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| program define binscatter, eclass sortpreserve
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| version 12.1
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|
|
| syntax varlist(min=2 numeric) [if] [in] [aweight fweight], [by(varname)
|
| Nquantiles(integer 20) GENxq(name) discrete xq(varname numeric) MEDians
|
| CONTROLs(varlist numeric ts fv) absorb(varname) noAddmean
|
| LINEtype(string) rd(numlist ascending) reportreg
|
| COLors(string) MColors(string) LColors(string) Msymbols(string)
|
| savegraph(string) savedata(string) replace
|
| nofastxtile randvar(varname numeric) randcut(real 1) randn(integer -1)
|
| nbins(integer 20) create_xq x_q(varname numeric) symbols(string) method(string) unique(string)
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|
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|
| set more off
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|
|
|
|
| if ("`weight'"!="") local wt [`weight'`exp']
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|
|
|
|
|
|
| if (`nbins'!=20) {
|
| if (`nquantiles'!=20) {
|
| di as error "Cannot specify both nquantiles() and nbins(): both are the same option, nbins is supported only for backward compatibility."
|
| exit
|
| }
|
| di as text "NOTE: legacy option nbins() has been renamed nquantiles(), and is supported only for backward compatibility."
|
| local nquantiles=`nbins'
|
| }
|
|
|
| if ("`create_xq'"!="") {
|
| if ("`genxq'"!="") {
|
| di as error "Cannot specify both genxq() and create_xq: both are the same option, create_xq is supported only for backward compatibility."
|
| exit
|
| }
|
| di as text "NOTE: legacy option create_xq has been renamed genxq(), and is supported only for backward compatibility."
|
| local genxq="q_"+word("`varlist'",-1)
|
| }
|
|
|
| if ("`x_q'"!="") {
|
| if ("`xq'"!="") {
|
| di as error "Cannot specify both xq() and x_q(): both are the same option, x_q() is supported only for backward compatibility."
|
| exit
|
| }
|
| di as text "NOTE: legacy option x_q() has been renamed xq(), and is supported only for backward compatibility."
|
| local xq `x_q'
|
| }
|
|
|
| if ("`symbols'"!="") {
|
| if ("`msymbols'"!="") {
|
| di as error "Cannot specify both msymbols() and symbols(): both are the same option, symbols() is supported only for backward compatibility."
|
| exit
|
| }
|
| di as text "NOTE: legacy option symbols() has been renamed msymbols(), and is supported only for backward compatibility."
|
| local msymbols `symbols'
|
| }
|
|
|
| if ("`linetype'"=="noline") {
|
| di as text "NOTE: legacy line type 'noline' has been renamed 'none', and is supported only for backward compatibility."
|
| local linetype none
|
| }
|
|
|
| if ("`method'"!="") {
|
| di as text "NOTE: method() is no longer a recognized option, and will be ignored. binscatter now always uses the fastest method without a need for two instances"
|
| }
|
|
|
| if ("`unique'"!="") {
|
| di as text "NOTE: unique() is no longer a recognized option, and will be ignored. binscatter now considers the x-variable discrete if it has fewer unique values than nquantiles()"
|
| }
|
|
|
|
|
|
|
|
|
|
|
|
|
| if ("`linetype'"=="") local linetype lfit
|
| else if !inlist("`linetype'","connect","lfit","qfit","none") {
|
| di as error "linetype() must either be connect, lfit, qfit, or none"
|
| exit
|
| }
|
|
|
|
|
| if "`fastxtile'"=="nofastxtile" & ("`randvar'"!="" | `randcut'!=1 | `randn'!=-1) {
|
| di as error "Cannot combine randvar, randcut or randn with nofastxtile"
|
| exit
|
| }
|
|
|
|
|
| if ("`genxq'"!="" & ("`xq'"!="" | "`discrete'"!="")) | ("`xq'"!="" & "`discrete'"!="") {
|
| di as error "Cannot specify more than one of genxq(), xq(), and discrete simultaneously."
|
| exit
|
| }
|
| if ("`genxq'"!="") confirm new variable `genxq'
|
| if ("`xq'"!="") {
|
| capture assert `xq'==int(`xq') & `xq'>0
|
| if _rc!=0 {
|
| di as error "xq() must contain only positive integers."
|
| exit
|
| }
|
|
|
| if ("`controls'`absorb'"!="") di as text "warning: xq() is specified in combination with controls() or absorb(). note that binning takes places after residualization, so the xq variable should contain bins of the residuals."
|
| }
|
| if `nquantiles'!=20 & ("`xq'"!="" | "`discrete'"!="") {
|
| di as error "Cannot specify nquantiles in combination with discrete or an xq variable."
|
| exit
|
| }
|
| if "`reportreg'"!="" & !inlist("`linetype'","lfit","qfit") {
|
| di as error "Cannot specify 'reportreg' when no fit line is being created."
