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IRAX: Stata module to perform isotonic regression analysis

Author

Listed:
  • Wim van Putten

    (Erasmus MC)

  • Patrick Royston

    (University College London)

Programming Language

Stata

Abstract

A package for implementing isotonic regression to ensure monotonicity in the y-variable when the x-variable is ordered. Isotonic regression analysis fits a step function, constrained to be either monotonically non-decreasing or monotonically non-increasing. It uses It uses the adjacent violators algorithm to fit the step function.

Suggested Citation

  • Wim van Putten & Patrick Royston, 2017. "IRAX: Stata module to perform isotonic regression analysis," Statistical Software Components S458406, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458406
    Note: This module should be installed from within Stata by typing "ssc install irax". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/i/irax.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/irax.sthlp
    File Function: help file
    Download Restriction: no
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