*===============================================================================================
* samregc: Sensitivity Analysis of the Main Regression Coefficients
* Authors:
* Pablo Glüzmann, CEDLAS-UNLP and CONICET - La Plata, Argentina - gluzmann@yahoo.com
* Demian Panigo, Instituto Malvinas, UNLP and CONICET - La Plata, Argentina - panigo@gmail.com
*-----------------------------------------------------------------------------------------------
* Version 1.0 - 14-04-2025
*===============================================================================================
*DEFINE "samregc" PROGRAM
capture program drop samregc
program define samregc, rclass
qui {
version 15.0
*Define Syntax Program
syntax varlist(min=2 numeric ts) [aw fw iw pw] [if] [in], ///
[ ///
ITerateover(varlist numeric ts) ///
GRITerateover(string) ///
NComb(numlist >=1 integer max=2) ///
Fixvar(varlist numeric ts) ///
CMDEst(string) ///
CMDOptions(string) ///
CMDIveq(string) ///
RESults(string) ///
REPlace ///
COUnt ///
DOuble ///
NOExcel ///
NOGraph ///
GRAPHTYpe(string) ///
GRAPHTItle(string) ///
GRAPHOptions(string) ///
LEVel(real 95) ///
at(real 0) ///
SAMEsample ///
UNBalanced ///
SISters(string) ///
]
if "`iterateover'" == "" & "`griterateover'" == "" {
display as error "One or both of the options iterateover() or griterateover() are required."
exit 503
}
if "`results'" == "" loc results "samregc"
if "`cmdest'" == "" loc cmdest "regress"
if "`graphtype'" == "" loc graphtype "gph"
if "`graphtitle'" == "" loc graphtitle "varnames"
if "`sisters'" != "" loc unbalanced "unbalanced"
tempvar touse
mark `touse' `if' `in'
*Define Error Messages
capture tsset
loc time=r(timevar)
loc panel=r(panelvar)
if "`time'" == "." loc time ""
if "`panel'" == "." loc panel ""
if "`fixvar'" != "" {
loc aux 0
foreach var1 of varlist `fixvar' {
foreach var2 of varlist `varlist' {
if "`var1'" == "`var2'" loc aux 1
}
}
if `aux'==1 {
display as error "Option fixvar contains at least one variable already included as main variable"
exit 503
}
}
if "`samesample'" != "" & "`unbalanced'" != "" {
display as error "Option samesample cannot be combined with options unbalanced, sisters or arrows"
exit 198
}
* Define and correct the location of the results
loc path ""
loc revresults=reverse("`results'")
loc dta=substr("`results'",-4,.)
loc dta=strmatch("`dta'",".dta")
if `dta'==1 loc revresults=substr("`revresults'",5,.)
loc results=reverse("`revresults'")
loc posit=strpos("`revresults'","\")
loc posit2=strpos("`revresults'","/")
loc position = max(`posit',`posit2')
if `posit'>0 & `posit2'>0 loc position=min(`posit',`posit2')
if `position'!=0 {
loc revpath =substr("`revresults'",`position',.)
loc path =reverse("`revpath'")
}
if "`path'" == "" loc fname "`results'"
if "`path'" != "" {
loc posaux=`position'-1
loc fname =substr("`results'",-`posaux',.)
}
loc length =length("`results'")
loc aux 0
if `length'>245-20 & "`path'" == "" {
display as error "the path of the working directory is too long, change the working directory using command cd or specify shorter path using option results"
exit 603
}
if `length'>245-20 & "`path'" != "" {
display as error "the path specified in option results too long, specify a shorter path using option results"
exit 603
}
preserve
drop _all
set obs 1
tempname aux
tempvar var1
gen `var1' =1
capture save "`results'.dta", `replace'
if _rc == 602 {
display as error "file `results'.dta already exists"
exit 602
}
if _rc !=0 & "`path'" == "" {
display as error "stata cannot save files in the working directory, change the working directory using command cd or specify another path using option results"
exit 603
}
if _rc !=0 & "`path'" != "" {
display as error "stata cannot save files the path specified in option results, change the working directory using command cd or specify another path using option results"
exit 603
}
capture erase "`results'.dta"
* Exports an empty Excel file to force an error if it already exists, or it is open
if "`noexcel'" == "" {
export excel using "`results'.xlsx", `replace'
erase "`results'.xlsx"
}
* Split Depvar and MainVariables
drop _all
restore
local wt: word 2 of `exp'
tokenize `varlist'
loc depvar "`1'"
macro shift 1
loc MainVar "`*'"
loc graphtitle_list ""
loc nMainvar = wordcount("`MainVar'")
loc nn=1
foreach var of varlist `MainVar' {
if "`graphtitle'" == "varnames" loc gr_mv`nn' "`var'"
if "`graphtitle'" == "varlabels" {
capture loc gr_mv`nn': variable label `var'
if _rc !=0 | "`gr_mv`nn''" == "" loc gr_mv`nn' "`var'"
}
if `nn' ==1 loc graphtitle_list "`gr_mv`nn''"
else loc graphtitle_list "`graphtitle_list'|`gr_mv`nn''"
loc ++nn
}
* Split & add Instrumental Variables
if "`cmdiveq'" != "" {
_iv_parse `depvar' (`cmdiveq')
loc instruments "`s(inst)'"
loc endogenous "`s(endog)'"
}
/*
if "`instruments'" != "" & "`endogenous'" != "" {
foreach var1 of local endogenous {
local iterateover: subinstr local iterateover "`var1'" "", word
}
loc iterateover "`iterateover' `endogenous'"
}
*/
if "`griterateover'" != "" & "`iterateover'"!= "" {
loc aux 0
foreach var1 in `griterateover' {
foreach var2 of varlist `iterateover' {
if "`var1'" == "`var2'" loc aux 1
}
}
if `aux'==1 {
display as error "Option griterateover contains at least one variable already included in iterateover"
exit 503
}
}
if "`griterateover'" != "" {
loc nwg: word count `griterateover'
parse "`griterateover'",parse(|)
loc gi =1
forvalues i=1/`nwg' {
if "``i''" != "|" & "``i''" != "" {
tempname group`gi'
loc `group`gi'' = "``i''"
loc ++gi
}
}
loc ng =`gi'-1
loc groups_list ""
loc var_groups_list ""
forvalues gi=1/`ng' {
loc groups_list "`groups_list' `group`gi''"
loc var_groups_list "`var_groups_list' ``group`gi'''"
}
}
* Complete the ncomb syntax
if "`ncomb'" == "" {
loc allcomb: word count `iterateover' `groups_list'
loc ncomb "1 `allcomb'"
}
tokenize `ncomb'
loc kmin `1'
if "`2'" != "" loc kmax `2'
if "`2'" == "" loc kmax `1'
if `kmin'>`kmax' {
display as error "ncomb() invalid, elements out of order"
exit 124
}
loc tindep: word count `iterateover' `groups_list'
loc ListaTotVar "`MainVar' `fixvar' `iterateover' `var_groups_list'"
if "`samesample'" != "" {
tempvar aux
gen `aux'=0 if `touse' ==1
foreach var of varlist `ListaTotVar' {
replace `aux'=1 if `touse' ==1 & `var'>=.
