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Content
1998
- S361403 BYS: Stata module to automatically sort on the bylist (version 5)
by Jeroen Weesie - S361402 WINSOR: Stata module to Winsorize a variable
by Nicholas J. Cox - S361401 MEDIAN: Stata module to perform the median test
by Mario Cleves - S361101 CONFSVY: Stata module to assess confounding effects in survey studies
by Zhiqiang Wang - S360702 COLELMS: Stata module to calculate Cole's LMS values for growth data
by Zhiqiang Wang & Mark S Pearce - S360701 DEATON: Stata modules to analyze household surveys
by Angus Deaton - S360201 LSTACK: Stata module to stack variables with labelled _stack
by Nicholas J. Cox - S359801 EPICONF: Stata module to assess confounding effects in epidemiological studies
by Zhiqiang Wang - S359001 T2WAY5: Stata module to perform Tukey's Two-Way Analysis by Medians
by Nicholas J. Cox - S358901 FULLTAB: Stata module to generate 'full tables' which can be stacked into matrices
by Guy D. van Melle - S358403 CLUSTER: Stata module to perform nonhierarchical k-means (or k-medoids) cluster analysis
by D. H. Judson - S358402 MEDOID: Stata module to calculate medoids
by D. H. Judson - S358401 CENTROID: Stata module to calculate centroids
by D. H. Judson - S358302 LEVENE: Stata module to test for equal population variances
by Herve M. Caci - S358301 LMS: Stata module to perform least median squares regression fit
by Michael Blasnik - S357702 QEXP: Stata module to produce quantile-quantile plot for data vs fitted exponential distribution
by Nicholas J. Cox - S357701 PEXP: Stata module to produce probability plot for data compared with fitted exponential distribution
by Nicholas J. Cox - S357601 VALLIST: Stata module to list distinct values of a variable
by Patrick Joly - S357402 DCT: GAUSS module to read and write Stata numeric file dictionaries
by Jon Faust - S357401 LABGRAPH: Stata module to place text labels on two-way graphs
by Jon Faust - S356601 DUMMIES: Stata function to create families of dummy variables
by Nicholas J. Cox - S355602 NPROC: Stata module to produce nonparametric receiver operating curves
by Philip Price & Fred Wolfe - S355601 MLOGPRED: Stata module to produce predicted probabilities after mlogit and svymlog
by Bill Sribney - S355501 CLARIFY: Stata modules for Monte Carlo simulation
by Gary King - S355401 XCORPLOT: Stata module to calculate and graph cross-correlation function
by Nicholas J. Cox & Aurelio Tobias - S355301 HISTPLOT: Stata module to produce histogram for frequency distribution
by Nicholas J. Cox - S355201 GRAND2: Stata module to compute an estimate of the grand mean/intercept and differences
by Vince Wiggins - S355101 BARPLOT2: Stata module to produce bar plot with optional error bars
by Nicholas J. Cox - S355001 ADJUST: Stata module (corrected) to compute adjusted predictions and probabilities after estimation
by Kenneth Higbee - S354901 WILLIAMS: Stata module to estimate logistic regression via Williams procedure
by Joseph Hilbe - S354601 GWHET: Stata module to perform test for groupwise heteroskedasticity
by Gregorio Impavido - S354202 LONGCH: Stata module to identify how many records satisfy a condition
by Tony Brady - S354201 UNIQUE: Stata module to report number of unique values in variable(s)
by Tony Brady - S354101 HETPROB: Stata module to estimate heteroskedastic probit model
by William Gould - S354002 ZINB: Stata module to estimate zero inflated negative binomial model on count data
by Jesper Sorensen - S354001 ZIP: Stata module to estimate zero inflated Poisson model on count data
by Jesper Sorensen - S353801 JB: Stata module to perform Jarque-Bera test for normality on series
by J. Sky David & Gregorio Impavido - S352902 QQPLOT2: Stata module to produce quantile-quantile plot
by Nicholas J. Cox - S352601 PARMEST: Stata module to create new data set with one observation per parameter of most recent model
