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

Author

Listed:
  • Sam Schulhofer-Wohl

    () (University of Chicago)

  • Yang Yang

    () (University of Chicago)

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.

Suggested Citation

  • Sam Schulhofer-Wohl & Yang Yang, 2006. "APC: Stata module for estimating age-period-cohort effects," Statistical Software Components S456754, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s456754
    Note: This module should be installed from within Stata by typing "ssc install apc". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/a/apc_cglim.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/a/apc_cglim.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/a/apc_ie.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/a/apc_ie.hlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/a/apc_example.do
    File Function: sample program
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/a/apc_example_data.dta
    File Function: sample data
    Download Restriction: no

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