9

9/paper.pdf

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+version https://git-lfs.github.com/spec/v1
+oid sha256:cd9e664c51fc3fb20dfd0ba909c148b3cab68aaaa60c800038ebc3b8b44d79f1
+size 838205

9/replication_package/Ado/brain.ado

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+cap program drop brain
+program define brain, rclass
+	version 9.0
+	syntax anything(id="command") [if] [in], [Hidden(numlist)] [INput(varlist)] [Output(varlist)] [ITer(integer 0)] [Eta(real 0.25)] [Spread(real 0.5)] [RAW] [NOSort]
+	token `"`anything'"'
+	if length(`"`1'"') < 2 {
+		di as error "invalid brain command"
+		error 999
+	}
+	if `"`1'"' == substr("define",1,length(`"`1'"')) {
+		if `"`input'"' == "" {
+			di as error "no input variables specified"
+			error 999
+		}
+		if `"`output'"' == "" {
+			di as error "no output variables specified"
+			error 999
+		}
+		local inp = wordcount(`"`input'"')
+		local out = wordcount(`"`output'"')
+		local hidden = `"`inp' `hidden' `out'"'
+		token `"`hidden'"'
+		local layer = ""
+		local i = 1
+		while "``i''" != "" {
+			cap confirm integer number ``i''
+			if _rc > 0 {
+				di as error "invalid layer number"
+				error 999
+			}
+			if ``i'' <= 0 {
+				di as error "invalid layer definition"
+				error 999
+			}
+			local layer = `"`layer',``i''"'
+			local i = `i' + 1 
+		}
+		local layer = "("+substr(`"`layer'"',2,.)+")"
+		matrix layer = `layer'
+		if wordcount(`"`input'"') != layer[1,1] {
+			di as error "invalid number of input variables, " layer[1,1] " required"
+			matrix drop layer
+			error 999
+		}
+		if wordcount(`"`output'"') != layer[1,colsof(layer)] {
+			di as error "invalid number of output variables, " layer[1,colsof(layer)] " required"
+			matrix drop layer
+			error 999
+		}
+		matrix input = J(4,layer[1,1],0)
+		local i = 1
+		foreach v of varlist `input' {
+			qui sum `v' `if' `in'
+			matrix input[1,`i'] = r(min)
+			matrix input[2,`i'] = 1 / (r(max) - r(min))
+			if input[2,`i'] == . {
+				matrix input[2,`i'] = 1
+			}
+			local i = `i'+1
+		}
+		matrix colnames input = `input'
+		matrix rownames input = min norm value signal
+		matrix output = J(4,layer[1,colsof(layer)],0)
+		local i = 1
+		foreach v of varlist `output' {
+			qui sum `v' `if' `in'
+			matrix output[1,`i'] = r(min)
+			matrix output[2,`i'] = 1 / (r(max) - r(min))
+			if output[2,`i'] == . {
+				matrix output[2,`i'] = 1
+			}
+			local i = `i'+1
+		}
+		matrix colnames output = `output'
+		matrix rownames output = min norm value signal
+		braincreate
+		braininit `spread'
+		di as text "Defined matrices:"
+		braindir
+		exit
+	}
+	if `"`1'"' == substr("save",1,length("`1'")) {
+		if `"`2'"' == "" {
+			di as error "no file specified"
+			error 999
+		}
+		local using = `"`2'"'
+		tempname save
+		cap local layer = colsof(layer)
+		if _rc > 0 {
+			di as error "no network defined"
+			error 999
+		}
+		cap local size = colsof(brain)
+		if _rc > 0 {
+			di as error "no network defined"
+			error 999
+		}
+		cap local isize = colsof(input)
+		if _rc > 0 {
+			di as error "no network defined"
+			error 999
+		}
+		cap local osize = colsof(output)
+		if _rc > 0 {
+			di as error "no network defined"
+			error 999
+		}
+		local using = subinstr(trim(`"`using'"'),"\","/",.)
+		if regex(`"`using'?"',"\.[^/]*\?") == 0 {
+			local using = `"`using'.brn"'
+		}
+		qui file open `save' using `"`using'"', write binary replace
+		file write `save' %9s `"braindead"'
+		file write `save' %4bu (`layer')
+		forvalue i = 1/`layer' {
+			file write `save' %4bu (layer[1,`i'])
+		}
+		local names : colnames input
+		local len = length(`"`names'"')
+		file write `save' %4bu (`len')
+		file write `save' %`len's `"`names'"'
+		local isize = layer[1,1]
+		forvalue i = 1/`isize' {
+			file write `save' %8z (input[1,`i'])
+			file write `save' %8z (input[2,`i'])
+		}
+		local names : colnames output
+		local len = length(`"`names'"')
+		file write `save' %4bu (`len')
+		file write `save' %`len's `"`names'"'
+		local osize = layer[1,colsof(layer)]
+		forvalue i = 1/`osize' {
+			file write `save' %8z (output[1,`i'])
+			file write `save' %8z (output[2,`i'])
+		}
+		forvalue i = 1/`size' {
+			file write `save' %8z (brain[1,`i'])
+		}
+		file close `save'
+		exit
+	}
+	if "`1'" == substr("load",1,length("`1'")) {
+		if `"`2'"' == "" {
+			di as error "no file specified"
+			error 999
+		}
+		local using = `"`2'"'
+		tempname load bin
+		local using = subinstr(trim(`"`using'"'),"\","/",.)
+		if regex(`"`using'?"',"\.[^/]*\?") == 0 {
+			local using = "`using'.brn"
+		}
+		file open `load' using `"`using'"', read binary
+		file read `load' %9s str
+		if `"`str'"' != "braindead" {
+			di as error "invalid file format"
+			file close `load'
+			error 999
+		}		
+		file read `load' %4bu `bin'
+		local layer = `bin'
+		matrix layer = J(1,`layer',0)
+		forvalue i = 1/`layer' {
+			file read `load' %4bu `bin'
+			if r(eof) {
+				di as error "invalid file format"
+				file close `load'
+				error 999
+			}
+			matrix layer[1,`i'] = `bin'
+		}
+		file read `load' %4bu `bin'
+		local len = `bin'
+		file read `load' %`len's str
+		local layer = layer[1,1]
+		matrix input = J(4,`layer',0)
+		matrix colnames input = `str'
+		matrix rownames input = min norm value signal
+		forvalue i = 1/`layer' {
+			file read `load' %8z `bin'
+			matrix input[1,`i'] = `bin'
+			file read `load' %8z `bin'
+			matrix input[2,`i'] = `bin'
+		}
+		file read `load' %4bu `bin'
+		local len = `bin'
+		file read `load' %`len's str
+		local layer = layer[1,colsof(layer)]
+		matrix output = J(4,`layer',0)
+		matrix colnames output = `str'
+		matrix rownames output = min norm value signal
+		forvalue i = 1/`layer' {
+			file read `load' %8z `bin'
+			matrix output[1,`i'] = `bin'
+			file read `load' %8z `bin'
+			matrix output[2,`i'] = `bin'
+		}
+		braincreate
+		local size = colsof(brain)
+		local i = 0
+		while 1 {
+			file read `load' %8z `bin'
+			if r(eof) {
+				continue, break
+			}
+			local i = `i'+1
+			if `i' > `size' {
+				di as error "invalid file format"
+				file close `load'
+				error 999
+			}
+			matrix brain[1,`i'] = `bin'
+		}
+		if `i' < `size' {
+			di as error "invalid file format"
+			file close `load'
+			error 999
+		}
+		file close `load'
+		di as text "Loaded matrices:"
+		braindir
+		exit
+	}
+	if `"`1'"' == substr("feed",1,length("`1'")) {
+		macro shift
+		tempname output
+		local isize = colsof(input)
+		local osize = colsof(output)
+		local ostart = colsof(neuron)-`osize'+1
+		local wc = wordcount(`"`*'"')
+		if `wc' != `isize' {
+			di as error "number of values does not match input neurons (`wc' <> `isize')"
+			error 999
+		}
+		foreach v in `*' {
+			cap confirm number `v'
+			if _rc != 0 {
+				di as error "invalid value: `v'"
+				error 999
+			}
+		}
+		local i = 1
+		if `"`raw'"' == "" {
+			while `"``i''"' != "" {
+				matrix input[3,`i'] = ``i''
+				local i = `i'+1
+			}
+			forvalue i = 1/`isize' {
+				matrix input[4,`i'] = max(min((input[3,`i']-input[1,`i']) * input[2,`i'],1),0)
+				matrix neuron[1,`i'] = input[4,`i']
+			}
+		}
+		else {
+			while `"``i''"' != "" {
+				matrix input[4,`i'] = max(min(``i'',1),0)
+				local i = `i'+1
+			}
+			forvalue i = 1/`isize' {
+				matrix input[3,`i'] = input[4,`i'] / input[2,`i'] + input[1,`i']
+				matrix neuron[1,`i'] = input[4,`i']
+			}
+		}
+		mata: brainforward()
+		mata: brainoutputget(0)
+		matrix `output' = output[3..4,1...]
+		matrix list `output', noheader format(%18.9f)
+		return matrix output = `output'
+		exit
+	}
+	if `"`1'"' == substr("signal",1,length("`1'")) {
+		macro shift
+		tempname signal
+		local isize = colsof(input)
+		local osize = colsof(output)
+		local ostart = colsof(neuron)-`osize'+1
+		local nsize = colsof(neuron)
+		local inames : colnames input
+		local onames : colnames output
+		matrix `signal' = J(`isize'+1, `osize', 0)
+		matrix colnames `signal' = `onames'
+		matrix rownames `signal' = `inames' flatline
+		matrix neuron[1, 1] = J(1,`isize', 0)
+		mata: brainforward()
+		mata: brainoutputget(0)
+		if "`raw'" == "" {
+			matrix `signal'[`isize'+1,1] = output[3,1...]
+		}
+		else {
+			matrix `signal'[`isize'+1,1] = output[4,1...]
+		}
+		forvalue i = 1/`isize' {
+			matrix neuron[1, 1] = J(1,`isize', 0)
+			matrix neuron[1, `i'] = 1
+			mata: brainforward()
+			if `"`raw'"' == "" {
+				forvalue j = 1/`osize' {
+					local k = `ostart'+`j'-1
+					matrix `signal'[`i',`j'] = neuron[1,`k'] / output[2,`j'] + output[1,`j']
+					matrix `signal'[`i',`j'] = `signal'[`i',`j'] - output[3,`j']
+				}
+			}
+			else {
+				forvalue j = 1/`osize' {
+					local k = `ostart'+`j'-1
+					matrix `signal'[`i',`j'] = neuron[1,`k'] - output[4,`j']
+				}
+			}
+		}
+		matrix list `signal', noheader format(%18.9f)
+		return matrix signal = `signal'
+		exit
+	}
+	if `"`1'"' == substr("margin",1,length("`1'")) {
+		tempname signal 
+		tempvar delta nouse
+		macro shift
+		local inames : colnames input
+		local onames : colnames output
+		local mnames = "`inames'"
+		local osize = colsof(output)
+		local isize = colsof(input)
+		local msize = `isize'
+		if `"`*'"' != "" {
+			local mnames = ""
+			local msize = 0
+			foreach v of varlist `*' {
+				if index(" `inames' ", " `v' ") == 0 {
+					di as error "invalid input variable `v'"
+					error 999
+				}
+				if index(" `mnames' "," `v' ") > 0 {
+					di as error "input variable `v' already defined"
+					error 999
+				}
+				local mnames = "`mnames' `v'"
+				local msize = `msize'+1
+			}
+		}
+		qui des, varlist
+		local names = r(varlist)
+		qui gen byte `nouse' = 1
+		qui replace `nouse' = 0 `in' `if'
+		local snames = subinstr(`"`inames',`onames'"'," ",",",.)
+		qui replace `nouse' = 1 `in' if `nouse' == 0 & missing(`snames')
+		local snames = ""
+		local bnames = ""
+		forvalue o = 1/`osize' {
+			tempvar signal`o' base`o'
+			qui gen double `signal`o'' = .
+			qui gen double `base`o'' = .
+			local snames = "`snames' `signal`o''"
+			local bnames = "`bnames' `base`o''"
+		}
+		qui gen double `delta' = .
+		matrix `signal' = J(`msize',`osize',0)
+		matrix rownames `signal' = `mnames'
+		local cnames = ""
+		forvalue o = 1/`osize' {
+			local oname = word("`onames'", `o')
+			local cnames = "`cnames' `oname'"
+		}
+		di as text "unrestricted " _continue
+		matrix colnames `signal' = `cnames'
+		order `inames' `bnames' `nouse'
+		mata: brainsignal(0)
+		order `inames' `snames' `nouse'
+		local ind = 0
+		foreach v of varlist `mnames' {
+			forvalue i = 1/`isize' {
+				local iname = word("`inames'", `i')
+				if "`v'" == "`iname'" {
+					di as result "`iname' " _continue
+					mata: brainsignal(`i')
+					local ind = `ind' + 1
+					forvalue o = 1/`osize' {
+						local oname = word("`onames'", `o')
+						qui replace `delta' = `base`o''-`signal`o'' if `nouse' == 0
+						qui sum `delta' if `nouse' == 0
+						matrix `signal'[`ind',`o'] = r(mean)
+					}
+					continue, break
+				}
+			}
+		}
+		order `names'
+		di ""
+		matrix list `signal', noheader format(%18.9f)
+		return matrix margin = `signal'
+		exit
+	}
+	if `"`1'"' == substr("think",1,length("`1'")) {
+		tempvar nouse
+		macro shift
+		local wc = wordcount(`"`*'"')
+		local osize = colsof(output)
+		if `wc' != `osize' {
+			di as error "number of target variables does not match output neurons (`wc' <> `osize')"
+			error 999
+		}
+		foreach v in `*' {
+			cap drop `v'
+			qui gen double `v' = .
+		}
+		qui des, varlist
+		local names = r(varlist)
+		qui gen byte `nouse' = 1
+		qui replace `nouse' = 0 `in' `if'
+		local inames : colnames input
+		local mnames = subinstr(`"`inames'"'," ",",",.)
+		qui replace `nouse' = 1 `in' if `nouse' == 0 & missing(`mnames')
+		local mnames = ""
+		order `inames' `*' `nouse'
+		mata: brainthink()
+		order `names'
+		exit
+	}
+	if `"`1'"' == substr("train",1,length("`1'")) {
+		tempvar nouse rnd
+		if `eta' < 0 {
+			di as error "eta has to be a number larger equal zero"
+			error 999
+		}
+		if `iter' < 0 {
+			di as error "number of iterations has to be larger equal zero"
+			error 999
+		}
+		qui des, varlist
+		local names = r(varlist)
+		qui gen byte `nouse' = 1
+		qui replace `nouse' = 0 `in' `if'
+		local inames : colnames input
+		local onames : colnames output
+		local mnames = subinstr(`"`inames',`onames'"'," ",",",.)
+		qui replace `nouse' = 1 `in' if `nouse' == 0 & missing(`mnames')
+		local mnames = ""
+		if `"`nosort'"' != "" {
+			sort `nouse'
+		}
+		else {
+			qui gen double `rnd' = uniform()
+			sort `nouse' `rnd'
+		}
+		qui count if `nouse' == 0
+		local N = r(N)
+		order `inames' `onames'
+		local err = 0
+		local prev = .
+		di as text "{hline 40}" 
+		di as text "Brain{dup 7: }Number of obs = " as result %12.0fc `N'
+		di as text "Train{dup 17: }eta = " as result %12.6f `eta'
+		di as text "{hline 10}{c TT}{hline 14}{c TT}{hline 14}
+		di as text "Iteration {c |}        Error {c |}        Delta"
+		di as text "{hline 10}{c +}{hline 14}{c +}{hline 14}"
+		forvalue i = 1/`iter' {
+			mata: braintrain(`eta', `N')
+			local err = r(error)/`N'/colsof(output)
+			local delta = `err'-`prev'
+			local prev = `err'
+			di as result %9.0f `i' as text " {c |} " as result %12.9f `err' as text " {c |} " as result %12.9f `delta'
+		}
+		mata: braintrain(0, `N')
+		local err = r(error)/`N'/colsof(output)
+		local delta = `err'-`prev'
+		if `iter' == 0 {
+			di as result "  current" as text " {c |} " as result %12.9f `err' as text " {c |} " as result %12.9f `delta'
+		}
+		else {
+			di as text "{hline 10}{c +}{hline 14}{c +}{hline 14}"
+			di as result "    final" as text " {c |} " as result %12.9f `err' as text " {c |} " as result %12.9f `delta'
+		}
+		order `names'
+		di as text "{hline 10}{c BT}{hline 14}{c BT}{hline 14}"
+		return scalar N = `N'
+		return scalar err = `err'
+		exit
+	}
+	di as error "invalid brain command"
+	error 999
+end
+
+cap program drop braindir
+program define braindir
+	di as result "   input[" rowsof(input) ","  colsof(input) "]"
+	di as result "  output[" rowsof(output) "," colsof(output) "]"
+	di as result "  neuron[" rowsof(neuron) "," colsof(neuron) "]"
+	di as result "   layer[" rowsof(layer) "," colsof(layer) "]"
+	di as result "   brain[" rowsof(brain) "," colsof(brain) "]"
+end
+
+cap program drop braincreate
+program define braincreate
+	local names = ""
+	local size = 0
+	local layer = colsof(layer)
+	forvalue l = 2/`layer' {
+		local p = `l'-1
+		local neurons = layer[1,`l']
+		local weights = layer[1,`p']
+		local size = `size' + `neurons' * (`weights'+1)
+		if `l' < `layer' {
+			local prefix = "h`p'n"
+		}
+		else {
+			local prefix = "o"
+		}
+		forvalue n = 1/`neurons' {
+			forvalue w = 1/`weights' {
+				local names = "`names' `prefix'`n'w`w'"
+			}
+			local names = "`names' `prefix'`n'b"
+		}
+	}
+	cap matrix brain = J(1,`size',0)
+	if _rc > 0 {
+		local matsize = int(`size'*1.1)
+		set matsize `matsize'
+		matrix brain = J(1,`size',0)
+	}
+	matrix colnames brain = `names'
+	matrix rownames brain = weight
+	local names = "in"
+	local layer = `layer'-2
+	forvalue l = 1/`layer' {
+		local names = "`names' hid`l'"
+	}
+	local names = "`names' out"
+	matrix colnames layer = `names'
+	matrix rownames layer = neurons
+	local layer = colsof(layer)
+	local names = ""
+	local size = 0
+	forvalue i = 1/`layer' {
+		local neurons = layer[1,`i']
+		local size = `size'+`neurons'
+		if `i' == 1 {
+			local prefix = "in"
+		}
+		else if `i' == `layer' {
+			local prefix = "out"
+		}
+		else {
+			local j = `i'-1
+			local prefix = "h`j'n"
+		}
+		forvalue j = 1/`neurons' {
+			local names = "`names' `prefix'`j'"
+		}
+	}
+	matrix neuron = J(1,`size',0)
+	matrix colnames neuron = `names'
+	matrix rownames neuron = signal
+end	
+
+cap program drop braininit
+program define braininit
+	local spread = abs(`1')
+	local range = `spread'*2
+	local size = colsof(brain)
+	forvalue i = 1/`size' {
+		matrix brain[1,`i'] = uniform()*`range'-`spread'
+	}
+end	
+
+mata:
+
+void braininp(real scalar obs, real matrix input, real matrix neuron)
+{	real matrix inp3, inp4, mm
+	real scalar i, icnt, ncnt
+	icnt = cols(input)
+	ncnt = cols(neuron)
+	inp3 = st_data(obs, 1..icnt)
+	inp4 = (inp3[1, .] - input[1, .]) :* input[2, .]
+	mm = minmax(inp4)
+	if (mm[1,1] < 0 | mm[1,2] > 1)
+	{	for (i = 1; i <= icnt; i++)
+		{	if (inp4[1, i] < 0) inp4[1, i] = 0
+			if (inp4[1, i] > 1) inp4[1, i] = 1
+		}
+	} 
+	neuron = inp4[1,.], neuron[1,icnt+1..ncnt]
+	input = input[1::2,.] \ inp3 \ inp4
+}
+
+void brainoutputget(real scalar obs)
+{	real matrix output
+	output = st_matrix("output")
+	brainoutget(obs, cols(st_matrix("input")), st_matrix("neuron"), output)
+	st_replacematrix("output", output)
+}
+
+void brainoutputset(real scalar obs)
+{	real matrix output
+	output = st_matrix("output")
+	brainoutset(obs, cols(st_matrix("input")), output)
+	st_replacematrix("output", output)
+}
+
+void brainoutset(real scalar obs, real scalar icnt, real matrix output)
+{	real matrix out3, out4, mm
+	real scalar i, ocnt
+	ocnt = cols(output)
+	out3 = st_data(obs, icnt+1..icnt+ocnt)
+	out4 = (out3[1, .] - output[1, .]) :* output[2, .]
+	mm = minmax(out4)
+	if (mm[1,1] < 0 | mm[1,2] > 1)
+	{	for (i = 1; i <= ocnt; i++)
+		{	if (out4[1, i] < 0) out4[1, i] = 0
+			if (out4[1, i] > 1) out4[1, i] = 1
+		}
+	}
+	output = output[1::2,.] \ out3 \ out4
+}
+
+void brainoutget(real scalar obs, real scalar icnt, real matrix neuron, real matrix output)
+{	real matrix out3, out4
+	real scalar i, ocnt, ostart
+	ocnt = cols(output)
+	ostart = cols(neuron) - ocnt + 1
+	out4 = neuron[1, ostart..ostart+ocnt-1]
+	out3 = out4[1, .] :/ output[2, .] + output[1, .]
+	output = output[1::2,.] \ out3 \ out4
+	if (obs > 0) st_store(obs, icnt+1..icnt+ocnt, out3)
+}
+
+void brainforward()
+{	real matrix neuron
+	neuron = st_matrix("neuron")
+	brainforw(st_matrix("layer"), neuron, st_matrix("brain"))
+	st_replacematrix("neuron", neuron)
+}
+
+void brainforw(layer, neuron, brain)
+{	real scalar layers, neurons, npos, wpos
+	real scalar l, n, start, weights, net
+	real matrix feed
+	layers = cols(layer)
+	npos = layer[1,1]+1
+	wpos = 1
+	start = 1
+	for (l = 2; l <= layers; l++)
+	{	neurons = layer[1,l]
+		weights = layer[1,l-1]
+		feed = neuron[1, start..start+weights-1], 1
+		start = start+weights
+		for (n = 1; n <= neurons; n++)
+		{	net = sum(feed :* brain[1,wpos..wpos+weights])
+			neuron[1,npos] = 1/(1+exp(-net))
+			wpos = wpos + weights + 1
+			npos++
+		}
+	}
+}
+
+void brainbackward(real scalar eta)
+{	real matrix brain
+	real scalar error
+	brain = st_matrix("brain")
+	error = brainbackw(eta, st_matrix("output"), st_matrix("layer"), st_matrix("neuron"), brain)
+	st_replacematrix("brain",brain)
+	st_rclear()
+	st_numscalar("r(error)", error)
+}
+
+void brainsignal(real scalar inp)
+{	real matrix neuron, layer, brain, input, output
+	real scalar obs, icnt, ocnt, N
+	layer = st_matrix("layer")
+	neuron = st_matrix("neuron")
+	brain = st_matrix("brain")
+	output = st_matrix("output")
+	input = st_matrix("input")
+	icnt = cols(input)
+	ocnt = cols(output)
+	ncnt = cols(neuron)
+	nouse = icnt+ocnt+1
+	N = st_nobs()
+	for (obs = 1; obs <= N; obs++)
+	{	if (st_data(obs, nouse) == 1)
+		{	continue
+		}
+		braininp(obs, input, neuron)
+		if (inp >= 1 & inp <= icnt)
+		{	neuron[1,inp] = 0
+		}
+		brainforw(layer, neuron, brain)
+		brainoutget(obs, icnt, neuron, output)
+	}
+}
+
+void brainthink()
+{	brainsignal(0)
+}
+
+real scalar brainbackw(real scalar eta, real matrix output, real matrix layer, real matrix neuron, real matrix brain)
+{	real matrix delta, err, diff, sub
+	real scalar dpos, wpos, npos, lay, error
+	real scalar n, l
+	real scalar ncol, ocol, dcol
+	ncol = cols(neuron)
+	ocol = cols(output)
+	diff = (J(1, ncol-layer[1,1],1) :- neuron[1, layer[1,1]+1..ncol]) :* neuron[1, layer[1,1]+1..ncol]
+	err = output[4, .] :- neuron[1, ncol-ocol+1..ncol]
+	error = 0
+	for (n = 1; n <= ocol; n++)	error = error + abs(err[1, n])
+	if (eta <= 0) 
+	{	return(error)
+	}
+	dcol = cols(diff)
+	delta = err :* diff[1, dcol-ocol+1..dcol]
+	wpos = cols(brain)+1
+	dpos = dcol-ocol+1
+	for (l = cols(layer)-1; l >= 2; l--)
+	{	lay = layer[1, l]
+		err = J(1, lay, 0)
+		dcol = dpos-1
+		dpos = dpos-lay
+		sub = diff[1, dpos..dcol]
+		for (n = layer[1, l+1]; n >= 1; n--)
+		{	wpos = wpos - lay - 1
+			err = err :+ delta[1, n] :* brain[1, wpos..wpos+lay-1] :* sub
+		}
+		delta = err, delta
+	}
+	npos = 1
+	dpos = 1
+	for (l = 2; l <= cols(layer); l++)
+	{	lay = layer[1, l-1]
+		sub = eta * (neuron[1, npos..npos+lay-1], 1)
+		if (l == 2)
+		{	err = delta[1, dpos] :* sub
+			dpos++
+			for (n = 2; n <= layer[1, l]; n++)
+			{	err = err, (delta[1, dpos] :* sub)
+				dpos++	
+			}
+		}
+		else
+		{	for (n = 1; n <= layer[1, l]; n++)
+			{	err = err, (delta[1, dpos] :* sub)
+				dpos++
+			}
+		}
+		npos = npos + lay
+	}
+	brain = brain :+ err
+	return(error)
+}
+
+void braintrain(real scalar eta, real scalar N)
+{	real matrix neuron, layer, brain, input, output
+	real scalar obs, icnt, error
+	layer = st_matrix("layer")
+	neuron = st_matrix("neuron")
+	brain = st_matrix("brain")
+	output = st_matrix("output")
+	input = st_matrix("input")
+	icnt = cols(input)
+	error = 0
+	for (obs = 1; obs <= N; obs++)
+	{	braininp(obs, input, neuron)
+		brainoutset(obs, icnt, output)
+		brainforw(layer, neuron, brain)
+		error = error + brainbackw(eta, output, layer, neuron, brain)
+	}
+	if (eta > 0)
+	{	st_replacematrix("brain",brain)
+	}
+	st_rclear()
+	st_numscalar("r(error)", error)
+}
+end	