}
replace `touse' =0 if `aux' ==1
}
* Calculate the total number of regressions to run
loc Ntotreg 0
loc total 0
forvalues j=`kmin'/`kmax' {
loc n1=comb(`tindep',`j')
loc total = `total'+`n1'
}
* Including without varlist_iterate
loc total = `total'+1
if `total'<=0 | `total' >=. {
display as error "Too few independent variables specified for selected combinatorial"
exit 198
}
noi di as text "---------------------------------------------------------------------------"
noi di as text " Baseline Regression: without iteration variables "
noi di as text "---------------------------------------------------------------------------"
* Split & add Instrumental Variables
loc estim: word 2 of `cmdest'
if ("`instruments'" != "" | "`estim'" == "gmm") {
loc ivendogenous = ""
foreach var1 of varlist `MainVar' `fixvar' {
foreach var2 of local endogenous {
if "`var1'" == "`var2'" loc ivendogenous " `ivendogenous' `var2' "
}
}
loc anything2 "`MainVar' `fixvar'"
foreach var1 of local ivendogenous {
local anything2: subinstr local anything2 "`var1'" "", word
}
noi `cmdest' `depvar' `anything2' (`endogenous' =`instruments') [`weight'`exp'] if `touse' ==1 ,`cmdoptions'
}
else noi `cmdest' `depvar' `MainVar' `fixvar' [`weight'`exp'] if `touse' ==1 ,`cmdoptions'
* check for omitted variables
tempname bomit
local noitnames : colfullnames e(b)
mat `bomit' =e(b)
loc omit =0
foreach var1 of local noitnames {
if substr("`var1'",1,2) == "o." loc omit=1
if _b[`var1'] ==0 | _b[`var1'] ==. loc omit=1
}
if `omit'==1 {
display as error "The estimation without iteration variables cannot contain variables omitted due to collinearity"
exit 503
}
noi di as text "---------------------------------------------------------------------------"
noi di as text "Total Number of Estimations: " as result "`total'"
noi di as text "---------------------------------------------------------------------------"
loc estcomoptions "cmde(`cmdest') cmdoptions(`cmdoptions') cmdstat(`cmdstat') results(`results') lastreg(`total') `double' `count' time(`time') panel(`panel') instruments(`instruments') endogenous(`endogenous') "
local hh1: word count `fixvar'
local hh2: word count `ListaTotVar'
loc hh 1
if `hh2'>`kmax'+`hh1' {
foreach var of local ListaTotVar {
if `hh'<=(`kmax'+`hh1') loc listaaux "`listaaux' `var'"
loc ++hh
}
}
else loc listaaux "`ListaTotVar'"
* Estimate the execution time
timer clear 99
timer on 99
tempname aux
_samregc_estcomtry `depvar' `MainVar' `listaaux' [`weight'`exp'] if `touse' ==1 , matres2(`aux') `estcomoptions' ordervar(`ListaTotVar') nroreg(`Ntotreg')
loc error =r(noest)
if `error' == 1 di as error "Time estimation was not performed."
capture mat drop `aux'
macro drop aux
timer off 99
timer list
ret li
loc time1 r(t99)
timer clear 99
loc timeprox =round((`time1'*`total')/50)
if "`sisters'" != "" loc timeprox =round((`time1'*`total')/50)*2
if `timeprox'>=3 {
noi di as text "----------------------------------------------------------------------------------"
noi di as text "Warning: Estimation could take about " as result "`timeprox'" as text " minutes or more"
noi di as text "----------------------------------------------------------------------------------"
}
* Compute combinations
noi di as text "Computing combinations..."
forvalues combaux=1/`kmax' {
tempfile __a_`combaux'
loc __a_ "`__a_' `__a_`combaux''"
}
_samregc_combinate `__a_', nsamp(`tindep') ncomb(`kmin',`kmax')
noi di as text "Preparing estimation list..."
tokenize `iterateover' `groups_list'
forvalues j=`kmin'/`kmax' {
preserve
use `__a_`j'', clear
erase `__a_`j''
loc v =_N
loc v1 "`"
loc v2 "'"
d _all
forvalues i =1/`v' {
macro drop _reg`i'
foreach var of varlist _all {
loc vaux = `var'[`i']
if "`griterateover'" == "" loc reg`i' " `reg`i'' `v1'`vaux'`v2'"
if "`griterateover'" != "" {
loc vg = ""
forvalues gi =1/`ng' {
loc vv = "`v1'`vaux'`v2'"
if "`vv'" == "`group`gi''" loc vg = "``group`gi'''"
}
if "`vg'" == "" loc reg`i' " `reg`i'' `v1'`vaux'`v2'"
if "`vg'" != "" loc reg`i' " `reg`i'' `vg'"
}
}
}
restore
forvalues i =1/`v' {
loc ++Ntotreg
loc regress`Ntotreg' "`reg`i''"
macro drop _reg_`i'
}
}
noi di as text "Doing estimations..."
* Create the results matrix in Mata
* k = nro of variables
* 1+k plus constant
* (1+`k')*2 = t y coeff of all plus order
* 1+(1+`k')*2 +3 add 1 for order + 1 for observations + 1 number of variables + 1 for rank (variables that were effectively included)
tempname resultados matres matres1 matres2 matres1S matres2S resultadosS matresS
loc ListaTotsigleVar ""
foreach var of varlist `ListaTotVar' {
loc ListaTotsigleVar "`ListaTotsigleVar' `var'"
}
local k: word count `ListaTotsigleVar'
mat `matres1' = J(1,(1+`k')*2,.)
mat `matres2' = J(1,3,.)
*`Ntotreg'+1== including without varlist_iterate
mata `resultados' = J(`Ntotreg'+1,1+(1+`k')*2+3,.)
if "`sisters'" != "" {
mat `matres1S' = J(1,(1+`k')*2,.)
mat `matres2S' = J(1,3,.)
*`Ntotreg'+1== including without varlist_iterate
mata `resultadosS' = J(`Ntotreg'+1,1+(1+`k')*2+3,.)
