*! Version 1.0.0 (09/23/02), G. R. Frechette

program define superxt, eclass
	version 7.0
	if replay() {
		if "`e(cmd)'" ~= "xt$cmd" {
			error 301
		}
		else Replay `0'
	}
	else	StandardSyntax `0'
end

program define StandardSyntax, eclass
	global cmd "`1'"
	macro shift 1
	local therest "`*'"
	Estimate `therest'
end

program define Estimate, eclass

	syntax varlist [if] [in] [, I(varname) Quadrat(int 12) Rho(real 0.5) type(int 1) /*
		*/ Level(passthru) *]

quietly {

	tempname foo b lnsig2u b1
	tempvar foo bar baz

	if `type' == 1 {

		/* start with default xt command */
		
		noisily di in ye _n `"STEP 1"'
		noisily di in gr _n `"now estimating:"'
		noisily di in gr _n `"xt$cmd `varlist' `if' `in', i(`i')"'

		xt$cmd `varlist' `if' `in', i(`i') quad(12) nolog `options'

		mat `foo' = e(V)*e(b)'
		svmat `foo'
		egen `bar' = min(`foo'1^2)

		if `bar' == 0 {

			noisily di in ye _n `"STEP 2"'
			noisily di in re _n `"the command did not converge, bad Stata!"'
			noisily di in gr _n `"now attempting the same as the above except the starting value"'
			noisily di in gr _n `"is now set to the coefficient estimate of $cmd and rho = `rho'"'

 			drop `foo'1 `bar'
 			$cmd `varlist' `if' `in', `options'
 			mat `b' = e(b)
 			mat `lnsig2u' = ln(`rho'/(1-`rho'))
 			mat `b1' = [`b', `lnsig2u']

 			xt$cmd `varlist' `if' `in', i(`i') quad(12) from(`b1', copy) `options'
 			
 			mat `foo' = e(V)*e(b)'
 			svmat `foo'
 			egen `bar' = min(`foo'1^2)

			if `bar' == 0 {

				noisily di in ye _n `"STEP 3"'
				noisily di in re _n `"the command did not converge, bad Stata!"'
				noisily di in gr _n `"now attempting"'
				noisily di in gr _n `"xt$cmd `varlist' `if' `in', i(`i') quad(23)"'

				drop `foo'1 `bar'

				xt$cmd `varlist' `if' `in', i(`i') quad(23) `options'
			
				mat `foo' = e(V)*e(b)'
				svmat `foo'
				egen `bar' = min(`foo'1^2)

				if `bar' == 0 {

					noisily di in ye _n `"STEP 4"'
					noisily di in re _n `"the command did not converge, bad Stata!"'
					noisily di in gr _n `"now attempting the same as the above except the starting value"'
					noisily di in gr _n `"is now set to the coefficient estimate of $cmd and rho = `rho'"'

 					drop `foo'1 `bar'
 					$cmd `varlist' `if' `in', `options'
 					mat `b' = e(b)
 					mat `lnsig2u' = ln(`rho'/(1-`rho'))
 					mat `b1' = [`b', `lnsig2u']
	
	 				xt$cmd `varlist' `if' `in', i(`i') quad(23) from(`b1', copy) `options'
 			
 					mat `foo' = e(V)*e(b)'
 					svmat `foo'
	 				egen `bar' = min(`foo'1^2)

					if `bar' == 0 {

						noisily di in ye _n `"STEP 5"'
						noisily di in re _n `"the command did not converge, bad Stata!"'
						noisily di in gr _n `"now attempting"'
						noisily di in gr _n `"xt$cmd `varlist' `if' `in', i(`i') quad(30)"'

						drop `foo'1 `bar'

						xt$cmd `varlist' `if' `in', i(`i') quad(30) `options'
			
						mat `foo' = e(V)*e(b)'
						svmat `foo'
						egen `bar' = min(`foo'1^2)

						if `bar' == 0 {

							noisily di in ye _n `"STEP 6 (final)"'
							noisily di in re _n `"the command did not converge, bad Stata!"'
							noisily di in gr _n `"now attempting the same as the above except the starting value"'
							noisily di in gr _n `"is now set to the coefficient estimate of $cmd and rho = `rho'"'

 							drop `foo'1 `bar'
 							$cmd `varlist', `if' `in' `options'
 							mat `b' = e(b)
 							mat `lnsig2u' = ln(`rho'/(1-`rho'))
 							mat `b1' = [`b', `lnsig2u']
	
	 						xt$cmd `varlist' `if' `in', i(`i') quad(30) from(`b1', copy) `options'
 			
 							mat `foo' = e(V)*e(b)'
 							svmat `foo'
	 						egen `bar' = min(`foo'1^2)

							if `bar' == 0 {
								noisily di in re _n `"failure to converge on all tries, quitting"'
							}
							else noisily Replay, `level'
						}
						else noisily Replay, `level'
					}
					else noisily Replay, `level'
				}
				else noisily Replay, `level'
			}
			else noisily Replay, `level'
		}
		else noisily Replay, `level'
	}
	else if `type' == 2 {
		noisily di in gr _n `"now estimating:"'
		noisily di in gr _n `"xt$cmd `varlist' `if' `in', i(`i') quad(`quadrat')"'
		noisily di in gr _n `"starting from the coefficient estimate of $cmd and rho = `rho'"'

 		$cmd `varlist' `if' `in', `options'
 		mat `b' = e(b)
 		mat `lnsig2u' = ln(`rho'/(1-`rho'))
		mat `b1' = [`b', `lnsig2u']

		xt$cmd `varlist' `if' `in', i(`i') quad(`quadrat') from(`b1', copy) `options'

		mat `foo' = e(V)*e(b)'
		svmat `foo'
		egen `bar' = min(`foo'1^2)

		if `bar' == 0 {
			noisily di in re _n `"failure to converge"'
		}
		else	noisily Replay, `level'
	}
	else noisily di in re _n `"no such type, type should be set to 1 or 2"'
}
end

program define Replay
	syntax [, Level(int $S_level)]
	`e(cmd)', level(`level')
end