*Final regressions
*03.11.2016
cd "I:\wealth\Migranten und Wohnungseigentum\Data\Datensaetze"
use hmaster_mig_aufbereitet.dta, clear

cd "I:\wealth\Migranten und Wohnungseigentum\Data\STATA Logfiles"
log using regressions_new.log, replace


*Decomposition for groups of years
gen year2005=1 if jahr>2000 & jahr<2006
replace year2005=0 if jahr<=2000
gen year2012=1 if jahr>=2006 & jahr<=2012
replace year2012=0 if jahr>2000 & jahr<2006

*generate migration cohorts
gen c1=1 if immiyear<1976
gen c2=1 if immiyear>=1976 & immiyear<1986
gen c3=1 if immiyear>=1986 & immiyear<1996
gen c4=1 if immiyear>=1996 & immiyear<2006
replace c1=0 if c2==1 | c3==1 | c4==1
replace c2=0 if c1==1 | c3==1 | c4==1
replace c3=0 if c2==1 | c1==1 | c4==1
replace c4=0 if c2==1 | c3==1 | c1==1

*generate income
cd "I:\wealth\Migranten und Wohnungseigentum\Data" 
merge m:1 jahr using "verbraucherpreisindex lang.dta"
drop if _merge==2
drop _merge
gen netincdef=(netinc/verbraucherpreise)*100
gen netwealthdef=(netwealth/verbraucherpreise)*100
gen netpropdef=(netprop/verbraucherpreise)*100

xtile netinc_quin=netincdef, nq(5)

*Regionstyp
gen reg_typ2=reg_typ
replace reg_typ2=subinstr(reg_typ2, char(228), "ae", .)


*Newspaper - less categories
gen newspaper2=.
replace newspaper2=1 if newspaper==1 | newspaper==2
replace newspaper2=2 if newspaper==3 
replace newspaper2=3 if newspaper==4 | newspaper==5 
replace newspaper2=4 if newspaper==6 

*Household size
gen singlehh=1 if numberpers==1
replace singlehh=0 if numberpers>1
replace singlehh=. if numberpers==.

*Categories with interaction of gender and hh size
gen single_male=(singlehh==1 & mann==1)
gen single_female=(singlehh==1 & mann==0)
gen couple_male=(singlehh==0 & mann==1)
gen couple_female=(singlehh==0 & mann==0)

*Education of partner
replace educpart=99 if educpart==-1 // Partner, but no information on education
replace educpart=0 if singlehh==1
replace educpart=. if partz==.
tab educpart singlehh

gen educpart2=educpart
replace educpart2=. if educpart==99
*Migration background of partner
gen migpart=2 if nationpart>1 & nationpart!=.
replace migpart=1 if nationpart==1  // deutsch
replace migpart=99 if nationpart==-1 // missing
replace migpart=0 if nationpart==0
tab migpart singlehh
replace migpart=0 if singlehh==1 & partz!=.
*Average ysm for each cohort in each observation period
foreach var of varlist c1 c2 c3 c4 {
sum ysm if year2005==0 & `var'==1 
}
foreach var of varlist c1 c2 c3 c4 {
sum ysm if year2005==1 & `var'==1
}
foreach var of varlist c1 c2 c3 c4 {
sum ysm if year2012==1 & `var'==1
}
*******************************************************************************
*Define variables
tab educ, gen(educ)  // creates dummy variables
tab netinc_quin, gen(net)
tab reg_typ2, gen(reg)
tab language, gen(lang)
tab jahr, gen(jd)
tab educpart, gen(edp)
tab educpart2, gen(edp2)
tab migpart, gen(migp)
global xsd "alter31_60 alter60 educ2 educ3  empld married"
global xhh "couple_female single_male single_female numberkids net2 net3 net4 net5"
global xreg "west reg2 reg3 price"
global xmig2 "lang2 lang3 stay"
global part "edp21 edp23 edp24 migp1 migp2 migp3 migp4"  // less than high school as reference cat
*******************************************************************************
***TABLE 2: Pooled probit regression for migrants and natives***
probit downer $xsd $xhh $xreg c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2  $xmig2 jd* if mig==1, vce(cluster hhnrakt)  
gen sample=e(sample) // 8058 observations
margins, dydx(*)
probit downer $xsd $xhh $xreg  jd* if mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012, vce(cluster hhnrakt)  
gen sample_nat=e(sample) // 86,405 observations
margins, dydx(*)