|
| exit
|
| }
|
| if "`replace'"=="" {
|
| if `"`savegraph'"'!="" {
|
| if regexm(`"`savegraph'"',"\.[a-zA-Z0-9]+$") confirm new file `"`savegraph'"'
|
| else confirm new file `"`savegraph'.gph"'
|
| }
|
| if `"`savedata'"'!="" {
|
| confirm new file `"`savedata'.csv"'
|
| confirm new file `"`savedata'.do"'
|
| }
|
| }
|
|
|
|
|
| marksample touse
|
| markout `touse' `by' `xq' `controls' `absorb', strok
|
| qui count if `touse'
|
| local samplesize=r(N)
|
| local touse_first=_N-`samplesize'+1
|
| local touse_last=_N
|
|
|
|
|
| local x_var=word("`varlist'",-1)
|
| local y_vars=regexr("`varlist'"," `x_var'$","")
|
| local ynum=wordcount("`y_vars'")
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|
|
|
|
| if "`by'"!="" {
|
| local byvarname `by'
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|
|
| capture confirm numeric variable `by'
|
| if _rc {
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|
|
| tempvar by
|
| tempname bylabel
|
| egen `by'=group(`byvarname'), lname(`bylabel')
|
| }
|
|
|
| local bylabel `:value label `by''
|
|
|
| tempname byvalmatrix
|
| qui tab `by' if `touse', nofreq matrow(`byvalmatrix')
|
|
|
| local bynum=r(r)
|
| forvalues i=1/`bynum' {
|
| local byvals `byvals' `=`byvalmatrix'[`i',1]'
|
| }
|
| }
|
| else local bynum=1
|
|
|
|
|
|
|
|
|
| if (`"`controls'`absorb'"'!="") quietly {
|
|
|
|
|
| if `"`absorb'"'!="" {
|
| local regtype "areg"
|
| local absorb "absorb(`absorb')"
|
| }
|
| else {
|
| local regtype "reg"
|
| }
|
|
|
|
|
|
|
| local firstloop=1
|
| foreach var of varlist `x_var' `y_vars' {
|
| tempvar residvar
|
| `regtype' `var' `controls' `wt' if `touse', `absorb'
|
| predict `residvar' if e(sample), residuals
|
| if ("`addmean'"!="noaddmean") {
|
| summarize `var' `wt' if `touse', meanonly
|
| replace `residvar'=`residvar'+r(mean)
|
| }
|
|
|
| label variable `residvar' "`var'"
|
| if `firstloop'==1 {
|
| local x_r `residvar'
|
| local firstloop=0
|
| }
|
| else local y_vars_r `y_vars_r' `residvar'
|
| }
|
|
|
| }
|
| else {
|
| local x_r `x_var'
|
| local y_vars_r `y_vars'
|
| }
|
|
|
|
|
|
|
|
|
| if ("`reportreg'"=="") local reg_verbosity "quietly"
|
|
|
| if inlist("`linetype'","lfit","qfit") `reg_verbosity' {
|
|
|
|
|
| if "`linetype'"=="qfit" {
|
| tempvar x_r2
|
| gen `x_r2'=`x_r'^2
|
| }
|
|
|
|
|
| tempname e_b_temp
|
| forvalues i=1/`ynum' {
|
| tempname y`i'_coefs
|
| }
|
|
|
|
|
| local counter_by=1
|
| if ("`by'"=="") local noby="noby"
|
| foreach byval in `byvals' `noby' {
|
|
|
|
|
| tokenize "`rd'"
|
| local counter_rd=1
|
|
|
| while ("`1'"!="" | `counter_rd'==1) {
|
|
|
|
|
| if "`reportreg'"!="" {
|
| di "{txt}{hline}"
|
| if ("`by'"!="") {
|
| if ("`bylabel'"=="") di "-> `byvarname' = `byval'"
|
| else {
|
| di "-> `byvarname' = `: label `bylabel' `byval''"
|
| }
|
| }
|
| if ("`rd'"!="") {
|
| if (`counter_rd'==1) di "RD: `x_var'<=`1'"
|
| else if ("`2'"!="") di "RD: `x_var'>`1' & `x_var'<=`2'"
|
| else di "RD: `x_var'>`1'"
|
| }
|
| }
|
|
|
|
|
| local conds `touse'
|
|
|
| if ("`by'"!="" ) local conds `conds' & `by'==`byval'
|
|
|
| if ("`rd'"!="") {
|
| if (`counter_rd'==1) local conds `conds' & `x_r'<=`1'
|
| else if ("`2'"!="") local conds `conds' & `x_r'>`1' & `x_r'<=`2'
|
| else local conds `conds' & `x_r'>`1'
|
| }
|
|
|
|
|
| local counter_depvar=1
|
| foreach depvar of varlist `y_vars_r' {
|
|
|
|
|
| if (`ynum'>1) {
|
| if ("`controls'`absorb'"!="") local depvar_name : var label `depvar'
|
| else local depvar_name `depvar'
|
| di as text "{bf:y_var = `depvar_name'}"
|
| }
|
|
|
|
|
| if ("`reg_verbosity'"=="quietly") capture reg `depvar' `x_r2' `x_r' `wt' if `conds'
|
| else capture noisily reg `depvar' `x_r2' `x_r' `wt' if `conds'
|
|
|
|
|
| if (_rc==0) matrix e_b_temp=e(b)
|
| else if (_rc==2000) {
|
| if ("`reg_verbosity'"=="quietly") di as error "no observations for one of the fit lines. add 'reportreg' for more info."
