/*
 gs3sls
*! VERSION 1.0 15dec2011
*/
VERSION 11.0
INCLUDE _std_xlarge
DEFINE _dlght 480
INCLUDE header
HELP hlp1, view("help gs3sls")
RESET res1

SCRIPT PREINIT
BEGIN
program parseMessage
script se_createAsSvyOLS
script se_setBias_on
program svy_check_title
END

PROGRAM parseMessage
BEGIN
if __MESSAGE.contains("__MI__") {
call script se_setMI_on
}
END

SCRIPT POSTINIT
BEGIN
program check_bytab
program se_setFinalInitState
END

PROGRAM check_bytab
BEGIN
if ! __MESSAGE.contains("__MI__") {
call script sub_set_by_on
}
END

SCRIPT svy_is_on
BEGIN
	script max_setDefaultNoLog
END
SCRIPT svy_is_off
BEGIN
	script max_setDefaultLog
END

DIALOG main, label("gs3sls- Generalized Spatial Autoregressive 3SLS Regression)") ///
	tabtitle("Main")
BEGIN
 DEFINE wlabel 130
 DEFINE cmdx 320
 DEFINE cmdw 170
 DEFINE _x _xsetbu
 DEFINE _y _top
 INCLUDE _bu_tsset

  TEXT     tx_cmds   _lft      _top      cmdw      .,	///
	label("Command:")
  TEXT     tx_ord  150    @  70    .,	///
	label("Order")  		
  COMBOBOX cb_cmd    _lft         _ss       @         .,	///
	label("Command")				///
	contents(cmd_con )				///
	value(cmd_con )					///
	onselchangelist(cmd_sel ) dropdownlist
  EDIT ed_ord  150     @    70   ., 	///
	label("Order")			///
	option("order")

 TEXT tx_fn1	_lft	_xls	250 	.,	///
 label("Weight Matrix File Name (dta):") 
 TEXT tx_weights 280    @       120     .,	///
	label("Spatial Weight Matrix:")
 TEXT tx_eigw    420    @      115 .,	///
	label("Eigenvalue:")
 FILE fi_fn1   _lft    _ss	250 	.,	///
 label("Brows...")				///
 option("wmfile")					///
 filter("Stata dta File (*.dta)|*.dta|All (*.*)|*.*") ///
 defext(dta)
 EDIT ed_wmat  280   @   120  ., ///
	label("Spatial Weight Matrix")			 ///
	option("wmat")
 VARNAME vn_eigw 420    @   115  ., ///
	label("Eigenvalue")	 ///
	option("eigw")

 GROUPBOX gb_group1   _lft     _xls       _iwd     _ht8 , 
  TEXT     tx_yvar     _ilft   _ss    _vnwd     .,	/*
		*/ label("Dependent Variable:")		/*
		*/
  TEXT     tx_xvar     _vlx      @      _cwd2     .,	/*
		*/ label("Independent Variables:")	/*
		*/
  VARNAME  vn_yvar     _ilft         _ss       _vnwd   .,	/*
		*/ label("Dependent Variable")		/*
		*/
  VARLIST  vl_xvar     _vlx         @         380      .,	/*
		*/ label("Independent Variables")	/*
		*/
 TEXT tx_aux    _ilft   _ms   230   .,	///
	label("Auxiliary Variables:")
 TEXT tx_varq	300 	@	230 .,	///
	label("Variables of Eq2 (GS3SLSAR):")
 VARLIST vl_aux _ilft   _ss  230    ., ///
	label("Auxiliary Variables") ///
	option(aux)
 VARLIST vl_varq 300	@	230 .,	///
	label("Variables of Eq2 (GS3SLSAR):") ///
	option(var2)

 GROUPBOX gb_model1   _lft  _xls   _ibwd   _ht8 , ///
 label("Options:") 
 CHECKBOX ck_stand   _ilft  _ss   350  ., option("stand") /*
*/ label("Standardized Weight Matrix and Eigenvalue") 
 CHECKBOX ck_robust _ilft  _ss   350  ., option("robust") /*
*/ label("robust: Use Huber-White Variance-Covariance Matrix") 
 CHECKBOX ck_nocons _ilft  _ss 400  ., option("noconstant") /*
*/ label("noconstant: Exclude Constant Term from RHS Equation only")
 CHECKBOX ck_nocong _ilft  _ss 400  ., option("noconexog") /*
*/ label("noconexog: Exclude Constant Term from both RHS and Instrumental Equations")
END

