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binscatter2.ado
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binscatter2.ado
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*! binscatter2, v0.91 (19jan2023), Michael Droste, [email protected]
*===============================================================================
* Program: binscatter2.ado
* Purpose: New functionality and efficiency improvements for binscatter.
* Author: Michael Droste
* Version: 0.91 (19jan2023)
* Credits: This program was made possible due to the collective efforts of a
* handful of Stata superstars, among them:
* - Michael Stepner, who wrote the original binscatter (with
* contributions from Jessica Laird).
* - Sergio Correa, who developed ftools and proved that hash tables
* could be used to speed up a number of Stata routines.
* - Mauricio Caceres Bravo, who produced gtools, Correa's ftools in
* hyper-efficient compiled C, which is used to make the computation
* of quantiles and means/medians within quantiles much more efficient.
* License: You are free to do whatever you want with this program.
*===============================================================================
program define binscatter2, eclass
version 12.1
syntax varlist(min=2 numeric) [if] [in] [aweight fweight], ///
[ ///
by(varname) ///
Nquantiles(integer 20) ///
GENxq(name) ///
discrete ///
xq(varname numeric) ///
MEDians ///
CONTROLs(varlist numeric ts fv) ///
Absorb(varlist) ///
noAddmean ///
LINEtype(string) ///
rd(numlist ascending) ///
reportreg ///
noplot nograph ///
COLors(string asis) ///
MColors(string asis) ///
LColors(string asis) ///
Msymbols(string) ///
savegraph(string) ///
savedata(string) ///
quantiles(numlist integer ascending) ///
stdevs(integer -1) ///
nodofile ///
fast ///
altcontrols ///
plotraw ///
replace ///
vce(string) ///
robust ///
nofastxtile ///
randvar(varname numeric) ///
randcut(real 1) ///
randn(integer -1) ///
/* LEGACY OPTIONS */ nbins(integer 20) create_xq x_q(varname numeric) symbols(string) method(string) unique(string) ///
*]
set more off
*---------------------------------------------------------------------------
* Check prerequisite packages
*---------------------------------------------------------------------------
* User MUST have gtools installed (recent enough to have fasterxtile)
cap which fasterxtile
local a1 = _rc
cap which gcollapse
local a2 = _rc
if `a1'!=0 | `a2'!=0 {
di as error "Error: Must have gtools installed to use binscatter2"
di as error " See the gtools github repo: https://github.com/mcaceresb/stata-gtools"
exit
}
* Optional: check to see if user has reghdfe, and set a flag if so
cap which reghdfe
local has_reghdfe = _rc == 0
*---------------------------------------------------------------------------
* Check compatibility with legacy binscatter options
*---------------------------------------------------------------------------
* Can't specify both nbins() (legacy) and nquantiles() options
if `nbins'!=20 {
if `nquantiles'!=20 {
di as error "Cannot specify both nquantiles() and nbins(): both are the same option, nbins is supported only for backward compatibility."
exit
}
di as text "NOTE: legacy binscatter option nbins() has been renamed nquantiles(), and is supported only for backward compatibility."
local nquantiles = `nbins'
}
* Can't specify both create_xq() (legacy) and genxq() options
if "`create_xq'"!="" {
if "`genxq'"!="" {
di as error "Cannot specify both genxq() and create_xq: both are the same option, create_xq is supported only for backward compatibility."
exit
}
di as text "NOTE: legacy binscatter option create_xq has been renamed genxq(), and is supported only for backward compatibility."
local genxq = "q_"+word("`varlist'",-1)
}
* Can't specify both x_q() (legacy) and xq() options
if "`x_q'"!="" {
if "`xq'"!="" {
di as error "Cannot specify both xq() and x_q(): both are the same option, x_q() is supported only for backward compatibility."
exit
}
di as text "NOTE: legacy binscatter option x_q() has been renamed xq(), and is supported only for backward compatibility."
local xq `x_q'
}
* Can't specify symbols() (legacy) and msymbols() options
if "`symbols'"!="" {
if "`msymbols'"!="" {
di as error "Cannot specify both msymbols() and symbols(): both are the same option, symbols() is supported only for backward compatibility."
exit
}
di as text "NOTE: legacy binscatter option symbols() has been renamed msymbols(), and is supported only for backward compatibility."