|
|
|
| if ("`linetype'"=="lfit") matrix e_b_temp=.,.
|
| else matrix e_b_temp=.,.,.
|
| }
|
| else {
|
| error _rc
|
| exit _rc
|
| }
|
|
|
|
|
| if ("`by'"!="") matrix roweq e_b_temp = "by`counter_by'"
|
| if ("`rd'"!="") matrix rownames e_b_temp = "rd`counter_rd'"
|
| else matrix rownames e_b_temp = "="
|
|
|
|
|
| if (`counter_by'==1 & `counter_rd'==1) matrix `y`counter_depvar'_coefs'=e_b_temp
|
| else matrix `y`counter_depvar'_coefs'=`y`counter_depvar'_coefs' \ e_b_temp
|
|
|
|
|
| local ++counter_depvar
|
| }
|
|
|
|
|
| if (`counter_rd'!=1) mac shift
|
| local ++counter_rd
|
|
|
| }
|
|
|
|
|
| local ++counter_by
|
|
|
| }
|
|
|
|
|
| forvalues i=1/`ynum' {
|
| if ("`linetype'"=="lfit") matrix colnames `y`i'_coefs' = "`x_var'" "_cons"
|
| else if ("`linetype'"=="qfit") matrix colnames `y`i'_coefs' = "`x_var'^2" "`x_var'" "_cons"
|
| }
|
|
|
| }
|
|
|
|
|
|
|
|
|
| if "`xq'"=="" {
|
|
|
| if !(`touse_first'==1 & word("`:sortedby'",1)=="`x_r'") sort `touse' `x_r'
|
|
|
| if "`discrete'"=="" {
|
|
|
|
|
| capture mata: characterize_unique_vals_sorted("`x_r'",`touse_first',`touse_last',`nquantiles')
|
|
|
| if (_rc==0) {
|
| local discrete discrete
|
| if ("`genxq'"!="") di as text `"note: the x-variable has fewer unique values than the number of bins specified (`nquantiles'). It will therefore be treated as discrete, and genxq() will be ignored"'
|
|
|
| local xq `x_r'
|
| local nquantiles=r(r)
|
| if ("`by'"=="") {
|
| tempname xq_boundaries xq_values
|
| matrix `xq_boundaries'=r(boundaries)
|
| matrix `xq_values'=r(values)
|
| }
|
| }
|
| else if (_rc==134) {
|
| if ("`genxq'"!="") local xq `genxq'
|
| else tempvar xq
|
|
|
| if ("`fastxtile'"!="nofastxtile") fastxtile `xq' = `x_r' `wt' in `touse_first'/`touse_last', nq(`nquantiles') randvar(`randvar') randcut(`randcut') randn(`randn')
|
| else xtile `xq' = `x_r' `wt' in `touse_first'/`touse_last', nq(`nquantiles')
|
|
|
| if ("`by'"=="") {
|
| mata: characterize_unique_vals_sorted("`xq'",`touse_first',`touse_last',`nquantiles')
|
|
|
| if (r(r)!=`nquantiles') {
|
| di as text "warning: nquantiles(`nquantiles') was specified, but only `r(r)' were generated. see help file under nquantiles() for explanation."
|
| local nquantiles=r(r)
|
| }
|
|
|
| tempname xq_boundaries xq_values
|
| matrix `xq_boundaries'=r(boundaries)
|
| matrix `xq_values'=r(values)
|
| }
|
| }
|
| else {
|
| error _rc
|
| }
|
|
|
| }
|
|
|
| else {
|
|
|
| if ("`controls'`absorb'"!="") di as text "warning: discrete is specified in combination with controls() or absorb(). note that binning takes places after residualization, so the residualized x-variable may contain many more unique values."
