f 0 _col(43) "{c |}" _col(45) %9.4f 1.0000
|
| }
|
| else {
|
| disp in smcl in ye %8.3f binomTempLeftWindow[`i',1] _col(10) "+" %8.3f binomTempRightWindow[`i',1] _col(20) "{c |}" %9.0f 0 _col(33) %9.0f 0 _col(43) "{c |}" _col(45) %9.4f 1.0000
|
| }
|
| }
|
| }
|
|
|
| disp in smcl in gr "{hline 19}{c BT}{hline 22}{c BT}{hline 10}"
|
|
|
| }
|
|
|
|
|
|
|
|
|
|
|
| tokenize `plot_range'
|
| local w : word count `plot_range'
|
| if `w' == 0 {
|
| qui sum `x'
|
| if (`c' - 3 * `h_l' < r(min)) {
|
| local plot_range_l = r(min)
|
| }
|
| else {
|
| local plot_range_l = `c' - 3 * `h_l'
|
| }
|
| if (`c' + 3 * `h_r' > r(max)) {
|
| local plot_range_r = r(max)
|
| }
|
| else {
|
| local plot_range_r = `c' + 3 * `h_r'
|
| }
|
| }
|
| if `w' == 1 {
|
| di as error "{err}{cmd:plot_range()} takes two inputs."
|
| exit 125
|
| }
|
| if `w' == 2 {
|
| local plot_range_l `"`1'"'
|
| local plot_range_r `"`2'"'
|
| }
|
| if `w' >= 3 {
|
| di as error "{err}{cmd:plot_range()} takes two inputs."
|
| exit 125
|
| }
|
|
|
|
|
| tokenize `plot_n'
|
| local w : word count `plot_n'
|
| if `w' == 0 {
|
| local plot_n_l = 10
|
| local plot_n_r = 10
|
| }
|
| if `w' == 1 {
|
| local plot_n_l `"`1'"'
|
| local plot_n_r `"`1'"'
|
| if (`plot_n_l' <= 0) {
|
| di as err `"{err}{cmd:plot_n()}: incorrectly specified (should be a positive integer)"'
|
| exit 198
|
| }
|
| }
|
| if `w' == 2 {
|
| local plot_n_l `"`1'"'
|
| local plot_n_r `"`2'"'
|
| if (`plot_n_l' <= 0 | `plot_n_r' <= 0) {
|
| di as err `"{err}{cmd:plot_n()}: incorrectly specified (should be positive integers)"'
|
| exit 198
|
| }
|
| }
|
| if `w' >= 3 {
|
| di as error "{err}{cmd:plot_n()} takes two inputs."
|
| exit 125
|
| }
|
|
|
|
|
| if ("`plot_grid'" == "") {
|
| local plot_grid "es"
|
| }
|
| else {
|
| if ("`plot_grid'" != "es" & "`plot_grid'" != "qs") {
|
| di as error "{err}{cmd:plot_grid()} incorrectly specified."
|
| exit 125
|
| }
|
| }
|
|
|
|
|
| if (`level' <= 0 | `level' >= 100) {
|
| di as err `"{err}{cmd:level()}: incorrectly specified"'
|
| exit 198
|
| }
|
|
|
|
|
| if ("`plot'" != "") {
|
| local plot = 1
|
| capture which lpdensity
|
| if (_rc == 111) {
|
| di as error `"{err}plotting feature requires command {cmd:lpdensity}, install with"'
|
| di as error `"{err}net install lpdensity, from(https://raw.githubusercontent.com/nppackages/lpdensity/master/stata) replace"'
|
| exit 111
|
| }
|
| }
|
| else {
|
| local plot = 0
|
| }
|
|
|
| if (`plot' == 1) {
|
|
|
| if (`plot_n_l' + `plot_n_r' > _N) {
|
| local newN = `plot_n_l' + `plot_n_r'
|
| set obs `newN'
|
| }
|
| tempvar temp_grid
|
| qui gen `temp_grid' = .
