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add separate tables for empirical and normal-based results
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@acarril
acarril committed Nov 3, 2017
1 parent 948bd1c commit bac5335
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10 changes: 5 additions & 5 deletions do/test_synth.do
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Original file line number Diff line number Diff line change
Expand Up @@ -20,8 +20,8 @@ use rddsga_synth, clear

// Examples

rddsga Y X, balance(W1) sgroup(G) bwidth(10) dibal
rddsga Y X, balance(W1 W2) sgroup(G) bwidth(10) ipsweight(ipsw)
rddsga Y X, balance(W1 W2) sgroup(G) bwidth(10) reduced
rddsga Y X W1 W2, sgroup(G) bwidth(6) ivreg bsreps(100) treatment(D) noipsw
rddsga Y X W1 W2, sgroup(G) bwidth(6) ivreg bsreps(100) treatment(D)
*rddsga Y X, balance(W1) sgroup(G) bwidth(10) dibal
*rddsga Y X, balance(W1 W2) sgroup(G) bwidth(10) ipsweight(ipsw)
*rddsga Y X, balance(W1 W2) sgroup(G) bwidth(10) reduced
*rddsga Y X W1 W2, sgroup(G) bwidth(6) ivreg bsreps(100) treatment(D) noipsw
rddsga Y X W1 W2, sgroup(G) bwidth(6) ivreg bsreps(10) normal treatment(D)
118 changes: 76 additions & 42 deletions rddsga.ado
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Original file line number Diff line number Diff line change
Expand Up @@ -243,11 +243,11 @@ if "`ivregress'" != "" | "`reducedform'" != "" | "`firststage'" != "" {
* di _newline as result "Difference estimate"
if "`ivregress'" == "" {
* di as text "_nl_1 = _b[1.`sgroup'#1._cutoff] - _b[0.`sgroup'#1._cutoff]" _continue
qui nlcom _b[1.`sgroup'#1._cutoff] - _b[0.`sgroup'#1._cutoff], noheader
qui nlcom _b[1.`sgroup'#1._cutoff] - _b[0.`sgroup'#1._cutoff]
}
else {
* di as text "_nl_1 = _b[1.`sgroup'#1.`treatment'] - _b[0.`sgroup'#1.`treatment']" _continue
qui nlcom _b[1.`sgroup'#1.`treatment'] - _b[0.`sgroup'#1.`treatment'], noheader
qui nlcom _b[1.`sgroup'#1.`treatment'] - _b[0.`sgroup'#1.`treatment']
}

* Compute and store subgroup estimates
Expand All @@ -265,12 +265,12 @@ if "`ivregress'" != "" | "`reducedform'" != "" | "`firststage'" != "" {
scalar se`g' = sqrt(e_V[`=`g'+1',`=`g'+1'])
// t-stat
scalar t`g' = b`g'/se`g'
// P>|t|
* scalar P_t`g' = ttail(df, abs(t`g'))*2
// P-value
scalar norm_pval`g' = ttail(df, abs(t`g'))*2
scalar pval`g' = e(pval`g')
// Confidence interval
*scalar ci_ub`g' = b`g' + invttail(df, 0.025)*se`g'
*scalar ci_lb`g' = b`g' + invttail(df, 0.975)*se`g'
scalar norm_ci_ub`g' = b`g' + invttail(df, 0.025)*se`g'
scalar norm_ci_lb`g' = b`g' + invttail(df, 0.975)*se`g'
scalar ci_ub`g' = e(ub_g`g')
scalar ci_lb`g' = e(lb_g`g')
}
Expand All @@ -291,37 +291,74 @@ if "`ivregress'" != "" | "`reducedform'" != "" | "`firststage'" != "" {
scalar ci_ub = diff + invttail(r(df_r), 0.025)*diff_se
scalar ci_lb = diff + invttail(r(df_r), 0.975)*diff_se