local msymbols `symbols'
}
* Can't use line type noline (legacy), now called none
if "`linetype'"=="noline" {
di as text "NOTE: legacy binscatter line type 'noline' has been renamed 'none', and is supported only for backward compatibility."
local linetype none
}
* Can't use method() legacy option
if "`method'"!="" {
di as text "NOTE: method() is no longer a recognized option in binscatter2 and will be ignored. binscatter2 now always uses the fastest method without a need for two instances"
}
* Can't use unique() legacy option
if "`unique'"!="" {
di as text "NOTE: unique() is no longer a recognized option in binscatter2 and will be ignored. binscatter2 now considers the x-variable discrete if it has fewer unique values than nquantiles()"
}
* Can't use nofastxtile() legacy option
if "`nofastxtile'"!="" {
di as text "NOTE: nofastxtile is no longer a recognized option in binscatter2 and will be ignored. binscatter2 uses gtools to compute quantiles, not fastxtile."
}
* Can't use randcut, randvar legacy options
if "`randcut'"!="1" | "`randvar'"!="" | "`randn'"!="-1" {
di as text "NOTE: randcut, randvar, and randn are no longer recognized options in binscatter2 and will be ignored."
}
*-------------------------------------------------------------------------------
* Error checking
*-------------------------------------------------------------------------------
* Set default linetype and check valid
if ("`linetype'"=="") local linetype lfit
else if !inlist("`linetype'","connect","lfit","qfit","expfit","logfit","none") {
di as error "Error: linetype() invalid: must be connect, lfit, qfit, logfit, expfit, or none"
exit
}
* Cannot specify more than one of genxq(), xq(), and discrete
if ("`genxq'"!="" & ("`xq'"!="" | "`discrete'"!="")) | ("`xq'"!="" & "`discrete'"!="") {
di as error "Error: Cannot specify more than one of genxq(), xq(), and discrete simultaneously."
exit
}
* Check that variable name specified by genxq() doesn't exist if that option is specified
if "`genxq'"!="" {
confirm new variable `genxq'
}
* Make sure xq contains only positive integers
if "`xq'"!="" {
capture assert `xq'==int(`xq') & `xq'>0
if _rc!=0 {
di as error "Error: The xq() option must contain only positive integers."
exit
}
if ("`controls'`absorb'"!="") {
di as text "Warning: xq() is specified in combination with controls() or absorb()."
di as text " Note that binning takes places after residualization, so the xq variable should contain bins of the residuals."
}
}
* Check to make sure nquantiles not used with discrete or xq options
if `nquantiles'!=20 & ("`xq'"!="" | "`discrete'"!="") {
di as error "Error: Cannot specify nquantiles in combination with discrete or an xq variable."
exit
}
* Check that reportreg is not used with linetype(none) option
if "`reportreg'"!="" & !inlist("`linetype'","lfit","qfit","logfit","expfit") {
di as error "Error: Cannot specify 'reportreg' when no fit line is being created."
exit
}
* Display a warning if nodofile used without savedata
if "`nodofile'"!="" & "`savedata'"=="" {
di as text "Warning: The nodofile option was specified, but savedata was not. This is harmless, but a weird choice!"
}
* If replace is not specified and savegraph/savedata are, make sure files don't exist
if "`replace'"=="" {
if `"`savegraph'"'!="" {
if regexm(`"`savegraph'"',"\.[a-zA-Z0-9]+$") confirm new file `"`savegraph'"'
else confirm new file `"`savegraph'.gph"'
}
if `"`savedata'"'!="" {
confirm new file `"`savedata'.csv"'
if "`nodofile'"=="" confirm new file `"`savedata'.do"'
}
}
* No display: Make sure that noplot only used if savedata is specified
if "`noplot'"!="" & "`savedata'"=="" {
di "Warning: Doesn't make sense to use noplot option without savedata."
di "Ignoring noplot (drawing binscatter)."
