*! version 1.0.0 MLB 10Feb2010 program define ddirifit, rclas sortpreserve syntax [, at(string) ] if !inlist("`e(cmd)'", "dirifit", "fmlogit") { di as err "ddirifit and dfmlogit can only be used after dirifit or fmlogit" exit 198 } if "`e(cmd)'" == "dirifit" & "`e(title)'" != "ML fit of Dirichlet (mu, phi)" { di as err "ddirifit is only possible with alternative parameterization" exit 198 } // to be filled in later tempname atval meanx sdx minx maxx // number of equations local k = e(k_eq) - cond("`e(cmd)'"=="dirifit", 1, 0) // collect vars in each equation local cons "_cons" tempname b bb matrix `b' = e(b) local eqnames : coleq `b' local eqnames : list uniq eqnames forvalues i = 1/`k' { matrix `bb' = `b'[1,"`: word `i' of `eqnames'':"] local coln : colnames `bb' local coln : list uniq coln local vars`i' : list coln - cons local vars "`macval(vars)' `vars`i''" } matrix drop `b' // g is matrix of derivatives // m = number of original coefficients // n = number of transformed coefficients local m : word count `vars' local m = `m' + `k' // adding the constants local vars : list uniq vars local n = (`k' + 1) * `: word count `vars'' tempname g matrix `g' = J(`n',`m',.) forvalues i = 0/`k' { foreach var of varlist `vars' { local g_rown "`macval(g_rown)' p`i':`var'" } } forvalues i = 1/`k'{ foreach var of varlist `vars`i'' { local g_coln "`macval(g_coln)' eq`i':`var'" } local g_coln "`macval(g_coln)' eq`i':_cons" } matrix rownames `g' = `g_rown' matrix colnames `g' = `g_coln' // collect variables not in equations forvalues i = 1/`k' { local out`i' : list vars - vars`i' } // collect info about variables and parse the at() option tempname partat atx if "`at'" != "" { tokenize `at' local end : word count `at' local length = `end'/2 forvalues i = 1(2)`end' { capture unab `i' : ``i'', min(1) max(1) if _rc | !`: list `i' in vars' { di as err "every odd element in the at() option must be an explanatory variable" exit 198 } local atvars "`atvars' ``i''" } local i = 1 matrix `partat' = J(`length',5,0) foreach var of varlist `atvars' { local j = `i' *2 if real("``j''") != . { quietly sum `var' if e(sample) matrix `partat'[`i',1] = ``j'', r(mean), r(sd), r(min), r(max) } else { quietly sum `var' if e(sample), detail local stat = cond("``j''"=="median", "p50", "``j''") if !inlist("`stat'","mean", "min", "max", "p1", "p5", "p10") & /// !inlist("`stat'", "p25", "p50", "p75", "p90", "p95", "p99") { di as err "every even element of the at() option must be either a number or" di as err "one statistic out of the following list:" di as err "mean, median, min, max, p1, p5, p10, p25, p50, p75, p90, p95, p99" exit 198 } matrix `partat'[`i',1] = r(`stat'), /* */ r(mean), r(sd), r(min), r(max) } local atvarlist "`atvarlist' `var'" local `++i' } matrix rownames `partat' = `atvarlist' matrix colnames `partat' = x mean sd min max } matrix `atx' = J(`: word count `vars'',5,0) local i = 1 foreach var of local vars { if index("`atvarlist'", "`var'") != 0 { matrix `atx'[`i',1] = `partat'[rownumb(`partat',"`var'"),1..5] } else { quietly sum `var' matrix `atx'[`i',1] = r(mean), r(mean), r(sd), r(min), r(max) } local `++i' } matrix rownames `atx' = `vars' matrix colnames `atx' = x mean sd min max // find dummy variables tempname mark touse qui gen byte `mark' = 0 qui gen byte `touse' = e(sample) foreach var of varlist `vars' { qui replace `mark' = 0 qui bys `touse' `var': replace `mark' = _n == 1 if `touse' sum `mark', meanonly if r(sum) == 2 { local dvars "`macval(dvars)' `var'" } } // create xbs and denom tempname denom xb scalar `denom' = 1 matrix `xb' = J(`=`k'+1',1, 0) forvalues i = 1/`k' { tempname xb`i' scalar `xb`i'' = [#`i']_b[_cons] local rownum = `i'+1 matrix `xb'[`rownum',1] = [#`i']_b[_cons] foreach var of varlist `vars`i'' { scalar `atval' = el(`atx',rownumb(`atx',"`var'"),1) scalar `xb`i'' = `xb`i'' + [#`i']_b[`var']*`atval' matrix `xb'[`rownum',1] = `xb'[`rownum',1] + [#`i']_b[`var']*`atval' } scalar `denom' = `denom' + exp(`xb`i'') } tempname xb0 scalar `xb0' = 0 // create ps tempname p matrix `p' = J(`=`k'+1',1,0) forvalues i = 0/`k' { local rownum = `i' + 1 tempname p`i' scalar `p`i'' = exp(`xb`i'')/`denom' matrix `p'[`rownum',1] = exp(`xb'[`rownum',1])/`denom' } scalar drop `denom' // mfx tempname DpDb local end = (`: word count `vars''+1)*`k' matrix `DpDb' = J(`=`k'+1', `end', .) local end = (`: word count `vars''+1) forvalues i = 0/`k' { local rown_pr "`macval(rown_pr)' p`i'" } forvalues i = 1/`k' { foreach var in `vars' _cons { local coln_pr "`macval(coln_pr)' eq`i':`var'" } } matrix rowname `DpDb' = `rown_pr' matrix colname `DpDb' = `coln_pr' forvalues i = 0/`k'{ local rownumi = `i'+1 forvalues j = 1/`k'{ local rownumj = `j' + 1 matrix `DpDb'[`rownumi',`=`end'*`j''] = /// -`p'[`rownumi',1]*`p'[`rownumj',1] + /// (`i'==`j')*`p'[`rownumj',1] foreach var of varlist `vars`j'' { scalar `atval' = el(`atx',rownumb(`atx',"`var'"),1) matrix `DpDb'[`rownumi', colnumb(`DpDb',"eq`j':`var'")] = /// `DpDb'[`rownumi', colnumb(`DpDb',"eq`j':_cons")] * `atval' } } } tempname DvarbarDb local end = (`: word count `vars''+1)*`k' matrix `DvarbarDb' = J(`:word count `vars'', `end', 0) matrix colnames `DvarbarDb' = `coln_pr' matrix rownames `DvarbarDb' = `vars' forvalues i = 1/`k' { foreach b in `vars`i'' _cons { foreach var of varlist `vars' { forvalues j = 1/`k'{ if !`: list var in out`j'' { matrix `DvarbarDb'[rownumb(`DvarbarDb',"`var'"), colnumb(`DvarbarDb',"eq`i':`b'")] = /// `DvarbarDb'[rownumb(`DvarbarDb',"`var'"), colnumb(`DvarbarDb',"eq`i':`b'")] + /// [#`j']_b[`var']*`DpDb'[rownumb(`DpDb',"p`j'"),colnumb(`DpDb',"eq`i':`b'")] + /// ("`var'"=="`b'" & `i'==`j')*`p'[`=`j'+1',1] } } } } } tempname varbar matrix `varbar' = J(`: word count `vars'',1,0) matrix rownames `varbar' = `vars' local rown = 1 foreach var of varlist `vars' { forvalues i = 1/`k' { if !`:list var in out`i'' { matrix `varbar'[`rown',1] = `varbar'[`rown',1] + `p'[`=`i'+1',1]*[#`i']_b[`var'] } } local `rown++' } local rownr = 1 forvalues i = 0/`k'{ foreach var of varlist `vars' { local colnr = 1 forvalues j = 1/`k' { foreach b in `vars`j'' _cons { if `i' == 0 | `: list var in out`i'' { matrix `g'[`rownr', `colnr'] = 0 - `p'[`=`i'+1',1]*`DvarbarDb'[rownumb(`DvarbarDb',"`var'"), colnumb(`DvarbarDb',"eq`j':`b'")] - /// `varbar'[rownumb(`varbar',"`var'"),1]*`DpDb'[`=`i'+1',colnumb(`DpDb',"eq`j':`b'")] } else { matrix `g'[`rownr', `colnr'] =`DpDb'[`=`i'+1', colnumb(`DpDb',"eq`j':`b'")]*[#`i']_b[`var'] + /// (`i'==`j' & "`var'" == "`b'")*`p'[`=`i'+1', 1] /// - `p'[`=`i'+1',1]*`DvarbarDb'[rownumb(`DvarbarDb',"`var'"), colnumb(`DvarbarDb',"eq`j':`b'")] - /// `varbar'[rownumb(`varbar',"`var'"),1]*`DpDb'[`=`i'+1',colnumb(`DpDb',"eq`j':`b'")] } local `colnr++' } } local `rownr++' } } tempname V v semfx matrix `V' = e(V) matrix `V' = `V'[1 .. `m',1 .. `m'] matrix `v' = `g'*`V'*`g'' matrix `semfx' = vecdiag(cholesky(diag(vecdiag(`v'))))' tempname mfx matrix `mfx' = J(`n', 1, .) matrix rownames `mfx' = `g_rown' local j = 1 forvalues i = 0/`k' { foreach var of varlist `vars' { if `i' == 0 | `:list var in out`i''{ matrix `mfx'[`j++',1] = - `p'[`=`i'+1',1]*`varbar'[rownumb(`varbar', "`var'"),1] } else { matrix `mfx'[`j++',1] = `p'[`=`i'+1',1]*[#`i']_b[`var'] /// - `p'[`=`i'+1',1]*`varbar'[rownumb(`varbar', "`var'"),1] } } } // min --> max tempname xbmin xbmax matrix `xbmin' = J(`=`k'+1',`: word count `vars'',0) matrix `xbmax' = J(`=`k'+1',`: word count `vars'',0) forvalues i = 0/`k' { local rown_eq "`macval(rown_eq)' eq`i'" } matrix rowname `xbmin' = `rown_eq' matrix rowname `xbmax' = `rown_eq' matrix colname `xbmin' = `vars' matrix colname `xbmax' = `vars' forvalues i = 1/`k' { foreach var of varlist `vars' { if `: list var in out`i'' { matrix `xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")] = `xb'[`=`i'+1', 1] matrix `xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")] = `xb'[`=`i'+1', 1] } else { scalar `atval' = el(`atx',rownumb(`atx',"`var'"),1) scalar `minx' = el(`atx',rownumb(`atx',"`var'"),4) scalar `maxx' = el(`atx',rownumb(`atx',"`var'"),5) matrix `xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")] = `xb'[`=`i'+1', 1] + [#`i']_b[`var']*(`minx' - `atval') matrix `xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")] = `xb'[`=`i'+1', 1] + [#`i']_b[`var']*(`maxx' - `atval') } } } tempname denommin denommax matrix `denommin' = J(`: word count `vars'',1,1) matrix `denommax' = J(`: word count `vars'',1,1) matrix rownames `denommin' = `vars' matrix rownames `denommax' = `vars' local j = 1 foreach var of varlist `vars' { forvalues i = 1/`k' { matrix `denommin'[`j',1] = `denommin'[`j',1] + exp(`xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")]) matrix `denommax'[`j',1] = `denommax'[`j',1] + exp(`xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")]) } local `j++' } tempname pmin pmax matrix `pmin' = J(`=`k'+1', `: word count `vars'', .) matrix `pmax' = J(`=`k'+1', `: word count `vars'', .) matrix rownames `pmin' = `rown_pr' matrix rownames `pmax' = `rown_pr' matrix colnames `pmin' = `vars' matrix colnames `pmax' = `vars' forvalues i = 0/`k' { foreach var of varlist `vars' { matrix `pmin'[`=`i'+1',colnumb(`pmin',"`var'")] = exp(`xbmin'[`=`i'+1',colnumb(`xbmin',"`var'") ])/`denommin'[rownumb(`denommin',"`var'"), 1] matrix `pmax'[`=`i'+1',colnumb(`pmax',"`var'")] = exp(`xbmax'[`=`i'+1',colnumb(`xbmax',"`var'") ])/`denommax'[rownumb(`denommax',"`var'"), 1] } } matrix `g' = J(`n',`m',.) matrix rownames `g' = `g_rown' matrix colnames `g' = `g_coln' tempname DpminDb DpmaxDb matrix `DpminDb' = J(`=`=`k'+1'*`: word count `vars''', `=`=`:word count `vars'' + 1'*`k'',. ) matrix `DpmaxDb' = J(`=`=`k'+1'*`: word count `vars''', `=`=`:word count `vars'' + 1'*`k'',. ) forvalues i = 0 / `k' { foreach var of varlist `vars' { local rown_pvar "`macval(rown_pvar)' p`i':`var'" } } matrix rownames `DpminDb' = `rown_pvar' matrix rownames `DpmaxDb' = `rown_pvar' matrix colnames `DpminDb' = `coln_pr' matrix colnames `DpmaxDb' = `coln_pr' forvalues i = 0/`k'{ forvalues j = 1/`k'{ foreach var of