You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
238 lines
8.5 KiB
Plaintext
238 lines
8.5 KiB
Plaintext
8 months ago
|
*! version 1.7.2 2Nov2005 ztp ztnb
|
||
|
|
* version 1.7.1 13Apr2005
|
||
|
|
* version 1.7.0 27Mar2004 slogit
|
||
|
|
* version 1.6.4 27Apr2001 change to work with forvalues
|
||
|
|
* version 1.6.3 17Mar2001
|
||
|
|
|
||
|
|
capture program drop praccum
|
||
|
|
program define praccum
|
||
|
|
version 6
|
||
|
|
tempname newmat
|
||
|
|
*=> classify each valid type of model
|
||
|
|
if "`e(cmd)'"=="cloglog" { local io = "typical binary" }
|
||
|
|
if "`e(cmd)'"=="cnreg" { local io = "typical regress" }
|
||
|
|
if "`e(cmd)'"=="fit" { local io = "typical regress" }
|
||
|
|
if "`e(cmd)'"=="gologit" { local io = "typical mlogit" }
|
||
|
|
if "`e(cmd)'"=="intreg" { local io = "typical regress" }
|
||
|
|
if "`e(cmd)'"=="logistic" { local io = "typical none" }
|
||
|
|
if "`e(cmd)'"=="logit" { local io = "typical binary" }
|
||
|
|
if "`e(cmd)'"=="mlogit" { local io = "typical mlogit" }
|
||
|
|
if "`e(cmd)'"=="nbreg" { local io = "typical count" }
|
||
|
|
if "`e(cmd)'"=="ologit" { local io = "typical ordered" }
|
||
|
|
if "`e(cmd)'"=="oprobit" { local io = "typical ordered" }
|
||
|
|
if "`e(cmd)'"=="poisson" { local io = "typical count" }
|
||
|
|
if "`e(cmd)'"=="probit" { local io = "typical binary" }
|
||
|
|
if "`e(cmd)'"=="regress" { local io = "typical regress" }
|
||
|
|
if "`e(cmd)'"=="slogit" { local io = "typical ordered" }
|
||
|
|
if "`e(cmd)'"=="tobit" { local io = "typical regress" }
|
||
|
|
if "`e(cmd)'"=="zinb" { local io = "twoeq count" }
|
||
|
|
if "`e(cmd)'"=="zip" { local io = "twoeq count" }
|
||
|
|
if "`e(cmd)'"=="ztp" { local io = "typical count" }
|
||
|
|
if "`e(cmd)'"=="ztnb" { local io = "typical count" }
|
||
|
|
|
||
|
|
if "`io'"=="" {
|
||
|
|
di
|
||
|
|
di in y "praccum" in r /*
|
||
|
|
*/ " does not work for the last type of model estimated."
|
||
|
|
exit
|
||
|
|
}
|
||
|
|
local input : word 1 of `io' /* input routine to _pepred */
|
||
|
|
local output : word 2 of `io' /* output routine */
|
||
|
|
|
||
|
|
*=> decode specified input
|
||
|
|
syntax [, Saving(string) Using(string) GENerate(string) XIS(string)]
|
||
|
|
|
||
|
|
*truncate generate root if more than five characters
|
||
|
|
if "`generate'" ~= "" {
|
||
|
|
local gen = substr("`generate'",1,29)
|
||
|
|
cap version 7
|
||
|
|
if _rc != 0 { local gen = substr("`gen'",1,5) }
|
||
|
|
version 6.0
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
if "`output'" == "ordered" | "`output'" == "mlogit" {
|
||
|
|
tempname values
|
||
|
|
mat `values' = r(values)
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
local k`count' = `values'[`count',1]
|
||
|
|
if `k`count'' < -9 | `k`count'' > 99 | int(`k`count'')!=`k`count'' {
|
||
|
|
di in red "category values must be integers between -9 and 99"
|
||
|
|
exit 198
|
||
|
|
}
|
||
|
|
if `k`count'' < 0 {
|
||
|
|
local k`count' = abs(`k`count'')
|
||
|
|
local k`count' = "_`k`count''"
|
||
|
|
}
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
if "`xis'"!="" {
|
||
|
|
tempname results
|
||
|
|
if "`output'" == "regress" {
|
||
|
|
matrix `results' = ( `xis' , r(xb) )
|
||
|
|
}
|
||
|
|
if "`output'" == "binary" {
|
||
|
|
* grab output from binary model
|
||
|
|
matrix `results' = ( `xis' , r(p0) , r(p1) )
|
||
|
|
}
|
||
|
|
if "`output'" == "ordered" | "`output'" == "mlogit" {
|
||
|
|
tempname probs newprob
|
||
|
|
mat `probs' = r(probs)
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
matrix `results' = `xis'
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
matrix `newprob' = `probs'[`count', 1]
|
||
|
|
matrix `results' = `results' , `newprob'
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if "`output'" == "count" {
|
||
|
|
tempname probs newprob values
|
||
|
|
mat `values' = r(values)
|
||
|
|
mat `probs' = r(probs)
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local rmu = r(mu)
|
||
|
|
matrix `results' = `xis', `rmu'
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
matrix `newprob' = `probs'[`count', 1]
