help ie_reg
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Title

    ie_reg -- intrinsic estimator for age, period, cohort (APC) applications

Syntax
        ie_reg depvar [indepvars] [if] [in] [weight] [, options]

    options                    Description
    -------------------------------------------------------------------------
      irr                       eform results
        
Description

    ie_reg computes coefficients from an APC analysis characterized by a
    design matrix that is not full rank due to perfect linear dependence
    between age, period, and cohort. However, ie_reg does not require strict
    linear dependence to estimate APC parameters.

    The dependent variable is assumed to be in the form of a log rate or
    rate.  In order to obtain APC estimates that are normalized according to
    conventional applications (i.e., apc_ie), it is necessary that an ANOVA
    design matrix be constructed using the last factor level of each APC
    factor as the reference as shown below. Optionally, the user may request
    the full set of ANOVA normalized estimates that include the reference
    category which are obtained using ie_norm, a modified version of Ben
    Jann's devcon utility with exactly the same syntax.

Example code for ANOVA design coding

qui tab age, gen(a)
scal arow = r(r)
qui tab period, gen(p)
scal prow = r(r)
qui gen cohort = period - age
qui tab cohort, gen(c)
scal crow = r(r) 

* construct ANOVA normalization using last category as reference

forval i = 1/`=arow' {
 gen aC`i' = a`i' - a`=arow'
 }

forval i = 1/`=prow' {
 gen pC`i' = p`i' - p`=prow'
 }
 
forval i = 1/`=crow' {
 gen cC`i' = c`i' - c`=crow'
}


Examples

APC regression model

    ie_reg logr aC1-aC6 pC1-pC3 cC1-cC9

fully normalized solution

    ie_norm, groups(aC1-aC7, pC1-pC4, cC1-cC10)

Estimation Details

ie_reg employes a generalized inverse.

Saved Results

ie_reg saves the following in e():

    Scalars   
      e(N)           number of cells
      e(ll)          MSE
      e(k)           number of estimated parameters

    Macros    
      e(depvar)      name of dependent variable

    Matrices  
      e(Coef)        1 X K vector of estimates
      e(Var)         K X K variance-covariance matrix

    Functions 
      e(sample)       marks estimation sample

References

    Daniel A. Powers (2012). "Black-White Differences in Maternal Age,
        Maternal Birth Cohort, and Period Effects on Infant Mortality in the
        U.S. (1983-2002)." Presented at the annual meetings of the Population
        Research Association of America, San Francisco, CA, May 4 2012.

Author

    Daniel A. Powers, University of Texas at Austin,
    dpowers@austin.utexas.edu

Also see