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csdid2_estat.ado
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csdid2_estat.ado
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*! v1. FRA
program define clrreturn, rclass
exit
end
program define adde, eclass
ereturn `0'
end
program define addr, rclass
return add
return `0'
end
program define adds, sclass
sreturn `0'
end
program define csdid2_estat, sortpreserve
version 14
syntax anything, [* plot]
capture mata:csdid
if _rc!=0 error 301
gettoken key rest : 0, parse(", ")
if inlist("`key'","attgt","simple","pretrend","group","calendar","event","cevent") {
csdid_do `key' `rest'
addr local cmd estat
addr local cmd2 csdid2
if "`plot'"!="" csdid2_plot , ktype(`ktype') `options'
}
else if inlist("`key'","plot") {
csdid2_plot, `options'
}
else {
display in red "Option `key' not recognized"
error 199
}
end
program define csdid_do, rclass
syntax namelist(min=1 max=1 ), [ estore(name) ///
esave(name) replace ///
post level(int 95) ///
WBOOT ///
WBOOT1(str) ///
reps(integer 999) ///
rseed(string) ///
wbtype(string) ///
rgroup(numlist) ///
rcalendar(numlist) ///
revent(numlist) ///
REBALance(numlist) /// <-- restricts groups and event, unless event is used too
max_mem(real 1) plot * ]
// confirm csdid exists and if csdidstat=csdid_estat()
local key `namelist'
capture mata:csdidstat
if _rc!=0 mata:csdidstat=csdid_estat()
// check Keys
if "`key'"=="pretrend" local ktype = 0
if "`key'"=="attgt" local ktype = 1
if "`key'"=="simple" local ktype = 2
if "`key'"=="group" local ktype = 3
if "`key'"=="calendar" local ktype = 4
if "`key'"=="event" local ktype = 5
if "`key'"=="cevent" local ktype = 6
/// initialize
if "`rseed'"!="" set seed `rseed'
mata: csdidstat.cilevel = `level'/100
mata: csdidstat.bwtype = 1
mata: csdidstat.reps = `reps'
mata: csdidstat.max_mem = `max_mem'
mata: csdidstat.range.selgvar = J(0,0,.)
mata: csdidstat.range.seltvar = J(0,0,.)
mata: csdidstat.range.selevent= J(0,0,.)
mata: csdidstat.range.selbal = J(0,0,.)
/// Check if we have to make sample selection
if "`rgroup'"!="" {
numlist "`rgroup'", int
mata:csdidstat.range.selgvar=csdidstat.rtokens("`r(numlist)'")
}
if "`rcalendar'"!="" {
numlist "`rcalendar'", int
mata:csdidstat.range.seltvar=csdidstat.rtokens("`r(numlist)'")
}
if "`revent'"!="" {
numlist "`revent'", int
mata:csdidstat.range.selevent=csdidstat.rtokens("`r(numlist)'")
}
if "`rebalance'"!="" {
numlist "`rebalance'", int
mata:csdidstat.range.selbal=csdidstat.rtokens("`r(numlist)'")
}
if `ktype'>0 mata: csdidstat.test_type = `ktype'
else {
mata: csdidstat.pretrend(csdid)
display "Pre-trend test"
display "H0: All ATTGT=g for all T<G"
display "chi2(`r(df)') = " %10.4f scalar(chi2_)
display "p-value = " %10.4f scalar(pchi2_)
return scalar chi2 = scalar(chi2_)
return scalar pchi2 = scalar(pchi2_)
return scalar df = scalar(df_)
exit
}
if "`wboot'`wboot1'"=="" {
mata:csdidstat.atts_asym(csdid)
capture:est store `lastreg'
ereturn clear
return matrix b = _bb, copy
return matrix V = _vv, copy
adde post _bb _vv
adde local cmd csdid2
adde local estat_cmd csdid2_estat
//syntax namelist(min=1 max=1 ), [*]
adde local cmdline estat `0'
adde local agg `key'
adde local aggt `ktype'
if "`estore'"!="" est store `estore'
if "`esave'" !="" est save `esave', `replace'
_coef_table, level(`level')
matrix rtb=r(table)
if "`post'"=="" qui:capture:est restore `lastreg'
return matrix table = rtb, copy
return local agg `key'
}
else {
mata:csdidstat.atts_wboot(csdid)
capture:est store `lastreg'
ereturn clear
return matrix table = _table, copy
tempname bb
matrix `bb' = _table[1,....]