9/replication_package/Code/FS.do

@@ -0,0 +1,139 @@
+***This is the main program for appendix figures generated using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+*==============================================================================*
+*Figures A1 and B5 are plotted using ArcGIS 10.2 based on city_info_rd.dta
+*==============================================================================*
+*Figure A3: PM10 and AOD Yearly Trends
+*==============================================================================*
+use "$path/Data/station_month.dta",clear
+bysort year phase: egen pm10_y=mean(pm10)
+bysort year phase: egen aod_y=mean(aod)
+duplicates drop year phase,force
+twoway (line pm10_y year if phase==1) (line aod_y year if phase==1, yaxis(2) lpattern(dash) lcol(black)), xtitle("") ytitle("PM10") ytitle("AOD", axis(2)) ///
+	xline(2013, lcol(black)) ylabel(80(20)160) ylabel(0.3(0.1)0.7, axis(2)) legend(pos(6) row(1) label(1 "PM10 in Wave 1") label(2 "AOD in Wave 1")) scheme(plotplainblind)
+graph export "$path/Results/figures/FA3A_aod_pm10_year_1116_wave1.png", as(png) replace
+twoway (line pm10_y year if phase==2, lcol(red)) (line aod_y year if phase==2, yaxis(2) lpattern(dash) lcol(red)), xtitle("") ytitle("PM10") ytitle("AOD", axis(2)) ///
+	xline(2014, lcol(red)) ylabel(80(20)160) ylabel(0.3(0.1)0.7, axis(2)) legend(pos(6) row(1) label(1 "PM10 in Wave 2") label(2 "AOD in Wave 2")) scheme(plotplainblind)
+graph export "$path/Results/figures/FA3B_aod_pm10_year_1116_wave2.png", as(png) replace
+
+*==============================================================================*
+*Figure A4: Examples of PM10 Time Series
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+twoway (line pm10 date if pm10_n==1316 & date>=18993), ylabel(0(200)800) xline(19359,lpattern(solid) lcolor(red)) ///
+	xlabel(18993 "2012" 19359 "2013" 19724 "2014" 20089 "2015" 20454 "2016" 20820 "2017") legend(pos(6) r(1)) ytitle(PM10(ug/m3)) xtitle("") scheme(plotplainblind)
+graph export "$path/Results/figures/FA4A_Shijiazhuang.png", as(png) replace
+twoway (line pm10 date if pm10_n==541 & date>=18993), ylabel(0(200)800) xline(19478,lpattern(solid) lcolor(red)) ///
+	xlabel(18993 "2012" 19359 "2013" 19724 "2014" 20089 "2015" 20454 "2016" 20820 "2017") legend(pos(6) r(1)) ytitle(PM10(ug/m3)) xtitle("") scheme(plotplainblind)
+graph export "$path/Results/figures/FA4B_Zhuzhou.png", as(png) replace
+twoway (line pm10 date if pm10_n==325 & date>=18993), ylabel(0(200)800) xline(19264,lpattern(solid) lcolor(red)) ///
+	xlabel(18993 "2012" 19359 "2013" 19724 "2014" 20089 "2015" 20454 "2016" 20820 "2017") legend(pos(6) r(1)) ytitle(PM10(ug/m3)) xtitle("") scheme(plotplainblind)
+graph export "$path/Results/figures/FA4C_Beijing.png", as(png) replace
+twoway (line pm10 date if pm10_n==335 & date>=18993), ylabel(0(200)800) xline(19654,lpattern(solid) lcolor(red)) ///
+	xlabel(18993 "2012" 19359 "2013" 19724 "2014" 20089 "2015" 20454 "2016" 20820 "2017") legend(pos(6) r(1)) ytitle(PM10(ug/m3)) xtitle("") scheme(plotplainblind)
+graph export "$path/Results/figures/FA4D_Beihai.png", as(png) replace 
+
+*==============================================================================*
+*Figure A5: Distribution of Automation Time
+*==============================================================================*
+use "$path/Data/station_day_1116.dta" ,clear
+duplicates drop pm10_n,force
+hist auto_date,  w(20) xlabel(18993 "2012" 19267 "Oct." 19359 "2013" 19479 "May" 19632 "Oct." 19724 "2014") xtitle("") scheme(plotplainblind)
+graph export "$path/Results/figures/FA5_auto_time.png", as(png) replace
+
+*==============================================================================*
+*Figure B1:RD Plots Using Raw Daily PM10 in Wave 1 & 2, Deadline, and Monthly PM10 
+*==============================================================================*
+***station-day
+use "$path/Data/station_day_1116.dta",clear
+gen T=date-auto_date
+rdplot pm10 T if T>=-364 & T<=364 & phase==1, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) ylabel(0(50)250) legend(off) ytitle(PM10 - Wave 1) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB1A_rd_pm10_raw_wave1_365d.png", as(png) replace
+rdplot pm10 T if T>=-364 & T<=364 & phase==2, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) ylabel(0(50)250) legend(off) ytitle(PM10 - Wave 2) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB1B_rd_pm10_raw_wave2_365d.png", as(png) replace
+rdplot pm10 T if T>=-364 & T<=364 & (auto_date==19359 | auto_date==19724), lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) ylabel(0(50)250) legend(off) ytitle(PM10 - Deadline) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB1C_rd_pm10_raw_deadline_365d.png", as(png) replace
+
+***station-month
+use "$path/Data/station_month.dta" ,clear
+rdplot pm10 n_month if n_month>=-12 & n_month<=12, lowerend(-12) upperend(12) p(2) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) ylabel(0(50)200) legend(off)  ytitle(Monthly PM10) xtitle(Months before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB1D_rd_pm10_raw_station_12m.png", as(png) replace
+
+*==============================================================================*
+*Figure B2:  Station-Daily Weather
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen T=date-auto_date
+gen month=month(date)
+foreach v in temp rain rh wind_speed{
+	qui reghdfe `v', absorb(pm10_n month) res(resid_`v'_sm)
+}
+rdplot resid_temp_sm T if T>=-364 & T<=364, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) legend(off)  ytitle(Residual - Temperature) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB2A_rd_temp_sm_365d.png", as(png) replace
+rdplot resid_rain_sm T if T>=-364 & T<=364, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) legend(off)  ytitle(Residual - Precipitation) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB2B_rd_rain_sm_365d.png", as(png) replace
+rdplot resid_rh_sm T if T>=-364 & T<=364, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) legend(off)  ytitle(Residual - Relative Humidity) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB2C_rd_rh_sm_365d.png", as(png) replace
+rdplot resid_wind_speed_sm T if T>=-364 & T<=364, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) legend(off)  ytitle(Residual - Wind Speed) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB2D_rd_wdsp_sm_365d.png", as(png) replace
+
+*==============================================================================*
+*Figure B6: RD Plots for PM10 Variability
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+gen T = date - auto_date
+gen n_month=floor(T/30)
+bysort pm10_n n_month: egen sd_pm10=sd(pm10)
+foreach v of var pm10-rh{
+	bysort pm10_n n_month: egen `v'_m=mean(`v')
+	drop `v'
+	rename `v'_m `v'
+}
+duplicates drop pm10_n n_month,force
+qui reghdfe sd_pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_sd_pm10_smw)
+rdplot resid_sd_pm10_smw n_month if n_month>=-12 & n_month<=12, lowerend(-12) upperend(12) p(2) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) legend(off) ylabel(-20(10)20) ytitle("Residual - PM10 Monthly Standard Deviation") xtitle(Months before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/FB6_rd_sd_PM10_12m.png", as(png) replace
+
+*==============================================================================*
+*Figure C: Correction of Pre-Automation PM10 Data
+*==============================================================================*
+use "$path/Data/city_month.dta" ,clear
+hist  pm10 if after==0 & rd==1,fcolor(none) lp("-") lcolor(black) w(20) start(0) addplot(hist pm10_corrected if after==0 & rd==1 & pm10!=., ///
+	fcolor(none) lcolor(red) w(20) start(0)) scheme(plotplainblind) ylabel(0(0.005)0.015) xtitle("PM10") legend(pos(6) r(1) label(1 "Reported PM10") label(2 "Corrected PM10"))
+graph export "$path/Results/figures/FC_hist_pm_corrected.png", as(png) replace
+*su pm10_corrected if after==0 & rd==1 & pm10!=.
+*su pm10 if after==0 & rd==1
+
+*==============================================================================*
+*Figure D2: RD Plots for Online Searches: January 1st 2015
+*==============================================================================*
+use "$path/Data/search_city_month.dta" ,clear
+egen year_month=group(year month)
+gen n_month2=year_month-49
+
+rdplot pmmask n_month2 if n_month2>=-12 & n_month2<=12, lowerend(-12) upperend(12) p(2) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) legend(off) ylabel(0(10)80) ytitle(Baidu Search Index: Anti-Haze Face Mask) xtitle("Months before/after January 1st, 2015") scheme(plotplainblind))
+graph export "$path/Results/figures/FD2A_rd_pmmask_raw_city_month_12m_2015.png", as(png) replace
+rdplot filter n_month2 if n_month2>=-12 & n_month2<=12, lowerend(-12) upperend(12) p(2) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) legend(off) ylabel(0(10)80) ytitle(Baidu Search Index: Air Filter) xtitle("Months before/after January 1st, 2015") scheme(plotplainblind))
+graph export "$path/Results/figures/FD2B_rd_filter_raw_city_month_12m_2015.png", as(png) replace
+
+
+***The End
+

