######################################################## ##### ESLR - RD ROBUSNTESS PLOTING - AgCensus Data ##### ######################################################## rm(list = ls()) # Clear variables require(foreign) require(ggplot2) require(rgdal) require(rgeos) require(RColorBrewer) # creates nice color schemes require(maptools) # loads sp library too require(scales) # customize scales require(gridExtra) # mutiple plots require(plyr) # join function require(dplyr) require(mapproj) # projection tools require(raster) # raster tools require(ggvis) # visualize estimators require(rdrobust) # rd estimation tools require(stringdist) # approximate string matching require(gdata) require(rdd) # sorting tests require(stargazer) # format tables require(haven) require(readstata13) require(TOSTER) ######################################## ## Load IV Censo Agropecuario Data: censo_ag_wreform <- read.dta13(file="Data/censo_ag_wreform.dta") ######################################## ## Making Standarized Coefficient Plots: # Set aesthetics: aesthetics <- list( theme_bw(), theme(legend.title=element_blank(), #legend.justification=c(0,0), #legend.position= "right", #c(1,0), #panel.grid.minor=element_blank(), #panel.grid.major=element_blank(), plot.background=element_rect(colour="white",fill="white"), panel.grid.major=element_blank(), panel.grid.minor=element_blank(), axis.text.x=element_text(angle=45, face="bold",hjust=1), axis.title.y=element_text(face="bold.italic"), axis.title.x=element_blank())) #(face="bold.italic"))) ######################################## lm.beta <- function (MOD, dta,y="ln_agprod") { b <- MOD$coef[1] model.dta <- filter(dta, norm_dist > -1*MOD$bws["h","left"] & norm_dist < MOD$bws["h","right"] ) sx <- sd(model.dta[,c("Above500")]) #sx <- sd(model.dta[,c("norm_dist")]) sy <- sd((model.dta[,c(y)]),na.rm=TRUE) beta <- b * sx/sy return(beta) } lm.beta.ses <- function (MOD, dta,y="ln_agprod") { b <- MOD$se[1] model.dta <- filter(dta, norm_dist > -1*MOD$bws["h","left"] & norm_dist < MOD$bws["h","right"] ) sx <- sd(model.dta[,c("Above500")]) #sx <- sd(model.dta[,c("norm_dist")]) sy <- sd((model.dta[,c(y)]),na.rm=TRUE) beta <- b * sx/sy return(beta) } ######################################## polys <- c(1,2) kernels <- c("triangular","epanechnikov","uniform") bwsel <- c("mserd","cerrd") #"certwo" num_ests <- length(polys)*(length(kernels) + length(bwsel)) rd_estimates <-data.frame(ln_agprod_estimates = rep(0, num_ests), ln_agprod_ses = rep(0, num_ests), ln_agprodII_estimates = rep(0,num_ests), ln_agprodII_ses = rep(0, num_ests), ln_agprodIII_estimates = rep(0,num_ests), ln_agprodIII_ses = rep(0, num_ests), p = rep(0,num_ests), ks = rep(0,num_ests), bs = rep(0,num_ests), nsl= rep(0,num_ests), nsr= rep(0,num_ests), nslII= rep(0,num_ests), nsrII= rep(0,num_ests), nslIII= rep(0,num_ests), nsrIII= rep(0,num_ests)) years <- 2007 for (i in years) { censo_ag_wreform_tev <- mutate(censo_ag_wreform, ln_agprodII = ln_agprod, ln_agprod = ln_agprod_pricew_crops) # Estimate and Save RD for configurations: # Agricultural Productivity: count <-1 for (p in polys) { for (k in kernels) { for (b in bwsel) { # Scale: rdests <- rdrobust(y = (censo_ag_wreform_tev$ln_agprod), x=(censo_ag_wreform_tev$norm_dist), c = 0, p = p, q = p +1, kernel = k, bwselect = b, cluster=(censo_ag_wreform_tev$Expropretario_ISTA)) rd_estimates[count,c("ln_agprod_estimates")] <-lm.beta(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprod") rd_estimates[count,c("ln_agprod_ses")] <- lm.beta.ses(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprod") # rdests$se[3] rd_estimates[count,c("nsl")]<- rdests$N[1] rd_estimates[count,c("nsr")]<- rdests$N[2] # Scale: rdests <- rdrobust(y = (censo_ag_wreform_tev$ln_agprodII), x=censo_ag_wreform_tev$norm_dist, c = 0, p = p, q = p +1, kernel = k, bwselect = b, cluster=(censo_ag_wreform_tev$Expropretario_ISTA)) rd_estimates[count,c("ln_agprodII_estimates")] <-lm.beta(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprodII") rd_estimates[count,c("ln_agprodII_ses")] <- lm.beta.ses(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprodII") # rdests$se[3] rd_estimates[count,c("nslII")]<- rdests$N[1] rd_estimates[count,c("nsrII")]<- rdests$N[2] # Scale: rdests <- rdrobust(y = (censo_ag_wreform_tev$ln_tfp_geo), x=censo_ag_wreform_tev$norm_dist, c = 0, p = p, q = p +1, kernel = k, bwselect = b, cluster=(censo_ag_wreform_tev$Expropretario_ISTA)) rd_estimates[count,c("ln_agprodIII_estimates")] <-lm.beta(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_tfp_geo") rd_estimates[count,c("ln_agprodIII_ses")] <- lm.beta.ses(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_tfp_geo") # rdests$se[3] rd_estimates[count,c("nslIII")]<- rdests$N[1] rd_estimates[count,c("nsrIII")]<- rdests$N[2] rd_estimates[count,c("p")] <- p rd_estimates[count,c("ks")] <- k rd_estimates[count,c("bs")] <- b count <- count + 1 } } } } rd_estimates ######################################## # Clean data for plotting: alpha<- 0.05 Multiplier <- qnorm(1 - alpha / 2) # Find the outcome var for each regression: data <- rd_estimates data$y_var <- paste(data$ks, " kernel, ", data$bs," bandwidth",sep="") # Replace y_var with nice names: # Now, keep only the betas of interest: betas <- data dim(betas) betas<- betas[seq(dim(betas)[1],1),] # Create Matrix for plotting: MatrixofModels <- betas[c("y_var", "ln_agprod_estimates","ln_agprod_ses","p")] colnames(MatrixofModels) <- c("IV", "Estimate", "StandardError", "Polynomial") MatrixofModels$IV <- factor(MatrixofModels$IV, levels = unique(MatrixofModels$IV)) MatrixofModels$Polynomial <- factor(MatrixofModels$Polynomial,levels = c(1,2), labels = c("Local Linear Polynomials","Local Quadratic Polynomials")) # Re-name for plotting: MatrixofModels$ModelName <- "Revenue Per Hectare" # Plot: OutputPlot <- qplot(IV, Estimate, ymin = Estimate - Multiplier * StandardError, ymax = Estimate + Multiplier * StandardError, data = MatrixofModels, geom = "pointrange", ylab = NULL, xlab = NULL, facets=~ Polynomial) OutputPlot <- OutputPlot + geom_hline(yintercept = 0, lwd = I(7/12), colour = I(hsv(0/12, 7/12, 7/12)), alpha = I(5/12)) OutputPlot <- OutputPlot + theme_bw() + ylab("\nStandardized Effect") + aesthetics # Save: OutputPlot + coord_flip() + scale_y_continuous(breaks = seq(-0.5, 0.5,0.1)) + xlab("") ggsave(filename="./Output/CoefPlot_AgProdI_Robustness.pdf", width=6, height=3) # Create Matrix for plotting: MatrixofModels <- betas[c("y_var", "ln_agprodII_estimates","ln_agprodII_ses","p")] colnames(MatrixofModels) <- c("IV", "Estimate", "StandardError", "Polynomial") MatrixofModels$IV <- factor(MatrixofModels$IV, levels = unique(MatrixofModels$IV)) MatrixofModels$Polynomial <- factor(MatrixofModels$Polynomial,levels = c(1,2), labels = c("Local Linear Polynomials","Local Quadratic Polynomials")) # Re-name for plotting: MatrixofModels$ModelName <- "Profits Per Hectare" # Plot: OutputPlot <- qplot(IV, Estimate, ymin = Estimate - Multiplier * StandardError, ymax = Estimate + Multiplier * StandardError, data = MatrixofModels, geom = "pointrange", ylab = NULL, xlab = NULL, facets=~ Polynomial) OutputPlot <- OutputPlot + geom_hline(yintercept = 0, lwd = I(7/12), colour = I(hsv(0/12, 7/12, 7/12)), alpha = I(5/12)) OutputPlot <- OutputPlot + theme_bw() + ylab("\nStandardized Effect") + aesthetics # Save: OutputPlot + coord_flip() + scale_y_continuous(breaks = seq(-0.5, 0.5,0.1)) + xlab("") ggsave(filename="./Output/CoefPlot_AgProdII_Robustness.pdf", width=6, height=3) # # Create Matrix for plotting: MatrixofModels <- betas[c("y_var", "ln_agprodIII_estimates","ln_agprodIII_ses","p")] colnames(MatrixofModels) <- c("IV", "Estimate", "StandardError", "Polynomial") MatrixofModels$IV <- factor(MatrixofModels$IV, levels = unique(MatrixofModels$IV)) MatrixofModels$Polynomial <- factor(MatrixofModels$Polynomial,levels = c(1,2), labels = c("Local Linear Polynomials","Local Quadratic Polynomials")) # Re-name for plotting: MatrixofModels$ModelName <- "Farm Productivity" # Plot: OutputPlot <- qplot(IV, Estimate, ymin = Estimate - Multiplier * StandardError, ymax = Estimate + Multiplier * StandardError, data = MatrixofModels, geom = "pointrange", ylab = NULL, xlab = NULL, facets=~ Polynomial) OutputPlot <- OutputPlot + geom_hline(yintercept = 0, lwd = I(7/12), colour = I(hsv(0/12, 7/12, 7/12)), alpha = I(5/12)) OutputPlot <- OutputPlot + theme_bw() + ylab("\nStandardized Effect") + aesthetics # Save: OutputPlot + coord_flip() + scale_y_continuous(breaks = seq(-0.5, 0.5,0.1)) + xlab("") ggsave(filename="./Output/CoefPlot_AgProdIII_Robustness.pdf", width=6, height=3) ######################################## ## Varying BW Manually: ## Calculate log ag productivity for 2007, and save RD estimates using different bandwidths and polynomials: polys <- c(1,2) bws <- seq(40,300, by=20) num_ests <- length(polys)*(length(bws)) rd_estimates <-data.frame(ln_agprod_estimates = rep(0, num_ests), ln_agprod_ses = rep(0, num_ests), ln_agprodII_estimates = rep(0,num_ests), ln_agprodII_ses = rep(0, num_ests), ln_agprodIII_estimates = rep(0,num_ests), ln_agprodIII_ses = rep(0, num_ests), p = rep(0,num_ests), bs = rep(0,num_ests)) # Create Variables: i <- 2007 censo_ag_wreform_tev <- mutate(censo_ag_wreform, ln_agprodII = ln_agprod, ln_agprod = ln_agprod_pricew_crops, ln_agprodIII = ln_tfp_geo) count <-1 for (b in bws) { # Estimate and Save RD for manual bws: # Agricultural Productivity: for (p in polys) { # Scale: rdests <- rdrobust(y = (censo_ag_wreform_tev$ln_agprod), x=(censo_ag_wreform_tev$norm_dist), c = 0, p = p, kernel = "tri", h=b, bwselect="mserd", cluster=(censo_ag_wreform_tev$Expropretario_ISTA)) rd_estimates[count,c("ln_agprod_estimates")] <-lm.beta(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprod") rd_estimates[count,c("ln_agprod_ses")] <- lm.beta.ses(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprod") # rdests$se[3] # Scale: rdests <- rdrobust(y = (censo_ag_wreform_tev$ln_agprodII), x=censo_ag_wreform_tev$norm_dist, c = 0, p = p, kernel = "tri", h=b, bwselect="mserd", cluster=(censo_ag_wreform_tev$Expropretario_ISTA)) rd_estimates[count,c("ln_agprodII_estimates")] <-lm.beta(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprodII") rd_estimates[count,c("ln_agprodII_ses")] <- lm.beta.ses(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprodII") # rdests$se[3] rd_estimates[count,c("bs")] <- b rd_estimates[count,c("p")] <- p # Scale: rdests <- rdrobust(y = (censo_ag_wreform_tev$ln_agprodIII), x=censo_ag_wreform_tev$norm_dist, c = 0, p = p, kernel = "tri", h=b, bwselect="mserd", cluster=(censo_ag_wreform_tev$Expropretario_ISTA)) rd_estimates[count,c("ln_agprodIII_estimates")] <-lm.beta(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprodIII") rd_estimates[count,c("ln_agprodIII_ses")] <- lm.beta.ses(MOD=rdests, dta=censo_ag_wreform_tev, y="ln_agprodIII") # rdests$se[3] rd_estimates[count,c("bs")] <- b rd_estimates[count,c("p")] <- p count <- count + 1 } } rd_estimates ######################################## # Clean data for plotting: alpha<- 0.05 Multiplier <- qnorm(1 - alpha / 2) # Find the outcome var for each regression: data <- rd_estimates data$y_var <- paste(" Bandwidth: ",data$bs, sep="") # Now, keep only the betas of interest: betas <- data dim(betas) # Create Matrix for plotting: MatrixofModels <- betas[c("y_var", "ln_agprod_estimates","ln_agprod_ses","p")] colnames(MatrixofModels) <- c("IV", "Estimate", "StandardError", "Polynomial") MatrixofModels$IV <- factor(MatrixofModels$IV, levels = unique(MatrixofModels$IV)) MatrixofModels$Polynomial <- factor(MatrixofModels$Polynomial,levels = c(1,2), labels = c("Local Linear Polynomials","Local Quadratic Polynomials")) # Re-name for plotting: MatrixofModels$ModelName <- "Revenue Per Hectare" # Plot: OutputPlot <- qplot(IV, Estimate, ymin = Estimate - Multiplier * StandardError, ymax = Estimate + Multiplier * StandardError, data = MatrixofModels, geom = "pointrange", ylab = NULL, xlab = NULL, facets=~ Polynomial) OutputPlot <- OutputPlot + geom_hline(yintercept = 0, lwd = I(7/12), colour = I(hsv(0/12, 7/12, 7/12)), alpha = I(5/12)) OutputPlot <- OutputPlot + theme_bw() + ylab("\nStandardized Effect") + aesthetics # Save: OutputPlot + coord_flip() + coord_cartesian(ylim = c(-1, 1)) + scale_y_continuous(breaks = seq(-1, 1,0.2)) ggsave(filename="./Output/CoefPlot_AgProdI_BWRobustness.pdf", width=6, height=3) # Create Matrix for plotting: MatrixofModels <- betas[c("y_var", "ln_agprodII_estimates","ln_agprodII_ses","p")] colnames(MatrixofModels) <- c("IV", "Estimate", "StandardError", "Polynomial") MatrixofModels$IV <- factor(MatrixofModels$IV, levels = unique(MatrixofModels$IV)) MatrixofModels$Polynomial <- factor(MatrixofModels$Polynomial,levels = c(1,2), labels = c("Local Linear Polynomials","Local Quadratic Polynomials")) # Re-name for plotting: MatrixofModels$ModelName <- "Profits Per Hectare" # Plot: OutputPlot <- qplot(IV, Estimate, ymin = Estimate - Multiplier * StandardError, ymax = Estimate + Multiplier * StandardError, data = MatrixofModels, geom = "pointrange", ylab = NULL, xlab = NULL, facets=~ Polynomial) OutputPlot <- OutputPlot + geom_hline(yintercept = 0, lwd = I(7/12), colour = I(hsv(0/12, 7/12, 7/12)), alpha = I(5/12)) OutputPlot <- OutputPlot + theme_bw() + ylab("\nStandardized Effect") + aesthetics # Save: OutputPlot + coord_flip() + coord_cartesian(ylim = c(-1, 1)) + scale_y_continuous(breaks = seq(-1, 1,0.2)) ggsave(filename="./Output/CoefPlot_AgProdII_BWRobustness.pdf", width=6, height=3) # Create Matrix for plotting: MatrixofModels <- betas[c("y_var", "ln_agprodIII_estimates","ln_agprodIII_ses","p")] colnames(MatrixofModels) <- c("IV", "Estimate", "StandardError", "Polynomial") MatrixofModels$IV <- factor(MatrixofModels$IV, levels = unique(MatrixofModels$IV)) MatrixofModels$Polynomial <- factor(MatrixofModels$Polynomial,levels = c(1,2), labels = c("Local Linear Polynomials","Local Quadratic Polynomials")) # Re-name for plotting: MatrixofModels$ModelName <- "Farm Productivity" # Plot: OutputPlot <- qplot(IV, Estimate, ymin = Estimate - Multiplier * StandardError, ymax = Estimate + Multiplier * StandardError, data = MatrixofModels, geom = "pointrange", ylab = NULL, xlab = NULL, facets=~ Polynomial) OutputPlot <- OutputPlot + geom_hline(yintercept = 0, lwd = I(7/12), colour = I(hsv(0/12, 7/12, 7/12)), alpha = I(5/12)) OutputPlot <- OutputPlot + theme_bw() + ylab("\nStandardized Effect") + aesthetics # Save: OutputPlot + coord_flip() + coord_cartesian(ylim = c(-1, 1)) + scale_y_continuous(breaks = seq(-1, 1,0.2)) ggsave(filename="./Output/CoefPlot_AgProdIII_BWRobustness.pdf", width=6, height=3)