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      name:  <unnamed>
       log:  M:\ReplicationData\JournalArticles\CrossleyLevellPoupakis.JAE\log\doublelength_artificialregression.t
> xt
  log type:  text
 opened on:  11 Mar 2022, 15:54:59

. preserve

. keep if insample==1
(34,293 observations deleted)

. expand 2, gen(dup)
(5,407 observations created)

. gen ndup = 1-dup

. gen double v=vlnrallfood*(1-dup)+vlnrutilities*dup 

. foreach xvar of varlist fwl_lnrhhinc_lag3 fwl_lnrhhinc_lag2 fwl_lnrhhinc_lag1 fwl_lnrhhinc fwl_lnrhhinc_lead1 fw
> l_lnrhousevalue {
  2.         gen double `xvar'dup=`xvar'*dup
  3. }

. regress v ndup dup fwl_lnrhhinc_lag3 fwl_lnrhhinc_lag2 fwl_lnrhhinc_lag1 fwl_lnrhhinc fwl_lnrhhinc_lead1 fwl_lnr
> housevalue fwl_lnrhhinc_lag3dup fwl_lnrhhinc_lag2dup fwl_lnrhhinc_lag1dup fwl_lnrhhincdup fwl_lnrhhinc_lead1dup 
> fwl_lnrhousevaluedup, nocons robust

Linear regression                               Number of obs     =     10,814
                                                F(14, 10800)      =       0.81
                                                Prob > F          =     0.6590
                                                R-squared         =     0.0012
                                                Root MSE          =      .6412

---------------------------------------------------------------------------------------
                      |               Robust
                    v |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
                 ndup |  -3.17e-10   .0083061    -0.00   1.000    -.0162814    .0162814
                  dup |  -1.93e-11   .0091151    -0.00   1.000    -.0178673    .0178673
    fwl_lnrhhinc_lag3 |   .0032558   .0210979     0.15   0.877       -.0381    .0446116
    fwl_lnrhhinc_lag2 |  -.0170998    .021985    -0.78   0.437    -.0601944    .0259948
    fwl_lnrhhinc_lag1 |  -.0160032    .020764    -0.77   0.441    -.0567044     .024698
         fwl_lnrhhinc |   .0318496   .0283763     1.12   0.262    -.0237731    .0874724
   fwl_lnrhhinc_lead1 |  -.0023011   .0193226    -0.12   0.905    -.0401769    .0355746
    fwl_lnrhousevalue |   .0192527   .0146445     1.31   0.189    -.0094532    .0479586
 fwl_lnrhhinc_lag3dup |  -.0076319   .0320114    -0.24   0.812    -.0703802    .0551163
 fwl_lnrhhinc_lag2dup |   .0410895   .0334451     1.23   0.219    -.0244691    .1066481
 fwl_lnrhhinc_lag1dup |   .0383797   .0307467     1.25   0.212    -.0218895    .0986489
      fwl_lnrhhincdup |  -.0758458   .0406167    -1.87   0.062    -.1554621    .0037704
fwl_lnrhhinc_lead1dup |   .0058283   .0292255     0.20   0.842     -.051459    .0631156
 fwl_lnrhousevaluedup |  -.0456652   .0211765    -2.16   0.031     -.087175   -.0041555
---------------------------------------------------------------------------------------

. test ndup dup fwl_lnrhhinc_lag3 fwl_lnrhhinc_lag2 fwl_lnrhhinc_lag1 fwl_lnrhhinc fwl_lnrhhinc_lead1 fwl_lnrhouse
> value fwl_lnrhhinc_lag3dup fwl_lnrhhinc_lag2dup fwl_lnrhhinc_lag1dup fwl_lnrhhincdup fwl_lnrhhinc_lead1dup fwl_l
> nrhousevaluedup

 ( 1)  ndup = 0
 ( 2)  dup = 0
 ( 3)  fwl_lnrhhinc_lag3 = 0
 ( 4)  fwl_lnrhhinc_lag2 = 0
 ( 5)  fwl_lnrhhinc_lag1 = 0
 ( 6)  fwl_lnrhhinc = 0
 ( 7)  fwl_lnrhhinc_lead1 = 0
 ( 8)  fwl_lnrhousevalue = 0
 ( 9)  fwl_lnrhhinc_lag3dup = 0
 (10)  fwl_lnrhhinc_lag2dup = 0
 (11)  fwl_lnrhhinc_lag1dup = 0
 (12)  fwl_lnrhhincdup = 0
 (13)  fwl_lnrhhinc_lead1dup = 0
 (14)  fwl_lnrhousevaluedup = 0

       F( 14, 10800) =    0.81
            Prob > F =    0.6590

. restore

. log close
      name:  <unnamed>
       log:  M:\ReplicationData\JournalArticles\CrossleyLevellPoupakis.JAE\log\doublelength_artificialregression.t
> xt
  log type:  text
 closed on:  11 Mar 2022, 15:54:59
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