📄 xtabond.dlg
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/*
xtabond
*! VERSION 1.1.2 07apr2005
keyword: eclass
*/
VERSION 9.0
INCLUDE _std_large
INCLUDE _ht340
INCLUDE header
HELP hlp1, view("help xtabond")
RESET res1
DIALOG main, /*
*/ label("xtabond - Arellano-Bond linear, dynamic panel-data estimator")/*
*/ tabtitle("Model")
BEGIN
DEFINE _x _xsetbu
DEFINE _y _top
INCLUDE _bu_tsset
TEXT tx_dv _lft _topph _vnwd ., /*
*/ label("Dependent variable:") /*
*/
VARNAME vn_dv @ _ss @ ., /*
*/ label("Dependent variable") /*
*/
TEXT tx_iv _vlx _topph _cwd2 ., /*
*/ label("Independent variables:") /*
*/
VARLIST vl_iv @ _ss _vlwd ., /*
*/ label("Independent variables") /*
*/ allowcat /*
*/ allowts /*
*/
CHECKBOX ck_nocons @ _ms @ ., /*
*/ label("Suppress constant term") /*
*/ option("noconstant") /*
*/
GROUPBOX gb_opts _lft _ms _iwd _ht21h, /*
*/ label("Options")
TEXT tx_ev _ilft _ss _inwd ., /*
*/ label("Already differenced exogenous variables:") /*
*/
VARLIST vl_ev @ _ss @ ., /*
*/ label("Already differenced exogenous variables") /*
*/ allowcat /*
*/ allowts /*
*/ option("diffvars") /*
*/
TEXT tx_ivars @ _ls @ ., /*
*/ label("Additional instrumental variables:") /*
*/
VARLIST vl_ivars @ _ss @ ., /*
*/ label("Additional instrumental variables") /*
*/ allowcat /*
*/ allowts /*
*/ option("inst") /*
*/
SPINNER sp_lags _indent2 +35 _spwd ., /*
*/ label("Number of lags of dependent variable (p)") /*
*/ min(1) /*
*/ max(c(N)) /*
*/ default(1) /*
*/ option("lags") /*
*/
TEXT tx_lags _spsep @ _cksprb ., /*
*/ label("Number of lags of dependent variable (p)") /*
*/
CHECKBOX ck_maxld _ilft _ls _ckwd ., label("") /*
*/ clickon("gaction main.sp_maxld.enable") /*
*/ clickoff("gaction main.sp_maxld.disable") /*
*/
SPINNER sp_maxld _cksep @ _spwd ., /*
*/ label("Max lags of dependent variable for use as instruments")/*
*/ min(1) /*
*/ max(c(N)) /*
*/ default(1) /*
*/ option("maxldep") /*
*/
TEXT tx_maxld _spsep @ _cksprb ., /*
*/ label("Max lags of dependent variable for use as instruments")/*
*/
CHECKBOX ck_maxlag _ilft _ls _ckwd ., label("") /*
*/ clickon("gaction main.sp_maxlag.enable") /*
*/ clickoff("gaction main.sp_maxlag.disable") /*
*/
SPINNER sp_maxlag _cksep @ _spwd ., /*
*/ label("Max lags of predetermined variables for use as instruments")/*
*/ min(1) /*
*/ max(c(N)) /*
*/ default(1) /*
*/ option("maxlags") /*
*/
TEXT tx_maxlag _spsep @ _cksprb ., /*
*/ label("Max lags of predetermined variables for use as instruments")/*
*/
CHECKBOX ck_twostep _ilft _ls _ibwd ., /*
*/ label("Compute two-step estimator instead of one-step estimator") /*
*/ clickon(robust.ck_robust.disable) /*
*/ clickoff(robust.ck_robust.enable) /*
*/ option(twostep) /*
*/
END
DIALOG pre, label("") tabtitle("Predetermined")
BEGIN
CHECKBOX ck_pre1 _lft _top _iwd _ht11h, /*
*/ label("Predetermined variables") /*
*/ groupbox /*
*/ clickon("program pre1on") /*
*/ clickoff("script pre1off") /*
*/
VARLIST vl_pre1 _ilft _ss _ibwd ., /*
*/ label("Predetermined variables") /*
*/
CHECKBOX ck_endog1 _ilft _ls _ibwd ., /*
*/ label("Treat variables as endogenous instead of predetermined") /*
*/ option("endogenous") /*
*/
CHECKBOX ck_prel1 _ilft _ls _ibwd _ht2h, /*
*/ label("Lag structure") /*
*/ groupbox /*
*/ clickon("script prelags1on") /*
*/ clickoff("script prelags1off") /*
*/
SPINNER sp_prel1 _indent _ms _spwd ., /*
*/ label("Lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prel1 _spsep @ _spr2b ., /*
*/ label("Lags to include") /*
*/
SPINNER sp_prem1 _lft2 @ _spwd ., /*