by Roger Newson - S352503 LONGPLOT: Stata module to produce exploratory plot for longitudinal data
by Zhiqiang Wang & Nicholas J. Cox - S352502 NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models
by Gregorio Impavido - S352501 LPRPLOT: Stata module to produce logistic regression partial residual plots
by Bill Sribney - S352001 CATENATE: Stata module to concatenate variables into string variable
by Nicholas J. Cox - S351901 ZB_QRM: Stata module to Recoding multiple responses into binary variables
by Eric Zbinden - S351702 STGTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models (variant)
by Patrick Royston & Peter Sasieni - S351701 STBTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models
by Patrick Royston & Peter Sasieni - S351201 CANON: Stata module (corrected) to compute canonical correlations
by Bill Sribney - S351002 SBROWNI: Stata module to calculate Spearman-Brown reliability correction for test length
by Herve M. Caci - S351001 KR20: Stata module to calculate Kuder-Richardson coefficient of reliability
by Herve M. Caci - S350801 VMATCH: Stata module to match variables between subjects
by Guy D. van Melle - S350703 QBETA: Stata module to generate quantile-quantile plot for data vs fitted beta distribution
by Nicholas J. Cox - S350702 PBETA: Stata module to generate probability plot for data compared with fitted beta distribution
by Nicholas J. Cox - S350601 CNDNMB3: Stata module to calculate condition number of regressor matrix
by Michael Blasnik - S350101 OPROBPR: Stata module to display predicted probabilities from ordered probit and logit
by Nick Winter - S350002 PSBAYES: Stata module to perform pseudo-Bayes smoothing of cell estimates
by Nicholas J. Cox - S350001 CCWEIGHT: Stata module to generate inverse sampling probability weights
by Roger Newson - S349801 STCUMH: Stata module to check proportional hazards assumption
by Kim Lyngby Mikkelsen - S349101 ORTHOG: Stata module to orthogonalize variables
by Bill Sribney - S347501 MSTDIZE: Stata module to produce marginal standardization of two-way tables
by Nicholas J. Cox - S347401 EBA: Stata module to perform extreme bound analysis
by Gregorio Impavido - S347301 VIOLIN: Stata module to generate violin plots
by Thomas Steichen - S346503 ARRAY: Stata package to support arrays of variables
by David E. Moore - S346502 VLIST: Stata module to expand variable list in command syntax
by David E. Moore - S346501 PWCORRW: Stata module to print wide correlation matrix with significance indicators
by Nicholas J. Cox - S345901 ADDTEX: Stata module to display text on a graph
by Guy D. van Melle - S345804 MVTEST: Stata module to perform multivariate F tests
by David E. Moore - S345803 TPVAR: Stata module to generate turning-point variable for graphics labelling
by Nicholas J. Cox - S345802 MVSAMPSI: Stata module to determine sample size and power for multivariate regression
by David E. Moore - S345801 MVSAMP1I: Stata module to determine sample size and power for multivariate regression
by David E. Moore - S345401 TRNBIN0: Stata module to estimate zero-truncated negative binomial regression
by Joseph Hilbe - S345201 SWITCHR: Stata module to estimate switching regression models
by Fred Zimmerman - S344901 SPELL: Stata module for identification of spells or runs of similar values
by Nicholas J. Cox & Richard Goldstein - S344804 ADJPROP: Stata module to calculate adjusted probabilities from logistic regression estimates
by Joanne M. Garrett - S344803 ADJMEAN: Stata module to calculate variables' means adjusted for covariates
by Joanne M. Garrett - S344802 LOGPRED: Stata module to calculate logistic regression probabilities
by Joanne M. Garrett - S344801 REGPRED: Stata module to calculate linear regression predictions
by Joanne M. Garrett - S343505 QWEIBULL: Stata module to generate quantile-quantile plot for data vs fitted Weibull distribution
by Nicholas J. Cox - S343504 WBULL: Stata module to fit Weibull distribution by maximum likelihood
