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| noi ds *, d | |
| .... | |
| storage display value | |
| variable name type format label variable label | |
| -------------------------------------------------------------------------------------------------- | |
| DetailedSecur~e str27 %27s (firstnm) DetailedSecurityType | |
| year float %8.0g | |
| insurer str36 %36s | |
| DeltaVincome_~s double %9.0g | |
| DeltaVincome_~l float %9.0g | |
| DeltaVTreasur~s float %9.0g | |
| DeltaVTreasur~l float %9.0g | |
| PDeltaQ_class float %9.0g | |
| PDeltaQ_total float %9.0g | |
| duration_class float %9.0g | |
| count_class float %9.0g | |
| count_both_cl~s float %9.0g | |
| tag_class byte %8.0g tag(insurer year DetailedSecurityType) | |
| R_class float %9.0g | |
| RTreasury_class float %9.0g | |
| XR_class float %9.0g | |
| DeltaVinc~s0298 float %9.0g | |
| DeltaVinc~l0298 float %9.0g | |
| DeltaVTre~s0298 float %9.0g | |
| DeltaVTre~l0298 float %9.0g | |
| PDeltaQ_cl~0298 float %9.0g | |
| PDeltaQ_to~0298 float %9.0g | |
| duration_c~0298 float %9.0g | |
| count_class0298 float %9.0g | |
| count_both~0298 float %9.0g | |
| R_class0298 float %9.0g | |
| RTreasury_~0298 float %9.0g | |
| XR_class0298 float %9.0g | |
| DeltaVinc~s0595 float %9.0g | |
| DeltaVinc~l0595 float %9.0g | |
| DeltaVTre~s0595 float %9.0g | |
| DeltaVTre~l0595 float %9.0g | |
| PDeltaQ_cl~0595 float %9.0g | |
| PDeltaQ_to~0595 float %9.0g | |
| duration_c~0595 float %9.0g | |
| count_class0595 float %9.0g | |
| count_both~0595 float %9.0g | |
| R_class0595 float %9.0g | |
| RTreasury_~0595 float %9.0g | |
| XR_class0595 float %9.0g | |
| DeltaVinc~s1090 float %9.0g | |
| DeltaVinc~l1090 float %9.0g | |
| DeltaVTre~s1090 float %9.0g | |
| DeltaVTre~l1090 float %9.0g | |
| PDeltaQ_cl~1090 float %9.0g | |
| PDeltaQ_to~1090 float %9.0g | |
| duration_c~1090 float %9.0g | |
| count_class1090 float %9.0g | |
| count_both~1090 float %9.0g | |
| R_class1090 float %9.0g | |
| RTreasury_~1090 float %9.0g | |
| XR_class1090 float %9.0g | |
| DeltaVinc~s2575 float %9.0g | |
| DeltaVinc~l2575 float %9.0g | |
| DeltaVTre~s2575 float %9.0g | |
| DeltaVTre~l2575 float %9.0g | |
| PDeltaQ_cl~2575 float %9.0g | |
| PDeltaQ_to~2575 float %9.0g | |
| duration_c~2575 float %9.0g | |
| count_class2575 float %9.0g | |
| count_both~2575 float %9.0g | |
| R_class2575 float %9.0g | |
| RTreasury_~2575 float %9.0g | |
| XR_class2575 float %9.0g | |
| Zf1_class float %9.0g Return residual w.r.t 1 factor | |
| Zf2_class float %9.0g Return residual w.r.t 2 factor | |
| Zfe1_class double %9.0g Return residual w.r.t 1 fixed effect | |
| Zfe2_class double %9.0g Return residual w.r.t 1 fixed effect | |
| XZf1_class float %9.0g Return residual w.r.t 1 factor | |
| XZf2_class float %9.0g Return residual w.r.t 2 factor | |
| XZfe1_class double %9.0g Return residual w.r.t 1 fixed effect | |
| XZfe2_class double %9.0g Return residual w.r.t 1 fixed effect | |
| tag_insurer byte %8.0g tag(insurer year) | |
| classweight float %9.0g | |
| N_insurers float %9.0g | |
| meanclassweight float %9.0g | |
| assets_all float %9.0g | |
| vwmeanclasswe~t float %9.0g | |
| idioclassweight float %9.0g | |
| R_insurer float %9.0g | |
| R_insurer_fw float %9.0g | |
| R_insurer_ew float %9.0g | |
| R_class_mean float %9.0g | |
| R_insurer_fwfr float %9.0g | |
| R_insurer_iwfr float %9.0g | |
| XR_insurer float %9.0g | |
| XR_insurer_fw float %9.0g | |
| XR_insurer_ew float %9.0g | |
| XR_class_mean float %9.0g | |
| XR_insurer_fwfr float %9.0g | |
| XR_insurer_iwfr float %9.0g | |
| Zf1_insurer float %9.0g | |
| Zf1_insurer_fw float %9.0g | |
| Zf1_insurer_ew float %9.0g | |
| Zf1_class_mean float %9.0g | |
| Zf1_insurer_f~r float %9.0g | |
| Zf1_insurer_i~r float %9.0g | |
| Zf2_insurer float %9.0g | |
| Zf2_insurer_fw float %9.0g | |
| Zf2_insurer_ew float %9.0g | |
| Zf2_class_mean float %9.0g | |
| Zf2_insurer_f~r float %9.0g | |
| Zf2_insurer_i~r float %9.0g | |
| Zfe1_insurer float %9.0g | |
| Zfe1_insurer_fw float %9.0g | |
| Zfe1_insurer_ew float %9.0g | |
| Zfe1_class_mean float %9.0g | |
| Zfe1_insur~fwfr float %9.0g | |
| Zfe1_insur~iwfr float %9.0g | |
| Zfe2_insurer float %9.0g | |
| Zfe2_insurer_fw float %9.0g | |
| Zfe2_insurer_ew float %9.0g | |
| Zfe2_class_mean float %9.0g | |
| Zfe2_insur~fwfr float %9.0g | |
| Zfe2_insur~iwfr float %9.0g | |
| XZf1_insurer float %9.0g | |
| XZf1_insurer_fw float %9.0g | |
| XZf1_insurer_ew float %9.0g | |
| XZf1_class_mean float %9.0g | |
| XZf1_insur~fwfr float %9.0g | |
| XZf1_insur~iwfr float %9.0g | |
| XZf2_insurer float %9.0g | |
| XZf2_insurer_fw float %9.0g | |
| XZf2_insurer_ew float %9.0g | |
| XZf2_class_mean float %9.0g | |
| XZf2_insur~fwfr float %9.0g | |
| XZf2_insur~iwfr float %9.0g | |
| XZfe1_insurer float %9.0g | |
| XZfe1_insure~fw float %9.0g | |
| XZfe1_insure~ew float %9.0g | |
| XZfe1_class_m~n float %9.0g | |
| XZfe1_insu~fwfr float %9.0g | |
| XZfe1_insu~iwfr float %9.0g | |
| XZfe2_insurer float %9.0g | |
| XZfe2_insure~fw float %9.0g | |
| XZfe2_insure~ew float %9.0g | |
| XZfe2_class_m~n float %9.0g | |
| XZfe2_insu~fwfr float %9.0g | |
| XZfe2_insu~iwfr float %9.0g | |
| DeltaV_class double %16.0fc (sum) DeltaV | |
| AnnualIncome_~s double %16.0fc (sum) AnnualIncome | |
| DetailedSecur~n long %27.0g DetailedSecurityType_n | |
| (firstnm) DetailedSecurityType | |
| insurer_n long %35.0g insurer_n | |
| id float %9.0g group(insurer DetailedSecurityType_n) | |
| DeltaVDeriv_t~l float %9.0g | |
| DeltaVInclDer~l float %9.0g | |
| cusiptocompus~e float %9.0g CUSIP-level Total Share of Compustat Assets | |
| Excluding Separate Accounts | |
| totsepact float %9.0g Separate, segregated, protected accounts (from | |
| Summary files) | |
| at double %18.0g Compustat Assets | |
| lt double %18.0g Liabilities - Total | |
| summarytocomp~e float %9.0g Summary File Assets Total to Compustat Assets Total | |
| assshare_mean float %9.0g | |
| book_leverage float %9.0g | |
| permno double %12.0g CRSP PERMANENT NUMBER | |
| ticker str6 %6s EXCHANGE TICKER SYMBOL - HISTORICAL | |
| comnam str32 %32s COMPANY NAME - HISTORICAL | |
| market_cap float %9.0g (firstnm) market_cap | |
| ln_ret double %9.0g (sum) ln_ret | |
| trading_days long %12.0g (count) permco | |
| stock_return float %9.0g | |
| DeltaEquity float %9.0g Change in equity value | |
| EntityName str47 %47s EntityName | |
| _merge byte %23.0g _merge | |
| market_leverage float %9.0g | |
| portfolio_lev~e float %9.0g | |
| R_reg float %9.0g | |
| R_unlever float %9.0g | |
| R_reg_deriv float %9.0g | |
| R_reg_fw float %9.0g | |
| R_unlever_fw float %9.0g | |