*/ label("Maximum lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prem1 _spsep @ _spr2b ., /*
*/ label("Maximum lags to include") /*
*/
CHECKBOX ck_pre2 _lft _xxls _iwd _ht11h, /*
*/ label("Predetermined variables") /*
*/ groupbox /*
*/ clickon("program pre2on") /*
*/ clickoff("script pre2off") /*
*/
VARLIST vl_pre2 _ilft _ss _ibwd ., /*
*/ label("Predetermined variables") /*
*/
CHECKBOX ck_endog2 _ilft _ls _ibwd ., /*
*/ label("Treat variables as endogenous instead of predetermined") /*
*/ option("endogenous") /*
*/
CHECKBOX ck_prel2 _ilft _ls _ibwd _ht2h, /*
*/ label("Lag structure") /*
*/ groupbox /*
*/ clickon("script prelags2on") /*
*/ clickoff("script prelags2off") /*
*/
SPINNER sp_prel2 _indent _ms _spwd ., /*
*/ label("Lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prel2 _spsep @ _spr2b ., /*
*/ label("Lags to include") /*
*/
SPINNER sp_prem2 _lft2 @ _spwd ., /*
*/ label("Maximum lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prem2 _spsep @ _spr2b ., /*
*/ label("Maximum lags to include") /*
*/
END
PROGRAM pre1on
BEGIN
call gaction pre.vl_pre1.enable
call gaction pre.ck_endog1.enable
call gaction pre.ck_prel1.enable
if pre.ck_prel1 {
call script prelags1on
}
END
SCRIPT pre1off
BEGIN
pre.vl_pre1.disable
pre.ck_endog1.disable
pre.ck_prel1.disable
script prelags1off
END
SCRIPT prelags1on
BEGIN
pre.sp_prel1.enable
pre.tx_prel1.enable
pre.sp_prem1.enable
pre.tx_prem1.enable
END
SCRIPT prelags1off
BEGIN
pre.sp_prel1.disable
pre.tx_prel1.disable
pre.sp_prem1.disable
pre.tx_prem1.disable
END
PROGRAM pre2on
BEGIN
call gaction pre.vl_pre2.enable
call gaction pre.ck_endog2.enable
call gaction pre.ck_prel2.enable
if pre.ck_prel2 {
call script prelags2on
}
END
SCRIPT pre2off
BEGIN
pre.vl_pre2.disable
pre.ck_endog2.disable
pre.ck_prel2.disable
script prelags2off
END
SCRIPT prelags2on
BEGIN
pre.sp_prel2.enable
pre.tx_prel2.enable
pre.sp_prem2.enable
pre.tx_prem2.enable
END
SCRIPT prelags2off
BEGIN
pre.sp_prel2.disable
pre.tx_prel2.disable
pre.sp_prem2.disable
pre.tx_prem2.disable
END
DIALOG morepre, tabtitle("More predetermined")
BEGIN
CHECKBOX ck_pre3 _lft _top _iwd _ht11h, /*
*/ label("Predetermined variables") /*
*/ groupbox /*
*/ clickon("program pre3on") /*
*/ clickoff("script pre3off") /*
*/
VARLIST vl_pre3 _ilft _ss _ibwd ., /*
*/ label("Predetermined variables") /*
*/
CHECKBOX ck_endog3 _ilft _ls _ibwd ., /*
*/ label("Treat variables as endogenous instead of predetermined") /*
*/ option("endogenous") /*
*/
CHECKBOX ck_prel3 _ilft _ls _ibwd _ht2h, /*
*/ label("Lag structure") /*
*/ groupbox /*
*/ clickon("script prelags3on") /*
*/ clickoff("script prelags3off") /*
*/
SPINNER sp_prel3 _indent _ms _spwd ., /*
*/ label("Lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prel3 _spsep @ _spr2b ., /*
*/ label("Lags to include") /*
*/
SPINNER sp_prem3 _lft2 @ _spwd ., /*
*/ label("Maximum lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prem3 _spsep @ _spr2b ., /*
*/ label("Maximum lags to include") /*
*/
CHECKBOX ck_pre4 _lft _xxls _iwd _ht11h, /*
*/ label("Predetermined variables") /*
*/ groupbox /*
*/ clickon("program pre4on") /*
*/ clickoff("script pre4off") /*
*/
VARLIST vl_pre4 _ilft _ss _ibwd ., /*
*/ label("Predetermined variables") /*
*/
CHECKBOX ck_endog4 _ilft _ls _ibwd ., /*
*/ label("Treat variables as endogenous instead of predetermined") /*
*/ option("endogenous") /*
*/
CHECKBOX ck_prel4 _ilft _ls _ibwd _ht2h, /*
*/ label("Lag structure") /*
*/ groupbox /*
*/ clickon("script prelags4on") /*
*/ clickoff("script prelags4off") /*
*/
SPINNER sp_prel4 _indent _ms _spwd ., /*