|
| tempvar temp_bw
|
| qui gen `temp_bw' = .
|
| tempvar temp_f
|
| qui gen `temp_f' = .
|
| tempvar temp_cil
|
| qui gen `temp_cil' = .
|
| tempvar temp_cir
|
| qui gen `temp_cir' = .
|
| tempvar temp_group
|
| qui gen `temp_group' = .
|
|
|
| }
|
|
|
|
|
| mata{
|
| ng = `plot_n_l' + `plot_n_r'
|
| if (`plot' == 1) {
|
|
|
| if ("`plot_grid'" == "es") {
|
| grid = ( rangen(`plot_range_l', `c' - ( (`c' - `plot_range_l') / (`plot_n_l' - 1) ), `plot_n_l' - 1) \ `c' \ `c' \ rangen(`c' + ( (`plot_range_r' - `c') / (`plot_n_r' - 1) ), `plot_range_r', `plot_n_r' - 1) )
|
| } else {
|
| x = st_data(., "`x'", "`touse'")
|
| temp1 = mean(x :<= `plot_range_l')
|
| temp2 = mean(x :<= `c')
|
| temp3 = mean(x :<= `plot_range_r')
|
| grid = ( rangen(temp1, temp2 - ( (temp2 - temp1) / (`plot_n_l' - 1) ), `plot_n_l' - 1) \ temp2 \ temp2 \ rangen(temp2 + ( (temp3 - temp2) / (`plot_n_r' - 1) ), temp3, `plot_n_r' - 1) )
|
| for (j=1; j<=length(grid); j++) {
|
| grid[j] = rddensity_quantile(x, grid[j])
|
| }
|
| grid[`plot_n_l'] = `c'
|
| grid[`plot_n_l' + 1] = `c'
|
| }
|
|
|
|
|
| group = ( J(`plot_n_l', 1, 0) \ J(`plot_n_r', 1, 1) )
|
|
|
| bw = ( J(`plot_n_l', 1, `h_l') \ J(`plot_n_r', 1, `h_r') )
|
|
|
| st_store((1..ng)', "`temp_grid'", grid)
|
| st_store((1..ng)', "`temp_group'", group)
|
| st_store((1..ng)', "`temp_bw'", bw)
|
| }
|
| }
|
|
|
| if (`plot' == 1) {
|
| local scale_l = (`N_l' - 1) / (`N_l' + `N_r' - 1)
|
| local scale_r = (`N_r' - 1) / (`N_l' + `N_r' - 1)
|
|
|
|
|
| tempvar temp_grid_l
|
| qui gen `temp_grid_l' = `temp_grid' if `temp_group' == 0
|
| tempvar temp_bw_l
|
| qui gen `temp_bw_l' = `temp_bw' if `temp_group' == 0
|
|
|
|
|
| if ("`plot_bwselect'" == "") {
|
| local plot_bwselect_l = `"bw(`temp_bw_l')"'
|
| }
|
| else {
|
| local plot_bwselect_l = `"bwselect(`plot_bwselect')"'
|
| }
|
|
|
|
|
| if ("`plot_ciuniform'" != "") {
|
| local plot_ciuniform = `"ciuniform cisimul(`plot_cisimul')"'
|
| }
|
| else {
|
| local plot_ciuniform = ""
|
| }
|
|
|
| capture lpdensity `x' if `touse' & `x' <= `c',
|
| grid(`temp_grid_l') `plot_bwselect_l' p(`p') q(`q') v(1) kernel(`kernel') scale(`scale_l') level(`level')
|
| `regularize' `masspoints' nlocalmin(`nlocalmin') nuniquemin(`nuniquemin')
|
| `plot_ciuniform'
|
| if (_rc != 0) {
|
| di as error `"{err}{cmd:lpdensity} failed. Please try to install the latest version using"'
|
| di as error `"{err}net install lpdensity, from(https://raw.githubusercontent.com/nppackages/lpdensity/master/stata) replace"'
|
| di as error `"{err}If error persists, please contact the authors."'