|
|
|
| capture mata: characterize_unique_vals_sorted("`x_r'",`touse_first',`touse_last',`=`samplesize'/2')
|
|
|
| if (_rc==0) {
|
| local xq `x_r'
|
| local nquantiles=r(r)
|
| if ("`by'"=="") {
|
| tempname xq_boundaries xq_values
|
| matrix `xq_boundaries'=r(boundaries)
|
| matrix `xq_values'=r(values)
|
| }
|
| }
|
| else if (_rc==134) {
|
| di as error "discrete specified, but number of unique values is > (sample size/2)"
|
| exit 134
|
| }
|
| else {
|
| error _rc
|
| }
|
| }
|
| }
|
| else {
|
|
|
| if !(`touse_first'==1 & word("`:sortedby'",1)=="`xq'") sort `touse' `xq'
|
|
|
|
|
| mata: characterize_unique_vals_sorted("`xq'",`touse_first',`touse_last',`=`samplesize'/2')
|
|
|
| if (_rc==0) {
|
| local nquantiles=r(r)
|
| if ("`by'"=="") {
|
| tempname xq_boundaries xq_values
|
| matrix `xq_boundaries'=r(boundaries)
|
| matrix `xq_values'=r(values)
|
| }
|
| }
|
| else if (_rc==134) {
|
| di as error "discrete specified, but number of unique values is > (sample size/2)"
|
| exit 134
|
| }
|
| else {
|
| error _rc
|
| }
|
| }
|
|
|
|
|
|
|
| if ("`by'"!="") {
|
| sort `touse' `by' `xq'
|
| tempname by_boundaries
|
| mata: characterize_unique_vals_sorted("`by'",`touse_first',`touse_last',`bynum')
|
| matrix `by_boundaries'=r(boundaries)
|
| }
|
|
|
| forvalues b=1/`bynum' {
|
| if ("`by'"!="") {
|
| mata: characterize_unique_vals_sorted("`xq'",`=`by_boundaries'[`b',1]',`=`by_boundaries'[`b',2]',`nquantiles')
|
| tempname xq_boundaries xq_values
|
| matrix `xq_boundaries'=r(boundaries)
|
| matrix `xq_values'=r(values)
|
| }
|
|
|
|
|
|
|
| tempname xbin_means
|
| if ("`discrete'"=="discrete") {
|
| matrix `xbin_means'=`xq_values'
|
| }
|
| else {
|
| means_in_boundaries `x_r' `wt', bounds(`xq_boundaries') `medians'
|
| matrix `xbin_means'=r(means)
|
| }
|
|
|
|
|
| local counter_depvar=0
|
| foreach depvar of varlist `y_vars_r' {
|
| local ++counter_depvar
|
|
|
| means_in_boundaries `depvar' `wt', bounds(`xq_boundaries') `medians'
|
|
|
|
|
| if (`b'==1) {
|
| tempname y`counter_depvar'_scatterpts
|
| matrix `y`counter_depvar'_scatterpts' = `xbin_means',r(means)
|
| }
|
| else {
|
|
|
| local rowdiff=rowsof(`y`counter_depvar'_scatterpts')-rowsof(`xbin_means')
|
| if (`rowdiff'==0) matrix `y`counter_depvar'_scatterpts' = `y`counter_depvar'_scatterpts',`xbin_means',r(means)
|
| else if (`rowdiff'>0) matrix `y`counter_depvar'_scatterpts' = `y`counter_depvar'_scatterpts', ( (`xbin_means',r(means)) \ J(`rowdiff',2,.) )
|
| else matrix `y`counter_depvar'_scatterpts' = ( `y`counter_depvar'_scatterpts' \ J(-`rowdiff',colsof(`y`counter_depvar'_scatterpts'),.) ) ,`xbin_means',r(means)
|
| }
|
| }
|
| }
|
|
|
|
|
|
|
|
|
| if "`rd'"!="" {
|
| foreach xval in "`rd'" {
|
| local xlines `xlines' xline(`xval', lpattern(dash) lcolor(gs8))
|
| }
|
| }
|
|
|
|
|
| if `"`colors'"'=="" local colors
|
| navy maroon forest_green dkorange teal cranberry lavender
|
| khaki sienna emidblue emerald brown erose gold bluishgray
|
|
|
| if `"`mcolors'"'=="" {
|
| if (`ynum'==1 & `bynum'==1 & "`linetype'"!="connect") local mcolors `: word 1 of `colors''
|
| else local mcolors `colors'
|
| }
|
| if `"`lcolors'"'=="" {
|
