APC: Stata module for estimating age-period-cohort effects

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APC: Stata module for estimating age-period-cohort effects

Author Info

Sam Schulhofer-Wohl () (University of Chicago)
Yang Yang () (University of Chicago)

Additional information is available for the following registered author(s):

Sam Schulhofer-Wohl

Abstract

apc is a Stata package for estimating age-period-cohort models. apc_cglim estimates generalized linear models in which a single equality constraint on the coefficients is used to solve the age-period-cohort identification problem. apc_ie estimates generalized linear models with age, period and cohort effects using the intrinsic estimator (IE) described by Yang, Fu and Land (Sociological Methodology, 2004). The IE employs a special principal components regression that removes the influence of the null (column) space of the design matrix on the estimator. Both commands are implemented as wrappers for Stata's glm command.

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File URL: http://fmwww.bc.edu/repec/bocode/a/apc_cglim.ado
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File URL: http://fmwww.bc.edu/repec/bocode/a/apc_cglim.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/a/apc_ie.ado
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File URL: http://fmwww.bc.edu/repec/bocode/a/apc_ie.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/a/apc_example.do
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File URL: http://fmwww.bc.edu/repec/bocode/a/apc_example_data.dta
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456754.

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Programming language: Stata
Requires: Stata version 9.2
Date of creation: 04 Aug 2006
Date of revision:
Handle: RePEc:boc:bocode:s456754

Note: This module may be installed from within Stata by typing "ssc install apc". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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