#PROBAILITY MODELS

open "/Users/jcaceres/Google Drive/jcd/carlos3/2015_2016/EA_2016/slides2016/hmda_sw_old.dta"

# model 1

#i)
summary deny
summary deny --by=black --simple

#ii)
ols deny const pi_rat --robust

#iii)
ols deny const pi_rat black --robust
genr b1=$coeff
genr deny_hat=$yhat

#iv)
genr y_hatblack_1=b1[1]+b1[2]*0.15+b1[3]
genr y_hatnoblack_1=b1[1]+b1[2]*0.15

summary deny_hat --simple

#v)
probit deny const pi_rat black --robust
genr b2=$coeff

genr z1=b2[1]+b2[2]*mean(pi_rat)+b2[3]
genr z0=b2[1]+b2[2]*mean(pi_rat)

genr dblack_p=cdf(N,z1)-cdf(N,z0)

logit deny const pi_rat black --robust
genr b3=$coeff

genr w1=b3[1]+b3[2]*mean(pi_rat)+b3[3]
genr w0=b3[1]+b3[2]*mean(pi_rat)

genr dblack_l=1/(1+exp(-w1))-1/(1+exp(-w0))

#vi)

probit deny const pi_rat hischl single selfemp probunmp pubrec black --robust
genr b4=$coeff 

genr Z1=b4[1]+b4[2]*mean(pi_rat)+b4[3]*mean(hischl)+b4[4]*mean(single)+b4[5]*mean(selfemp)+b4[6]*mean(probunmp)+b4[7]*mean(pubrec)+b4[8]
genr Z0=b4[1]+b4[2]*mean(pi_rat)+b4[3]*mean(hischl)+b4[4]*mean(single)+b4[5]*mean(selfemp)+b4[6]*mean(probunmp)+b4[7]*mean(pubrec)

genr dblack_p1=cdf(N,Z1)-cdf(N,Z0)


logit deny const pi_rat hischl single selfemp probunmp pubrec black --robust
genr b5=$coeff 

genr W1=b5[1]+b5[2]*mean(pi_rat)+b5[3]*mean(hischl)+b5[4]*mean(single)+b5[5]*mean(selfemp)+b5[6]*mean(probunmp)+b5[7]*mean(pubrec)+b5[8]
genr W0=b5[1]+b5[2]*mean(pi_rat)+b5[3]*mean(hischl)+b5[4]*mean(single)+b5[5]*mean(selfemp)+b5[6]*mean(probunmp)+b5[7]*mean(pubrec)

genr dblack_l1=1/(1+exp(-W1))-1/(1+exp(-W0))

clear

open "/Users/jcaceres/Google Drive/jcd/carlos3/2015_2016/EA_2016/slides2016/US1980.dta"

#1)
ols private const higrade_mom n1child --robust
genr b=$coeff

genr private_hat=$yhat

#2)
summary private_hat --simple

#3)

genr delta_edu=4*b[2]

#4)

#PROBIT

probit private const higrade_mom n1child --robust
genr bp=$coeff

genr z1=bp[1]+bp[2]*16+bp[3]*mean(n1child)
genr z0=bp[1]+bp[2]*12+bp[3]*mean(n1child)

genr Z1=bp[1]+bp[2]*12+bp[3]*3
genr Z0=bp[1]+bp[2]*12+bp[3]*2

genr delta_edu_probit=cdf(N,z1)-cdf(N,z0)
genr delta_fsize_probit=cdf(N,Z1)-cdf(N,Z0)


logit private const higrade_mom n1child --robust
genr bl=$coeff

genr w1=bl[1]+bl[2]*16+bl[3]*mean(n1child)
genr w0=bl[1]+bl[2]*12+bl[3]*mean(n1child)

genr W1=bl[1]+bl[2]*12+bl[3]*3
genr W0=bl[1]+bl[2]*12+bl[3]*2

genr delta_edu_logit=1/(1+exp(-w1))-1/(1+exp(-w0))
genr delta_fsize_logit=1/(1+exp(-W1))-1/(1+exp(-W0))