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riosavila committed Aug 31, 2024
1 parent 95ca303 commit f4cb432
Showing 1 changed file with 97 additions and 26 deletions.
123 changes: 97 additions & 26 deletions qregplot/qregplot.ado
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
*! version 1.25 (Aug 2024) mtitles can be blank
*! version 1.25 (July 2024) Adding QREGFE, automatically adds FE to oLS
* version 1.24 (Jan 2024) No longer gets an error if provices non-existing variables
* version 1.23 (June 2023) Bug with IFs and String variable
* version 1.22 (March 2023) Small changes to SIVQR weights, Ifs and ins
Expand All @@ -17,7 +17,7 @@
* and allowing the command to be used after other commands including mmqreg, qrprocess and rifhdreg (for uqreg)


** This little piece of code "prevents" loosing all!
** This little piece of code "prevents" loosing all!
program define qregplot, rclass
syntax [varlist( fv default=none)], [*]
Expand Down Expand Up @@ -77,27 +77,38 @@ program define grqreg_x, rclass

if "`from'"!="" {
** idea.. if we can do from memory, we save time and money!!
est restore `from'
if "`e(cmd)'"=="qregplot" {
if "`varlist'"!="" {
ms_fvstrip `varlist', expand dropomit
local vlist `r(varlist)'
is_vlist_in_xlist, vlist(`vlist') xlist(`e(xlist)')
return local vlist `r(nvlist)'
}
qrgraph , `cons' `e(ols)' raopt(`raopt') lnopt(`lnopt') grcopt(`grcopt') twopt(`twopt') ///
matrixlist(e(qq) e(bs) e(ll) e(ul)) matrixols(e(bso) e(llo) e(ulo)) ///
vlist(`vlist') xlist(`e(xlist)') `label' labelopt(`labelopt') `options' `mtitles'
}

exit
if `:word count `from''==1 {
est restore `from'
if "`e(cmd)'"=="qregplot" {
if "`varlist'"!="" {
ms_fvstrip `varlist', expand dropomit
local vlist `r(varlist)'
is_vlist_in_xlist, vlist(`vlist') xlist(`e(xlist)')
return local vlist `r(nvlist)'
}
qrgraph , `cons' `e(ols)' raopt(`raopt') lnopt(`lnopt') grcopt(`grcopt') twopt(`twopt') ///
matrixlist(e(qq) e(bs) e(ll) e(ul)) matrixols(e(bso) e(llo) e(ulo)) ///
vlist(`vlist') xlist(`e(xlist)') `label' labelopt(`labelopt') `options' `mtitles'
}
exit
}
else {
if c(version)<17 {
display "You need Stata V17 or higher to use this feature"
error 1
}
else {
qrgraph2, from(`from') `cons' `e(ols)' raopt(`raopt') lnopt(`lnopt') grcopt(`grcopt') twopt(`twopt') ///
vlist(`vlist') xlist(`e(xlist)') `label' labelopt(`labelopt') `options' `mtitles'
}
}
}

if !inlist("`e(cmd)'","qreg","bsqreg","mmqreg","rifhdreg","qrprocess","sqreg") & ///
!inlist("`e(cmd)'","bsrifhdreg","qreg2","xtqreg","ivqreg2","smqreg","sivqr") {
!inlist("`e(cmd)'","bsrifhdreg","qreg2","xtqreg","ivqreg2","smqreg","sivqr","qregfe") {
display in red "This command can only be used after -qreg- ,-bsqreg-, -sqreg-, -mmqreg- or -rifhdreg- " _n ///
"-bsrifhdreg-, -qreg2-, -qrprocess-, -xtqreg-, -ivqreg2-, `smqreg' " _n
"If you have suggestions for adding other -quantile/type- regressions, contact me at [email protected]"
"-bsrifhdreg-, -qreg2-, -qrprocess-, -xtqreg-, -ivqreg2-, -smqreg-, -qregfe- " _n
"If you have suggestions for adding other -quantile/type- regressions, contact me at [email protected]" _n
error 10
}
/*else {
Expand Down Expand Up @@ -160,8 +171,6 @@ program define grqreg_x, rclass
local oth `e(oth)'
local ifin `e(ifin)'
local wgt [`e(wtype)'`e(wexp)']


}
if inlist("`e(cmd)'","sqreg") {
tempname aux2
Expand Down Expand Up @@ -197,7 +206,20 @@ program define grqreg_x, rclass
local wgt `r(wgt)'

}
if inlist("`e(wcmd)'","qregfe"){
local cmdl `e(cmdline)'
gettoken cmd xvars:cmdl
*local xvars `"`=subinstr("`e(cmdline)'","`e(cmd)'","",1)'"'
qui:qreg_stripper `xvars'


local xvar `r(xvar)'
local yvar `r(yvar)'
local qnt `r(qnt)'
local oth `r(oth)'
local ifin `r(ifin)'
local wgt `r(wgt)'
}