}
* Add constant to the list
loc aux = regexm("`cmdoptions'","nocons")
if "`aux'" == "0" loc ListaTotVarCons "`ListaTotsigleVar' _cons"
* Run regressions
loc noestcom =0
loc h=1
*including without varlist_iterate
loc regress0 ""
forvalues i=0/`Ntotreg' {
loc error_est =0
loc oreg =`i'
*h=`i'-`noestcom'+1== including without varlist_iterate
loc h=`i'-`noestcom'+1
noi _samregc_estcom `depvar' `MainVar' `fixvar' `regress`oreg'' [`weight'`exp'] if `touse' ==1 , matres1(`matres1') matres2(`matres2') `estcomoptions' ordervar(`ListaTotVarCons') nroreg(`oreg')
loc zt =r(t)
if "`zt'" == "." loc zt = "t"
capture loc zt0 = v_`i'_`zt'[1]
if r(noest) ==1 {
loc ++noestcom
loc error_est =1
continue
}
mat `matres' = `oreg',`matres1',`matres2'
mata `resultados'[`h',.]=st_matrix("`matres'")
* sisters regressions
if "`sisters'" != "" {
if "`samesample'" == "" {
_samregc_estcom `depvar' `MainVar' `fixvar' [`weight'`exp'] if `touse' ==1 & e(sample), matres1(`matres1S') matres2(`matres2S') `estcomoptions' ordervar(`ListaTotVarCons') nroreg(`oreg')
mat `matresS' = `oreg',`matres1S',`matres2S'
mata `resultadosS'[`h',.]=st_matrix("`matresS'")
}
if "`samesample'" != "" {
if `i'==1 _samregc_estcom `depvar' `MainVar' `fixvar' [`weight'`exp'] if `touse' ==1 , matres1(`matres1S') matres2(`matres2S') `estcomoptions' ordervar(`ListaTotVarCons') nroreg(`oreg')
mat `matresS' = `oreg',`matres1S',`matres2S'
mata `resultadosS'[`h',.]=st_matrix("`matresS'")
}
}
}
noi di as text "Saving results..."
preserve
drop _all
getmata (v*) = `resultados'
mata mata drop `resultados'
loc i=1
ren v`i' order
label var order "Order number of estimation"
loc i=2
loc j=1
foreach var of local ListaTotVarCons {
loc h = `i'+1
ren v`i' v_`j'_b
label var v_`j'_b "`var' coeff."
if "`var'" == "_cons" label var v_`j'_b "Constant coeff."
ren v`h' v_`j'_`zt'
label var v_`j'_`zt' "`var' `zt'-stat."
if "`var'" == "_cons" label var v_`j'_`zt' "Constant `zt'-stat."
loc i=`i'+2
loc ++j
}
foreach name in obs nvar rank {
ren v`i' `name'
loc ++i
}
label var obs "Number of observations"
label var nvar "Number of variables"
label var rank "Rank (excluding omitted variables)"
*************************************************************************************************************************
order v_*, seq
loc i=1
foreach var of varlist v_*_b {
capture ren `var' v_`i'_b
loc ++i
}
loc i=1
foreach var of varlist v_*_`zt' {
capture ren `var' v_`i'_`zt'
loc ++i
}
if r(N)==0 {
display as error "No estimations have been stored."
exit
}
order order, first
if "`double'" != "" {
if "`cmdstat'" != "" {
foreach i of local cmdstat {
capture format `i' %20.0g
}
}
}
drop if order ==.
gen omitted =0
foreach var of varlist *_b {
replace omitted =1 if `var'== 0
}
replace omitted =. if order ==0
label var omitted "=1 One or more variables were omitted because of collinearity"
compress
sort order
noi save "`results'.dta", `replace'
count if omitted ==1
loc est_omit =r(N)
if "`nograph'" == "" noi _samregc_g1 `MainVar' if omitted == 0 , path(`path') `replace' at(`at') level(`level') graphtype(`graphtype') graphoptions(`graphoptions') graphtitle_list(`graphtitle_list') zt(`zt')
tempname table1
noi _samregc_table1 `MainVar' if omitted == 0 & order!=0, path(`path') `replace' results(`results') at(`at') level(`level') mtname(`table1') zt(`zt')
return matrix table1 = `table1'
return local Pos =r(Pos)
return local Neg =r(Neg)
return local st_Low =r(st_Low)
return local st_Ins =r(st_Ins)
return local st_Up =r(st_Up)
return local Total =r(Total)
if `est_omit'>0 {
return local Est_Omit =r(Est_Omit)
return local Tot_Est =r(Tot_Est)
}
if `est_omit'==0 return local Table1Colnames Pos Neg st_Low st_Ins st_Up Total
if `est_omit'>0 return local Table1Colnames Pos Neg st_Low st_Ins st_Up Total Total
sum obs if order!=0
if r(min) != r(max) loc sameobs =0
if r(min) == r(max) loc sameobs =1
noi display as text
if `sameobs' !=1 & "`unbalanced'" == "" {
noi di as text "--------------------------------------------------------"
noi di as text " Unbalanced sample across covariates"
noi di as text " Use options unbalanced and sisters for further analysis"
noi di as text "--------------------------------------------------------"
}
if "`unbalanced'" != "" & "`nograph'" == "" noi _samregc_scatterbt `MainVar' if omitted == 0 , path(`path') `replace' at(`at') level(`level') graphtype(`graphtype') graphoptions(`graphoptions') graphtitle_list(`graphtitle_list') zt(`zt')
if "`sisters'" != "" {
drop _all
getmata (v*) = `resultadosS'
mata mata drop `resultadosS'
loc i=1
ren v`i' order
label var order "Order number of estimation"
loc i=2
loc j=1
foreach var of local ListaTotVarCons {
loc h = `i'+1
foreach mainvar in `MainVar' {
if "`var'" == "`mainvar'" {
ren v`i' v_`j'_bSIS
label var v_`j'_bSIS "`var' coeff. of Sister Estim."
ren v`h' v_`j'_`zt'SIS
label var v_`j'_`zt'SIS "`var' `zt'-stat. of Sister Estim."
}
}
loc i=`i'+2
loc ++j
}
keep order v_*
*************************************************************************************************************************
order v_*, seq
loc i=1
foreach var of varlist v_*_bSIS {
capture ren `var' v_`i'_bSIS
loc ++i
}
loc i=1
foreach var of varlist v_*_`zt'SIS {
capture ren `var' v_`i'_`zt'SIS
loc ++i
}
if r(N)==0 {
display as error "No estimations has been stored"
exit
}
order order, first
if "`double'" != "" {
if "`cmdstat'" != "" {
foreach i of local cmdstat {
capture format `i' %20.0g
}
}
}
drop if order ==.
