* Regressionsmodelle Design 1, F-Test der unabh. Variablen
* --------------------------------------------------------

clear
version 7.0
set more off
set memory 90m
set matsize 80

* +----+
* |Data|
* +----+

capture use traeg, clear
if _rc == 601 {
	di as text "Data not found. Try to recover"
	do crtraeg
	use traeg, clear
}


* +--------------+
* | Rekodierungen|
* +--------------+

* Imputation der Stimmung im HH fuer Einpersonenhaushalte
* --------------------------------------------------------

* (Zur exakten Reproduktion der Ergebnisse muessen die markierten
* Zeilen Auskommentiert werden)

* Reproduzierbarkeit 
set seed 731             /* Kommentiere fuer Zufallsergebnisse */
gen long r = _n          /* Kommentiere fuer Zufallsergebnisse */
* gen long r = uniform() /* Auskommentiere fuer Zufallsergebnisse */
gen split = kons==. 
sort pid egp hbil split r
by pid egp hbil: gen valid = sum(split == 0) 
by pid egp hbil: gen ikons = kons[int(uniform()*valid)+1] if kons == . 
replace ikons = kons if ikons == .
drop kons

replace split = spd==. 
sort pid egp hbil split r
by pid egp hbil: replace valid = sum(split == 0) 
by pid egp hbil: gen ispd = spd[int(uniform()*valid)+1] if b90 == . 
replace ispd = spd if ispd == .
drop spd

replace split = b90==. 
sort pid egp hbil split r
by pid egp hbil: replace valid = sum(split == 0) 
by pid egp hbil: gen ib90 = b90[int(uniform()*valid)+1] if b90 == . 
replace ib90 = b90 if ib90 == .
drop b90 valid r pid 

* Lag-15: Zeitraum: 1984-1999 (15-Jahre)
* ------------------------------------

sort persnr welle
by persnr: gen pil15 = pi[_n-15]	
by persnr: gen egpl15 = egp[_n-15]	



* Lag-1 
* -----

sort persnr welle
by persnr: gen pil1 = pi[_n-1]	
by persnr: gen egpl1 = egp[_n-1]	


* Auswahl der Beobachtungen
* -------------------------

* Nur CDU,SPD,FDP,B90 (-> Note 1)
gen valid15 = pi ~= . & pil15 ~= . & egp ~= . & egpl15 ~= .
gen valid1 = pi ~= . & pil1 ~= . & egp ~= . & egpl1 ~= .


* Dummy-Bildung
* -------------

quietly {
	foreach var of varlist pil15 pil1 egp {
		tab `var', gen(`var'_) mis
		drop `var'
	}
}


* +--------+
* |Analysen|
* +--------+

* Lag-15
* ------

* Svy-Data

svyset strata psample 
svyset pweight bw
svyset psu intnr 

* Modell

svymlog pi pil15_2-pil15_3 egp_2-egp_6 ikons ispd ib90 hbil age men olds  /*
*/ if mark & valid15

matrix Flag15 = e(F) \ e(df_m) \ e(df_r) \ Ftail(e(df_m), e(df_r), e(F))

* F-Tests Lags

svytest [2]:pil15_2 pil15_3 
matrix pil = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:pil15_2 pil15_3
matrix pil = pil, r(F), Ftail(r(df),r(df_r),r(F))
svytest pil15_2 pil15_3
matrix pil = pil, r(F), Ftail(r(df),r(df_r),r(F))


