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526 lines
16 KiB
Plaintext
526 lines
16 KiB
Plaintext
7 months ago
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*! version 2.5.0 2009-10-28 jsl
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* - stata 11 update for returns from -mlogit-
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// generate predictions and ci's to plot
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capture program drop prgen
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program define prgen, rclass
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version 8
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tempname temp inc xval addbase tobase tobase2
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* check if prgen works with last model
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_pecmdcheck prgen
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local io = r(io)
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if "`io'"=="." {
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exit
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}
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local input : word 1 of `io' /* input routine to _pepred */
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local output : word 2 of `io' /* output routine */
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// decode options
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syntax [varlist(numeric min=1 max=1)] [if] [in] ///
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, Generate(string) [x(passthru) Rest(passthru) ///
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Level(passthru) MAXcnt(passthru) all ///
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Brief noBAse Ncases(integer 11) ///
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From(real -867.5309) To(real 867.5309) ///
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/// new options
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MARginal NOIsily CI gap(real 0.0) ///
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/// new options passed to prchange2 follow
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noLAbel noBAse Brief ///
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YStar ept DELta BOOTstrap REPs(passthru) SIze(passthru) ///
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DOts match NORMal PERCENTile BIAScorrected ///
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CONditional ]
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* zt 19Feb2005
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local iszt = 0
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if ("`e(cmd)'"=="ztp" | "`e(cmd)'"=="ztnb") {
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local iszt = 1
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local cond ""
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local condnm "Unconditional"
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local condnmlc "unconditional "
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if "`conditional'"=="conditional" {
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local cond "C"
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local condnm "Conditional"
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local condnmlc "conditional "
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}
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}
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* marginals not available for these models
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if "`e(cmd)'"=="gologit" | "`input'"=="twoeq" ///
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| "`output'" == "tobit" ///
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| "`output'" == "regress" ///
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| `iszt'==0 {
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if "`marginal'"=="marginal" {
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di _n in red "Note: Marginals not available for current model."
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}
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local marginal ""
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}
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* zt no ci's available 19Feb2005
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if "`ci'"=="ci" & `iszt'==1 {
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local ci ""
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di _n in red "Note: ci's not available for current model."
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}
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* options to pass to prvalue
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local pr2input "`level' `maxcnt' `nolabel' `nobase' `brief'"
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local pr2input "`pr2input' `ystar' `ept' `delta' `bootstrap'"
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local pr2input "`pr2input' `reps' `size' `dots' `match'"
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local pr2input "`pr2input' `normal' `percentile' `biascorrected'"
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* print results from prvalue
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local quietly "quietly "
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if "`noisily'"=="noisily" {
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local quietly ""
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di "Results from prvalue called by prgen"
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di
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}
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// get information needed to create plot values
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local max_i = r(maxcount)
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_perhs
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local nrhs = `r(nrhs)'
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local rhsnms "`r(rhsnms)'"
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if "`input'"=="twoeq" {
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local nrhs2 = `r(nrhs2)'
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local rhsnms2 "`r(rhsnms2)'"
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}
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* get info from pecats if depvar not continuous
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if "`output'" != "regress" & "`output'" != "tobit" {
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_pecats
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local ncats = r(numcats)
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local catnms8 `r(catnms8)'
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local catvals `r(catvals)'
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local catnms `r(catnms)'
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}
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*get root() for generating new variables
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local root = substr("`generate'",1,29)
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if _rc != 0 {
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local root = substr("`generate'",1,5)
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}
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* convert input into base values
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_pebase `if' `in', `x' `rest' `choices' `all'
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mat `tobase' = r(pebase)
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if "`input'"=="twoeq" {
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mat `tobase2' = r(pebase2)
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}
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* create if to take e(sample) and if conditions into account
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_peife `if', `all'
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local if "`r(if)'"
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* set from and to to min and max of chngvar if unspecified
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qui sum `varlist' `if'
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if `from' == -867.5309 {
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local from = r(min)
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}
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if `to' == 867.5309 {
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local to = r(max)
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}
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// set up and test range to be plotted
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* check from and to
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if `from'>=`to' {
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di in r "from() must be < to()"
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exit
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}
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* turn gap into increments
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if `gap' != 0 {
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if `gap'<=0 {
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di in r "gap must be a positive value."
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}
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tempname range ngaps
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sca `range' = `to' - `from'
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sca `ngaps' = `range'/`gap'
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if int(`ngaps')==`ngaps' {
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local ncases = `ngaps' + 1
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}
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else {
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di in r "gap does not divide evenly into from to interval."