drop if order ==0
compress
sort order
tempfile sisters_coef
save `sisters_coef', replace
drop _all
use "`results'.dta"
merge 1:1 order using `sisters_coef'
foreach var of varlist *SIS {
replace `var' =. if omitted ==1 & order!=0
}
drop _merge
save "`results'.dta", replace
if "`nograph'" == "" noi _samregc_g_sisters `MainVar' if omitted == 0 ,path(`path') `replace' at(`at') level(`level') graphtype(`graphtype') graphoptions(`graphoptions') graphtitle_list(`graphtitle_list') sisters(`sisters') zt(`zt')
}
loc mainList ""
foreach var in `MainVar' {
loc a =ustrtoname("`var'")
tempname `a'Table
loc mainList "`mainList' ``a'Table'"
}
loc obs_no_it = obs[1]
noi _samregc_MvTable `MainVar' if omitted == 0 & order!=0, path(`path') `replace' results(`results') at(`at') level(`level') fixvar(`fixvar') `unbalanced' sisters(`sisters') mtname(`mainList') zt(`zt') obs_no_it(`obs_no_it') `noexcel'
loc list_var_des =r(list_var_des)
foreach vd in `list_var_des' {
return local `vd' =r(`vd')
}
return local MainVarColnames `list_var_des'
foreach var in `MainVar' {
loc a =ustrtoname("`var'")
return matrix `a'_Table = ``a'Table'
}
restore
}
end
*****************************************************************************************************
* auxiliary subprograms
*****************************************************************************************************
* "_samregc_combinate" SUBPROGRAM
capture program drop _samregc_combinate
program define _samregc_combinate
syntax anything ,NSamp(integer) NComb(numlist >0 integer max=2) [Reps] [*]
preserve
tokenize `ncomb'
loc kmin `1'
if "`2'" !="" loc kmax `2'
if "`2'" == "" loc kmax `1'
tokenize `anything'
clear
set obs `nsamp'
gen aux1=_n
tempfile temp
save `temp', replace
if `kmin' ==1 {
save "`1'", replace
count
}
if `kmax' >=2 {
loc lista_ant = "aux1 "
tempfile foto
save `foto', replace
forvalues j=2/`kmax' {
tempfile temp`j'
ren aux aux`j'
save `temp`j'', replace
}
use `foto', clear
forvalues j=2/`kmax' {
loc j_1 =`j'-1
cross using `temp`j''
if "`reps'" == "" drop if aux`j_1'>=aux`j'
if "`reps'" !="" drop if aux`j_1'>aux`j'
if `kmin'<=`j' {
save "``j''", replace
count
}
}
}
restore
end
* "_samregc_estcom" SUBPROGRAM
capture program drop _samregc_estcom
program define _samregc_estcom, rclass
qui {
loc setmoreprev=c(more)
set more off
syntax anything [aw fw iw pw] [if], matres1(string) matres2(string) CMDEst(string) [CMDOptions(string) cmdstat(string)] results(string) ordervar(string) [nroreg(integer 0) lastreg(integer 0) double COUnt time(string) panel(string) instruments(string) endogenous(string) ] [*]
if "`count'" != "" noi di as text "Estimation number " as result "`nroreg'" as text " of " as result "`lastreg'"
loc error =0
tempvar touse insample
tempname table
mark `touse' `if'
gen `insample' =1 if `touse'==1
if "`instruments'" != "" {
foreach var1 of local anything {
foreach var2 of local endogenous {
if "`var1'" == "`var2'" loc ivendogenous " `ivendogenous' `var2' "
}
}
loc anything2 "`anything'"
local anything2: subinstr local anything2 "[]" "", word
foreach var1 of local ivendogenous {
local anything2: subinstr local anything2 "`var1'" "", word
}
loc estim: word 2 of `cmdest'
if ("`ivendogenous'" != "" | "`estim'" == "gmm") {
loc dependiente: word 1 of `anything2'
capture `cmdest' `anything2' (`ivendogenous' =`instruments') [`weight'`exp'] if `insample'==1, `cmdoptions'
if _rc !=0 loc error = _rc
if _rc ==0 capture mat `table' =r(table)
}
else {
loc dependiente: word 1 of `anything2'
capture `cmdest' `anything2' [`weight'`exp'] if `insample'==1, `cmdoptions'
if _rc !=0 loc error = _rc
if _rc ==0 capture mat `table' =r(table)
}
}
else {
loc dependiente: word 1 of `anything'
capture `cmdest' `anything' [`weight'`exp'] if `insample'==1, `cmdoptions'
if _rc !=0 loc error = _rc
if _rc ==0 capture mat `table' =r(table)
}
}
if `error' == 0 {
tempname betas sigmas t
mat `betas' =e(b)
loc nvar = colsof(`betas')
loc obs = e(N)
loc rank = e(rank)
if `rank' ==0 exit
capture loc nv2 = colsof(`table')
if _rc ==0 & `nvar' == `nv2' {
capture mat `t' =`table'["t",1...]
if _rc !=0 {
return local t = "z"
mat `t' =`table'["z",1...]
}
}
else {
mat `sigmas' = e(V)
capture mat `t'=(`betas'*inv(cholesky(diag(vecdiag(`sigmas')))))
if _rc !=0 {
mat `t' = `betas'
forvalues i=1/`nvar'{
mat `t'[1,`i'] = `betas'[1,`i'] / `sigmas'[`i',`i']^.5
}
}
}
mat `matres1'=`matres1'*.
loc i=1
loc h=1
local names : colfullnames e(b)
foreach var1 of local ordervar {
foreach var2 of local names {
if "`var1'" == "`var2'" | "o.`var1'" == "`var2'" | "`dependiente':o.`var1'" == "`var2'" | "`dependiente':`var1'" == "`var2'" {
mat `matres1'[1,`i']=`betas'[1,`h']
mat `matres1'[1,`i'+1]=`t'[1,`h']
loc ++h
}
}
loc i=`i'+2
}
mat `matres2' = `obs',`nvar',`rank'
if "`cmdstat'" != "" {
tempname aux
foreach i of local cmdstat {
mat `aux'=e(`i')
mat colnames `aux'= `i'
mat `matres2'=`matres2',`aux'
}
}
if "`setmoreprev'" == "on" set more on
}
if `error' !=0 {
noi di as text "Error " as input "r(" `error' ")" as text " in estimation number " as result "`nroreg'"
return scalar noest =1
sleep 300
exit
}
end
* "_samregc_estcomtry" SUBPROGRAM
capture program drop _samregc_estcomtry
program define _samregc_estcomtry, rclass
qui {
loc setmoreprev=c(more)
set more off
syntax anything [aw fw iw pw] [if], matres2(string) CMDEst(string) [CMDOptions(string) cmdstat(string)] results(string) ordervar(string) [nroreg(integer 0) lastreg(integer 0) double COUnt time(string) panel(string) instruments(string) endogenous(string) ] [*]
loc error =0
tempvar touse insample
tempname table
mark `touse' `if'
gen `insample' =1 if `touse'==1
if "`instruments'" !="" {
foreach var1 of local anything {
foreach var2 of local endogenous {
if "`var1'" == "`var2'" loc ivendogenous " `ivendogenous' `var2' "
}
}
loc anything2 "`anything'"
local anything2: subinstr local anything2 "[]" "", word
foreach var1 of local ivendogenous {
local anything2: subinstr local anything2 "`var1'" "", word
}
loc estim: word 2 of `cmdest'
if ("`ivendogenous'" !="" | "`estim'" == "gmm") {
loc dependiente: word 1 of `anything2'
capture `cmdest' `anything2' (`ivendogenous' =`instruments') [`weight'`exp'] if `insample'==1, `cmdoptions'
if _rc !=0 loc error = _rc
if _rc ==0 capture mat `table' =r(table)
}
else {
loc dependiente: word 1 of `anything2'
capture `cmdest' `anything2' [`weight'`exp'] if `insample'==1, `cmdoptions'
if _rc !=0 loc error = _rc
if _rc ==0 capture mat `table' =r(table)
}
}
else {
loc dependiente: word 1 of `anything'
capture `cmdest' `anything' [`weight'`exp'] if `insample'==1, `cmdoptions'
if _rc !=0 loc error = _rc
if _rc ==0 capture mat `table' =r(table)
}
}
if `error' == 0 {
tempname betas sigmas t
mat `betas' =e(b)
loc nvar = colsof(`betas')
loc obs = e(N)
loc rank = e(rank)
if `rank' ==0 exit
capture loc nv2 = colsof(`table')
if _rc ==0 & `nvar' == `nv2' {
capture mat `t' = `table'["t",1...]
if _rc !=0 {
return local t = "z"
mat `t' =`table'["z",1...]
