DYNSIMPIE: Stata module to examine dynamic compositional dependent variables

Andrew Q Philips (), Amanda Rutherford and Guy D. Whitten
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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

Abstract: 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.

Language: Stata
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)
Date: 2015-09-04
Note: This module should be installed from within Stata by typing "ssc install dynsimpie". 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/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)

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