| R_reg_fw_deriv float %9.0g | |
| XR_reg float %9.0g | |
| XR_unlever float %9.0g | |
| XR_reg_deriv float %9.0g | |
| XR_reg_fw float %9.0g | |
| XR_unlever_fw float %9.0g | |
| XR_reg_fw_deriv float %9.0g | |
| Zf1_reg float %9.0g | |
| Zf1_unlever float %9.0g | |
| Zf1_reg_deriv float %9.0g | |
| Zf1_reg_fw float %9.0g | |
| Zf1_unlever_fw float %9.0g | |
| Zf1_reg_fw_de~v float %9.0g | |
| Zf2_reg float %9.0g | |
| Zf2_unlever float %9.0g | |
| Zf2_reg_deriv float %9.0g | |
| Zf2_reg_fw float %9.0g | |
| Zf2_unlever_fw float %9.0g | |
| Zf2_reg_fw_de~v float %9.0g | |
| Zfe1_reg float %9.0g | |
| Zfe1_unlever float %9.0g | |
| Zfe1_reg_deriv float %9.0g | |
| Zfe1_reg_fw float %9.0g | |
| Zfe1_unlever_fw float %9.0g | |
| Zfe1_reg_fw_d~v float %9.0g | |
| Zfe2_reg float %9.0g | |
| Zfe2_unlever float %9.0g | |
| Zfe2_reg_deriv float %9.0g | |
| Zfe2_reg_fw float %9.0g | |
| Zfe2_unlever_fw float %9.0g | |
| Zfe2_reg_fw_d~v float %9.0g | |
| XZf1_reg float %9.0g | |
| XZf1_unlever float %9.0g | |
| XZf1_reg_deriv float %9.0g | |
| XZf1_reg_fw float %9.0g | |
| XZf1_unlever_fw float %9.0g | |
| XZf1_reg_fw_d~v float %9.0g | |
| XZf2_reg float %9.0g | |
| XZf2_unlever float %9.0g | |
| XZf2_reg_deriv float %9.0g | |
| XZf2_reg_fw float %9.0g | |
| XZf2_unlever_fw float %9.0g | |
| XZf2_reg_fw_d~v float %9.0g | |
| XZfe1_reg float %9.0g | |
| XZfe1_unlever float %9.0g | |
| XZfe1_reg_deriv float %9.0g | |
| XZfe1_reg_fw float %9.0g | |
| XZfe1_unlever~w float %9.0g | |
| XZfe1_reg_fw_~v float %9.0g | |
| XZfe2_reg float %9.0g | |
| XZfe2_unlever float %9.0g | |
| XZfe2_reg_deriv float %9.0g | |
| XZfe2_reg_fw float %9.0g | |
| XZfe2_unlever~w float %9.0g | |
| XZfe2_reg_fw_~v float %9.0g | |
| coverage float %9.0g | |
| yellow float %9.0g | |
| logmarket_lev~e float %9.0g | |
| __000000 long %12.0g | |
| __000001 byte %8.0g | |
| __000002 double %10.0g | |
| __000003 double %10.0g | |
| __000004 double %10.0g | |
| __000005 double %10.0g | |
| __000006 double %10.0g | |
| __000007 double %10.0g | |
| __000008 double %10.0g | |
| __000009 double %10.0g | |
| __00000A double %10.0g | |
| __00000B double %10.0g | |
| .... | |
| - qui hdfe `y' `x' if `touse' `wt', a(`absorbvars') gen(`prefix') sample(`sample') | |
| = qui hdfe DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 _ | |
| > _00000A __00000B if __000001 , a(insurer_n year) gen(__00000L) sample(__00000K) | |
| ------------------------------------------------------------------------------- begin hdfe --- | |
| - version `=clip(`c(version)', 11.2, 13.1)' | |
| = version 12 | |
| - cap syntax, version | |
| - if !c(rc) { | |
| Version | |
| exit | |
| } | |
| - syntax anything(everything) [fw aw pw/], [*] [CACHE(string) VCE(string) CLUSTER(string) FAST | |
| > ] Absorb(string) [ CLUSTERVars(string) Generate(name) SAMPLE(name) CLEAR KEEPIDs KEEPVars(varlis | |
| > t) ] | |
| - Assert "`cache'"=="", msg("invalid option {cmd:cache()}") | |
| = Assert ""=="", msg("invalid option {cmd:cache()}") | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(""=="") { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - Assert "`vce'"=="", msg("invalid option {cmd:vce()}") | |
| = Assert ""=="", msg("invalid option {cmd:vce()}") | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(""=="") { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - Assert "`fast'"=="", msg("invalid option {cmd:fast()}") | |
| = Assert ""=="", msg("invalid option {cmd:fast()}") | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(""=="") { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - Assert "`cluster'"=="", msg("invalid option {cmd:cluster()}, perhaps you meant {opt clusterv | |
| > :ars()}?") | |
| = Assert ""=="", msg("invalid option {cmd:cluster()}, perhaps you meant {opt clusterv:ars()}?" | |
| > ) | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(""=="") { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - Assert ("`generate'"!="") + ("`clear'"!="") == 1 , msg("hdfe error: you need to specify one | |
| > and only one of the following options: clear generate(...)") | |
| = Assert ("__00000L"!="") + (""!="") == 1 , msg("hdfe error: you need to specify one and only | |
| > one of the following options: clear generate(...)") | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(("__00000L"!="") + (""!="") == 1) { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - if ("`clear'"!="") Assert "`sample'"=="", msg("option {cmd:sample()} not compatible with {cm | |
| > d:clear}") | |
| = if (""!="") Assert "__00000K"=="", msg("option {cmd:sample()} not compatible with {cmd:clear | |
| > }") | |
| - if ("`generate'"!="") Assert "`keepids'"=="", msg("option {cmd:keepids} not compatible with | |
| > {cmd:generate()}") | |
| = if ("__00000L"!="") Assert ""=="", msg("option {cmd:keepids} not compatible with {cmd:genera | |
| > te()}") | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(""=="") { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - if ("`generate'"!="") Assert "`keepvars'"=="", msg("option {cmd:keepvars()} not compatible w | |
| > ith {cmd:generate()}") | |
| = if ("__00000L"!="") Assert ""=="", msg("option {cmd:keepvars()} not compatible with {cmd:gen | |
| > erate()}") | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(""=="") { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - cap drop __ID*__ | |
| - cap drop __CL*__ | |
| - if ("`keepvars'"!="") { | |
| = if (""!="") { | |
| qui ds `keepvars' | |
| local keepvars `r(varlist)' | |
| } | |
| - local 0 `partial' `anything' [`weight'`exp'] , absorb(`absorb') `options' cluster(`clusterva | |
| > rs') cache(save, keepvars(`keepvars')) | |
| = local 0 DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 | |
| > __00000A __00000B if __000001 [] , absorb(insurer_n year) cluster() cache(save, keepvars()) | |
| - ereturn clear | |
| - cap noi { | |
| - Parse `0' | |
| = Parse DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 __ | |
| > 00000A __00000B if __000001 [] , absorb(insurer_n year) cluster() cache(save, keepvars()) | |
| ----------------------------------------------------------------------- begin hdfe.Parse --- | |
| - mata: st_local("cmdline", stritrim(`"reghdfe `0'"') ) | |
| = mata: st_local("cmdline", stritrim(`"reghdfe DeltaEquity __000002 __000003 __000004 __0000 | |
| > 05 __000006 __000007 __000008 __000009 __00000A __00000B if __000001 [] , absorb(insurer_n year) | |
| > cluster() cache(save, keepvars())"') ) | |
| - syntax anything(id="varlist" name=0 equalok) [if] [in] [aw pw fw/] , Absorb(string) [ RESi | |
| > duals(name) SUBOPTions(string) VCE(string) CLuster(string) ESTimator(string) STAGEs(string) FFir | |