varlist `vars' { matrix `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':_cons")] = /// -`pmin'[`=`i'+1', colnumb(`pmin',"`var'")]*`pmin'[`=`j'+1', colnumb(`pmin',"`var'")] + /// (`i'==`j')* `pmin'[`=`j'+1', colnumb(`pmin',"`var'")] matrix `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':_cons")] = /// -`pmax'[`=`i'+1', colnumb(`pmax',"`var'")]*`pmax'[`=`j'+1', colnumb(`pmax',"`var'")] + /// (`i'==`j')* `pmax'[`=`j'+1', colnumb(`pmax',"`var'")] foreach b of varlist `vars`j'' { scalar `atval' = el(`atx',rownumb(`atx',"`var'"),1) scalar `minx' = el(`atx',rownumb(`atx',"`var'"),4) scalar `maxx' = el(`atx',rownumb(`atx',"`var'"),5) matrix `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':`b'")] = /// `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':_cons")] * cond("`var'"=="`b'", `minx' ,`atval') matrix `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':`b'")] = /// `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':_cons")] * cond("`var'"=="`b'", `maxx' ,`atval') } } } } local rownr = 1 forvalues i = 0/`k'{ foreach var of varlist `vars' { local colnr = 1 forvalues j = 1/`k' { foreach b in `vars`j'' _cons { matrix `g'[`rownr', `colnr'] = `DpmaxDb'[rownumb(`DpmaxDb',"p`i':`var'"),colnumb(`DpmaxDb',"eq`j':`b'")] - /// `DpminDb'[rownumb(`DpmaxDb',"p`i':`var'"),colnumb(`DpminDb',"eq`j':`b'")] local `colnr++' } } local `rownr++' } } tempname seminmax matrix `v' = `g'*`V'*`g'' matrix `seminmax' = vecdiag(cholesky(diag(vecdiag(`v'))))' tempname minmax matrix `minmax' = J(`n',1,.) matrix rownames `minmax' = `g_rown' local j = 1 forvalues i = 0/`k' { foreach var of varlist `vars' { matrix `minmax'[`j',1] = `pmax'[`=`i'+1', colnumb(`pmax',"`var'")] - `pmin'[`=`i'+1',colnumb(`pmin',"`var'")] local `j++' } } // +/- SD forvalues i = 1/`k' { foreach var of varlist `vars' { if `: list var in out`i'' { matrix `xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")] = `xb'[`=`i'+1', 1] matrix `xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")] = `xb'[`=`i'+1', 1] } else { scalar `sdx' = el(`atx',rownumb(`atx',"`var'"),3) matrix `xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")] = `xb'[`=`i'+1', 1] - [#`i']_b[`var']*`sdx'/2 matrix `xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")] = `xb'[`=`i'+1', 1] + [#`i']_b[`var']*`sdx'/2 } } } matrix `denommin' = J(`: word count `vars'',1,1) matrix `denommax' = J(`: word count `vars'',1,1) matrix rownames `denommin' = `vars' matrix rownames `denommax' = `vars' local j = 1 foreach var of varlist `vars' { forvalues i = 1/`k' { matrix `denommin'[`j',1] = `denommin'[`j',1] + exp(`xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")]) matrix `denommax'[`j',1] = `denommax'[`j',1] + exp(`xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")]) } local `j++' } forvalues i = 0/`k' { foreach var of varlist `vars' { matrix `pmin'[`=`i'+1',colnumb(`pmin',"`var'")] = exp(`xbmin'[`=`i'+1',colnumb(`xbmin',"`var'") ])/`denommin'[rownumb(`denommin',"`var'"), 1] matrix `pmax'[`=`i'+1',colnumb(`pmax',"`var'")] = exp(`xbmax'[`=`i'+1',colnumb(`xbmax',"`var'") ])/`denommax'[rownumb(`denommax',"`var'"), 1] } } matrix `g' = J(`n',`m',.) matrix rownames `g' = `g_rown' matrix colnames `g' = `g_coln' forvalues i = 0/`k'{ forvalues j = 1/`k'{ foreach var of varlist `vars' { matrix `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':_cons")] = /// -`pmin'[`=`i'+1', colnumb(`pmin',"`var'")]*`pmin'[`=`j'+1', colnumb(`pmin',"`var'")] + /// (`i'==`j')* `pmin'[`=`j'+1', colnumb(`pmin',"`var'")] matrix `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':_cons")] = /// -`pmax'[`=`i'+1', colnumb(`pmax',"`var'")]*`pmax'[`=`j'+1', colnumb(`pmax',"`var'")] + /// (`i'==`j')* `pmax'[`=`j'+1', colnumb(`pmax',"`var'")] foreach b of varlist `vars`j'' { scalar `atval' = el(`atx',rownumb(`atx',"`var'"),1) scalar `sdx' = el(`atx',rownumb(`atx',"`var'"),3) matrix `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':`b'")] = /// `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':_cons")] * cond("`var'"=="`b'", `atval'-`sdx'/2 ,`atval') matrix `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':`b'")] = /// `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':_cons")] * cond("`var'"=="`b'", `atval'+`sdx'/2 ,`atval') } } } } local rownr = 1 forvalues i = 0/`k'{ foreach var of varlist `vars' { local colnr = 1 forvalues j = 1/`k' { foreach b in `vars`j'' _cons { matrix `g'[`rownr', `colnr'] = `DpmaxDb'[rownumb(`DpmaxDb',"p`i':`var'"),colnumb(`DpmaxDb',"eq`j':`b'")] - /// `DpminDb'[rownumb(`DpmaxDb',"p`i':`var'"),colnumb(`DpminDb',"eq`j':`b'")] local `colnr++' } } local `rownr++' } } tempname sesd matrix `v' = `g'*`V'*`g'' matrix `sesd' = vecdiag(cholesky(diag(vecdiag(`v'))))' tempname sd matrix `sd' = J(`n',1,.) matrix rownames `sd' = `g_rown' local j = 1 forvalues i = 0/`k' { foreach var of varlist `vars' { matrix `sd'[`j',1] = `pmax'[`=`i'+1', colnumb(`pmax',"`var'")] - `pmin'[`=`i'+1',colnumb(`pmin',"`var'")] local `j++' } } // +/- one forvalues i = 1/`k' { foreach var of varlist `vars' { if `: list var in out`i'' { matrix `xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")] = `xb'[`=`i'+1', 1] matrix `xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")] = `xb'[`=`i'+1', 1] } else { matrix `xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")] = `xb'[`=`i'+1', 1] - [#`i']_b[`var']*1/2 matrix `xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")] = `xb'[`=`i'+1', 1] + [#`i']_b[`var']*1/2 } } } matrix `denommin' = J(`: word count `vars'',1,1) matrix `denommax' = J(`: word count `vars'',1,1) matrix rownames `denommin' = `vars' matrix rownames `denommax' = `vars' local j = 1 foreach var of varlist `vars' { forvalues i = 1/`k' { matrix `denommin'[`j',1] = `denommin'[`j',1] + exp(`xbmin'[`=`i'+1',colnumb(`xbmin',"`var'")]) matrix `denommax'[`j',1] = `denommax'[`j',1] + exp(`xbmax'[`=`i'+1',colnumb(`xbmax',"`var'")]) } local `j++' } forvalues i = 0/`k' { foreach var of varlist `vars' { matrix `pmin'[`=`i'+1',colnumb(`pmin',"`var'")] = exp(`xbmin'[`=`i'+1',colnumb(`xbmin',"`var'") ])/`denommin'[rownumb(`denommin',"`var'"), 1] matrix `pmax'[`=`i'+1',colnumb(`pmax',"`var'")] = exp(`xbmax'[`=`i'+1',colnumb(`xbmax',"`var'") ])/`denommax'[rownumb(`denommax',"`var'"), 1] } } matrix `g' = J(`n',`m',.) matrix rownames `g' = `g_rown' matrix colnames `g' = `g_coln' forvalues i = 0/`k'{ forvalues j = 1/`k'{ foreach var of varlist `vars' { matrix `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':_cons")] = /// -`pmin'[`=`i'+1', colnumb(`pmin',"`var'")]*`pmin'[`=`j'+1', colnumb(`pmin',"`var'")] + /// (`i'==`j')* `pmin'[`=`j'+1', colnumb(`pmin',"`var'")] matrix `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':_cons")] = /// -`pmax'[`=`i'+1', colnumb(`pmax',"`var'")]*`pmax'[`=`j'+1', colnumb(`pmax',"`var'")] + /// (`i'==`j')* `pmax'[`=`j'+1', colnumb(`pmax',"`var'")] foreach b of varlist `vars`j'' { scalar `atval' = el(`atx',rownumb(`atx',"`var'"),1) matrix `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':`b'")] = /// `DpminDb'[rownumb(`DpminDb', "p`i':`var'"),colnumb(`DpminDb',"eq`j':_cons")] * cond("`var'"=="`b'", `atval'-1/2 ,`atval') matrix `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':`b'")] = /// `DpmaxDb'[rownumb(`DpmaxDb', "p`i':`var'"),colnumb(`DpmaxDb',"eq`j':_cons")] * cond("`var'"=="`b'", `atval'+1/2 ,`atval') } } } } local rownr = 1 forvalues i = 0/`k'{ foreach var of varlist `vars' { local colnr = 1 forvalues j = 1/`k' { foreach b in `vars`j'' _cons { matrix `g'[`rownr', `colnr'] = `DpmaxDb'[rownumb(`DpmaxDb',"p`i':`var'"),colnumb(`DpmaxDb',"eq`j':`b'")] - /// `DpminDb'[rownumb(`DpmaxDb',"p`i':`var'"),colnumb(`DpminDb',"eq`j':`b'")] local `colnr++' } } local `rownr++' } } tempname seone matrix `v' = `g'*`V'*`g'' matrix `seone' = vecdiag(cholesky(diag(vecdiag(`v'))))' tempname one matrix `one' = J(`n',1,.) matrix rownames `one' = `g_rown' local j = 1 forvalues i = 0/`k' { foreach var of varlist `vars' { matrix `one'[`j',1] = `pmax'[`=`i'+1', colnumb(`pmax',"`var'")] - `pmin'[`=`i'+1',colnumb(`pmin',"`var'")] local `j++' } } /* Display results */ local dep "`e(depvars)'" di in text "{hline 14}{c TT}{hline 64} di in text "discrete" _col(15) "{c |} Min --> Max +-SD/2 +-1/2" di in text "change" _col(15) "{c |} coef. se coef. se coef. se" di in text "{hline 14}{c +}{hline 64} local j = 1 forvalues i = 1/`=`k'+1' { di as result %-13s abbrev("`: word `i' of `dep''",12) in text _col(15) "{c |}" foreach var of local vars{ if `: list var in dvars' { output_line `var' `minmax'[`j',1] `seminmax'[`j',1] } else{ output_line `var' `minmax'[`j',1] `seminmax'[`j',1] `sd'[`j',1] `sesd'[`j',1] /* */ `one'[`j',1] `seone'[`j',1] } local `j++' } if `i' != `=`k'+1' di in text "{hline 14}{c +}{hline 64} else di in text "{hline 14}{c BT}{hline 64} } di _newline(1) di in text "{hline 14}{c TT}{hline 17} di in text "Marginal" _col(15) "{c |} MFX at x " di in text "Effects" _col(15) "{c |} coef. se" di in text "{hline 14}{c +}{hline 17} local j = 1 forvalues i = 1/`=`k'+1' { di as result %-13s abbrev("`: word `i' of `dep''",12) in text _col(15) "{c |}" foreach var of local vars{ if !`:list var in dvars' { output_line `var' `mfx'[`j',1] `semfx'[`j',1] } local `j++' } if `i' != `=`k'+1' di in text "{hline 14}{c +}{hline 17} else di in text "{hline 14}{c BT}{hline 17} } di _newline(1) forvalues i = 0/`k' { di in text "E(" abbrev("`: word `=`i'+1' of `dep''",12) "|x) = " _col(21) as result %6.0g `p`i'' } di _newline(1) matrix list `atx', noheader noblank format(%6.0g) return matrix atx = `atx' return matrix mfx = `mfx' return matrix semfx = `semfx' return matrix one = `one' return matrix seone = `seone' return matrix sd = `sd' return matrix sesd = `sesd' return matrix minmax = `minmax' return matrix seminmax = `seminmax' end program output_line args var b1 se1 b2 se2 b3 se3 noi di in text %13s abbrev("`var'",12) " {c |}" /* */ as result /* */ %6.0g `b1' _col(25) %6.0g `se1' /* */ _col(39) %6.0g `b2' _col(49) %6.0g `se2' /* */ _col(62) %6.0g `b3' _col(72) %6.0g `se3' end