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setx

Format:

     setx

     setx function [weight] [if exp] [in range] [, noinher nocwdel]

     setx varname1 function1 varname2 function2 ...
                   [weight] [if exp] [in range] [, noinher nocwdel]

     setx (varname1 varname2) function1 (varname3 varname4) function2 ...
                   [weight] [if exp] [in range] [, noinher nocwdel]

     where
           function = mean|median|min|max|p#|math|#|`macro'|varname[#]

Description:

After simulating parameters from the last estimation (see Section 8.1), use setx to set values for the explanatory variables (the $X$'s), change values that have already been set, or list the values that have been chosen. The main value types are

mean	arithmetic mean
median	median
min	minimum
max	maximum
p#	#th percentile
math	a mathematical expression, such as 5*5 or sqrt(23)
#	a numeric value, such as 5
`macro'	the contents of a local macro
[#]	the value in the #th observation of the dataset

If you used multiply imputed datasets at the estimation stage, setx will use those same imputed datasets to calculate values for the explanatory variables. For instance, setx x1 mean would calculate the mean of x1 across all the imputed datasets.

When using setx or any other Stata command to calculate summary statistics such as means, medians, minimums, maximums, and percentiles, it is important to define the sample. At the estimation stage, Stata automatically disregards observations that do not satisfy the ``if'', ``in'', and ``weight'' conditions specified by the user. It also ignores observations with missing values on one or more variables. Before setting a particular variable equal to its mean or any other summary statistic, users must decide whether to calculate the statistic based only on observations that were used during the estimation stage, or to include other observations in the calculation.

By default, setx inherits the if-in-weight conditions from estsimp and disregards (casewise-deletes) any observation with missing values on the dependent or explanatory variables. You can specify different if-in-weight conditions by including them in the setx command line, and you can disregard all inherited conditions by using the noinher and nocwdel options described below.

The setx command is also used by another statistical package called relogit, which is also available from http://gking.harvard.edu. If you are running relogit with the wc() or pc() options, indicating that the data were selected on the dependent variable, setx will correct the selection bias when calculating summary statistics. For this reason, means and percentiles produced by setx may differ from means and percentiles of the (biased) sample. When the proportion of $1$'s in the population is known only to fall within a range, such as pc(.2 .3), setx will calculate bounds on the values of the explanatory variables. The result will be two $X$-vectors, the first assuming that the true proportion of 1's is at its lower bound, and the second conditional on the true proportion being at its upper bound. The program will pass these vectors to relogitq and use them to calculate bounds on quantities of interest. To set each explanatory variable at a single value that falls midway between its upper and lower bounds, use the nobound option that is described below.

setx relies upon three globals: the matrix mrt_xc and the macros mrt_vt and mrt_seto. If you change the values of these globals, the program may not work properly.

setx accepts aweights and fweights. It also accepts the special options listed below.

Notes: (1) Setx will not accept spaces in mathematical expressions unless you enclose the expression in parentheses. setx x4 ln(20) is a valid command, but setx x4 ln( 20 ) is a syntax error. Similarly, setx x4 5*5 and setx x4 (5 * 5) are valid, but setx x4 5 * 5 is not. (2) You may use square brackets ([]) when referring to observation numbers, e.g. setx x [15], but do not use square brackets in mathematical expressions, or you may get unexpected results. We recommend that users check the values they have set with setx by entering setx without any arguments. (3) setx relies on three globals: the matrix mrt_xc and the macros mrt_vt and mrt_seto. If you change the values of these globals, the program may not work properly.

Options:

noinher

causes setx to ignore all if-in-weight conditions that are inherited from estsimp. The user can specify new if-in-weight conditions by typing them as part of the setx command.

nocwdel

forces setx to calculate summary statistics based on all valid observations for a given variable, even if the observations contain missing values for the other variables. If nocwdel is not specified, setx will casewise-delete observations with missing values.

nobound

This option is available only after relogit, and only when the true proportion of 1's is assumed to fall within a specified range. Suppose the user typed pc(.2 .4) with relogit and then entered setx x1 mean. By default, setx would set the variable x1 equal to two values: the mean of x1, assuming that the true proportion of ones is only 0.2, and the mean of x1, allowing that the true proportion is as high as 0.4. Both values for x1 will be passed to relogitq and used to calculate bounds on quantities of interest. The nobound option overrides this procedure by setting each x to a single value: the midpoint of its upper and lower bound. Thus, the command setx x1 mean, nobound would set x1 equal to the following expression: $[(mean(x1)\vert\tau=0.2) + (mean(x1)\vert\tau=0.4)]/2$, where $\tau$ represents the presumed proportion of 1's in the population.

keepmrt

is a programmer's option that instructs setx to return the matrix r(mrt_xc) without changing the globals mrt_xc, mrt_vt, and mrt_seto. If you don't understand what this means you should not use this option.

Examples:

To list values that have already been set:

     . setx

To set each explanatory variable at its mean:

     . setx mean

To set each explanatory variable at its median, based on a sample in which $x3>12$ and all inherited conditions are ignored and casewise deletion is suppressed:

     . setx median if x3>12, noinh nocw

To set each explanatory variable to the value contained in the 15th observation of the dataset

     . setx [15]

The command can also set each variable separately. For instance, to set x1 at its mean, x2 at its median, x3 at its minimum, x4 at its maximum, x5 at its 25th percentile, x6 at ln(20), x7 at 2.5, and x8 equal to a local macro called myval, type:

     . setx x1 mean x2 median x3 min x4 max x5 p25 x6 ln(20) x7 2.5 x8 `myval'

To change the value of x3 from its previously chosen value to 5*5

     . setx x3 5*5

To set all variables except x10 at their means, and fix $x10$ at its 25th percentile, call setx twice: once to set all variables at their means, and a second time to change the value of $x10$ to its 25th percentile.

     . setx mean
     . setx x10 p25

setx can also set values for groups of variables. To set x1 and x2 to their means, x3 to its median, and x4 and x5 to their 25th percentiles, type:

     . setx (x1 x2) mean x3 median (x4 x5) p25