data-raw/data-prep.R

In kolesarm/BartikSE: Inference in Regressions with Shift-Share Structure

## Use Matlab Code/Code Construction and Test/DataReplication_v2.xlsx Jul 24
## 12:45 Use Simulations with US CZs/DataADH_check.xlsx from June 1, 2018 for
## additional outcomes

## 1444 observations (722 regions in 1990-2000 and 2000-2007), and 770 sectors
## (a sector emp share interacted with the period)
d <- readxl::read_excel("DataReplication_v2.xlsx", sheet=2)
ctrls <- readxl::read_excel("DataReplication_v2.xlsx", sheet=3)

## weight matrix and SIC codes
sic <- readxl::read_excel("DataReplication_v2.xlsx", sheet=5)$sec_vec
ADH_W <- unname(as.matrix(readxl::read_excel("DataReplication_v2.xlsx",
                                             sheet=4, col_names=TRUE))[, -1])

## Add some other outcomes
d1 <- readxl::read_excel("DataADH_check.xlsx", sheet=1)
ADH <- cbind(d, d1[, c("d_sh_empl", "d_sh_empl_nmfg")], ctrls[, -c(1, 2, 3)])

ADH$division <-  2*ADH$reg_midatl + 3*ADH$reg_encen + 4*ADH$reg_wncen +
    5*ADH$reg_satl+ 6*ADH$reg_escen + 7*ADH$reg_wscen + 8*ADH$reg_mount +
    9*ADH$reg_pacif
ADH$division[ADH$division==0] <-  1     # New England
ADH$division <- as.factor(ADH$division)
ADH$t2 <- ADH$t2==1

ADH1 <- ADH[, c("d_sh_empl", "d_sh_empl_mfg", "d_sh_empl_nmfg",
                "d_tradeusch_pw", "d_tradeotch_pw_lag", "timepwt48", "statefip",
                "czone", "t2", "l_shind_manuf_cbp", "l_sh_popedu_c",
                "l_sh_popfborn", "l_sh_empl_f", "l_sh_routine33",
                "l_task_outsource", "division")]

names(ADH1)[4:7] <- c("shock", "IV", "weights", "statefip")

## Combine all into one object
ADH <- list(reg=ADH1, sic=sic, W=ADH_W)

devtools::use_data(ADH, overwrite=TRUE, internal=FALSE)

## To check we match matlab version of the data, run
## ShiftShareSEMatlab/ADHapplication.m, and then:
## Dt = [d_sh_empl, d_sh_empl_mfg, d_sh_empl_nmfg, d_tradeusch_pw, ...
##       d_tradeotch_pw_lag, ...
##       timepwt48, statefip, czone_all, t2, l_shind_manuf_cbp, ...
##       l_sh_popedu_c, ...
##       l_sh_popfborn, l_sh_empl_f, l_sh_routine33, l_task_outsource, ...
##       2*reg_midatl + 3*reg_encen + 4*reg_wncen +  ...
##       5*reg_satl+ 6*reg_escen + 7*reg_wscen + ...
##       8*reg_mount +  9*reg_pacif];
## Dt(Dt(:, 16)==0, 16) =1;
## save("temp.mat", "Dt", "share_emp_ind", "sec_vec");
## a2 <- R.matlab::readMat("temp.mat")
## Dt <- a2$Dt
## Dt2 <- ADH$reg
## Dt2$division <- as.numeric(as.character(Dt2$division))
## Dt2 <- as.matrix(Dt2)
## max(abs(Dt-Dt2))
## ## 5e-14, 0, 3.46945e-18
## max(abs(ADH$sic-a2$sec.vec))
## max(abs(a2$share.emp.ind-ADH$W))