Long Diff Estimate: deleted preserve-restore code in order to speed regression

WorkInProgress/figure6_clean_pr_link_raw.do

@@ -132,7 +132,7 @@ gen wgt=base_emp/(r(N) * r(mean))
 winsor wgt, p(.01) gen(wgt_w)
 
 sum pr_link_i $pr_wgt if base_emp > 0, d 
-// replace pr_link_i = pr_link_i/(r(p75)-r(p25)) // this line only changes
+replace pr_link_i = pr_link_i/(r(p75)-r(p25)) // this line only changes
 
 sum pr_link_al  $pr_wgt if base_emp > 0, d 
 replace pr_link_al = pr_link_al/(r(p75)-r(p25))
@@ -148,7 +148,7 @@ destring industry_code, replace
 
 
 * keeping variables and saving 
-keep emp_growth pr_link_i year wgt pid industr fips_state base_emp
+keep emp_growth pr_link_a pr_link_i year wgt pid industr fips_state base_emp
 save "$data/Replication Data/figure6_data_A", replace
 
 

WorkInProgress/test_sun_shapiro_cutbins_longdiff.do

@@ -29,6 +29,60 @@ replace bin_pr_link = `idx' + 1 if pr_link_i > 4
 
 tab bin_pr_link, summ(pr_link_i) // 40% of sample has PR exposure = 0
 
+
+// Regressions
+keep if year == 1990 | year == 1995 | year == 2012
+xi i.year|pr_link_i , noomit
+drop _IyeaXp*1995
+
+xi i.year*i.bin_pr_link, noomit
+drop _IyeaXbin_*_1
+drop _IyeaXbin_1995_*
+
+local loopvalues = "2/10"
+
+forval i = `loopvalues' {
+	label var _IyeaXbin_2012_`i' "Bin `i'"
+}
+
+
+local loopvalues = "2/10"
+
+forval i = `loopvalues' {
+	label var _IyeaXbin_2012_`i' "Bin `i'"
+}
+
+
+forval i = `loopvalues' {
+	eststo bin_`i':  reghdfe emp_growth _IyeaX* [aw=wgt] if bin_pr_link == 1 | bin_pr_link == `i', a(i.pid i.year#i.industr ) cl(fips_state indust ) nocons
+	lincom _IyeaXbin_2012_`i'
+		estadd local beta_pr = string(r(estimate), "%8.3fc")
+		estadd local se_pr   = "(" + string(r(se), "%8.3fc") + ")"
+		estadd local p_pr    = "[" + string(r(p), "%8.3fc") + "]"
+		estadd local ci_pr   = "[" + string(r(lb), "%8.3fc") + "," + string(r(ub), "%8.3fc") + "]"
+		estadd local lb_pr   = string(r(lb), "%8.3fc")
+		estadd local ub_pr   = string(r(ub), "%8.3fc")
+	summ pr_link_i if bin_pr_link == `i', d
+		estadd local avg_pr_link = string(r(mean), "%8.3fc")
+		estadd local beta_pr_scaled = string( _b[_IyeaXbin_2012_`i'] / r(mean), "%8.3fc")
+		estadd local iqr_adj_pr_link = string(r(mean)/$iqr, "%8.3fc")
+		estadd local beta_pr_scaled_iqr = string( _b[_IyeaXbin_2012_`i'] / (r(mean)/$iqr ), "%8.3fc")
+}
+
+
+esttab bin_* using sun_shapiro_pr_cutbins_longdiff.tex, drop(*) stats(beta_pr se_pr p_pr ci_pr avg_pr_link iqr_adj_pr_link beta_pr_scaled  beta_pr_scaled_iqr N, /// 
+	labels("Long Diff Estimate" "s.e." "p-val" "95\% CI" ///
+			  "Mean PR Exposure" "Mean PR Exposure (IQR adjusted)" "Estimate / Mean PR Exposure" "Estimate / IQR adjusted PR Exposure")) /// 
+	mlabels(, nodepvars) ///
+	nostar nonotes nonum nogap replace label nocons collabels(none) varwidth(40) 
+	
+
+	
+	
+********************************************************************************
+* JUNK CODE BELOW
+********************************************************************************
+
 * create sample of regression to run DiD w/ TWFE
 forval v = 2/10 {
 	gen reg_sample`v' = 0
@@ -36,6 +90,9 @@ forval v = 2/10 {
 	tab bin_pr_link if reg_sample`v' == 1 // check if we have totally unaffected & each group
 }
 
