/* spregxt *! VERSION 1.0 12/07/2016 */ VERSION 11.0 INCLUDE _std_xlarge DEFINE _dlght 475 INCLUDE header HELP hlp1, view("help spregxt") RESET res1 SCRIPT PREINIT BEGIN program parseMessage script se_createAsGEE END SCRIPT show_xtset BEGIN create STRING note note.setvalue `"For a population-averaged model,"' note.append `" correlation structures other than"' note.append `" "exchangeable" and "independent""' note.append `" require that a time variable be specified."' note.withvalue create CHILD xtset, message(`"" " `"@"'"') END SCRIPT svy_is_on BEGIN script max_setDefaultNoLog END SCRIPT svy_is_off BEGIN script max_setDefaultLog END DIALOG main, label("spregXT- Spatial Panel Econometric Regression Models: Stata Module Toolkit") /// tabtitle("Main") BEGIN BUTTON bu_xtset _xsetbu _top _setbuwd ., /// onpush(script show_xtset) /// label("Panel settings...") BUTTON bu_mi_xtset _xsetbu _top _setbuwd ., /// onpush("view dialog mi_xtset") /// label("Panel settings...") TEXT tx_cmd1 _lft _top 100 ., /// label("Model:") TEXT tx_cmd2 130 @ 100 ., /// label("Run:") TEXT tx_cmd3 270 @ 100 ., /// label("# Cross Section:") COMBOBOX cb_cmd1 _lft _ss 100 ., /// label("Model") /// contents(cmd1_con ) /// value(cmd11_con) option(model) /// onselchangelist(cmd1_sel ) dropdownlist COMBOBOX cb_cmd2 130 @ 100 ., /// label("Run") /// contents(cmd2_con ) /// value(cmd22_con) option(run) /// onselchangelist(cmd2_sel ) dropdownlist EDIT ed_cmd3 270 @ 100 ., /// option("nc") /// label("Cross Section") TEXT tx_fn1 _lft _ls 530 ., /// label("Spatial Cross Section Weight Matrix File Name (dta)") FILE fi_fn1 _lft _ss 530 ., /// label("Brows...") /// option("wmfile") /// filter("Stata dta File (*.dta)|*.dta|All (*.*)|*.*") /// defext(dta) GROUPBOX gb_group1 _lft _ss _iwd _ht9 , 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 @ _ss @ ., option("noconstant") /* */ label("No Constant") TEXT tx_vary2 _ilft _ss 170 ., /// label("Endogenous Variables (GS2SLS)") TEXT tx_varz2 200 @ 250 ., /// label("Instrumental Variables (GS2SLS):") VARLIST vl_vary2 _ilft _ss 170 ., /// label("Endogenous Variables (GS2SLS)") /// option(endogs) VARLIST vl_varz2 200 @ 330 ., /// label("Instrumental Variables (GS2SLS)") /// option(insts) TEXT tx_aux _ilft _ls 250 ., /// label("Auxiliary Variables") TEXT tx_mhet 280 @ 250 ., /// label("Heteroscedasticity Variables") VARLIST vl_aux _ilft _ss 250 ., /// label("Auxiliary Variables") /// option(aux) VARLIST vl_mhet 280 @ 250 ., /// label("Heteroscedasticity Variables") /// option(mhet) */ CHECKBOX ck_optdst _lft _ls _iwd _ht1 , /// groupbox /// onclickon(script ck_dist_on) /// onclickoff(script ck_dist_off) /// label("Distribution:") RADIO rb_norm _ilft _ss 100 ., /* */ label("Normal") /* */ clickon(program main_gmm_on) /* */ first /* */ option("dist(norm)") /* */ RADIO rb_exp 120 @ 100 ., /* */ label("Exponential") /* */ clickon(program main_gmm_on) /* */ option("dist(exp)") /* */ RADIO rb_weib 220 @ 100 ., /* */ label("Weibull") /* */ clickon(program main_gmm_on) /* */ last /* */ option("dist(weib)") /* */ CHECKBOX ck_mfx _lft _ls _iwd _ht2 , /// groupbox /// onclickon(script ck_mfx_on) /// onclickoff(script ck_mfx_off) /// label("Spatial