| if (`ynum'==1 & `bynum'==1 & "`linetype'"!="connect") local lcolors `: word 2 of `colors''
|
| else local lcolors `colors'
|
| }
|
| local num_mcolor=wordcount(`"`mcolors'"')
|
| local num_lcolor=wordcount(`"`lcolors'"')
|
|
|
|
|
|
|
| if ("`linetype'"=="connect") local connect "c(l)"
|
| if "`msymbols'"!="" {
|
| local symbol_prefix "msymbol("
|
| local symbol_suffix ")"
|
| }
|
|
|
|
|
|
|
|
|
| local c=0
|
|
|
| local counter_series=0
|
|
|
|
|
| local counter_by=0
|
| if ("`by'"=="") local noby="noby"
|
| foreach byval in `byvals' `noby' {
|
| local ++counter_by
|
|
|
| local xind=`counter_by'*2-1
|
| local yind=`counter_by'*2
|
|
|
|
|
| local counter_depvar=0
|
| foreach depvar of varlist `y_vars' {
|
| local ++counter_depvar
|
| local ++c
|
|
|
|
|
| local row=1
|
| local xval=`y`counter_depvar'_scatterpts'[`row',`xind']
|
| local yval=`y`counter_depvar'_scatterpts'[`row',`yind']
|
|
|
| if !missing(`xval',`yval') {
|
| local ++counter_series
|
| local scatters `scatters' (scatteri
|
| if ("`savedata'"!="") {
|
| if ("`by'"=="") local savedata_scatters `savedata_scatters' (scatter `depvar' `x_var'
|
| else local savedata_scatters `savedata_scatters' (scatter `depvar'_by`counter_by' `x_var'_by`counter_by'
|
| }
|
| }
|
| else {
|
|
|
| continue
|
| }
|
|
|
| while (`xval'!=. & `yval'!=.) {
|
| local scatters `scatters' `yval' `xval'
|
|
|
| local ++row
|
| local xval=`y`counter_depvar'_scatterpts'[`row',`xind']
|
| local yval=`y`counter_depvar'_scatterpts'[`row',`yind']
|
| }
|
|
|
|
|
| local scatter_options `connect' mcolor(`: word `c' of `mcolors'') lcolor(`: word `c' of `lcolors'') `symbol_prefix'`: word `c' of `msymbols''`symbol_suffix'
|
| local scatters `scatters', `scatter_options')
|
| if ("`savedata'"!="") local savedata_scatters `savedata_scatters', `scatter_options')
|
|
|
|
|
|
|
| if "`by'"=="" {
|
| if (`ynum'==1) local legend_labels off
|
| else local legend_labels `legend_labels' lab(`counter_series' `depvar')
|
| }
|
| else {
|
| if ("`bylabel'"=="") local byvalname=`byval'
|
| else {
|
| local byvalname `: label `bylabel' `byval''
|
| }
|
|
|
| if (`ynum'==1) local legend_labels `legend_labels' lab(`counter_series' `byvarname'=`byvalname')
|
| else local legend_labels `legend_labels' lab(`counter_series' `depvar': `byvarname'=`byvalname')
|
| }
|
| if ("`by'"!="" | `ynum'>1) local order `order' `counter_series'
|
|
|
| }
|
|
|
| }
|
|
|
|
|
|
|
| if inlist(`"`linetype'"',"lfit","qfit") {
|
|
|
|
|
| local c=0
|
|
|
| local rdnum=wordcount("`rd'")+1
|
|
|
| tempname fitline_bounds
|
| if ("`rd'"=="") matrix `fitline_bounds'=.,.
|
| else matrix `fitline_bounds'=.,`=subinstr("`rd'"," ",",",.)',.
|
|
|
|
|
| local counter_by=0
|
| if ("`by'"=="") local noby="noby"
|
| foreach byval in `byvals' `noby' {
|
| local ++counter_by
|
|
|
|
|
| local xind=`counter_by'*2-1
|
|
|
|
|
|
|
| local row0=( `rdnum' ) * (`counter_by' - 1)
|
|
|
|
|
|
|
| local counter_depvar=0
|
| foreach depvar of varlist `y_vars_r' {
|
| local ++counter_depvar
|
| local ++c
|
|
|
|
|
| matrix `fitline_bounds'[1,1]=`y`counter_depvar'_scatterpts'[1,`xind']
|
|
|
| local fitline_ub_rindex=`nquantiles'
|
| local fitline_ub=.