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exit 198
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}
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}
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* verify valid number of plot points
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if `ncases' < 3 {
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di in r "ncases() must be greater than 3"
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exit 198
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}
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if `ncases' > _N {
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set obs `ncases'
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}
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sca `inc' = (`to'-`from')/(`ncases'-1)
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// find variables among those in model
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* locate specified variable among rhs variables
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local found "no"
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local varnum -1
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*look in main equation, if not there: varnum == -1
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local i2 = 1
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local i2_to : word count `rhsnms'
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while `i2' <= `i2_to' {
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local varchk : word `i2' of `rhsnms'
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unab varchk : `varchk', max(1)
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if "`varlist'"=="`varchk'" {
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local found "yes"
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local varnum = `i2'
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local i2 = `i2_to'
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}
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local i2 = `i2' + 1
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}
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* if zip,zinb look in inflate equation, if not there: varnum2 == -1
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if "`input'"=="twoeq" {
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local i3 = 1
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local i3_to : word count `rhsnms2'
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local varnum2 -1
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while `i3' <= `i3_to' {
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local varchk : word `i3' of `rhsnms2'
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unab varchk : `varchk', max(1)
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if "`varlist'"=="`varchk'" {
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local found "yes"
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local varnum2 = `i3'
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local i3 = `i3_to'
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}
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local i3 = `i3' + 1
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}
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}
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if "`found'"=="no" {
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di in r "`var' not rhs variable"
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exit 198
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}
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// insert from value into base values for initial call of prvalue
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mat PE_in = `tobase'
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* from to variable begins at from
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if `varnum' != -1 {
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mat PE_in[1, `varnum']=`from'
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}
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* for zip and zinb
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if "`input'"=="twoeq" {
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mat PE_in2 = `tobase2'
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if `varnum2' != -1 {
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mat PE_in2[1, `varnum2']=`from'
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}
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}
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// make x() string and compute predictions
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_pexstring
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local xis "`r(xis)'"
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`quietly' prvalue , x(`xis') `pr2input'
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// get marginal
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if "`marginal'"=="marginal" {
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tempname marg tempmarg
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_pemarg
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mat `tempmarg' = r(marginal)
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if "`output'"=="nominal" | "`output'"=="ordered" {
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mat `tempmarg' = `tempmarg''
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}
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mat `marg' = `tempmarg'[1...,`varnum']'
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}
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// create matrices to be converted to variables
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tempname x_pred pr_pred mu_pred all0_pred xb_pred catvals nextbase
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tempname pr_upper mu_upper all0_upper xb_upper
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tempname pr_lower mu_lower all0_lower xb_lower
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mat def `catvals' = pepred[1,1...]
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mat def `x_pred' = `from'
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local predset "pred"
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if "`ci'" == "ci" {
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local predset "`predset' upper lower"
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}
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foreach nm in `predset' {
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* zt 19Feb2005
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mat def `pr_`nm'' = pe`cond'`nm'[2,1...]
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mat def `mu_`nm'' = pe`cond'`nm'[3,2]
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mat def `xb_`nm'' = pe`cond'`nm'[3,1]
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mat def `all0_`nm'' = pe`cond'`nm'[3,4]
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}
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// loop from from value to to value
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local i = 2
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local i_to = `ncases'
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while `i' <= `i_to' {
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sca `xval' = `from' + (`inc'*(`i'-1))
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* change from variable value
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mat `nextbase' = `tobase'
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if `varnum' != -1 {
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mat `nextbase'[1, `varnum']=`xval'
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}
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mat PE_in = `nextbase'
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* create x() string
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_pexstring
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local xis "`r(xis)'"
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* 0.2.2 050203 `quietly' prvalue , x(`xis') `rest' `pr2input'
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`quietly' prvalue , x(`xis') `pr2input'
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* get marginal effect
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if "`marginal'"=="marginal" {
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_pemarg
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mat `tempmarg' = r(marginal)
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* some marginal matrices need to be transposed first
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if "`output'"=="nominal" | "`output'"=="ordered" {
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mat `tempmarg' = `tempmarg''
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}
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mat def `marg' = `marg' \ `tempmarg'[1...,`varnum']'
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}
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* stack new values in matrices
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mat def `x_pred' = `x_pred' \ `xval'
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foreach nm in `predset' {
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mat def `pr_`nm'' = `pr_`nm'' \ pe`cond'`nm'[2,1...]