return matrix b = `bb', copy
adde post `bb'
adde matrix table1 = _table, copy
adde local vcetype WBoot
adde local cmd csdid2
adde local estat_cmd csdid2_estat
//syntax namelist(min=1 max=1 ), [*]
adde local cmdline estat `0'
adde local agg `key'
csdid_tablex, `diopts' level(`level')
display "WildBootstrap Standard errors" _n ///
"with `reps' Repetitions"
tempname rtb
matrix `rtb' = r(table)
if "`post'"=="" capture:qui:est restore `lastreg'
return matrix table = `rtb', copy
return local agg `key'
}
return local cmd csdid2_estat
*if "`plot'"!="" {
* csdid2_plot , ktype(`ktype') `options'
*}
*capture matrix drop rtb
end
program define tsvmat2, return
syntax anything, name(string)
version 7
local nx = rowsof(matrix(`anything'))
local nc = colsof(matrix(`anything'))
***************************************
// here is where the safegards will be done.
if _N<`nx' {
display as result "Expanding observations to `nx'"
set obs `nx'
}
// here we create all variables
foreach i in `name' {
local j = `j'+1
qui:gen `type' `i'=matrix(`anything'[_n,`j'])
}
// here is where they are renamed.
end
program define csdid_tablex, rclass
syntax [, level(int `c(level)') noci cformat(string) sformat(string) *]
_get_diopts diopts rest, `options'
local cf %9.0g
local pf %5.3f
local sf %7.2f
if ("`cformat'"!="") {
local cf `cformat'
}
if ("`sformat'"!="") {
local sf `sformat'
}
***hack to get max
tempname tablex
matrix `tablex' = _table'
local namelist : colname `tablex'
local wdt=0
foreach i of local namelist {
if length("`i'")>`wdt' local wdt = length("`i'")+3
}
if `wdt'<15 local wdt = 12
***
tempname mytab b se z t ll ul cimat rtab
.`mytab' = ._tab.new, col(6) lmargin(0)
.`mytab'.width `wdt' |12 12 8 12 12
.`mytab'.titlefmt . . . %6s %24s .
.`mytab'.pad . 2 1 0 3 3
.`mytab'.numfmt . %9.0g %9.0g %7.2f %9.0g %9.0g
local stat t
local namelist : rowname `tablex'
local eqlist : roweq `tablex'
local k : word count `namelist'
local knew = `k'
matrix `rtab' = J(9, `k', .)
matrix `cimat'= `tablex'
* pvalue
matrix rownames `rtab' = b se t p ll ul df crit eform
matrix colnames `rtab' = `namelist'
forvalues i = 1/`k' {
local kxc: word `i' of `eqlist'
if ("`kxc'"=="wgt") {
local knew = `knew' -1
}
matrix `rtab'[1,`i'] = `cimat'[`i',1]
matrix `rtab'[2,`i'] = `cimat'[`i',2]
matrix `rtab'[3,`i'] = `cimat'[`i',3]
matrix `rtab'[5,`i'] = `cimat'[`i',4]
matrix `rtab'[6,`i'] = `cimat'[`i',5]
matrix `rtab'[8,`i'] = `cimat'[`i',6]
}
.`mytab'.sep, top
if `:word count `e(depvar)'' == 1 {
local depvar "`e(depvar)'"
}
.`mytab'.titles "`depvar'" /// 1
" Coefficient" /// 2
"Std. err." /// 3
"`stat'" /// 4 "P>|`stat'|" /// 5
"[`level'% conf. interval]" "" // 6 7
forvalues i = 1/`knew' {
local name : word `i' of `namelist'
local eq : word `i' of `eqlist'
if ("`eq'" != "_") {
if "`eq'" != "`eq0'" {
.`mytab'.sep
local eq0 `"`eq'"'
.`mytab'.strcolor result . . . . .
.`mytab'.strfmt %-12s . . . . .
.`mytab'.row "`eq'" "" "" "" "" ""
.`mytab'.strcolor text . . . . .
.`mytab'.strfmt %12s . . . . .
}
local beq "[`eq']"
}
else if `i' == 1 {
local eq
.`mytab'.sep
}
scalar `b' = `cimat'[`i',1]
scalar `se' = `cimat'[`i',2]
scalar `t' = `cimat'[`i',3]
scalar `ll' = `cimat'[`i',4]
scalar `ul' = `cimat'[`i',5]
.`mytab'.row "`name'" ///
`b' ///
`se' ///
`t' /// `p' ///
`ll' `ul'
}
.`mytab'.sep, bottom
return matrix table = `rtab'
end