DIALOG est2, tabtitle("Model2")
BEGIN
  CHECKBOX ck_model2  _lft    _top   _ibwd    _ht12 , 	///
	groupbox					///
	onclickon(script ck_model2_on)			///
	onclickoff(script ck_model2_off)		///
	label("GS2SLS Model Options:")
  RADIO rb_m1		_indent	_ss	_inwd	.,	///
	first						///
	option(run(2sls))				///
	label("Two-Stage Least Squares (2SLS)")		///
	onclickon(script ck_gmms_off)
  RADIO rb_m2		@	_ss	@	.,	///
	option(run(liml))					///
	label("Limited Information Maximum Likelihood (LIML)") ///
	onclickon(script ck_gmms_off)
  RADIO rb_m3		@	_ss	@	.,	///
	option(run(melo))				///
	label("Minimum Expected Loss (MELO)")	///
	onclickon(program ck_gmms_off)
  RADIO rb_m4	@	_ss	@	.,	///
	option(run(fuller))			///
	label("Fuller k - Class LIML")	///
	onclickon(script fuller_on)
  EDIT ed_fuller  170           @    70   ., 	/*
	*/ label("fuller")			/*
	*/ option("kf")
  TEXT     tx_fuler   250        @  70    .,	/*
	*/ label("k-Class Value")  		/*
*/
  RADIO rb_m5	_ilft	_ms	_iwd	.,	///
	option(run(kclass))			///
	label("Theil k - Class LIML")	///
	onclickon(script kclass_on)
  EDIT ed_kclass  170   @    70   ., 	/*
	*/ label("kclass")			/*
	*/ option("kc")
  TEXT     tx_kclass 250  @  100    .,	/*
	*/ label("k-Class Value")  	/*
*/
  RADIO rb_m6	_ilft	_ss	_iwd	.,	///
	last						///
	option(run(gmm))					///
	label("Generalized Method of Moments (GMM)")	///
	onclickon(script ck_gmms_on)

 GROUPBOX gb_optgmm	_lft	_ls	_ibwd	_ht9 ,	///
	label("GMM - Generalized Method of Moments Options:")

  RADIO    rb_g0  _ilft           _ss        300    ., 	/*
	*/ label("White Method") /*
	*/ first				/*
	*/ option("hetcov(white)")			/*
*/
DEFINE y @y
  RADIO    rb_g1   _ilft           _ss        300    .,	/*
	*/ label("Bartlet Method") /*
	*/ option("hetcov(bart)")			/*
*/
  RADIO    rb_g2   _ilft           _ss        300   .,	/*
	*/ label("Daniell Method")	/*
	*/ option("hetcov(dan)")			/*
*/
  RADIO    rb_g3   _ilft           _ss        300    .,	/*
	*/ label("Newey-West Method")		/*
	*/ option("hetcov(nwest)")			/*
*/
  RADIO    rb_g4   _ilft           _ss        300    .,	/*
	*/ label("Parzen Method")	/*
	*/ option("hetcov(parzen)")			/*
*/
  RADIO    rb_g5   _ilft2           y        300    .,	/*
	*/ label("Quadratic spectral Method")	/*
	*/ option("hetcov(quad)")			/*
*/
  RADIO    rb_g6   @           _ss        300    .,	/*
	*/ label("Tent Method")	/*
	*/ option("hetcov(tent)")			/*
*/
  RADIO    rb_g7   @           _ss        300    .,	/*
	*/ label("Truncated Method")	/*
	*/ option("hetcov(trunc)")			/*
*/
  RADIO    rb_g8   @           _ss        300    .,	/*
	*/ label("Tukey-Hamming Method")	/*
	*/ option("hetcov(tukeym)")			/*
*/
  RADIO    rb_g9   @           _ss        300    .,	/*
	*/ label("Tukey-Hanning Method")	/*
	*/ last					/*
	*/ option("hetcov(tukeyn)") /*
*/
  CHECKBOX ck_model3  _lft  _ms   _ibwd     _ht9 ,	///
	groupbox						///
	onclickon(script ck_model3_on)				///
	onclickoff(script ck_model3_off)			///
	label("GS3SLS Model Options:")
  RADIO    rb_3sls     _ilft       _ss       _ibwd       .,	///
	label("Three-Stage Least Squares [3SLS]")		///
	first							///
	option(NONE)
  RADIO    rb_2sls     @           _ss       @           .,	///
	label("Two-Stage Least Squares [2SLS]")			///
	option("2sls")
  RADIO    rb_ols      _ilft       _ss       @           .,	///
	label("Ordinary Least Squares [OLS]")			///
	option("ols")
  RADIO    rb_sure     @           _ss       @           .,	///
	label("Seemingly Unrelated Regression [SURE]")		///
	option("sure")
  RADIO    rb_mvreg    @           _ss       @           .,	///
	last							///
	option("mvreg")						///
	label("SURE with OLS Degree-of-Freedom Adjustment [MVReg]")
 GROUPBOX gb_opt    _lft      _ss       _ibwd     _ht4 , /*
	*/ label("Options:")				/*
*/
 CHECKBOX ck_fstage _ilft     _ss    300  ., option("first") /*
*/ label("first: Report First-Stage Regression")
*/
 CHECKBOX ck_small _ilft     _ss    300 ., option("small") /*
*/ label("small: Report , F Tests instead of Z, Chi2  Tests")	
END