|
| while `fitline_ub'==. {
|
| local fitline_ub=`y`counter_depvar'_scatterpts'[`fitline_ub_rindex',`xind']
|
| local --fitline_ub_rindex
|
| }
|
| matrix `fitline_bounds'[1,`rdnum'+1]=`fitline_ub'
|
|
|
|
|
| forvalues counter_rd=1/`rdnum' {
|
|
|
| if (`"`linetype'"'=="lfit") {
|
| local coef_quad=0
|
| local coef_lin=`y`counter_depvar'_coefs'[`row0'+`counter_rd',1]
|
| local coef_cons=`y`counter_depvar'_coefs'[`row0'+`counter_rd',2]
|
| }
|
| else if (`"`linetype'"'=="qfit") {
|
| local coef_quad=`y`counter_depvar'_coefs'[`row0'+`counter_rd',1]
|
| local coef_lin=`y`counter_depvar'_coefs'[`row0'+`counter_rd',2]
|
| local coef_cons=`y`counter_depvar'_coefs'[`row0'+`counter_rd',3]
|
| }
|
|
|
| if !missing(`coef_quad',`coef_lin',`coef_cons') {
|
| local leftbound=`fitline_bounds'[1,`counter_rd']
|
| local rightbound=`fitline_bounds'[1,`counter_rd'+1]
|
|
|
| local fits `fits' (function `coef_quad'*x^2+`coef_lin'*x+`coef_cons', range(`leftbound' `rightbound') lcolor(`: word `c' of `lcolors''))
|
| }
|
| }
|
| }
|
| }
|
| }
|
|
|
|
|
| if (`ynum'==1) local ytitle `y_vars'
|
| else if (`ynum'==2) local ytitle : subinstr local y_vars " " " and "
|
| else local ytitle : subinstr local y_vars " " "; ", all
|
|
|
|
|
| local graphcmd twoway `scatters' `fits', graphregion(fcolor(white)) `xlines' xtitle(`x_var') ytitle(`ytitle') legend(`legend_labels' order(`order')) `options'
|
| if ("`savedata'"!="") local savedata_graphcmd twoway `savedata_scatters' `fits', graphregion(fcolor(white)) `xlines' xtitle(`x_var') ytitle(`ytitle') legend(`legend_labels' order(`order')) `options'
|
| `graphcmd'
|
|
|
|
|
|
|
|
|
| if `"`savegraph'"'!="" {
|
|
|
| if regexm(`"`savegraph'"',"\.[a-zA-Z0-9]+$") local graphextension=regexs(0)
|
|
|
| if inlist(`"`graphextension'"',".gph","") graph save `"`savegraph'"', `replace'
|
| else graph export `"`savegraph'"', `replace'
|
| }
|
|
|
|
|
| if ("`savedata'"!="") {
|
|
|
|
|
| tempname savedatafile
|
| file open `savedatafile' using `"`savedata'.csv"', write text `replace'
|
|
|
|
|
| forvalues row=0/`nquantiles' {
|
|
|
|
|
|
|
| forvalues counter_by=1/`bynum' {
|
|
|
| if (`row'==0) {
|
| if "`by'"!="" local bynlabel _by`counter_by'
|
| file write `savedatafile' "`x_var'`bynlabel',"
|
| }
|
| else {
|
| if (`row'<=`=rowsof(`y1_scatterpts')') file write `savedatafile' (`y1_scatterpts'[`row',`counter_by'*2-1]) ","
|
| else file write `savedatafile' ".,"
|
| }
|
| }
|
|
|
|
|
|
|
|
|
| local counter_depvar=0
|
| foreach depvar of varlist `y_vars' {
|
| local ++counter_depvar
|
|
|
|
|
| forvalues counter_by=1/`bynum' {
|
|
|
|
|
| if (`row'==0) {
|
| if "`by'"!="" local bynlabel _by`counter_by'
|
| file write `savedatafile' "`depvar'`bynlabel'"
|
| }
|
| else {
|
| if (`row'<=`=rowsof(`y`counter_depvar'_scatterpts')') file write `savedatafile' (`y`counter_depvar'_scatterpts'[`row',`counter_by'*2])
|
| else file write `savedatafile' "."
|
| }
|
|
|
|
|
| if !(`counter_depvar'==`ynum' & `counter_by'==`bynum') file write `savedatafile' ","
|
|
|
| }
|
|
|
| }
|
|
|
| file write `savedatafile' _n
|
|
|
| }
|
|
|
| file close `savedatafile'
|
| di as text `"(file `savedata'.csv written containing saved data)"'
|
|
|
|
|
|
|
|
|
|
|
| file open `savedatafile' using `"`savedata'.do"', write text `replace'
|
|
|
| file write `savedatafile' `"insheet using `savedata'.csv"' _n _n
|
|
|
| if "`by'"!="" {
|
| foreach var of varlist `x_var' `y_vars' {
|
| local counter_by=0
|
| foreach byval in `byvals' {
|
| local ++counter_by
|
| if ("`bylabel'"=="") local byvalname=`byval'
|
| else {
|
| local byvalname `: label `bylabel' `byval''
|
| }
|
| file write `savedatafile' `"label variable `var'_by`counter_by' "`var'; `byvarname'==`byvalname'""' _n
|
| }
|
| }
|
| file write `savedatafile' _n
|
| }
|
|
|
| file write `savedatafile' `"`savedata_graphcmd'"' _n
|
|
|
| file close `savedatafile'
|
| di as text `"(file `savedata'.do written containing commands to process saved data)"'
|
|
|
| }
|
|
|
|
|
| ereturn post, esample(`touse')
|
|
|
| ereturn scalar N = `samplesize'
|
|
|
| ereturn local graphcmd `"`graphcmd'"'
|
| if inlist("`linetype'","lfit","qfit") {
|
| forvalues yi=`ynum'(-1)1 {
|
| ereturn matrix y`yi'_coefs=`y`yi'_coefs'
|
| }
|
| }
|
|
|
| if ("`rd'"!="") {
|
| tempname rdintervals
|
| matrix `rdintervals' = (. \ `=subinstr("`rd'"," ","\",.)' ) , ( `=subinstr("`rd'"," ","\",.)' \ .)
