Boston College Department of Economics
Statistical Software Components
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2011
- RUNMLWIN: Stata module to run the MLwiN multilevel modelling software from within Stata
by George Leckie & Chris Charlton - ISA: Stata module to perform Imbens' (2003) sensitivity analysis
by Masataka Harada - LONGSHAPE: Stata module to reshape long (limited alternative version)
by Nicholas J. Cox - SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)
by Emad Abd Elmessih Shehata - STMIX: Stata module to fit two-component parametric mixture survival models
by Michael J. Crowther & Paul Lambert - DEVR2: Stata module to compute Cameron and Windmeijer's deviance based R-squared measure
by Sam Brilleman - CBARPLOT: Stata module for centred bar plots of absolute or relative frequencies
by Nicholas J. Cox - STJM: Stata module to fit shared parameter joint models of longitudinal and survival data
by Michael J. Crowther - STJMGRAPH: Stata module to create a joint longitudinal and survival graph
by Michael J. Crowther - PROBCALC: Stata module to calculate probabilities for Binomial, Poisson, and Normal Distributions
by Leif E. Peterson - LMAREG3: Stata module to compute Overall System Autocorrelation Tests after 3SLS and SURE
by Emad Abd Elmessih Shehata - LMADURH: Stata module to compute Durbin h, Harvey LM, Wald LM Autocorrelation Tests
by Emad Abd Elmessih Shehata - RIDGEREG: Stata module to compute Ridge Regression Models
by Emad Abd Elmessih Shehata - SPCS2XT: Stata module to Convert Cross Section to Panel Spatial Weight Matrix
by Emad Abd Elmessih Shehata - LMNGR: Stata module to compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test for Residuals after OLS Regression
by Emad Abd Elmessih Shehata - DES2: Stata module to describe current dataset with clickable output
by Daniel Klein - CSVCONVERT: Stata module to append multiple csv files
by Alberto A. Gaggero - USE10SAVE9: Stata module to save matched Stata 10+ files, from within Stata 9+, in Stata 9 format
by Lars Angquist - IPFWEIGHT: Stata module to create adjustment weights for surveys
by Michael Bergmann - PUNAFCC: Stata module to compute population attributable fractions for case-control and survival studies
by Roger Newson - LMAVON: Stata module to compute Von Neumann Ratio Autocorrelation Test
by Emad Abd Elmessih Shehata - LMADW: Stata module to compute Durbin-Watson Autocorrelation Test
by Emad Abd Elmessih Shehata - LMABP: Stata module to compute Box-Pierce Autocorrelation LM Test at Higher Order AR(p)
by Emad Abd Elmessih Shehata - DIAGREG: Stata module to compute Model Selection Diagnostic Criteria
by Emad Abd Elmessih Shehata - SPWEIGHT: Stata module to compute Cross Section Spatial Weight Matrix
by Emad Abd Elmessih Shehata - APCH: Stata module for estimating age-period-cohort and hysteresis effects
by Louis Chauvel - REGPAR: Stata module to compute population attributable risks from binary regression models
by Roger Newson - LMALB: Stata module to compute Ljung-Box Autocorrelation LM Test at Higher Order AR(p)
by Emad Abd Elmessih Shehata - XTIDT: Stata module to compute Identification Variables in Panel Data
by Emad Abd Elmessih Shehata - MARGDISTFIT: Stata module to check the distributional assumptions underlying a parametric regression model
by Maarten L. Buis - MARGPREV: Stata module to compute marginal prevalences from binary regression models
by Roger Newson - STPM2CIF: Stata module to estimate cumulative incidence function after running stpm2
by Sally R. Hinchliffe & Paul Lambert - MARGLMEAN: Stata module to compute marginal log means from regression models
by Roger Newson - PVENN: Stata module to create proportional Venn diagram
by Wenfeng Gong & Jan Ostermann - QREG2: Stata module to perform quantile regression with robust standard errors
by J.M.C. Santos Silva & J.A.F. Machado - MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions
by J.A.F. Machado & J.M.C. Santos Silva - TABMULT: Stata module to produce multiple two-way tabulations
by Minh Nguyen - CCMATCH: Stata module to match observations on specified criteria
