/*
 ridge2sls
*! VERSION 1.0 25/04/2013
*/
VERSION 10.0
INCLUDE _std_large
DEFINE _dlght 400
INCLUDE header
HELP hlp1, view("help ridge2sls")
RESET res1

DIALOG main, label("ridge2sls - Two-Stage Least Squares (2SLS): Ridge & Weighted Regression") ///
	tabtitle("Main")
BEGIN
 DEFINE _x _xsetbu
 DEFINE _y _top
 INCLUDE _bu_tsset

  TEXT tx_dv 		_lft	+17    140  	.,	///
	label("Dependent Variable:")
  TEXT tx_iv		160 	@     330 	.,	///
	label("Independent Variables:")
  VARNAME vn_dv		_lft 	_ss  	140	.,	///
	ts						///
	label("Dependent Variable")
  VARLIST vl_iv		160	@  	330	.,	///
	fv ts						///
	allowcat					///
	label("Independent Variables")
  TEXT tx_vars2 	_lft	_ls    140  	.,	///
	label("Endogenous Variables:")
  TEXT tx_ivars		160 	@     330 	.,	///
	label("ALL Instrumental Variables:")
  VARLIST vl_vars2	_lft 	_ss  	140	.,	///
	ts						///
	label("Endogenous Variables")
  VARLIST vl_ivars	160	@  	330	.,	///
	fv ts						///
	allowcat					///
	label("ALL Instrumental Variables")

  CHECKBOX ck_nocons +3  _ms 400  .,	/*
	*/ label("No Constant in RHS Equation only")	/*
	*/ option("noconstant")			/*
	*/
  CHECKBOX ck_nocong @  _ss 400  .,	/*
	*/ label("No Constant in RHS and Instrumental Equations") /*
	*/ option("noconexog")		/*
	*/

  CHECKBOX ck_model2  _lft    _ls   _ibwd    _ht8 , ///
	groupbox				 ///
	onclickon(script ck_model2_on)		 ///
	onclickoff(script ck_model2_off)	 ///
	label("Options:")
 CHECKBOX ck_diag   _ilft  _ss  @  ., option("diag") /*
*/ label("Model Selection Diagnostic Criteria") 
 CHECKBOX ck_coll _ilft     _ss    400 ., option("coll") /*
*/ label("coll: Keep Collinear Variables")
 CHECKBOX ck_dn   _ilft  _ss  @  ., option("dn") /*
*/ label("Use (N) divisor instead of (N-K) for DF") 
 CHECKBOX ck_first _ilft  _ss 400  ., option("first") /*
*/ label("Display Reduced Form Equations (First Stage Regression)")
*/
 TEXT tx_predict _ilft _xls   150 .,	///
	label("Predicted Variable")
 TEXT tx_resid   _ilft2 @     150 .,	///
	label("Residuals Variable")
 VARNAME vn_predict _ilft _ss   150  .,	///
	label("predict") 		///
	option(predict)
 VARNAME vn_resid   _ilft2 @     150  .,	///
	label("resid") 			///
	option(resid)
*/
  CHECKBOX ck_model3  _lft    _ls   _ibwd    _ht1 , 	///
	groupbox					///
	onclickon(script ck_model3_on)			///
	onclickoff(script ck_model3_off)		///
	label("Marginal Effects and Elasticities:")
  RADIO rb_mfx1	_ilft   _ss     100  ., /*
	*/ label("Lin-Lin Form")	 /*
	*/ first			 /*
	*/ option("mfx(lin)")
  RADIO rb_mfx2	220	@	100 .,	/*
	*/ label("Log-Log Form") /*
	*/ last				 /*
	*/ option("mfx(log)")
END

DIALOG est2, tabtitle("Ridge/Weight")
BEGIN

  CHECKBOX ck_ridgero  _lft    _top   _ibwd    _ht8 , ///
	groupbox				 ///
	onclickon(script ck_ridger_on)		 ///
	onclickoff(script ck_ridger_off)	 ///
	label("Ridge Regression:")
  RADIO rb_orr	_ilft   _ss     _iwd	.,	///
	option("ridge(orr)")			///
	first			 ///
	label("ORR - Ordinary Ridge Regression")	///
	onclickon(script kridge_on)
  EDIT ed_ridge  250   @    70   ., 	/*
	*/ label("Ridge Value")			/*
	*/ option("kr")
  TEXT tx_ridge 330  @  100    .,	/*
	*/ label("Ridge Value")  	/*
*/
  RADIO rb_grr1   _ilft  _ss	300	., /*
	*/ label("GRR1 - Generalized Ridge Regression") /*
	*/ onclickon(script kridge_off)	 /*
	*/ option("ridge(grr1)")		/*
*/
  RADIO rb_grr2	_ilft	_ss	300 .,	/*
	*/ label("GRR2 - Iterative Generalized Ridge Regression") /*
	*/ onclickon(script kridge_off)	 /*
	*/ option("ridge(grr2)")		/*
*/
  RADIO rb_grr3	_ilft	_ss	300 .,	/*
	*/ label("GRR3 - Adaptive Generalized Ridge Regression") /*
	*/ onclickon(script kridge_off)	 /*
	*/ last				 /*
	*/ option("ridge(grr3)")		/*
*/