}
}
else {
mat `sigmas' = e(V)
capture mat `t'=(`betas'*inv(cholesky(diag(vecdiag(`sigmas')))))
if _rc !=0 {
mat `t' = `betas'
forvalues i=1/`nvar'{
mat `t'[1,`i'] = `betas'[1,`i'] / `sigmas'[`i',`i']^.5
}
}
}
mat `matres2' = `obs',`nvar', `rank'
if "`cmdstat'" !="" {
tempname aux
foreach i of local cmdstat {
mat `aux'=e(`i')
mat colnames `aux'= `i'
mat `matres2'=`matres2',`aux'
}
}
if "`setmoreprev'" == "on" set more on
}
if `error' !=0 {
noi di as text "Error " as input "r(" `error' ")" as text "estimating time in estimation number " as result "`nroreg'"
return scalar noest =1
sleep 300
exit
}
end
* "_samregc_table1" SUBPROGRAM
capture program drop _samregc_table1
program define _samregc_table1, rclass
qui {
syntax anything [if], [replace path(string) results(string) level(real 95) at(real 0) mtname(string) zt(string) ] [*]
loc vt =invnorm((100-`level')/200)
tempname table1_1 table1
mat `table1_1' =J(1,8,.)
loc i=1
tempvar touse
mark `touse' `if'
foreach var in `anything' {
mat `table1' =J(1,8,.)
count if v_`i'_b >= `at' & `touse'==1
mat `table1'[1,1] =r(N)
count if v_`i'_b < `at' & `touse'==1
mat `table1'[1,2] =r(N)
loc lx = round(`at' + `vt',0.01)
loc ux = round(`at' - `vt',0.01)
count if v_`i'_`zt' < `lx' & `touse'==1
mat `table1'[1,3] =r(N)
count if v_`i'_`zt' >= `lx' & v_`i'_`zt' <= `ux' & `touse'==1
mat `table1'[1,4] =r(N)
count if v_`i'_`zt' > `ux' & `touse'==1
mat `table1'[1,5] =r(N)
count if v_`i'_`zt' != . & `touse'==1
loc totval =r(N)
mat `table1'[1,6] = `totval'
count if v_`i'_`zt' != .
* -1 == varlist_iterate
loc totest =r(N)-1
loc est_omit = `totest'-`totval'
mat `table1'[1,7] = `est_omit'
mat `table1'[1,8] = `totest'
mat `table1_1' = `table1_1' \ `table1'
loc ++i
}
preserve
drop _all
svmat `table1_1'
drop if _n==1
gen varname = ""
loc i=1
foreach var in `anything' {
replace varname = "`var'" in `i'
loc ++i
}
order varname, first
rename `table1_1'1 Pos
rename `table1_1'2 Neg
rename `table1_1'3 st_Low
rename `table1_1'4 st_Ins
rename `table1_1'5 st_Up
rename `table1_1'6 Total
rename `table1_1'7 Est_Omit
rename `table1_1'8 Tot_Est
loc dPos "Coeff. > `at'"
loc dNeg "Coeff. < `at'"
loc dst_Low "Coeff. significantly below the `level'% conf. interval"
loc dst_Ins "Coeff. inside `level'% conf. interval (not significantly diff. from `at')"
loc dst_Up "Coeff. significantly above the `level'% conf. interval"
loc dTotal "Total number of valid estimations"
loc dEst_Omit "Number of estimations with omitted variables"
loc dTot_Est "Total number estimations"
loc list_var "Pos Neg st_Low st_Ins st_Up Total Est_Omit Tot_Est "
noi di as text " "
noi di as text " Valid Estimations decomposition:"
noi di as text "---------------------------------"
loc totm1 =`totest'+1
if `est_omit' !=0 {
noi di as text " Total estimations: " as result `totm1'
noi di as text " Total estimations excluding the baseline regression: " as result `totest'
noi di as text " Estimations excluded because of omitted variables: " as result `est_omit'
noi di as text " Valid estimations: " as result `totval'
}
if `est_omit' ==0 {
noi di as text " Total estimations: " as result `totm1'
noi di as text " Total estimations excluding the baseline regression: " as result `totest'
drop Est_Omit Tot_Est
loc dTotal "Total number of estimations"
label var Total "`dTotal'"
return local Total "`dTotal'"
loc list_var "Pos Neg st_Low st_Ins st_Up Total"
}
foreach v in `list_var' {
label var `v' "`d`v''"
return local `v' "`d`v''"
}
noi di as text " "
noi di as text " Acronyms description:"
noi di as text "----------------------"
foreach v in `list_var' {
noi di as text " `v': `d`v''"
}
noi di as text " "
noi di as text " Table 1 (values): Aggregate impact of iteration vars. on each main var."
