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90 lines
2.3 KiB
Plaintext
90 lines
2.3 KiB
Plaintext
9 months ago
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*! v.1.0 -- prediction commands for confa suite; 16 Oct 2008
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program define confa_p
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version 10
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* set trace on
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* di as inp "`0'"
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syntax anything [if] [in], [EBayes EMPiricalbayes REGression MLE BARTlett SCores]
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* fork to equation scores or factor scores
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if "`scores'"!="" EqScores `0'
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else if "`ebayes'`empiricalbayes'`regression'`mle'`bartlett'" != "" FScores `0'
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else {
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di as err "cannot figure those options out"
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exit 198
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}
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end
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program define EqScores
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* implicitly used by _robust and svy
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* typical request: predict stub*, scores
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* stub* is not parsed well by newvarlist, have to use anything
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syntax anything [if] [in], scores
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marksample touse, novarlist
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ml score `anything' if `touse'
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end
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program define FScores
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* user requested factor predictions
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syntax newvarlist [if] [in], [EBayes EMPiricalbayes REGression MLE BARTlett]
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marksample touse, novarlist
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if "`ebayes'`empiricalbayes'`regression'`mle'`bartlett'" == "" | ///
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( ("`ebayes'`empiricalbayes'`regression'"~="" ) & ("`mle'`bartlett'"~="" ) ) {
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di as err "One and only one factor scoring option must be specified"
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exit 198
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}
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else {
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local nfactors = rowsof( e(Phi) )
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if "`: word count `varlist''" ~= "`nfactors'" {
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di as err "Must specify as many new variables as there were factors in confa model"
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exit 198
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}
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* generate new variables
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forvalues k=1/`nfactors' {
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tempname f`k'
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qui gen double `f`k'' = .
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local flist `flist' `f`k''
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}
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if "`ebayes'`empiricalbayes'`regression`" ~= "" {
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* Empirical Bayes:
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mata : CONFA_P_EB("`flist'", "`e(observed)'", "`touse'")
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}
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if "`mle'`bartlett'" ~= "" {
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* MLE/Bartlett scoring:
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mata : CONFA_P_MLE("`flist'", "`e(observed)'", "`touse'")
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}
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nobreak {
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forvalues k=1/`nfactors' {
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local type : word `k' of `typlist'
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local name : word `k' of `varlist'
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qui gen `type' `name' = `f`k'' if `touse'
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label var `name' `"`e(factor`k')', `ebayes'`empiricalbayes'`regression'`mle'`bartlett' method"'
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}
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}
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}
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end
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exit
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History:
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v.1.0 -- June 12, 2008: Empirical Bayes and MLE scoring
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