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mat def `mu_`nm'' = `mu_`nm'' \ pe`cond'`nm'[3,2]
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mat def `xb_`nm'' =`xb_`nm'' \ pe`cond'`nm'[3,1]
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if "`input'"=="twoeq" {
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mat def `all0_`nm'' =`all0_`nm'' \ pe`nm'[3,4]
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}
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}
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local i = `i' + 1
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}
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// create plot variables
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* x variable
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svmat `x_pred', n(`root'x)
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rename `root'x1 `root'x
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* 23May2005
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local tmplabel : variable label `varlist'
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label variable `root'x "`tmplabel'"
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* label variable `root'x "Changing value of `varlist'"
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* marginal effects
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if "`marginal'"=="marginal" {
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local margnm : word `varnum' of `rhsnms'
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svmat `marg', n(`root'me_`margnm')
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}
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// binary, ordered, nominal or count
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if "`output'"=="binary" ///
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| "`output'"=="nominal" ///
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| "`output'"=="ordered" ///
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| "`output'"=="count" {
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* predictions and bounds
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svmat `pr_pred', n(temp)
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if "`ci'"=="ci" {
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svmat `pr_lower', n(templb)
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svmat `pr_upper', n(tempub)
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}
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* process each outcome probability
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local ncats = peinfo[1,2]
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foreach i of numlist 1/`ncats' {
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* get # assigned to first category
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local value = `catvals'[1,`i']
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local k`i' = `value'
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* if value are too large or small
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if `value' < -9 | `value' > 99 | int(`value')!=`value' {
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di in red "category values must be integers between -9 and 99"
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exit 198
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}
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* if negative create name using _
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if `value' < 0 {
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local k`i' = abs(`k`i'')
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local k`i' = "_`k`i''"
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}
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* rename and label probability
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rename temp`i' `root'p`k`i''
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local lbl: word `i' of `catnms8'
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* get information to label variables
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if "`lbl'"=="`value'" {
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local fvalue "" // same, so only use 1
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}
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else {
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local fvalue "=Pr(`value')"
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}
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if "`lbl'"=="" {
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local lbl "`value'"
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local fvalue ""
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}
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if "`nolabel'"!="nolabel" {
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* zt 19Feb2005
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label variable `root'p`k`i'' ///
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"`condnmlc'pr(`lbl')`fvalue'"