9/replication_package/Code/Figures.do

@@ -0,0 +1,150 @@
+***This is the main program for Figures 1 and 2 generated using Stata 15 MP
+
+clear all
+set more off
+
+set matsize 5000
+set scheme plotplain
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+*==============================================================================*
+*Figure 1: RD Plots for PM10, AOD and Online Search
+*==============================================================================*
+***Figure 1A & 1B: station-daily raw and residual PM10
+use "$path/Data/station_day_1116.dta",clear
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+rdplot pm10 T if T>=-364 & T<=364, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) ylabel(0(50)250) legend(off) ytitle(PM10) xtitle(Days before/after Automation) scheme(plotplainblind)) 
+graph export "$path/Results/figures/F1A_rd_PM10_raw_station_365d.png", as(png) replace
+rdplot resid_pm10_smw T if T>=-364 & T<=364, lowerend(-364) upperend(364) p(3) kernel(tri) nbins(364 364) ci(95) masspoints(off) ///
+	graph_options(xlabel(-360(60)360) ylabel(-75(25)75) legend(off)  ytitle(Residual - PM10) xtitle(Days before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/F1B_rd_PM10_smw_station_365d.png", as(png) replace
+
+***Figure 1C & 1D: station-monthly PM10 and AOD
+use "$path/Data/station_month.dta" ,clear
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+rdplot resid_pm10_smw n_month if n_month>=-12 & n_month<=12, lowerend(-12) upperend(12) p(3) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) legend(off)  ytitle(Residual - PM10) xtitle(Months before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/F1C_rd_pm10_smw_station_12m.png", as(png) replace
+qui reghdfe aod wind_speed rain temp rh, absorb(pm10_n month) res(resid_aod_smw)
+rdplot resid_aod_smw n_month if n_month>=-12 & n_month<=12, lowerend(-12) upperend(12) p(2) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) ylabel(-0.08(0.02)0.08) legend(off)  ytitle(Residual - AOD, margin(none)) xtitle(Months before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/F1D_rd_aod_smw_station_12m.png", as(png) replace
+
+***Figure 1E & 1F: city-monthly search for face mask and air filter
+use "$path/Data/search_city_month.dta",clear
+foreach v in pmmask filter{
+	qui reghdfe `v' wind_speed rain temp rh, absorb(code_city month) res(resid_`v'_smw)
+}
+rdplot resid_pmmask_smw n_month if n_month>=-12 & n_month<=12, lowerend(-12) upperend(12) p(4) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) legend(off) ylabel(-20(10)20) ytitle(Baidu Search Index: Anti-Haze Face Mask) xtitle(Months before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/F1E_rd_pmmask_smw_city_month_12m.png", as(png) replace
+rdplot resid_filter_smw n_month if n_month>=-12 & n_month<=12, lowerend(-12) upperend(12) p(3) kernel(tri) nbins(12 12) ci(95) masspoints(off) ///
+	graph_options(xlabel(-12(3)12) legend(off) ylabel(-20(10)20) ytitle(Baidu Search Index: Air Filter) xtitle(Months before/after Automation) scheme(plotplainblind))
+graph export "$path/Results/figures/F1F_rd_filter_smw_city_month_12m.png", as(png) replace
+
+*==============================================================================*
+*Figure 2: City RD for PM10 in 76 Cities
+*==============================================================================*
+use "$path/Data/city_info_rd.dta",clear
+keep if list_76==1
+sort rd_estimate_1116
+gen city_N=_n
+gen l_95_1116=rd_estimate_1116-1.96*error_1116
+gen h_95_1116=rd_estimate_1116+1.96*error_1116
+
+input y1 x1 y2 x2 
+-100 13 -30 13  
+-100 18 -10 18
+-100 25 -10 25
+-100 29 -10 29
+-100 43 15  43
+-100 53 15  53
+-100 57 25  57
+-100 59 25  59
+-100 63 40  63
+-100 73 70  73
+-100 76 71  76
+end
+
+twoway rspike l_95_1116 h_95_1116 city_N, color(black) || scatter rd_estimate_1116 city_N if l_95_1116 >0, msymbol(square) mcolor(cranberry) msize(0.5) ///
+	|| scatter rd_estimate_1116 city_N if l_95_1116 <=0 , mstyle(p1) msize(0.3) color(cranberry) lp(dash) ///
+	|| pcarrow y1 x1 y2 x2, mc(ebblue) msize(0.6) lp(shortdash) lc(ebblue) yline(0,lp(solid) lcol(black)) yline(-100 100, lp(dot)) yline(28.2, lp(dash)) ///
+	ylabel(-100 "-100" 0 "0" 28.2 "Mean" 100 "100" 200 "200",labsize(small)) ///
+	xlabel(13 "Beijing" 18 "Shanghai" 25 "Guangzhou" 29 "Shenzhen" 43 "Chongqing"  53 "Chengdu" 57 "Tianjin" 59 "Shenyang" 63 "Wuhan" 73 "Xi'an" 76 "Shijiazhuang", labsize(tiny) alt) ///
+	ytitle(City-Specific RD Estimates) xtitle(City) legend(ring(0) position(11) col(1) order(2 "RD Estimate Positive and Significant at 5%" 3 "RD Estimate" 1 "95% CI" )) ///
+	plotregion(lcolor(black) fcolor(white)) scheme(plottig)	
+graph export "$path/Results/figures/F2.png", as(png) replace
+graph export "$path/Results/figures/F2.pdf", replace
+
+*==============================================================================*
+*Figure 3: DiD Plots for PM10 and online searches
+*==============================================================================*
+***Figure 3A: PM10
+use "$path/Data/did_ddl_match.dta",clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 ///
+	wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+plotbeta treat_m712_before2 | treat_m56_before2 | treat_m34_before2 | 0 | treat_m12_after2 | treat_m34_after2 | treat_m56_after2 | treat_m712_after2, ///
+		vertical level(90) xlab(1 "7-12" 2 "5-6" 3 "3-4" 4 "1-2" 5 "1-2" 6 "3-4" 7 "5-6" 8 "7-12" , labsize(medsmall) labcolor(black) axis(1)) ///
+		xlab(none, axis(2)) xtitle("Months before/after Automation", col(black)) ytitle("Estimated Coefficients: Log(PM10)") yline(0, lp(dash)) xline(4.5, lp(dash)) scheme(plotplainblind)
+graph export "$path/Results/figures/F3A_DiD_pm10.png", as(png) replace
+
+***Figure 3B & 3C: searches for masks and air filters
+use "$path/Data/did_ddl_search.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe filter treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 ///
+	wind_speed rain temp rh, absorb(code_city year_month) vce(cluster code_city)
+plotbeta treat_m712_before2 | treat_m56_before2 | treat_m34_before2 | 0 | treat_m12_after2 | treat_m34_after2 | treat_m56_after2 | treat_m712_after2, ///
+		vertical level(90) xlab(1 "7-12" 2 "5-6" 3 "3-4" 4 "1-2" 5 "1-2" 6 "3-4" 7 "5-6" 8 "7-12" , labsize(medsmall) labcolor(black) axis(1)) ///
+		xlab(none, axis(2)) xtitle("Months before/after Automation", col(black)) ytitle("Estimated Coefficients: Air Filter Searches") yline(0, lp(dash)) xline(4.5, lp(dash)) scheme(plotplainblind)
+graph export "$path/Results/figures/F3B_filter_DiD.png", as(png) replace
+
+qui reghdfe pmmask treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 ///
+	wind_speed rain temp rh, absorb(code_city year_month) vce(cluster code_city)
+plotbeta treat_m712_before2 | treat_m56_before2 | treat_m34_before2 | 0 | treat_m12_after2 | treat_m34_after2 | treat_m56_after2 | treat_m712_after2, ///
+		vertical level(90) xlab(1 "7-12" 2 "5-6" 3 "3-4" 4 "1-2" 5 "1-2" 6 "3-4" 7 "5-6" 8 "7-12" , labsize(medsmall) labcolor(black) axis(1)) ///
+		xlab(none, axis(2)) xtitle("Months before/after Automation", col(black)) ytitle("Estimated Coefficients: Mask Searches") yline(0, lp(dash)) xline(4.5, lp(dash)) scheme(plotplainblind)
+graph export "$path/Results/figures/F3C_pmmask_DiD.png", as(png) replace
+
+
+***The End

9/replication_package/Code/MASTER.do

@@ -0,0 +1,14 @@
+*** Master file for China Pollution Monitoring Paper
+*** Instructions: Set path to directory with Codes, Data, and Results folders (including Results/figures folder).
+***				  Then run master file to produce all output.
+global path "/Users/garrethgibney/Library/CloudStorage/OneDrive-Personal/Work/PhD Project/Research Projects/OSLO Replication Games/Replication Package/125321-V1/China_Pollution_Monitoring"
+cd "$path/Code"
+
+do Prepare_Data.do
+do Figures.do
+do Tables.do
+do FS.do
+do TS.do
+
+
+***The End

9/replication_package/Code/NOAA Weather Data (NEW!)/Alt_weather_var_v1.do

@@ -0,0 +1,587 @@
+*==============================================================================*
+*0. Preparation 
+*==============================================================================*]
+* Weather data downloading in file name 
+*Setting a global path & data directory
+clear 
+global path "/Volumes/External Drive A/Greenstone et al/NOAA Weather Data/China"
+* Note: Weather Data was downloaded from the NOAA weather station data archive, using NOAA_download.R
+
+*==============================================================================*
+*1. Matching weather & pollution stations
+*==============================================================================*
+*Notes: (a) This section takes a very long time to run. One loop can take a couple hours to run. This entire section took 3 days to run over christmas! (b) I had huge issues with the datafile sizes. The output from this section is 25GB. It needs to run in weekly sections, due to hardware limitations!
+timer clear 1
+timer on 1
+forvalues i = 1/52 {
+	use "$path/pollution_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2011 & week == `i'
+		drop year week
+	reshape wide pollution_lat pollution_lon, i(date) j(pm10_n)
+	save "$path/pollution_station_wide_`i'_2011.dta", replace
+	
+	use "$path/china_weather_2011_16_v2.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2011 & week == `i'
+		drop year week
+	save "$path/weather_station_`i'_2011.dta", replace
+	
+	use "$path/pollution_station_wide_`i'_2011.dta", clear
+		merge 1:m date using "$path/weather_station_`i'_2011.dta"
+		drop _m
+		gen seq=_n
+		reshape long pollution_lat pollution_lon, i(seq) j(pm10_n)
+	save "$path/pw_station_2011/pw_station_long_`i'_2011.dta", replace
+}
+timer off 1
+timer list 1
+
+
+timer on 2
+forvalues i = 1/52 {
+	use "$path/Raw CSV/pollution_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2012 & week == `i'
+		drop year week
+	reshape wide pollution_lat pollution_lon, i(date) j(pm10_n)
+	save "$path/pollution_station_wide_`i'_2011.dta", replace
+	
+	use "$path/Raw CSV/weather_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2012 & week == `i'
+		drop year week
+	save "$path/weather_station_`i'_2011.dta", replace
+	
+	use "$path/pollution_station_wide_`i'_2011.dta", clear
+		merge 1:m date using "$path/weather_station_`i'_2011.dta"
+		drop _m
+		gen seq=_n
+		reshape long pollution_lat pollution_lon, i(seq) j(pm10_n)
+	save "$path/pw_station_2012/pw_station_long_`i'_2011.dta", replace
+}
+timer off 2
+timer list 2
+
+
+timer on 3
+forvalues i = 1/52 {
+	use "$path/Raw CSV/pollution_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2013 & week == `i'
+		drop year week
+	reshape wide pollution_lat pollution_lon, i(date) j(pm10_n)
+	save "$path/Raw CSV/pollution_station_wide_`i'_2011.dta", replace
+	
+	use "$path/Raw CSV/weather_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2013 & week == `i'
+		drop year week
+	save "$path/weather_station_`i'_2011.dta", replace
+	
+	use "$path/pollution_station_wide_`i'_2011.dta", clear
+		merge 1:m date using "$path/weather_station_`i'_2011.dta"
+		drop _m
+		gen seq=_n
+		reshape long pollution_lat pollution_lon, i(seq) j(pm10_n)
+	save "$path/pw_station_2013/pw_station_long_`i'_2011.dta", replace
+}
+timer off 3
+timer list 3
+
+
+timer on 4
+forvalues i = 1/52 {
+	use "$path/Raw CSV/pollution_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2014 & week == `i'
+		drop year week
+	reshape wide pollution_lat pollution_lon, i(date) j(pm10_n)
+	save "$path/pollution_station_wide_`i'_2011.dta", replace
+	
+	use "$path/Raw CSV/weather_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2014 & week == `i'
+		drop year week
+	save "$path/weather_station_`i'_2011.dta", replace
+	
+	use "$path/pollution_station_wide_`i'_2011.dta", clear
+		merge 1:m date using "$path/weather_station_`i'_2011.dta"
+		drop _m
+		gen seq=_n
+		reshape long pollution_lat pollution_lon, i(seq) j(pm10_n)
+	save "$path/pw_station_2014/pw_station_long_`i'_2011.dta", replace
+}
+timer off 4
+timer list 4
+
+
+timer on 5
+forvalues i = 1/52 {
+	use "$path/Raw CSV/pollution_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2015 & week == `i'
+		drop year week
+	reshape wide pollution_lat pollution_lon, i(date) j(pm10_n)
+	save "$path/pollution_station_wide_`i'_2011.dta", replace
+	
+	use "$path/Raw CSV/weather_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2015 & week == `i'
+		drop year week
+	save "$path/weather_station_`i'_2011.dta", replace
+	
+	use "$path/pollution_station_wide_`i'_2011.dta", clear
+		merge 1:m date using "$path/weather_station_`i'_2011.dta"
+		drop _m
+		gen seq=_n
+		reshape long pollution_lat pollution_lon, i(seq) j(pm10_n)
+	save "$path/pw_station_2015/pw_station_long_`i'_2011.dta", replace
+}
+timer off 5
+timer list 5
+
+timer on 6
+forvalues i = 1/52 {
+	use "$path/pollution_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2016 & week == `i'
+		drop year week
+	reshape wide pollution_lat pollution_lon, i(date) j(pm10_n)
+	save "$path/pollution_station_wide_`i'_2011.dta", replace
+	
+	use "$path/Raw CSV/weather_station.dta", clear
+		gen year = year(date)
+		gen week = week(date)
+		keep if year == 2016 & week == `i'
+		drop year week
+	save "$path/weather_station_`i'_2011.dta", replace
+	
+	use "$path/Raw CSV/pollution_station_wide_`i'_2011.dta", clear
+		merge 1:m date using "$path/weather_station_`i'_2011.dta"
+		drop _m
+		gen seq=_n
+		reshape long pollution_lat pollution_lon, i(seq) j(pm10_n)
+	save "$path/pw_station_2016/pw_station_long_`i'_2011.dta", replace
+}
+timer off 6
+timer list 6
+
+*==============================================================================*
+*2. Estimating the distance between each pollution station & ALL weather stations on each day.
+*==============================================================================*
+*Notes: This section takes a couple of hours to run! In case of error, each year is ran seperately. 
+* 2011
+filelist , dir($path/pw_station_2011) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2011", replace
+
+* loop over each file and input each file into temporary datasets.
+forvalues i = 1/52 {
+    use "files_2011" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+    drop seq
+	replace  wdsp = "" if wdsp == "NA"
+	destring wdsp, gen(wind_speed)
+	replace prcp = "" if prcp == "NA"
+	destring prcp, gen(rain)
+	replace rh = "" if rh == "NA"
+	rename rh rh_s
+	destring rh_s, gen(rh)
+	
+	drop wdsp prcp rh_s
+
+	sphdist, lat1(pollution_lat) lon1(pollution_lon) lat2(latitude) lon2(longitude) radians units(km) gen(distance) 
+	
+	save "$path/pw_station_distances/$d", replace
+}
+
+* 2012
+filelist , dir($path/pw_station_2012) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2012", replace
+
+* loop over each file and input each file into temporary datasets.
+forvalues i = 1/52 {
+    use "files_2012" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+    drop seq
+	replace  wdsp = "" if wdsp == "NA"
+	destring wdsp, gen(wind_speed)
+	replace prcp = "" if prcp == "NA"
+	destring prcp, gen(rain)
+	replace rh = "" if rh == "NA"
+	rename rh rh_s
+	destring rh_s, gen(rh)
+	
+	drop wdsp prcp rh_s
+
+	sphdist, lat1(pollution_lat) lon1(pollution_lon) lat2(latitude) lon2(longitude) radians units(km) gen(distance) 
+	
+	save "$path/pw_station_distances/$d", replace
+}
+
+* 2013
+filelist , dir($path/pw_station_2013) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2013", replace
+
+* loop over each file and input each file into temporary datasets.
+forvalues i = 1/52 {
+    use "files_2013" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+    drop seq
+	replace  wdsp = "" if wdsp == "NA"
+	destring wdsp, gen(wind_speed)
+	replace prcp = "" if prcp == "NA"
+	destring prcp, gen(rain)
+	replace rh = "" if rh == "NA"
+	rename rh rh_s
+	destring rh_s, gen(rh)
+	
+	
+	drop wdsp prcp rh_s
+
+	sphdist, lat1(pollution_lat) lon1(pollution_lon) lat2(latitude) lon2(longitude) radians units(km) gen(distance) 
+	
+	save "$path/pw_station_distances/$d", replace
+}
+
+* 2014
+filelist , dir($path/pw_station_2014) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2014", replace
+
+* loop over each file and input each file into temporary datasets.
+forvalues i = 1/52 {
+    use "files_2014" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+    drop seq
+	replace  wdsp = "" if wdsp == "NA"
+	destring wdsp, gen(wind_speed)
+	replace prcp = "" if prcp == "NA"
+	destring prcp, gen(rain)
+	replace rh = "" if rh == "NA"
+	rename rh rh_s
+	destring rh_s, gen(rh)
+	
+	
+	drop wdsp prcp rh_s
+
+	sphdist, lat1(pollution_lat) lon1(pollution_lon) lat2(latitude) lon2(longitude) radians units(km) gen(distance) 
+	
+	save "$path/pw_station_distances/$d", replace
+}
+
+* 2015
+filelist , dir($path/pw_station_2015) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2015", replace
+
+* loop over each file and input each file into temporary datasets.
+forvalues i = 1/52 {
+    use "files_2015" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+    drop seq
+	replace  wdsp = "" if wdsp == "NA"
+	destring wdsp, gen(wind_speed)
+	replace prcp = "" if prcp == "NA"
+	destring prcp, gen(rain)
+	replace rh = "" if rh == "NA"
+	rename rh rh_s
+	destring rh_s, gen(rh)
+	
+	
+	drop wdsp prcp rh_s
+
+	sphdist, lat1(pollution_lat) lon1(pollution_lon) lat2(latitude) lon2(longitude) radians units(km) gen(distance) 
+	
+	save "$path/pw_station_distances/$d", replace
+}
+
+* 2016
+filelist , dir($path/pw_station_2016) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2016", replace
+
+* loop over each file and input each file into temporary datasets.
+forvalues i = 1/52 {
+    use "files_2016" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+    drop seq
+	replace  wdsp = "" if wdsp == "NA"
+	destring wdsp, gen(wind_speed)
+	replace prcp = "" if prcp == "NA"
+	destring prcp, gen(rain)
+	replace rh = "" if rh == "NA"
+	rename rh rh_s
+	destring rh_s, gen(rh)
+	
+	
+	drop wdsp prcp rh_s
+
+	sphdist, lat1(pollution_lat) lon1(pollution_lon) lat2(latitude) lon2(longitude) radians units(km) gen(distance) 
+	
+	save "$path/pw_station_distances/$d", replace
+}
+
+*==============================================================================*
+*3. Generation of Alternative weather variables.
+*==============================================================================*
+**********************************************
+** Nearest Station (Conseptual Replication) **
+**********************************************
+filelist , dir($path/pw_station_distances) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2011_16", replace
+
+* Nearest Station weather measure 
+forvalues i = 1/312 {
+	use "files_2011_16" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+	drop if rain == . | rh == . | temp == . | wind_speed == .
+	bysort pm10_n date: egen min_distance = min(distance)
+	gen closest =1 if distance == min_distance
+	keep if closest == 1
+	keep pm10_n date temp wind_speed rain rh 
+	save "$path/Nearest/$d", replace
+}
+
+cd "$path/Nearest/"
+clear
+append using `: dir . files "*.dta"'
+drop if pm10_n == .
+isid pm10_n date
+rename temp temp_n
+rename rain rain_n
+rename rh rh_n
+rename wind_speed wind_speed_n
+
+save "$path/output/nearest.dta", replace
+
+
+***************************************************
+** DWA (using all stations) (Robust Replication) **
+***************************************************
+** DWA using all stations
+filelist , dir($path/pw_station_distances) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "files_2011_16", replace
+
+* DWA (No Limit)
+forvalues i = 1/312 {
+	use "files_2011_16" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+	
+	gen distance1 = 1/distance
+	bysort pm10_n date: egen total_distance1= total(distance1)
+	
+	
+	foreach var of varlist temp wind_speed rh rain {
+					gen `var'1 = `var'/distance
+					bysort pm10_n date: egen total_`var'1 = total(`var'1)
+					gen `var'_DWA = total_`var'1 / total_distance1					
+					}
+	
+	keep pm10_n date temp_DWA wind_speed_DWA rh_DWA rain_DWA
+	
+	sum temp_DWA wind_speed_DWA rh_DWA rain_DWA
+	
+	bysort pm10_n date: gen seq=_n 
+	keep if seq == 1
+	drop seq
+	
+	save "$path/DWA/$d", replace
+}
+
+cd "$path/DWA/"
+clear
+append using `: dir . files "*.dta"'
+drop if pm10_n == .
+isid pm10_n date
+
+
+save "$path/output/DWA.dta", replace
+
+* DWA (Only stations within 100km)
+forvalues i = 1/312 {
+	use "$path/files_2011_16" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+	
+	drop if distance > 100
+	
+	gen distance1 = 1/distance
+	bysort pm10_n date: egen total_distance1= total(distance1)
+	
+	
+	foreach var of varlist temp wind_speed rh rain {
+					gen `var'1 = `var'/distance
+					bysort pm10_n date: egen total_`var'1 = total(`var'1)
+					gen `var'_DWA_100 = total_`var'1 / total_distance1					
+					}
+	
+	keep pm10_n date temp_DWA_100 wind_speed_DWA_100 rh_DWA_100 rain_DWA_100
+	
+	sum temp_DWA_100 wind_speed_DWA_100 rh_DWA_100 rain_DWA_100
+	
+	bysort pm10_n date: gen seq=_n 
+	keep if seq == 1
+	drop seq
+	
+	save "$path/DWA_100/$d", replace
+}
+
+cd "$path/DWA_100/"
+clear
+append using `: dir . files "*.dta"'
+isid pm10_n date
+
+
+save "$path/output/DWA_100.dta", replace
+
+** DWA using station only near by stations (500km)
+filelist , dir($path/pw_station_distances) pattern(*.dta) norecur
+
+* save a copy so that we can load each observation in the loop below
+tempfile files
+split filename, parse(".") generate(filename)
+drop filename filename2
+rename filename1 filename
+save "$path/files_2011_16.dta", replace
+
+* DWA (Only station within 500km)
+forvalues i = 1/312 {
+	use "$path/files_2011_16" in `i', clear
+    global f = dirname + "/" + filename + ".dta"
+	global d = filename
+	
+	use "$f", clear
+	
+	drop if distance > 500
+	
+	gen distance1 = 1/distance
+	bysort pm10_n date: egen total_distance1= total(distance1)
+	
+	
+	foreach var of varlist temp wind_speed rh rain {
+					gen `var'1 = `var'/distance
+					bysort pm10_n date: egen total_`var'1 = total(`var'1)
+					gen `var'_DWA_500 = total_`var'1 / total_distance1					
+					}
+	
+	keep pm10_n date temp_DWA_500 wind_speed_DWA_500 rh_DWA_500 rain_DWA_500
+	
+	sum temp_DWA_500 wind_speed_DWA_500 rh_DWA_500 rain_DWA_500
+	
+	bysort pm10_n date: gen seq=_n 
+	keep if seq == 1
+	drop seq
+	
+	save "$path/DWA_500/$d", replace
+}
+
+cd "$path/DWA_500/"
+clear
+append using `: dir . files "*.dta"'
+isid pm10_n date
+
+
+save "$path/output/DWA_500.dta", replace
+
+*==============================================================================*
+*4. Merging Weather Data files
+*==============================================================================*
+cd "$path/Output"
+clear
+use weather_1116.dta, clear
+rename station_n pm10_n
+merge 1:1 pm10_n date using nearest.dta
+drop _m
+merge 1:1 pm10_n date using DWA.dta
+drop _m
+merge 1:1 pm10_n date using DWA_100.dta
+drop _m
+merge 1:1 pm10_n date using DWA_500.dta
+drop _m 
+rename pm10_n station_n
+save "$path/output/weather_1116_alt.dta", replace
+
+

