help for apcd

Generalized linear models for age-period-cohort effects with detrended coefficients

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 microdata
series of crossectional surveys.
The data must be a complete rectangle (age x period) and the pace between periods 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 parameters 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.