|
| di as error `"{err}{cmd:lpdensity} error message:"'
|
| lpdensity `x' if `touse' & `x' <= `c',
|
| grid(`temp_grid_l') `plot_bwselect_l' p(`p') q(`q') v(1) kernel(`kernel') scale(`scale_l') level(`level')
|
| `regularize' `masspoints' nlocalmin(`nlocalmin') nuniquemin(`nuniquemin')
|
| `plot_ciuniform'
|
| exit 111
|
| }
|
| }
|
|
|
| mata{
|
| if (`plot' == 1) {
|
| left = st_matrix("e(result)")
|
| st_store((1..`plot_n_l')', "`temp_bw'", left[., 2])
|
| st_store((1..`plot_n_l')', "`temp_f'", left[., 4])
|
| st_store((1..`plot_n_l')', "`temp_cil'", left[., 8])
|
| st_store((1..`plot_n_l')', "`temp_cir'", left[., 9])
|
| }
|
| }
|
|
|
| if (`plot' == 1) {
|
|
|
| tempvar temp_grid_r
|
| qui gen `temp_grid_r' = `temp_grid' if `temp_group' == 1
|
| tempvar temp_bw_r
|
| qui gen `temp_bw_r' = `temp_bw' if `temp_group' == 1
|
|
|
| if ("`plot_bwselect'" == "") {
|
| local plot_bwselect_r = `"bw(`temp_bw_r')"'
|
| }
|
| else {
|
| local plot_bwselect_r = `"bwselect(`plot_bwselect')"'
|
| }
|
|
|
| capture lpdensity `x' if `touse' & `x' >= `c',
|
| grid(`temp_grid_r') `plot_bwselect_r' p(`p') q(`q') v(1) kernel(`kernel') scale(`scale_r') level(`level')
|
| `regularize' `masspoints' nlocalmin(`nlocalmin') nuniquemin(`nuniquemin')
|
| `plot_ciuniform'
|
| if (_rc != 0) {
|
| di as error `"{err}{cmd:lpdensity} failed. Please try to install the latest version using"'
|
| di as error `"{err}net install lpdensity, from(https://raw.githubusercontent.com/nppackages/lpdensity/master/stata) replace"'
|
| di as error `"{err}If error persists, please contact the authors."'
|
| di as error `"{err}{cmd:lpdensity} error message:"'
|
| lpdensity `x' if `touse' & `x' >= `c',
|
| grid(`temp_grid_r') `plot_bwselect_r' p(`p') q(`q') v(1) kernel(`kernel') scale(`scale_r') level(`level')
|
| `regularize' `masspoints' nlocalmin(`nlocalmin') nuniquemin(`nuniquemin')
|
| `plot_ciuniform'
|
| exit 111
|
| }
|
| }
|
|
|
| mata{
|
| if (`plot' == 1) {
|
| right = st_matrix("e(result)")
|
| st_store(((`plot_n_l'+1)..(`plot_n_l'+`plot_n_r'))', "`temp_bw'", right[., 2])
|
| st_store(((`plot_n_l'+1)..(`plot_n_l'+`plot_n_r'))', "`temp_f'", right[., 4])
|
| st_store(((`plot_n_l'+1)..(`plot_n_l'+`plot_n_r'))', "`temp_cil'", right[., 8])
|
| st_store(((`plot_n_l'+1)..(`plot_n_l'+`plot_n_r'))', "`temp_cir'", right[., 9])