9/replication_package/Code/NOAA Weather Data (NEW!)/NOAA_download.R

@@ -0,0 +1,28 @@
+# Library 
+library(GSODR)
+
+#==============================================================================*
+  #0. Downloading weather station data!
+#==============================================================================*
+# Downloading NOAA weather station Data! (https://www.ncei.noaa.gov/data/global-summary-of-the-day/doc/readme.txt)
+
+# Downloading & Data Cleaning! 
+China_weather_2011_F <- get_GSOD(years = 2011, country = "China")
+China_weather_2011_S <- subset(China_weather_2011_F, select = c("STNID", "NAME", "YEARMODA","YEAR","MONTH","DAY", "TEMP", "WDSP", "PRCP", "RH", "LATITUDE", "LONGITUDE"))
+China_weather_2012_F <- get_GSOD(years = 2012, country = "China")
+China_weather_2012_S <- subset(China_weather_2012_F, select = c("STNID", "NAME",  "YEARMODA","YEAR","MONTH","DAY", "TEMP", "WDSP", "PRCP", "RH", "LATITUDE", "LONGITUDE"))
+China_weather_2013_F <- get_GSOD(years = 2013, country = "China")
+China_weather_2013_S <- subset(China_weather_2013_F, select = c("STNID", "NAME", "YEARMODA","YEAR","MONTH","DAY", "TEMP", "WDSP", "PRCP", "RH", "LATITUDE", "LONGITUDE"))
+China_weather_2014_F <- get_GSOD(years = 2014, country = "China")
+China_weather_2014_S <- subset(China_weather_2014_F, select = c("STNID", "NAME", "YEARMODA","YEAR","MONTH","DAY", "TEMP", "WDSP", "PRCP", "RH", "LATITUDE", "LONGITUDE"))
+China_weather_2015_F <- get_GSOD(years = 2015, country = "China")
+China_weather_2015_S <- subset(China_weather_2015_F, select = c("STNID", "NAME", "YEARMODA","YEAR","MONTH","DAY", "TEMP", "WDSP", "PRCP", "RH", "LATITUDE", "LONGITUDE"))
+China_weather_2016_F <- get_GSOD(years = 2016, country = "China")
+China_weather_2016_S <- subset(China_weather_2016_F, select = c("STNID", "NAME", "YEARMODA","YEAR","MONTH","DAY", "TEMP", "WDSP", "PRCP", "RH", "LATITUDE", "LONGITUDE"))
+# Creation of Weather Station Dataset!
+china_weather_2011_16_S <- rbind(China_weather_2011_S, China_weather_2012_S, China_weather_2013_S, China_weather_2014_S, China_weather_2015_S, China_weather_2016_S)
+rm(China_weather_2011_S, China_weather_2011_F, China_weather_2012_S, China_weather_2012_F, China_weather_2013_S, China_weather_2013_F, China_weather_2014_S, China_weather_2014_F, China_weather_2015_S, China_weather_2015_F, China_weather_2016_S, China_weather_2016_F)
+write.csv(china_weather_2011_16_S, "/Volumes/External Drive A/Greenstone et al/NOAA Weather Data/China/china_weather_2011_16_v2.csv", row.names=TRUE)
+
+# Checking if the weather data are in the correct units
+summary(china_weather_2011_16_S) 

9/replication_package/Code/Prepare_Data.do

@@ -0,0 +1,325 @@
+***Prepare Data for Tables/Figures Based on Raw Data using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+*==============================================================================*
+*0. Set Up 
+*The most recent package versions are used as of March 2021.
+*The estimates and output format may change slightly using different package versions.
+*==============================================================================*
+*Manually copy brain.ado from https://github.com/ThorstenDoherr/brain
+net install rdrobust, from("https://raw.githubusercontent.com/rdpackages/rdrobust/master/stata") replace
+net install rddensity, from("https://raw.githubusercontent.com/rdpackages/rddensity/master/stata") replace
+local ssc_packages "reghdfe ftools sxpose tsspell geonear plotbeta outreg2 estout"
+if !missing("`ssc_packages'") {
+	foreach pkg in "`ssc_packages'" {
+		* install using ssc, but avoid re-installing if already present
+		capture which `pkg'
+		if _rc == 111 {                 
+		dis "Installing `pkg'"
+		qui ssc install `pkg',replace
+		}
+	}
+}
+
+*==============================================================================*
+*1. Generate station_day_1116.dta
+*==============================================================================*
+use "$path/Data/pollution_1116.dta",clear
+merge 1:1 station_n date using "$path/Data/weather_1116.dta",nogen
+rename station_n pm10_n
+merge m:1 pm10_n using "$path/Data/station_list.dta",nogen
+drop station_lat station_lon
+save "$path/Data/station_day_1116.dta",replace
+
+*==============================================================================*
+*2. Generate did_ddl_match.dta: station-daily PM10 data for deadline stations with distance matching (Table 1B, columns 3-5)
+*==============================================================================*
+use "$path/Data/station_list.dta",clear
+keep if auto_date==19359
+rename pm10_n pm10_n1
+save "$path/Data/temp/station_ddl_1.dta",replace
+
+use "$path/Data/station_list.dta",clear
+keep if auto_date==19724
+save "$path/Data/temp/station_ddl_2.dta",replace
+
+use "$path/Data/temp/station_ddl_1.dta",clear
+geonear pm10_n1 station_lat station_lon using "$path/Data/temp/station_ddl_2.dta", n(pm10_n station_lat station_lon) long ellipsoid
+keep if km_to_pm10_n<=400
+save "$path/Data/temp/station_ddl_match.dta",replace
+
+use "$path/Data/temp/station_ddl_match.dta",clear
+keep pm10_n1
+rename pm10_n1 pm10_n
+gen treat=1
+save "$path/Data/temp/station_ddl_treated.dta",replace
+
+use "$path/Data/temp/station_ddl_match.dta",clear
+keep pm10_n
+gen treat=0
+save "$path/Data/temp/station_ddl_control.dta",replace
+
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+keep if year==2012 | year==2013
+joinby pm10_n using "$path/Data/temp/station_ddl_treated.dta"
+save "$path/Data/temp/station_day_ddl_treated.dta",replace
+
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+keep if year==2012 | year==2013
+joinby pm10_n using "$path/Data/temp/station_ddl_control.dta"
+save "$path/Data/temp/station_day_ddl_control.dta",replace
+
+use "$path/Data/temp/station_day_ddl_treated.dta",clear
+append using "$path/Data/temp/station_day_ddl_control.dta"
+drop year so2 no2 phase treat
+gen l_pm10=log(pm10), after(pm10)
+label variable l_pm10 "logarithm of pm10"
+compress
+save "$path/Data/did_ddl_match.dta",replace
+
+*==============================================================================*
+*3. Generate station_month.dta
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen month_date = mofd(date)
+gen month_auto_date = mofd(auto_date)
+format month* %tm
+gen n_month = month_date - month_auto_date
+gen after = (month_date >= month_auto_date)
+drop month_date month_auto_date
+gen year=year(date)
+gen month=month(date)
+foreach v of varlist pm10-rh{
+	bysort pm10_n year month: egen `v'_month=mean(`v')
+	drop `v'
+	rename `v'_month `v'
+}
+duplicates drop pm10_n year month,force
+drop date
+merge m:1 pm10_n year month using "$path/Data/aod_month.dta", keep(match) nogen
+save "$path/Data/station_month.dta",replace
+
+*==============================================================================*
+*4. Generate city_month.dta to be added with corrected PM10 in Section 10 
+*for plotting Appendix Figure C
+*==============================================================================*
+use "$path/Data/station_month.dta",clear
+foreach v of varlist pm10-aod{
+	bysort code_city year month: egen `v'_month=mean(`v')
+	drop `v'
+	rename `v'_month `v'
+}
+gsort code_city year month -auto_date
+duplicates drop code_city year month,force
+drop pm10_n so2 no2
+save "$path/Data/city_month.dta",replace 
+
+*==============================================================================*
+*5. Compare city PM10 in Jan-June in 2013 vs 2014
+*==============================================================================*
+use "$path/Data/city_month.dta",clear
+gen period=0 if year==2013 & month>=1 & month<=6
+replace period=1 if year==2014 & month>=1 & month<=6
+drop if period==.
+collapse (mean) pm10, by(code_city period)
+reshape wide pm10, i(code_city) j(period)
+gen diff_period=pm101-pm100
+drop pm100 pm101
+label variable diff_period "Mean Difference in PM10 between 2014 Jan-June and 2013 Jan-June"
+save "$path/Data/temp/city_period_compare.dta",replace
+
+*==============================================================================*
+*6. Generate RD estimates for each city
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+levelsof code_city, local (p)
+cap qui erase "$path/Results/rd_pm10_city.txt"
+foreach y of local p{
+	use "$path/Data/station_day_1116.dta",clear
+	qui gen T=date-auto_date
+	qui gen month=month(date)
+	keep if code_city==`y'
+	cap qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_`y'_smw)
+	cap qui rdrobust resid_pm10_`y'_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster pm10_n) masspoints(off)
+	cap outreg2 using "$path/Results/rd_pm10_city", excel  dec(4) append  ctitle(`y') addtext(Kernel, Tri., Station FE, Y, Month FE, Y, Weather, Y) sortvar(RD_Estimate)
+}
+
+***import the city-level RD estimates
+clear
+import delimited "$path/Results/rd_pm10_city.txt", rowrange(2:5) colrange(2)
+drop in 2
+sxpose, clear
+split _var2, parse("*")
+split _var3, parse("(" ")")
+drop _var3 _var22-_var31
+rename _var1 code_city
+rename _var2 rd_estimate_1116_raw
+rename _var21 rd_estimate_1116
+rename _var32 error_1116
+destring code_city rd_estimate_1116 error_1116, replace
+label variable rd_estimate_1116_raw "Raw RD Estimate"
+label variable rd_estimate_1116 "RD_Estimate_1116"
+label variable error_1116 "Standard error of RD estimate"
+/*City 230100 and 510400 have a large number of missing PM10 prior to automation.
+Some Stata/rdrobust version still generate RD estimates for the two cities with a warning:
+	"Estimates might be unreliable due to low number of effective observations"
+An earlier Stata 15 MP/rdrobust version (Winter 2020) does not generate RD estimates for the two cities with the following warning:
+	"Not enough observations to perform calculations"
+Therefore, we replace the RD estimate for the two cities with missing values for compatibility and consistency.
+*/
+replace rd_estimate_1116_raw="" if rd_estimate_1116_raw!="" & (code_city==230100 | code_city==510400)
+replace rd_estimate_1116=. if rd_estimate_1116!=. & (code_city==230100 | code_city==510400)
+save "$path/Data/temp/city_rd_estimate.dta",replace
+*==============================================================================*
+*7. Generate dummy list_76 indicating cities with fewer missing observations prior to automation
+*==============================================================================*
+use "$path/Data/station_day_1116.dta", clear
+drop no2-rh
+gen T=date-auto_date
+keep if T<0 & T>=-120
+xtset pm10_n date
+tsspell pm10
+keep if pm10==.
+gsort code_city pm10_n -_seq
+duplicates drop pm10_n,force
+sort code_city _seq
+duplicates drop code_city,force
+gen list_76=(_seq<60)
+/*city 650100 has 56 (or 21) missing days pre (or post) automation, with large
+RD estimate and standard error, thus the estimate is unreliable and dropped.  
+*/
+replace list_76=0 if code_city==650100
+keep code_city list_76
+save "$path/Data/temp/city_list_76.dta",replace
+*==============================================================================*
+*8. Merge city characteristics with city-level RD and differences in PM10
+*==============================================================================*
+use "$path/Data/city_info.dta",clear
+merge 1:1 code_city using "$path/Data/temp/city_list_76.dta", nogen
+merge 1:1 code_city using "$path/Data/temp/city_rd_estimate.dta", nogen
+merge 1:1 code_city using "$path/Data/temp/city_period_compare.dta", nogen
+gen sig=(substr(rd_estimate_1116_raw,-2,2)=="**")
+*define RD dummy: also used for Table 2A columns 3-4
+gen rd=1 if list_76==1 & sig==1 & rd_estimate_1116>0, after(phase)
+replace rd=1 if list_76==0 & diff_period>=35 & diff_period!=.
+replace rd=0 if rd==.
+label variable rd "underreporting dummy"
+drop sig
+save "$path/Data/city_info_rd.dta",replace
+
+*==============================================================================*
+*9. Generate city-daily deadline data and city-monthly search data (Table 2A)
+*==============================================================================*
+use "$path/Data/station_day_1116.dta", clear
+foreach v of varlist pm10-rh{
+	bysort code_city date: egen `v'_m=mean(`v')
+	drop `v'
+	rename `v'_m `v'
+}
+gsort code_city date -auto_date
+duplicates drop code_city date,force
+drop pm10_n
+merge 1:1 code_city date using "$path/Data/mask_filter_search.dta", keep(match) nogen
+
+***add city RD dummy info for Table 2A: column 3-4
+merge m:1 code_city using "$path/Data/city_info_rd.dta",nogen
+drop list_76 rd_estimate_1116_raw-diff_period
+save "$path/Data/temp/search_city_day.dta",replace
+
+***generate city-daily search for deadline cities (Table 2B)
+gen year=year(date)
+keep if year>=2012 & year<=2013
+drop year phase pm10-so2 rd
+keep if auto_date==19724 | auto_date==19359
+save "$path/Data/did_ddl_search.dta",replace
+
+***aggregate to city-monthly level (Table 2A)
+use "$path/Data/temp/search_city_day.dta",clear
+gen year=year(date)
+gen month=month(date)
+gen month_date = mofd(date)
+gen month_auto_date = mofd(auto_date)
+format month* %tm
+gen n_month = month_date - month_auto_date
+drop month_date month_auto_date
+
+foreach v of varlist pm10-pmmask {
+	bysort code_city n_month: egen `v'_m=mean(`v')
+	drop `v'
+	rename `v'_m `v'
+}
+duplicates drop code_city n_month,force
+drop date so2 no2
+foreach v of varlist pmmask filter{
+	gen l_`v'=log(`v'+1)
+}
+save "$path/Data/search_city_month.dta",replace
+
+*==============================================================================*
+*10. Correct city-month PM10 using neural network
+*==============================================================================*
+*do "$path/Codes/PM_correction.do"
+set seed 123456
+use "$path/Data/city_month.dta",clear
+foreach v of var aod wind_speed temp rh rain{
+	gen `v'2=`v'^2
+	gen `v'3=`v'^3 
+	gen `v'4=`v'^4 
+}
+*** separate into training (70%) and testing (30%) sets within after data
+gen random = runiform()
+sort after random
+bysort after: gen test_set = (_n < 0.3*_N)
+replace test_set = . if after == 0
+*** save sst as local
+summ pm10 if test_set==1
+scalar pm10mean = r(mean)
+egen sst = sum((pm10-pm10mean)^2) if test_set == 1
+summ sst
+local sst = r(mean)
+*** neural net
+xi: brain define, input(aod aod2 aod3 aod4 temp rain rh wind_speed temp2 rain2 rh2 wind_speed2 temp3 rain3 rh3 wind_speed3 temp4 rain4 rh4 wind_speed4 i.month i.code_city) output(pm10) hidden(20 20)
+brain train if test_set == 0, iter(300) eta(.5)
+brain think pm10_ann
+egen rbrain_ann = sum((pm10-pm10_ann)^2) if test_set==1
+summ rbrain_ann
+local rbrain_ann = r(mean)
+di "R-sq.   brain: " 1-(`rbrain_ann'/`sst')
+***polynomial
+reghdfe pm10 aod aod2 aod3 aod4 temp rain rh wind_speed temp2 rain2 rh2 wind_speed2 temp3 rain3 rh3 wind_speed3 temp4 rain4 rh4 wind_speed4 if test_set == 0, absorb(month code_city) vce(cl code_city)
+predict pm10_ols, xb
+egen r_ols = sum((pm10-pm10_ols)^2) if test_set==1
+summ r_ols
+local r_ols = r(mean)
+di "R-sq.   brain: " 1-`r_ols'/`sst'
+drop _I*
+***Corrected PM10 as appendix data for future use
+gen pm10_corrected=pm10
+replace pm10_corrected=pm10_ann if after==0 & pm10_ann !=.
+drop sst rbrain_ann r_ols
+save "$path/Data/city_month.dta",replace
+
+keep code_city year month pm10 pm10_corrected
+sort code_city year month
+format %9.1f pm10 pm10_corrected
+label variable pm10 "Reported PM10 (ug/m3)"
+label variable pm10_corrected "Corrected PM10 (ug/m3)"
+save "$path/Data/pm10_corrected.dta",replace
+
+*==============================================================================*
+*11. Add city RD dummy to city_month.dta for plotting Appendix Figure C
+*==============================================================================*
+use "$path/Data/city_month.dta",clear
+merge m:1 code_city using "$path/Data/city_info_rd.dta",nogen
+drop list_76 rd_estimate_1116_raw-diff_period
+compress
+save "$path/Data/city_month.dta",replace
+
+
+***The End

