/* xtreghet *! VERSION 2.0 04/04/2013 */ VERSION 10.0 INCLUDE _std_xlarge DEFINE _dlght 430 INCLUDE header HELP hlp1, view("help xtreghet") 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("xtreghet- MLE Random-Effects with Multiplicative Heteroscedasticity 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_cmd1 _lft _top 110 ., /// label("Model:") TEXT tx_id _lft _top 110 ., /// label("ID Cross Section") TEXT tx_it 160 @ 100 ., /// label("ID Time Series") VARNAME vn_id _lft _ss 110 ., /// option("id") /// label("ID Cross Section") VARNAME vn_it 160 @ 100 ., /* */ 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") */ GROUPBOX gb_estimator _lft _ls _iwd _ht3 , /// label("Estimation Method:") RADIO rb_mln _indent _ss _inwd ., /// first /// option("model(xtmln)") /// onclickon(script ck_model1_off) /// label("MLE Random-Effects Normal Regression") RADIO rb_mlh @ _ss @ ., /// last /// option("model(xtmlh)") /// onclickon(script ck_model1_on) /// label("MLE Random-Effects Multiplicative Heteroscedasticity Regression") TEXT tx_het _ilft _ls 350 ., /* */ label("Heteroscedasticity Variables:") /* */ VARLIST vl_het @ _ss 350 ., /* */ label("Heteroscedasticity Variables") /* */ option("mhet") /* */ 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 _ht8 , /// 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 _ilft2 @ 200 ., option("diag") /* */ label("Model Selection Diagnostic Criteria") CHECKBOX ck_coll _ilft _ss 200 ., option("coll") /* */ label("Keep Collinear Variables") CHECKBOX ck_nolog _ilft2 @ 200 ., option("nolog") /* */ label("No Iteration of Log Likelihood") 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.ck_nolog.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.ck_nolog.disable main.vn_predict.disable main.vn_resid.disable END INCLUDE byifin INCLUDE se INCLUDE max_ml PROGRAM command BEGIN put /program by_output put "xtreghet " 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_mln rb_mlh) option main.ck_tolog optionarg main.vl_het option main.ck_lmhet option main.ck_diag option main.ck_nolog option main.ck_coll option main.ck_nocons optionarg main.vn_predict optionarg main.vn_resid put " " /program se_output put " " /program max_output endoptions END