Post-parmest peripherals: fvregen, invcise, and qqvalue
AbstractThe parmest package is used with Stata estimation commands to produce output datasets (or results-sets) with one observation per estimated parameter, and data on parameter names, estimates, confidence limits, p-values, and other parameter attributes. These results-sets can then be input to other Stata programs to produce tables, listings, plots, and secondary results-sets containing derived parameters. Three recently added packages for post-parmest processing are fvregen, invcise, and qqvalue. fvregen is used when the parameters belong to models containing factor variables, introduced in Stata version 11. It regenerates these factor variables in the results-set, enabling the user to plot, list, or tabulate factor levels with estimates and confidence limits of parameters specific to these factor levels. invcise calculates standard errors inversely from confidence limits produced without standard errors, such as those for medians and for Hodges-Lehmann median differences. These standard errors can then be input, with the estimates, into the metaparm module of parmest to produce confidence intervals for linear combinations of medians or of median differences, such as those used in meta-analysis or interaction estimation. qqvalue inputs the p-values in a results-set and creates a new variable containing the quasi-q-values, which are calculated by inverting a multiple-test procedure designed to control the familywise error rate (FWER) or the false discovery rate (FDR). The quasi-q-value for each p-value is the minimum FWER or FDR for which that p-value would be in the discovery set if the specified multiple-test procedure was used on the full set of p-values. fvregen, invcise, qqvalue, and parmest can be downloaded from SSC.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2010 with number 01.
Date of creation: 17 Sep 2010
Date of revision:
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-09-25 (All new papers)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Roger Newson, 2013. "Creating factor variables in resultssets and other datasets," United Kingdom Stata Users' Group Meetings 2013 01, Stata Users Group.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
If references are entirely missing, you can add them using this form.