local noplot
}
* Make sure quantiles are between 0 and 100, and there arent more than 2
local num_quantiles = 0
foreach v in `quantiles' {
if ~inrange(`v',0,100) {
di as error "Error: quantiles must be between 0 and 100 (`v' is not)"
exit
}
local num_quantiles = `num_quantiles' + 1
}
if `num_quantiles'>2 {
di as error "Error: Maximum of two quantiles allowed"
exit
}
* Quantiles can't be specified with by or multiple dependent vars currently,
* Why? Too many lines floating around
if "`quantiles'"!="" {
if wordcount("`varlist'")>2 {
di as error "Error: Can't use quantiles() option with more than one dependent variable."
exit
}
if "`by'"!="" {
di as error "Error: Can't use quantiles() option with by groups."
exit
}
}
* Specify either quantiles OR stdevs, not both
if "`quantiles'"!="" & `stdevs'!=-1 {
di as error "Error: can't specify both stdevs() and quantiles(), choose one."
exit
}
* FOR NOW, alternative binning procedure doesn't work with controls
* Why? I have a problem set due tomorrow and can't fix this tonight
if "`quantiles'"!="" {
if wordcount("`varlist'")>2 {
di as error "Error: Can't use quantiles() option with more than one dependent variable."
exit
}
if "`by'"!="" {
di as error "Error: Can't use quantiles() option with by groups."
exit
}
}
*-------------------------------------------------------------------------------
* Option parsing
*-------------------------------------------------------------------------------
* Create convenient weight local
if ("`weight'"!="") local wt [`weight'`exp']
* Mark sample (reflects the if/in conditions, and includes only nonmissing observations)
marksample touse
markout `touse' `by' `xq' `controls' `absorb', strok
* Create a temporary ID for later merges
if "`genxq'"!="" {
tempvar temp_id
gen `temp_id' = _n
}
* Preserve dataset before we drop and collapse stuff
preserve
* Try to speed things up
qui keep if `touse'
* Count sample - XX is this valid?
qui count
local samplesize = r(N)
* Parse varlist into y-vars and x-var
local x_var = word("`varlist'",-1)
local y_vars = regexr("`varlist'"," `x_var'$","")
local ynum = wordcount("`y_vars'")
* Parse VCE option, if specified
if `"`vce'"' != "" {
my_vce_parse , vce(`vce')
local vcetype "robust"
local clusterby "`r(clustervar)'"
if "`vcetype'"=="robust" local robust "robust"
if "`clusterby'"!="" local robust = ""
}
* Check number of unique byvals & create local storing byvals
if "`by'"!="" {
local byvarname `by'
capture confirm numeric variable `by'
if _rc {
* by-variable is string => generate a numeric version
tempvar by
tempname bylabel
egen `by'=group(`byvarname'), lname(`bylabel')
}
local bylabel `:value label `by'' /*catch value labels for numeric by-vars too*/
tempname byvalmatrix
qui tab `by' if `touse', nofreq matrow(`byvalmatrix')
local bynum = r(r)
forvalues i=1/`bynum' {
local byvals `byvals' `=`byvalmatrix'[`i',1]'
}
}
else local bynum = 1
* Parse absorb and regress type
if `"`absorb'"'!="" {
local num_fes = 0
foreach v of varlist `absorb' {
local num_fes = `num_fes' + 1
}
*noi di "Num fes: `num_fes'"
local absorb "absorb(`absorb')"
local regtype "areg"
if `num_fes' > 1 {
local regtype "reghdfe"
cap which reghdfe
if _rc>0 {
di as error "Error: You specified more than 1 fixed effect in absorb(), but don't have reghdfe installed."
di as error "Please install the reghdfe package from SSC or GitHub to absorb multi-way fixed effects with binscatter2."
exit
}
}
if `num_fes'== 1 {
cap which reghdfe
if _rc==0 {
local regtype reghdfe
}
else {
di "Warning: reghdfe not installed. binscatter2 may be faster when you use absorb() with reghdfe installed."