| > st IVsuite(string) Verbose(string) TIMEit TOLerance(string) MAXITerations(string) POOLsize(strin | |
| > g) ACCELeration(string) TRAnsform(string) CACHE(string) FAST DOFadjustments(string) GROUPVar(nam | |
| > e) KEEPSINgletons NOTES(string) ] [*] | |
| - local allkeys cmdline if in timeit | |
| - local timeit = "`timeit'"!="" | |
| = local timeit = ""!="" | |
| - local fast = "`fast'"!="" | |
| = local fast = ""!="" | |
| - local ffirst = "`ffirst'"!="" | |
| = local ffirst = ""!="" | |
| - if ("`cluster'"!="") { | |
| = if (""!="") { | |
| Assert ("`vce'"==""), msg("cannot specify both cluster() and vce()") | |
| local vce cluster `cluster' | |
| local cluster | |
| } | |
| - ParseCache, cache(`cache') ifin(`if'`in') absorb(`absorb') vce(`vce') | |
| = ParseCache, cache(save, keepvars()) ifin(if __000001 ) absorb(insurer_n year) vce() | |
| - local keys savecache keepvars usecache | |
| - foreach key of local keys { | |
| - local `key' "`s(`key')'" | |
| = local savecache "1" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local keepvars "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local usecache "0" | |
| - } | |
| - local allkeys `allkeys' `keys' | |
| = local allkeys cmdline if in timeit savecache keepvars usecache | |
| - ParseIV `0', estimator(`estimator') ivsuite(`ivsuite') | |
| = ParseIV DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 __00000 | |
| > 9 __00000A __00000B, estimator() ivsuite() | |
| - local keys subcmd model ivsuite estimator depvar indepvars endogvars instruments fe_format | |
| > basevars | |
| - foreach key of local keys { | |
| - local `key' "`s(`key')'" | |
| = local subcmd "regress" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local model "ols" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local ivsuite "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local estimator "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local depvar "DeltaEquity" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local indepvars "__000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 _ | |
| > _00000A __00000B" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local endogvars "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local instruments "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local fe_format "%9.0g" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local basevars "DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 | |
| > __000009 __00000A __00000B" | |
| - } | |
| - local allkeys `allkeys' `keys' | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars | |
| - if ("`weight'"!="") { | |
| = if (""!="") { | |
| local weightvar `exp' | |
| local weighttype `weight' | |
| local weightexp [`weight'=`weightvar'] | |
| confirm var `weightvar', exact | |
| local num_type = cond("`weight'"=="fweight", "integers", "reals") | |
| local basenote "weight {res}`weightvar'{txt} can only contain strictly positive `num_type' | |
| > , but" | |
| qui cou if `weightvar'<0 | |
| Assert (`r(N)'==0), msg("`basenote' `r(N)' negative values were found!") rc(402) | |
| qui cou if `weightvar'==0 | |
| if (`r(N)'>0) di as text "`basenote' `r(N)' zero values were found (will be dropped)" | |
| qui cou if `weightvar'>=. | |
| if (`r(N)'>0) di as text "`basenote' `r(N)' missing values were found (will be dropped)" | |
| if ("`weight'"=="fweight") { | |
| qui cou if mod(`weightvar',1) & `weightvar'<. | |
| Assert (`r(N)'==0), msg("`basenote' `r(N)' non-integer values were found!") rc(401) | |
| } | |
| } | |
| - local allkeys `allkeys' weightvar weighttype weightexp | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp | |
| - if (!`usecache') { | |
| = if (!0) { | |
| - ParseAbsvars `absorb' | |
| = ParseAbsvars insurer_n year | |
| - local absorb_keepvars `r(all_ivars)' `r(all_cvars)' | |
| = local absorb_keepvars insurer_n year | |
| - local N_hdfe `r(G)' | |
| = local N_hdfe 2 | |
| - mata: HDFE_S = map_init() | |
| - local will_save_fe = `r(will_save_fe)' | |
| = local will_save_fe = 0 | |
| - local original_absvars = "`r(original_absvars)'" | |
| = local original_absvars = "insurer_n year" | |
| - local extended_absvars = "`r(extended_absvars)'" | |
| = local extended_absvars = "insurer_n year" | |
| - local equation_d = "`r(equation_d)'" | |
| = local equation_d = "" | |
| - } | |
| - else { | |
| local will_save_fe 0 | |
| local original_absvars : char _dta[original_absvars] | |
| local extended_absvars : char _dta[extended_absvars] | |
| local equation_d | |
| local N_hdfe : char _dta[N_hdfe] | |
| } | |
| - local allkeys `allkeys' absorb_keepvars N_hdfe will_save_fe original_absvars extended_absv | |
| > ars equation_d | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d | |
| - if ("`weightvar'"!="" & !`usecache') mata: map_init_weights(HDFE_S, "`weightvar'", "`weigh | |
| > ttype'") | |
| = if (""!="" & !0) mata: map_init_weights(HDFE_S, "", "") | |
| - local panelvar `_dta[_TSpanel]' | |
| = local panelvar id | |
| - local timevar `_dta[_TStvar]' | |
| = local timevar year | |
| - if ("`panelvar'"!="") { | |
| = if ("id"!="") { | |
| - cap conf var `panelvar' | |
| = cap conf var id | |
| - if (c(rc)==111) local panelvar | |
| - } | |
| - if ("`timevar'"!="") { | |
| = if ("year"!="") { | |
| - cap conf var `timevar' | |
| = cap conf var year | |
| - if (c(rc)==111) local timevar | |
| - } | |
| - local optlist transform acceleration panelvar timevar | |
| - foreach opt of local optlist { | |
| - if ("``opt''"!="" & !`usecache') mata: map_init_`opt'(HDFE_S, "``opt''") | |
| = if (""!="" & !0) mata: map_init_transform(HDFE_S, "") | |
| - } | |
| - if ("``opt''"!="" & !`usecache') mata: map_init_`opt'(HDFE_S, "``opt''") | |
| = if (""!="" & !0) mata: map_init_acceleration(HDFE_S, "") | |
| - } | |
| - if ("``opt''"!="" & !`usecache') mata: map_init_`opt'(HDFE_S, "``opt''") | |
| = if ("id"!="" & !0) mata: map_init_panelvar(HDFE_S, "id") | |
| - } | |
| - if ("``opt''"!="" & !`usecache') mata: map_init_`opt'(HDFE_S, "``opt''") | |
| = if ("year"!="" & !0) mata: map_init_timevar(HDFE_S, "year") | |
| - } | |
| - local allkeys `allkeys' `optlist' | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar | |
| - if ("`groupvar'"!="") mata: map_init_groupvar(HDFE_S, "`groupvar'") | |
| = if (""!="") mata: map_init_groupvar(HDFE_S, "") | |
| - local keepsingletons = ("`keepsingletons'"!="") | |
| = local keepsingletons = (""!="") | |
| - local optlist poolsize verbose tolerance maxiterations keepsingletons timeit | |
| - foreach opt of local optlist { | |
| - if ( "``opt''"!="" & (!`usecache' | "`opt'"=="verbose") ) mata: map_init_`opt'(HDFE_S, ``o | |