  CHECKBOX ck_model4  _lft    _xls   _ibwd    _ht24 , ///
	groupbox				 ///
	onclickon(script ck_model4_on)		 ///
	onclickoff(script ck_model4_off)	 ///
	label("Weighted Variable Type:")
  TEXT tx_wv 		_ilft	_ss    140  	., ///
	label("Weighted Variable (X)")
  VARNAME vn_wv		_ilft 	_ss  	140	., ///
	ts					 ///
	label("Weighted Variable")		 ///
	option("wvar")
  RADIO    rb_w1  _ilft     _ls     300    ., 	/*
  	*/ onclickon(script vn_off)	 /*
	*/ label("Yh - Predicted Value (Default)") /*
	*/ first			/*
	*/ option("weights(yh)")		/*
*/
  RADIO    rb_w2  _ilft     _ss     300    ., 	/*
  	*/ onclickon(script vn_off)	 /*
	*/ label("Yh^2 - Predicted Value Squared") /*
	*/ option("weights(yh2)")			/*
*/
  RADIO    rb_w3  _ilft     _ss     300    ., 	/*
  	*/ onclickon(script vn_off)	 /*
	*/ label("abs(E) - Residual Absolute Value") /*
	*/ option("weights(abse)")			/*
*/
  RADIO    rb_w4  _ilft     _ss     300    ., 	/*
  	*/ onclickon(script vn_off)	 /*
	*/ label("E^2 - Residual Squared") /*
	*/ option("weights(e2)")			/*
*/
  RADIO    rb_w5  _ilft     _ss     300    ., 	/*
  	*/ onclickon(script vn_off)	 /*
	*/ label("log(E^2) - Log Residual Squared") /*
	*/ option("weights(le2)")			/*
*/
  RADIO    rb_w6  _ilft     _ls     300    ., 	/*
  	*/ onclickon(script vn_on)	 /*
	*/ label("(X) Variable") /*
	*/ option("weights(x)")			/*
*/
  RADIO    rb_w7  _ilft     _ss     300    ., 	/*
  	*/ onclickon(script vn_on)	 /*
	*/ label("(1/X) Inverse Variable") /*
	*/ option("weights(xi)")			/*
*/
  RADIO    rb_w8  _ilft     _ss     300    ., 	/*
  	*/ onclickon(script vn_on)	 /*
	*/ label("(X^2) Squared Variable") /*
	*/ option("weights(x2)")			/*
*/
  RADIO    rb_w9  _ilft     _ss     300    ., 	/*
  	*/ onclickon(script vn_on)	 /*
	*/ label("(1/X^2) Inverse Squared Variable") /*
	*/ last					/*
	*/ option("weights(xi2)")			/*
*/
END

SCRIPT ck_model2_on
BEGIN
 main.ck_diag.enable
 main.ck_dn.enable
 main.ck_coll.enable
 main.ck_first.enable
END
SCRIPT ck_model2_off
BEGIN
 main.ck_diag.disable
 main.ck_dn.disable
 main.ck_coll.disable
 main.ck_first.disable
END

SCRIPT ck_model3_on
BEGIN
 main.rb_mfx1.enable
 main.rb_mfx2.enable
END
SCRIPT ck_model3_off
BEGIN
 main.rb_mfx1.disable
 main.rb_mfx2.disable
END

SCRIPT ck_model4_on
BEGIN
 est2.rb_w1.enable
 est2.rb_w2.enable
 est2.rb_w3.enable
 est2.rb_w4.enable
 est2.rb_w5.enable
 est2.rb_w6.enable
 est2.rb_w7.enable
 est2.rb_w8.enable
 est2.rb_w9.enable
 est2.vn_wv.enable
END
SCRIPT ck_model4_off
BEGIN
 est2.rb_w1.disable
 est2.rb_w2.disable
 est2.rb_w3.disable
 est2.rb_w4.disable
 est2.rb_w5.disable
 est2.rb_w6.disable
 est2.rb_w7.disable
 est2.rb_w8.disable
 est2.rb_w9.disable
 est2.vn_wv.disable
END

SCRIPT kridge_on
BEGIN
 est2.ed_ridge.enable
END
SCRIPT kridge_off
BEGIN
 est2.ed_ridge.disable
END

SCRIPT ck_ridger_on
BEGIN
 est2.rb_orr.enable
 est2.rb_grr1.enable
 est2.rb_grr2.enable
 est2.rb_grr3.enable
END
SCRIPT ck_ridger_off
BEGIN
 est2.rb_orr.disable
 est2.rb_grr1.disable
 est2.rb_grr2.disable
 est2.rb_grr3.disable
END

SCRIPT vn_on
BEGIN
 est2.vn_wv.enable
END
SCRIPT vn_off
BEGIN
 est2.vn_wv.disable
END

PROGRAM command_sub
BEGIN
 varlist main.vl_vars2
 put "="
 varlist main.vl_ivars
END

INCLUDE byifin

PROGRAM command
BEGIN
 put /program by_output " "
 put "ridge2sls "
 varlist main.vn_dv [main.vl_iv]
 put "("
 put /program command_sub
 put ")"
 put " " /program ifin_output
 beginoptions
 option main.ck_nocons
 option main.ck_nocong
 option main.ck_diag
 option main.ck_dn
 option main.ck_coll
 option main.ck_first
option radio(est2 rb_w1 rb_w2 rb_w3 rb_w4 rb_w5 rb_w6 rb_w7 rb_w8 rb_w9)
optionarg est2.vn_wv
option radio(est2 rb_orr rb_grr1 rb_grr2 rb_grr3)
optionarg est2.ed_ridge
optionarg main.vn_predict
optionarg main.vn_resid
option radio(main rb_mfx1 rb_mfx2)
endoptions
END