|
| }
|
| }
|
|
|
| if ("`genvars'" != "" & `plot' == 1) {
|
| qui gen `genvars'_grid = `temp_grid'
|
| qui gen `genvars'_bw = `temp_bw'
|
| qui gen `genvars'_f = `temp_f'
|
| qui gen `genvars'_cil = `temp_cil'
|
| qui gen `genvars'_cir = `temp_cir'
|
| qui gen `genvars'_group = `temp_group'
|
| label variable `genvars'_grid "rddensity plot: grid"
|
| label variable `genvars'_bw "rddensity plot: bandwidth"
|
| label variable `genvars'_f "rddensity plot: point estimate"
|
| label variable `genvars'_cil "rddensity plot: `level'% CI, left"
|
| label variable `genvars'_cir "rddensity plot: `level'% CI, right"
|
| label variable `genvars'_group "rddensity plot: =1 if grid >= `c'"
|
| }
|
|
|
|
|
|
|
|
|
|
|
|
|
| tokenize `hist_range'
|
| local w : word count `hist_range'
|
| if `w' == 0 {
|
| qui sum `x'
|
| if (`c' - 3 * `h_l' < r(min)) {
|
| local hist_range_l = r(min)
|
| }
|
| else {
|
| local hist_range_l = `c' - 3 * `h_l'
|
| }
|
| if (`c' + 3 * `h_r' > r(max)) {
|
| local hist_range_r = r(max)
|
| }
|
| else {
|
| local hist_range_r = `c' + 3 * `h_r'
|
| }
|
| }
|
| if `w' == 1 {
|
| di as error "{err}{cmd:hist_range()} takes two inputs."
|
| exit 125
|
| }
|
| if `w' == 2 {
|
| local hist_range_l `"`1'"'
|
| local hist_range_r `"`2'"'
|
| }
|
| if `w' >= 3 {
|
| di as error "{err}{cmd:hist_range()} takes two inputs."
|
| exit 125
|
| }
|
|
|
|
|
| tokenize `hist_n'
|
| local w : word count `hist_n'
|
| if `w' == 0 {
|
|
|
| if ("`hist_width'" == "") {
|
|
|
| qui count if `x' < `c' & `x' >= `hist_range_l'
|
| local hist_n_l = ceil(min( sqrt(r(N)) , 10 * log(r(N)) / log(10) ))
|
| qui count if `x' >= `c' & `x' <= `hist_range_r'
|
| local hist_n_r = ceil(min( sqrt(r(N)) , 10 * log(r(N)) / log(10) ))
|
| }
|
| else {
|
|
|
| }
|
|
|
| }
|
| if `w' == 1 {
|
| local hist_n_l `"`1'"'
|
| local hist_n_r `"`1'"'
|
| if (`hist_n_l' <= 0) {
|
| di as err `"{err}{cmd:hist_n()}: incorrectly specified (should be a positive integer)"'
|
| exit 198
|
| }
|
| }
|
| if `w' == 2 {
|
| local hist_n_l `"`1'"'
|
| local hist_n_r `"`2'"'
|
| if (`hist_n_l' <= 0 | `hist_n_r' <= 0) {
|
| di as err `"{err}{cmd:hist_n()}: incorrectly specified (should be positive integers)"'
|
| exit 198
|
| }
|
| }
|
| if `w' >= 3 {
|
| di as error "{err}{cmd:hist_n()} takes at most two inputs."