9/replication_package/Code/Prepare_Data_New.do

@@ -0,0 +1,447 @@
+***Prepare Data for Tables/Figures Based on Raw Data using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+*==============================================================================*
+*0. Set Up 
+*The most recent package versions are used as of March 2021.
+*The estimates and output format may change slightly using different package versions.
+*==============================================================================*
+*Manually copy brain.ado from https://github.com/ThorstenDoherr/brain
+net install rdrobust, from("https://raw.githubusercontent.com/rdpackages/rdrobust/master/stata") replace
+net install rddensity, from("https://raw.githubusercontent.com/rdpackages/rddensity/master/stata") replace
+local ssc_packages "reghdfe ftools sxpose tsspell geonear plotbeta outreg2 estout"
+if !missing("`ssc_packages'") {
+	foreach pkg in "`ssc_packages'" {
+		* install using ssc, but avoid re-installing if already present
+		capture which `pkg'
+		if _rc == 111 {                 
+		dis "Installing `pkg'"
+		qui ssc install `pkg',replace
+		}
+	}
+}
+
+/* Original Weather Data
+*==============================================================================*
+*1. Generate station_day_1116.dta
+*==============================================================================*
+use "$path/Data/pollution_1116.dta",clear
+merge 1:1 station_n date using "$path/Data/weather_1116.dta",nogen
+rename station_n pm10_n
+merge m:1 pm10_n using "$path/Data/station_list.dta",nogen
+drop station_lat station_lon
+save "$path/Data/station_day_1116.dta",replace
+*/
+*==============================================================================*
+*1GG. Generate station_day_1116.dta (New!)
+*==============================================================================*
+use "$path/Data/pollution_1116.dta",clear
+merge 1:1 station_n date using "$path/Data/weather_1116.dta",nogen // Merging Old Data File
+merge 1:1 station_n date using "$path/Data/weather_1116_alt.dta",nogen //Merge with new altertaive weather data, generate in using alt_weather_var.do
+rename station_n pm10_n
+merge m:1 pm10_n using "$path/Data/station_list.dta",nogen
+drop station_lat station_lon
+save "$path/Data/station_day_1116.dta",replace
+
+*==============================================================================*
+*2. Generate did_ddl_match.dta: station-daily PM10 data for deadline stations with distance matching (Table 1B, columns 3-5)
+*==============================================================================*
+use "$path/Data/station_list.dta",clear
+keep if auto_date==19359
+rename pm10_n pm10_n1
+save "$path/Data/temp/station_ddl_1.dta",replace
+
+use "$path/Data/station_list.dta",clear
+keep if auto_date==19724
+save "$path/Data/temp/station_ddl_2.dta",replace
+
+use "$path/Data/temp/station_ddl_1.dta",clear
+geonear pm10_n1 station_lat station_lon using "$path/Data/temp/station_ddl_2.dta", n(pm10_n station_lat station_lon) long ellipsoid
+keep if km_to_pm10_n<=400
+save "$path/Data/temp/station_ddl_match.dta",replace
+
+use "$path/Data/temp/station_ddl_match.dta",clear
+keep pm10_n1
+rename pm10_n1 pm10_n
+gen treat=1
+save "$path/Data/temp/station_ddl_treated.dta",replace
+
+use "$path/Data/temp/station_ddl_match.dta",clear
+keep pm10_n
+gen treat=0
+save "$path/Data/temp/station_ddl_control.dta",replace
+
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+keep if year==2012 | year==2013
+joinby pm10_n using "$path/Data/temp/station_ddl_treated.dta"
+save "$path/Data/temp/station_day_ddl_treated.dta",replace
+
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+keep if year==2012 | year==2013
+joinby pm10_n using "$path/Data/temp/station_ddl_control.dta"
+save "$path/Data/temp/station_day_ddl_control.dta",replace
+
+use "$path/Data/temp/station_day_ddl_treated.dta",clear
+append using "$path/Data/temp/station_day_ddl_control.dta"
+drop year so2 no2 phase treat
+gen l_pm10=log(pm10), after(pm10)
+label variable l_pm10 "logarithm of pm10"
+compress
+save "$path/Data/did_ddl_match.dta",replace
+
+
+*==============================================================================*
+*2. Generate did_ddl_match.dta: station-daily AOD data for deadline stations with distance matching (Table 1B, columns 3-5)
+*==============================================================================*
+use "$path/Data/station_list.dta",clear
+keep if auto_date==19359
+rename pm10_n pm10_n1
+save "$path/Data/temp/station_ddl_1.dta",replace
+
+use "$path/Data/station_list.dta",clear
+keep if auto_date==19724
+save "$path/Data/temp/station_ddl_2.dta",replace
+
+use "$path/Data/temp/station_ddl_1.dta",clear
+geonear pm10_n1 station_lat station_lon using "$path/Data/temp/station_ddl_2.dta", n(pm10_n station_lat station_lon) long ellipsoid
+keep if km_to_pm10_n<=400
+save "$path/Data/temp/station_ddl_match.dta",replace
+
+use "$path/Data/temp/station_ddl_match.dta",clear
+keep pm10_n1
+rename pm10_n1 pm10_n
+gen treat=1
+save "$path/Data/temp/station_ddl_treated.dta",replace
+
+use "$path/Data/temp/station_ddl_match.dta",clear
+keep pm10_n
+gen treat=0
+save "$path/Data/temp/station_ddl_control.dta",replace
+
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+keep if year==2012 | year==2013
+joinby pm10_n using "$path/Data/temp/station_ddl_treated.dta"
+save "$path/Data/temp/station_day_ddl_treated.dta",replace
+
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+keep if year==2012 | year==2013
+joinby pm10_n using "$path/Data/temp/station_ddl_control.dta"
+save "$path/Data/temp/station_day_ddl_control.dta",replace
+
+use "$path/Data/temp/station_day_ddl_treated.dta",clear
+append using "$path/Data/temp/station_day_ddl_control.dta"
+drop year so2 no2 phase treat
+gen l_pm10=log(pm10), after(pm10)
+label variable l_pm10 "logarithm of pm10"
+compress
+save "$path/Data/did_ddl_match.dta",replace
+*==============================================================================*
+*3. Generate station_month.dta
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen month_date = mofd(date)
+gen month_auto_date = mofd(auto_date)
+format month* %tm
+gen n_month = month_date - month_auto_date
+gen after = (month_date >= month_auto_date)
+drop month_date month_auto_date
+gen year=year(date)
+gen month=month(date)
+foreach v of varlist pm10-rh{
+	bysort pm10_n year month: egen `v'_month=mean(`v')
+	drop `v'
+	rename `v'_month `v'
+}
+duplicates drop pm10_n year month,force
+drop date
+merge m:1 pm10_n year month using "$path/Data/aod_month.dta", keep(match) nogen
+save "$path/Data/station_month.dta",replace
+
+*==============================================================================*
+*4. Generate city_month.dta to be added with corrected PM10 in Section 10 
+*for plotting Appendix Figure C
+*==============================================================================*
+use "$path/Data/station_month.dta",clear
+foreach v of varlist pm10-aod{
+	bysort code_city year month: egen `v'_month=mean(`v')
+	drop `v'
+	rename `v'_month `v'
+}
+gsort code_city year month -auto_date
+duplicates drop code_city year month,force
+drop pm10_n so2 no2
+save "$path/Data/city_month.dta",replace 
+
+*==============================================================================*
+*5. Compare city PM10 in Jan-June in 2013 vs 2014
+*==============================================================================*
+use "$path/Data/city_month.dta",clear
+gen period=0 if year==2013 & month>=1 & month<=6
+replace period=1 if year==2014 & month>=1 & month<=6
+drop if period==.
+collapse (mean) pm10, by(code_city period)
+reshape wide pm10, i(code_city) j(period)
+gen diff_period=pm101-pm100
+drop pm100 pm101
+label variable diff_period "Mean Difference in PM10 between 2014 Jan-June and 2013 Jan-June"
+save "$path/Data/temp/city_period_compare.dta",replace
+
+*==============================================================================*
+*6. Generate RD estimates for each city
+*==============================================================================*
+*Original
+use "$path/Data/station_day_1116.dta",clear
+levelsof code_city, local (p)
+cap qui erase "$path/Results/rd_pm10_city.txt"
+foreach y of local p{
+	use "$path/Data/station_day_1116.dta",clear
+	qui gen T=date-auto_date
+	qui gen month=month(date)
+	keep if code_city==`y'
+	cap qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_`y'_smw)
+	cap qui rdrobust resid_pm10_`y'_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster pm10_n) masspoints(off)
+	cap outreg2 using "$path/Results/rd_pm10_city", excel  dec(4) append  ctitle(`y') addtext(Kernel, Tri., Station FE, Y, Month FE, Y, Weather, Y) sortvar(RD_Estimate)
+}
+***import the city-level RD estimates
+clear
+import delimited "$path/Results/rd_pm10_city.txt", rowrange(2:5) colrange(2)
+drop in 2
+sxpose, clear
+split _var2, parse("*")
+split _var3, parse("(" ")")
+drop _var3 _var22-_var31
+rename _var1 code_city
+rename _var2 rd_estimate_1116_raw
+rename _var21 rd_estimate_1116
+rename _var32 error_1116
+destring code_city rd_estimate_1116 error_1116, replace
+label variable rd_estimate_1116_raw "Raw RD Estimate"
+label variable rd_estimate_1116 "RD_Estimate_1116"
+label variable error_1116 "Standard error of RD estimate"
+/*City 230100 and 510400 have a large number of missing PM10 prior to automation.
+Some Stata/rdrobust version still generate RD estimates for the two cities with a warning:
+	"Estimates might be unreliable due to low number of effective observations"
+An earlier Stata 15 MP/rdrobust version (Winter 2020) does not generate RD estimates for the two cities with the following warning:
+	"Not enough observations to perform calculations"
+Therefore, we replace the RD estimate for the two cities with missing values for compatibility and consistency.
+*/
+replace rd_estimate_1116_raw="" if rd_estimate_1116_raw!="" & (code_city==230100 | code_city==510400)
+replace rd_estimate_1116=. if rd_estimate_1116!=. & (code_city==230100 | code_city==510400)
+save "$path/Data/temp/city_rd_estimate.dta",replace
+
+
+*==============================================================================*
+*6b. Generate RD (for AOD) estimates for each city
+*==============================================================================*
+** Original 
+use "$path/Data/station_month.dta" ,clear
+levelsof code_city, local (p)
+cap qui erase "$path/Results/rd_AOD_city.txt"
+foreach y of local p{
+	use "$path/Data/station_month.dta",clear
+	keep if code_city==`y'
+	cap qui reghdfe aod wind_speed rain temp rh, absorb(pm10_n month) res(resid_aod_`y'_smw)
+	rdrobust resid_aod_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off) 
+}
+
+outreg2 using "$path/Results/rd_aod_city", excel  dec(4) append  ctitle(`y') addtext(Kernel, Tri., Station FE, Y, Month FE, Y, Weather, Y) sortvar(RD_Estimate)
+
+use "$path/Data/station_month.dta",clear
+	keep if code_city==340200
+	reghdfe aod wind_speed rain temp rh, absorb(pm10_n month) res(resid_aod_340200_smw)
+	rdrobust resid_aod_340200_smw n_month, c(0) p(1) q(2) kernel(tri) masspoints(off) 
+
+***import the city-level RD AOD estimates
+clear
+import delimited "$path/Results/rd_aod_city", rowrange(2:5) colrange(2)
+drop in 2
+sxpose, clear //command	sxpose	is	unrecognized, solution install sxpose 
+split _var2, parse("*")
+split _var3, parse("(" ")")
+drop _var3 _var22-_var31
+rename _var1 code_city
+rename _var2 rd_estimate_1116_raw
+rename _var21 rd_estimate_1116
+rename _var32 error_1116
+destring code_city rd_estimate_1116 error_1116, replace
+label variable rd_estimate_1116_raw "Raw RD Estimate"
+label variable rd_estimate_1116 "RD_Estimate_1116"
+label variable error_1116 "Standard error of RD estimate"
+
+/*City 230100 and 510400 have a large number of missing PM10 prior to automation.
+Some Stata/rdrobust version still generate RD estimates for the two cities with a warning:
+	"Estimates might be unreliable due to low number of effective observations"
+An earlier Stata 15 MP/rdrobust version (Winter 2020) does not generate RD estimates for the two cities with the following warning:
+	"Not enough observations to perform calculations"
+Therefore, we replace the RD estimate for the two cities with missing values for compatibility and consistency.
+*/
+replace rd_estimate_1116_raw="" if rd_estimate_1116_raw!="" & (code_city==230100 | code_city==510400)
+replace rd_estimate_1116=. if rd_estimate_1116!=. & (code_city==230100 | code_city==510400)
+save "$path/Data/temp/city_rd_aod_estimate.dta",replace
+
+*==============================================================================*
+*7. Generate dummy list_76 indicating cities with fewer missing observations prior to automation
+*==============================================================================*
+use "$path/Data/station_day_1116.dta", clear
+drop no2-rh
+gen T=date-auto_date
+keep if T<0 & T>=-120
+xtset pm10_n date
+tsspell pm10
+keep if pm10==.
+gsort code_city pm10_n -_seq
+duplicates drop pm10_n,force
+sort code_city _seq
+duplicates drop code_city,force
+gen list_76=(_seq<60)
+/*city 650100 has 56 (or 21) missing days pre (or post) automation, with large
+RD estimate and standard error, thus the estimate is unreliable and dropped.  
+*/
+replace list_76=0 if code_city==650100
+keep code_city list_76
+save "$path/Data/temp/city_list_76.dta",replace
+*==============================================================================*
+*8. Merge city characteristics with city-level RD and differences in PM10
+*==============================================================================*
+use "$path/Data/city_info.dta",clear
+merge 1:1 code_city using "$path/Data/temp/city_list_76.dta", nogen
+merge 1:1 code_city using "$path/Data/temp/city_rd_estimate.dta", nogen
+merge 1:1 code_city using "$path/Data/temp/city_period_compare.dta", nogen
+gen sig=(substr(rd_estimate_1116_raw,-2,2)=="**")
+*define RD dummy: also used for Table 2A columns 3-4
+gen rd=1 if list_76==1 & sig==1 & rd_estimate_1116>0, after(phase)
+replace rd=1 if list_76==0 & diff_period>=35 & diff_period!=.
+replace rd=0 if rd==.
+label variable rd "underreporting dummy"
+drop sig
+save "$path/Data/city_info_rd.dta",replace
+
+
+*==============================================================================*
+*8b. Merge city characteristics with city-level RD and differences in aod
+*==============================================================================*
+use "$path/Data/city_info.dta",clear
+merge 1:1 code_city using "$path/Data/temp/city_list_76.dta", nogen
+merge 1:1 code_city using "$path/Data/temp/city_rd_aod_estimate.dta", nogen
+merge 1:1 code_city using "$path/Data/temp/city_period_compare.dta", nogen
+gen sig=(substr(rd_estimate_1116_raw,-2,2)=="**")
+save "$path/Data/city_info_rd_aod.dta",replace 
+
+*==============================================================================*
+*9. Generate city-daily deadline data and city-monthly search data (Table 2A)
+*==============================================================================*
+use "$path/Data/station_day_1116.dta", clear
+foreach v of varlist pm10-rh{
+	bysort code_city date: egen `v'_m=mean(`v')
+	drop `v'
+	rename `v'_m `v'
+}
+gsort code_city date -auto_date
+duplicates drop code_city date,force
+drop pm10_n
+merge 1:1 code_city date using "$path/Data/mask_filter_search.dta", keep(match) nogen
+
+***add city RD dummy info for Table 2A: column 3-4
+merge m:1 code_city using "$path/Data/city_info_rd.dta",nogen
+drop list_76 rd_estimate_1116_raw-diff_period
+save "$path/Data/temp/search_city_day.dta",replace
+
+***generate city-daily search for deadline cities (Table 2B)
+gen year=year(date)
+keep if year>=2012 & year<=2013
+drop year phase pm10-so2 rd
+keep if auto_date==19724 | auto_date==19359
+save "$path/Data/did_ddl_search.dta",replace
+
+***aggregate to city-monthly level (Table 2A)
+use "$path/Data/temp/search_city_day.dta",clear
+gen year=year(date)
+gen month=month(date)
+gen month_date = mofd(date)
+gen month_auto_date = mofd(auto_date)
+format month* %tm
+gen n_month = month_date - month_auto_date
+drop month_date month_auto_date
+
+foreach v of varlist pm10-pmmask {
+	bysort code_city n_month: egen `v'_m=mean(`v')
+	drop `v'
+	rename `v'_m `v'
+}
+duplicates drop code_city n_month,force
+drop date so2 no2
+foreach v of varlist pmmask filter{
+	gen l_`v'=log(`v'+1)
+}
+save "$path/Data/search_city_month.dta",replace
+
+*==============================================================================*
+*10. Correct city-month PM10 using neural network
+*==============================================================================*
+*do "$path/Codes/PM_correction.do"
+set seed 123456
+use "$path/Data/city_month.dta",clear
+foreach v of var aod wind_speed temp rh rain{
+	gen `v'2=`v'^2
+	gen `v'3=`v'^3 
+	gen `v'4=`v'^4 
+}
+*** separate into training (70%) and testing (30%) sets within after data
+gen random = runiform()
+sort after random
+bysort after: gen test_set = (_n < 0.3*_N)
+replace test_set = . if after == 0
+*** save sst as local
+summ pm10 if test_set==1
+scalar pm10mean = r(mean)
+egen sst = sum((pm10-pm10mean)^2) if test_set == 1
+summ sst
+local sst = r(mean)
+*** neural net
+xi: brain define, input(aod aod2 aod3 aod4 temp rain rh wind_speed temp2 rain2 rh2 wind_speed2 temp3 rain3 rh3 wind_speed3 temp4 rain4 rh4 wind_speed4 i.month i.code_city) output(pm10) hidden(20 20)
+brain train if test_set == 0, iter(300) eta(.5)
+brain think pm10_ann
+egen rbrain_ann = sum((pm10-pm10_ann)^2) if test_set==1
+summ rbrain_ann
+local rbrain_ann = r(mean)
+di "R-sq.   brain: " 1-(`rbrain_ann'/`sst')
+***polynomial
+reghdfe pm10 aod aod2 aod3 aod4 temp rain rh wind_speed temp2 rain2 rh2 wind_speed2 temp3 rain3 rh3 wind_speed3 temp4 rain4 rh4 wind_speed4 if test_set == 0, absorb(month code_city) vce(cl code_city)
+predict pm10_ols, xb
+egen r_ols = sum((pm10-pm10_ols)^2) if test_set==1
+summ r_ols
+local r_ols = r(mean)
+di "R-sq.   brain: " 1-`r_ols'/`sst'
+drop _I*
+***Corrected PM10 as appendix data for future use
+gen pm10_corrected=pm10
+replace pm10_corrected=pm10_ann if after==0 & pm10_ann !=.
+drop sst rbrain_ann r_ols
+save "$path/Data/city_month.dta",replace
+
+keep code_city year month pm10 pm10_corrected
+sort code_city year month
+format %9.1f pm10 pm10_corrected
+label variable pm10 "Reported PM10 (ug/m3)"
+label variable pm10_corrected "Corrected PM10 (ug/m3)"
+save "$path/Data/pm10_corrected.dta",replace
+
+*==============================================================================*
+*11. Add city RD dummy to city_month.dta for plotting Appendix Figure C
+*==============================================================================*
+use "$path/Data/city_month.dta",clear
+merge m:1 code_city using "$path/Data/city_info_rd.dta",nogen
+drop list_76 rd_estimate_1116_raw-diff_period
+compress
+save "$path/Data/city_month.dta",replace
+
+
+***The End

