Generalized linear models for age-period-cohort effects with detrended coeffici > ents
Syntax
apcd depvar [indepvars] [if exp] [in range] [weight] , [ age(string) period(string) glm_options ]
apcd allows all varlists & weights that glm accepts.
Description
apcd estimates age-period-cohort APC-D (detrended) models and provides detrended (0 sum and 0 slope) parameters of age, period and cohort effects; appropriate constraints offer a unique solution & solve the traditional APC identification problem. This ado file quotes fractions of the Yang & colleagues (2006) apc_ie.ado file (ssc install apc) even if the apcd method does not retain the idea of an "intrinsic" "best" trend. We focus on cohort parameters (DCE=detrended cohort effect) that should be tested to be non-zeros across cohort span.
The user provides a dependant variable, age and period, and controls from a mic > rodata series of crossectional surveys. The data must be a complete rectangle (age x period) and the pace between perio > ds must be fix and equal to the distance between age groups. If not, the procedure will > fail.
The procedure delivers : (1) An APC-Detrended model with controls, including zero-sum/zero-slope paramet > ers of age, period & cohort effects. (2) Delta BICs are provided to perform a diagnosis of the importance of cohort > effects
Options
age(string) and period(string) specify the names of age and period variables. They must be given by the user.
Any glm_options can be valid options for apcd.
Many types of model can be handled by apcd :
* the user must call "family(bin) link(logit)" for a logit regression
* the user must call "family(poisson) link(log) exposure(pop)", where pop is the population at risk, for a poisson model
* the default "family(gauss) link(id)" will provide a linear regression.
Since apcd makes use of constraints, this package should be processed on STATA 11.0 or higher.
example
use "http://www.louischauvel.org/apchexb.dta", clear
apcd mf2 , age(age) period(year)
References
see http://www.louischauvel.org/apcdex.htm for working paper and examples on apcd.
see Yang, Y., Fu, W., and Land, K. 2006. apc_ie and apc_cglm STATA packages.
Author
Louis Chauvel Sciences Po Paris During the completion of the v1.0 Louis Chauvel was also invited Pr at Columbia U Dpt of sociology, Knox Hall chauvel@louischauvel.org
Also see
Online: help for glm.