Autocorrelation Coef. Type: " " " " " " Total, Direct, and Indirect Marginal Effects - Elasticities:") RADIO rb_sprho _ilft _ss 80 ., /* */ label("Rho") /* */ first /* */ option("spar(rho)") /* */ DEFINE y @y RADIO rb_splam 100 y @ ., /* */ label("Lambda") /* */ clickon(program main_gmm_on) /* */ last /* */ option("spar(lam)") /* */ RADIO rb_lin 230 y 100 ., /* */ label("Linear") /* */ first /* */ option("mfx(lin)") /* */ RADIO rb_log 300 y @ ., /* */ label("Log-Log") /* */ last /* */ option("mfx(log)") /* */ CHECKBOX ck_tolog 390 y 120 ., option("tolog") /* */ label("Log Transform Varlist") /* */ CHECKBOX ck_mod32 _lft _xls _iwd _ht5 , /// groupbox /// onclickon(script ck_mod32_on) /// onclickoff(script ck_mod32_off) /// label("Standardized Weight Matrix Type:") RADIO rb_ws1 _ilft _ss 300 ., /* */ label("Standardized Weight Matrix - (W)") /* */ first /* */ option("stand") /* */ RADIO rb_ws2 _ilft _ss 300 ., /* */ label("Inverse Standardized Weight Matrix - (1/W)") /* */ option("stand inv") /* */ RADIO rb_ws3 _ilft _ss 300 ., /* */ label("Inverse Squared Standardized Weight Matrix - (1/W^2)") /* */ last /* */ option("stand inv2") /* */ END DIALOG est1, tabtitle("Tests") BEGIN CHECKBOX ck_option1 _lft _top _ibwd _ht30 , /// groupbox /// onclickon(script ck_mod1_on) /// onclickoff(script ck_mod1_off) /// label("Tests:") CHECKBOX ck_tests _ilft _ss 350 ., option("tests") /* */ label("Display ALL Tests") CHECKBOX ck_lmspac _ilft _ss 350 ., option("lmspac") /* */ label("Spatial Autocorrelation Tests") CHECKBOX ck_lmauto _ilft _ss 350 ., option("lmauto") /* */ label("Serial Autocorrelation Tests") CHECKBOX ck_lmhet _ilft _ss 350 ., option("lmhet") /* */ label("Heteroscedasticity Tests") CHECKBOX ck_lmnorm _ilft _ss 350 ., option("lmnorm") /* */ label("Non Normality Tests") CHECKBOX ck_lmec _ilft _ss 350 ., option("lmec") /* */ label("Error Component Tests") CHECKBOX ck_lmunit _ilft _ss 350 ., option("lmunit") /* */ label("Unit Root Tests") CHECKBOX ck_reset _ilft _ss 350 ., option("reset") /* */ label("REgression Specification Error Tests (RESET)") CHECKBOX ck_diag _ilft _ss 350 ., option("diag") /* */ label("Model Selection Diagnostic Criteria") CHECKBOX ck_lmiden _ilft _ss 350 ., option("lmiden") /* */ label("Identification Restrictions LM Tests") CHECKBOX ck_hausman _ilft _ss 350 ., option("hausman") /* */ label("Hausman Fixed-Effects Tests") CHECKBOX ck_lmform _ilft _ss 350 ., option("lmform") /* */ label("Linear vs Log-Linear Functional Form Tests") CHECKBOX ck_lmcl _ilft _ss 350 ., option("lmcl") /* */ label("Multicollinearity Diagnostic Tests") CHECKBOX ck_dn _ilft _ss 350 ., option("dn") /* */ label("dn: Use (N) divisor instead of (N-K) for Degrees of Freedom (DF)") CHECKBOX ck_pmfx _ilft _ss 350 ., option("pmfx") /* */ label("pmfx: Print Marginal Effects P-Values") CHECKBOX ck_lagw _lft _xls _ibwd _ht6 , /// groupbox /// onclickon(script ck_lagw_on) /// onclickoff(script ck_lagw_off) /// label("Initial Values:") CHECKBOX ck_inrho _ilft _ms 100 ., /* */ clickon("gaction est1.sp_inrho.enable") /* */ clickoff("gaction est1.sp_inrho.disable") SPINNER sp_inrho _cksep @ 50 ., /* */ min(0) max(1) default(0.1) /* */ option("inrho") /* */ label("inrho") TEXT