xtdes if sample==1
xtdes if sample_nat==1
*******
*TABLE A.1: include education and migback of partner -> reduced observation numbers
probit downer $part  $xsd $xhh $xreg c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2  $xmig2 jd* if mig==1, vce(cluster hhnrakt)
margins, dydx(*)

/*Random effects
xtset persnr jahr
xtprobit downer $xsd $xhh $xreg c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2  $xmig2  if mig==1, vce(cluster persnr)  re
margins, dydx(*)
xtprobit downer $xsd $xhh $xreg  if mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012, vce(cluster persnr)  re
margins, dydx(*) */
*******************************************************************************
***TABLE 3:Decompose between 1996 and 2005***
*Fairlie decomposition
fairlie downer (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xsd) ($xhh) ($xreg)  if mig==1, by(year2005) ref(1) probit noest  // with migration related variables
gen sample1=e(sample)			// sample 1996-2005
fairlie downer   ($xsd) ($xhh) ($xreg) if mig==1 & sample1==1, by(year2005) ref(1) probit noest						// w/o migration rel. variables

*Decompose between 2000 and 2012
fairlie downer (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1, by(year2012) ref(1) probit noest // with migration related variables
gen sample2=e(sample)		// sample 2000-2012
fairlie downer  ($xsd) ($xhh) ($xreg) if mig==1 & sample2==1, by(year2012) ref(1) probit noest							// w/o migration rel. variables
********
*TABLE A.2: include education and migback of partner
fairlie downer ($part) (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xsd) ($xhh) ($xreg)  if mig==1, by(year2005) ref(1) probit noest ro // with migration related variables
gen sample12=e(sample)
fairlie downer  ($part) ($xsd) ($xhh) ($xreg) if mig==1 & sample12==1, by(year2005) ref(1) probit noest	ro			// w/o migration rel. variables

fairlie downer ($part) (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1, by(year2012) ref(1) probit noest ro // with migration related variables
gen sample22=e(sample)		// sample 2000-2012
fairlie downer  ($part) ($xsd) ($xhh) ($xreg) if mig==1 & sample22==1, by(year2012) ref(1) probit noest	ro						// w/o migration rel. variables
*******************************************************************************
***TABLE 4: More detilied decomposition***
fairlie downer c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2 $xsd $xhh $xreg  if mig==1 & sample1==1, by(year2005) ref(1) probit noest  
fairlie downer c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2 $xsd $xhh $xreg  if mig==1 & sample2==1 , by(year2012) ref(1) probit noest  
*******************************************************************************
***TABLE A.3: Compare with natives***
fairlie downer   ($xsd) ($xhh) ($xreg) if mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012, by(year2005) ref(1) probit noest
fairlie downer  ($xsd) ($xhh) ($xreg) if mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012, by(year2012) ref(1) probit noest
*******************************************************************************
*TABLE A.4: More detailed decomposition for natives***
fairlie downer   $xsd $xhh $xreg if mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012, by(year2005) ref(1) probit noest
fairlie downer  $xsd $xhh $xreg if mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012, by(year2012) ref(1) probit noest
*******************************************************************************
***********
*Robustness Checks
***TABLE 6: Change ordering of variables (coarse characteristics categories)***
*reverse
fairlie downer ($xreg) ($xhh) ($xsd) (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) if sample1==1, by(year2005) ref(1) probit noest
fairlie downer ($xreg) ($xhh) ($xsd) (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) if sample2==1, by(year2012) ref(1) probit noest
*other orderings
fairlie downer ($xhh) ($xsd) (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xreg)  if sample1==1, by(year2005) ref(1) probit noest
fairlie downer ($xhh) ($xsd) (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xreg) if sample2==1, by(year2012) ref(1) probit noest

