Hello guys!
I am currently working with decomposition of concentration index by employing a Recentered Influence Function (RIF) with bootstrapped standard errors developed by Heckley, Gerdtham & Kjellson (2016) see the link; https://www.sciencedirect.com/scienc...67629616300066.
I have written a program by modifying the Stata codes provided by Heckley to conduct the decomposition using the Household Surveys from four sub Saharah Africa. However, when I estimate the Bootstrap RIFdecompl program for standard OLS RIF regressions, STATA gives me an error message " invalid syntax an error occurred when bootstrap executed RIFdecompI" r(198);. STATA also gives me another error message " last estimates not found" when I type ereturn displayon thecommand window after running a program from the do file.
Can someone please help me understand why I get this error or possible mistakes that I have made in the codes I have attached.
I am currently working with decomposition of concentration index by employing a Recentered Influence Function (RIF) with bootstrapped standard errors developed by Heckley, Gerdtham & Kjellson (2016) see the link; https://www.sciencedirect.com/scienc...67629616300066.
I have written a program by modifying the Stata codes provided by Heckley to conduct the decomposition using the Household Surveys from four sub Saharah Africa. However, when I estimate the Bootstrap RIFdecompl program for standard OLS RIF regressions, STATA gives me an error message " invalid syntax an error occurred when bootstrap executed RIFdecompI" r(198);. STATA also gives me another error message " last estimates not found" when I type ereturn displayon thecommand window after running a program from the do file.
Can someone please help me understand why I get this error or possible mistakes that I have made in the codes I have attached.
Code:
// This code provides RIF-I-OLS estimates with bootstrap standard errors for:
// The absolute concentration index (AC)
// The Concentration index (CI)
// The Erreygers index (EI)
// The Wagstaff Index (WI)
// the Attainment relative index (AR)
// the shortfall relative index (SR)
// Administrative commands
clear all
set more off
// read in dataset
use "C:\Users\Documents\DATA\2008_E.dta"
// set area
cd "/Users/Documents/DATA/"
///// set-up: macros
/// health variable
global h haz06
/// Socioeconomic ranking variable
global y expm
/// Explantory variables
global x Age Sex foodOUT
// Set the (theoretical) bounds for bounded health variables
*lower bound
sca ah=0
*upper bound
sca bh=1
// The following is the program "RIFdecompI" which allows estimation RIF-I-OLS with parametric bootstrapped standard errors //
****************************
/* RIF program - RIFdecompI */
capture program drop RIFdecompI
program define RIFdecompI, eclass
version 13.0
quiet {
local weightexp ""
// set up temporary variables
tempvar eweight incsort har hsr cum_wt cumwh glp pvar b2 c2 if_AC rif_AC if_E rif_E if_W_CI if_C rif_C if_W_CAR if_CAR rif_CAR if_W_CSR if_CSR rif_CSR Z2 Z3 if_W_WI W_a W_b if_W rif_W
gen `eweight' = 1.0
// rank data according to the socioeconomic variable ensuring no missing values in ranking variable are used
gen `incsort'=0
replace `incsort'=1 if $y==.
sort `incsort' $y
// generate empirical function estimates
sum $h if $touse
sca tot_wt=r(sum_w) /*sample size scalar*/
sca hbar= r(mean) /*sample mean of y scalar*/
gen `har'=$h-ah if $touse /*generate attainment relative mean*/
sum `har'
sca harbar=r(mean) /* attainment relative mean of y scalar*/
gen `hsr'=bh-$h if $touse /* generate shortfall mean of y scalar*/
sum `hsr'
sca hsrbar=r(mean) /* shortfall relative mean of y scalar*/
sca twovm=2/hbar
sca W_EI=4/(bh-ah) /* Erreygers index weighting function */
sca W_CI=1/hbar /* concentration index weighting function */
