*! version 1.2.2 15Feb2012 MLB * version 1.0.1 21Nov2011 MLB * version 1.0.0 14Nov2011 MLB program define marg_betacumul_prep, rclass version 10.1 syntax [if] , /// [ /// simvars(string) /// pi(string) /// simopts(string) /// noPArsamp /// ] /// ptheor(string) /// ytheor(string) /// pobs(varname) /// sims(integer) /// n(integer) /// y(varname) /// e(real) marksample touse tempvar alpha beta first fw qui predict double `alpha' if `touse', alpha qui replace `alpha' = cond(`alpha' < 0.05, .05, /// cond(`alpha' > 1e5, 1e5, `alpha')) if `touse' qui predict double `beta' if `touse', beta qui replace `beta' = cond(`beta' < 0.15, .15, /// cond(`beta' > 1e5, 1e5, `beta')) if `touse' qui gen `ptheor' = . sum `y' if `touse', meanonly local min = r(min) local max = r(max) if "`parsamp'" == "" { tempname bname vname orig matrix `bname' = e(b) matrix `vname' = e(V) est store `orig' tempvar alpha2 beta2 qui gen `alpha2' = . qui gen `beta2' = . forvalues i = 1/`sims' { local nvar : word `i' of `simvars' local pvar : word `i' of `pi' drop `alpha2' `beta2' marg_parsamp, bname(`bname') v(`vname') qui predict double `alpha2' if `touse', alpha qui replace `alpha2' = cond(`alpha2' < 0.05, .05, /// cond(`alpha2' > 1e5, 1e5, `alpha2')) if `touse' qui predict double `beta2' if `touse', beta qui replace `beta2' = cond(`beta2' < 0.15, .15, /// cond(`beta2' > 1e5, 1e5, `beta2')) if `touse' qui gen `nvar' = rbeta(`alpha2', `beta2') if `touse' sum `nvar' , meanonly local min = min(`min', `r(min)') local max = max(`max', `r(max)') sort `nvar' qui gen `pvar' = sum(`touse') qui replace `pvar' = cond(`touse',`pvar'/(`pvar'[_N]+1),.) local gr "`gr' || line `pvar' `nvar', lpattern(solid) lcolor(gs10) sort `simopts'" } qui est restore `orig' } else { forvalues i = 1/`sims' { local nvar : word `i' of `simvars' local pvar : word `i' of `pi' qui gen `nvar' = rbeta(`alpha', `beta') if `touse' sum `nvar' , meanonly local min = min(`min', `r(min)') local max = max(`max', `r(max)') sort `nvar' qui gen `pvar' = sum(`touse') qui replace `pvar' = cond(`touse',`pvar'/(`pvar'[_N]+1),.) local gr "`gr' || line `pvar' `nvar', lpattern(solid) lcolor(gs10) sort `simopts'" } } sort `alpha' `beta' by `alpha' `beta' : gen byte `first' = cond(`touse', _n == 1, 0) qui by `alpha' `beta' : gen float `fw' = _N if `touse' sort `y' `pobs' qui range `ytheor' `min' `max' `=min(300, _N)' tempvar touse2 gen byte `touse2' = !missing(`ytheor') mata marg_betapp("`ytheor'", "`ptheor'", "`alpha'", "`beta'", "`first'", "`fw'", "`touse2'", `e') return local gr `"`gr'"' end