FEVC: Stata module for leave-out bias-corrected variance decompositions

Johannes Schmieder

Statistical Software Components from Boston College Department of Economics

Abstract: fevc implements the leave-out bias correction of Kline, Saggio, and Sølvsten for worker-firm fixed-effects models. It estimates the variances of worker and firm effects, their covariance, and the variance of their sum, with support for controls, weights, and match or observation deletion. It provides exact and randomized calculations, numerical Monte Carlo standard errors, and supported projection and experimental component inference. A source-only Mata backend and an optional parallel Rust backend share the same Stata interface.

Language: Stata
Requires: Stata version 18
Keywords: leave-out variance decomposition; bias correctionm (search for similar items in EconPapers)
Date: 2026-10-18
Note: This module should be installed from within Stata by typing "ssc install texpdf". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fevc__centering.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__component_model_route.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__control_failure_post.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__display.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__exact_inference_model_post.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__failure_guidance.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__hybrid_sample.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__lifecycle.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__memory_options.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__native_threads.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__numerical.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__observation_population.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__progress.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_capture_stayers.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_cmg_model.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_comp_batch_receipt.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_component_attach.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_component_fetch.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_component_post.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_core_ready.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_linux.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_macos.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_numerical.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_plan_receipt.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_plugin_call.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_post_comp_v7.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_post_exact_v7.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_post_stayer_hybrid.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_public_call.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_reconcile_comp_v7.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_reconcile_exact_v7.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_solve_v4.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_solve_v5.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__rust_windows.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__simulate_data.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__stayer_population_post.ado
http://fmwww.bc.edu/repec/bocode/f/fevc__timer.ado
http://fmwww.bc.edu/repec/bocode/f/fevc_cmg.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_estat.ado
http://fmwww.bc.edu/repec/bocode/f/fevc_graph.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_inference.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_numerical.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_resource.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_rng.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_run.ado
http://fmwww.bc.edu/repec/bocode/f/fevc_rust_linux_x64.plugin
http://fmwww.bc.edu/repec/bocode/f/fevc_rust_macos_arm64.plugin
http://fmwww.bc.edu/repec/bocode/f/fevc_rust_macos_x86_64.plugin
http://fmwww.bc.edu/repec/bocode/f/fevc_rust_windows_x64.plugin
http://fmwww.bc.edu/repec/bocode/f/fevc_rust.ado
http://fmwww.bc.edu/repec/bocode/f/fevc_scale_engine.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_scale_runtime.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_scale.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_solver.mata
http://fmwww.bc.edu/repec/bocode/f/fevc_timer.mata
http://fmwww.bc.edu/repec/bocode/f/fevc.ado
http://fmwww.bc.edu/repec/bocode/f/fevc.mata
http://fmwww.bc.edu/repec/bocode/f/fevc.sthlp

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459938

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

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 ().