*! Posts validated native component-inference results and diagnostics *! into e(), with covariance availability determined by the returned checks. program define fevc__rust_component_post, eclass version 18.0 args model inference simulations inferenceseed level primitive results /// mcse spectrum summaries folds cv receipt augmentation q1results q1raw /// units deletion local q1computed = 4 local joint_status = `receipt'[1,24] local variance_fit = `receipt'[1,25] local computed_targets = `receipt'[1,34] tempname q0status matrix `q0status' = (`receipt'[1,35..38])' matrix rownames `q0status' = worker_variance firm_variance worker_firm_covariance total_variance matrix colnames `q0status' = status ereturn matrix q0_status = `q0status' ereturn local q0_status_codes "0 computed; 1 nonpositive variance; 4 no positive linear influence; 6 spectrum not certified" ereturn scalar inference_joint_status = `joint_status' ereturn scalar inference_joint_available = (`joint_status'==0) ereturn local inference_joint_status_codes "0 admissible; 1 nonpositive diagonal; 2 materially indefinite" ereturn scalar inference_computed_targets = `computed_targets' if `joint_status'==0 ereturn matrix V_primitive = `primitive' ereturn matrix component_inference = `results' ereturn matrix component_trace_mcse = `mcse' ereturn matrix component_spectrum = `spectrum' if `variance_fit'==1 { ereturn matrix structured_variance_summary = `summaries' ereturn matrix structured_variance_folds = `folds' ereturn matrix structured_variance_cv = `cv' } else { tempname fit_diagnostics matrix `fit_diagnostics' = `receipt'[1,26..33] ereturn matrix residual_moment_diagnostics = `fit_diagnostics' ereturn scalar inference_gram_probes = `receipt'[1,26] ereturn local inference_gram_method "direct_residual_covariance" ereturn scalar variance_gram_rcond = `receipt'[1,28] ereturn scalar variance_floor_share = `receipt'[1,32]/`units'[1,3] } if "`inference'"=="q1" { tempname q1status matrix `q1status' = `q1raw'[1..4,17] matrix colnames `q1status' = status ereturn matrix q1_status = `q1status' local q1computed = 0 forvalues row = 1/4 { local q1computed = `q1computed'+(`q1raw'[`row',17]==0) } ereturn scalar q1_computed_targets = `q1computed' ereturn local q1_status_codes "0 computed; 1 nonpositive variance; 2 singular covariance; 3 interval failure; 6 leading mode not certified" ereturn matrix q1_inference = `q1results' ereturn matrix component_q1_diagnostics = `q1raw' } ereturn scalar level = `level' ereturn scalar inference_simulations = `simulations' ereturn scalar inference_seed = `inferenceseed' ereturn scalar inference_model_option_supplied = 1 ereturn scalar inference_spectrum_probes = e(component_spectrum)[1,13] ereturn scalar inference_spectrum_iterations = e(component_spectrum)[1,14] local inference_solver_columns = `receipt'[1,22] ereturn scalar inference_solver_columns = `inference_solver_columns' ereturn scalar inference_critical_draws = `receipt'[1,23] ereturn scalar inference_psd_cleanup = `receipt'[1,8] ereturn scalar inference_covariance_min_raw = `receipt'[1,9] ereturn scalar inference_covariance_max_raw = `receipt'[1,10] ereturn scalar inference_point_identity_error = `receipt'[1,11] ereturn scalar inference_counter_atoms = `receipt'[1,5] ereturn scalar inference_counter_words = `receipt'[1,6] ereturn scalar inference_peak_forecast_bytes = `receipt'[1,7] ereturn scalar inference_solver_iterations = `receipt'[1,12] ereturn scalar inference_solver_max_reduced = `receipt'[1,13] ereturn scalar inference_solver_max_complete = `receipt'[1,14] ereturn scalar inference_solver_tolerance = `receipt'[1,15] ereturn scalar variance_median_abs_log_ratio = `receipt'[1,16] ereturn scalar variance_p90_abs_log_ratio = `receipt'[1,17] ereturn scalar variance_max_abs_log_ratio = `receipt'[1,18] ereturn scalar variance_log_correlation = `receipt'[1,19] ereturn matrix component_inference_receipt = `receipt' ereturn matrix component_augmentation_receipt = `augmentation' ereturn scalar inference_independent_units = `units'[1,3] ereturn scalar inference_nuisance_omitted = `units'[1,4] ereturn local result_family "generic" ereturn local inference "`inference'" ereturn local inference_method /// "matrix-free FEVC structured-variance component inference" ereturn local inference_deletion "`deletion' deletion; movers only" ereturn local inference_covariance /// "individual target intervals; separately checked joint covariance; no joint Gaussian Wald covariance for q1" ereturn local inference_variance_fit = cond(`variance_fit'==2,"residual_moments","cross_fitted_structured") ereturn local inference_rng "Counter-V1 Gaussian covariance and spectrum probes" ereturn local inference_model "`model'" ereturn local inference_reference = cond("`inference'"=="q1", /// "one estimated leading mode plus Gaussian remainder", /// "q=0 Gaussian approximation with reported spectrum") ereturn local inference_variance_response /// "cross-fitted y_i times observation-deletion residual" ereturn local inference_variance_conditioning = cond( /// "`model'"=="structured_common", /// "normalized midranks of leverage and three primitive target diagonals; polynomial interactions", /// "normalized midrank of leverage; quadratic polynomial") ereturn local inference_crossfit /// "five outcome-free outer folds; four-fold inner ridge selection; variance regression only" if `variance_fit'==2 { ereturn local inference_variance_response "full-model squared residual moments, adjusted for residual