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PARMEST: Stata module to create new data set with one observation per parameter of most recent model

Author

Listed:
  • Roger Newson

    (Imperial College London)

Programming Language

Stata

Abstract

The parmest package has 4 modules: parmest, parmby, parmcip and metaparm. parmest creates an output dataset, with 1 observation per parameter of the most recent estimation results, and variables corresponding to parameter names, estimates, standard errors, z- or t-test statistics, P-values, confidence limits and other parameter attributes. parmby is a quasi-byable extension to parmest, which calls an estimation command, and creates a new dataset, with 1 observation per parameter if the by() option is unspecified, or 1 observation per parameter per by-group if the by() option is specified. parmcip inputs variables containing estimates, standard errors and (optionally) degrees of freedom, and computes new variables containing confidence intervals and P-values. metaparm inputs a parmest-type dataset with 1 observation for each of a set of independently-estimated parameters, and outputs a dataset with 1 observation for each of a set of linear combinations of these parameters, with confidence intervals and P-values, as for a meta-analysis. The output datasets created by parmest, parmby or metaparm may be listed to the Stata log and/or saved to a file and/or retained in memory (overwriting any pre-existing dataset). The confidence intervals, P-values and other parameter attributes in the dataset may be listed and/or plotted and/or tabulated.

Suggested Citation

  • Roger Newson, 1998. "PARMEST: Stata module to create new data set with one observation per parameter of most recent model," Statistical Software Components S352601, Boston College Department of Economics, revised 11 Jul 2022.
    • Handle: RePEc:boc:bocode:s352601
    Note: This module may be installed from within Stata by typing "ssc install parmest". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmest.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/metaparm_content_opts.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/metaparm_outdest_opts.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/metaparm_resultssets.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/m/metaparm.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/metaparm.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmby_only_opts.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmby.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmby.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmcip_opts.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmcip.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmcip.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmest_ci_opts.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmest_outdest_opts.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmest_resultssets.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmest_varadd_opts.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmest_varmod_opts.sthlp
    File Function: help file
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    Citations

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    Cited by:

    1. Kunze, Sven, 2020. "Unraveling the effects of tropical cyclones on economic sectors worldwide," Working Papers 0685, University of Heidelberg, Department of Economics.

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    Keywords

    Stata;

    Statistics

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