tx_inrho 95 @ _sprb ., /* */ label("Rho") DEFINE y @y CHECKBOX ck_inlam 140 y 100 ., /* */ clickon("gaction est1.sp_inlam.enable") /* */ clickoff("gaction est1.sp_inlam.disable") SPINNER sp_inlam _cksep @ 50 ., /* */ min(0) max(1) default(0.1) /* */ option("inlambda") /* */ label("inlambda") TEXT tx_inlam 215 @ _sprb ., /* */ label("Lambda") */ CHECKBOX ck_lag 310 @ 100 ., /* */ clickon("gaction est1.sp_lag.enable") /* */ clickoff("gaction est1.sp_lag.disable") SPINNER sp_lag _cksep @ 50 ., /* */ min(1) max(7) default(1) /* */ option("lag") /* */ label("Lag") TEXT tx_lag 390 @ _sprb ., /* */ label("Lag") */ CHECKBOX ck_ord _ilft _ls 100 ., /* */ clickon("gaction est1.sp_ord.enable") /* */ clickoff("gaction est1.sp_ord.disable") SPINNER sp_ord _cksep @ 50 ., /* */ min(1) max(4) default(1) /* */ option("order") /* */ label("Order") TEXT tx_ord 95 @ _sprb ., /* */ label("Order") DEFINE y @y CHECKBOX ck_gmm 140 y 100 ., /* */ clickon("gaction est1.sp_gmm.enable") /* */ clickoff("gaction est1.sp_gmm.disable") SPINNER sp_gmm _cksep @ 50 ., /* */ min(1) max(3) default(1) /* */ option("gmm") /* */ label("GMM") TEXT tx_wlag 215 @ _sprb ., /* */ label("GMM") CHECKBOX ck_nw 310 @ 100 ., /* */ clickon("gaction est1.sp_nw.enable") /* */ clickoff("gaction est1.sp_nw.disable") SPINNER sp_nw _cksep @ 50 ., /* */ min(1) max(4) default(1) /* */ option("nwmat") /* */ label("nwmat") TEXT tx_nw 390 @ _sprb ., /* */ label("NWmat") */ END DIALOG est2, tabtitle("Option1") BEGIN CHECKBOX ck_model21 5 _top _ibwd _ht1 , /// groupbox /// onclickon(script ck_mod21_on) /// onclickoff(script ck_mod21_off) /// label("Effects Type: model(gs2sls, gs2slsar) run(xtregar)") RADIO rb_re _ilft _ss 170 ., /// label("Random-Effects (RE)") /// onclickon(script re_opts) /// first /// option(re) RADIO rb_be _ilft3_2 @ @ ., /// label("Between-Effects (BE)") /// onclickon(script be_opts) /// option(be) RADIO rb_fe _ilft3_3 @ @ ., /// label("Fixed-Effects (FE)") /// onclickon(script fe_opts) /// last /// option(fe) CHECKBOX ck_model22 5 _ls _ibwd _ht6 , /// groupbox /// onclickon(script ck_mod22_on) /// onclickoff(script ck_mod22_off) /// label("Panels: Error Structure Across Panels - run(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_model23 5 _xls _ibwd _ht8 , /// groupbox /// onclickon(script ck_mod23_on) /// onclickoff(script ck_mod23_off) /// label("corr: Autocorrelation within Panels - run(xtgls, xtpcse, xtregar):") RADIO rb_cind _ilft _ss _iwd ., /* */ label("Independent: No Autocorrelation within Panels") /* */ first /* */ option("corr(independent)") /* */ 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") /* */ option("corr(psar1)") RADIO rb_ccorr @ _ss @ ., /* */ label("corr: Autocorrelation within Panels run(xtpa)") /* */ last /* */ option("corr(corr)") CHECKBOX ck_model24 5 _xls _ibwd _ht6 , /// groupbox /// onclickon(script ck_mod24_on) /// onclickoff(script ck_mod24_off) /// label("Rho Method - run(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)") /* */ CHECKBOX ck_gmm2 5 _xls _ibwd _ht2 , /// groupbox /// onclickon(script ck_gmm2_on) /// onclickoff(script ck_gmm2_off) /// label("GMM-Type Instruments for Difference Equation - run(xtdpd):") TEXT tx_dgmm _ilft _ss 450 ., /// label("dgmm") VARLIST vl_dgmm _ilft @ 450 ., /// label("dgmm") /// option(dgmmiv) END DIALOG est3, tabtitle("Option2") BEGIN CHECKBOX ck_option2 _lft _top 400 ., /// onclickon(script ck_mod31_on) /// onclickoff(script ck_mod31_off) /// label("OLSXT/LAGXT/DURXT/GS2SLS Additional Options:") CHECKBOX ck_igls _ilft _ss 400 ., option("igls") /* */ label("igls: run(xtgls) iterated GLS instead of Two-Step GLS") CHECKBOX ck_twostep _ilft _ss 400 ., option("twostep") /* */ label("twostep: run(xtregar, xtdpd) Two-Step Estimates") CHECKBOX ck_ec2sls _ilft _ss 400 ., option("ec2sls") /* */ label("ec2sls: model(gs2sls, gs2slsar) Baltagi EC2SLS Random-Effects (RE) Model") CHECKBOX ck_nosa _ilft _ss 400 ., option("nosa") /* */ label("nosa: model(gs2sls, gs2slsar) Baltagi-Chang VC instead of Swamy-Arora") CHECKBOX ck_coll _ilft _ss 400 ., option("coll") /* */ label("coll: Keep Collinear Variables") CHECKBOX ck_cost _ilft _ss 400 ., option("cost") /* */ label("cost: run(xtfrontier) Cost Frontier instead of Production Function") CHECKBOX ck_te _ilft _ss 400 ., option("te") /* */ label("te: run(xtfrontier) List Confidence Intervals for Technical Efficiency Estimates") CHECKBOX ck_ti _ilft _ss 400 ., option("ti") /* */ label("ti: run(xtfrontier) Time-Invariant Model") CHECKBOX ck_tvd _ilft _ss 400 ., option("tvd") /* */ label("tvd: run(xtfrontier) Time-Varying Decay Model") CHECKBOX ck_hetonly _ilft _ss 400 ., option("hetonly") /* */ label("hetonly: run(xtpcse) assume Panel-Level Heteroscedastic Errors") CHECKBOX ck_nolog _ilft _ss 400 ., option("nolog") /* */ label("nolog: Suppress Iteration of Log Likelihood") CHECKBOX ck_robust _ilft _ss 400 ., option("robust") /* */ label("robust: model(sar, sdm, spgmm, gs2sls) Huber-White Standard Errors") CHECKBOX ck_tobit _ilft _ss 400 ., option("tobit") /* */ label("tobit: run(xttobit) LR Test comparing against Pooled Tobit") CHECKBOX ck_noskip _ilft _ss 400 ., option("noskip") /* */ label("noskip: run(xttobit) Likelihood-Ratio test") CHECKBOX ck_zero _ilft _ss 400 ., option("zero") /* */ label("zero: Convert Missing Values Observations to Zero") TEXT tx_predict _ilft _ls 90 ., /// label("Predicted Variable") TEXT tx_resid 130 @ 90 ., /// label("Residuals Variable") TEXT tx_inst 230 @ 150 ., /// label("Instrumental Variables") TEXT tx_diff 390 @ 130 ., /// label("Differenced Variables") VARNAME vn_predict _ilft _ss 90 ., /// label("predict") /// option(predict) VARNAME vn_resid 130 @ 90 ., /// label("resid") /// option(resid) VARLIST vl_inst 230 @ 150 ., /// label("inst") /// option(inst) VARLIST vl_diff 390 @ 130 ., /// label("diff") /// option(diff) GROUPBOX gb_opt1 _lft _ls _ibwd _ht4 , /// label("Create Cross Section/Time Series Dummy Variables (Prefix)") EDIT ed_dumcs _ilft _ss 100 ., /* */ label("dumcs") /* */ option("dumcs") TEXT tx_dumcs 130 @ 300 ., /* */ label("Cross Section Dummy Variables Prefix") EDIT ed_dumts _ilft _ms 100 ., /* */ label("dumts") /* */ option("dumts") TEXT tx_dumts 130 @ 300 ., /* */ label("Time Series Dummy Variables Prefix") */ END DIALOG est4, tabtitle("Ridge/Weight") BEGIN CHECKBOX ck_ridgero _lft _top _ibwd _ht8 , /// groupbox /// onclickon(script