+* iqr
+sum pr_link_i if base_emp > 0, d 
+scalar iqr = r(p75)-r(p25)
 
 
 // Graphs
@@ -61,8 +118,8 @@ forval i = 2/10 {
 	summ pr_link_i if pr_link_i > 0, d
 		estadd local avg_pr_link = string(r(mean), "%8.3fc")
 		estadd local beta_pr_scaled = string( _b[_IyeaXpr__2012] / r(mean), "%8.3fc")
-		estadd local iqr_adj_pr_link = string(r(mean)/(r(p75)-r(p25)), "%8.3fc")
-		estadd local beta_pr_scaled_iqr = string( _b[_IyeaXpr__2012] / (r(mean)/(r(p75)-r(p25))), "%8.3fc")
+		estadd scalar iqr_adj_pr_link = string(r(mean)/iqr, "%8.3fc")
+		estadd local beta_pr_scaled_iqr = string( _b[_IyeaXpr__2012] / iqr_adj_pr_link, "%8.3fc")
 // 	est save ster/emp_reg_`i', replace
 	restore
 }

WorkInProgress/test_sun_shapiro_longdiff.do

@@ -14,27 +14,106 @@ cd "$output/Work2024"
 
 use "$data/Replication Data/figure6_data_A.dta", clear
 
+summ pr_link_i if base_emp > 0, d 
+global iqr = r(p75)-r(p25) // iqr = 1 because it is already standardized in figure6_clean_pr_link_raw.do
+di $iqr
 
 * Create Decile bins of PR Exposure
 xtile bin_pr_link = pr_link_i, nq(10)
 
 * create bin1, bin2, ..., bin10 where bin1 is totally unaffected group
 * Check if bin1's PR exposure = 0
-tab bin_pr_link, summ(pr_link_i) // 40% of sample has PR exposure = 0
+tab bin_pr_link, summ(pr_link_i) // 25% of sample has PR exposure = 0
 
-* create sample of regression to run DiD w/ TWFE
-forval v = 3/10 {
-	gen reg_sample`v' = 0
-	replace reg_sample`v' = 1 if bin_pr_link == `v' | bin_pr_link == 1
-	tab bin_pr_link if reg_sample`v' == 1 // check if we have totally unaffected & each group
-}
+// * create sample of regression to run DiD w/ TWFE
+// forval v = 3/10 {
+// 	gen reg_sample`v' = 0
+// 	replace reg_sample`v' = 1 if bin_pr_link == `v' | bin_pr_link == 1
+// 	tab bin_pr_link if reg_sample`v' == 1 // check if we have totally unaffected & each group
+// }
 
 
 
-// Graphs
+// Regressions
+keep if year == 1990 | year == 1995 | year == 2012
 xi i.year|pr_link_i , noomit
 drop _IyeaXp*1995
 
