ESETRAN: Stata module to transform estimates and standard errors in parmest resultssets

esetran is designed for use in parmest resultssets, which have one observation per estimated parameter and data on parameter estimates. It inputs 2 user-specified variables, containing the estimates and the standard errors, and replaces them with the estimates and standard errors of the same parameters after a user-specified transformation, promoting their storage types to double precision if necessary. Parameter values at the boundaries of the parameter range (such as the logit of 1 or 0 or the hyperbolic arctangent of 1 or -1) are set to sensible non-missing boundary values. The user can then use the parmcip option of the parmest package to recalculate the t- and z-statistics, symmetric confidence limits and P-values for the transformed parameters, and use endpoint transformations on the estimates and confidence limits to produce asymmetric confidence intervals for back-transformed parameters. This practice is especially useful if the user has produced symmetric confidence intervals for scenario proportions and their differences, using margins after a logistic regression, and needs to replace them with asymmetric confidence intervals, which are more likely to have the correct coverage probability.