by Daniel E. Cook - IGENCOX: Stata module to fit generalized Cox models
by Rafal Raciborski - STAT2DATA: Stata module to generate a Dataset of Descriptive Statistics Calculated for a List of Variables
by P. Wilner Jeanty - UMETA: Stata module for u-statistic-based univariate and multivariate random-effects meta-analysis
by Ben Dwamena - MARGINTEGRATE: Stata module to estimate non-parametric smooth functions for generalized additive models
by Christian Gregory - SMWOODBURY: Stata module to compute Sherman-Morrison-Woodbury rank-k update to matrix inverse
by Sam Schulhofer-Wohl - FITSTAT_ERS: Stata module to compute goodness of fit statistics for Rasch model
by Christian Gregory - SPMSTAR: Stata module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression Models
by Emad Abd Elmessih Shehata - LMNREG3: Stata module to compute Overall System Non Normality Tests after (3SLS-SURE) Regressions
by Emad Abd Elmessih Shehata - LMHREG3: Stata module to compute Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions
by Emad Abd Elmessih Shehata - LMNGRY: Stata module to compute Geary Non Normality Lagrange Multiplier Runs Test
by Emad Abd Elmessih Shehata - CHOWREG: Stata module to compute Structural Change Regressions and Chow Test
by Emad Abd Elmessih Shehata - DIAGREG2: Stata module to compute 2SLS-IV ModeL Selection Diagnostic Criteria
by Emad Abd Elmessih Shehata - GHXT: Stata module to compute Panel Groupwise Heteroscedasticity Tests
by Emad Abd Elmessih Shehata - GS2SLSXT: Stata module to estimate Generalized Spatial Panel Autoregressive Two-Stage Least Squares Regression
by Emad Abd Elmessih Shehata - GS3SLS: Stata module to estimate Generalized Spatial Autoregressive 3SLS Regression
by Emad Abd Elmessih Shehata
2010
- IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)
by Christopher F Baum & Mark E Schaffer & Steven Stillman - STANDARD_DEVIATIONAL_ELLIPSE: SAS Routine to calculate GIS statistics for the weighted standard deviational ellipse
by Roger L. Goodwin - REMST: MATLAB function to remove trend and seasonal component using the moving average method
by Rafal Weron - DESEASONALIZE: MATLAB function to remove short and long term seasonal components
by Rafal Weron - STABLERND: MATLAB function to generate random numbers from the stable distribution
by Rafal Weron - STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT
by Rafal Weron - LRAPP: GAUSS module to calculate multivariate IC with the LR test used in conflict to determine the optimal lag order in a VAR model
by Scott Hacker & Abdulnasser Hatemi-J - MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model
by Scott Hacker & Abdulnasser Hatemi-J - HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order
by Scott Hacker & Abdulnasser Hatemi-J - STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis
by Szymon Borak & Rafal Weron - STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch
by Szymon Borak & Rafal Weron - STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams
by Szymon Borak & Rafal Weron - MRJD_MLE: MATLAB function to estimate parameters of a Mean-Reverting Jump-Diffusion (MRJD) process using maximum likelihood
by Rafal Weron - MRJD_PRED: MATLAB function to make a one-step ahead prediction of a Mean-Reverting Jump-Diffusion (MRJD) process
by Rafal Weron - MRJD_SIM: MATLAB function to simulate trajectories of a Mean-Reverting Jump-Diffusion (MRJD) process
by Rafal Weron - GAUSSGIBBS: GAUSS modules to estimate common models with Gibbs sampling
by Kelvin Balcombe - GARMANKOHLHAGEN: MATLAB function to evaluate European FX option prices in the Garman and Kohlhagen (1983) model
by Agnieszka Janek & Rafal Weron - HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999)
by Agnieszka Janek & Rafal Weron - HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model
by Agnieszka Janek & Rafal Weron - HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile
by Agnieszka Janek & Rafal Weron - HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002)
by Agnieszka Janek & Rafal Weron - HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model
by Agnieszka Janek & Rafal Weron - PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model