| > pt'') | |
| = if ( ""!="" & (!0 | "poolsize"=="verbose") ) mata: map_init_poolsize(HDFE_S, ) | |
| - } | |
| - if ( "``opt''"!="" & (!`usecache' | "`opt'"=="verbose") ) mata: map_init_`opt'(HDFE_S, ``o | |
| > pt'') | |
| = if ( ""!="" & (!0 | "verbose"=="verbose") ) mata: map_init_verbose(HDFE_S, ) | |
| - } | |
| - if ( "``opt''"!="" & (!`usecache' | "`opt'"=="verbose") ) mata: map_init_`opt'(HDFE_S, ``o | |
| > pt'') | |
| = if ( ""!="" & (!0 | "tolerance"=="verbose") ) mata: map_init_tolerance(HDFE_S, ) | |
| - } | |
| - if ( "``opt''"!="" & (!`usecache' | "`opt'"=="verbose") ) mata: map_init_`opt'(HDFE_S, ``o | |
| > pt'') | |
| = if ( ""!="" & (!0 | "maxiterations"=="verbose") ) mata: map_init_maxiterations(HDFE_S, ) | |
| - } | |
| - if ( "``opt''"!="" & (!`usecache' | "`opt'"=="verbose") ) mata: map_init_`opt'(HDFE_S, ``o | |
| > pt'') | |
| = if ( "0"!="" & (!0 | "keepsingletons"=="verbose") ) mata: map_init_keepsingletons(HDFE_S, | |
| > 0) | |
| - } | |
| - if ( "``opt''"!="" & (!`usecache' | "`opt'"=="verbose") ) mata: map_init_`opt'(HDFE_S, ``o | |
| > pt'') | |
| = if ( "0"!="" & (!0 | "timeit"=="verbose") ) mata: map_init_timeit(HDFE_S, 0) | |
| - } | |
| - local allkeys `allkeys' `optlist' | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit | |
| - mata: verbose2local(HDFE_S, "verbose") | |
| - local allkeys `allkeys' verbose | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose | |
| - ParseStages, stages(`stages') model(`model') | |
| = ParseStages, stages() model(ols) | |
| - local stages "`s(stages)'" | |
| = local stages "none" | |
| - local stage_suboptions "`s(stage_suboptions)'" | |
| = local stage_suboptions "" | |
| - local savestages = `s(savestages)' | |
| = local savestages = 1 | |
| - local allkeys `allkeys' stages stage_suboptions savestages | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages | |
| - local keys vceoption vcetype vcesuite vceextra num_clusters clustervars bw kernel dkraay k | |
| > iefer twicerobust | |
| - if (!`usecache') { | |
| = if (!0) { | |
| - mata: st_local("hascomma", strofreal(strpos("`vce'", ","))) | |
| = mata: st_local("hascomma", strofreal(strpos("", ","))) | |
| - local vcetmp `vce' | |
| = local vcetmp | |
| - if (!`hascomma') local vcetmp `vce' , | |
| = if (!0) local vcetmp , | |
| - ParseVCE `vcetmp' weighttype(`weighttype') ivsuite(`ivsuite') model(`model') | |
| = ParseVCE , weighttype() ivsuite() model(ols) | |
| - foreach key of local keys { | |
| - local `key' "`s(`key')'" | |
| = local vceoption "unadjusted" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local vcetype "unadjusted" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local vcesuite "default" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local vceextra "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local num_clusters "0" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local clustervars "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local bw "1" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local kernel "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local dkraay "1" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local kiefer "" | |
| - } | |
| - local `key' "`s(`key')'" | |
| = local twicerobust "0" | |
| - } | |
| - } | |
| - else { | |
| foreach key of local keys { | |
| local `key' : char _dta[`key'] | |
| } | |
| } | |
| - local allkeys `allkeys' `keys' | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust | |
| - local allkeys `allkeys' ffirst | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust ffirst | |
| - if (`ffirst') Assert "`model'"!="ols", msg("ols does not support {cmd}ffirst") | |
| = if (0) Assert "ols"!="ols", msg("ols does not support {cmd}ffirst") | |
| - if (`ffirst') Assert "`ivsuite'"=="ivreg2", msg("option {cmd}ffirst{err} requires ivreg2") | |
| = if (0) Assert ""=="ivreg2", msg("option {cmd}ffirst{err} requires ivreg2") | |
| - if ("`clustervars'"!="" & !`usecache') mata: map_init_clustervars(HDFE_S, "`clustervars'") | |
| = if (""!="" & !0) mata: map_init_clustervars(HDFE_S, "") | |
| - if ("`vceextra'"!="" & !`usecache') mata: map_init_vce_is_hac(HDFE_S, 1) | |
| = if (""!="" & !0) mata: map_init_vce_is_hac(HDFE_S, 1) | |
| - if ("`dofadjustments'"=="") local dofadjustments all | |
| = if (""=="") local dofadjustments all | |
| - ParseDOF , `dofadjustments' | |
| = ParseDOF , all | |
| - local dofadjustments "`s(dofadjustments)'" | |
| = local dofadjustments "pairwise clusters continuous" | |
| - if ("`groupvar'"!="") conf new var `groupvar' | |
| = if (""!="") conf new var | |
| - local allkeys `allkeys' dofadjustments groupvar | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust ffirst dofadjustments groupvar | |
| - if ("`residuals'"!="") { | |
| = if (""!="") { | |
| Assert !`will_save_fe', msg("option residuals() is mutually exclusive with saving fixed ef | |
| > fects") | |
| Assert !`savecache', msg("option residuals() is mutually exclusive with -savecache-") | |
| conf new var `residuals' | |
| local allkeys `allkeys' residuals | |
| } | |
| - local default_stats mean min max | |
| - ParseImplicit, opt(SUmmarize) default(`default_stats') input(`options') syntax([namelist(n | |
| > ame=stats)] , [QUIetly]) inject(stats quietly) | |
| = ParseImplicit, opt(SUmmarize) default(mean min max) input() syntax([namelist(name=stats)] | |
| > , [QUIetly]) inject(stats quietly) | |
| - local summarize_quietly = ("`quietly'"!="") | |
| = local summarize_quietly = (""!="") | |
| - if ("`stats'"=="" & "`quietly'"!="") local stats `default_stats' | |
| = if (""=="" & ""!="") local stats mean min max | |
| - local allkeys `allkeys' stats summarize_quietly | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust ffirst dofadjustments groupvar stats summarize_quietly | |
| - if (`fast' & ("`groupvar'"!="" | `will_save_fe'==1 | "`residuals'"!="")) { | |
| = if (0 & (""!="" | 0==1 | ""!="")) { | |
| di as error "(warning: option -fast- disabled; not allowed when saving variables: saving f | |
| > ixed effects, mobility groups, residuals)" | |
| local fast 0 | |
| } | |
| - local allkeys `allkeys' fast level | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust ffirst dofadjustments groupvar stats summarize_quietly fast lev | |
| > el | |
| - local nested = cond("`nested'"!="", 1, 0) | |
| = local nested = cond(""!="", 1, 0) | |
| - if (`nested' & !("`model'"=="ols" & "`vcetype'"=="unadjusted") ) { | |
| = if (0 & !("ols"=="ols" & "unadjusted"=="unadjusted") ) { | |
| di as error "-nested- not implemented currently" | |