9/replication_package/Code/TS.do

@@ -0,0 +1,301 @@
+****This is the main program for appendix tables generated using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+*==============================================================================*
+*Table A2. Summary Statistics by Year
+*==============================================================================*
+***AOD
+use "$path/Data/station_month",clear
+qui levelsof year, loc(y)
+qui foreach v of loc y {
+	estpost summ aod if year==`v'
+	est sto y`v'
+}
+esttab * using "$path/Results/Table_A2.csv", cell(mean(fmt(%9.2f)) sd(par)) mti collabels(none) noobs replace
+
+***pollution and weather
+use "$path/Data/station_day_1116",clear
+gen year=year(date)
+qui levelsof year, loc(y)
+qui foreach v of loc y {
+	estpost summ pm10 so2 no2 temp rain rh wind_speed if year==`v'
+	est sto y`v'
+}
+esttab * using "$path/Results/Table_A2.csv", cell(mean(fmt(%9.1f)) sd(par)) mti collabels(none) noobs nonum append
+
+*==============================================================================*
+*Table B2. Changes in Weather Conditions after Automation
+*==============================================================================*
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+foreach y in temp rain rh wind_speed{
+	qui reghdfe `y', absorb(pm10_n month) res(resid_`y'_sm)
+	*all sample
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, All, Kernel, Tri., Station FE, Y, Month FE, Y)  
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, All, Kernel, Epa., Station FE, Y, Month FE, Y)
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, All, Kernel, Uni., Station FE, Y, Month FE, Y)
+	*no missing PM10
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=. & pm10 !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, No Missing PM10, Kernel, Tri., Station FE, Y, Month FE, Y)  
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=. & pm10 !=., c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, No Missing PM10, Kernel, Epa., Station FE, Y, Month FE, Y)
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=. & pm10 !=., c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, No Missing PM10, Kernel, Uni., Station FE, Y, Month FE, Y)
+}
+
+*==============================================================================*
+*Table B3. RD Estimates Using Alternative Kernel Weightings and Polynomials
+*==============================================================================*
+***Panel A: station-day PM10
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+gen after=(T>0)
+gen T2=T^2
+gen T3=T^3
+gen T4=T^4
+gen after_T=after*T
+gen after_T2=after*T2
+gen after_T3=after*T3
+gen after_T4=after*T4
+
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+*kernel
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append addtext(Kernel/Polynomial, Tri., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append addtext(Kernel/Polynomial, Epa., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append addtext(Kernel/Polynomial, Uni., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*parametric
+qui reghdfe pm10 after T after_T wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Linear, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) 
+qui reghdfe pm10 after T after_T T2 after_T2 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Quadratic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10)
+qui reghdfe pm10 after T after_T T2 after_T2 T3 after_T3 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Cubic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) 
+qui reghdfe pm10 after T after_T T2 after_T2 T3 after_T3 T4 after_T4 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Quartic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) 
+
+***Panel B: station-month PM10 and AOD
+use "$path/Data/station_month.dta",clear
+foreach v in pm10 aod{
+	qui reghdfe `v' wind_speed rain temp rh, absorb(pm10_n month) res(resid_`v'_smw)
+}
+
+gen m2=n_month^2
+gen m3=n_month^3
+gen m4=n_month^4
+gen after_m=after*n_month
+gen after_m2=after*m2
+gen after_m3=after*m3
+gen after_m4=after*m4
+
+foreach y of var pm10 aod {
+	if "`y'" == "pm10" local dec = 1
+	if "`y'" == "aod" local dec = 3
+	*kernel
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append addtext(Kernel/Polynomial, Tri., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y') addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append addtext(Kernel/Polynomial, Epa., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y') addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append addtext(Kernel/Polynomial, Uni., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y') addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+	***parametric
+	qui reghdfe `y' after n_month after_m wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Linear, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+	qui reghdfe `y' after n_month after_m m2 after_m2 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Quadratic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+	qui reghdfe `y' after n_month after_m m2 after_m2 m3 after_m3 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Cubic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+	qui reghdfe `y' after n_month after_m m2 after_m2 m3 after_m3 m4 after_m4 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Quartic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+}
+
+*==============================================================================*
+*Table B4. Automation and Reported PM10 in 76 Cities
+*==============================================================================* 
+use "$path/Data/station_day_1116",clear
+merge m:1 code_city using "$path/Data/city_info_rd.dta"
+keep if list_76==1
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+
+*==============================================================================*
+*Table B6. Automation and PM10 Variability
+*==============================================================================* 
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+gen T = date - auto_date
+gen n_month=floor(T/30)
+bysort pm10_n n_month: egen sd_pm10=sd(pm10)
+foreach v of var pm10-rh{
+	bysort pm10_n n_month: egen `v'_m=mean(`v')
+	drop `v'
+	rename `v'_m `v'
+}
+duplicates drop pm10_n n_month,force
+qui reghdfe sd_pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_sd_pm10_smw)
+*residual
+qui rdrobust resid_sd_pm10_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(All) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*wave1
+qui rdrobust resid_sd_pm10_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(Wave 1) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*wave2
+qui rdrobust resid_sd_pm10_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(Wave 2) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*deadline
+qui rdrobust resid_sd_pm10_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(Deadline) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+
+*==============================================================================*
+*Table B7. Automation and Reported SO2 and NO2
+*==============================================================================*
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+foreach y of var so2 no2{
+	qui reghdfe `y' wind_speed rain temp rh, absorb(pm10_n month) res(resid_`y'_smw)
+	*residual
+	qui rdrobust resid_`y'_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_All) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+	*wave1
+	qui rdrobust resid_`y'_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_Wave 1) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+	*wave2
+	qui rdrobust resid_`y'_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_Wave 2) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+	*deadline
+	qui rdrobust resid_`y'_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_Deadline) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+}
+
+*==============================================================================*
+*Table B8. Change in PM10 Reporting Standard
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen T=date-auto_date
+gen month=month(date)
+gen miss1=1 if pm10==. & T <0 & T>=-365
+gen miss2=1 if pm10==. & T >=0 & T<365
+gen n1=1 if T <0 & T>=-365
+gen n2=1 if T >=0 & T<365
+
+bysort pm10_n: egen miss_before_y=sum(miss1)
+bysort pm10_n: egen miss_after_y=sum(miss2)
+bysort pm10_n: egen n_before_y=sum(n1)
+bysort pm10_n: egen n_after_y=sum(n2)
+
+gen miss_before_ratio=miss_before_y/n_before_y
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+
+foreach v in 10 15 20 25 30{
+	*residual
+	qui rdrobust resid_pm10_smw T if miss_before_ratio<=`v'/100, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B8_miss_before_ratio_1y", excel dec(1) append ctitle(pm10) addtext(Pre-Missing PM10, ≤`v'%, Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+}
+
+*==============================================================================*
+*Table B9. RD Density Test at Air Quality Thresholds
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen T=date-auto_date
+log using "$path/Data/temp/temp1.log", replace
+foreach v in 50 150 250 350 420 500 600 {
+	rddensity pm10 if T>=0, c(`v') p(1) q(2)  kernel(triangular) nomasspoints
+	rddensity pm10 if T>=0, c(`v') p(1) q(2)  kernel(epanechnikov) nomasspoints
+	rddensity pm10 if T>=0, c(`v') p(1) q(2)  kernel(uniform) nomasspoints
+}
+log close
+
+clear
+infix str3 cutoff 6-18 str12 kernel 69-80 str6  T 24-30  str6 P_value 37-42 using "$path/Data/temp/temp1.log"
+keep if trim(cutoff)=="c =    50.000" |trim(cutoff)=="c =   150.000" |trim(cutoff)=="c =   250.000" |trim(cutoff)=="c =   350.000" |trim(cutoff)=="c =   420.000" |trim(cutoff)=="c =   600.000" |trim(cutoff)=="Robust"| trim(kernel)=="triangular"| trim(kernel)=="epanechnikov"| trim(kernel)=="uniform"
+replace cutoff=cutoff[_n-2] if cutoff=="Robust"
+replace kernel=kernel[_n-1] if kernel==""
+drop if cutoff=="Number of obs" | kernel=="709659"
+export excel using "$path/Results/Table_B9_Threshold", replace firstrow(variables)
+
+*==============================================================================*
+*Table B10. Automation and Association between AOD and PM10 (Standardized)
+*==============================================================================*
+***station-month
+use "$path/Data/station_month.dta",clear
+set matsize 5000
+egen year_month=group(year month)
+
+log using "$path/Data/temp/temp2.log", replace
+pwcorr aod pm10 if after==0, sig
+pcorr aod pm10 temp rh rain wind_speed if after==0
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month if after==0
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month i.pm10_n if after==0
+pwcorr aod pm10 if after==1, sig
+pcorr aod pm10 temp rh rain wind_speed if after==1
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month if after==1
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month i.pm10_n if after==1
+log close
+
+clear
+infix str4 obs 1-4 str12 thecorr 1-12 str6  partcorr 17-23  str6 thesig 73-78 using "$path/Data/temp/temp2.log"
+keep if trim(thecorr)=="pm10" | trim(obs)=="(obs"
+export excel using "$path/Results/Table_B10_PM10_AOD", replace
+
+*==============================================================================*
+*Table D1. Association between Baidu Search Index and Taobao Sales Index
+*==============================================================================*
+use "$path/Data/search_sale.dta",clear
+foreach v in mask filter{
+	qui reghdfe l_taobao_`v' l_`v' wind_speed rain temp rh, absorb(code_city) vce(cluster code_city)
+	qui outreg2 using "$path/Results/Table_D1_sale_search", excel dec(2) append drop(wind_speed rain temp rh) ctitle(l_taobao_`v') addtext(Weather Controls, Y, City FE, Y)
+	qui reghdfe l_taobao_`v' l_`v' wind_speed rain temp rh, absorb(code_city month) vce(cluster code_city)
+	qui outreg2 using "$path/Results/Table_D1_sale_search", excel dec(2) append drop(wind_speed rain temp rh) ctitle(l_taobao_`v') addtext(Weather Controls, Y, City FE, Y, Month FE, Y)
+}
+
+*==============================================================================*
+*Table D3: City-Month Online Search in Deadline and Non-Deadline Cities
+*==============================================================================*
+use "$path/Data/search_city_month.dta",clear
+foreach y in pmmask filter l_pmmask l_filter {	
+	cap qui reghdfe `y', absorb(code_city month) res(resid_`y'_sm)
+	cap qui reghdfe `y' wind_speed rain temp rh, absorb(code_city month) res(resid_`y'_smw)
+	*ddl in normal and manipulated
+	qui rdrobust resid_`y'_sm n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, Y, Sample, All, City FE, Y, Month FE, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, Y, Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+		
+	*non_ddl in normal and manipulated
+	qui rdrobust resid_`y'_sm n_month if auto_date!=19359 & auto_date!=19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, N, Sample, All, City FE, Y, Month FE, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month if auto_date!=19359 & auto_date!=19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, N, Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	}
+	
+
+***The End

