📄 heckpr_p.ado
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*! version 3.0.4 24sep2004
program define heckpr_p
version 6, missing
syntax [anything] [if] [in] [, SCores * ]
if `"`scores'"' != "" {
ml_score `0'
exit
}
/* Step 1:
place command-unique options in local myopts
Note that standard options are
LR:
Index XB Cooksd Hat
REsiduals RSTAndard RSTUdent
STDF STDP STDR noOFFset
SE:
Index XB STDP noOFFset
*/
local myopts P11 P01 P10 P00 PMargin PSel PCond XB STDP XBSel STDPSel
/* Step 2:
call _propts, exit if done,
else collect what was returned.
*/
/* takes advantage that -myopts- produces error
* if -eq()- specified w/ other that xb and stdp */
_pred_se "`myopts'" `0'
if `s(done)' { exit }
local vtyp `s(typ)'
local varn `s(varn)'
local 0 `"`s(rest)'"'
/* Step 3:
Parse your syntax.
*/
syntax [if] [in] [, `myopts' CONstant(varname numeric) noOFFset]
/* Step 4:
Concatenate switch options together
*/
local type `p11'`p01'`p10'`p00'`pmargin'`pcond'`xb'`psel'
local type `type'`xbsel'`stdp'`stdpsel'
local args
/* Step 5:
quickly process default case if you can
Do not forget -nooffset- option.
*/
tokenize `e(depvar)'
local depname `1'
local selname = cond("`2'"=="", "select", "`2'")
if "`constan'" != "" { local constan "constant(`constan')" }
if "`selcons'" != "" { local selcons "constant(`selcons')" }
tempvar xb zg
tempname r
qui _predict double `xb' `if' `in', eq(#1) `offset' `constan'
qui _predict double `zg' `if' `in', eq(#2) `offset' `selcons'
scalar `r' = [athrho]_b[_cons]
scalar `r' = (exp(2*`r')-1)/(exp(2*`r')+1)
if ("`type'"=="" | "`type'" == "pmargin") & `"`args'"'=="" {
if "`type'" == "" {
di in gr "(option pmargin assumed; Pr(`depname'=1))"
}
gen `vtyp' `varn' = normprob(`xb')
label var `varn' "Pr(`depname'=1)"
exit
}
/* Step 6:
mark sample (this is not e(sample)).
*/
marksample touse
/* Step 7:
handle options that take argument one at a time.
Comment if restricted to e(sample).
Be careful in coding that number of missing values
created is shown.
Do all intermediate calculations in double.
*/
/* Step 8:
handle switch options that can be used in-sample or
out-of-sample one at a time.
Be careful in coding that number of missing values
created is shown.
Do all intermediate calculations in double.
*/
/* P11 */
if "`type'"=="p11" {
gen `vtyp' `varn' = binorm(`xb',`zg',`r')
label var `varn' "Pr(`depname'=1,`selname'=1)"
exit
}
/* P01 */
if "`type'"=="p01" {
gen `vtyp' `varn' = binorm(-`xb',`zg',-`r')
label var `varn' "Pr(`depname'=0,`selname'=1)"
exit
}
/* P10 */
if "`type'"=="p10" {
gen `vtyp' `varn' = binorm(`xb',-`zg',-`r')
label var `varn' "Pr(`depname'=1,`selname'=0)"
exit
}
/* P00 */
if "`type'"=="p00" {
gen `vtyp' `varn' = binorm(-`xb',-`zg',`r')
label var `varn' "Pr(`depname'=0,`selname'=0)"
exit
}
/* PCOND */
if "`type'"=="pcond" {
gen `vtyp' `varn' = binorm(`xb',`zg',`r')/normprob(`zg')
label var `varn' "Pr(`depname'=1|`selname'=1)"
exit
}
/* linear predictor for equation 1 */
if "`type'" == "xb" {
gen `vtyp' `varn' = `xb'
label var `varn' "linear prediction of `depname'"
exit
}
/* Probit index standard error */
if "`type'" == "stdp" {
_predict `vtyp' `varn', stdp eq(#1) `offset' `constan', /*
*/ if `touse'
label var `varn' "S.E. of prediction of `depname'"
exit
}
/* Selection index standard error */
if "`type'" == "stdpsel" {
_predict `vtyp' `varn', stdp eq(#2) `offset' `selcons', /*
*/ if `touse'
label var `varn' "S.E. of prediction of `selname'"
exit
}
/* Selection index */
if "`type'" == "xbsel" {
gen `vtyp' `varn' = `zg'
label var `varn' "Linear prediction of `selname'"
exit
}
/* Probability observed, from selection
* equation */
if "`type'" == "psel" {
gen `vtyp' `varn' = normprob(`zg')
label var `varn' "Pr(`selname')"
exit
}
/* Step 9:
handle switch options that can be used in-sample only.
Same comments as for step 8.
*/
/* Step 10.
Issue r(198), syntax error.
The user specified more than one option
*/
error 198
end
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