** verify variables in list exist.
Expand All @@ -218,7 +240,8 @@ program define grqreg_x, rclass
tempvar bso llo ulo
if "`ols'"!="" {
tempname olsaux
qui:regress `yvar' `xvar' `ifin' `wgt', `olsopt'
if "`e(absorb)'"=="" qui:regress `yvar' `xvar' `ifin' `wgt', `olsopt'
else qui:reghdfe `yvar' `xvar' `ifin' `wgt', `olsopt' abs(`e(absorb)')
matrix `olsaux'=r(table)
}
**********************************************************
Expand Down Expand Up @@ -289,7 +312,6 @@ program define grqreg_x, rclass
if `cnt'==1 qui:qreg `yvar' `xvar' `ifin' `wgt', q(`q')
matrix `binit' = e(b)
qui:`cmd' `yvar' `xvar' `ifin' `wgt', `oth' q(`q') bw(`bw0') from(`binit')
*qui:`cmd' `yvar' `xvar' `ifin' `wgt', `oth' q(`q') bw(`bw0')
matrix `binit' = e(b)

qui:ereturn display
Expand Down Expand Up @@ -349,6 +371,27 @@ program define grqreg_x, rclass
}
}
}
******
if inlist("`cmd'","qregfe") {
foreach q of local qlist {
if "`e(qmethod)'"=="qrprocess" local qrq = `q'/100
else local qrq = `q'
qui:`cmd' `yvar' `xvar' `ifin' `wgt', `oth' q(`qrq')
qui:ereturn display
matrix `aux'=r(table)

matrix coleq `aux'=""
matrix `qq'=nullmat(`qq') \ `q'
matrix `bs'=nullmat(`bs') \ `aux'["b" ,":"]
matrix `ll'=nullmat(`ll') \ `aux'["ll",":"]
matrix `ul'=nullmat(`ul') \ `aux'["ul",":"]
if "`ols'"!="" {
matrix `bso'=nullmat(`bso') \ `olsaux'["b" ,":"]
matrix `llo'=nullmat(`llo') \ `olsaux'["ll",":"]
matrix `ulo'=nullmat(`ulo') \ `olsaux'["ul",":"]
}
}
}
******************************************
qrgraph , `cons' `ols' raopt(`raopt') ///
lnopt(`lnopt') grcopt(`grcopt') ///
Expand Down Expand Up @@ -430,7 +473,8 @@ local nvlist
end

program define qreg_stripper, rclass
syntax anything [if] [in] [aw iw pw fw], [Quantile(string)] *
syntax anything [if] [in] [aw iw pw fw], [Quantile(string)] [* ] [ls]
*Note: LS so mmqreg does not create those
gettoken yvar xvar:anything
*local xvar `=subinstr("`anything'","`e(depvar)'","",1)'
*local yvar `e(depvar)'
Expand Down Expand Up @@ -679,7 +723,7 @@ if "`rplot'"=="" local rplot rarea
label_var_lab , var(`v') `label'
local vlab `r(labout)'
if "`v'"=="_cons" local vlab Intercept
if `"`vlab'"'!="" short_local, llocal(`vlab') `labelopt'
short_local, llocal(`vlab') `labelopt'
local vlab "`r(out)'"
}
else {
Expand All @@ -689,7 +733,7 @@ if "`rplot'"=="" local rplot rarea
label_var_lab , var(`v') `label'
local vlabx `r(labout)'
}
if `"`vlab'"'!="" short_local, llocal(`vlab') `labelopt'
short_local, llocal(`vlabx') `labelopt'
local vlab "`r(out)'"
}

Expand Down Expand Up @@ -725,3 +769,30 @@ if "`rplot'"=="" local rplot rarea

end

program define qrgraph2
syntax , from(str asis) xlist(string) ///
[ vlist(string) cons ols raopt(str asis ) lnopt(str asis ) ///
grcopt(str asis ) twopt(str asis ) ///
mtitles(str asis) ///
rplot(string) ///
label labelopt(str asis ) *]
tempname toplot mattemp
frame create `toplot'
frame `toplot' {
foreach i of local from {
est restore `i'
matrix `i'_ul = e(ul)
matrix `i'_ll = e(ll)
matrix `i'_bs = e(bs)
matrix `i'_qq = e(qq)
if "`ols'"!="" {
tokenize `matrixols'
matrix `i'_`bso'=e(bso)
matrix `i'_`llo'=e(llo)
matrix `i'_`ulo'=e(ulo)
}
}


}
end

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