9/replication_package/Code/TS_NEW_1.do

@@ -0,0 +1,393 @@
+****This is the main program for appendix tables generated using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+*==============================================================================*
+*Table 1. Robustness Test of Table 1 - Panel C - Only Near by stations.
+*==============================================================================*
+** Only Stations within 500km
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed_DWA_500 rain_DWA_500 temp_DWA_500 rh_DWA_500, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp_DWA_500!=. & rain_DWA_500!=. & rh_DWA_500!=. & wind_speed_DWA_500 !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A1", excel  replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A1", excel  append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A1", excel  append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A1", excel  append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A1", excel  append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+
+***Row 2: Monthly AOD
+use "$path/Data/station_month.dta",clear
+qui reghdfe aod wind_speed_DWA_500 rain_DWA_500 temp_DWA_500 rh_DWA_500, absorb(pm10_n month) res(resid_aod_smw)
+*raw
+qui rdrobust aod n_month if temp_DWA_500!=. & rain_DWA_500!=. & rh_DWA_500!=. & wind_speed_DWA_500 !=. & resid_aod_smw!=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A1", excel  replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*residual
+qui rdrobust resid_aod_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A1", excel  append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*wave 1
+qui rdrobust resid_aod_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A1", excel  append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*wave 2
+qui rdrobust resid_aod_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A1", excel append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*deadline
+qui rdrobust resid_aod_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A1", excel  append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+
+
+** Only Stations within 100km
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed_DWA_100 rain_DWA_100 temp_DWA_100 rh_DWA_100, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp_DWA_100!=. & rain_DWA_100!=. & rh_DWA_100!=. & wind_speed_DWA_100 !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A2", excel  replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A2", excel  append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A2", excel  append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A2", excel  append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A1_GG_PC_A2", excel  append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex pvalue
+
+***Row 2: Monthly AOD
+use "$path/Data/station_month.dta",clear
+qui reghdfe aod wind_speed_DWA_100 rain_DWA_100 temp_DWA_100 rh_DWA_100, absorb(pm10_n month) res(resid_aod_smw)
+*raw
+qui rdrobust aod n_month if temp_DWA_100!=. & rain_DWA_100!=. & rh_DWA_100!=. & wind_speed_DWA_100 !=. & resid_aod_smw!=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A2", excel  replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*residual
+qui rdrobust resid_aod_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A2", excel append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*wave 1
+qui rdrobust resid_aod_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A2", excel  append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*wave 2
+qui rdrobust resid_aod_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A2", excel append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+*deadline
+qui rdrobust resid_aod_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path2/Table1_A2_GG_PC_A2", excel append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex pvalue
+
+
+*==============================================================================*
+*Table **. Summary Statistics by weather varibles (NEW)
+*==============================================================================*
+use "$path/Data/station_day_1116",clear
+foreach y in "temp" "rain" "wind_speed" "rh" {
+	sum `y' `y'_n `y'_DWA `y'_DWA_500 `y'_DWA_100
+}
+
+*==============================================================================*
+*Table A2. Summary Statistics by Year
+*==============================================================================*
+***AOD
+use "$path/Data/station_month",clear
+qui levelsof year, loc(y)
+qui foreach v of loc y {
+	estpost summ aod if year==`v'
+	est sto y`v'
+}
+esttab * using "$path/Results/Table_A2.csv", cell(mean(fmt(%9.2f)) sd(par)) mti collabels(none) noobs replace
+
+***pollution and weather
+use "$path/Data/station_day_1116",clear
+gen year=year(date)
+qui levelsof year, loc(y)
+qui foreach v of loc y {
+	estpost summ pm10 so2 no2 temp rain rh wind_speed if year==`v'
+	est sto y`v'
+}
+esttab * using "$path/Results/Table_A2.csv", cell(mean(fmt(%9.1f)) sd(par)) mti collabels(none) noobs nonum append
+
+*==============================================================================*
+*Table B2. Changes in Weather Conditions after Automation
+*==============================================================================*
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+foreach y in temp rain rh wind_speed{
+	qui reghdfe `y', absorb(pm10_n month) res(resid_`y'_sm)
+	*all sample
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, All, Kernel, Tri., Station FE, Y, Month FE, Y)  
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, All, Kernel, Epa., Station FE, Y, Month FE, Y)
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, All, Kernel, Uni., Station FE, Y, Month FE, Y)
+	*no missing PM10
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=. & pm10 !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, No Missing PM10, Kernel, Tri., Station FE, Y, Month FE, Y)  
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=. & pm10 !=., c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, No Missing PM10, Kernel, Epa., Station FE, Y, Month FE, Y)
+	qui rdrobust resid_`y'_sm T if temp!=. & rain!=. & rh!=. & wind_speed !=. & pm10 !=., c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B2", excel dec(2) append ctitle(`y') addtext(Sample, No Missing PM10, Kernel, Uni., Station FE, Y, Month FE, Y)
+}
+
+*==============================================================================*
+*Table B3. RD Estimates Using Alternative Kernel Weightings and Polynomials
+*==============================================================================*
+***Panel A: station-day PM10
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+gen after=(T>0)
+gen T2=T^2
+gen T3=T^3
+gen T4=T^4
+gen after_T=after*T
+gen after_T2=after*T2
+gen after_T3=after*T3
+gen after_T4=after*T4
+
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+*kernel
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append addtext(Kernel/Polynomial, Tri., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append addtext(Kernel/Polynomial, Epa., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append addtext(Kernel/Polynomial, Uni., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*parametric
+qui reghdfe pm10 after T after_T wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Linear, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) 
+qui reghdfe pm10 after T after_T T2 after_T2 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Quadratic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10)
+qui reghdfe pm10 after T after_T T2 after_T2 T3 after_T3 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Cubic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) 
+qui reghdfe pm10 after T after_T T2 after_T2 T3 after_T3 T4 after_T4 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_B3A_kernel_parametric_day", excel dec(1) append keep (after) addtext(Kernel/Polynomial, Quartic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(pm10) 
+
+***Panel B: station-month PM10 and AOD
+use "$path/Data/station_month.dta",clear
+foreach v in pm10 aod{
+	qui reghdfe `v' wind_speed rain temp rh, absorb(pm10_n month) res(resid_`v'_smw)
+}
+
+gen m2=n_month^2
+gen m3=n_month^3
+gen m4=n_month^4
+gen after_m=after*n_month
+gen after_m2=after*m2
+gen after_m3=after*m3
+gen after_m4=after*m4
+
+foreach y of var pm10 aod {
+	if "`y'" == "pm10" local dec = 1
+	if "`y'" == "aod" local dec = 3
+	*kernel
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append addtext(Kernel/Polynomial, Tri., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y') addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(epa) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append addtext(Kernel/Polynomial, Epa., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y') addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(uni) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append addtext(Kernel/Polynomial, Uni., Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y') addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+	***parametric
+	qui reghdfe `y' after n_month after_m wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Linear, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+	qui reghdfe `y' after n_month after_m m2 after_m2 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Quadratic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+	qui reghdfe `y' after n_month after_m m2 after_m2 m3 after_m3 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Cubic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+	qui reghdfe `y' after n_month after_m m2 after_m2 m3 after_m3 m4 after_m4 wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table_B3B_kernel_parametric_month", excel dec(`dec') append keep(after) addtext(Kernel/Polynomial, Quartic, Station FE, Y, Month FE, Y, Weather Controls, Y) ctitle(`y')
+}
+
+*==============================================================================*
+*Table B4. Automation and Reported PM10 in 76 Cities
+*==============================================================================* 
+use "$path/Data/station_day_1116",clear
+merge m:1 code_city using "$path/Data/city_info_rd.dta"
+keep if list_76==1
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B4_76", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+
+*==============================================================================*
+*Table B6. Automation and PM10 Variability
+*==============================================================================* 
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+gen T = date - auto_date
+gen n_month=floor(T/30)
+bysort pm10_n n_month: egen sd_pm10=sd(pm10)
+foreach v of var pm10-rh{
+	bysort pm10_n n_month: egen `v'_m=mean(`v')
+	drop `v'
+	rename `v'_m `v'
+}
+duplicates drop pm10_n n_month,force
+qui reghdfe sd_pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_sd_pm10_smw)
+*residual
+qui rdrobust resid_sd_pm10_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(All) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*wave1
+qui rdrobust resid_sd_pm10_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(Wave 1) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*wave2
+qui rdrobust resid_sd_pm10_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(Wave 2) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*deadline
+qui rdrobust resid_sd_pm10_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table_B6_SD", excel dec(1) append ctitle(Deadline) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+
+*==============================================================================*
+*Table B7. Automation and Reported SO2 and NO2
+*==============================================================================*
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+foreach y of var so2 no2{
+	qui reghdfe `y' wind_speed rain temp rh, absorb(pm10_n month) res(resid_`y'_smw)
+	*residual
+	qui rdrobust resid_`y'_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_All) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+	*wave1
+	qui rdrobust resid_`y'_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_Wave 1) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+	*wave2
+	qui rdrobust resid_`y'_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_Wave 2) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+	*deadline
+	qui rdrobust resid_`y'_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B7_SO2_NO2", excel dec(2) append ctitle(`y'_Deadline) addtext(Station FE, Y, Month FE, Y, Weather Controls, Y, Kernel Function, Tri.) addstat(`y' Obs., e(N_h_l)+e(N_h_r), `y' Bandwidth, floor(e(h_l)))
+}
+
+*==============================================================================*
+*Table B8. Change in PM10 Reporting Standard
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen T=date-auto_date
+gen month=month(date)
+gen miss1=1 if pm10==. & T <0 & T>=-365
+gen miss2=1 if pm10==. & T >=0 & T<365
+gen n1=1 if T <0 & T>=-365
+gen n2=1 if T >=0 & T<365
+
+bysort pm10_n: egen miss_before_y=sum(miss1)
+bysort pm10_n: egen miss_after_y=sum(miss2)
+bysort pm10_n: egen n_before_y=sum(n1)
+bysort pm10_n: egen n_after_y=sum(n2)
+
+gen miss_before_ratio=miss_before_y/n_before_y
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+
+foreach v in 10 15 20 25 30{
+	*residual
+	qui rdrobust resid_pm10_smw T if miss_before_ratio<=`v'/100, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_B8_miss_before_ratio_1y", excel dec(1) append ctitle(pm10) addtext(Pre-Missing PM10, ≤`v'%, Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+}
+
+*==============================================================================*
+*Table B9. RD Density Test at Air Quality Thresholds
+*==============================================================================*
+use "$path/Data/station_day_1116.dta",clear
+gen T=date-auto_date
+log using "$path/Data/temp/temp1.log", replace
+foreach v in 50 150 250 350 420 500 600 {
+	rddensity pm10 if T>=0, c(`v') p(1) q(2)  kernel(triangular) nomasspoints
+	rddensity pm10 if T>=0, c(`v') p(1) q(2)  kernel(epanechnikov) nomasspoints
+	rddensity pm10 if T>=0, c(`v') p(1) q(2)  kernel(uniform) nomasspoints
+}
+log close
+
+clear
+infix str3 cutoff 6-18 str12 kernel 69-80 str6  T 24-30  str6 P_value 37-42 using "$path/Data/temp/temp1.log"
+keep if trim(cutoff)=="c =    50.000" |trim(cutoff)=="c =   150.000" |trim(cutoff)=="c =   250.000" |trim(cutoff)=="c =   350.000" |trim(cutoff)=="c =   420.000" |trim(cutoff)=="c =   600.000" |trim(cutoff)=="Robust"| trim(kernel)=="triangular"| trim(kernel)=="epanechnikov"| trim(kernel)=="uniform"
+replace cutoff=cutoff[_n-2] if cutoff=="Robust"
+replace kernel=kernel[_n-1] if kernel==""
+drop if cutoff=="Number of obs" | kernel=="709659"
+export excel using "$path/Results/Table_B9_Threshold", replace firstrow(variables)
+
+*==============================================================================*
+*Table B10. Automation and Association between AOD and PM10 (Standardized)
+*==============================================================================*
+***station-month
+use "$path/Data/station_month.dta",clear
+set matsize 5000
+egen year_month=group(year month)
+
+log using "$path/Data/temp/temp2.log", replace
+pwcorr aod pm10 if after==0, sig
+pcorr aod pm10 temp rh rain wind_speed if after==0
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month if after==0
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month i.pm10_n if after==0
+pwcorr aod pm10 if after==1, sig
+pcorr aod pm10 temp rh rain wind_speed if after==1
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month if after==1
+xi: pcorr aod pm10 temp rh rain wind_speed i.year_month i.pm10_n if after==1
+log close
+
+clear
+infix str4 obs 1-4 str12 thecorr 1-12 str6  partcorr 17-23  str6 thesig 73-78 using "$path/Data/temp/temp2.log"
+keep if trim(thecorr)=="pm10" | trim(obs)=="(obs"
+export excel using "$path/Results/Table_B10_PM10_AOD", replace
+
+*==============================================================================*
+*Table D1. Association between Baidu Search Index and Taobao Sales Index
+*==============================================================================*
+use "$path/Data/search_sale.dta",clear
+foreach v in mask filter{
+	qui reghdfe l_taobao_`v' l_`v' wind_speed rain temp rh, absorb(code_city) vce(cluster code_city)
+	qui outreg2 using "$path/Results/Table_D1_sale_search", excel dec(2) append drop(wind_speed rain temp rh) ctitle(l_taobao_`v') addtext(Weather Controls, Y, City FE, Y)
+	qui reghdfe l_taobao_`v' l_`v' wind_speed rain temp rh, absorb(code_city month) vce(cluster code_city)
+	qui outreg2 using "$path/Results/Table_D1_sale_search", excel dec(2) append drop(wind_speed rain temp rh) ctitle(l_taobao_`v') addtext(Weather Controls, Y, City FE, Y, Month FE, Y)
+}
+
+*==============================================================================*
+*Table D3: City-Month Online Search in Deadline and Non-Deadline Cities
+*==============================================================================*
+use "$path/Data/search_city_month.dta",clear
+foreach y in pmmask filter l_pmmask l_filter {	
+	cap qui reghdfe `y', absorb(code_city month) res(resid_`y'_sm)
+	cap qui reghdfe `y' wind_speed rain temp rh, absorb(code_city month) res(resid_`y'_smw)
+	*ddl in normal and manipulated
+	qui rdrobust resid_`y'_sm n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, Y, Sample, All, City FE, Y, Month FE, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, Y, Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+		
+	*non_ddl in normal and manipulated
+	qui rdrobust resid_`y'_sm n_month if auto_date!=19359 & auto_date!=19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, N, Sample, All, City FE, Y, Month FE, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	qui rdrobust resid_`y'_smw n_month if auto_date!=19359 & auto_date!=19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table_D3_ddl_non_ddl", excel dec(2) append ctitle(`y') addtext(Deadline, N, Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	}
+	
+
+***The End

9/replication_package/Code/Tables.do

@@ -0,0 +1,163 @@
+***This is the main program for Tables 1, 2, 3 generated using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+*==============================================================================*
+*Table 1A: RD
+*==============================================================================*
+***Row 1. Daily PM10
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l)))
+
+***Row 2: Monthly AOD
+use "$path/Data/station_month.dta",clear
+qui reghdfe aod wind_speed rain temp rh, absorb(pm10_n month) res(resid_aod_smw)
+*raw
+qui rdrobust aod n_month if temp!=. & rain!=. & rh!=. & wind_speed !=. & resid_aod_smw!=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*residual
+qui rdrobust resid_aod_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*wave 1
+qui rdrobust resid_aod_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*wave 2
+qui rdrobust resid_aod_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*deadline
+qui rdrobust resid_aod_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l)))
+*==============================================================================*
+*Table 1B: Event-Study Estimates
+*==============================================================================*
+***Deadline
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+keep if year>=2012 & year<=2013
+keep if auto_date==19724 | auto_date==19359
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y)
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y)
+
+***nearest matching
+use "$path/Data/did_ddl_match.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y)
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y)
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y)
+
+*==============================================================================*
+*Table 2A: City-Month Online Search
+*==============================================================================*
+use "$path/Data/search_city_month.dta",clear
+foreach y in pmmask filter l_pmmask l_filter {
+	qui reghdfe `y' wind_speed rain temp rh, absorb(code_city month) res(resid_`y'_smw)
+	*raw
+	qui rdrobust `y' n_month if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A", excel dec(2) append ctitle(`y') addtext(Sample, All) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	*residual
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A", excel dec(2) append ctitle(`y') addtext(Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	*normal
+	qui rdrobust resid_`y'_smw n_month if rd==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+	*manipulated
+	qui rdrobust resid_`y'_smw n_month if rd==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l)))
+}
+
+*==============================================================================*
+*Table 2B: DID Search for Deadline Cities
+*==============================================================================*
+use "$path/Data/did_ddl_search.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+foreach y of var pmmask filter{
+	*City FE and year-month FE
+	qui xi: areg `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y)
+	*City FE and year-month FE +weather
+	qui xi: areg `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y)
+}
+
+
+***The End