|
|
|
| forvalues i=1/`=rowsof(`rdintervals')' {
|
| local rdintervals_labels `rdintervals_labels' rd`i'
|
| }
|
| matrix rownames `rdintervals' = `rdintervals_labels'
|
| matrix colnames `rdintervals' = gt lt_eq
|
| ereturn matrix rdintervals=`rdintervals'
|
| }
|
|
|
| if ("`by'"!="" & "`by'"=="`byvarname'") {
|
| forvalues i=1/`=rowsof(`byvalmatrix')' {
|
| local byvalmatrix_labels `byvalmatrix_labels' by`i'
|
| }
|
| matrix rownames `byvalmatrix' = `byvalmatrix_labels'
|
| matrix colnames `byvalmatrix' = `by'
|
| ereturn matrix byvalues=`byvalmatrix'
|
| }
|
|
|
| end
|
|
|
|
|
|
|
|
|
|
|
|
|
| program define means_in_boundaries, rclass
|
| version 12.1
|
|
|
| syntax varname(numeric) [aweight fweight], BOUNDsmat(name) [MEDians]
|
|
|
|
|
| if ("`weight'"!="") local wt [`weight'`exp']
|
|
|
| local r=rowsof(`boundsmat')
|
| matrix means=J(`r',1,.)
|
|
|
| if ("`medians'"!="medians") {
|
| forvalues i=1/`r' {
|
| sum `varlist' in `=`boundsmat'[`i',1]'/`=`boundsmat'[`i',2]' `wt', meanonly
|
| matrix means[`i',1]=r(mean)
|
| }
|
| }
|
| else {
|
| forvalues i=1/`r' {
|
| _pctile `varlist' in `=`boundsmat'[`i',1]'/`=`boundsmat'[`i',2]' `wt', percentiles(50)
|
| matrix means[`i',1]=r(r1)
|
| }
|
| }
|
|
|
| return clear
|
| return matrix means=means
|
|
|
| end
|
|
|
|
|
| program define fastxtile, rclass
|
| version 11
|
|
|
|
|
| _parsewt "aweight fweight pweight" `0'
|
| local 0 "`s(newcmd)'"
|
| local wt "`s(weight)'"
|
|
|
|
|
| syntax newvarname=/exp [if] [in] [,Nquantiles(integer 2) Cutpoints(varname numeric) ALTdef
|
| CUTValues(numlist ascending) randvar(varname numeric) randcut(real 1) randn(integer -1)]
|
|
|
|
|
| marksample touse, novarlist
|
| markout `touse' `exp'
|
| qui count if `touse'
|
| local popsize=r(N)
|
|
|
| if "`cutpoints'"=="" & "`cutvalues'"=="" {
|
| if `"`wt'"'!="" & "`altdef'"!="" {
|
| di as error "altdef option cannot be used with weights"
|
| exit 198
|
| }
|
|
|
| if `randn'!=-1 {
|
| if `randcut'!=1 {
|
| di as error "cannot specify both randcut() and randn()"
|
| exit 198
|
| }
|
| else if `randn'<1 {
|
| di as error "randn() must be a positive integer"
|
| exit 198
|
| }
|
| else if `randn'>`popsize' {
|
| di as text "randn() is larger than the population. using the full population."
