Computed theoretical power for N=100 and N=200 scenarios

Modules/ado/plus/e/exspoisson.ado

@@ -0,0 +1,104 @@
+*! Alfonso Miranda-Caso-Luengo                                 (SJ4-1: st0057)
+*! FIML exogenous sitching Poisson 
+*! version 2.0 June 26 2003
+
+program define exspoisson, eclass 
+	version 6
+	if replay() { 
+		if "`e(cmd)'" != "exspoisson" { error 301 }
+		else exspDisplay `0'
+ 		}
+	else exsEstimate `0'	
+end
+
+program define exsEstimate, eclass
+	syntax varlist [if] [in] , EDummy(varname) /*
+	*/ [Switch(varlist) Quadrature(integer 6) /*
+	*/ SIGMA0(real 1) *]
+	
+	/* Obtaining dependent variable and explanatory variables */  
+
+	gettoken endgv exogv : varlist, parse("")
+
+	/* Selecting sample */  
+
+	marksample touse
+	markout `touse' `varlist'
+	
+	/* defining some globals */ 
+	  	
+   	 global S_quad   "`quadrature'"
+	 global S_edum "`edummy'"
+
+	/* Get points and weights for Gaussian-Hermite quadrature. */
+
+	tempvar  x w
+	qui gen double `x' = 0 
+	qui gen double `w' = 0 
+  	ghquad `x' `w', n(`quadrature')
+	local j = `quadrature'
+	while `j' >0 { 
+				    scalar x`j' = `x'[`j']
+				    local j = `j' -1
+				  }
+	local j = `quadrature'
+	while `j' >0 {
+				   scalar w`j' = `w'[`j']
+				   local j = `j' - 1 }
+	
+
+   
+	/* GETTING INITIAL VALUES */ 
+	
+	 di _skip(3)
+	 qui probit `edummy' `switch' if `touse'  
+
+	
+	 tempname b b1 b2 bi ch
+	 
+	 mat `b'=e(b)
+	 xcolnames `b', head(switch)
+	 di as txt "Getting Initial Values:"
+	 qui poisson  `endgv' `exogv' if `touse'
+	
+	 mat `b1' = e(b)
+	 mat `b2' = (`b1',`b')
+	 matrix `ch' = ln(`sigma0') 
+	 matrix colnames `ch' = lnsigma:_cons
+	 matrix `bi' = (`b2',`ch')
+
+	/* FITTING FULL MODEL */ 
+	
+	 di _skip(3)
+	 di in gr "Fitting Full model:"
+	 	 
+ 	 ml model d0 exspoisson_ll ("`endgv'": `endgv' = `exogv') /* 
+	 */ (switch:`switch')(lnsigma:) /* 
+         */ if `touse', init(`bi', skip) max difficult search(off) `options' 
+
+	 estimates local cmd "exspoisson"
+	 est local predict "exspoisson_p"
+	 est local quad "`quadrature'"
+	  	
+	/* Display Results */
+
+	exspDisplay
+
+end
+	
+program define exspDisplay
+	
+	di _skip(12)
+     	di _n as txt /*
+     	*/ "Exogenous-Switch Poisson Regression"
+	di as text "(`e(quad)' quadrature points)"  
+   	
+	ml di, neq(2)plus
+	_diparm lnsigma, exp pr label("sigma")
+	di in gre in smcl "{hline 13}{c BT}{hline 64}" 
+
+end
+exit
+
+
+