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}
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else {
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* zt 19Feb2005
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label variable `root'p`k`i'' ///
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|
"`condnmlc'pr(`value')"
|
||
|
|
}
|
||
|
|
|
||
|
|
* process upper and lower bounds
|
||
|
|
if "`ci'"=="ci" {
|
||
|
|
rename tempub`i' `root'p`k`i''ub
|
||
|
|
if "label'"!="nolabel" {
|
||
|
|
label variable `root'p`k`i''ub "UB pr(`lbl')`fvalue'"
|
||
|
|
}
|
||
|
|
else {
|
||
|
|
label variable `root'p`k`i'' "UB pr(`value')"
|
||
|
|
}
|
||
|
|
rename templb`i' `root'p`k`i''lb
|
||
|
|
if "label'"!="nolabel" {
|
||
|
|
label variable `root'p`k`i''lb "LB pr(`lbl')`fvalue'"
|
||
|
|
}
|
||
|
|
else {
|
||
|
|
label variable `root'p`k`i'' "LB pr(`value')"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
* create variables summing prob of being <= k
|
||
|
|
if `ncats'>2 {
|
||
|
|
if `i' == 1 {
|
||
|
|
qui gen `root's`k1' = `root'p`k1'
|
||
|
|
}
|
||
|
|
else {
|
||
|
|
local i_min1 = `i' - 1
|
||
|
|
qui gen `root's`k`i'' = `root'p`k`i'' + `root's`k`i_min1''
|
||
|
|
}
|
||
|
|
label variable `root's`k`i'' "pr(y<=`value')"
|
||
|
|
}
|
||
|
|
|
||
|
|
* marginals
|
||
|
|
if "`marginal'"=="marginal" & ///
|
||
|
|
"`output'"!="count" { // no marg pr# for count
|
||
|
|
rename `root'me_`margnm'`i' `root'Dp`k`i''D`margnm'
|
||
|
|
label variable `root'Dp`k`i''D`margnm' ///
|
||
|
|
"Marginal dp`k'`i'/d`margnm'"
|
||
|
|
}
|
||
|
|
|
||
|
|
} // end of loop through categories
|
||
|
|
|
||
|
|
} // binary, ordered, nominal or count
|
||
|
|
|
||
|
|
// REGRESS/TOBIT MODELS
|
||
|
|
|
||
|
|
if "`output'"=="regress" | "`output'"=="tobit" {
|
||
|
|
|
||
|
|
svmat `xb_pred', n(`root'xb)
|
||
|
|
rename `root'xb1 `root'xb
|
||
|
|
|
||
|
|
if "`ci'" == "ci" {
|
||
|
|
svmat `xb_lower', n(`root'xblb)
|
||
|
|
rename `root'xblb1 `root'xblb
|
||
|
|
svmat `xb_upper', n(`root'xbub)
|
||
|
|
rename `root'xbub1 `root'xbub
|
||
|
|
}
|
||
|
|
|
||
|
|
if "`output'"=="regress" {
|
||
|
|
label variable `root'xb "y-hat"
|
||
|
|
if "`ci'" == "ci" {
|
||
|
|
label variable `root'xblb "UB y-hat"
|
||
|
|
label variable `root'xbub "LB y-hat"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
if "`output'"=="tobit" {
|
||
|
|
label variable `root'xb "y*-hat"
|
||
|
|
if "`ci'" == "ci" {
|
||
|
|
label variable `root'xblb "UB y*-hat"
|
||
|
|
label variable `root'xbub "LB y*-hat"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
} // regress/tobit
|
||
|
|
|
||
|
|
// for count models, process mu and prall0
|
||
|
|
|
||
|
|
if "`output'"=="count" {
|
||
|
|
|
||
|
|
* marginals
|
||
|
|
if "`marginal'"=="marginal" {
|
||
|
|
mat list `marg'
|
||
|
|
drop `root'me_`margnm'1
|
||
|
|
rename `root'me_`margnm'2 `root'DmuD`margnm'
|
||
|
|
label var `root'DmuD`margnm' "Marginal dmu/d`margnm'"
|
||
|
|
}
|
||
|
|
|
||
|
|
* mu
|
||
|
|
svmat `mu_pred', n(`root'mu)
|
||
|
|
rename `root'mu1 `root'mu
|
||
|
|
* zt 19Feb2005
|
||
|
|
label variable `root'mu "predicted `condnmlc'rate mu"
|
||
|
|
|
||
|
|
* upper and lower bounds
|
||
|
|
if "`ci'"=="ci" {
|
||
|
|
svmat `mu_lower', n(`root'mulb)
|
||
|
|
rename `root'mulb1 `root'mulb
|
||
|
|
label variable `root'mulb "LB predicted rate mu"
|
||
|
|
svmat `mu_upper', n(`root'muub)
|
||
|
|
rename `root'muub1 `root'muub
|
||
|
|
label variable `root'muub "UB predicted rate mu"
|
||
|
|
}
|
||
|
|
|
||
|
|
if "`input'"=="twoeq" {
|
||
|
|
svmat `all0_pred', n(`root'all0)
|
||
|
|
rename `root'all01 `root'all0
|
||
|
|
label variable `root'all0 "pr(Always-0)"
|
||
|
|
if "`ci'"=="ci" {
|
||
|
|
svmat `all0_lower', n(`root'all0lb)
|
||
|
|
rename `root'all0lb1 `root'all0lb
|
||
|
|
label variable `root'all0lb "LB pr(Always-0)"
|
||
|
|
svmat `all0_upper', n(`root'all0ub)
|
||
|
|
rename `root'all0ub1 `root'all0ub
|
||
|
|
label variable `root'all0ub "UB pr(Always-0)"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
} // mu and prob always 0
|
||
|
|
|
||
|
|
// COMMON OUTPUT
|
||
|
|
|
||
|
|
if "`brief'"=="" & "`base'"!="nobase" {
|
||
|
|
di _n in y "`e(cmd)'" in g ": Predicted values as " /*
|
||
|
|
*/ in y "`varlist'" in g /*
|
||
|
|
*/ " varies from " in y "`from'" in g " to " /*
|
||
|
|
*/ in y "`to'" in g "."
|
||
|
|
|
||
|
|
*print base values
|
||
|
|
if "`input'"=="twoeq" {
|
||
|
|
di _n in g "base x values for count equation: "
|
||
|
|
}
|
||
|
|
mat rownames `tobase' = "x="
|
||
|
|
mat _PEtemp = `tobase'
|
||
|
|
_peabbv _PEtemp
|
||
|
|
mat list _PEtemp, noheader
|
||
|
|
if "`input'"=="twoeq" {
|
||
|
|
di _n in g "base z values for binary equation: "
|
||
|
|
mat rownames `tobase2' = "z="
|
||
|
|
mat _PEtemp = `tobase2'
|
||
|
|
_peabbv _PEtemp
|
||
|
|
mat list _PEtemp, noheader
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
end
|
||
|
|
exit
|
||
|
|
* version 2.0.2 23May2005 : use label of varlist variable not changing...
|
||
|
|
* version 2.0.3 20Jun2005 : _pexstring bug fix
|
||
|
|
* version 2.0.4 23Jun2005 : _pexstring bug fix (2)
|