📄 xthtaylor.dlg
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/*
xthtaylor
*! VERSION 1.1.2 28mar2005
keyword: eclass
*/
VERSION 9.0
INCLUDE _std_large
INCLUDE _ht330
INCLUDE header
HELP hlp1, view("help xthtaylor")
RESET res1
DIALOG main, /*
*/ label("xthtaylor - Hausman-Taylor estimation with error components")/*
*/tabtitle("Model")
BEGIN
DEFINE _x _xsetbu
DEFINE _y _top
INCLUDE _bu_panelset
INCLUDE _dviv_ts4set
CHECKBOX ck_nocons @ _ms @ ., /*
*/ label("Suppress constant term") /*
*/ option("noconstant") /*
*/
TEXT tx_endog _lft _ms _iwd ., /*
*/ label("Endogenous variables:") /*
*/
DEFINE y @y
VARLIST vl_endog @ _ss @ ., /*
*/ label("Endogenous variables") /*
*/ option("endog") /*
*/
GROUPBOX gb_indvar _lft _ls _iwd _ht9, /*
*/ label("Independent variables") /*
*/
RADIO rb_const _indent _ss _inwd ., /*
*/ label("Constant within panel:") /*
*/ clickon("script constant_on") /*
*/ first /*
*/
DEFINE holdx @x
DEFINE holdcx @cx
VARLIST vl_const _indent2 _ss _inwd ., /*
*/ label("Constant within panel:") /*
*/ option("constant") /*
*/
RADIO rb_vary holdx _ms holdcx ., /*
*/ label("Varying within panel:") /*
*/ clickon("script constant_off") /*
*/ last /*
*/
VARLIST vl_vary _indent2 _ss _inwd ., /*
*/ label("Varying within panel:") /*
*/ option("varying") /*
*/
GROUPBOX gb_htayl _lft _xls _iwd _ht2, /*
*/ label("Fit model based on:") /*
*/
RADIO rb_htayl _indent _ss _cwd2 ., /*
*/ label("Hausman and Taylor estimator") /*
*/ first /*
*/ option(NONE) /*
*/
RADIO rb_amacur _lft2 @ @ ., /*
*/ label("Amemiya and MaCurdy estimator") /*
*/ clickon("script htaylor_off") /*
*/ last /*
*/ option("amacurdy") /*
*/
END
INCLUDE byifin
INCLUDE weights_fi
INCLUDE se
SCRIPT PREINIT
BEGIN
script se_createAsJknifeBstrap
END
SCRIPT POSTINIT
BEGIN
script se_setCluster_off
script se_setTitleSE
END
DIALOG rpt, label("") tabtitle("Reporting")
BEGIN
DEFINE _x _lft
DEFINE _cx _spr
DEFINE _y _top
INCLUDE _sp_level
CHECKBOX ck_small _lft _ls _cwd1 ., /*
*/ option("small") /*
*/ label("Report small sample statistics")
END
SCRIPT constant_on
BEGIN
gaction main.vl_const.enable
gaction main.vl_vary.disable
END
SCRIPT constant_off
BEGIN
gaction main.vl_const.disable
gaction main.vl_vary.enable
END
PROGRAM command
BEGIN
allowxi
INCLUDE _by_pr
put "xthtaylor "
varlist main.vn_dv
varlist main.vl_iv
INCLUDE _weights_pr
INCLUDE _ifin_pr
beginoptions
option main.ck_nocons
require main.vl_endog
optionarg main.vl_endog
optionarg main.vl_const
optionarg main.vl_vary
option radio(main rb_htayl rb_amacur)
put " " /program se_output
optionarg /hidedefault rpt.sp_level
option rpt.ck_small
endoptions
END
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