+xi i.year*i.bin_pr_link, noomit
+drop _IyeaXbin_*_1
+drop _IyeaXbin_1995_*
+
+local loopvalues = "3/10"
+
+forval i = `loopvalues' {
+	label var _IyeaXbin_2012_`i' "Bin `i'"
+}
+
+
+forval i = `loopvalues' {
+	eststo bin_`i':  reghdfe emp_growth _IyeaX* [aw=wgt] if bin_pr_link == 1 | bin_pr_link == `i', a(i.pid i.year#i.industr ) cl(fips_state indust ) nocons
+	lincom _IyeaXbin_2012_`i'
+		estadd local beta_pr = string(r(estimate), "%8.3fc")
+		estadd local se_pr   = "(" + string(r(se), "%8.3fc") + ")"
+		estadd local p_pr    = "[" + string(r(p), "%8.3fc") + "]"
+		estadd local ci_pr   = "[" + string(r(lb), "%8.3fc") + "," + string(r(ub), "%8.3fc") + "]"
+		estadd local lb_pr   = string(r(lb), "%8.3fc")
+		estadd local ub_pr   = string(r(ub), "%8.3fc")
+	summ pr_link_i if bin_pr_link == `i', d
+		estadd local avg_pr_link = string(r(mean), "%8.3fc")
+		estadd local beta_pr_scaled = string( _b[_IyeaXbin_2012_`i'] / r(mean), "%8.3fc")
+		estadd local iqr_adj_pr_link = string(r(mean)/$iqr, "%8.3fc")
+		estadd local beta_pr_scaled_iqr = string( _b[_IyeaXbin_2012_`i'] / (r(mean)/$iqr ), "%8.3fc")
+}
+
+
+esttab bin_* using sun_shapiro_pr_bin_longdiff.tex, drop(*) stats(beta_pr se_pr p_pr ci_pr avg_pr_link iqr_adj_pr_link beta_pr_scaled  beta_pr_scaled_iqr N, /// 
+	labels("Long Diff Estimate" "s.e." "p-val" "95\% CI" ///
+			  "Mean PR Exposure" "Mean PR Exposure (IQR adjusted)" "Estimate / Mean PR Exposure" "Estimate / IQR adjusted PR Exposure")) /// 
+	mlabels(, nodepvars) ///
+	nostar nonotes nonum nogap replace label nocons collabels(none) varwidth(40) 
+	
+
+	
+	
+	
+
+********************************************************************************
+* All-in-one regression [START]
+********************************************************************************
+eststo emp_1: reghdfe emp_growth _IyeaX* [aw=wgt], a(i.pid i.year#i.industr ) cl(fips_state indust ) nocons
+	forval i = `loopvalues' {
+		summ pr_link_i if pr_link_i > 0 & _Ibin_pr_li_`i'==1
+		estadd local avg_pr_exp_`i' = string(r(mean), "%8.3fc")
+		estadd local beta_pr_scaled_`i' = string( _b[_IyeaXbin_2012_`i'] / r(mean), "%8.3fc")
+		estadd local beta_pr_scaled_iqr_`i' = string( _b[_IyeaXbin_2012_`i'] / $iqr, "%8.3fc")
+	}
+	
+
+// 	bys reg_sample*: summ pr_link_i if pr_link_i > 0 & reg_sample`i', d
+// 	estadd summ, iqr
+//eststo emp_1:  reghdfe emp_growth _IyeaX* reg_sample* [aw=wgt], a(i.pid  ///
+//  i.year#i.industr#reg_sample4 i.year#i.industr#reg_sample5 i.year#i.industr#reg_sample6 ///
+//  i.year#i.industr#reg_sample7 i.year#i.industr#reg_sample8 i.year#i.industr#reg_sample9 ///
+//  i.year#i.industr#reg_sample10) cl(fips_state indust ) nocons
+
+esttab emp_1, drop(*) stats(avg_pr_exp_3 beta_pr_scaled_3 beta_pr_scaled_iqr_3 /// 
+							avg_pr_exp_4 beta_pr_scaled_4 beta_pr_scaled_iqr_4 )
+
+esttab emp_1, keep(_IyeaXbin_2012_*) nostar noobs ///
+	cells(b(fmt(3)) se(fmt(3) par) p(fmt(3) par([ ]))) ///  // ci(fmt(3) par([ , ])))
+	mlabel("2012 Estimate") label replace
+	
+esttab emp_1, keep(_IyeaXbin_2012_4) stats() nostar noobs ///
+	cells(b(fmt(3)) se(fmt(3) par) p(fmt(3) par([ ])) ci(fmt(3) par([ , ]))) ///
+	mlabel("2012 Estimate") append
+	
+********************************************************************************
+* All-in-one regression [END]
+********************************************************************************	
+
+
+
 forval i = 3/10 {
 	preserve
 // 	local i = 3

WorkInProgress/test_sun_shapiro_pooled.do

@@ -25,7 +25,8 @@ foreach var in pre post {
 }
 
 
-
+summ pr_link_i if base_emp > 0, d 
+scalar iqr = r(p75)-r(p25) 
 
 * Create Decile bins of PR Exposure
 xtile bin_pr_link = pr_link_i, nq(10)
@@ -60,8 +61,8 @@ forval i = 3/10 {
 	summ pr_link_i if pr_link_i > 0, d
 		estadd local avg_pr_link = string(r(mean), "%8.3fc")
 		estadd local beta_pr_scaled = string( _b[PR_post] / r(mean), "%8.3fc")
-		estadd local iqr_adj_pr_link = string(r(mean)/(r(p75)-r(p25)), "%8.3fc")
-		estadd local beta_pr_scaled_iqr = string( _b[PR_post] / (r(mean)/(r(p75)-r(p25))), "%8.3fc")
+		estadd local iqr_adj_pr_link = string(r(mean)/iqr, "%8.3fc")
+		estadd local beta_pr_scaled_iqr = string( _b[PR_post] / r(mean)/iqr, "%8.3fc")
 	
 // 	est save ster/emp_reg_long_`i', replace
 	restore