| Debug, level(0) msg("(option nested ignored, only works with OLS and conventional/unadjust | |
| > ed VCE)") color("error") | |
| } | |
| - local allkeys `allkeys' nested | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust ffirst dofadjustments groupvar stats summarize_quietly fast lev | |
| > el nested | |
| - if (`savecache') { | |
| = if (1) { | |
| - Assert "`endogvars'`instruments'"=="", msg("cache(save) option requires a normal varlist, | |
| > not an iv varlist") | |
| = Assert ""=="", msg("cache(save) option requires a normal varlist, not an iv varlist") | |
| - char _dta[reghdfe_cache] 1 | |
| - local chars absorb N_hdfe original_absvars extended_absvars vce vceoption vcetype vcesuite | |
| > vceextra num_clusters clustervars bw kernel dkraay kiefer twicerobust | |
| - foreach char of local chars { | |
| - char _dta[`char'] ``char'' | |
| = char _dta[absorb] insurer_n year | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[N_hdfe] 2 | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[original_absvars] insurer_n year | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[extended_absvars] insurer_n year | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[vce] | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[vceoption] unadjusted | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[vcetype] unadjusted | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[vcesuite] default | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[vceextra] | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[num_clusters] 0 | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[clustervars] | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[bw] 1 | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[kernel] | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[dkraay] 1 | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[kiefer] | |
| - } | |
| - char _dta[`char'] ``char'' | |
| = char _dta[twicerobust] 0 | |
| - } | |
| - } | |
| - _get_diopts diopts options, `options' | |
| = _get_diopts diopts options, | |
| - Assert `"`options'"'=="", msg(`"invalid options: `options'"') | |
| = Assert `""'=="", msg(`"invalid options: "') | |
| - if ("`hascons'`tsscons'"!="") di in ye "(option `hascons'`tsscons' ignored)" | |
| = if (""!="") di in ye "(option ignored)" | |
| - local allkeys `allkeys' diopts | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust ffirst dofadjustments groupvar stats summarize_quietly fast lev | |
| > el nested diopts | |
| - local allkeys `allkeys' suboptions notes | |
| = local allkeys cmdline if in timeit savecache keepvars usecache subcmd model ivsuite estima | |
| > tor depvar indepvars endogvars instruments fe_format basevars weightvar weighttype weightexp abs | |
| > orb_keepvars N_hdfe will_save_fe original_absvars extended_absvars equation_d transform accelera | |
| > tion panelvar timevar poolsize verbose tolerance maxiterations keepsingletons timeit verbose sta | |
| > ges stage_suboptions savestages vceoption vcetype vcesuite vceextra num_clusters clustervars bw | |
| > kernel dkraay kiefer twicerobust ffirst dofadjustments groupvar stats summarize_quietly fast lev | |
| > el nested diopts suboptions notes | |
| - Debug, level(3) newline | |
| - Debug, level(3) msg("{title:Parsed options:}") | |
| - foreach key of local allkeys { | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"reghdfe DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 _ | |
| > _000009 __00000A __00000B if __000001 [] , absorb(insurer_n year) cluster() cache(save, keepvars | |
| > ())"'!="") Debug, level(3) msg(" cmdline = " as result `"reghdfe DeltaEquity __000002 __000003 | |
| > __000004 __000005 __000006 __000007 __000008 __000009 __00000A __00000B if __000001 [] , absorb( | |
| > insurer_n year) cluster() cache(save, keepvars())"') | |
| - c_local `key' `"``key''"' | |
| = c_local cmdline `"reghdfe DeltaEquity __000002 __000003 __000004 __000005 __000006 __00000 | |
| > 7 __000008 __000009 __00000A __00000B if __000001 [] , absorb(insurer_n year) cluster() cache(sa | |
| > ve, keepvars())"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"if __000001 "'!="") Debug, level(3) msg(" if = " as result `"if __000001 "') | |
| - c_local `key' `"``key''"' | |
| = c_local if `"if __000001 "' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" in = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local in `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" timeit = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local timeit `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"1"'!="") Debug, level(3) msg(" savecache = " as result `"1"') | |
| - c_local `key' `"``key''"' | |
| = c_local savecache `"1"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" keepvars = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local keepvars `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" usecache = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local usecache `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"regress"'!="") Debug, level(3) msg(" subcmd = " as result `"regress"') | |
| - c_local `key' `"``key''"' | |
| = c_local subcmd `"regress"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"ols"'!="") Debug, level(3) msg(" model = " as result `"ols"') | |
| - c_local `key' `"``key''"' | |
| = c_local model `"ols"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" ivsuite = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local ivsuite `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" estimator = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local estimator `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"DeltaEquity"'!="") Debug, level(3) msg(" depvar = " as result `"DeltaEquity"') | |
| - c_local `key' `"``key''"' | |
| = c_local depvar `"DeltaEquity"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"__000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 __00000A __0 | |
| > 0000B"'!="") Debug, level(3) msg(" indepvars = " as result `"__000002 __000003 __000004 __00000 | |
| > 5 __000006 __000007 __000008 __000009 __00000A __00000B"') | |
| - c_local `key' `"``key''"' | |
| = c_local indepvars `"__000002 __000003 __000004 __000005 __000006 __000007 __000008 __00000 | |
| > 9 __00000A __00000B"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" endogvars = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local endogvars `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" instruments = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local instruments `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"%9.0g"'!="") Debug, level(3) msg(" fe_format = " as result `"%9.0g"') | |
