/* resetxt *! VERSION 1.0 06/08/2015 */ VERSION 11.0 INCLUDE _std_xlarge DEFINE _dlght 420 INCLUDE header HELP hlp1, view("help resetxt") RESET res1 DIALOG main, label("resetxt- Panel Data REgression Specification Error Tests (RESET)") /// tabtitle("Main") BEGIN TEXT tx_cmd1 _lft _top 110 ., /// label("Model:") TEXT tx_id 160 @ 100 ., /// label("ID Cross Section") TEXT tx_it 280 @ 150 ., /// label("ID Time Series") COMBOBOX cb_cmd1 _lft _ss 110 ., /// label("Model") /// contents(cmd1_con ) /// value(cmd11_con) option(model) /// onselchangelist(cmd1_sel ) dropdownlist VARNAME vn_id 160 @ 100 ., /// option("id") /// label("ID Cross Section") VARNAME vn_it 280 @ 100 ., /* */ label("ID Time Series") /* */ option("it") GROUPBOX gb_group1 _lft _ss _iwd _ht6 , TEXT tx_yvar _ilft +15 _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_model12 _lft _xls _ibwd _ht5 , /// groupbox /// onclickon(script ck_model12_on) /// onclickoff(script ck_model12_off) /// label("Panels: Error Structure Across Panels - model(xtgls, xtpcse, xtregar):") RADIO rb_piid _ilft _ss _ibwd ., /* */ label("iid: Homoscedastic Error with No Cross-Sections Correlation") /* */ first /* */ option("panels(iid)") /* */ RADIO rb_phet @ _ss @ ., /* */ label("het: Heteroscedastic Error with No Cross-Sections Correlation") /* */ option("panels(het)") /* */ RADIO rb_pcorr @ _ss @ ., /* */ label("cor: Heteroskedastic Error with Cross-Sections Correlation") /* */ last /* */ option("panels(corr)") CHECKBOX ck_model13 _lft _ls _ibwd _ht5 , /// groupbox /// onclickon(script ck_model13_on) /// onclickoff(script ck_model13_off) /// label("corr: Autocorrelation within Panels - model(xtgls, xtpcse, xtregar):") RADIO rb_cind _ilft _ss _iwd ., /* */ label("Independent: No Autocorrelation within Panels") /* */ first /* */ option("corr(indep)") /* */ RADIO rb_car1 @ _ss @ ., /* */ label("ar1: Common AR(1) Autocorrelation within Panels") /* */ option("corr(ar1)") RADIO rb_cpsar1 @ _ss @ ., /* */ label("psar1: AR(1) Autocorrelation within Panels, and in each Panel") /* */ last /* */ option("corr(psar1)") CHECKBOX ck_model14 _lft _ls _ibwd _ht5 , /// groupbox /// onclickon(script ck_model14_on) /// onclickoff(script ck_model14_off) /// label("Rho Method - model(xtpcse, xtregar):") RADIO rb_reg _indent _ss _cwd1 ., /* */ label("none: Single Lag OLS Residuals (default)") /* */ first /* */ option(NONE) /* */ DEFINE y @y RADIO rb_freg @ _ss @ ., /* */ label("freg: Single Lead OLS Residuals") /* */ option("rhotype(freg)") /* */ RADIO rb_dw @ _ss @ ., /* */ label("dw: Durbin-Watson") /* */ option("rhotype(dw)") /* */ RADIO rb_nagar _lft2 y _cwd2 ., /* */ label("nagar - Adjusted Durbin-Watson") /* */ option("rhotype(nagar)") /* */ RADIO rb_theil @ _ss @ ., /* */ label("theil - Adjusted Autocorrelation") /* */ option("rhotype(theil)") /* */ RADIO rb_tscorr @ _ss @ ., /* */ label("tscorr: Residuals Autocorrelation") /* */ last /* */ option("rhotype(tscorr)") /* */ END DIALOG est2, tabtitle("Options") BEGIN CHECKBOX ck_model2 _lft _top _ibwd _ht20 , /// groupbox /// onclickon(script ck_model2_on) /// onclickoff(script ck_model2_off) /// label("Additional Options:") CHECKBOX ck_igls _ilft _ss 400 ., option("igls") /* */ label("igls: model(xtgls) iterated GLS instead of