* Display estimation results (manual table)
* Display estimation results
*-------------------------------------------------------------------------------
di as text "{hline 13}{c TT}{hline 64}"
di as text %12s abbrev("`depvar'",12) " {c |}" ///
_col(15) "{ralign 11:Coef.}" ///
_col(26) "{ralign 12:Std. Err.}" ///
_col(38) "{ralign 8:t }" /// notice extra space
_col(46) "{ralign 8:P}" ///
_col(54) "{ralign 25:[95% Conf. Interval]}"
di as text "{hline 13}{c +}{hline 64}"
di as text "Subgroup" _col(14) "{c |}"
forvalues g = 0/1 {
display as text %12s abbrev("`g'",12) " {c |}" ///
// Normal based
if "`normal'" != "" {
di "NORMAL"
di as text "{hline 13}{c TT}{hline 64}"
di as text %12s abbrev("`depvar'",12) " {c |}" ///
_col(15) "{ralign 11:Coef.}" ///
_col(26) "{ralign 12:Std. Err.}" ///
_col(38) "{ralign 8:t }" /// notice extra space
_col(46) "{ralign 8:P}" ///
_col(54) "{ralign 25:[95% Conf. Interval]}"
di as text "{hline 13}{c +}{hline 64}"
di as text "Subgroup" _col(14) "{c |}"
forvalues g = 0/1 {
display as text %12s abbrev("`g'",12) " {c |}" ///
as result ///
" " %9.0g b`g' ///
" " %9.0g se`g' ///
" " %5.2f t`g' ///
" " %5.3f norm_pval`g' ///
" " %9.0g norm_ci_lb`g' ///
" " %9.0g norm_ci_ub`g'
}
di as text "{hline 13}{c +}{hline 64}"
display as text "Difference {c |}" ///
as result ///
" " %9.0g b`g' ///
" " %9.0g se`g' ///
" " %5.2f t`g' ///
" " %5.3f pval`g' ///
" " %9.0g ci_lb`g' ///
" " %9.0g ci_ub`g'
" " %9.0g diff ///
" " %9.0g diff_se ///
" " %5.2f t ///
" " %5.3f pval_diff ///
" " %9.0g ci_lb ///
" " %9.0g ci_ub
di as text "{hline 13}{c BT}{hline 64}"
}
di as text "{hline 13}{c +}{hline 64}"
display as text "Difference {c |}" ///
as result ///
" " %9.0g diff ///
" " %9.0g diff_se ///
" " %5.2f t ///
" " %5.3f pval_diff ///
" " %9.0g ci_lb ///
" " %9.0g ci_ub
di as text "{hline 13}{c BT}{hline 64}"
// Empirical
* else {
di "EMPIRICAL"
di as text "{hline 13}{c TT}{hline 64}"
di as text %12s abbrev("`depvar'",12) " {c |}" ///
_col(15) "{ralign 11:Coef.}" ///
_col(26) "{ralign 12:Std. Err.}" ///
_col(38) "{ralign 8:t }" /// notice extra space
_col(46) "{ralign 8:P}" ///
_col(54) "{ralign 25:[95% Conf. Interval]}"
di as text "{hline 13}{c +}{hline 64}"
di as text "Subgroup" _col(14) "{c |}"
forvalues g = 0/1 {
display as text %12s abbrev("`g'",12) " {c |}" ///
as result ///
" " %9.0g b`g' ///
" " %9.0g se`g' ///
" " %5.2f t`g' ///
" " %5.3f pval`g' ///
" " %9.0g ci_lb`g' ///
" " %9.0g ci_ub`g'
}
di as text "{hline 13}{c +}{hline 64}"
display as text "Difference {c |}" ///
as result ///
" " %9.0g diff ///
" " %9.0g diff_se ///
" " %5.2f t ///
" " %5.3f pval_diff ///
" " %9.0g ci_lb ///
" " %9.0g ci_ub
di as text "{hline 13}{c BT}{hline 64}"
* }
}

* End
Expand Down Expand Up @@ -424,7 +461,7 @@ program myboo, eclass
matrix V = V*V'
matrix V = V/`=`3'-1'
*/
// Add names
// Add names to rows and columns of V
mat rownames V = 0.`1'#1.`2' 1.`1'#1.`2'
mat colnames V = 0.`1'#1.`2' 1.`1'#1.`2'
// Return
Expand All @@ -435,22 +472,19 @@ program myboo, eclass
}
ereturn scalar N_reps = `3'
ereturn scalar level = 95
//pvalue
// Empirical p-values
cap scalar drop bscoef
* mat list cumulative
* mat list b
forvalues g = 0/1 {
local count = 0
local count = 0 // reset count for second subgroup
forvalues i = 1/`3' {
scalar bscoef = cumulative[`i',`=`g'+1']
if abs(bscoef) >= abs(b[1,`=`g'+1']) local count = `count'+1
}
scalar pval`g' = (1+`count') / (`3' + 1)
di "pval`g' = (1+`count') / (`3' + 1)"
* di "pval`g' = (1+`count') / (`3' + 1)"
ereturn scalar pval`g' = pval`g'
}

// confidence intervals
// Empirical confidence intervals
svmat cumulative, names(_subgroup)
forvalues g = 0/1 {
qui centile _subgroup`=`g'+1', centile(2.5 97.5)
Expand Down

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