|
| local randvar=""
|
| }
|
| else {
|
| local randcut=`randn'/`popsize'
|
|
|
| if "`randvar'"!="" {
|
| qui sum `randvar', meanonly
|
| if r(min)<0 | r(max)>1 {
|
| di as error "with randn(), the randvar specified must be in [0,1] and ought to be uniformly distributed"
|
| exit 198
|
| }
|
| }
|
| }
|
| }
|
|
|
|
|
| if "`randvar'"=="" {
|
| if (`randcut'<1 & `randcut'>0) {
|
| tempvar randvar
|
| gen `randvar'=runiform()
|
| }
|
|
|
| else if `randcut'!=1 {
|
| di as error "if randcut() is specified without randvar(), a uniform r.v. will be generated and randcut() must be in (0,1)"
|
| exit 198
|
| }
|
| }
|
|
|
|
|
| if ("`randvar'"!="") {
|
| tempvar randsample
|
| mark `randsample' `wt' if `touse' & `randvar'<=`randcut'
|
| }
|
| else {
|
| local randsample `touse'
|
| }
|
|
|
|
|
| qui count if `randsample'
|
| local samplesize=r(N)
|
| if (`nquantiles' > r(N) + 1) {
|
| if ("`randvar'"=="") di as error "nquantiles() must be less than or equal to the number of observations [`r(N)'] plus one"
|
| else di as error "nquantiles() must be less than or equal to the number of sampled observations [`r(N)'] plus one"
|
| exit 198
|
| }
|
| else if (`nquantiles' < 2) {
|
| di as error "nquantiles() must be greater than or equal to 2"
|
| exit 198
|
| }
|
|
|
|
|
| _pctile `exp' if `randsample' `wt', nq(`nquantiles') `altdef'
|
|
|
|
|
| forvalues i=1/`=`nquantiles'-1' {
|
| local cutvallist `cutvallist' r(r`i')
|
| }
|
| }
|
| else if "`cutpoints'"!="" {
|
|
|
|
|
| if "`cutvalues'"!="" {
|
| di as error "cannot specify both cutpoints() and cutvalues()"
|
| exit 198
|
| }
|
| if "`wt'"!="" | "`randvar'"!="" | "`ALTdef'"!="" | `randcut'!=1 | `nquantiles'!=2 | `randn'!=-1 {
|
| di as error "cutpoints() cannot be used with nquantiles(), altdef, randvar(), randcut(), randn() or weights"
|
| exit 198
|
| }
|
|
|
| tempname cutvals
|
| qui tab `cutpoints', matrow(`cutvals')
|
|
|
| if r(r)==0 {
|
| di as error "cutpoints() all missing"
|
| exit 2000
|
| }
|
| else {
|
| local nquantiles = r(r) + 1
|
|
|
| forvalues i=1/`r(r)' {
|
| local cutvallist `cutvallist' `cutvals'[`i',1]
|
| }
|
| }
|
| }
|
| else {
|
| if "`wt'"!="" | "`randvar'"!="" | "`ALTdef'"!="" | `randcut'!=1 | `nquantiles'!=2 | `randn'!=-1 {
|
| di as error "cutvalues() cannot be used with nquantiles(), altdef, randvar(), randcut(), randn() or weights"
|
| exit 198
|
| }
|
|
|
|
|
| numlist "`cutvalues'"
|
| local cutvallist `"`r(numlist)'"'
|
| local nquantiles=wordcount(`"`r(numlist)'"')+1
|
| }
|
|
|
|
|
| if (`nquantiles'<=100) local qtype byte
|
| else if (`nquantiles'<=32,740) local qtype int
|
| else local qtype long
|
|
|
|
|
| local cutvalcommalist : subinstr local cutvallist " " ",", all
|
| qui gen `qtype' `varlist'=1+irecode(`exp',`cutvalcommalist') if `touse'
|
| label var `varlist' "`nquantiles' quantiles of `exp'"
|
|
|
|
|
| if ("`samplesize'"!="") return scalar n = `samplesize'
|
| else return scalar n = .
|
|
|
| return scalar N = `popsize'
|
|
|
| tokenize `"`cutvallist'"'
|
| forvalues i=`=`nquantiles'-1'(-1)1 {
|
| return scalar r`i' = ``i''
|
| }
|
|
|
| end
|
|
|
|
|
| version 12.1
|
| set matastrict on
|
|
|
| mata:
|
|
|
| void characterize_unique_vals_sorted(string scalar var, real scalar first, real scalar last, real scalar maxuq) {
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| real scalar Nunique
|
| Nunique=0
|
|
|
| real matrix values
|
| values=J(maxuq,1,.)
|
|
|
| real matrix boundaries
|
| boundaries=J(maxuq,2,.)
|
|
|
|
|
| real scalar var_index
|
| var_index=st_varindex(var)
|
|
|
| real scalar curvalue
|
| real scalar prevvalue
|
|
|
|
|
| real scalar obs
|
| for (obs=first; obs<=last; obs++) {
|
| curvalue=_st_data(obs,var_index)
|
|
|
| if (curvalue!=prevvalue) {
|
| Nunique++
|
| if (Nunique<=maxuq) {
|
| prevvalue=curvalue
|
| values[Nunique,1]=curvalue
|
| boundaries[Nunique,1]=obs
|
| if (Nunique>1) boundaries[Nunique-1,2]=obs-1
|
| }
|
| else {
|
| exit(error(134))
|
| }
|
|
|
| }
|
| }
|
| boundaries[Nunique,2]=last
|
|
|
|
|
| stata("return clear")
|
|
|
| st_numscalar("r(r)",Nunique)
|
| st_matrix("r(values)",values[1..Nunique,.])
|
| st_matrix("r(boundaries)",boundaries[1..Nunique,.])
|
|
|
| }
|
|
|
| end
|
|
|