|
| exit 125
|
| }
|
|
|
|
|
| tokenize `hist_width'
|
| local w : word count `hist_width'
|
| if `w' == 0 {
|
| local hist_width_l = (`c' - `hist_range_l') / `hist_n_l'
|
| local hist_width_r = (`hist_range_r' - `c') / `hist_n_r'
|
| }
|
| if `w' == 1 {
|
| if ("`hist_n'" == "") {
|
|
|
| local hist_width_l `"`1'"'
|
| local hist_width_r `"`1'"'
|
| if (`hist_width_l' <= 0) {
|
| di as err `"{err}{cmd:hist_width()}: incorrectly specified (should be a positive number)"'
|
| exit 198
|
| }
|
| local hist_n_l = ceil((`c' - `hist_range_l') / `hist_width_l')
|
| local hist_n_r = ceil((`hist_range_r' - `c') / `hist_width_r')
|
| }
|
| else {
|
|
|
| local hist_width_l = (`c' - `hist_range_l') / `hist_n_l'
|
| local hist_width_r = (`hist_range_r' - `c') / `hist_n_r'
|
| }
|
| }
|
| if `w' == 2 {
|
| if ("`hist_n'" == "") {
|
|
|
| local hist_width_l `"`1'"'
|
| local hist_width_r `"`2'"'
|
| if (`hist_width_l' <= 0 | `hist_width_r' <= 0) {
|
| di as err `"{err}{cmd:hist_width()}: incorrectly specified (should be positive numbers)"'
|
| exit 198
|
| }
|
| local hist_n_l = ceil((`c' - `hist_range_l') / `hist_width_l')
|
| local hist_n_r = ceil((`hist_range_r' - `c') / `hist_width_r')
|
| }
|
| else {
|
|
|
| local hist_width_l = (`c' - `hist_range_l') / `hist_n_l'
|
| local hist_width_r = (`hist_range_r' - `c') / `hist_n_r'
|
| }
|
| }
|
| if `w' >= 3 {
|
| di as error "{err}{cmd:hist_width()} takes two inputs."
|
| exit 125
|
| }
|
|
|
|
|
| if ("`histogram'" != "") {
|
| local histogram = 0
|
| }
|
| else {
|
| local histogram = 1
|
| }
|
|
|
| if (`histogram' == 1) {
|
| if (`hist_n_l' + `hist_n_r' > _N) {
|
| local newN = `hist_n_l' + `hist_n_r'
|
| set obs `newN'
|
| }
|
|
|
| tempvar temp_hist_center
|
| qui gen `temp_hist_center' = .
|
| tempvar temp_hist_end_l
|
| qui gen `temp_hist_end_l' = .
|
| tempvar temp_hist_end_r
|
| qui gen `temp_hist_end_r' = .
|
| tempvar temp_hist_width
|
| qui gen `temp_hist_width' = .
|
| tempvar temp_hist_height
|
| qui gen `temp_hist_height' = .
|
| tempvar temp_hist_group
|
| qui gen `temp_hist_group' = .
|
| }
|
|
|
|
|
| mata{
|
|
|
| if (`histogram' == 1) {
|
| ng = `hist_n_l' + `hist_n_r'
|
| temp_hist_width = (J(`hist_n_l', 1, `hist_width_l') \ J(`hist_n_r', 1, `hist_width_r'))
|
| temp_hist_center = (`c' :- (((`hist_n_l'..1) :- 0.5)' :* `hist_width_l') \ `c' :+ (((1..`hist_n_r') :- 0.5)' :* `hist_width_r'))
|
| temp_hist_end_l = (`c' :- (((`hist_n_l'..1))' :* `hist_width_l') \ `c' :+ (((1..`hist_n_r') :- 1)' :* `hist_width_r'))
|
| temp_hist_end_r = (`c' :- (((`hist_n_l'..1) :- 1)' :* `hist_width_l') \ `c' :+ (((1..`hist_n_r'))' :* `hist_width_r'))
|
| temp_hist_group = (J(`hist_n_l', 1, 0) \ J(`hist_n_r', 1, 1))
|
| temp_hist_height = J(ng, 1, .)
