*! version 1.2.1 22Dec2011 MLB * version 1.0.1 21Nov2011 MLB * version 1.0.0 14Nov2011 MLB program define marg_normpp_prep, rclass version 10.1 syntax [if] , /// [ /// simvars(string) /// simopts(string) /// noPArsamp /// ] /// ptheor(string) /// pobs(varname) /// sims(integer) /// n(integer) /// y(varname) /// e(real) marksample touse tempvar mu first fw tempname sd qui predict double `mu' if `touse', xb scalar `sd' = e(rmse) sort `y' `pobs' qui gen `ptheor' = . local var "`y' `simvars'" local pvar "`ptheor' `simvars'" if "`parsamp'" == "" { tempvar mu2 tempname bname vname orig sdy rmse cf n sd2 qui gen `mu2' = . matrix `bname' = e(b) matrix `vname' = e(V) scalar `rmse' = e(rmse) scalar `cf' = sqrt(e(N) - e(df_m) - 1 )/sqrt(e(N)) scalar `n' = e(N) est store `orig' qui sum `e(depvar)' if `touse' scalar `sdy' = r(sd) forvalues i = 1/`sims' { local nvar : word `i' of `simvars' drop `mu2' marg_parsamp, bname(`bname') v(`vname') rmse(`=`rmse'') sd(`=`sdy'') cf(`=`cf'') n(`=`n'') qui predict double `mu2' if `touse', xb scalar `sd2' = e(rmse) qui gen `nvar' = rnormal(`mu2', `sd2') if `touse' local gr "`gr' || line `nvar' `pobs', lpattern(solid) lcolor(gs10) `simopts'" } qui est restore `orig' } else { forvalues i = 1/`sims' { local nvar : word `i' of `simvars' qui gen `nvar' = rnormal(`mu', `sd') if `touse' local gr "`gr' || line `nvar' `pobs', lpattern(solid) lcolor(gs10) `simopts'" } } sort `mu' by `mu' : gen byte `first' = cond(`touse', _n == 1, 0) qui by `mu' : gen float `fw' = _N if `touse' sort `y' `pobs' mata marg_normpp("`var'", "`pvar'", "`mu'", `=`sd'', "`first'", "`fw'", "`touse'", `e') return local gr `"`gr'"' end