noi di as text "------------------------------------------------------------------------"
mkmat `list_var' , matrix(`mtname') rownames(varname)
if "`noexcel'" == "" export excel using "`results'.xlsx", sheet("Table 1", modify) firstrow(varlabels) keepcellfmt
noi list, noobs table divider
replace Pos = round(Pos / Total *100, 0.1)
replace Neg = round(Neg / Total *100, 0.1)
replace st_Low = round(st_Low / Total *100, 0.1)
replace st_Ins = round(st_Ins / Total *100, 0.1)
replace st_Up = round(st_Up / Total *100, 0.1)
drop Total
if `est_omit' !=0 drop Est_Omit Tot_Est
noi di as text " "
noi di as text " Table 1 (percentages)"
noi di as text "----------------------"
noi list, noobs table divider
if "`noexcel'" == "" export excel using "`results'.xlsx", sheet("Table 2", modify) firstrow(varlabels) keepcellfmt
restore
}
end
* "_samregc_g1" SUBPROGRAM
capture program drop _samregc_g1
program define _samregc_g1, rclass
qui {
syntax anything [if], [path(string) replace level(real 95) at(real 0) graphtype(string) graphoptions(string) graphtitle_list(string) zt(string) ] [*]
loc vt =invnorm((100-`level')/200)
parse "`graphtitle_list'",parse(|)
loc ngrit=1
loc i=1
foreach var in `anything' {
loc graphtitle "``ngrit''"
sum v_`i'_b `if' , mean
loc rmin =r(min)
loc rmax =r(max)
* beta coefficient without iteration variables
loc beta0 = v_`i'_b[1]
* z or t statistic without iteration variables
loc zt0 = v_`i'_`zt'[1]
* Extend the range to include beta0
if `rmin' > `beta0' loc rmin = `beta0'
if `rmax' < `beta0' loc rmax = `beta0'
* include 0 in y-axis
kdensity v_`i'_b `if' & _n!=1, xline(`beta0') yscale(range(0)) xscale(range(`rmin' `rmax')) text(0 `beta0' "Coefficient without iteration variables", place(neast) orientation(vertical) ) xtitle("`graphtitle' coeff.") `graphoptions'
if "`graphtype'" == "gph" noi graph save "`path'/kdensity_b_`var'.`graphtype'", `replace'
else if "`graphtype'" != "" noi graph export "`path'/kdensity_b_`var'.`graphtype'", `replace' as(`graphtype')
loc lx =`at'+`vt'
loc ux =`at'-`vt'
sum v_`i'_`zt' `if', mean
loc rmin =r(min)
loc rmax =r(max)
* Extend the range to include interval + zt0
if `rmin' > `lx' loc rmin =`lx'
if `rmax' < `ux' loc rmax =`ux'
loc agrego_xline `" xline(`lx') xline(`ux') xline(`zt0') yscale(range(0)) xscale(range(`rmin' `rmax')) text(0 `lx' "`level'% lower conf. interval", place(neast) orientation(vertical) ) text(0 `ux' "`level'% upper conf. interval", place(nwest) orientation(vertical) ) text(0 `zt0' "`zt'-stat. without iteration variables", place(neast) orientation(vertical) )"'
* "
kdensity v_`i'_`zt' `if' & _n!=1, `agrego_xline' xtitle("`graphtitle' coeff.") `graphoptions'
if "`graphtype'" == "gph" noi graph save "`path'/kdensity_t_`var'.`graphtype'", `replace'
else if "`graphtype'" != "" noi graph export "`path'/kdensity_t_`var'.`graphtype'", `replace' as(`graphtype')
loc ++i
loc ngrit = `ngrit' +2
}
}
end
* "_samregc_scatterbt" SUBPROGRAM
capture program drop _samregc_scatterbt
program define _samregc_scatterbt, rclass
qui {
syntax anything [if], [path(string) replace level(real 95) at(real 0) graphtype(string) graphoptions(string) graphtitle_list(string) zt(string) ] [*]
loc vt =invnorm((100-`level')/200)
parse "`graphtitle_list'",parse(|)
loc ngrit=1
loc i=1
foreach var in `anything' {
loc graphtitle "``ngrit''"
* t or z statistic without iteration variables
loc b0 = v_`i'_b[1]
loc zt0 = v_`i'_`zt'[1]
loc lx =`at' + `vt'
loc ux =`at' - `vt'
if `zt0'<=`lx' loc ztpos "neast"
if `zt0'>`lx' loc ztpos "seast"
sum obs, mean
loc pos =r(min)
* Extend the range to include interval + zt0
sum v_`i'_`zt' `if', mean
loc rmin =r(min)
loc rmax =r(max)
if `rmin' > `lx' loc rmin =`lx'
if `rmax' < `ux' loc rmax =`ux'
* scatter of coeff.
twoway (scatter v_`i'_b obs `if' & order!=0, title(`graphtitle') ytitle("Coefficient values") legend(off) yline(`b0') text(`b0' `pos' "Coeff. without iteration variables", place(seast)) mfcolor(none)) , `graphoptions'
if "`graphtype'" == "gph" noi graph save "`path'/unbalanced_b_`var'.`graphtype'", `replace'
else if "`graphtype'" != "" noi graph export "`path'/unbalanced_b_`var'.`graphtype'", `replace' as(`graphtype')
* scatter of t/z statistic
loc add_yline `" yline(`lx') yline(`ux') yline(`zt0') yscale(range(`rmin' `rmax')) text(`lx' `pos' "`level'% lower c.i.", place(neast)) text(`ux' `pos' "`level'% upper c.i.", place(seast)) text(`zt0' `pos' "`zt'-stat. without iteration var.", place(`ztpos')) mfcolor(none) "'
* "
twoway (scatter v_`i'_`zt' obs `if' & order!=0, title(`graphtitle') `add_yline' ytitle("`zt'-statistic") legend(label(1 "`zt'-statistic"))) (lfit v_`i'_`zt' obs `if' & order!=0,legend(label(2 "Linear fit"))), `graphoptions'
if "`graphtype'" == "gph" noi graph save "`path'/unbalanced_`zt'_`var'.`graphtype'", `replace'
else if "`graphtype'" != "" noi graph export "`path'/unbalanced_`zt'_`var'.`graphtype'", `replace' as(`graphtype')
loc ++i
loc ngrit = `ngrit' +2
}
}
end
* "_samregc_g_sisters" SUBPROGRAM
capture program drop _samregc_g_sisters
program define _samregc_g_sisters, rclass
qui {
syntax anything [if], [path(string) replace level(real 95) at(real 0) graphtype(string) graphoptions(string) graphtitle_list(string) sisters(string) zt(string) ] [*]
loc vt = -invnorm((100-`level')/200)
parse "`graphtitle_list'",parse(|)
loc ngrit =1
loc i=1
foreach var in `anything' {
loc graphtitle "``ngrit''"
* t or z statistic without iteration variables (Benchmark)
loc zt0 = v_`i'_`zt'[1]
loc lx = `at' - `vt'
loc ux = `at' + `vt'
if `zt0'<=`lx' loc ztpos "neast"
if `zt0'>`lx' loc ztpos "seast"
sum obs, mean
loc pos =r(min)
* add range
sum v_`i'_`zt' `if', mean
loc rmin =r(min)
loc rmax =r(max)
* Extend the range to include sisters