fairlie downer  ($xsd) (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xreg) ($xhh)  if sample1==1, by(year2005) ref(1) probit noest
fairlie downer  ($xsd) (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xreg) ($xhh) if sample2==1, by(year2012) ref(1) probit noest

fairlie downer   (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xreg) ($xhh) ($xsd)  if sample1==1, by(year2005) ref(1) probit noest
fairlie downer   (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xreg) ($xhh) ($xsd) if sample2==1, by(year2012) ref(1) probit noest
*randomized
fairlie downer (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xsd) ($xhh) ($xreg)  if sample1==1, by(year2005) ref(1) probit noest ro
fairlie downer (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xsd) ($xhh) ($xreg)  if sample2==1, by(year2012) ref(1) probit noest ro

***TABLE 7: randomized and detailed***
fairlie downer c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2 $xsd $xhh $xreg  if mig==1, by(year2005) ref(1) probit noest ro
fairlie downer c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2 $xsd $xhh $xreg  if mig==1, by(year2012) ref(1) probit noest ro
*************
*TABLE 8: Change of reference group
*group 0 as reference group
fairlie downer (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xsd) ($xhh) ($xreg)  if mig==1 & sample1==1, by(year2005) ref(0) probit noest 
fairlie downer (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 & sample2==1, by(year2012) ref(0) probit noest

*pooled model as reference group
fairlie downer (c2 c3 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2) ($xsd) ($xhh) ($xreg)  if mig==1 & sample1==1, by(year2005) pooled probit noest 
fairlie downer (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 & sample2==1, by(year2012) pooled probit noest

log close
************
*TABLE A.3: snapshot of individual years: 1998, 2004 and 2009 (middle of period)
gen group1=1 if jahr==2003
replace group1=0 if jahr==1998
gen group2=1 if jahr==2009
replace group2=0 if jahr==2003

fairlie downer (c2 c3  oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group1) ref(1) probit noest ro // with migration related variables
fairlie downer (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group2) ref(1) probit noest ro // with migration related variables

drop group1 group2
*1996, 2001 and 2007 (begin of period)
gen group1=1 if jahr==2001
replace group1=0 if jahr==1996
gen group2=1 if jahr==2007
replace group2=0 if jahr==2001

fairlie downer (c2 c3  oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group1) ref(1) probit noest ro // with migration related variables
fairlie downer (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group2) ref(1) probit noest ro // with migration related variables

drop group1 group2
*2000, 2005 and 2011 (end of period)
gen group1=1 if jahr==2005
replace group1=0 if jahr==2000
gen group2=1 if jahr==2011
replace group2=0 if jahr==2005

fairlie downer (c2 c3  oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group1) ref(1) probit noest ro // with migration related variables
fairlie downer (c2 c3 c4 oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group2) ref(1) probit noest ro // with migration related variables

drop group1 group2

*2007 and 2011
gen group1=1 if jahr==2011
replace group1=0 if jahr==2007

fairlie downer (c2 c3 c4  oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group1) ref(1) probit noest ro // with migration related variables

drop group1 

*1996 and 2011
gen group1=1 if jahr==2011
replace group1=0 if jahr==1996

fairlie downer (c2 c3 c4  oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if mig==1 [pweight=hhrf], by(group1) ref(1) probit noest ro // with migration related variables

drop group1 
************************
*TABLE 5 Change of nativity gap
gen group1=1 if year2005==0 & mig==1			// first period, migrants
replace group1=0 if year2005==0 & mig==0		// first period, natives

fairlie downer ($xsd) ($xhh) ($xreg) if (mig==1 & sample1==1) | (mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012)  , by(group1) ref(1) probit noest ro 

gen group2=1 if year2005==1 & mig==1			// second period, migrants
replace group2=0 if year2005==1 & mig==0		// second period, natives

fairlie downer ($xsd) ($xhh) ($xreg) if (mig==1 & sample1==1) | (mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012)  , by(group2) ref(1) probit noest ro 

gen group3=1 if year2012==1 & mig==1			// third period, migrants
replace group3=0 if year2012==1 & mig==0		// third period, natives

fairlie downer ($xsd) ($xhh) ($xreg) if (mig==1 & sample2==1) | (mig==0 & jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012)  , by(group3) ref(1) probit noest ro 

