/* xtregdhp *! VERSION 2.0 04/04/2013 */ VERSION 10.0 INCLUDE _std_xlarge DEFINE _dlght 390 INCLUDE header HELP hlp1, view("help xtregdhp") RESET res1 SCRIPT PREINIT BEGIN program parseMessage script se_createAsGEE END SCRIPT show_xtset BEGIN create STRING note note.setvalue `"For a population-averaged model,"' note.append `" correlation structures other than"' note.append `" "exchangeable" and "independent""' note.append `" require that a time variable be specified."' note.withvalue create CHILD xtset, message(`"" " `"@"'"') END SCRIPT svy_is_on BEGIN script max_setDefaultNoLog END SCRIPT svy_is_off BEGIN script max_setDefaultLog END DIALOG main, label("xtregdhp- Han-Philips (2010) Linear Dynamic Panel Data Regression") /// tabtitle("Main") BEGIN BUTTON bu_xtset _xsetbu _top _setbuwd ., /// onpush(script show_xtset) /// label("Panel settings...") BUTTON bu_mi_xtset _xsetbu _top _setbuwd ., /// onpush("view dialog mi_xtset") /// label("Panel settings...") TEXT tx_id _lft _top 110 ., /// label("ID Cross Section") TEXT tx_it 160 @ 110 ., /// label("ID Time Series") VARNAME vn_id _lft _ss 110 ., /// option("id") /// label("ID Cross Section") VARNAME vn_it 160 @ 110 ., /* */ label("ID Time Series") /* */ option("it") GROUPBOX gb_group1 _lft _ss _iwd _ht6 , 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") /* */ CHECKBOX ck_nocons @ _ms @ ., option("noconstant") /* */ label("No Constant") */ CHECKBOX ck_model11 _lft _ls _ibwd _ht1 , /// groupbox /// onclickon(script ck_model11_on) /// onclickoff(script ck_model11_off) /// label("Effects Type:") RADIO rb_re _ilft _ss 170 ., /// label("Random-Effects (RE)") /// onclickon(script re_opts) /// first /// option(re) RADIO rb_be _ilft3_2 @ @ ., /// label("Between-Effects (BE)") /// onclickon(script be_opts) /// option(be) RADIO rb_fe _ilft3_3 @ @ ., /// label("Fixed-Effects (FE)") /// onclickon(script fe_opts) /// last /// option(fe) CHECKBOX ck_mfx _lft _ls _iwd _ht2 , /// groupbox /// onclickon(script ck_mfx_on) /// onclickoff(script ck_mfx_off) /// label("Marginal Effects - Elasticities:") RADIO rb_lin _ilft _ss 80 ., /* */ label("Linear") /* */ first /* */ option("mfx(lin)") /* */ RADIO rb_log 100 @ 80 ., /* */ label("Log-Log") /* */ last /* */ option("mfx(log)") /* */ CHECKBOX ck_tolog 190 @ 200 ., option("tolog") /* */ label("Log Transform Variables") CHECKBOX ck_model2 _lft _xls _ibwd _ht10 , /// groupbox /// onclickon(script ck_model2_on) /// onclickoff(script ck_model2_off) /// label("Additional Options:") CHECKBOX ck_lmhet _ilft _ss 200 ., option("lmhet") /* */ label("Heteroscedasticity Tests") CHECKBOX ck_diag _ilft _ss 200 ., option("diag") /* */ label("Model Selection Diagnostic Criteria") CHECKBOX ck_coll _ilft _ss 200 ., option("coll") /* */ label("Keep Collinear Variables") TEXT tx_predict _ilft _ss 200 ., /// label("Predicted Variable") TEXT tx_resid _ilft2 @ 200 ., /// label("Residuals Variable") VARNAME vn_predict _ilft _ss 200 ., /// label("predict") /// option(predict) VARNAME vn_resid _ilft2 @ 200 ., /// label("resid") /// option(resid) END SCRIPT ck_mfx_on BEGIN main.rb_lin.enable main.rb_log.enable END SCRIPT ck_mfx_off BEGIN main.rb_lin.disable main.rb_log.disable END SCRIPT ck_model1_on BEGIN main.vl_het.enable END SCRIPT ck_model1_off BEGIN main.vl_het.disable END SCRIPT ck_model2_on BEGIN main.ck_lmhet.enable main.ck_diag.enable main.ck_coll.enable main.vn_predict.enable main.vn_resid.enable END SCRIPT ck_model2_off BEGIN main.ck_lmhet.disable main.ck_diag.disable main.ck_coll.disable main.vn_predict.disable main.vn_resid.disable END SCRIPT ck_model11_on BEGIN main.rb_be.enable main.rb_fe.enable main.rb_re.enable END SCRIPT ck_model11_off BEGIN main.rb_be.disable main.rb_fe.disable main.rb_re.disable END INCLUDE byifin INCLUDE se PROGRAM command BEGIN put /program by_output put "xtregdhp " varlist main.vn_yvar main.vl_xvar put " " /program ifin_output put /program se_prefix_output require main.vn_id require main.vn_it beginoptions optionarg main.vn_id optionarg main.vn_it option radio(main rb_lin rb_log) option radio(main rb_be rb_fe rb_re) option main.ck_lmhet option main.ck_tolog option main.ck_diag option main.ck_coll option main.ck_nocons optionarg main.vn_predict optionarg main.vn_resid put " " /program se_output endoptions END