sum v_`i'_`zt'SIS `if' & _n!=1, mean
if r(min) <`rmin' loc rmin=r(min)
if r(max) <`rmax' loc rmax=r(max)
* Extend the range to include interval + zt0
sum v_`i'_`zt' `if', mean
loc rmin =r(min)
loc rmax =r(max)
if `rmin' > `lx' loc rmin =`lx'
if `rmax' < `ux' loc rmax =`ux'
loc add_yline `" yline(`lx') yline(`ux') yline(`zt0') yscale(range(`rmin' `rmax')) text(`lx' `pos' "`level'% lower c.i.", place(neast)) text(`ux' `pos' "`level'% upper c.i.", place(seast)) text(`zt0' `pos' "`zt'-stat. without iteration var.", place(`ztpos')) "'
* "
*Arrow plot, color-coded for positive and negative changes
capture clonevar v_`i'_`zt'SIS = v_`i'_zSIS
if "`sisters'" == "scatter" | "`sisters'" == "both" {
twoway (scatter v_`i'_`zt' obs `if' & _n!=1, title(`graphtitle') pstyle(p1) `add_yline' ytitle("`zt'-statistic") legend(label(1 "With iteration variables")) mfcolor(none)) (scatter v_`i'_`zt'SIS obs `if', msymbol(T) pstyle(p2) legend(label(2 "Without iteration variables")) mfcolor(none)) (lfit v_`i'_`zt' obs, pstyle(p1) legend(label(3 "lfit: with iteration var."))) (lfit v_`i'_`zt'SIS obs, pstyle(p2) legend(label(4 "lfit: without iteration var."))), `graphoptions'
if "`graphtype'" == "gph" noi graph save "`path'/sisters_scatter_`var'.`graphtype'", `replace'
else if "`graphtype'" != "" noi graph export "`path'/sisters_scatter_`var'.`graphtype'", `replace' as(`graphtype')
}
if "`sisters'" == "pcarrow" | "`sisters'" == "both" {
twoway (pcarrow v_`i'_`zt'SIS obs v_`i'_`zt' obs `if' & v_`i'_`zt'SIS-v_`i'_`zt' <=0 & _n!=1, title(`graphtitle') legend(label(1 "Sister `zt'-stat < `zt'-stat")) ytitle("`zt'-statistic") `add_yline' mstyle(p3arrow) color(green) barbsize(1)) (pcarrow v_`i'_`zt'SIS obs v_`i'_`zt' obs `if' & v_`i'_`zt'SIS-v_`i'_`zt' >0 & _n!=1, `add_yline' color(maroon) barbsize(1) legend(label(2 "Sister `zt'-stat > `zt'-stat"))), `graphoptions'
if "`graphtype'" == "gph" noi graph save "`path'/sisters_pcarrow_`var'.`graphtype'", `replace'
else if "`graphtype'" != "" noi graph export "`path'/sisters_pcarrow_`var'.`graphtype'", `replace' as(`graphtype')
}
loc ++i
loc ngrit = `ngrit' +2
}
}
end
* "_samregc_MvTable" SUBPROGRAM
capture program drop _samregc_MvTable
program define _samregc_MvTable, rclass
qui {
syntax anything [if], [path(string) replace level(real 95) at(real 0) results(string) fixvar(string) unbalanced sisters(string) mtname(string) zt(string) obs_no_it(integer 0)] [*]
tokenize `mtname'
if "`sisters'" != "" loc altn "SIS"
if "`sisters'" == "" {
loc altn "BASE"
loc i=1
foreach var in `anything' {
gen v_`i'_`zt'BASE =v_`i'_`zt'[1]
gen v_`i'_bBASE =v_`i'_b[1]
loc ++i
}
}
keep `if'
loc vt = -invnorm((100-`level')/200)
loc ndrop =wordcount("`anything'")+wordcount("`fixvar'")
loc lx = round(`at' - `vt',0.01)
loc ux = round(`at' + `vt',0.01)
loc i=1
foreach var in `anything' {
preserve
* Range changes: significant to non-significant
gen aux_`zt'lost = 0
* Positive changes
replace aux_`zt'lost = 1 if v_`i'_`zt'`altn' < `lx' & (v_`i'_`zt' >= `lx' & v_`i'_`zt' <= `ux')
* Negative changes
replace aux_`zt'lost = 2 if v_`i'_`zt'`altn' > `ux' & (v_`i'_`zt' >= `lx' & v_`i'_`zt' <= `ux')
* Never significant
replace aux_`zt'lost = 3 if (v_`i'_`zt'`altn' >= `lx' & v_`i'_`zt'`altn' <= `ux') & (v_`i'_`zt' >= `lx' & v_`i'_`zt' <= `ux')
* t-statistic changes
gen aux_`zt'changes = 0
* Increase
replace aux_`zt'changes = 1 if v_`i'_`zt'>v_`i'_`zt'`altn'
* Decrease
replace aux_`zt'changes = 2 if v_`i'_`zt'<=v_`i'_`zt'`altn'
* Significant t-statistic changes
gen aux_`zt'sig = 0
* Significant increase
replace aux_`zt'sig = 1 if abs(v_`i'_`zt'-v_`i'_`zt'`altn') >= `vt'/2 & v_`i'_`zt'<0 & (v_`i'_`zt'>v_`i'_`zt'`altn')
* Significant decrease
replace aux_`zt'sig = 2 if abs(v_`i'_`zt'-v_`i'_`zt'`altn') >= `vt'/2 & v_`i'_`zt'>=0 & (v_`i'_`zt'<=v_`i'_`zt'`altn')
* no significant on NIT/SIS
gen aux_`zt'nosig = 1 if (v_`i'_`zt'`altn' >= `lx' & v_`i'_`zt'`altn' <= `ux')
foreach v of varlist aux_`zt'lost aux_`zt'sig aux_`zt'nosig {
replace `v' =. if v_`i'_`zt' ==0 | v_`i'_`zt' ==.
replace `v' =. if v_`i'_`zt'`altn' ==0 | v_`i'_`zt'`altn' ==.
}
gen nreglostsig =1 if aux_`zt'lost !=.
replace nreglostsig =2 if aux_`zt'sig !=.
replace nreglostsig =3 if aux_`zt'nosig !=.
count if nreglostsig!=.
loc tot =r(N)
if `tot' == 0 {
noi di as text "----------------------------------------------------"
noi di as text " `var': No iterations "
noi di as text "----------------------------------------------------"
restore
loc ++i
continue
}
drop nvar
tempfile aux
save `aux', replace
* drop main and fix variables
forvalues f =1/`ndrop' {
drop v_`f'_`zt'
drop v_`f'_b
cap drop v_`f'_`zt'`altn'
cap drop v_`f'_b`altn'
}
loc listav ""
foreach cvar of varlist *_`zt' {
loc listav "`listav' `cvar'"
replace `cvar' =1 if `cvar'!=0 & `cvar'!=.
}
merge 1:1 order using `aux'
drop if _merge ==1
drop if _merge ==2
drop _merge order
loc nv = wordcount("`listav'")
tempname lv
mat `lv' =J(`nv',14,.)
if "`unbalanced'" != "" mat `lv' =J(`nv',18,.)
loc j=1
foreach sv of varlist `listav' {
* numero de veces que se incluye la variable de iteracion `sv'
* Number of estim. where the iteration variable is included
sum `sv', mean
mat `lv'[`j',1]=r(sum)
* numero de veces que se incluye la iter var `sv' + changes from signif. to not signif.
* Number of estim. where the iteration var. renders the main var. not significant
sum `sv' if aux_`zt'lost ==1 | aux_`zt'lost ==2, mean
mat `lv'[`j',2]=r(sum)
* numero de veces que se incluye la iter var `sv' + positive changes from signif. to not signif.
sum `sv' if aux_`zt'lost ==1, mean
mat `lv'[`j',3]=r(sum)
* numero de veces que se incluye la iter var `sv' + negative changes from signif. to not signif.
