*! version 1.2.2 15Feb2012 MLB * version 1.0.1 21Nov2011 MLB * version 1.0.0 14Nov2011 MLB program define marg_betaqq_prep, rclass version 10.1 syntax [if] , /// [ /// simvars(string) /// simopts(string) /// noPArsamp /// ] /// q(string) /// pobs(varname) /// sims(integer) /// n(integer) /// y(varname) /// e(real) tempvar alpha beta first fw marksample touse sum `y' if `touse' , meanonly local l = r(min) local u = r(max) 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' sort `alpha' `beta' qui by `alpha' `beta' : gen byte `first' = cond(`touse', _n == 1, 0) qui by `alpha' `beta' : gen double `fw' = _N if `touse' sort `touse' `y' qui gen `q' = . mata : marg_betainvert("`alpha'", "`beta'", "`fw'", "`first'", "`pobs'", "`touse'", `l', `u', `e', "`q'" ) sort `touse' `y' `q' if "`parsamp'" == "" { tempname bname vname orig matrix `bname' = e(b) matrix `vname' = e(V) est store `orig' forvalues i = 1/`sims' { local nvar : word `i' of `simvars' drop `alpha' `beta' marg_parsamp, bname(`bname') v(`vname') 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 `nvar' = rbeta(`alpha', `beta') if `touse' mata: marg_dangerous_sort("`nvar'", "`touse'") local gr "`gr' || line `nvar' `q', lpattern(solid) lcolor(gs10) sort `simopts'" } qui est restore `orig' } else { forvalues i = 1/`sims' { local nvar : word `i' of `simvars' qui gen `nvar' = rbeta(`alpha', `beta') if `touse' mata: marg_dangerous_sort("`nvar'", "`touse'") local gr "`gr' || line `nvar' `q', lpattern(solid) lcolor(gs10) sort `simopts'" } } return local gr `"`gr'"' end