// The MIT License (MIT) // // Copyright (c) 2014 Sergio Correia // // Permission is hereby granted, free of charge, to any person obtaining a copy // of this software and associated documentation files (the "Software"), to deal // in the Software without restriction, including without limitation the rights // to use, copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the Software is // furnished to do so, subject to the following conditions: // // The above copyright notice and this permission notice shall be included in all // copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR // IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, // FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE // AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER // LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, // OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE // SOFTWARE. * Copied from reghdfe 6.12.3 with almost no change program define reghdfejl_p, rclass * Note: we IGNORE typlist and generate the newvar as double * Note: e(resid) is missing outside of e(sample), so we don't need to condition on e(sample) * HACK: Intersect -score- and replace with -residuals- cap syntax anything [if] [in], SCore loc was_score = !c(rc) if (`was_score') { * Call _score_spec to get newvarname; discard type * - This resolves wildcards that -margins- sends to predict (e.g. var* -> var1) * - Do we really need to pass it `if' and `in' ? _score_spec `anything', score loc 0 `s(varlist)' `if' `in' , residuals } syntax newvarname [if] [in] [, XB STDP Residuals D XBD DResiduals] * Ensure there is only one option opts_exclusive "`xb' `stdp' `residuals' `d' `xbd' `dresiduals'" * Default option is xb cap opts_exclusive "`xb' `stdp' `residuals' `d' `xbd' `dresiduals' placeholder" if (!c(rc)) { di as text "(option xb assumed; fitted values)" loc xb "xb" } local fixed_effects "`e(absvars)'" * Except for xb and stdp, we need the previously computed residuals if ("`xb'" == "" & "`stdp'" == "") { _assert ("`e(resid)'" != ""), msg("you must add the {bf:resid} option to reghdfejl before running this prediction") conf numeric var `e(resid)', exact } if ("`xb'" != "" | "`stdp'" != "") { * xb: normal treatment PredictXB `varlist' `if' `in', `xb' `stdp' } else if ("`residuals'" != "") { * resid: just return the preexisting variable gen double `varlist' = `e(resid)' `if' `in' la var `varlist' "Residuals" if (`was_score') return local scorevars `varlist' } else if ("`d'" != "") { * d: y - xb - resid tempvar xb PredictXB `xb' `if' `in', xb gen double `varlist' = `e(depvar)' - `xb' - `e(resid)' `if' `in' la var `varlist' "d[`fixed_effects']" } else if ("`xbd'" != "") { * xbd: y - resid gen double `varlist' = `e(depvar)' - `e(resid)' `if' `in' la var `varlist' "Xb + d[`fixed_effects']" } else if ("`dresiduals'" != "") { * dresid: y - xb tempvar xb PredictXB `xb' `if' `in', xb gen double `varlist' = `e(depvar)' - `xb' `if' `in' } else { error 100 } end program PredictXB syntax newvarname [if] [in], [*] cap matrix list e(b) // if there are no regressors, _predict fails if (c(rc)) { gen double `varlist' = 0 `if' `in' } else { _predict double `varlist' `if' `in', `options' } end