*/ label("Lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prel4 _spsep @ _spr2b ., /*
*/ label("Lags to include") /*
*/
SPINNER sp_prem4 _lft2 @ _spwd ., /*
*/ label("Maximum lags to include") /*
*/ min(0) /*
*/ max(c(N)) /*
*/ default(0) /*
*/
TEXT tx_prem4 _spsep @ _spr2b ., /*
*/ label("Maximum lags to include") /*
*/
END
PROGRAM pre3on
BEGIN
call gaction morepre.vl_pre3.enable
call gaction morepre.ck_endog3.enable
call gaction morepre.ck_prel3.enable
if morepre.ck_prel3 {
call script prelags3on
}
END
SCRIPT pre3off
BEGIN
morepre.vl_pre3.disable
morepre.ck_endog3.disable
morepre.ck_prel3.disable
script prelags3off
END
SCRIPT prelags3on
BEGIN
morepre.sp_prel3.enable
morepre.tx_prel3.enable
morepre.sp_prem3.enable
morepre.tx_prem3.enable
END
SCRIPT prelags3off
BEGIN
morepre.sp_prel3.disable
morepre.tx_prel3.disable
morepre.sp_prem3.disable
morepre.tx_prem3.disable
END
PROGRAM pre4on
BEGIN
call gaction morepre.vl_pre4.enable
call gaction morepre.ck_endog4.enable
call gaction morepre.ck_prel4.enable
if morepre.ck_prel4 {
call script prelags4on
}
END
SCRIPT pre4off
BEGIN
morepre.vl_pre4.disable
morepre.ck_endog4.disable
morepre.ck_prel4.disable
script prelags4off
END
SCRIPT prelags4on
BEGIN
morepre.sp_prel4.enable
morepre.tx_prel4.enable
morepre.sp_prem4.enable
morepre.tx_prem4.enable
END
SCRIPT prelags4off
BEGIN
morepre.sp_prel4.disable
morepre.tx_prel4.disable
morepre.sp_prem4.disable
morepre.tx_prem4.disable
END
INCLUDE byifin
DIALOG robust, tabtitle("SE/Robust")
BEGIN
CHECKBOX ck_robust _lft _top _iwd ., ///
label("Robust standard errors") option(robust)
END
DIALOG rpt, label("") tabtitle("Reporting")
BEGIN
DEFINE _x _lft
DEFINE _cx _spr2
DEFINE _y _top
INCLUDE _sp_level
CHECKBOX ck_small _lft _ls _cwd1 ., /*
*/ label("Report small-sample statistics") /*
*/ option("small") /*
*/
GROUPBOX gb_tests _lft _ls _iwd _ht3, /*
*/ label("Additional test statistics")
SPINNER sp_artest _ilft _ms _spwd ., /*
*/ label("Max order for AR tests") /*
*/ min(1) /*
*/ max(c(N)) /*
*/ default(2) /*
*/ option("artests") /*
*/
TEXT tx_artest _spsep @ _sprb ., /*
*/ label("Max order for AR tests") /*
*/
END
PROGRAM command
BEGIN
allowxi
INCLUDE _by_pr
put "xtabond "
varlist main.vn_dv [main.vl_iv]
INCLUDE _ifin_pr
beginoptions
option main.ck_nocons
optionarg main.vl_ev
optionarg main.vl_ivars
optionarg main.sp_lags
optionarg main.sp_maxld
optionarg main.sp_maxlag
option main.ck_twostep
if pre.ck_pre1 {
put "pre("
require pre.vl_pre1
put pre.vl_pre1
if pre.ck_endog1 | pre.ck_prel1 {
put ", "
}
if pre.ck_prel1 {
put "lagstruct("
put pre.sp_prel1 "," pre.sp_prem1
put ")"
}
option pre.ck_endog1
put ") "
}
if pre.ck_pre2 {
put "pre("
require pre.vl_pre2
put pre.vl_pre2
if pre.ck_endog2 | pre.ck_prel2 {
put ", "
}
if pre.ck_prel2 {
put "lagstruct("
put pre.sp_prel2 "," pre.sp_prem2
put ")"
}
option pre.ck_endog2
put ") "
}
if morepre.ck_pre3 {
put "pre("
require morepre.vl_pre3
put morepre.vl_pre3
if morepre.ck_endog3 | morepre.ck_prel3 {
put ", "
}
if morepre.ck_prel3 {
put "lagstruct("
put morepre.sp_prel3 "," morepre.sp_prem3
put ")"
}
option morepre.ck_endog3
put ") "
}
if morepre.ck_pre4 {
put "pre("
require morepre.vl_pre4
put morepre.vl_pre4
if morepre.ck_endog4 | morepre.ck_prel4 {
put ", "
}
if morepre.ck_prel4 {
put "lagstruct("
put morepre.sp_prel4 "," morepre.sp_prem4
put ")"
}
option morepre.ck_endog4
put ") "
}
option robust.ck_robust
optionarg /hidedefault rpt.sp_level
option rpt.ck_small
optionarg rpt.sp_artest
endoptions
END
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