/*
syntax: semip_bsample yvar xvar ndiff controls

*/
program semip_bsample, eclass
version 12
preserve

syntax varlist(fv) [, ndiff(real 1)]

token `varlist'
local yvar="`1'"
local xvar="`2'"


local k=1
while "``k''"!="" {
local ++k
}
local --k
local i=3
local controls=""
local factors=""
local ifactors=""
while `i'<=`k' {

if substr("``i''",1,2)=="i." {
local factors="`factors' "+substr("``i''",3,.)
local ifactors="`ifactors' "+"``i''"
local ++i
}
else {

local controls="`controls' "+"``i''"
local ++i
}
}


keep `yvar' `xvar' `controls' `factors'
capture drop ptwhat dtwhat xgrid pred
capture matrix drop _all


quietly sum `xvar'

global xmin=`r(min)'
global xmax=`r(max)'

* set number of gridpoints
global gsize=100

* set step sizes and gridpoints
global st1=($xmax-$xmin)/($gsize-1)

bsample

sort `xvar'

local dallvars=""
foreach var of varlist `yvar' `controls'  {
if `ndiff'==1 {
gen d`var'=.7071*`var'[_n]-.7071*`var'[_n-1]
}
else if `ndiff'==2 {
gen d`var'=.8090*`var'[_n]-.5*`var'[_n-1]-.3090*`var'[_n-2]
}
else {
gen d`var'=.8582*`var'[_n]-.3832*`var'[_n-1]-.2809*`var'[_n-2]-.1942*`var'[_n-3]
}
local dallvars="`dallvars' "+"d`var'"
}


quietly reg `dallvars' `ifactors', nocon



foreach var of varlist `yvar' `controls' {
replace d`var'=`var'
}



predict ptwhat, xb

gen dtwhat=`yvar'-ptwhat


gen xgrid=.

replace xgrid=$xmin+(_n-1)*$st1 in 1/$gsize


lpoly dtwhat `xvar', nograph ci generate(pred) at(xgrid)


mkmat pred xgrid, nomiss

mat comb=pred\xgrid
matrix names=J(200,1,.)
foreach i of numlist 1/200 {
matrix names[`i',1]=comb[`i',1]
}
mat out=names'
ereturn post out
ereturn local cmd="bootstrap"
restore
end