|
||
|
|
matrix `results' = `results' , `newprob'
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
|
||
|
|
}
|
||
|
|
if "`input'" == "twoeq" & "`output'"=="count" {
|
||
|
|
tempname az
|
||
|
|
matrix `az' = r(always0)
|
||
|
|
matrix `results' = `results' , `az'
|
||
|
|
}
|
||
|
|
|
||
|
|
*=> saving is the initial run
|
||
|
|
if "`saving'" ~= "" { mat `saving' = `results' }
|
||
|
|
if "`using'" ~= "" {
|
||
|
|
cap mat list `using'
|
||
|
|
if _rc ~= 0 {
|
||
|
|
mat `using' = `results'
|
||
|
|
* OLD SYNTAX: error if `using' matrix does not already exist
|
||
|
|
* di in r "matrix `using' does not exist"
|
||
|
|
* exit 111
|
||
|
|
}
|
||
|
|
else { mat `using' = (`using') \ (`results') }
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
*=> generates creates the new variables
|
||
|
|
if "`gen'" ~= "" {
|
||
|
|
if "`output'" == "regress" {
|
||
|
|
local columns = "`gen'x `gen'xb"
|
||
|
|
}
|
||
|
|
if "`output'" == "binary" {
|
||
|
|
local columns = "`gen'x `gen'p0 `gen'p1"
|
||
|
|
}
|
||
|
|
if "`output'" == "ordered" | "`output'" == "mlogit" {
|
||
|
|
local columns "`gen'x"
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
local columns "`columns' `gen'p`k`count''"
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if "`output'" == "count" {
|
||
|
|
local columns "`gen'x `gen'mu"
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 0
|
||
|
|
while `count' <= (`outcms'-1) {
|
||
|
|
local columns "`columns' `gen'p`count'"
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
if "`input'"=="twoeq" {
|
||
|
|
local columns "`columns' `gen'inf"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
* create new variables
|
||
|
|
matrix colnames `using' = `columns'
|
||
|
|
svmat `using', names(col)
|
||
|
|
|
||
|
|
*=> label variables
|
||
|
|
label variable `gen'x "value of x"
|
||
|
|
if "`output'" == "regress" {
|
||
|
|
label variable `gen'xb "value of xb"
|
||
|
|
}
|
||
|
|
if "`output'" == "binary" {
|
||
|
|
label variable `gen'p0 "Pr(0)"
|
||
|
|
label variable `gen'p1 "Pr(1)"
|
||
|
|
}
|
||
|
|
if "`output'" == "ordered" {
|
||
|
|
tempname values
|
||
|
|
mat `values' = r(values)
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
local count2 = `count'
|
||
|
|
label variable `gen'p`k`count'' "Pr(`k`count'')"
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if "`output'" == "mlogit" {
|
||
|
|
tempname values
|
||
|
|
mat `values' = r(values)
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
local value = `values'[`count', 1]
|
||
|
|
local count2 = `count'
|
||
|
|
label variable `gen'p`k`count'' "Pr(`k`count'')"
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if "`output'" == "count" {
|
||
|
|
tempname values
|
||
|
|
mat `values' = r(values)
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
local value = `values'[`count', 1]
|
||
|
|
label variable `gen'p`value' "Pr(`value')"
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
if "`input'"=="twoeq" {
|
||
|
|
label variable `gen'inf "Pr(always0)"
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
*=> for ordered and count variables, generate cumulative counts
|
||
|
|
if "`output'" == "ordered" {
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 1
|
||
|
|
while `count' <= `outcms' {
|
||
|
|
qui egen `gen's`k`count'' = rsum(`gen'p`k1'-`gen'p`k`count'') if `gen'p`k1'~=.
|
||
|
|
local cumul = "`cumul'`gen's`k`count'' "
|
||
|
|
label variable `gen's`k`count'' "Pr(<=`k`count'')"
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if "`output'" == "count" {
|
||
|
|
local outcms = rowsof(r(probs))
|
||
|
|
local count = 0
|
||
|
|
while `count' <= (`outcms'-1) {
|
||
|
|
qui egen `gen's`count' = rsum(`gen'p0-`gen'p`count') if `gen'p0~=.
|
||
|
|
local cumul = "`cumul'`gen's`count' "
|
||
|
|
label variable `gen's`count' "Pr(<=`count')"
|
||
|
|
local count = `count' + 1
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
*=> display new variables
|
||
|
|
di _n in g "New variables created by" in w " praccum" in y ":"
|
||
|
|
sum `columns' `cumul'
|
||
|
|
} /* generate */
|
||
|
|
end
|
||
|
|
|