DYNSIMPIE: Stata module to examine dynamic compositional dependent variables
Andrew Q Philips (),
Amanda Rutherford and
Guy D. Whitten
Additional contact information
Andrew Q Philips: Texas A&M University
Amanda Rutherford: Indiana University
Guy D. Whitten: Texas A&M University
Statistical Software Components from Boston College Department of Economics
dynsimpie is a program to dynamically examine compositional dependent variables, first detailed in Philips, Rutherford, and Whitten (2015a) and used in Philips, Rutherford, and Whitten (2015b). Their modeling strategy uses an error correction model within a seemingly unrelated regression to simulate dynamic changes in each compositional dependent variable in response to a counterfactual "shock" to an independent variable during the simulation. The program then saves predicted average proportions of each dependent variable over time to a dataset, along with associated confidence intervals.
Requires: Stata version 8 and clarify from http://gking.harvard.edu/clarify
Keywords: compositional variables; dynamic changes; error correction model (search for similar items in EconPapers)
Note: This module should be installed from within Stata by typing "ssc install dynsimpie". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/dynsimpie.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/dynsimpie.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/u/UK_AJPS.dta sample data file (application/x-stata)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458074
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().