| - c_local `key' `"``key''"' | |
| = c_local fe_format `"%9.0g"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 | |
| > __00000A __00000B"'!="") Debug, level(3) msg(" basevars = " as result `"DeltaEquity __000002 __ | |
| > 000003 __000004 __000005 __000006 __000007 __000008 __000009 __00000A __00000B"') | |
| - c_local `key' `"``key''"' | |
| = c_local basevars `"DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000 | |
| > 008 __000009 __00000A __00000B"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" weightvar = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local weightvar `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" weighttype = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local weighttype `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" weightexp = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local weightexp `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"insurer_n year"'!="") Debug, level(3) msg(" absorb_keepvars = " as result `"insurer | |
| > _n year"') | |
| - c_local `key' `"``key''"' | |
| = c_local absorb_keepvars `"insurer_n year"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"2"'!="") Debug, level(3) msg(" N_hdfe = " as result `"2"') | |
| - c_local `key' `"``key''"' | |
| = c_local N_hdfe `"2"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" will_save_fe = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local will_save_fe `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"insurer_n year"'!="") Debug, level(3) msg(" original_absvars = " as result `"insure | |
| > r_n year"') | |
| - c_local `key' `"``key''"' | |
| = c_local original_absvars `"insurer_n year"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"insurer_n year"'!="") Debug, level(3) msg(" extended_absvars = " as result `"insure | |
| > r_n year"') | |
| - c_local `key' `"``key''"' | |
| = c_local extended_absvars `"insurer_n year"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" equation_d = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local equation_d `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" transform = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local transform `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" acceleration = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local acceleration `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"id"'!="") Debug, level(3) msg(" panelvar = " as result `"id"') | |
| - c_local `key' `"``key''"' | |
| = c_local panelvar `"id"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"year"'!="") Debug, level(3) msg(" timevar = " as result `"year"') | |
| - c_local `key' `"``key''"' | |
| = c_local timevar `"year"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" poolsize = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local poolsize `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" verbose = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local verbose `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" tolerance = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local tolerance `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" maxiterations = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local maxiterations `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" keepsingletons = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local keepsingletons `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" timeit = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local timeit `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" verbose = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local verbose `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"none"'!="") Debug, level(3) msg(" stages = " as result `"none"') | |
| - c_local `key' `"``key''"' | |
| = c_local stages `"none"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" stage_suboptions = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local stage_suboptions `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"1"'!="") Debug, level(3) msg(" savestages = " as result `"1"') | |
| - c_local `key' `"``key''"' | |
| = c_local savestages `"1"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"unadjusted"'!="") Debug, level(3) msg(" vceoption = " as result `"unadjusted"') | |
| - c_local `key' `"``key''"' | |
| = c_local vceoption `"unadjusted"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"unadjusted"'!="") Debug, level(3) msg(" vcetype = " as result `"unadjusted"') | |
| - c_local `key' `"``key''"' | |
| = c_local vcetype `"unadjusted"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"default"'!="") Debug, level(3) msg(" vcesuite = " as result `"default"') | |
| - c_local `key' `"``key''"' | |
| = c_local vcesuite `"default"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" vceextra = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local vceextra `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" num_clusters = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local num_clusters `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" clustervars = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local clustervars `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"1"'!="") Debug, level(3) msg(" bw = " as result `"1"') | |
| - c_local `key' `"``key''"' | |
| = c_local bw `"1"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" kernel = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local kernel `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"1"'!="") Debug, level(3) msg(" dkraay = " as result `"1"') | |
| - c_local `key' `"``key''"' | |
| = c_local dkraay `"1"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" kiefer = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local kiefer `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" twicerobust = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local twicerobust `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" ffirst = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local ffirst `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"pairwise clusters continuous"'!="") Debug, level(3) msg(" dofadjustments = " as res | |
| > ult `"pairwise clusters continuous"') | |
| - c_local `key' `"``key''"' | |