ck_ridger_on) /// onclickoff(script ck_ridger_off) /// label("Ridge Regression Panel Data:") RADIO rb_orr _ilft _ss _iwd ., /// option("ridge(orr)") /// first /// label("ORR - Ordinary Ridge Regression") /// onclickon(script kridge_on) EDIT ed_ridge 250 @ 70 ., /* */ label("Ridge Value") /* */ option("kr") TEXT tx_ridge 330 @ 100 ., /* */ label("Ridge Value") /* */ RADIO rb_grr1 _ilft _ss 300 ., /* */ label("GRR1 - Generalized Ridge Regression") /* */ onclickon(script kridge_off) /* */ option("ridge(grr1)") /* */ RADIO rb_grr2 _ilft _ss 300 ., /* */ label("GRR2 - Iterative Generalized Ridge Regression") /* */ onclickon(script kridge_off) /* */ option("ridge(grr2)") /* */ RADIO rb_grr3 _ilft _ss 300 ., /* */ label("GRR3 - Adaptive Generalized Ridge Regression") /* */ onclickon(script kridge_off) /* */ last /* */ option("ridge(grr3)") /* */ CHECKBOX ck_model4 _lft _xls _ibwd _ht24 , /// groupbox /// onclickon(script ck_model4_on) /// onclickoff(script ck_model4_off) /// label("Weighted Variable Type:") TEXT tx_wv _ilft _ss 140 ., /// label("Weighted Variable (X)") VARNAME vn_wv _ilft _ss 140 ., /// ts /// label("Weighted Variable") /// option("wvar") RADIO rb_w1 _ilft _ls 300 ., /* */ onclickon(script vn_off) /* */ label("Yh - Predicted Value (Default)") /* */ first /* */ option("weights(yh)") /* */ RADIO rb_w2 _ilft _ss 300 ., /* */ onclickon(script vn_off) /* */ label("Yh^2 - Predicted Value Squared") /* */ option("weights(yh2)") /* */ RADIO rb_w3 _ilft _ss 300 ., /* */ onclickon(script vn_off) /* */ label("abs(E) - Residual Absolute Value") /* */ option("weights(abse)") /* */ RADIO rb_w4 _ilft _ss 300 ., /* */ onclickon(script vn_off) /* */ label("E^2 - Residual Squared") /* */ option("weights(e2)") /* */ RADIO rb_w5 _ilft _ss 300 ., /* */ onclickon(script vn_off) /* */ label("log(E^2) - Log Residual Squared") /* */ option("weights(le2)") /* */ RADIO rb_w6 _ilft _ls 300 ., /* */ onclickon(script vn_on) /* */ label("(X) Variable") /* */ option("weights(x)") /* */ RADIO rb_w7 _ilft _ss 300 ., /* */ onclickon(script vn_on) /* */ label("(1/X) Inverse Variable") /* */ option("weights(xi)") /* */ RADIO rb_w8 _ilft _ss 300 ., /* */ onclickon(script vn_on) /* */ label("(X^2) Squared Variable") /* */ option("weights(x2)") /* */ RADIO rb_w9 _ilft _ss 300 ., /* */ onclickon(script vn_on) /* */ label("(1/X^2) Inverse Squared Variable") /* */ last /* */ option("weights(xi2)") /* */ END LIST cmd1_con BEGIN " " sar sem sdm sac -------------- mstar mstard -------------- gwr -------------- spgmm -------------- gs2sls gs2slsar -------------- olsxt lagxt durxt END LIST cmd11_sel BEGIN sar sem sdm sac mstar mstard gwr spgmm gs2sls gs2slsar olsxt lagxt durxt END LIST cmd2_con BEGIN " " ols -------------- xtbe xtbem xtfe xtfem xtwe xtpa -------------- xtam xtbn xthh xtmle xtrc xtre xtrem xtsa xttb xtwh -------------- xtmln xtmlh -------------- xtfm xtgls xtkmhomo xtkmhet1 xtkmhet2 xtparks -------------- xtmg xtpcse xtregar -------------- xtabond xtdhp xtdpd xtdpdsys -------------- xtfrontier xttobit END LIST cmd22_sel BEGIN " " ols xtbe xtbem xtfe xtfem xtwe xtpa xtam xtbn xthh xtmle xtrc xtre xtrem xtsa xttb xtwh xtmln xtmlh xtfm xtgls xtkmhomo xtkmhet1 xtkmhet2 xtparks xtmg