}
}
}
if `"`absorb'"'=="" {
local regtype "_regress"
local regopts "noheader notable"
}
*-------------------------------------------------------------------------------
* Residualize variables, if controls() or absorb() specified
*-------------------------------------------------------------------------------
* If doing old-school binscatter, residualizing y and x wrt controls (Frisch-Waugh logic)
if "`altcontrols'"=="" {
* If controls() or absorb() are specified...
if `"`controls'`absorb'"'!="" quietly {
* Residualize x variable
tempvar residvar
if "`regtype'"=="reghdfe" {
`regtype' `x_var' `controls' `wt', `absorb' `regopts' resid(`residvar')
}
else {
`regtype' `x_var' `controls' `wt', `absorb' `regopts'
predict `residvar' if e(sample), residuals
}
if "`addmean'"!="noaddmean" {
summarize `x_var' `wt' if `touse', meanonly
replace `residvar'=`residvar'+r(mean)
}
replace `x_var' = `residvar'
local x_r `x_var'
* Residualize y variables
foreach yvar of varlist `y_vars' {
tempvar residvar
if "`regtype'"=="reghdfe" {
`regtype' `yvar' `controls' `wt', `absorb' `regopts' resid(`residvar')
}
else {
`regtype' `yvar' `controls' `wt', `absorb' `regopts'
predict `residvar' if e(sample), residuals
}
if "`addmean'"!="noaddmean" {
summarize `yvar' `wt' if `touse', meanonly
replace `residvar' = `residvar'+r(mean)
}
replace `yvar' = `residvar'
*noi di "y_vars_r: `y_vars_r'"
*noi di "residvar: `residvar'"
local y_vars_r `y_vars_r' `residvar'
}
}
}
local x_r `x_var'
local y_vars_r `y_vars'
*-------------------------------------------------------------------------------
* Generate x-bin
*-------------------------------------------------------------------------------
qui keep if ~mi(`x_r')
qui foreach v of local y_vars_r {
keep if ~mi(`v')
}
* When xq is specified, save them out with temporary id's to be merged on at end
if "`xq'"!="" {
noi di "test1"
tempfile temp_file_1
save "`temp_file_1'"
keep `temp_id' `xq'
tempfile temp_file_2
save "`temp_file_2'"
use "`temp_file_1'"
}
* When xq is not specified...
if "`xq'"=="" {
* When discrete is not specified...
if "`discrete'"=="" {
if ("`genxq'"!="") local xq `genxq'
else tempvar xq
fasterxtile `xq' = `x_r' `wt', nq(`nquantiles')
}
* If discrete is specified...
if "`discrete'"!="" {
if ("`genxq'"!="") local xq `genxq'
else tempvar xq
gen `xq' = `x_r'
}
}
* When genxq is specified, save them out with temporary id's to be merged on at end
* XX this is inefficient and not very elegant
if "`genxq'"!="" {
* Save present data as a temporary file
tempfile temp_file_1
qui save "`temp_file_1'"
* Keep only temp id and xq, then save as temporary file we merge on at end
keep `temp_id' `xq'
tempfile temp_file_2
qui save "`temp_file_2'"
* Load present data again
qui use "`temp_file_1'"
}
*----------------------------------------------------------------------------------
* Alternative residualization
*----------------------------------------------------------------------------------
* If doing alternative binning strategy...
if "`altcontrols'"!="" {
* Residualize y variables
local y_vars_r
qui foreach yvar of varlist `y_vars' {
tempvar yhat
`regtype' `yvar' i.`xq' `controls' `wt', `absorb' `regopts'
predict `yhat' if e(sample), xb
replace `yvar' = `yhat'
if "`controls'"!="" {
foreach v of varlist `controls' {
qui replace `yvar' = `yvar' - _b[`v']*`v'
}
}
local y_vars_r `y_vars_r' `yvar'
}
}
*-------------------------------------------------------------------------------
* Run regressions for fit lines
*-------------------------------------------------------------------------------
if ("`reportreg'"=="") local reg_verbosity "quietly"
if inlist("`linetype'","lfit","qfit","logfit","expfit") `reg_verbosity' {
* If doing a quadratic fit, generate a quadratic term in x
if "`linetype'"=="qfit" {
tempvar x_r2
gen `x_r2' = `x_r'^2
}
* If doing a logarithmic fit, generate a quadratic term in x
if "`linetype'"=="logfit" {
noi di "HERE"
tempvar x_r_log
gen `x_r_log' = log(`x_r')
noi sum `x_r_log'
}
* If doing an exponential fit, generate an exponential term in x
if "`linetype'"=="expfit" {