| = c_local dofadjustments `"pairwise clusters continuous"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" groupvar = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local groupvar `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" stats = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local stats `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" summarize_quietly = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local summarize_quietly `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" fast = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local fast `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" level = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local level `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`"0"'!="") Debug, level(3) msg(" nested = " as result `"0"') | |
| - c_local `key' `"``key''"' | |
| = c_local nested `"0"' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" diopts = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local diopts `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" suboptions = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local suboptions `""' | |
| - } | |
| - if (`"``key''"'!="") Debug, level(3) msg(" `key' = " as result `"``key''"') | |
| = if (`""'!="") Debug, level(3) msg(" notes = " as result `""') | |
| - c_local `key' `"``key''"' | |
| = c_local notes `""' | |
| - } | |
| ------------------------------------------------------------------------- end hdfe.Parse --- | |
| - assert `savecache' | |
| = assert 1 | |
| - Assert !`will_save_fe', msg("savecache disallows saving FEs") | |
| = Assert !0, msg("savecache disallows saving FEs") | |
| ---------------------------------------------------------------------- begin hdfe.Assert --- | |
| - syntax anything(everything equalok) [, MSG(string asis) RC(integer 198)] | |
| - if !(`anything') { | |
| = if !(!0) { | |
| di as error `msg' | |
| exit `rc' | |
| } | |
| ------------------------------------------------------------------------ end hdfe.Assert --- | |
| - if ("`clear'"=="") { | |
| = if (""=="") { | |
| - preserve | |
| - tempvar uid | |
| - GenUID `uid' | |
| = GenUID __00000M | |
| ---------------------------------------------------------------------- begin hdfe.GenUID --- | |
| - args uid | |
| - local uid_type = cond(c(N)>c(maxlong), "double", "long") | |
| - gen `uid_type' `uid' = _n | |
| = gen long __00000M = _n | |
| - la var `uid' "[UID]" | |
| = la var __00000M "[UID]" | |
| ------------------------------------------------------------------------ end hdfe.GenUID --- | |
| - } | |
| - Compact, basevars(`basevars') depvar(`depvar' `indepvars') uid(`uid') timevar(`timevar') pan | |
| > elvar(`panelvar') weightvar(`weightvar') absorb_keepvars(`absorb_keepvars') clustervars(`cluster | |
| > vars') if(`if') in(`in') verbose(`verbose') vceextra(`vceextra') savecache(1) more_keepvars(`kee | |
| > pvars') | |
| = Compact, basevars(DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 | |
| > __000009 __00000A __00000B) depvar(DeltaEquity __000002 __000003 __000004 __000005 __000006 __0 | |
| > 00007 __000008 __000009 __00000A __00000B) uid(__00000M) timevar(year) panelvar(id) weightvar() | |
| > absorb_keepvars(insurer_n year) clustervars() if(if __000001 ) in() verbose(0) vceextra() saveca | |
| > che(1) more_keepvars() | |
| --------------------------------------------------------------------- begin hdfe.Compact --- | |
| - syntax, basevars(string) verbose(integer) [depvar(string) indepvars(string) endogvars(stri | |
| > ng) instruments(string)] [uid(string) timevar(string) panelvar(string) weightvar(string) absorb_ | |
| > keepvars(string) clustervars(string)] [if(string) in(string) vceextra(string)] [savecache(intege | |
| > r 0) more_keepvars(varlist)] | |
| - local exp "= `weightvar'" | |
| = local exp "= " | |
| - marksample touse, novar | |
| - local cluster_keepvars `clustervars' | |
| = local cluster_keepvars | |
| - local cluster_keepvars : subinstr local cluster_keepvars "#" " ", all | |
| - local cluster_keepvars : subinstr local cluster_keepvars "i." "", all | |
| - keep `uid' `touse' `basevars' `timevar' `panelvar' `weightvar' `absorb_keepvars' `cluster_ | |
| > keepvars' `more_keepvars' | |
| = keep __00000M __00000N DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 _ | |
| > _000008 __000009 __00000A __00000B year id insurer_n year | |
| - local expandedvars | |
| - local sets depvar indepvars endogvars instruments | |
| - Debug, level(4) newline | |
| - Debug, level(4) msg("{title:Expanding factor and time-series variables:}") | |
| - foreach set of local sets { | |
| - local varlist ``set'' | |
| = local varlist DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 _ | |
| > _000009 __00000A __00000B | |
| - if ("`varlist'"=="") continue | |
| = if ("DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 _ | |
| > _00000A __00000B"=="") continue | |
| - ExpandFactorVariables `varlist' if `touse', setname(`set') verbose(`verbose') savecache(`s | |
| > avecache') | |
| = ExpandFactorVariables DeltaEquity __000002 __000003 __000004 __000005 __000006 __000007 __ | |
| > 000008 __000009 __00000A __00000B if __00000N, setname(depvar) verbose(0) savecache(1) | |
| - local `set' "`r(varlist)'" | |
| = local depvar "DeltaEquity __2005b__year_X_c__DeltaVincom __2006__year_X_c__DeltaVincome __ | |
| > 2007__year_X_c__DeltaVincome __2008__year_X_c__DeltaVincome __2009__year_X_c__DeltaVincome __201 | |
| > 0__year_X_c__DeltaVincome __2011__year_X_c__DeltaVincome __2012__year_X_c__DeltaVincome __2013__ | |
| > year_X_c__DeltaVincome __2014__year_X_c__DeltaVincome" | |
| - local expandedvars `expandedvars' ``set'' | |
| = local expandedvars DeltaEquity __2005b__year_X_c__DeltaVincom __2006__year_X_c__DeltaVinc | |
| > ome __2007__year_X_c__DeltaVincome __2008__year_X_c__DeltaVincome __2009__year_X_c__DeltaVincome | |
| > __2010__year_X_c__DeltaVincome __2011__year_X_c__DeltaVincome __2012__year_X_c__DeltaVincome __ | |
| > 2013__year_X_c__DeltaVincome __2014__year_X_c__DeltaVincome | |
| - } | |
| - local varlist ``set'' | |
| = local varlist | |
| - if ("`varlist'"=="") continue | |
| = if (""=="") continue | |
| ExpandFactorVariables `varlist' if `touse', setname(`set') verbose(`verbose') savecache(`s | |
| > avecache') | |
| local `set' "`r(varlist)'" | |
| local expandedvars `expandedvars' ``set'' | |
| } | |
| - local varlist ``set'' | |
| = local varlist | |
| - if ("`varlist'"=="") continue | |
| = if (""=="") continue | |
| ExpandFactorVariables `varlist' if `touse', setname(`set') verbose(`verbose') savecache(`s | |
| > avecache') | |
| local `set' "`r(varlist)'" | |
| local expandedvars `expandedvars' ``set'' | |
| } | |
| - local varlist ``set'' | |
| = local varlist | |
| - if ("`varlist'"=="") continue | |
| = if (""=="") continue | |
| ExpandFactorVariables `varlist' if `touse', setname(`set') verbose(`verbose') savecache(`s | |
