* Regressionsmodelle Design 2, 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]	
by persnr: gen ikonsl15 = ikons[_n-15]	
by persnr: gen ispdl15 = ispd[_n-15]	
by persnr: gen ib90l15 = ib90[_n-15]	


* Lag-1 
* -----

sort persnr welle
by persnr: gen pil1 = pi[_n-1]	
by persnr: gen egpl1 = egp[_n-1]	
by persnr: gen ikonsl1 = ikons[_n-1]	
by persnr: gen ispdl1 = ispd[_n-1]	
by persnr: gen ib90l1 = ib90[_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 egp egpl15 egpl1 {
		tab `var', gen(`var'_) mis
		drop `var'
	}
}


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

* Lag-15
* ------

* Svy-Data

svyset strata psample 
svyset pweight bw
svyset psu intnr 

* Modell

svymlog pi egp_2-egp_6 egpl15_2-egpl15_6  /*
*/ ikons ispd ib90 ikonsl15 ispdl15 ib90l15  /*
*/ hbil age men olds if valid15 & mark

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

* F-Tests Klassen 

svytest [2]:egpl15_2 egpl15_3 egpl15_4 egpl15_5 egpl15_6 
matrix egpl15 = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:egpl15_2 egpl15_3 egpl15_4 egpl15_5 egpl15_6 
matrix egpl15 = egpl15, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest egpl15_2 egpl15_3 egpl15_4 egpl15_5 egpl15_6 
matrix egpl15 = egpl15, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)

svytest [2]:egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = egp, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = egp, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)


* F-Tests Haushaltsstimmung

svytest [2]:ikonsl15 ispdl15 ib90l15
matrix hstiml15 = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:ikonsl15 ispdl15 ib90l15
matrix hstiml15 = hstiml15, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest ikonsl15 ispdl15 ib90l15
matrix hstiml15 = hstiml15, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)

svytest [2]:ikons ispd ib90
matrix hstim = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:ikons ispd ib90
matrix hstim = hstim, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest ikons ispd ib90
matrix hstim = hstim, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)


* F-Tests Rest

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 = egpl15 \ egp \ hstiml15 \ hstim \ hbil \ age \ olds \ men


* Lag-1
* -----

* Svy-Data

svyset strata psample 
svyset pweight uw
svyset psu intnr 

* Modell

svymlog pi egp_2-egp_6 egpl1_2-egpl1_6  /*
*/ ikons ispd ib90 ikonsl1 ispdl1 ib90l1  /*
*/ 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 Klassen 

svytest [2]:egpl1_2 egpl1_3 egpl1_4 egpl1_5 egpl1_6 
matrix egpl1 = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:egpl1_2 egpl1_3 egpl1_4 egpl1_5 egpl1_6 
matrix egpl1 = egpl1, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest egpl1_2 egpl1_3 egpl1_4 egpl1_5 egpl1_6 
matrix egpl1 = egpl1, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)

svytest [2]:egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = egp, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest egp_2 egp_3 egp_4 egp_5 egp_6 
matrix egp = egp, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)


* F-Tests Haushaltsstimmung

svytest [2]:ikonsl1 ispdl1 ib90l1
matrix hstiml1 = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:ikonsl1 ispdl1 ib90l1
matrix hstiml1 = hstiml1, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest ikonsl1 ispdl1 ib90l1
matrix hstiml1 = hstiml1, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)

svytest [2]:ikons ispd ib90
matrix hstim = r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest [3]:ikons ispd ib90
matrix hstim = hstim, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)
svytest ikons ispd ib90
matrix hstim = hstim, r(F), round(Ftail(r(df),r(df_r),r(F)),.01)


* F-Tests Rest

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 = egpl1 \ egp \ hstiml1 \ 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 = "EGP 84" "EGP 99"  "HStim 84" "Hstim 99" "Bildung"  /*
*/ "Alter" "Kohorte"  "Geschlecht"  /*
*/ "EGP 84" "EGP 99"  "HStim 84" "Hstim 99" "Bildung"  /*
*/ "Alter" "Kohorte"  "Geschlecht"  
matrix colnames Finc = "F" "p" "F" "p" "F" "p"
matrix list Finc, noheader format(%6.2f)


exit