* F-Test aktuelle Variablen

svytest [2]:egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:egp_2 egp_3 egp_4 egp_5 egp_6
matrix egp = egp, r(F), Ftail(r(df),r(df_r),r(F))
svytest egp_2 egp_3 egp_4 egp_5 egp_6
matrix egp = egp, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:ikons ispd ib90
matrix hstim =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:ikons ispd ib90
matrix hstim = hstim, r(F), Ftail(r(df),r(df_r),r(F))
svytest ikons ispd ib90
matrix hstim = hstim, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:hbil
matrix hbil =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:hbil
matrix hbil =  hbil, r(F), Ftail(r(df),r(df_r),r(F))
svytest hbil
matrix hbil =  hbil, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:age
matrix age =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:age
matrix age =  age, r(F), Ftail(r(df),r(df_r),r(F))
svytest age
matrix age =  age, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:olds
matrix olds =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:olds
matrix olds =  olds, r(F), Ftail(r(df),r(df_r),r(F))
svytest olds
matrix olds =  olds, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:men
matrix men =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:men
matrix men =  men, r(F), Ftail(r(df),r(df_r),r(F))
svytest men
matrix men =  men, r(F), Ftail(r(df),r(df_r),r(F))

matrix lag15 = pil \ egp \ hstim \ hbil \ age \ olds \ men


* Lag-1
* -----

* Svy-Data

svyset strata psample 
svyset pweight uw
svyset psu intnr 

* Modell

svymlog pi pil1_2-pil1_3 egp_2-egp_6 ikons ispd ib90 hbil age men olds  /*
*/ if valid1

matrix Flag1 = e(F) \ e(df_m) \ e(df_r) \ Ftail(e(df_m), e(df_r), e(F))

* F-Tests Lags

svytest [2]:pil1_2 pil1_3 
matrix pil = round(r(F),.1), Ftail(r(df),r(df_r),r(F))
svytest [3]:pil1_2 pil1_3
matrix pil = pil, round(r(F),.1), Ftail(r(df),r(df_r),r(F))
svytest pil1_2 pil1_3
matrix pil = pil, round(r(F),.1), Ftail(r(df),r(df_r),r(F))


* F-Test aktuelle Variablen

svytest [2]:egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:egp_2 egp_3 egp_4 egp_5 egp_6
matrix egp = egp, r(F), Ftail(r(df),r(df_r),r(F))
svytest egp_2 egp_3 egp_4 egp_5 egp_6
matrix egp = egp, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:ikons ispd ib90
matrix hstim =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:ikons ispd ib90
matrix hstim = hstim, r(F), Ftail(r(df),r(df_r),r(F))
svytest ikons ispd ib90
matrix hstim = hstim, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:hbil
matrix hbil =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:hbil
matrix hbil =  hbil, r(F), Ftail(r(df),r(df_r),r(F))
svytest hbil
matrix hbil =  hbil, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:age
matrix age =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:age
matrix age =  age, r(F), Ftail(r(df),r(df_r),r(F))
svytest age
matrix age =  age, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:olds
matrix olds =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:olds
matrix olds =  olds, r(F), Ftail(r(df),r(df_r),r(F))
svytest olds
matrix olds =  olds, r(F), Ftail(r(df),r(df_r),r(F))

svytest [2]:men
matrix men =  r(F), Ftail(r(df),r(df_r),r(F))
svytest [3]:men
matrix men =  men, r(F), Ftail(r(df),r(df_r),r(F))
svytest men
matrix men =  men, r(F), Ftail(r(df),r(df_r),r(F))

matrix lag1 = pil \ egp \ hstim \ hbil \ age \ olds \ men


* +-------+
* |Ausgabe|
* +-------+

* Overall-Fit
* -----------

matrix F = Flag15, Flag1
matrix rownames F = "F" "df1" "df2" "p>F"
matrix colnames F = "1984-99" "(t-1)-t"
matrix list F, noheader format(%8.3f)


* F-Test der Variablen
* --------------------

matrix Finc = lag15 \ lag1
matrix rownames Finc = "PID 84" "EGP"  "HStim" "Bildung" "Alter" "Kohorte"  /*
*/ "Geschlecht" "PID t-1" "EGP"  "HStim" "Bildung" "Alter" "Kohorte"  /*
*/ "Geschlecht" 
matrix colnames Finc = "F" "p" "F" "p" "F" "p"
matrix list Finc, noheader format(%6.2f)


exit