/* xtregwhm *! VERSION 2.0 04/04/2013 */ VERSION 10.0 INCLUDE _std_xlarge DEFINE _dlght 400 INCLUDE header HELP hlp1, view("help xtregwhm") 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("xtregwhm- Wallace-Hussain RE Panel Data: Ridge and Weighted 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 @ 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") */ 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 _ht14 , /// groupbox /// onclickon(script ck_model2_on) /// onclickoff(script ck_model2_off) /// label("Additional Options:") CHECKBOX ck_lmhet _ilft _ss 400 ., option("lmhet") /* */ label("Heteroscedasticity Tests") CHECKBOX ck_diag _ilft _ss 400 ., option("diag") /* */ label("Model Selection Diagnostic Criteria") CHECKBOX ck_coll _ilft _ss 400 ., option("coll") /* */ label("Keep Collinear Variables") CHECKBOX ck_dn _ilft _ss 400 ., option("dn") /* */ label("Use (N) divisor instead of (N-K) for DF") TEXT tx_predict _ilft _ls 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 DIALOG est3, 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 Panel Data:") 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_model3 _lft _xls _ibwd _ht23 , /// groupbox /// onclickon(script ck_model3_on) /// onclickoff(script ck_model3_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 _ms 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_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_dn.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_dn.disable main.vn_predict.disable main.vn_resid.disable END SCRIPT ck_model3_on BEGIN est3.rb_w1.enable est3.rb_w2.enable est3.rb_w3.enable est3.rb_w4.enable est3.rb_w5.enable est3.rb_w6.enable est3.rb_w7.enable est3.rb_w8.enable est3.rb_w9.enable est3.vn_wv.enable END SCRIPT ck_model3_off BEGIN est3.rb_w1.disable est3.rb_w2.disable est3.rb_w3.disable est3.rb_w4.disable est3.rb_w5.disable est3.rb_w6.disable est3.rb_w7.disable est3.rb_w8.disable est3.rb_w9.disable est3.vn_wv.disable END SCRIPT kridge_on BEGIN est3.ed_ridge.enable END SCRIPT kridge_off BEGIN est3.ed_ridge.disable END SCRIPT ck_ridger_on BEGIN est3.rb_orr.enable est3.rb_grr1.enable est3.rb_grr2.enable est3.rb_grr3.enable END SCRIPT ck_ridger_off BEGIN est3.rb_orr.disable est3.rb_grr1.disable est3.rb_grr2.disable est3.rb_grr3.disable END SCRIPT vn_on BEGIN est3.vn_wv.enable END SCRIPT vn_off BEGIN est3.vn_wv.disable END INCLUDE byifin INCLUDE se PROGRAM command BEGIN put /program by_output put "xtregwhm " 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 main.ck_lmhet option main.ck_tolog option main.ck_diag option main.ck_dn option main.ck_coll option main.ck_nocons optionarg main.vn_predict optionarg main.vn_resid optionarg est3.ed_ridge optionarg est3.vn_wv option radio(est3 rb_w1 rb_w2 rb_w3 rb_w4 rb_w5 rb_w6 rb_w7 rb_w8 rb_w9) option radio(est3 rb_orr rb_grr1 rb_grr2 rb_grr3) put " " /program se_output endoptions END