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

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

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9.2
Keywords: APC; age-period-cohort models; CGLIM; intrinsic estimator (search for similar items in EconPapers)
Date: 2006-08-04
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 ( Windows users should not attempt to download these files with a web browser.
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