Two-Step GLS") CHECKBOX ck_twostep _ilft _ss 400 ., option("twostep") /* */ label("twostep: model(xtregar) Two-Step Estimates") CHECKBOX ck_coll _ilft _ss 400 ., option("coll") /* */ label("coll: Keep Collinear Variables") CHECKBOX ck_cost _ilft _ss 400 ., option("cost") /* */ label("cost: model(xtfrontier) Cost Frontier instead of Production Function") CHECKBOX ck_ti _ilft _ss 400 ., option("ti") /* */ label("ti: model(xtfrontier) Time-Invariant Model") CHECKBOX ck_tvd _ilft _ss 400 ., option("tvd") /* */ label("tvd: model(xtfrontier) Time-Varying Decay Model") CHECKBOX ck_hetonly _ilft _ss 400 ., option("hetonly") /* */ label("hetonly: model(xtpcse) assume Panel-Level Heteroscedastic Errors") CHECKBOX ck_indep _ilft _ss 400 ., option("indep") /* */ label("indep: model(xtpcse) assume Independent Errors Across Panels") CHECKBOX ck_tobit _ilft _ss 400 ., option("tobit") /* */ label("tobit: model(xttobit) LR Test comparing against Pooled Tobit") CHECKBOX ck_noskip _ilft _ss 400 ., option("noskip") /* */ label("noskip: model(xttobit) Likelihood-Ratio test") END LIST cmd1_con BEGIN xtbe xtfe xtfm xtpa ----------- xtmle xtrc xtre xtsa xttb xtwh ----------- xtgls xtkmhomo xtkmhet1 xtkmhet2 xtparks xtpcse xtregar ----------- xtfrontier ----------- xttobit ----------- END LIST cmd11_sel BEGIN xtbe xtfe xtfm xtpa xtmle xtrc xtre xtsa xttb xtwh xtgls xtkmhomo xtkmhet1 xtkmhet2 xtparks xtpcse xtregar xtfrontier xttobit END SCRIPT ck_model12_on BEGIN main.rb_piid.enable main.rb_phet.enable main.rb_pcorr.enable END SCRIPT ck_model12_off BEGIN main.rb_piid.disable main.rb_phet.disable main.rb_pcorr.disable END SCRIPT ck_model13_on BEGIN main.rb_cind.enable main.rb_car1.enable main.rb_cpsar1.enable END SCRIPT ck_model13_off BEGIN main.rb_cind.disable main.rb_car1.disable main.rb_cpsar1.disable END SCRIPT ck_model14_on BEGIN main.rb_reg.enable main.rb_freg.enable main.rb_dw.enable main.rb_nagar.enable main.rb_theil.enable main.rb_tscorr.enable END SCRIPT ck_model14_off BEGIN main.rb_reg.disable main.rb_freg.disable main.rb_dw.disable main.rb_nagar.disable main.rb_theil.disable main.rb_tscorr.disable END SCRIPT ck_model2_on BEGIN est2.ck_igls.enable est2.ck_twostep.enable est2.ck_coll.enable est2.ck_cost.enable est2.ck_ti.enable est2.ck_tvd.enable est2.ck_hetonly.enable est2.ck_indep.enable est2.ck_tobit.enable est2.ck_noskip.enable END SCRIPT ck_model2_off BEGIN est2.ck_igls.disable est2.ck_twostep.disable est2.ck_coll.disable est2.ck_cost.disable est2.ck_ti.disable est2.ck_tvd.disable est2.ck_hetonly.disable est2.ck_indep.disable est2.ck_tobit.disable est2.ck_noskip.disable END INCLUDE byifin PROGRAM command BEGIN put /program by_output put "resetxt " varlist main.vn_yvar main.vl_xvar put " " /program ifin_output require main.vn_id require main.vn_it beginoptions optionarg main.cb_cmd1 optionarg main.vn_id optionarg main.vn_it option main.ck_nocons option radio(main rb_piid rb_phet rb_pcorr) option radio(main rb_cind rb_car1 rb_cpsar1) option radio(main rb_reg rb_freg rb_dw rb_nagar rb_theil rb_tscorr) option est2.ck_igls option est2.ck_twostep option est2.ck_coll option est2.ck_cost option est2.ck_ti option est2.ck_tvd option est2.ck_hetonly option est2.ck_indep option est2.ck_tobit option est2.ck_noskip endoptions END