sca W_CAR = 1/harbar /* attainment relative concentration index weighting function */
sca W_CSR = 1/hsrbar /* shortfall relative concentration index weighting function */
sca W_WI=(bh-ah)/((bh-hbar)*(hbar-ah)) /* Wagstaff index weighting function */
gen `cum_wt' = sum(`eweight') if $touse /* sample weighted rank */
gen double `cumwh' = sum($h) if $touse /* cumulative health */
// generalised lorenz co-ordinate
gen double `glp'=`cumwh'/tot_wt if $touse
// fractional rank of individual i
gen double `pvar' = `cum_wt'/tot_wt if $touse
///// define the IF and RIF functions for the common forms of I /////
// if-AC
corr `pvar' $h if $touse , cov /* calculate covariance of rank and health */
sca cov_H =r(cov_12) /* Store covariance */
sca AC1 =2*cov_H /* Absolute concentration index is 2*covariance(health,rank) */
gen `b2' =-$h+hbar if $touse
gen `c2' =2*($h*(`pvar')-`glp') if $touse
gen `if_AC' =-2*AC1 + `b2' + `c2' if $touse /* IF for AC = 2*AC + b2 + c2 */
// rif-AC
gen `rif_AC' = AC1 + `if_AC' if $touse /* RIF of AC = IF(AC)+AC */
// if-E
sca EI = W_EI*AC1 /* Erreygers index = reweighted AC */
gen `if_E' = W_EI*`if_AC' if $touse
// rif-E
gen `rif_E' = W_EI*`rif_AC' if $touse /* RIF of EI = IF(EI)+EI */
// if-C
sca C1 = W_CI*AC1 /* Concentration index = reweighted AC */
gen `if_W_CI' =(hbar-$h)/(hbar^2) if $touse /*IF for concentration index weighting function */
gen `if_C' =`if_W_CI'*AC1 + W_CI*`if_AC' if $touse /* IF for concentration index */
// rif-C
gen `rif_C' =`if_C'+C1 /* RIF of CI = IF(CI)+CI */
// if-AR
sca CAR = W_CAR*AC1 /* Attainment relative Concentration index = reweighted AC */
gen `if_W_CAR' =-(`har'-harbar)/(harbar^2) if $touse /* IF for Attainment relative Concentration index weighting function */
gen `if_CAR'=`if_W_CAR'*AC1 + W_CAR*`if_AC' if $touse /* IF for Attainment relative Concentration index */
// rif-AR
gen `rif_CAR'=`if_CAR'+CAR /* RIF of attainment relative CI = IF(CAR)+CAR */
// if-SR
sca CSR = W_CSR*AC1 /* Shortfall relative Concentration index = reweighted AC */
gen `if_W_CSR' =-(`hsr'-hsrbar)/(hsrbar^2) if $touse /* IF for Shortfall relative Concentration index weighting function */
gen `if_CSR'=`if_W_CSR'*AC1 + W_CSR*`if_AC' if $touse /* IF for Shortfall relative Concentration index */
// rif-SR
gen `rif_CSR'=`if_CSR'+CSR /* RIF of Shortfall relative CI = IF(CSR)+CSR */
// if-w
sca WI2 = W_WI*AC1 /* Wagstaff index = reweighted AC */
gen `Z2' = ((bh+ah-2*hbar)*($h - hbar)) if $touse
gen `Z3' = ((bh-hbar)*(hbar-ah)) if $touse
gen `if_W_WI' = (-(bh-ah)*`Z2')/(`Z3'*`Z3') if $touse /* IF for Wagstaff index weighting function */
gen `W_a' = `if_W_WI'*AC1 if $touse
gen `W_b' = `if_AC'*W_WI if $touse
gen `if_W' = `W_a' + `W_b' if $touse /* IF for Wagstaff index */
// rif-W
gen `rif_W' = `if_W'+ WI2 if $touse /* RIF of Wagstaff index = IF(WI)+WI */
}
tempname Eb
// Choose which index to decompose by removing the corresponding * and running the RIFdecompI program //
xi: reg `rif_AC' $x if $touse
*xi: reg `rif_E' $x if $touse
*xi: reg `rif_C' $x if $touse
*xi: reg `rif_CAR' $x if $touse
*xi: reg `rif_CSR' $x if $touse
*xi: reg `rif_W' $x if $touse
*xi: xtreg `rif_AC' $x if $touse, fe
*xi: xtreg `rif_E' $x if $touse, fe
*xi: xtreg `rif_C' $x if $touse, fe
*xi: xtreg `rif_CAR' $x if $touse, fe
*xi: xtreg `rif_CSR' $x if $touse, fe
*xi: xtreg `rif_W' $x if $touse, fe
matrix `Eb'=e(b)
ereturn post `Eb'
ereturn local cmd="bootstrap"
end
// Bootstrap RIFdecompI program for standard OLS RIF regressions
bootstrap _b, reps(999) seed(12345) : RIFdecompI
// Bootstrap RIFdecompI program for Withing Twin pair RIF regressions
xi: bootstrap _b, reps(1000) seed(12345) : RIFdecompI
outreg2 using CI_EQ5D_decomp, word dec(3)
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