tempvar x_r_exp
gen `x_r_exp' = exp(`x_r')
}
* If doing polynomial fit, generatic polynomial terms in x
* xx
* Generate a local holding regressors
local regressor_list `x_r'
if "`linetype'"=="qfit" local regressor_list `x_r' `x_r2'
if "`linetype'"=="logfit" local regressor_list `x_r_log'
if "`linetype'"=="expfit" local regressor_list `x_r_exp'
* Create matrices to hold regression results
tempname e_b_temp
forvalues i=1/`ynum' {
tempname y`i'_coefs
}
* LOOP over by-vars
local counter_by = 1
if "`by'"=="" local noby = "noby"
foreach byval in `byvals' `noby' {
* LOOP over rd intervals
tokenize "`rd'"
local counter_rd = 1
while ("`1'"!="" | `counter_rd'==1) {
* Display text headers
if "`reportreg'"!="" {
di "{txt}{hline}"
if "`by'"!="" {
if ("`bylabel'"=="") di "-> `byvarname' = `byval'"
else {
di "-> `byvarname' = `: label `bylabel' `byval''"
}
}
if "`rd'"!="" {
if `counter_rd'==1 di "RD: `x_var'<=`1'"
else if "`2'"!="" di "RD: `x_var'>`1' & `x_var'<=`2'"
else di "RD: `x_var'>`1'"
}
}
* Set conditions on reg
local conds `touse'
if "`by'"!="" local conds `conds' & `by'==`byval'
if "`rd'"!="" {
if `counter_rd'==1 local conds `conds' & `x_r'<=`1'
else if "`2'"!="" local conds `conds' & `x_r'>`1' & `x_r'<=`2'
else local conds `conds' & `x_r'>`1'
}
* Regressions for each dependent variable
local counter_depvar=1
foreach depvar of varlist `y_vars_r' {
* Display text headers
if `ynum'>1 {
if "`controls'`absorb'"!="" local depvar_name : var label `depvar'
else local depvar_name `depvar'
di as text "{bf:y_var = `depvar_name'}"
}
* Perform regressions
if "`reg_verbosity'"=="quietly" {
capture reg `depvar' `regressor_list' `wt' if `conds', noheader notable
}
else {
capture noisily reg `depvar' `regressor_list' `wt' if `conds'
}
* Store results
if _rc==0 matrix e_b_temp=e(b)
else if _rc==2000 {
if("`reg_verbosity'"=="quietly" di as error "No observations for one of the fit lines. add 'reportreg' for more info."
if "`linetype'"=="lfit" matrix e_b_temp = J(1,2,.)
if "`linetype'"=="logfit" matrix e_b_temp = J(1,2,.)
if "`linetype'"=="expfit" matrix e_b_temp = J(1,2,.)
else matrix e_b_temp = J(1,3,.)
}
else {
exit _rc
}
* Relabel matrix row
if ("`by'"!="") matrix roweq e_b_temp = "by`counter_by'"
if ("`rd'"!="") matrix rownames e_b_temp = "rd`counter_rd'"
else matrix rownames e_b_temp = "="
* Save to y_var matrix
if `counter_by'==1 & `counter_rd'==1 {
matrix `y`counter_depvar'_coefs' = e_b_temp
}
else {
matrix `y`counter_depvar'_coefs' = `y`counter_depvar'_coefs' \ e_b_temp
}
local ++counter_depvar
}
* Increment counter for RDs
if `counter_rd'!=1 mac shift
local ++counter_rd
}
* Increment counter for by-group
local ++counter_by
}
* If ci specified, no by group, only one rd
if "`ci'"!="" {
predictnl = predict(), ci(ci3 ci4)
}
* Relabel matrix column names
forvalues i=1/`ynum' {
if "`linetype'"=="lfit" {
matrix colnames `y`i'_coefs' = "`x_var'" "_cons"
}
else if "`linetype'"=="qfit" {
matrix colnames `y`i'_coefs' = "`x_var'^2" "`x_var'" "_cons"
}
}
}
*-------------------------------------------------------------------------------
* Compute means of x and y within each bin
* KEY OUTPUT: `y1_scatterpts' for each 1,...N depvars is a N_BINS x 2 matrix
* containing binned x vals in col 1 and binned y vals in col 2
*-------------------------------------------------------------------------------
* Define type of collapse
local collapsetype mean
if "`medians'"!="" local collapsetype median
* If quantiles specified: define macro to pass into gcollapse
if "`quantiles'"!="" {
local current_quantile 1
foreach v in `quantiles' {
local q`current_quantile' = `v'
local current_quantile = `current_quantile' + 1
}
local quantiles_opt "(p`q1') p`q1'=`y_vars_r' (p`q2') p`q2'=`y_vars_r'"
local quantile_vars p`q1' p`q2'
}
* If stdevs specified: define macro to pass into gcollapse
if `stdevs'!=-1 {
tempvar sd
local quantiles_opt "(sd) `sd' =`y_vars_r'"
}
*---------------------------------------------------
* Handle case with no by-groups
*---------------------------------------------------
* If no by groups....