**Decomposition of change of gap
qui reg downer $xsd $xhh $xreg if sample1==1 & year2005==0 & mig==1
eststo mig1
qui reg downer $xsd $xhh $xreg if jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012 & year2005==0 & mig==0
eststo nat1
qui reg downer $xsd $xhh $xreg if sample1==1 & year2005==1 & mig==1
eststo mig2
qui reg downer $xsd $xhh $xreg if jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012 & year2005==1 & mig==0
eststo nat2

smithwelch  mig1 nat1  mig2  nat2, b(1) r(2)
eststo clear

qui reg downer $xsd $xhh $xreg if sample2==1 & year2012==0 & mig==1
eststo mig1
qui reg downer $xsd $xhh $xreg if jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012 & year2012==0 & mig==0
eststo nat1
qui reg downer $xsd $xhh $xreg if sample2==1 & year2012==1 & mig==1
eststo mig2
qui reg downer $xsd $xhh $xreg if jahr!=2002 & jahr!=2004 & jahr!=2006 & jahr!=2012 & year2012==1 & mig==0
eststo nat2

smithwelch  mig1 nat1  mig2  nat2, b(1) r(2)
eststo clear

********************************************************************************
/**Decomposition separately for cohorts**
cd "D:\Promotion\Housing Prices and Fertility\Literatur\Home-ownership\Migrants\Logfiles HH Daten"
log using regressions_new.log, append

tab alterKat3 if c1==1 & jahr==1996
tab alterKat3 if c1==1 & jahr==2006
tab alterKat3 if c1==1 & jahr==2012
 tab corigin2 if c1==1 & jahr==1996

*1996-2005
*C1
fairlie downer (oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if c1==1, by(year2005) ref(1) probit noest ro
gen sample3=e(sample)
fairlie downer   ($xsd) ($xhh) ($xreg) if c1==1 & sample3==1, by(year2005) ref(1) probit noest ro

*C2
fairlie downer (oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if c2==1, by(year2005) ref(1) probit noest ro
gen sample4=e(sample)
fairlie downer   ($xsd) ($xhh) ($xreg) if c2==1 & sample4==1, by(year2005) ref(1) probit noest ro

*C3
fairlie downer (oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if c3==1, by(year2005) ref(1) probit noest ro
gen sample5=e(sample)
fairlie downer   ($xsd) ($xhh) ($xreg) if c3==1 & sample5==1, by(year2005) ref(1) probit noest ro

*2000-2012
*C1
fairlie downer (oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if c1==1, by(year2012) ref(1) probit noest ro
gen sample6=e(sample)
fairlie downer   ($xsd) ($xhh) ($xreg) if c1==1 & sample6==1, by(year2012) ref(1) probit noest ro

*C2
fairlie downer (oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if c2==1, by(year2012) ref(1) probit noest ro
gen sample7=e(sample)
fairlie downer   ($xsd) ($xhh) ($xreg) if c2==1 & sample7==1, by(year2012) ref(1) probit noest ro

*C3
fairlie downer (oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if c3==1, by(year2012) ref(1) probit noest ro
gen sample8=e(sample)
fairlie downer   ($xsd) ($xhh) ($xreg) if c3==1 & sample8==1, by(year2012) ref(1) probit noest ro

*C4
fairlie downer (oecd2 eu2 turkey2 yugos2 otherorigin2 $xmig2)  ($xsd) ($xhh) ($xreg) if c4==1, by(year2012) ref(1) probit noest ro
gen sample9=e(sample)
fairlie downer   ($xsd) ($xhh) ($xreg) if c4==1 & sample9==1, by(year2012) ref(1) probit noest ro

drop sample3 sample4 sample5 sample6 sample7 sample8 sample9

log close