TMPINV: Stata module providing a non-iterated Transaction Matrix (TM)-specific implementation of the LPLS estimator

Ilya Bolotov

Statistical Software Components from Boston College Department of Economics

Abstract: The program implements a non-iterated Transaction Matrix (TM)-specific LPLS estimator for linear programming with the help of the Moore-Penrose inverse (pseudoinverse), calculated using singular value decomposition (SVD). Estimation using 2x2 to 50x50 contiguous submatrices, repeated with compensatory slack variables until NRMSE is minimized in a given number of iterations, is followed by an F-test from linear regression/t-test of mean NRMSE from a pre-simulated distribution (Monte-Carlo, 50,000 iterations with matrices consisting of normal random variates). The result is adjusted for extreme values to match the RHS via shares of estimated row/column sums if the corresponding option is specified.

Language: Stata
Requires: Stata version 16
Keywords: linear programming; least squares; pseudoinverse; singular value decomposition (search for similar items in EconPapers)
Date: 2022-10-05, Revised 2024-02-21
Note: This module should be installed from within Stata by typing "ssc install tmpinv". 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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http://fmwww.bc.edu/repec/bocode/t/tmpinv.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tmpinv.mmat program code (text/plain)
http://fmwww.bc.edu/repec/bocode/t/tmpinv.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459131

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