by Nicholas J. Cox - S343503 PWEIBULL: Stata module to generate probability plot for data vs fitted Weibull distribution
by Nicholas J. Cox - S343401 REGLIKE: Stata module to calculate log-likelihood function value from regress
by Bill Sribney - S342501 REGRESBY: Stata module to generate regression residuals by byvarlist
by Nicholas J. Cox - S342401 TRIPLOT: Stata module to generate triangular plots
by Nicholas J. Cox - S341902 LMOMENTS: Stata module to generate L-moments and derived statistics
by Nicholas J. Cox - S341801 INTTERMS: Stata module to enumerate all indicators for all intersections of two categorical variables
by Vince Wiggins - S341501 SEQ: Stata module to generate sequences of integers
by Nicholas J. Cox - S341202 RMANOVA: Stata module to estimate repeated measures ANOVA
by George M. Hoffman - S341201 RANOVA: Stata module to estimate single factor repeated measures ANOVA
by Joseph Hilbe - S340701 CATDEV: Stata modules for interpretation of categorical dependent variable models
by J. Scott Long - S340602 FODSTR: Stata modules to handle fractional day calculations
by William Gould - S338802 GENFREQ: Stata module to produce a frequency distribution for a variable
by Nicholas J. Cox - S338801 BARPLOT: Stata module to plot varlist against xvar
by Nicholas J. Cox - S338701 EWMA: Stata module to calculate exponentially weighted moving average
by Nicholas J. Cox - S338402 LJS: Stata module to left-justify string variables for printing
by Nicholas J. Cox - S338401 DTOBIT2: Stata module to estimate a tobit model with marginal effects at observed censoring rate
by Vince Wiggins - S338301 RGLM: Stata module to estimate robust generalized linear models
by Roger Newson - S338001 CID: Stata module to calculate confidence intervals for means or differences
by Patrick Royston - S337701 CONTRAST: Stata module to calculate contrasts between factor levels
by Patrick Royston - S337601 TPRED: Stata module to generate predictions from Tobit model
by William Gould - S337502 DISTPLOT: Stata module to generate distribution function plot
by Nicholas J. Cox - S336901 DATMAT: Stata module to multiply variables via matrix multiplication
by Bill Sribney - S336601 PANTEST2: Stata module to perform diagnostic tests in fixed effects panel regressions
by Nicholas Oulton - S336401 SOMERSD: Stata module to calculate Kendall's tau-a, Somers' D and median differences
by Roger Newson - S336203 QGAMMA: Stata module to generate quantile-quantile plot for data vs fitted gamma distribution
by Nicholas J. Cox - S336202 PGAMMA: Stata module to generate probability plot for data vs fitted gamma distribution
by Nicholas J. Cox - S336002 MARKOV: Stata module to generate Markov probabilities
by Nicholas J. Cox - S335503 MCA: Stata module to perform multiple correspondence analysis
by Philippe Van Kerm - S335502 CORANAL: Stata module to perform simple correspondence analysis
by Philippe Van Kerm - S335501 BIPLOT: Stata module to generate biplots
by Ulrich Kohler - S334801 OCRATIO: Stata modules to fit continuation-ratio models on ordinal response data
by Rory Wolfe - S334001 NBINREG: Stata module to estimate negative binomial regression models
by Joseph Hilbe - S333502 GRAND: Stata modules to compute grand mean and dummies for differences
by Vince Wiggins - S332301 GMCI: Stata module to calculate geometric means and their confidence intervals
by John Carlin - S331601 FOR211: Stata modules to document features of for and extend the for command
by Patrick Royston - S331001 TABLAB: Stata module to autocrosstabulate a variable
by Nicholas J. Cox - S327202 MISSING: Stata module to replace missing values
by Jose Maria Sanchez Saez - S322902 HBAR: Stata module to generate horizontal bar charts
by Nicholas J. Cox - S321001 SPIKEPLT: Stata module to generate spike plot showing fine structure of the data
by Nicholas J. Cox & Tony Brady - S320801 HPLOT: Stata module to generate horizontal plots