| > avecache') | |
| local `set' "`r(varlist)'" | |
| local expandedvars `expandedvars' ``set'' | |
| } | |
| - if (`savecache') { | |
| = if (1) { | |
| - local cachevars `timevar' `panelvar' | |
| = local cachevars year id | |
| - foreach basevar of local basevars { | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!1) { | |
| local cachevars `cachevars' `basevar' | |
| } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 __000005 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 __000005 __000006 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 __000005 __000006 __000007 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 __000005 __000006 __000007 __000008 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 __000005 __000006 __000007 __000008 __0 | |
| > 00009 | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 __000005 __000006 __000007 __000008 __0 | |
| > 00009 __00000A | |
| - } | |
| - } | |
| - local in_expanded : list basevar in expandedvars | |
| - if (!`in_expanded') { | |
| = if (!0) { | |
| - local cachevars `cachevars' `basevar' | |
| = local cachevars year id __000002 __000003 __000004 __000005 __000006 __000007 __000008 __0 | |
| > 00009 __00000A __00000B | |
| - } | |
| - } | |
| - c_local cachevars `cachevars' | |
| = c_local cachevars year id __000002 __000003 __000004 __000005 __000006 __000007 __000008 _ | |
| > _000009 __00000A __00000B | |
| - if ("`cachevars'"!="") Debug, level(0) msg("(cachevars: {res}`cachevars'{txt})") | |
| = if ("year id __000002 __000003 __000004 __000005 __000006 __000007 __000008 __000009 __000 | |
| > 00A __00000B"!="") Debug, level(0) msg("(cachevars: {res}year id __000002 __000003 __000004 __00 | |
| > 0005 __000006 __000007 __000008 __000009 __00000A __00000B{txt})") | |
| - } | |
| - if ("`vceextra'"!="") local tsvars `panelvar' `timevar' | |
| = if (""!="") local tsvars id year | |
| - keep `uid' `touse' `expandedvars' `weightvar' `absorb_keepvars' `cluster_keepvars' `tsvars | |
| > ' `cachevars' `more_keepvars' | |
| = keep __00000M __00000N DeltaEquity __2005b__year_X_c__DeltaVincom __2006__year_X_c__DeltaV | |
| > income __2007__year_X_c__DeltaVincome __2008__year_X_c__DeltaVincome __2009__year_X_c__DeltaVinc | |
| > ome __2010__year_X_c__DeltaVincome __2011__year_X_c__DeltaVincome __2012__year_X_c__DeltaVincome | |
| > __2013__year_X_c__DeltaVincome __2014__year_X_c__DeltaVincome insurer_n year year id __00000 | |
| > 2 __000003 __000004 __000005 __000006 __000007 __000008 __000009 __00000A __00000B | |
| variable __000002 not found | |
| ----------------------------------------------------------------------- end hdfe.Compact --- | |
| mata: map_init_keepvars(HDFE_S, "`expandedvars' `uid' `cachevars' `keepvars'") | |
| mata: map_precompute(HDFE_S) | |
| global updated_clustervars = "`r(updated_clustervars)'" | |
| if ("`clear'"=="") mata: store_uid(HDFE_S, "`uid'") | |
| if (`timeit') Tic, n(62) | |
| mata: map_estimate_dof(HDFE_S, "`dofadjustments'", "`groupvar'") | |
| if (`timeit') Toc, n(62) msg(estimate dof) | |
| assert e(df_a)<. | |
| local kk = e(df_a) | |
| qui ds `expandedvars' | |
| local NUM_VARS : word count `r(varlist)' | |
| Debug, msg("(computing residuals for `NUM_VARS' variables)") | |
| foreach var of local expandedvars { | |
| local newvars `newvars' `generate'`var' | |
| } | |
| local restore_original = ("`clear'"=="") | |
| mata: map_solve(HDFE_S, "`expandedvars'", "`newvars'", "", 0, `restore_original') | |
| foreach var of local expandedvars { | |
| local label : char `generate'`var'[name] | |
| if ("`label'"=="") local label `var' | |
| la var `generate'`var' "Residuals: `label'" | |
| } | |
| if ("`groupvar'"!="") mata: groupvar2dta(HDFE_S, `restore_original') | |
| if ("`sample'"!="") { | |
| mata: esample2dta(HDFE_S, "`sample'") | |
| qui replace `sample' = 0 if `sample'==. | |
| la var `sample' "[HDFE Sample]" | |
| mata: drop_uid(HDFE_S) | |
| } | |
| mata: map_ereturn_dof(HDFE_S) | |
| local N_hdfe = e(N_hdfe) | |
| ereturn local cmd = "hdfe" | |
| ereturn local extended_absvars = "`extended_absvars'" | |
| ereturn local absvars = "`original_absvars'" | |
| } | |
| - local rc = c(rc) | |
| - cap mata: mata drop HDFE_S | |
| - cap global updated_clustervars | |
| - local keys absorb N_hdfe original_absvars extended_absvars vce vceoption vcetype vcesuite vc | |
| > eextra num_clusters clustervars bw kernel dkraay kiefer twicerobust reghdfe_cache | |
| - foreach key of local keys { | |
| - char _dta[`key'] | |
| = char _dta[absorb] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[N_hdfe] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[original_absvars] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[extended_absvars] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[vce] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[vceoption] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[vcetype] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[vcesuite] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[vceextra] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[num_clusters] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[clustervars] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[bw] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[kernel] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[dkraay] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[kiefer] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[twicerobust] | |
| - } | |
| - char _dta[`key'] | |
| = char _dta[reghdfe_cache] | |
| - } | |
| - if ("`keepids'"=="" | `rc') cap drop __ID*__ | |
| = if (""=="" | 111) cap drop __ID*__ | |
| - if ("`keepids'"=="" | `rc') cap drop __CL*__ | |
| = if (""=="" | 111) cap drop __CL*__ | |
| - if (`rc') exit `rc' | |
| = if (111) exit 111 | |
| --------------------------------------------------------------------------------- end hdfe --- | |
| x | |
| scalar `df_a' = e(df_a) | |
| local touse `sample' | |
| tempvar `prefix'`y' | |
| qui gen ``prefix'`y'' = `prefix'`y' | |
| drop `prefix'`y' | |
| local py ``prefix'`y'' | |
| foreach v in `x'{ | |
| tempvar `prefix'`v' | |
| qui gen ``prefix'`v'' = `prefix'`v' | |
| drop `prefix'`v' | |
| local px `px' ``prefix'`v'' | |
| } | |
| local xname2 `xname' | |
| local yhdfe `y' | |
| local xhdfe `x' | |
| } | |
| ---------------------------------------------------------------------------- end innerregife --- | |
| } | |
| ----------------------------------------------------------------------------------- end regife --- |
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