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TMPINVI: Stata module providing an iterated (multistep) Transaction Matrix (TM)-specific implementation of the LPLS estimator

Author

Listed:
  • Ilya Bolotov

    (Prague University of Economics and Business)

Programming Language

Stata

Abstract

The program implements an iterated (multistep) Transaction Matrix (TM)-specific LPLS estimator for linear programming with the help of the Moore-Penrose inverse (pseudoinverse), calculated using singular value decomposition (SVD). Estimation using 2x2 to 50x50 contiguous submatrices, repeated with compensatory slack variables until NRMSE is minimized in a given number of iterations, is followed by an F-test from linear regression/t-test of mean NRMSE from a pre-simulated distribution (Monte-Carlo, 50,000 iterations with matrices consisting of normal random variates). The result is adjusted for extreme values to match the RHS via shares of estimated row/column sums if the corresponding option is specified.

Suggested Citation

  • Ilya Bolotov, 2024. "TMPINVI: Stata module providing an iterated (multistep) Transaction Matrix (TM)-specific implementation of the LPLS estimator," Statistical Software Components S459294, Boston College Department of Economics, revised 22 Feb 2024.
    • Handle: RePEc:boc:bocode:s459294
    Note: This module should be installed from within Stata by typing "ssc install tmpinvi". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/tmpinv.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/tmpinv.sthlp
    File Function: help file
    Download Restriction: no
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