xtpcse xtregar xtabond xtdhp xtdpd xtdpdsys xtfrontier xttobit END SCRIPT ck_dist_on BEGIN main.rb_norm.enable main.rb_exp.enable main.rb_weib.enable END SCRIPT ck_dist_off BEGIN main.rb_norm.disable main.rb_exp.disable main.rb_weib.disable END SCRIPT ck_mfx_on BEGIN main.rb_sprho.enable main.rb_splam.enable main.rb_lin.enable main.rb_log.enable END SCRIPT ck_mfx_off BEGIN main.rb_sprho.disable main.rb_splam.disable main.rb_lin.disable main.rb_log.disable END SCRIPT ck_lagw_on BEGIN est1.ck_inrho.enable est1.ck_inlam.enable est1.ck_lag.enable est1.ck_ord.enable est1.ck_gmm.enable est1.ck_nw.enable END SCRIPT ck_lagw_off BEGIN est1.ck_inrho.disable est1.ck_inlam.disable est1.ck_lag.disable est1.ck_ord.disable est1.ck_gmm.disable est1.ck_nw.disable END SCRIPT ck_mod1_on BEGIN est1.ck_lmspac.enable est1.ck_lmauto.enable est1.ck_lmhet.enable est1.ck_lmnorm.enable est1.ck_lmform.enable est1.ck_lmcl.enable est1.ck_lmec.enable est1.ck_lmunit.enable est1.ck_reset.enable est1.ck_diag.enable est1.ck_lmiden.enable est1.ck_hausman.enable est1.ck_tests.enable est1.ck_dn.enable est1.ck_pmfx.enable END SCRIPT ck_mod1_off BEGIN est1.ck_lmspac.disable est1.ck_lmauto.disable est1.ck_lmhet.disable est1.ck_lmnorm.disable est1.ck_lmec.disable est1.ck_lmform.disable est1.ck_lmcl.disable est1.ck_lmunit.disable est1.ck_reset.disable est1.ck_diag.disable est1.ck_lmiden.disable est1.ck_hausman.disable est1.ck_tests.disable est1.ck_dn.disable est1.ck_pmfx.disable END SCRIPT ck_mod21_on BEGIN est2.rb_re.enable est2.rb_be.enable est2.rb_fe.enable END SCRIPT ck_mod21_off BEGIN est2.rb_re.disable est2.rb_be.disable est2.rb_fe.disable END SCRIPT ck_mod22_on BEGIN est2.rb_piid.enable est2.rb_phet.enable est2.rb_pcorr.enable END SCRIPT ck_mod22_off BEGIN est2.rb_piid.disable est2.rb_phet.disable est2.rb_pcorr.disable END SCRIPT ck_mod23_on BEGIN est2.rb_cind.enable est2.rb_car1.enable est2.rb_cpsar1.enable est2.rb_ccorr.enable END SCRIPT ck_mod23_off BEGIN est2.rb_cind.disable est2.rb_car1.disable est2.rb_cpsar1.disable est2.rb_ccorr.disable END SCRIPT ck_mod24_on BEGIN est2.rb_reg.enable est2.rb_freg.enable est2.rb_dw.enable est2.rb_nagar.enable est2.rb_theil.enable est2.rb_tscorr.enable END SCRIPT ck_mod24_off BEGIN est2.rb_reg.disable est2.rb_freg.disable est2.rb_dw.disable est2.rb_nagar.disable est2.rb_theil.disable est2.rb_tscorr.disable END SCRIPT ck_gmm2_on BEGIN est2.vl_dgmm.enable END SCRIPT ck_gmm2_off BEGIN est2.vl_dgmm.disable END SCRIPT ck_mod31_on BEGIN est3.ck_igls.enable est3.ck_twostep.enable est3.ck_ec2sls.enable est3.ck_nosa.enable est3.ck_coll.enable est3.ck_cost.enable est3.ck_te.enable est3.ck_ti.enable est3.ck_tvd.enable est3.ck_hetonly.enable est3.ck_nolog.enable est3.ck_robust.enable est3.ck_tobit.enable est3.ck_noskip.enable est3.ck_zero.enable est3.vn_predict.enable est3.vn_resid.enable est3.vl_inst.enable est3.vl_diff.enable est3.ed_dumcs.enable est3.ed_dumts.enable END SCRIPT ck_mod31_off BEGIN est3.ck_igls.disable est3.ck_twostep.disable est3.ck_ec2sls.disable est3.ck_nosa.disable est3.ck_coll.disable est3.ck_cost.disable est3.ck_te.disable est3.ck_ti.disable est3.ck_tvd.disable est3.ck_hetonly.disable est3.ck_nolog.disable est3.ck_robust.disable