SMVCIR: Stata module to compute sliced mean variance-covariance inverse regression

Charles Lindsey ()

Statistical Software Components from Boston College Department of Economics

Abstract: smvcir performs the sliced mean variance–covariance inverse regression (SMVCIR) algorithm on grouped multivariate data. The data are transformed to a new coordinate system where the group mean, variance, and covariance differences are more apparent. A test for the dimension of this new coordinate space is also provided. See Lindsey et al. (Computational Statistics, 2013) for details on the SMVCIR algorithm.

Language: Stata
Requires: Stata version 13 and grc1leg from http://www.stata.com/users/vwiggins
Keywords: Lindsey; sliced mean variance-covariance inverse regression (search for similar items in EconPapers)
Date: 2013-12-11
Note: This module should be installed from within Stata by typing "ssc install smvcir". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/smvcir.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/smvcir_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/smvcir.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/w/wine.dta sample data file (application/x-stata)

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