LIST cmd_con
BEGIN
spgls
--------------
gs2sls
gs2slsar
--------------
gs3sls
gs3slsar
--------------
END

LIST cmd_sel
BEGIN
 script spgls_on
 script gs2sls_on
 script gs2slsar_on
 script gs3sls_on
 script gs3slsar_on
END

SCRIPT ck_model2_on
BEGIN
 est2.rb_m1.enable
 est2.rb_m2.enable
 est2.rb_m3.enable
 est2.rb_m4.enable
 est2.rb_m5.enable
 est2.rb_m6.enable
END
SCRIPT ck_model2_off
BEGIN
 est2.rb_m1.disable
 est2.rb_m2.disable
 est2.rb_m3.disable
 est2.rb_m4.disable
 est2.rb_m5.disable
 est2.rb_m6.disable
END
SCRIPT fuller_on
BEGIN
 est2.ed_fuller.enable
 est2.ed_kclass.disable
END
SCRIPT fuller_off
BEGIN
 est2.ed_fuller.disable
 est2.ed_kclass.disable
END
SCRIPT kclass_on
BEGIN
 est2.ed_fuller.disable
 est2.ed_kclass.enable
END
SCRIPT kclass_off
BEGIN
 est2.ed_fuller.disable
 est2.ed_kclass.disable
END

SCRIPT ck_gmms_on
BEGIN
 est2.rb_g0.enable
 est2.rb_g1.enable
 est2.rb_g2.enable
 est2.rb_g3.enable
 est2.rb_g4.enable
 est2.rb_g5.enable
 est2.rb_g6.enable
 est2.rb_g7.enable
 est2.rb_g8.enable
 est2.rb_g9.enable
END
SCRIPT ck_gmms_off
BEGIN
 est2.rb_g0.disable
 est2.rb_g1.disable
 est2.rb_g2.disable
 est2.rb_g3.disable
 est2.rb_g4.disable
 est2.rb_g5.disable
 est2.rb_g6.disable
 est2.rb_g7.disable
 est2.rb_g8.disable
 est2.rb_g9.disable
END

SCRIPT ck_model3_on
BEGIN
 est2.rb_3sls.enable
 est2.rb_2sls.enable
 est2.rb_sure.enable
 est2.rb_mvreg.enable
 est2.rb_ols.enable
 est2.ck_fstage.enable
 est2.ck_small.enable
END
SCRIPT ck_model3_off
BEGIN
 est2.rb_3sls.disable
 est2.rb_2sls.disable
 est2.rb_sure.disable
 est2.rb_mvreg.disable
 est2.rb_ols.disable
 est2.ck_fstage.disable
 est2.ck_small.disable
END

INCLUDE byifin
INCLUDE weights_fpai
INCLUDE se

PROGRAM command
BEGIN
 put /program by_output
 put "gs3sls "
 varlist main.vn_yvar [main.vl_xvar]
 put " " /program ifin_output
 put " " /program weights_output
 put /program se_prefix_output
 require main.fi_fn1
 require main.ed_wmat
 require main.vn_eigw
beginoptions
 optionarg main.fi_fn1
 optionarg main.ed_wmat
 optionarg main.vn_eigw
 put " model(" main.cb_cmd ") "
 optionarg main.ed_ord
 optionarg main.vl_varq
 optionarg main.vl_aux
 option main.ck_stand
 option main.ck_robust
 option main.ck_nocons
 option main.ck_nocong
 optionarg est2.ed_fuller
 optionarg est2.ed_kclass
 option radio(est2 rb_m1 rb_m2 rb_m3 rb_m4 rb_m5 rb_m6)
 option est2.ck_fstage
 option est2.ck_small
 option radio(est2 rb_ols rb_mvreg rb_sure rb_2sls rb_3sls)
 option radio(est2 rb_g0 rb_g1 rb_g2 rb_g3 rb_g4 rb_g5 rb_g6 rb_g7 rb_g8 rb_g9)
 put " " /program se_output
 endoptions
 END