projection" ereturn local inference_crossfit "not applicable; residual-moment Gram fit without ridge or model selection" ereturn local inference_ordering "FEVC-OBSERVATION-DESIGN-ORDER-V1; design-only rows with distinct copy addresses" } ereturn local inference_positivity /// "floor 1e-8 times median maker-adjusted squared residual" ereturn local inference_kss_scope /// "pragmatic FEVC extension; not unrestricted-heteroskedastic KSS variance-product inference" ereturn local inference_spectral_rule /// "diagnostic only; no universal automatic q=0/q=1 cutoff" ereturn local inference_support_status "approximate_model_based" ereturn local inference_qualification "model-based approximation with source-specific development evidence and calibration limitations" ereturn local inference_capability /// "structured observation deletion; mover-only; unit frequency; generic JLA" ereturn local inference_population "movers" ereturn local inference_deletion_requested "`deletion'" ereturn local inference_deletion_selected "`deletion'" ereturn local inference_nuisance_requested "`e(nuisance)'" ereturn local inference_nuisance_selected "`e(nuisance)'" ereturn local inference_population_requested "movers" ereturn local inference_population_selected "movers" ereturn local inference_model_requested "`model'" ereturn local inference_model_selected "`model'" ereturn local inference_backend_requested "rust" ereturn local inference_backend_selected "rust" ereturn local inference_solver_requested "`e(preconditioner_requested)'" ereturn local inference_solver_selected "`e(preconditioner_selected)'" ereturn local inference_family_requested "generic" ereturn local inference_family_selected "generic" ereturn local inference_reference_requested = cond( /// "`inference'"=="q1", "q1", "q0") ereturn local inference_reference_selected = cond( /// "`inference'"=="q1", "q1 one-mode", "q0 diffuse") ereturn local inference_q_condition = cond( /// "`inference'"=="q1", /// "one leading mode removed; remaining kernel and influence must be diffuse", /// "full kernel and influence must be diffuse") ereturn local inference_execution_scope /// "successful computation does not establish the target-specific asymptotic condition" ereturn local inference_variance_warning /// "structured variance assumptions; omitted variance drivers can invalidate SEs and intervals without changing component point estimates" ereturn local inference_reference_guarantee = cond( /// "`inference'"=="q1", /// "asymptotic at-least-nominal under the reference assumptions; potentially conservative; fitted-variance validity is an additional requirement", /// "Gaussian q=0 approximation requires strong identification") if "`deletion'"=="match" { ereturn local inference_method "Fixed-offset approximate match inference, ignoring nuisance-control estimation uncertainty." ereturn local inference_capability "structured match deletion; fixedoffset; mover-only; generic JLA" ereturn local inference_variance_response "squared collapsed fixed-offset residual moments, adjusted for the match-level FE projection" ereturn local inference_ordering "FEVC-MATCH-DESIGN-ORDER-V1; one numerical probe per independent match" ereturn local inference_variance_conditioning = cond( /// "`model'"=="structured_common", /// "normalized midranks of match leverage, primitive target diagonals and regression mass; polynomial interactions", /// "normalized midrank of match leverage; quadratic polynomial") ereturn local inference_independence "independence across declared matches; within-match dependence enters aggregate-match variance" ereturn local inference_frequency "algebraic regression mass; one inferential unit per declared match" ereturn local inference_offset_warning "Control-estimation uncertainty is omitted; few controls do not guarantee negligible uncertainty or conditional validity." ereturn scalar inference_effective_matches = `units'[1,5] ereturn scalar inference_largest_mass_share = `units'[1,6] ereturn scalar inference_largest_leverage = `units'[1,7] ereturn scalar inference_smallest_maker = `units'[1,8] } if "`deletion'"=="match" { ereturn scalar inference_mover_units = `units'[1,9] ereturn scalar inference_stayer_units = `units'[1,10] if `units'[1,10]>0 { ereturn local inference_method "Pooled mover-block and stayer-observation inference with fixed nuisance offsets." ereturn local inference_capability "structured mixed deletion; fixedoffset; generic JLA" ereturn local inference_deletion "mover-block and physical-stayer-observation deletion" ereturn local inference_ordering "FEVC-MIXED-DESIGN-ORDER-V1" ereturn local inference_variance_response "joint residual moments with separate mover and stayer coefficients" ereturn local inference_independence "mutually independent mover units and physical stayer observations" ereturn local inference_frequency "mover regression mass; literal independent stayer copies" ereturn local inference_variance_conditioning "within-type normalized midranks; separate polynomial coefficients" } } ereturn matrix component_unit_receipt = `units' fevc__centering inference ereturn local status = cond("`inference'"=="q1", /// "FEVC_STRUCTURED_Q1_INFERENCE","FEVC_STRUCTURED_Q0_INFERENCE") if "`inference'"=="q1" & `q1computed'<4 { ereturn local status "FEVC_STRUCTURED_Q1_PARTIAL" } if "`inference'"=="highrank" & `computed_targets'<4 { ereturn local status "FEVC_STRUCTURED_Q0_PARTIAL" } if `computed_targets'==0 ereturn local status "FEVC_STRUCTURED_INFERENCE_UNAVAILABLE" end