sum `sv' if aux_`zt'lost ==2, mean
mat `lv'[`j',4]=r(sum)
* numero de veces que se incluye la iter var `sv' + MV no significant without ItV
sum `sv' if aux_`zt'nosig ==1, mean
mat `lv'[`j',5]=r(sum)
* numero de veces que se incluye la iter var `sv' + never significant
sum `sv' if aux_`zt'lost ==3, mean
mat `lv'[`j',6]=r(sum)
* numero de veces que se incluye la iter var `sv' + Increase
sum `sv' if aux_`zt'changes ==1, mean
mat `lv'[`j',7]=r(sum)
* numero de veces que se incluye la iter var `sv' + Decrease
sum `sv' if aux_`zt'changes ==2, mean
mat `lv'[`j',8]=r(sum)
* numero de veces que se incluye la iter var `sv' + Significant increase
sum `sv' if aux_`zt'sig ==1, mean
mat `lv'[`j',9]=r(sum)
* numero de veces que se incluye la iter var `sv' + Significant decrease
sum `sv' if aux_`zt'sig ==2, mean
mat `lv'[`j',10]=r(sum)
*Average coefficient of main variable where iteration variable is included
sum v_`i'_b if `sv' ==1, mean
mat `lv'[`j',11]=r(mean)
*SIS: Average coefficient of main variable on Sister Estimations
*NIT: Coefficient of main variable without iteration variables
sum v_`i'_b`altn' if `sv' ==1, mean
mat `lv'[`j',12]=r(mean)
*Average `zt'-statistic of main variable where iteration variable is included
sum v_`i'_`zt' if `sv' ==1, mean
mat `lv'[`j',13]=r(mean)
*SIS: Average `zt'-statistic of main variable on Sister Estimations
*NIT: `zt'-statistic of main variable without iteration variables
sum v_`i'_`zt'`altn' if `sv' ==1 , mean
mat `lv'[`j',14]=r(mean)
if "`unbalanced'" != "" {
sum obs if `sv'!=., mean
*Average number of observations where the iteration variable is included
mat `lv'[`j',15]=r(mean)
*Minimun number of observations where the iteration variable is included
mat `lv'[`j',16]=r(min)
*Maximun number of observations where the iteration variable is included
mat `lv'[`j',17]=r(max)
*Number of observations with no iteration variables
mat `lv'[`j',18]=`obs_no_it'
}
loc ++j
}
keep `listav'
d, replace clear
count
loc tt=r(N)
forvalues j =1 / `tt' {
loc name_`j' =varlab[`j']
}
drop _all
svmat `lv'
gen varname = ""
loc j=1
forvalues j =1 / `tt' {
replace varname = strreverse(substr(strreverse("`name_`j''"), 8,.)) in `j'
}
order varname, first
* drop Constant
drop if substr(varname,1,8) == "Constant"
rename `lv'1 TotEst
loc dTotEst "Total number of reg. where the iteration var. is included"
rename `lv'2 SigToNonSig
loc dSigToNonSig "No. of reg. where iteration var. makes main var. non-significant"
rename `lv'3 PosToNonSig
loc dPosToNonSig "No. of reg. where main var. coef. > 0 & sig. turns non-sig. w/ iter. var."
rename `lv'4 NegToNonSig
loc dNegToNonSig "No. of reg. where main var. coef. < 0 & sig. turns non-sig. w/ iter. var."
if "`sisters'" != "" {
rename `lv'5 SisBaseNonSig
loc dSisBaseNonSig "No. of sister baseline reg. w/ non-significant main var. coef."
}
if "`sisters'" == "" drop `lv'5
rename `lv'6 BothNonSig
if "`sisters'" != "" loc dBothNonSig "No. of reg. w/ non-sig. main var. coef. with & without (sister) iter. var."
if "`sisters'" == "" loc dBothNonSig "No. of reg. w/ non-sig. main var. coef. with & without (baseline) iter. var."
rename `lv'7 PosTImpact
loc dPosTImpact "No. of reg. where iter. var. increases main var. `zt'-stat."
rename `lv'8 NegTImpact
loc dNegTImpact "No. of reg. where iter. var. decreases main var. `zt'-stat."
loc rvt =round(`vt',0.001)
rename `lv'9 SigPosTImpact
loc dSigPosTImpact "No. reg. w/ main var. `zt'-stat increases > 1.96 due to iter. var."
rename `lv'10 SigNegTimpact
loc dSigNegTimpact "No. reg. w/ main var. `zt'-stat decreases > 1.96 due to iter. var."
rename `lv'11 AvgBeta
loc dAvgBeta "Average coef. of main var. where iter. var. is included"
if "`sisters'" != "" {
rename `lv'12 AvgBeta`altn'
loc dAvgBetaSIS "Average coef. of main var. in sister reg."
}
if "`sisters'" == "" {
rename `lv'12 BaseBeta
loc dBaseBeta "Main var. coef. in the Baseline regression."
}
rename `lv'13 Avg_`zt'
loc dAvg_`zt' "Average `zt'-stat. of main var. where iter. var. is included"
if "`sisters'" != "" {
rename `lv'14 Avg_`zt'_`altn'
loc dAvg_`zt'_`altn' "Average `zt'-stat. of main var. in sister reg."
}
if "`sisters'" == "" {
rename `lv'14 Base_`zt'
loc dBase_`zt' "Average `zt'-stat. of main var. in the Baseline regression."
}
label var varname "Variable Name"
loc list_unb ""
if "`unbalanced'" != "" {
rename `lv'15 AvgIterVarObs
loc dAvgIterVarObs "Average No. of observations where iter. var. is included"
rename `lv'16 MinIterVarObs
loc dMinIterVarObs "Minimun No. of observations where iter. var. is included"
rename `lv'17 MaxIterVarObs
loc dMaxIterVarObs "Maximun No. of observations where iter. var. is included"
rename `lv'18 BaseObs
loc dBaseObs "Number of observations in the baseline regression"
loc list_unb "AvgIterVarObs MinIterVarObs MaxIterVarObs BaseObs"
}
if "`sisters'" != "" loc list_var "TotEst SigToNonSig NegToNonSig PosToNonSig SisBaseNonSig BothNonSig PosTImpact NegTImpact SigPosTImpact SigNegTimpact AvgBeta AvgBeta`altn' Avg_`zt' Avg_`zt'_`altn' `list_unb'"
if "`sisters'" == "" loc list_var "TotEst SigToNonSig NegToNonSig PosToNonSig BothNonSig PosTImpact NegTImpact SigPosTImpact SigNegTimpact AvgBeta BaseBeta Avg_`zt' Base_`zt'"
return local list_var_des "`list_var'"
foreach v in `list_var' {
label var `v' "`d`v''"
return local `v' "`d`v''"
}
gen aux = -SigToNonSig
sort aux, stable
drop aux
loc a =ustrtoname("`var'")
noi di as text "------------------------------------------------------------------------------------------"
noi di as text " `var': "
noi di as text " Matrix with detailed results showing how each individual iteration variable affects `var'"
if "`noexcel'" == "" noi di as text " was stored as r(`a'_Table) and included as a new sheet the Excel report"
if "`noexcel'" != "" noi di as text " was stored as r(`a'_Table)"
noi di as text "------------------------------------------------------------------------------------------"
mkmat `list_var', matrix(``i'') rownames(varname)
if "`noexcel'" == "" {
capture export excel using "`results'.xlsx", sheet("`var' List", modify) firstrow(varlabels) keepcellfmt
if _rc != 0 {
no di as text "Variable name `var' is too long, list of interaction covariates exported in csv format"
export delimited using "`var'_List.csv", datafmt `replace'
}
}
restore
loc ++i
}
}
end