|
|
|
| x = st_data(., "`x'", "`touse'")
|
|
|
| for (jj=1; jj<=ng; jj++) {
|
| temp_hist_height[jj] = sum(x :>= temp_hist_end_l[jj] :& x :< temp_hist_end_r[jj]) / (`N_l' + `N_r') / temp_hist_width[jj]
|
| }
|
|
|
| st_store((1..ng)', "`temp_hist_width'", temp_hist_width)
|
| st_store((1..ng)', "`temp_hist_center'", temp_hist_center)
|
| st_store((1..ng)', "`temp_hist_end_l'", temp_hist_end_l)
|
| st_store((1..ng)', "`temp_hist_end_r'", temp_hist_end_r)
|
| st_store((1..ng)', "`temp_hist_height'", temp_hist_height)
|
| st_store((1..ng)', "`temp_hist_group'", temp_hist_group)
|
| }
|
| }
|
|
|
| if ("`genvars'" != "" & `plot' == 1 & `histogram' == 1) {
|
| qui gen `genvars'_hist_width = `temp_hist_width'
|
| qui gen `genvars'_hist_center = `temp_hist_center'
|
| qui gen `genvars'_hist_height = `temp_hist_height'
|
| qui gen `genvars'_hist_group = `temp_hist_group'
|
| qui gen `genvars'_hist_endl = `temp_hist_end_l'
|
| qui gen `genvars'_hist_endr = `temp_hist_end_r'
|
| label variable `genvars'_hist_width "histogram plot: histogram bar width"
|
| label variable `genvars'_hist_center "histogram plot: histogram bar center"
|
| label variable `genvars'_hist_endl "histogram plot: histogram bar left end"
|
| label variable `genvars'_hist_endr "histogram plot: histogram bar right end"
|
| label variable `genvars'_hist_height "histogram plot: histogram bar height"
|
| label variable `genvars'_hist_group "histogram plot: =1 if cell center > `c'"
|
| }
|
|
|
|
|
|
|
|
|
| if (`plot' == 1) {
|
|
|
|
|
| if ("`plotl_citype'" == "") {
|
| local plotl_citype = "region"
|
| }
|
| else if ("`plotl_citype'" != "all" & "`plotl_citype'" != "region" & "`plotl_citype'" != "line" & "`plotl_citype'" != "ebar" & "`plotl_citype'" != "none") {
|
| di as err `"plotl_citype(): incorrectly specified: options(region, line, ebar, all, none)"'
|
| exit 198
|
| }
|
|
|
| if ("`plotl_citype'" == "region" | "`plotl_citype'" == "all") {
|
| if ("`cirl_opt'" == "") {
|
| local ci_plot_region_l = `"(rarea `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 0, sort lcolor(white%0) color(red%30))"'
|
| }
|
| else {
|
| local ci_plot_region_l = `"(rarea `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 0, sort `cirl_opt')"'
|
| }
|
| }
|
| else {
|
| local ci_plot_region_l = `""'
|
| }
|
| if ("`plotl_citype'" == "line" | "`plotl_citype'" == "all") {
|
| if ("`cill_opt'" == "") {
|
| local ci_plot_line_l = `"(rline `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 0, sort color(red%70))"'
|
| }
|
| else {
|
| local ci_plot_line_l = `"(rline `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 0, sort `cill_opt')"'
|
| }
|
| }
|
| else {
|
| local ci_plot_line_l = `""'
|
| }
|
| if ("`plotl_citype'" == "ebar" | "`plotl_citype'" == "all") {
|
| if ("`cibl_opt'" == "") {
|
| local ci_plot_ebar_l = `"(rcap `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 0, sort color(red%70))"'
|
| }
|
| else {
|
| local ci_plot_ebar_l = `"(rcap `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 0, sort `cibl_opt')"'
|
| }
|
| }
|
| else {
|
