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fix(stata): improve robustness #14

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fix(stata): improve robustness #14

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15 changes: 10 additions & 5 deletions stata_r3d/mata/r3d_mata.mata
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Original file line number Diff line number Diff line change
Expand Up @@ -449,6 +449,7 @@ void r3d_bandwidth_select(string scalar xvar, string scalar Qmat,
rc_plus = r3d_plugin_locweights(X, Q, h_pilot_vec, s, kernel_type, 1, alpha_plus_pilot, w_plus_pilot)
rc_minus = r3d_plugin_locweights(X, Q, h_pilot_vec, s, kernel_type, 0, alpha_minus_pilot, w_minus_pilot)
if (rc_plus != 0 | rc_minus != 0) {
printf("{txt}Note: plugin failed (rc=%g), falling back to Mata\n", max((rc_plus, rc_minus)))
st_global("R3D_USE_PLUGIN", "0")
st_global("R3D_PLUGIN_NAME", "")
r3d_locpoly(X, Q, h_pilot_vec, s, kernel_type, 1, alpha_plus_pilot, w_plus_pilot)
Expand All @@ -467,6 +468,7 @@ void r3d_bandwidth_select(string scalar xvar, string scalar Qmat,
rc_tplus = r3d_plugin_locweights(X, T, h_den_vec, s, kernel_type, 1, alphaT_plus_pilot, wT_plus_pilot)
rc_tminus = r3d_plugin_locweights(X, T, h_den_vec, s, kernel_type, 0, alphaT_minus_pilot, wT_minus_pilot)
if (rc_tplus != 0 | rc_tminus != 0) {
printf("{txt}Note: plugin failed (rc=%g), falling back to Mata\n", max((rc_tplus, rc_tminus)))
st_global("R3D_USE_PLUGIN", "0")
st_global("R3D_PLUGIN_NAME", "")
r3d_locpoly(X, T, h_den_vec, s, kernel_type, 1, alphaT_plus_pilot, wT_plus_pilot)
Expand Down Expand Up @@ -657,7 +659,7 @@ void r3d_locpoly(real colvector X, real matrix Y, real matrix h_mat,
real matrix XWX, XWY
real colvector basis, e1, first_row_inv
real scalar u, w_i, w_int
real scalar h_j
real scalar h_j, rcond_val
real colvector IPIV

n = rows(X)
Expand Down Expand Up @@ -717,8 +719,9 @@ void r3d_locpoly(real colvector X, real matrix Y, real matrix h_mat,
}
}

// Solve for coefficients
if (det(XWX) != 0) {
// Solve for coefficients (use reciprocal condition number for robust singularity check)
rcond_val = 1/cond(XWX)
if (rcond_val > epsilon(1)) {
alpha[,j] = lusolve(XWX, XWY)

// Compute first row of (X'WX)^{-1} = solve(XWX, e1)
Expand Down Expand Up @@ -869,6 +872,7 @@ void r3d_estimate_core(string scalar method,
rc_plus = r3d_plugin_locweights(X, Q, h_num_vec, p, kernel_type, 1, alpha_plus, w_plus)
rc_minus = r3d_plugin_locweights(X, Q, h_num_vec, p, kernel_type, 0, alpha_minus, w_minus)
if (rc_plus != 0 | rc_minus != 0) {
printf("{txt}Note: plugin failed (rc=%g), falling back to Mata\n", max((rc_plus, rc_minus)))
st_global("R3D_USE_PLUGIN", "0")
st_global("R3D_PLUGIN_NAME", "")
r3d_locpoly(X, Q, h_num_vec, p, kernel_type, 1, alpha_plus, w_plus)
Expand All @@ -892,6 +896,7 @@ void r3d_estimate_core(string scalar method,
rc_tplus = r3d_plugin_locweights(X, T, h_den_vec, p, kernel_type, 1, alpha_plus_t, w_plus_t)
rc_tminus = r3d_plugin_locweights(X, T, h_den_vec, p, kernel_type, 0, alpha_minus_t, w_minus_t)
if (rc_tplus != 0 | rc_tminus != 0) {
printf("{txt}Note: plugin failed (rc=%g), falling back to Mata\n", max((rc_tplus, rc_tminus)))
st_global("R3D_USE_PLUGIN", "0")
st_global("R3D_PLUGIN_NAME", "")
r3d_locpoly(X, T, h_den_vec, p, kernel_type, 1, alpha_plus_t, w_plus_t)
Expand Down Expand Up @@ -1424,10 +1429,10 @@ real scalar r3d_gini_from_quantile(real rowvector quantiles, real rowvector qfun
q = quantiles
qf = qfunc

// Add endpoint at 0 if missing (match R implementation)
// Add endpoint at 0 if missing (Lorenz curve starts at origin)
if (q[1] > 0) {
q = (0, q)
qf = (qf[1], qf)
qf = (0, qf)
}
// Add endpoint at 1 if missing
if (q[cols(q)] < 1) {
Expand Down
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