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FEVC: Stata module for leave-out bias-corrected variance decompositions

Author

Listed:
  • Johannes Schmieder

    (Boston University)

Programming Language

Abstract

fevc implements the leave-out bias correction of Kline, Saggio, and Sølvsten for worker-firm fixed-effects models. It estimates the variances of worker and firm effects, their covariance, and the variance of their sum, with support for controls, weights, and match or observation deletion. It provides exact and randomized calculations, numerical Monte Carlo standard errors, and supported projection and experimental component inference. A source-only Mata backend and an optional parallel Rust backend share the same Stata interface.

Suggested Citation

  • Johannes Schmieder, 2026. "FEVC: Stata module for leave-out bias-corrected variance decompositions," Statistical Software Components S459938, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459938
    Note: This module should be installed from within Stata by typing "ssc install fevc". The module is made available under terms of the GPL-3.0-only license (https://spdx.org/licenses/GPL-3.0-only.html).
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