help for apctlag

Generalized linear models for age-period-cohort effects including trends for each parameter

Syntax

apctlag depvar [indepvars]
[if exp] [in range] [weight]
, [
age(varname)
period(varname) rep(real) glm_options ]

apctlag allows all varlists & weights that glm accepts.

Description

apctlag estimates age-period-cohort APC-T (trended) models and provides trended parameters of age,
period and cohort effects (The trend in age is set to be the average effect of ageing of cohorts observed
in the window of observation); appropriate constraints offer a unique solution & solve the traditional
APC identification problem. The user provides a dependant variable, age and period, and controls from
a microdata series of crossectional surveys. It is possible to obtain confidence intervals using bootstap,
by providing the number of repetitions (the rep argument). 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.

This ado file quotes fractions of the Yang & colleagues (2006)
apc_ie.ado file (ssc install apc) and chauvel (2012) apcd.ado

Options

age(string) and period(string)
specify the names of age and period variables. They must be given by the user.

rep(real)
Number of repetitions for bootstrap. When set to zero (default), no confidence interval will be provided.

Any glm_options can be valid options for apctlag. Poisson models are not recommened for bootstrap.

Many types of model can be handled by apctlag :

* 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 is "family(gauss) link(id)" and will provide a linear regression.

Since apctlag makes use of constraints, this package should be
processed on STATA 11.0 or higher.

example

use "http://www.louischauvel.org/apcgoex.dta", clear

keep if fem==0 & a5<65

apctlag vet [w=pwei], age(a5) period(y5) f(bin) l(logit)

apctlag vet [w=pwei], age(a5) period(y5) rep(10) f(bin) l(logit)

References

Chauvel, L., Hartung, A., & Bar-Haim, E. 2016. Closing or Persisting Gender Gap? A Cohort Analysis of Education and Wages in the US and Europe.

see Yang, Y., Fu, W., and Land, K. 2006. apc_ie and apc_cglm
STATA packages.

Author

Louis Chauvel,
louis.chauvel@uni.lu
Anne Hartung
anne.hartung@uni.lu
Eyal Bar-Haim
eyal.bar-haim@uni.lu
PEARL Institute for Research on Socio-Economic Inequality (IRSEI), University of Luxembourg

Also see

Online: help for glm.

Online: help for apcgo.

Online: help for apcd.