| local ci_plot_ebar_l = `""'
|
| }
|
|
|
|
|
| if ("`plotr_citype'" == "") {
|
| local plotr_citype = "region"
|
| }
|
| else if ("`plotr_citype'" != "all" & "`plotr_citype'" != "region" & "`plotr_citype'" != "line" & "`plotr_citype'" != "ebar" & "`plotr_citype'" != "none") {
|
| di as err `"plotr_citype(): incorrectly specified: options(region, line, ebar, all, none)"'
|
| exit 198
|
| }
|
|
|
| if ("`plotr_citype'" == "region" | "`plotr_citype'" == "all") {
|
| if ("`cirr_opt'" == "") {
|
| local ci_plot_region_r = `"(rarea `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 1, sort lcolor(white%0) color(blue%30))"'
|
| }
|
| else {
|
| local ci_plot_region_r = `"(rarea `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 1, sort `cirr_opt')"'
|
| }
|
| }
|
| else {
|
| local ci_plot_region_r = `""'
|
| }
|
| if ("`plotr_citype'" == "line" | "`plotr_citype'" == "all") {
|
| if ("`cilr_opt'" == "") {
|
| local ci_plot_line_r = `"(rline `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 1, sort color(blue%70))"'
|
| }
|
| else {
|
| local ci_plot_line_r = `"(rline `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 1, sort `cilr_opt')"'
|
| }
|
| }
|
| else {
|
| local ci_plot_line_r = `""'
|
| }
|
| if ("`plotr_citype'" == "ebar" | "`plotr_citype'" == "all") {
|
| if ("`cibr_opt'" == "") {
|
| local ci_plot_ebar_r = `"(rcap `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 1, sort color(blue%70))"'
|
| }
|
| else {
|
| local ci_plot_ebar_r = `"(rcap `temp_cil' `temp_cir' `temp_grid' if `temp_group' == 1, sort `cibr_opt')"'
|
| }
|
| }
|
| else {
|
| local ci_plot_ebar_r = `""'
|
| }
|
|
|
|
|
|
|
| if ("`plotl_estype'" == "") {
|
| local plotl_estype = "line"
|
| }
|
| else if ("`plotl_estype'" != "both" & "`plotl_estype'" != "line" & "`plotl_estype'" != "point" & "`plotl_estype'" != "none") {
|
| di as err `"plotl_estype(): incorrectly specified: options(line, point, both, none)"'
|
| exit 198
|
| }
|
|
|
| if ("`plotl_estype'" == "line" | "`plotl_estype'" == "both") {
|
| if ("`esll_opt'" == "") {
|
| local es_plot_line_l = `"(line `temp_f' `temp_grid' if `temp_group' == 0, sort lcolor(red) lwidth("medthin") lpattern(solid))"'
|
| }
|
| else {
|
| local es_plot_line_l = `"(line `temp_f' `temp_grid' if `temp_group' == 0, sort `esll_opt')"'
|
| }
|
| }
|
| else {
|
| local es_plot_line_l = `""'
|
| }
|
| if ("`plotl_estype'" == "point" | "`plotl_estype'" == "both") {
|
| if ("`espl_opt'" == "") {
|
| local es_plot_point_l = `"(scatter `temp_f' `temp_grid' if `temp_group' == 0, sort color(red))"'
|
| }
|
| else {
|
| local es_plot_point_l = `"(scatter `temp_f' `temp_grid' if `temp_group' == 0, sort `espl_opt')"'
|
| }
|
| }
|
| else {
|
| local es_plot_point_l = `""'
|
| }
|
|
|
|
|
|
|
| if ("`plotr_estype'" == "") {
|
| local plotr_estype = "line"
|
| }
|
| else if ("`plotr_estype'" != "both" & "`plotr_estype'" != "line" & "`plotr_estype'" != "point" & "`plotr_estype'" != "none") {
|
| di as err `"plotr_estype(): incorrectly specified: options(line, point, both, none)"'
|
| exit 198
|