if "`by'"=="" {
* Collapse residualized y vars and x var within each x bin
qui drop if `xq'==.
gcollapse (`collapsetype') `y_vars_r' `x_r' `quantiles_opt' `wt', by(`xq') fast
* Make matrix containing mean x and mean y within each bin for each y var
local counter_depvar=0
foreach depvar of varlist `y_vars_r' {
local ++counter_depvar
tempname y`counter_depvar'_scatterpts
mkmat `x_r' `depvar', mat(`y`counter_depvar'_scatterpts')
}
* If quantiles specified, create a macro
if "`quantiles'"!="" {
if `c(stata_version)' >= 15.0 local opacity %40
local quantile_macro (rarea p`q2' p`q1' `x_r', color(gs12`opacity'))
}
* If stdevs specified
if `stdevs'>-1 {
if `c(stata_version)' >= 15.0 local opacity %40
tempvar sd_ub sd_lb
gen `sd_ub' = `y_vars_r' + `stdevs'*`sd'
gen `sd_lb' = `y_vars_r' - `stdevs'*`sd'
local quantile_macro (rarea `sd_ub' `sd_lb' `x_r', color(gs12`opacity'))
}
}
*---------------------------------------------------
* Handle case with by-groups
*---------------------------------------------------
* If by groups specified...
if "`by'"!="" {
* Preserve initial dataset
tempfile t1
qui save "`t1'"
* Start a counter of by groups
local by_counter = 0
* For each by-group...
qui foreach byval in `byvals' `noby' {
local by_counter = `by_counter' + 1
* Keep only obs in current by-group
qui keep if `by'==`byval'
* Collapse residualized y vars and x var within each x bin
qui drop if `xq'==.
gcollapse `y_vars_r' `x_r' `wt', by(`xq') fast
* Make matrix containing mean x and mean y within each bin for each y var
* XX this is where issue is arising w/ multiple dependent vars
global counter_depvar=0
foreach depvar of varlist `y_vars_r' {
global counter_depvar = $counter_depvar + 1
local c1 = $counter_depvar
local c2 = `by_counter'
tempname y`c1'_scatterpts
mkmat `x_r' `depvar', mat(temp`c2'_`c1')
}
* Restore original dataset for next by group
use "`t1'", clear
}
* Concatenate by-group matrices OLD ORIGINAL
/*
forval i=1/$counter_depvar {
mat `y`i'_scatterpts' = temp1_`i'
if `by_counter'>1 {
forval j=2/`by_counter' {
mat list `y`i'_scatterpts'
mat list temp`j'_`i'
* Fix for concatenation error: need to see if mats are mismatched
mat `y`i'_scatterpts' = `y`i'_scatterpts',temp`j'_`i'
}
}
}
*/
* Concatenate by-group matrices
forval i=1/$counter_depvar {
mat `y`i'_scatterpts' = temp1_`i'
if `by_counter'>1 {
forval j=2/`by_counter' {
* Fix for concatenation error: need to see if mats are mismatched
local rows_1 = rowsof(`y`i'_scatterpts')
local cols_1 = colsof(`y`i'_scatterpts')
local rows_2 = rowsof(temp`j'_`i')
local diffrows = `rows_1' - `rows_2'
* If # rows in current results matches # rows in current by group, just concatenate
if `rows_1'==`rows_2' {
mat `y`i'_scatterpts' = `y`i'_scatterpts',temp`j'_`i'
}
* If current by group has fewer rows than mat, append current by group with empty rows
if `rows_2' < `rows_1' {
mat temp = J(`diffrows',2,.)
