program define reghdfe_p, rclass * Note: we IGNORE typlist and generate the newvar as double * Note: e(resid) is missing outside of e(sample), so we don't need to condition on e(sample) * HACK: Intersect -score- and replace with -residuals- cap syntax anything [if] [in], SCore loc was_score = !c(rc) if (`was_score') { * Call _score_spec to get newvarname; discard type * - This resolves wildcards that -margins- sends to predict (e.g. var* -> var1) * - Do we really need to pass it `if' and `in' ? _score_spec `anything', score loc 0 `s(varlist)' `if' `in' , residuals } syntax newvarname [if] [in] [, XB STDP Residuals D XBD DResiduals] * Ensure there is only one option opts_exclusive "`xb' `stdp' `residuals' `d' `xbd' `dresiduals'" * Default option is xb cap opts_exclusive "`xb' `stdp' `residuals' `d' `xbd' `dresiduals' placeholder" if (!c(rc)) { di as text "(option xb assumed; fitted values)" loc xb "xb" } local fixed_effects "`e(absvars)'" * Except for xb and stdp, we need the previously computed residuals if ("`xb'" == "" & "`stdp'" == "") { _assert ("`e(resid)'" != ""), msg("you must add the {bf:resid} option to reghdfe before running this prediction") conf numeric var `e(resid)', exact } if ("`xb'" != "" | "`stdp'" != "") { * xb: normal treatment PredictXB `varlist' `if' `in', `xb' `stdp' } else if ("`residuals'" != "") { * resid: just return the preexisting variable gen double `varlist' = `e(resid)' `if' `in' la var `varlist' "Residuals" if (`was_score') return local scorevars `varlist' } else if ("`d'" != "") { * d: y - xb - resid tempvar xb PredictXB `xb' `if' `in', xb gen double `varlist' = `e(depvar)' - `xb' - `e(resid)' `if' `in' la var `varlist' "d[`fixed_effects']" } else if ("`xbd'" != "") { * xbd: y - resid gen double `varlist' = `e(depvar)' - `e(resid)' `if' `in' la var `varlist' "Xb + d[`fixed_effects']" } else if ("`dresiduals'" != "") { * dresid: y - xb tempvar xb PredictXB `xb' `if' `in', xb gen double `varlist' = `e(depvar)' - `xb' `if' `in' } else { error 100 } end program PredictXB syntax newvarname [if] [in], [*] cap matrix list e(b) // if there are no regressors, _predict fails if (c(rc)) { gen double `varlist' = 0 `if' `in' } else { _predict double `varlist' `if' `in', `options' } end