program define bound
version 2.1
        mac def _varlist "req ex min(1)"
        mac def _if "opt"
        mac def _in "opt"
        parse "%_*"
        parse "%_varlist", parse(" ")
        mac def _lhs "%_1"
        mac shift
        mac def _rhs "%_*"
        qui reg %_lhs %_rhs %_if %_in
           predict double _hat, hat
           predict double rstu, rstudent
           predict cook, cook
           mac def _NUMw=_result(1)
           mac def _DFNc=_result(3)
           mac def _DFNw=(_result(3)+1)
           gen double _dffits=sqrt(_hat/(1-_hat))*rstu
           mac def _subt=%_NUMw-%_DFNc-1
#del ;
gen _ld=%_NUMw*log((%_NUMw/(%_NUMw-1))*((%_NUMw-%_DFNw-1)/
(rstu*rstu+%_NUMw-%_DFNw-1)))+
((rstu*rstu*(%_NUMw-1))/((1-_hat)*(%_NUMw-%_DFNw-1)))-1 ;
#del cr
gen covratio=1/((((%_subt-1)/%_subt)+((rstu^2)/%_subt))^(%_DFNc+1)*(1-_hat))
di ""
di "Some Regression Diagnostics"
dbeta %_lhs %_rhs %_if %_in, gen(_dfbeta)
    mac def _dfc=2/sqrt(%_NUMw)
    mac def _hac=(3*%_DFNc)/%_NUMw
    mac def _wc=2*sqrt((%_DFNc+1)/%_NUMw)
    mac def _covc=(3*(%_DFNc+1))/%_NUMw
gen _cuts=0
#del ;
replace _cuts=1 if (cook>1 & cook~=.) | (abs(rstu)>2 & rstu~=.) |
(_hat>%_hac & _hat~=.) | (abs(_dfbeta)>%_dfc & _dfbeta~=.) |
(abs(_dffits)>%_wc & _dffits~=.) | (abs(covratio-1)>%_covc & covratio~=.) |
chiprob(%_DFNw,_ld)<.10 ;
#del cr
gen _ldp=1-chiprob(%_DFNw,_ld)
if "%_if"~="" {
mac def _if2="%_if & _cuts==1"
}
else {
mac def _if2="if _cuts==1"
}
di "covratio is measure of influence of observation on covariance matrix"
di "_ld is measure of influence of observation on the likelihood (b AND s^2)"
di "_ld is distributed approx. as chi-square with df=# of IV's w/constant"
di "_ldp is the 'probability value' indicating that the removal of the"
di "  case in question will displace the estimate the edge of an x%"
di "  confidence region, where 'x'=value in table; thus, HIGH %'s sig."
di ""
#del ;
di "dfbeta cut=" %6.4f %_dfc _sk(2) "dffits cut=" %6.4f %_wc _sk(2)
"hat cut=" %6.4f %_hac _sk(2) "covratio cut=1 +/- " %6.4f %_covc ;
#del cr
format _dfbeta _dffits cook _hat rstu %7.3f
format covratio %8.4f
format _ld _ldp %6.3f
li _dfbeta _dffits cook _hat rstu covratio _ld _ldp %_if2 %_in, nodis
    gen double _wght=1
    replace _wght=.34/abs(_dffits) if abs(_dffits)>.34
    reg %_lhs %_rhs %_if %_in =_wght
end