| }
|
|
|
| if ("`plotr_estype'" == "line" | "`plotr_estype'" == "both") {
|
| if ("`eslr_opt'" == "") {
|
| local es_plot_line_r = `"(line `temp_f' `temp_grid' if `temp_group' == 1, sort lcolor(blue) lwidth("medthin") lpattern(solid))"'
|
| }
|
| else {
|
| local es_plot_line_r = `"(line `temp_f' `temp_grid' if `temp_group' == 1, sort `eslr_opt')"'
|
| }
|
| }
|
| else {
|
| local es_plot_line_r = `""'
|
| }
|
| if ("`plotr_estype'" == "point" | "`plotr_estype'" == "both") {
|
| if ("`espr_opt'" == "") {
|
| local es_plot_point_r = `"(scatter `temp_f' `temp_grid' if `temp_group' == 1, sort color(blue))"'
|
| }
|
| else {
|
| local es_plot_point_r = `"(scatter `temp_f' `temp_grid' if `temp_group' == 1, sort `espr_opt')"'
|
| }
|
| }
|
| else {
|
| local es_plot_point_r = `""'
|
| }
|
|
|
| if (`histogram' == 1) {
|
| if ("`histl_opt'" == "") {
|
| local plot_histogram_l = `"(bar `temp_hist_height' `temp_hist_center' if `temp_hist_center' < `c', barwidth(`hist_width_l') color(red%20))"'
|
| }
|
| else {
|
| local plot_histogram_l = `"(bar `temp_hist_height' `temp_hist_center' if `temp_hist_center' < `c', `histl_opt')"'
|
| }
|
| if ("`histr_opt'" == "") {
|
| local plot_histogram_r = `"(bar `temp_hist_height' `temp_hist_center' if `temp_hist_center' >= `c', barwidth(`hist_width_r') color(blue%20))"'
|
| }
|
| else {
|
| local plot_histogram_r = `"(bar `temp_hist_height' `temp_hist_center' if `temp_hist_center' >= `c', `histr_opt')"'
|
| }
|
| }
|
| else {
|
| local plot_histogram_l = ""
|
| local plot_histogram_r = ""
|
| }
|
|
|
|
|
| if (`"`graph_opt'"' == "" ) {
|
| local graph_opt = `"xline(`c', lcolor(black) lwidth(medthin) lpattern(solid)) legend(off) title("Manipulation Testing Plot", color(gs0)) xtitle("`x'") ytitle("")"'
|
| }
|
|
|
| twoway `plot_histogram_l'
|
| `plot_histogram_r'
|
| `ci_plot_region_l'
|
| `ci_plot_line_l'
|
| `ci_plot_ebar_l'
|
| `ci_plot_region_r'
|
| `ci_plot_line_r'
|
| `ci_plot_ebar_r'
|
| `es_plot_line_l'
|
| `es_plot_point_l'
|
| `es_plot_line_r'
|
| `es_plot_point_r'
|
| ,
|
| `graph_opt'
|
| }
|
|
|
| ereturn clear
|
| ereturn scalar c = `c'
|
| ereturn scalar p = `p'
|
| ereturn scalar q = `q'
|
| ereturn scalar N_l = `N_l'
|
| ereturn scalar N_r = `N_r'
|
| ereturn scalar N_h_l = `N_h_l'
|
| ereturn scalar N_h_r = `N_h_r'
|
| ereturn scalar h_l = `h_l'
|
| ereturn scalar h_r = `h_r'
|
| ereturn scalar f_ql = `f_ql'
|
| ereturn scalar f_qr = `f_qr'
|
| ereturn scalar se_ql = `se_ql'
|
| ereturn scalar se_qr = `se_qr'
|
| ereturn scalar se_q = `se_q'
|
| ereturn scalar pv_q = `pv_q'
|
| ereturn scalar T_q = `T_q'
|
|
|
| if ("`all'"!=""){
|
| ereturn scalar f_pl = `f_pl'
|
| ereturn scalar f_pr = `f_pr'
|
| ereturn scalar se_pl = `se_pl'
|
| ereturn scalar se_pr = `se_pr'
|
| ereturn scalar se_p = `se_p'
|
| ereturn scalar pv_p = `pv_p'
|
| ereturn scalar T_p = `T_p'
|
| }
|
|
|
| ereturn local runningvar "`runningvar'"
|
| ereturn local kernel "`kernel'"
|
| ereturn local bwmethod "`bwmethod'"
|
| ereturn local vce "`vce'"
|
|
|
| mata: mata clear
|
|
|
| end
|
|
|
|
|