9/replication_package/Code/Tables_NEW_1.do

@@ -0,0 +1,503 @@
+***This is the main program for Tables 1, 2, 3 generated using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+
+*==============================================================================*
+*Table 1A: RD
+*==============================================================================*
+***Row 1. Daily PM10
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+
+foreach x in wind_speed rain temp rh {
+	gen `x'2= `x'*`x'
+	gen `x'3= `x'2*`x'
+}
+
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) title(Table 1 - original) tex
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+
+
+*** NEW Panel: quadratic polynomial of weather variables
+qui reghdfe pm10 wind_speed rain temp rh wind_speed2 rain2 temp2 rh2 , absorb(pm10_n month) res(resid_pm10_smw2)
+*raw
+qui rdrobust pm10 T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) covs(wind_speed rain temp rh) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg0", excel dec(1) replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*residual
+* NEW
+qui rdrobust resid_pm10_smw2 T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg0", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 1
+* NEW
+qui rdrobust resid_pm10_smw2 T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg0", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 2
+* NEW
+qui rdrobust resid_pm10_smw2 T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg0", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*deadline
+* NEW
+qui rdrobust resid_pm10_smw2 T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg0", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+
+*** NEW Panel2: cubic polynomial of weather variables 
+qui reghdfe pm10 wind_speed* rain* temp* rh* , absorb(pm10_n month) res(resid_pm10_smw3)
+*raw
+qui rdrobust pm10 T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) covs(wind_speed rain temp rh) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg00", excel dec(1) replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*residual
+* NEW
+qui rdrobust resid_pm10_smw3 T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg00", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 1
+* NEW
+qui rdrobust resid_pm10_smw3 T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg00", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 2
+* NEW
+qui rdrobust resid_pm10_smw3 T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg00", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*deadline
+* NEW
+qui rdrobust resid_pm10_smw3 T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_cg00", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+
+
+
+***Row 2: Monthly AOD
+use "$path/Data/station_month.dta",clear
+qui reghdfe aod wind_speed rain temp rh, absorb(pm10_n month) res(resid_aod_smw)
+*raw
+qui rdrobust aod n_month if temp!=. & rain!=. & rh!=. & wind_speed !=. & resid_aod_smw!=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_aod_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_aod_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_aod_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_aod_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2", excel dec(3) append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+
+*** NEW panel: quadratic polynomial of weather variables
+foreach x in wind_speed rain temp rh {
+	gen `x'2= `x'*`x'
+	gen `x'3= `x'2*`x'
+}
+qui reghdfe aod wind_speed rain temp rh wind_speed2 rain2 temp2 rh2, absorb(pm10_n month) res(resid_aod_smw2)
+*raw
+qui rdrobust aod n_month if temp!=. & rain!=. & rh!=. & wind_speed !=. & resid_aod_smw2!=., c(0) p(1) q(2) covs(wind_speed rain temp rh) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg0", excel dec(3) replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_aod_smw2 n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg0", excel dec(3) append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_aod_smw2 n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg0", excel dec(3) append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_aod_smw2 n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg0", excel dec(3) append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_aod_smw2 n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg0", excel dec(3) append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+
+* NEW panel2: cubic polynomial of weather variables
+qui reghdfe aod wind_speed* rain* temp* rh*, absorb(pm10_n month) res(resid_aod_smw3)
+*raw
+qui rdrobust aod n_month if temp!=. & rain!=. & rh!=. & wind_speed !=. & resid_aod_smw3!=., c(0) p(1) q(2) covs(wind_speed rain temp rh) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg00", excel dec(3) replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_aod_smw3 n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg00", excel dec(3) append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_aod_smw3 n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg00", excel dec(3) append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_aod_smw3 n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg00", excel dec(3) append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_aod_smw3 n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_cg00", excel dec(3) append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+
+
+*==============================================================================*
+*Table 1B: Event-Study Estimates
+*==============================================================================*
+***Deadline
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+keep if year>=2012 & year<=2013
+keep if auto_date==19724 | auto_date==19359
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+foreach x in wind_speed rain temp rh {
+	gen `x'2= `x'*`x'
+	gen `x'3= `x'2*`x'
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) replace keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+* NEW panel: quadratic polynomial of weather variables
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh wind_speed2 rain2 temp2 rh2, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg0", excel dec(1) replace keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh wind_speed2 rain2 temp2 rh2, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg0", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+* NEW panel2: cubic polynomial of weather variables
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed* rain temp* rh* , absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg00", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed* rain* temp* rh*, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg00", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+* NEW panel with time trend
+qui egen cityxyear = group(code_city year)
+qui egen cityxmonth = group(code_city year_month)
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh i.code_city#c.year_month, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(1) replace keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y, Yearly city trend, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh , absorb(pm10_n month cityxyear) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y, City-Year FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh , absorb(pm10_n cityxmonth) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, City-Year-Month FE, Y) tex
+
+***nearest matching
+use "$path/Data/did_ddl_match.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+foreach x in wind_speed rain temp rh {
+	gen `x'2= `x'*`x'
+	gen `x'3= `x'2*`x'
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+* NEW panel: quadratic polynomial of weather variables
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh wind_speed2 rain2 temp2 rh2, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg0", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh wind_speed2 rain2 temp2 rh2, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg0", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh wind_speed2 rain2 temp2 rh2, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg0", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+* NEW panel2: cubic polynomial of weather variables
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed* rain* temp* rh*, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg00", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed* rain* temp* rh*, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg00", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 wind_speed* rain* temp* rh*, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg00", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+
+* NEW panel with time trend
+qui egen cityxyear = group(code_city year)
+qui egen cityxmonth = group(code_city year_month)
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh i.code_city#c.year_month, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y, Yearly city trend, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh , absorb(pm10_n month cityxyear) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y, City-Year FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh , absorb(pm10_n cityxmonth) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, City-Year-Month FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh i.code_city#c.year_month, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y, Yearly city trend) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n month cityxyear) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y, City-Year FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n cityxmonth) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_cg1", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, City-Year-Month FE, Y) tex
+
+
+* NEW nearest neighbor matching
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+keep if year>=2012 & year<=2013
+keep if auto_date==19724 | auto_date==19359
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+merge m:1 pm10_n using "$path/Data/station_list.dta"
+keep if _merge==3
+drop _merge
+collapse year, by(pm10_n treat)
+
+*cem station_lat station_lon , treatment(treat)
+ 
+
+
+
+*==============================================================================*
+*Table 2A: City-Month Online Search
+*==============================================================================*
+use "$path/Data/search_city_month.dta",clear
+
+foreach x in wind_speed rain temp rh {
+	gen `x'2= `x'*`x'
+	gen `x'3= `x'2*`x'
+}
+
+foreach y in pmmask filter l_pmmask l_filter {
+	qui reghdfe `y' wind_speed rain temp rh, absorb(code_city month) res(resid_`y'_smw)
+	*raw
+	qui rdrobust `y' n_month if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'", excel dec(2) replace ctitle(`y') addtext(Sample, All) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*residual
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'", excel dec(2) append ctitle(`y') addtext(Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*normal
+	qui rdrobust resid_`y'_smw n_month if rd==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw n_month if rd==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+
+	* NEW PANEL: using 1% significance for selecting manipulating cities - variable rd2 defined in section 8. of Prepare_Data_cg0
+	*normal
+	qui rdrobust resid_`y'_smw n_month if rd2==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg3", excel dec(2) replace ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw n_month if rd2==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg3", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	* NEW 2SD: using above 2SD for selecting manipulating cities - variable rd3 defined in section 8. of Prepare_Data_cg0
+	*normal
+	qui rdrobust resid_`y'_smw n_month if rd3==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg3", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw n_month if rd3==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg3", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	
+* NEW panel: quadratic polynomial of weather variables
+	qui reghdfe `y' wind_speed rain temp rh wind_speed2 rain2 temp2 rh2, absorb(code_city month) res(resid_`y'_smw2)
+	*raw
+	qui rdrobust `y' n_month if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) covs(wind_speed rain temp rh) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg0", excel dec(2) replace ctitle(`y') addtext(Sample, All) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*residual
+	qui rdrobust resid_`y'_smw2 n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg0", excel dec(2) append ctitle(`y') addtext(Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*normal
+	qui rdrobust resid_`y'_smw2 n_month if rd==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg0", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw2 n_month if rd==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg0", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	
+* NEW panel2: cubic polynomial of weather variables
+	qui reghdfe `y' wind_speed* rain* temp* rh*, absorb(code_city month) res(resid_`y'_smw3)
+	*raw
+	qui rdrobust `y' n_month if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) covs(wind_speed rain temp rh) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg00", excel dec(2) replace ctitle(`y') addtext(Sample, All) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*residual
+	qui rdrobust resid_`y'_smw3 n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg00", excel dec(2) append ctitle(`y') addtext(Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*normal
+	qui rdrobust resid_`y'_smw3 n_month if rd==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg00", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw3 n_month if rd==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_A`y'_cg00", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+}
+
+*==============================================================================*
+*Table 2B: DID Search for Deadline Cities
+*==============================================================================*
+use "$path/Data/did_ddl_search.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui egen cityxyear = group(code_city year)
+qui egen cityxmonth = group(code_city year_month)
+
+foreach x in wind_speed rain temp rh {
+	gen `x'2= `x'*`x'
+	gen `x'3= `x'2*`x'
+}
+
+foreach y of var pmmask filter{
+	*City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y) tex
+	*City FE and year-month FE +weather
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+	
+* NEW Panel - City FE and year-month FE +quadratic polynomial of weather variables
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  wind_speed2 rain2 temp2 rh2  i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg0", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+	
+* NEW Panel2 - City FE and year-month FE +cubic polynomial of weather variables
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed* rain* temp* rh*  i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg0", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+}
+
+foreach y of var pmmask filter{
+* NEW city trend - City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 wind_speed rain temp rh i.code_city#c.year_month, absorb(month ) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg1", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, Month FE, Y, Yearly city trend, Y, Weather Controls, Y) tex
+* NEW city year FE and month FE 
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 wind_speed rain temp rh, absorb(cityxyear month) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg1", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, Month FE, Y, City-Year FE, Y, Weather Controls, Y) tex
+}
+
+
+
+foreach y of var pmmask filter{
+*** rd
+* NEW: normal cities
+	*City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month if rd==0, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg30", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y) tex
+	*City FE and year-month FE +weather
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month  if rd==0, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg30", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+}
+
+foreach y of var pmmask filter{
+* NEW: manipulating cities
+	*City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month if rd==1, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg31", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y) tex
+	*City FE and year-month FE +weather
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month if rd==1, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg31", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+}
+
+foreach y of var pmmask filter{
+*** rd2: using 1% significance for selecting manipulating cities - variable rd2 defined in section 8. of Prepare_Data_cg0
+* NEW: normal cities
+	*City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month if rd2==0, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg32", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y) tex
+	*City FE and year-month FE +weather
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month  if rd2==0, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg32", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+}
+
+foreach y of var pmmask filter{	
+* NEW manipulating cities
+	*City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month if rd2==1, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg321", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y) tex
+	*City FE and year-month FE +weather
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month if rd2==1, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg321", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+}
+foreach y of var pmmask filter{
+*** rd3: using above 2SD for selecting manipulating cities - variable rd3 defined in section 8. of Prepare_Data_cg0
+* NEW normal cities
+	*City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month if rd3==0, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg33", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y) tex
+	*City FE and year-month FE +weather
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month  if rd3==0, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg33", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+}
+foreach y of var pmmask filter{	
+* NEW manipulating cities
+	*City FE and year-month FE
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month if rd3==1, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg331", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y) tex
+	*City FE and year-month FE +weather
+	qui reghdfe `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month if rd3==1, absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B_cg331", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y) tex
+}
+
+
+***The End

9/replication_package/Code/Tables_NEW_2.do

@@ -0,0 +1,436 @@
+***This is the main program for Tables 1, 2, 3 generated using Stata 15 MP
+
+clear all
+set more off
+
+*global path "/Users/`c(username)'/Dropbox/China_Pollution_Monitoring"
+
+
+use "$path/Data/station_day_1116",clear
+foreach var of varlist temp rain wind_speed rh {
+	count if `var' == `var'_n
+}
+ 
+*==============================================================================*
+*Table 1A: RD
+*==============================================================================*
+***Row 1. Daily PM10 (Original) - Panel A - Table 1*
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed rain temp rh, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PA", excel dec(1) replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PA", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PA", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PA", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PA", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+
+***Row 2: Monthly AOD
+use "$path/Data/station_month.dta",clear
+qui reghdfe aod wind_speed rain temp rh, absorb(pm10_n month) res(resid_aod_smw)
+*raw
+qui rdrobust aod n_month if temp!=. & rain!=. & rh!=. & wind_speed !=. & resid_aod_smw!=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PA", excel dec(3) replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_aod_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PA", excel dec(3) append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_aod_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PA", excel dec(3) append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_aod_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PA", excel dec(3) append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_aod_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PA", excel dec(3) append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+
+***Row 1. Daily PM10 (Nearest) - Panel B - Table 1*
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed_n rain_n temp_n rh_n, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp_n!=. & rain_n!=. & rh_n!=. & wind_speed_n !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PB", excel dec(1) replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PB", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PB", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PB", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PB", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+
+***Row 2: Monthly AOD
+use "$path/Data/station_month.dta",clear
+qui reghdfe aod wind_speed_n rain_n temp_n rh_n, absorb(pm10_n month) res(resid_aod_smw)
+*raw
+qui rdrobust aod n_month if temp_n!=. & rain_n!=. & rh_n!=. & wind_speed_n !=. & resid_aod_smw!=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PB", excel dec(3) replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_aod_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PB", excel dec(3) append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_aod_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PB", excel dec(3) append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_aod_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PB", excel dec(3) append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_aod_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PB", excel dec(3) append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+
+***Row 1. Daily PM10 (DWA) - Panel C - Table 1*
+use "$path/Data/station_day_1116",clear
+gen T=date-auto_date
+gen month=month(date)
+qui reghdfe pm10 wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n month) res(resid_pm10_smw)
+*raw
+qui rdrobust pm10 T if temp_DWA!=. & rain_DWA!=. & rh_DWA!=. & wind_speed_DWA !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PC", excel dec(1) replace ctitle(pm10) addtext(Sample, All) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_pm10_smw T, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PC", excel dec(1) append ctitle(pm10) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_pm10_smw T if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PC", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_pm10_smw T if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PC", excel dec(1) append ctitle(pm10) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_pm10_smw T if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A1_GG_PC", excel dec(1) append ctitle(pm10) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Daily), e(N_h_l)+e(N_h_r), Bandwidth (Days), floor(e(h_l))) tex
+
+***Row 2: Monthly AOD
+use "$path/Data/station_month.dta",clear
+qui reghdfe aod wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n month) res(resid_aod_smw)
+*raw
+qui rdrobust aod n_month if temp_DWA!=. & rain_DWA!=. & rh_DWA!=. & wind_speed_DWA !=. & resid_aod_smw!=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PC", excel dec(3) replace ctitle(aod) addtext(Sample, All) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*residual
+qui rdrobust resid_aod_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PC", excel dec(3) append ctitle(aod) addtext(Sample, All, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 1
+qui rdrobust resid_aod_smw n_month if phase==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PC", excel dec(3) append ctitle(aod) addtext(Sample, Wave 1, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*wave 2
+qui rdrobust resid_aod_smw n_month if phase==2, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PC", excel dec(3) append ctitle(aod) addtext(Sample, Wave 2, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+*deadline
+qui rdrobust resid_aod_smw n_month if auto_date==19359 | auto_date==19724, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+outreg2 using "$path/Results/Table1_A2_GG_PC", excel dec(3) append ctitle(aod) addtext(Sample, Deadline, Station FE, Y, Month FE, Y, Weather Controls, Y) addstat(Obs.(Monthly), e(N_h_l)+e(N_h_r), Bandwidth (Months), floor(e(h_l))) tex
+
+*==============================================================================*
+*Table 1B: Event-Study Estimates
+*==============================================================================*
+** Original
+***Deadline
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+keep if year>=2012 & year<=2013
+keep if auto_date==19724 | auto_date==19359
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PA", excel dec(1) replace keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PA", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+***nearest matching
+use "$path/Data/did_ddl_match.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PA", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PA", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PA", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+** Nearest (conseptual replication)
+***Deadline
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+keep if year>=2012 & year<=2013
+keep if auto_date==19724 | auto_date==19359
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_n rain_n temp_n rh_n, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PB", excel dec(1) replace keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_n rain_n temp_n rh_n, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PB", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+***nearest matching
+use "$path/Data/did_ddl_match.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_n rain_n temp_n rh_n, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PB", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_n rain_n temp_n rh_n, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PB", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_n rain_n temp_n rh_n, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PB", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+
+** DWA (Robustness Replication)
+***Deadline
+use "$path/Data/station_day_1116.dta",clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+keep if year>=2012 & year<=2013
+keep if auto_date==19724 | auto_date==19359
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PC", excel dec(1) replace keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PC", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+***nearest matching
+use "$path/Data/did_ddl_match.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PC", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PC", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+*log_pm10
+qui reghdfe l_pm10 treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table1_B_GG_PC", excel dec(2) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(log_PM10) addtext(Sample, +Matching, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+*==============================================================================*
+*Table 1B: Event-Study Estimates for AOD
+*==============================================================================*
+** DWA (Robustness Replication)
+***Deadline
+use "$path/Data/station_month.dta",clear
+egen year_month=group(year month)
+keep if year>=2012 & year<=2013
+keep if auto_date==19724 | auto_date==19359
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+qui reghdfe aod treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_DID_aod_GG", excel dec(1) replace keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Month FE, Y) tex
+qui reghdfe aod treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(pm10_n year_month) vce(cluster code_city)
+outreg2 using "$path/Results/Table_DID_aod_GG", excel dec(1) append keep (treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(PM10) addtext(Sample, Deadline, Weather Controls, Y, Station FE, Y, Year-Month FE, Y) tex
+
+
+*==============================================================================*
+*Table 2A: City-Month Online Search
+*==============================================================================*
+* Original
+use "$path/Data/search_city_month.dta",clear
+foreach y in pmmask filter l_pmmask l_filter {
+	qui reghdfe `y' wind_speed rain temp rh, absorb(code_city month) res(resid_`y'_smw)
+	*raw
+	qui rdrobust `y' n_month if temp!=. & rain!=. & rh!=. & wind_speed !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PA", excel dec(2) append ctitle(`y') addtext(Sample, All) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*residual
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PA", excel dec(2) append ctitle(`y') addtext(Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*normal
+	qui rdrobust resid_`y'_smw n_month if rd==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PA", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw n_month if rd==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PA", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+}
+
+* Nearest
+use "$path/Data/search_city_month.dta",clear
+foreach y in pmmask filter l_pmmask l_filter {
+	qui reghdfe `y' wind_speed_n rain_n temp_n rh_n, absorb(code_city month) res(resid_`y'_smw)
+	*raw
+	qui rdrobust `y' n_month if temp_n!=. & rain_n!=. & rh_n!=. & wind_speed_n !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PB_`y'", excel dec(2) append ctitle(`y') addtext(Sample, All) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*residual
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PB_`y'", excel dec(2) append ctitle(`y') addtext(Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*normal
+	qui rdrobust resid_`y'_smw n_month if rd==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PB_`y'", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw n_month if rd==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PB_`y'", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+}
+
+* DWA
+use "$path/Data/search_city_month.dta",clear
+foreach y in pmmask filter l_pmmask l_filter {
+	qui reghdfe `y' wind_speed_DWA rain_DWA temp_DWA rh_DWA, absorb(code_city month) res(resid_`y'_smw)
+	*raw
+	qui rdrobust `y' n_month if temp_DWA!=. & rain_DWA!=. & rh_DWA!=. & wind_speed_DWA !=., c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PC_`y'", excel dec(2) append ctitle(`y') addtext(Sample, All) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*residual
+	qui rdrobust resid_`y'_smw n_month, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PC_`y'", excel dec(2) append ctitle(`y') addtext(Sample, All, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*normal
+	qui rdrobust resid_`y'_smw n_month if rd==0, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PC_`y'", excel dec(2) append ctitle(`y') addtext(Sample, Normal, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+	*manipulated
+	qui rdrobust resid_`y'_smw n_month if rd==1, c(0) p(1) q(2) kernel(tri) vce(cluster code_city) masspoints(off)
+	outreg2 using "$path/Results/Table2_GG_PC_`y'", excel dec(2) append ctitle(`y') addtext(Sample, Manipulate, City FE, Y, Month FE, Y, Weather Controls, Y) addstat(Effective Obs, e(N_h_l)+e(N_h_r), Bandwidth, floor(e(h_l))) tex
+}
+
+*==============================================================================*
+*Table 2B: DID Search for Deadline Cities
+*==============================================================================*
+use "$path/Data/did_ddl_search.dta" ,clear
+gen year=year(date)
+gen month=month(date)
+egen year_month=group(year month)
+gen treat=(auto_date==19359)
+gen after2=(year>=2013)
+gen m12_before2=(year==2012 & month>=11 & month<=12)
+gen m34_before2=(year==2012 & month>=9 & month<=10)
+gen m56_before2=(year==2012 & month>=7 & month<=8)
+gen m712_before2=(year==2012 & month>=1 & month<=6)
+gen m12_after2=(year==2013 & month>=1 & month<=2)
+gen m34_after2=(year==2013 & month>=3 & month<=4)
+gen m56_after2=(year==2013 & month>=5 & month<=6)
+gen m712_after2=(year==2013 & month>=7 & month<=12)
+
+foreach v in 12 34 56 712{
+	gen treat_m`v'_before2=treat*m`v'_before2
+	gen treat_m`v'_after2=treat*m`v'_after2
+}
+
+foreach y of var pmmask filter{
+	*City FE and year-month FE
+	qui xi: areg `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2 i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y)
+	*City FE and year-month FE +weather
+	qui xi: areg `y' treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2  wind_speed rain temp rh  i.year_month , absorb(code_city) vce(cluster code_city)
+	outreg2 using "$path/Results/Table2_B", excel dec(2) append keep(treat_m712_before2 treat_m56_before2 treat_m34_before2 treat_m12_after2 treat_m34_after2 treat_m56_after2 treat_m712_after2) ctitle(`y') addtext(Sample, Deadline, City FE, Y, Year-Month FE, Y, Weather Controls, Y)
+}
+
+
+***The End

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