by Nicholas J. Cox - S237501 QUANTIL2: Stata module to generate multivariate quantile plot
by Nicholas J. Cox - G111201 STAR-STGARCH: GAUSS modules to estimate STAR models with ST-GARCH errors
by Stefan Lundbergh - S37201 DISTAN: Stata module to generate similarity measures
by Jose Maria Sanchez Saez
1997
- R792001 GPHROB: RATS modules to perform tests for fractional integration of timeseries
by Christopher F Baum & John T. Barkoulas - S388801 STCSTAT: Stata module to generate evaluation of fit for Cox regression model
by William Gould - S323502 HAUSMAN: Stata module to compute a Hausman test statistic (version 5)
by Jeroen Weesie
1996
- S343501 DLOGIT2: Stata modules to compute marginal effects for logit, probit, and mlogit
by Bill Sribney - M6B2303 STATUTILITIES: Mathematica package of statistical utilities
by David A. Belsley - M6B2302 ECONOMETRICS: Mathematica package of econometric tools
by David A. Belsley - M6B2301 BLOCKMATRIX: Mathematica package to handle block matrix operations
by David A. Belsley - R022701 ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
by Christopher F Baum & John T. Barkoulas
1995
- R852701 ROLLREG: RATS module to perform rolling and moving-window regressions
by Simon van Norden - S457068 RIDDER: Stata module to solve equation by Ridder's method
by Tim McGuire
Undated
- RTS00254 YULEVAR: RATS procedure to estimate a VAR on stationary data using Yule-Walker Equations
by Tom Doan - RTS00253 YULELAGS: RATS procedure to compute Information Criteria for AR models using Yule-Walker
by Tom Doan - RTS00252 WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test
by Tom Doan - RTS00251 SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM
by Tom Doan - RTS00250 REGTOTEX: RATS procedure to create a TeX equation from the most recent regression
by Tom Doan - RTS00249 REGSTRTEST: RATS procedure to perform a test for linearity vs nonlinear in the form of smooth transition
by Tom Doan - RTS00248 POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals
by Tom Doan - RTS00247 POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration
by Tom Doan - RTS00246 PACF2AR: RATS procedure to generate coefficients for an AR from input covariances
by Tom Doan - RTS00245 MVGARCHTOVECH: RATS procedure to extract a VECH representation from GARCH estimates
by Tom Doan - RTS00244 MCPROCESSIRF: RATS procedure to organize error bands for IRF's based upon MC results
by Tom Doan - RTS00243 MCGRAPHIRF: RATS procedure to organize graphs of IRF's with confidence bands
by Tom Doan - RTS00242 LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data
by Tom Doan - RTS00241 LAGPOLYROOTS: RATS procedure to create table of the roots of a lag polynomial
by Tom Doan - RTS00240 CXLOGDENSITYCV: RATS procedure to compute concentrated multivariate Whittle likelihood using complex matrices
by Tom Doan - RTS00239 CXLOGDENSITY: RATS procedure to compute Whittle likelihood using complex matrices
by Tom Doan - RTS00238 BSOPTION: RATS procedure to execute Black-Scholes option pricing procedure
by Tom Doan - RTS00237 BREITUNG: RATS procedure to perform Breitung test for unit roots in panel data
by Tom Doan - RTS00236 ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test
by Tom Doan - RTS00231 VRATIO: RATS procedure to implement variance ratio unit root test procedure
by Tom Doan - RTS00230 VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression
by Tom Doan - RTS00229 VARMADLM: RATS procedure to analyze a VARMA using state-space techniques
by Tom Doan - RTS00228 VARLAGSELECT: RATS procedure to select lag length for a VAR model
by Tom Doan - RTS00226 VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method
by Tom Doan - RTS00225 VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR
by Tom Doan - RTS00224 VARIMAX: RATS procedure to perform factor rotation using varimax criterion
by Tom Doan - RTS00223 VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR
by Tom Doan - RTS00222 VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR
by Tom Doan - RTS00221 VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR
by Tom Doan - RTS00220 VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR
by Tom Doan - RTS00219 UNIQUEVALUES: RATS procedure to extract unique values from a series
by Tom Doan - RTS00218 UNIFORMPARMS: RATS procedure to compute required parameters for uniform distribution
by Tom Doan - RTS00217 UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks
by Tom Doan - RTS00216 UFOREERRORS: RATS procedure to compute forecast errors for a univariate model
by Tom Doan - RTS00214 TSECCTEST: RATS procedure to perform Tse test for constant correlation in MV-GARCH model
by Tom Doan - RTS00213 TSAYTEST: RATS procedure to perform Tsay arranged regression test for threshold autoregression (TAR)
by Tom Doan - RTS00212 TSAYNLTEST: RATS procedure to perform Tsay test for neglected non-linearities
by Tom Doan - RTS00210 THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break
by Tom Doan - RTS00209 TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect
by Tom Doan - RTS00208 SWTRENDS: RATS procedure to test cointegration rank using common trends analysis
by Tom Doan - RTS00207 SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS
by Tom Doan - RTS00206 SWAMY: RATS procedure to compute a GLS matrix weighted estimator for a panel data set
by Tom Doan - RTS00205 SURGIBBSSETUP: RATS procedure to set up Gibbs sampler for SUR model
by Tom Doan - RTS00204 STRUCTRESIDS: RATS procedure to compute structural residuals from standard residuals
by Tom Doan - RTS00203 STOCKWAT: RATS procedure to perform Stock-Watson and Dickey-Fuller Unit Root Tests
by Tom Doan - RTS00202 STEPPROBIT: RATS procedure to perform backwards stepwise reduction of a probit model
by Tom Doan - RTS00201 STARTEST: RATS procedure to perform test for linearity vs. LSTAR or ESTAR
by Tom Doan - RTS00200 STAMPDIAGS: RATS procedure to perform a standard battery of specification tests for a state space model
by Tom Doan - RTS00199 STABTEST: RATS procedure to perform Hansen's stability test for OLS
by Tom Doan - RTS00198 SSMSPECTRUM: RATS procedure to compute multivariate spectral density of a state space model
by Tom Doan - RTS00196 SPECTRUM: RATS procedure to compute/graph spectral density
by Tom Doan - RTS00195 SPECFORE: RATS procedure to compute forecasts using spectral techniques
by Tom Doan - RTS00194 SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions
by Tom Doan - RTS00192 RUNTEST: RATS procedure to compute a run test for a two-state series
by Tom Doan - RTS00191 RSSTATISTIC: RATS procedure to compute R/S Statistic (classical or Lo's modified)
by Tom Doan - RTZ00191 RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests
by Tom Doan - RTS00190 RRGQTEST: RATS procedure to compute a Goldfeld-Quandt test on recursive residuals
by Tom Doan - RTZ00190 RATS program to replicate Pedroni JAE 2007 paper using panel cointegration
by Tom Doan - RTZ00189 RATS program to demonstrate Granger causality test with heterogeneous panel
by Tom Doan - RTS00188 ROLLREG: RATS procedure to compute rolling regressions for least squares
by Tom Doan - RTZ00188 RATS program to demonstrate Monte Carlo Impulse Response for a structural near-VAR
by Tom Doan - RTS00187 ROBUSTLMTEST: RATS procedure to perform robust LM test for orthogonality of residuals and input series
by Tom Doan - RTZ00187 RATS program to demonstrate Gibbs sampling in a cointegrated model
by Tom Doan - RTS00186 RGSE: RATS procedure to compute fractional differencing parameter using semiparametric methods
by Tom Doan - RTZ00186 RATS program to demonstrate Inclan-Tiao test for breaks in variance
by Tom Doan - RTS00185 REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression
by Tom Doan - RTZ00185 RATS program to demonstrate IV estimation of VAR in panel data
by Tom Doan