DRM: Stata module to fit Sobel's Diagonal Reference Model (DRM)

Caspar Kaiser

Statistical Software Components from Boston College Department of Economics

Abstract: drm is a module to estimate several versions of Sobel's (Am. Soc. Rev. 1981, 1985) diagonal reference model. Diagonal reference models are especially suited for the estimation of effects of movements across levels of categorical variables like education or social class. drm allows for a number of extensions that go beyond Sobel's most simple model. In particular, weights are allowed to vary conditional on 'destinations' and 'origins' and may be interacted with an arbitrary linear combination of covariates. Furthermore, diagonal population means may be estimated conditional on a further (set of) variable(s). Finally, next to the linear link function, drm allows for logit as well as probit links to estimate models with a binary dependent variable.

Language: Stata
Requires: Stata version 12
Keywords: diagonal reference model; nonlinear least squares; maximum likelihood (search for similar items in EconPapers)
Date: 2018-07-21, Revised 2018-11-23
Note: This module should be installed from within Stata by typing "ssc install drm". 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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Citations: View citations in EconPapers (1)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/d/drm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drm_logit_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drm_normal_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drm_probit_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nldrmFile-URL:h ... ocode/_/constant.ado program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/n/nldrm_rowcol.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/drm.sthlp help file (text/plain)

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