mat temp`j'_`i' = temp`j'_`i' \ temp
mat `y`i'_scatterpts' = `y`i'_scatterpts',temp`j'_`i'
}
* If current by group has more rows than amt, append mat with empty rows
if `rows_2' > `rows_1' {
mat temp = J(`=`rows_2'-`rows_1'',`cols_1',.)
mat `y`i'_scatterpts' = `y`i'_scatterpts' \ temp
mat `y`i'_scatterpts' = `y`i'_scatterpts',temp`j'_`i'
}
}
}
}
}
*-------------------------------------------------------------------------------
* Prepare scatter plot options
*-------------------------------------------------------------------------------
* If rd is specified: prepare xline parameters
if "`rd'"!="" {
foreach xval in "`rd'" {
local xlines `xlines' xline(`xval', lpattern(dash) lcolor(gs8))
}
}
* Fill colors if missing
if `"`colors'"'=="" local colors navy maroon forest_green dkorange teal cranberry ///
lavender khaki sienna emidblue emerald brown erose gold bluishgray
if `"`mcolors'"'=="" {
if (`ynum'==1 & `bynum'==1 & "`linetype'"!="connect") local mcolors : word 1 of `colors'
else local mcolors "`colors'"
}
if `"`lcolors'"'=="" {
if (`ynum'==1 & `bynum'==1 & "`linetype'"!="connect") local lcolors : word 2 of `colors'
else local lcolors `"`colors'"'
}
local num_mcolor = wordcount(`"`mcolors'"')
local num_lcolor = wordcount(`"`lcolors'"')
* Prepare connect & msymbol options
if ("`linetype'"=="connect") local connect "c(l)"
if "`msymbols'"!="" {
local symbol_prefix "msymbol("
local symbol_suffix ")"
}
*-------------------------------------------------------------------------------
* Define scatter points
*-------------------------------------------------------------------------------
* Prepare scatter plots
local c = 0
local counter_series = 0
local counter_by = 0
if ("`by'"=="") local noby="noby"
* For each by value
foreach byval in `byvals' `noby' {
local ++counter_by
local xind = `counter_by'*2 - 1
local yind = `counter_by'*2
local counter_depvar = 0
* For each dependent variable
foreach depvar of varlist `y_vars' {
* Set up indices
local ++counter_depvar
local ++c
local row = 1
local xval = `y`counter_depvar'_scatterpts'[`row',`xind']
local yval = `y`counter_depvar'_scatterpts'[`row',`yind']
* If quantiles defined
local quantile_lower = `y`counter_depvar'_scatterpts'[`row',3]
local quantile_upper = `y`counter_depvar'_scatterpts'[`row',4]
if !missing(`xval',`yval') {
local ++counter_series
local scatters `scatters' (scatteri
if ("`savedata'"!="") {
if ("`by'"=="") local savedata_scatters `savedata_scatters' (scatter `depvar' `x_var'
else local savedata_scatters `savedata_scatters' (scatter `depvar'_by`counter_by' `x_var'_by`counter_by'
}
}
else continue
while (`xval'!=. & `yval'!=.) {
local scatters `scatters' `yval' `xval'
local ++row
local xval = `y`counter_depvar'_scatterpts'[`row',`xind']
local yval = `y`counter_depvar'_scatterpts'[`row',`yind']
}
* Add options
local scatter_options `connect' mcolor("`: word `c' of `mcolors''") lcolor("`: word `c' of `lcolors''") `symbol_prefix'`: word `c' of `msymbols''`symbol_suffix'
local scatters `scatters', `scatter_options')
if "`savedata'"!="" local savedata_scatters `savedata_scatters', `scatter_options')
* Add legend
if "`by'"=="" {
if `ynum'==1 local legend_labels off
else local legend_labels `legend_labels' lab(`counter_series' `depvar')
}
else {
if "`bylabel'"=="" local byvalname=`byval'
else {
local byvalname `: label `bylabel' `byval''
}
if (`ynum'==1) local legend_labels `legend_labels' lab(`counter_series' `byvarname'=`byvalname')
else local legend_labels `legend_labels' lab(`counter_series' `depvar': `byvarname'=`byvalname')
}
if ("`by'"!="" | `ynum'>1) local order `order' `counter_series'
}
}
*-------------------------------------------------------------------------------
* Prepare fit lines
*-------------------------------------------------------------------------------
if inlist(`"`linetype'"',"lfit","qfit","logfit","expfit") {
* c indexes which color is to be used
local c = 0
local rdnum = wordcount("`rd'") + 1
tempname fitline_bounds
if ("`rd'"=="") matrix `fitline_bounds' = .,.
else matrix `fitline_bounds' = .,`=subinstr("`rd'"," ",",",.)',.
