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expanded -absorb()- and cleaner -reportreg- #18

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95cffaf
Experimental support for 2+ absorb with hdfe.ado
sergiocorreia Apr 18, 2015
3dbfdd4
(bugfixes)
sergiocorreia Apr 18, 2015
b95f43d
autoselect hdfe when needed
sergiocorreia Apr 18, 2015
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58 changes: 47 additions & 11 deletions binscatter.ado
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Original file line number Diff line number Diff line change
Expand Up @@ -16,7 +16,7 @@ program define binscatter, eclass sortpreserve

syntax varlist(min=2 numeric) [if] [in] [aweight fweight], [by(varname) ///
Nquantiles(integer 20) GENxq(name) discrete xq(varname numeric) MEDians ///
CONTROLs(varlist numeric ts fv) absorb(varname) noAddmean ///
CONTROLs(varlist numeric ts fv) ABSorb(varlist) noAddmean ///
LINEtype(string) rd(numlist ascending) reportreg ///
COLors(string) MColors(string) LColors(string) Msymbols(string) ///
savegraph(string) savedata(string) replace ///
Expand Down Expand Up @@ -170,8 +170,32 @@ program define binscatter, eclass sortpreserve


****** Create residuals ******

if (`"`controls'`absorb'"'!="") quietly {
if (`"`controls'`absorb'"'!="" & `: word count `absorb''>1) {
cap which hdfe.ado
if _rc {
di as error "hdfe.ado required when using multiple absorb variables: {stata ssc install hdfe}"
exit 111
}
hdfe `x_var' `y_vars' `wt' if `touse', partial(`controls') absorb(`absorb') gen(__resid__)
if ("`addmean'"!="noaddmean") {
foreach var of varlist `x_var' `y_vars' {
summarize `var' `wt' if `touse', meanonly
qui replace __resid__`var' = __resid__`var' + r(mean)
}
}
* possible simplification: have three options: stub() replace generate()
* possible improvement: there may be some limitations on binscatter's by(); maybe hdfe can lift them (or they are intended?)
tempvar x_r
rename __resid__`x_var' `x_r'
label variable `x_r' "`x_var'"
foreach var of varlist `y_vars' {
tempvar residvar
rename __resid__`var' `residvar'
label variable `residvar' "`var'"
local y_vars_r `y_vars_r' `residvar'
}
}
else if (`"`controls'`absorb'"'!="") quietly {

* Parse absorb to define the type of regression to be used
if `"`absorb'"'!="" {
Expand Down Expand Up @@ -208,7 +232,6 @@ program define binscatter, eclass sortpreserve
local y_vars_r `y_vars'
}


****** Regressions for fit lines ******

if ("`reportreg'"=="") local reg_verbosity "quietly"
Expand Down Expand Up @@ -273,24 +296,37 @@ program define binscatter, eclass sortpreserve
if (`ynum'>1) {
if ("`controls'`absorb'"!="") local depvar_name : var label `depvar'
else local depvar_name `depvar'
di as text "{bf:y_var = `depvar_name'}"
}

* perform regression
if ("`reg_verbosity'"=="quietly") capture reg `depvar' `x_r2' `x_r' `wt' if `conds'
else capture noisily reg `depvar' `x_r2' `x_r' `wt' if `conds'
ereturn clear
capture regress `depvar' `x_r2' `x_r' `wt' if `conds', noheader notable
local rc = _rc

* replay regression with correct names
if ("`reg_verbosity'"!="quietly") {
ereturn local depvar = "`depvar_name'"
local indepvar_names `x_var' _cons
if ("`linetype'"=="qfit") local indepvar_names `x_var'^2 `indepvar_names'
tempname b
matrix `b' = e(b)
*local backup_colnames : colnames `b'
matrix colnames `b' = `indepvar_names'
ereturn repost b=`b', rename
regress // Replay
}

* store results
if (_rc==0) matrix e_b_temp=e(b)
else if (_rc==2000) {
if (`rc'==0) matrix e_b_temp=e(b)
else if (`rc'==2000) {
if ("`reg_verbosity'"=="quietly") di as error "no observations for one of the fit lines. add 'reportreg' for more info."

if ("`linetype'"=="lfit") matrix e_b_temp=.,.
else /*("`linetype'"=="qfit")*/ matrix e_b_temp=.,.,.
}
else {
error _rc
exit _rc
error `rc'
exit `rc'
}

* relabel matrix row
Expand Down