est3.ck_tobit.disable est3.ck_noskip.disable est3.ck_zero.disable est3.vn_predict.disable est3.vn_resid.disable est3.vl_inst.disable est3.vl_diff.disable est3.ed_dumcs.disable est3.ed_dumts.disable END SCRIPT ck_mod32_on BEGIN main.rb_ws1.enable main.rb_ws2.enable main.rb_ws3.enable END SCRIPT ck_mod32_off BEGIN main.rb_ws1.disable main.rb_ws2.disable main.rb_ws3.disable END SCRIPT ck_model4_on BEGIN est4.rb_w1.enable est4.rb_w2.enable est4.rb_w3.enable est4.rb_w4.enable est4.rb_w5.enable est4.rb_w6.enable est4.rb_w7.enable est4.rb_w8.enable est4.rb_w9.enable est4.vn_wv.enable END SCRIPT ck_model4_off BEGIN est4.rb_w1.disable est4.rb_w2.disable est4.rb_w3.disable est4.rb_w4.disable est4.rb_w5.disable est4.rb_w6.disable est4.rb_w7.disable est4.rb_w8.disable est4.rb_w9.disable est4.vn_wv.disable END SCRIPT kridge_on BEGIN est4.ed_ridge.enable END SCRIPT kridge_off BEGIN est4.ed_ridge.disable END SCRIPT ck_ridger_on BEGIN est4.rb_orr.enable est4.rb_grr1.enable est4.rb_grr2.enable est4.rb_grr3.enable END SCRIPT ck_ridger_off BEGIN est4.rb_orr.disable est4.rb_grr1.disable est4.rb_grr2.disable est4.rb_grr3.disable END SCRIPT vn_on BEGIN est4.vn_wv.enable END SCRIPT vn_off BEGIN est4.vn_wv.disable END INCLUDE byifin INCLUDE se INCLUDE max_ml PROGRAM command BEGIN put /program by_output put "spregxt " varlist [main.vn_yvar] varlist [main.vl_xvar] put " " /program ifin_output put /program se_prefix_output require main.ed_cmd3 beginoptions optionarg main.fi_fn1 optionarg main.cb_cmd1 optionarg main.cb_cmd2 optionarg main.ed_cmd3 option radio(main rb_norm rb_exp rb_weib) optionarg main.vl_vary2 optionarg main.vl_varz2 optionarg main.vl_mhet optionarg main.vl_aux option radio(main rb_lin rb_log) option radio(main rb_sprho rb_splam) option radio(main rb_ws1 rb_ws2 rb_ws3) option main.ck_tolog option main.ck_nocons option est1.ck_lmspac option est1.ck_lmauto option est1.ck_lmhet option est1.ck_lmnorm option est1.ck_lmec option est1.ck_lmform option est1.ck_lmcl option est1.ck_lmunit option est1.ck_reset option est1.ck_diag option est1.ck_lmiden option est1.ck_hausman option est1.ck_tests option est1.ck_dn option est1.ck_pmfx optionarg est1.sp_inrho optionarg est1.sp_inlam optionarg est1.sp_ord optionarg est1.sp_nw optionarg est1.sp_gmm optionarg est1.sp_lag option radio(est2 rb_re rb_be rb_fe) option radio(est2 rb_piid rb_phet rb_pcorr) option radio(est2 rb_cind rb_car1 rb_cpsar1 rb_ccorr) option radio(est2 rb_reg rb_freg rb_dw rb_nagar rb_theil rb_tscorr) optionarg est2.vl_dgmm option est3.ck_igls option est3.ck_twostep option est3.ck_ec2sls option est3.ck_nosa option est3.ck_coll option est3.ck_cost option est3.ck_te option est3.ck_ti option est3.ck_tvd option est3.ck_hetonly option est3.ck_nolog option est3.ck_robust option est3.ck_tobit option est3.ck_noskip option est3.ck_zero optionarg est3.vn_predict optionarg est3.vn_resid optionarg est3.vl_inst optionarg est3.vl_diff optionarg est3.ed_dumcs optionarg est3.ed_dumts optionarg est4.vn_wv optionarg est4.ed_ridge option radio(est4 rb_w1 rb_w2 rb_w3 rb_w4 rb_w5 rb_w6 rb_w7 rb_w8 rb_w9) option radio(est4 rb_orr rb_grr1 rb_grr2 rb_grr3) put " " /program se_output put " " /program max_output endoptions END