* For each by-variable...
local counter_by = 0
if ("`by'"=="") local noby="noby"
foreach byval in `byvals' `noby' {
local ++counter_by
* Set the column for the x-coords in the scatterpts matrix
local xind = `counter_by'*2-1
* Set the row to start seeking from. note: each time we seek a coeff, it should be from row (rd_num)(counter_by-1)+counter_rd
local row0 = ( `rdnum' ) * (`counter_by' - 1)
* For each dependent variable...
local counter_depvar=0
foreach depvar of varlist `y_vars_r' {
local ++counter_depvar
local ++c
* Find lower and upper bounds for the fit line
matrix `fitline_bounds'[1,1] = `y`counter_depvar'_scatterpts'[1,`xind']
local fitline_ub_rindex = `nquantiles'
local fitline_ub=.
* Adjustment for discrete binscatters
if "`discrete'"!="" local fitline_ub_rindex = rowsof(`y`counter_depvar'_scatterpts')
while `fitline_ub'==. {
local fitline_ub = `y`counter_depvar'_scatterpts'[`fitline_ub_rindex',`xind']
local --fitline_ub_rindex
}
matrix `fitline_bounds'[1,`rdnum'+1] = `fitline_ub'
* LOOP over rd intervals
forvalues counter_rd=1/`rdnum' {
* If fit type is linear, exponential, or logarithmic
if inlist("`linetype'","lfit","logfit","expfit") {
local coef_lin = `y`counter_depvar'_coefs'[`row0'+`counter_rd',1]
local coef_quad = 0
local coef_cons = `y`counter_depvar'_coefs'[`row0'+`counter_rd',2]
}
* If fit type is quadratic
else if "`linetype'"=="qfit" {
local coef_lin = `y`counter_depvar'_coefs'[`row0'+`counter_rd',1]
local coef_quad = `y`counter_depvar'_coefs'[`row0'+`counter_rd',2]
local coef_cons = `y`counter_depvar'_coefs'[`row0'+`counter_rd',3]
}
* Prepare local containing fit function
if !missing(`coef_quad',`coef_lin',`coef_cons') {
local leftbound = `fitline_bounds'[1,`counter_rd']
local rightbound = `fitline_bounds'[1,`counter_rd'+1]
if "`linetype'"=="lfit" {
local fits `fits' (function `coef_lin'*x+`coef_cons', range(`leftbound' `rightbound') lcolor("`: word `c' of `lcolors''"))
}
if "`linetype'"=="logfit" {
local fits `fits' (function `coef_lin'*log(x)+`coef_cons', range(`leftbound' `rightbound') lcolor("`: word `c' of `lcolors''"))
}
if "`linetype'"=="expfit" {
local fits `fits' (function `coef_lin'*exp(x)+`coef_cons', range(`leftbound' `rightbound') lcolor("`: word `c' of `lcolors''"))
}
if "`linetype'"=="qfit" {
local fits `fits' (function `coef_quad'*x^2+`coef_lin'*x+`coef_cons', range(`leftbound' `rightbound') lcolor("`: word `c' of `lcolors''"))
}
}
}
}
}
}
*-------------------------------------------------------------------------------
* Display graph
*-------------------------------------------------------------------------------
* Only display graph if noplot option was not specified
if "`noplot'"=="" {
* Prepare y-axis title
if (`ynum'==1) local ytitle `y_vars'
else if (`ynum'==2) local ytitle : subinstr local y_vars " " " and "
else local ytitle : subinstr local y_vars " " "; ", all
* If plotraw option used: plot individual data points
if "`plotraw'"!="" {
* XX check to make sure only 1 dv used: otherwise, doesn't work
local num_yvars = 0
foreach v in `y_vars_r' {
local num_yvars = `num_yvars'+1
}
if `num_yvars'>1 {
di as error "Error: Cannot use plotraw option with more than one dependent variable."