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cd "E:/Research Program/OneDrive - whu.edu.cn/Paul D. Allison/Asymmetric Fixed-effects Models/"
use "nlsy.dta", clear
gen antidiff=anti92-anti90
gen selfdiff=self92-self90
gen povdiff=pov92-pov90
eststo m1:reg antidiff selfdiff povdiff

gen selfpos=selfdiff*(selfdiff>0)
gen selfneg=-selfdiff*(selfdiff<0)
gen povpos=povdiff*(povdiff>0)
gen povneg=-povdiff*(povdiff<0)
eststo m2:reg antidiff selfpos selfneg povpos povneg

esttab m1 m2,nogap se

--------------------------------------------
                      (1)             (2)   
                 antidiff        antidiff   
--------------------------------------------
selfdiff          -0.0391**                 
                 (0.0136)                   
povdiff             0.197                   
                  (0.133)                   
selfpos                          -0.00484   
                                 (0.0252)   
selfneg                            0.0743**
                                 (0.0257)   
povpos                              0.250   
                                  (0.200)   
povneg                             -0.126   
                                  (0.192)   
_cons              0.0403         -0.0750   
                 (0.0534)        (0.0864)   
--------------------------------------------
N                     581             581   
--------------------------------------------
Standard errors in parentheses
* p<0.05, ** p<0.01, *** p<0.001

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test selfpos=-selfneg

( 1)  selfpos + selfneg = 0

       F(  1,   576) =    2.63
            Prob > F =    0.1057

test povpos=-povneg

( 1)  povpos + povneg = 0

       F(  1,   576) =    0.18
            Prob > F =    0.6688

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use "wagerate.dta", clear
gen id = _n
reshape long lwage mar edu urb, i(id) j(year)
xtset id year
*对称模型
eststo m3: xtreg lwage mar edu urb i.year, fe r

eststo m4:reg d.lwage d.mar d.edu d.urb i.year, cluster(id)
***Table 5, right panel
eststo m5:xtreg d.lwage d.mar d.edu d.urb i.year, fe robust
***Table 6, left panel
eststo m6:mixed d.lwage d.mar d.edu d.urb i.year || id:, nocon res(uns,t(year)) stddev robust
***Table 7, right panel
eststo m7:mixed d.lwage d.mar d.edu d.urb i.year || id:, nocon res(toeplitz1,t(year)) stddev robust

esttab m3 m4 m5 m6 m7 ,nogap se

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use "wagerate.dta", clear
gen id = _n
reshape long lwage mar edu urb, i(id) j(year)
xtset id year
gen mardiff=d.mar
gen urbdiff=d.urb
*如果两期间无变化，取0
replace mardiff=0 if mardiff==.
replace urbdiff=0 if urbdiff==.
*设置正负成份
gen marpos=mardiff*(mardiff>0)
gen marneg=-mardiff*(mardiff<0)
gen urbpos=urbdiff*(urbdiff>0)
gen urbneg=-urbdiff*(urbdiff<0)
*计算累积正分成份
bysort id (year): gen marcumpos = sum(marpos)
bysort id (year): gen marcumneg = sum(marneg)
bysort id (year): gen urbcumpos = sum(urbpos)
bysort id (year): gen urbcumneg = sum(urbneg)

eststo m1: xtreg lwage marcumpos marcumneg urbcumpos urbcumneg edu i.year, fe robust

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use "teenyrs5.dta", clear
xtset id year
clogit pov mother spouse inschool hours i.year, group(id) robust
gen spousediff=d.spouse
gen inschooldiff=d.inschool
gen hoursdiff=d.hours
replace spousediff=0 if spousediff==.
replace inschooldiff=0 if inschooldiff==.
replace hoursdiff=0 if hoursdiff==.
gen spousepos=spousediff*(spousediff>0)
gen spouseneg=-spousediff*(spousediff<0)
gen inschoolpos=inschooldiff*(inschooldiff>0)
gen inschoolneg=-inschooldiff*(inschooldiff<0)
gen hourspos=hoursdiff*(hoursdiff>0)
gen hoursneg=-hoursdiff*(hoursdiff<0)
bysort id (year): gen spousecumpos=sum(spousepos)
bysort id (year): gen spousecumneg=sum(spouseneg)
bysort id (year): gen inschoolcumpos=sum(inschoolpos)
bysort id (year): gen inschoolcumneg=sum(inschoolneg)
bysort id (year): gen hourscumpos=sum(hourspos)
bysort id (year): gen hourscumneg=sum(hoursneg)
eststo m2:clogit pov mother spousecumpos spousecumneg inschoolcumpos inschoolcumneg hourscumpos hourscumneg i.year, group(id) robust