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QV: Stata module to compute quasi-variances

Aspen Chen ()
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Aspen Chen: University of Connecticut

Statistical Software Components from Boston College Department of Economics

Abstract: qv estimates quasi-variances (Firth, Sociological Methodology, 2003) for one multi-category variable. This approach addresses the zero standard error issue for the reference category in regression models by "reallocating" the variances.

Language: Stata
Requires: Stata version 11
Keywords: quasi-variances; Firth; multi-group comparisons (search for similar items in EconPapers)
Date: 2014-05-07, Revised 2014-07-21
Note: This module should be installed from within Stata by typing "ssc install qv". 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/q/qv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qvgraph.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/glm_exp.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qv.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qvgraph.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/q/qv_example.ado program code (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457831

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