by Agnieszka Janek & Rafal Weron - SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)
by Rafal Weron - SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model
by Agnieszka Janek & Rafal Weron - GCONC: Stata module to compute generalized measures of concentration
by Stanislav Kolenikov & Zurab Sajaia - MKEST: Stata module to convert variables to estimates matrix
by Roy Wada - SIGCOEF: Stata module to count statistically significant coefficients across models
by Jun Xu - RASCHPOWER: Stata module to estimate power of the Wald test in order to compare the means of the latent trait in two groups of individuals
by Jean-Benoit Hardouin & Myriam Blanchin - PARTTAU: Stata module to calculate Kendall's partial tau and confidence interval
by James Fiedler & Alan H. Feiveson - KEEPVAR: Stata module to keep a list of variables in the order of their appearance in the list
by P. Wilner Jeanty - HLP2WINPDF: Stata module to convert Stata's help files into pdf in Windows environment
by P. Wilner Jeanty - NEARSTAT: Stata module to calculate distance-based variables and export distance matrix to text file
by P. Wilner Jeanty - SPWMATRIX: Stata module to generate, import, and export spatial weights
by P. Wilner Jeanty - SPLAGVAR: Stata module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics
by P. Wilner Jeanty - ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models
by P. Wilner Jeanty - ROBREG: Stata module providing robust regression estimators
by Ben Jann - MEAN2: Stata module to make a table of estimate means with subpopulation differences
by Roy Wada - SHUFFLEVAR: Stata module to shuffle variables relative to the rest of the dataset
by Gabriel Rossman - CONFA: Stata module to perform confirmatory factor analysis modeling
by Stanislav Kolenikov - FTREE: Stata module to save directory information in text file (Windows only)
by Liu Wei - FREN: Stata module to batch rename files (Windows only)
by Liu Wei - FDTA: Stata module to change contents of string variables
by Liu Wei - FREPLACE: Stata module to batch convert ASCII text or binary patterns in files
by Liu Wei - FTRANS: Stata module to batch convert file formats
by Liu Wei - ELIFE: Stata module to model annual increments of life expectancy
by Liu Wei - SIXPLOT: Stata module to display six diagnostic and descriptive graphs for a single variable
by Peter Lachenbruch - TURNBULL: Stata module to estimate the Turnbull empirical distribution estimator of willingness to pay
by Joao Pedro Azevedo - SPIKE: Stata module to allow for a zero willingness to pay
by Joao Pedro Azevedo - CEM: Stata module to perform Coarsened Exact Matching
by Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro - STPM2: Stata module to estimate flexible parametric survival models
by Paul Lambert - CNS: Stata module to compute Consensus Measure for Ordinal Scales
by Matthew Openshaw - SMGFIT: Stata module to fit a Singh-Maddala distribution to grouped data via ML
by Austin Nichols - GBGFIT: Stata module to fit a Generalized Beta (Type 2) distribution to grouped data via ML
by Austin Nichols - DAGFIT: Stata module to fit a Generalized Beta (Type 2) distribution to grouped data via ML
by Austin Nichols - SPWMATFILL: Stata module to assign first nearest neighbors to observations with no contiguous neighbors
by P. Wilner Jeanty - SPMLREG: Stata module to estimate the spatial lag, the spatial error, the spatial durbin, and the general spatial models by maximum likelihood
by P. Wilner Jeanty - CURVEFIT: Stata module to produces curve estimation regression statistics and related plots between two variables for alternative curve estimation regression models
by Liu Wei - ZMAP: Stata module for binned scatter maps
by Nicholas J. Cox - MKPROFILE: Stata module to create or edit your 'profile.do'
by Dan Blanchette - RTNORM: Stata Mata module to produce truncated normal pseudorandom variates
by Federico Belotti & Giuseppe Ilardi - RUNNINGPROD: Stata Mata module to obtain the running product of a vector
by Federico Belotti & Silvio Daidone - FINDNAME: Stata module to list variables matching name patterns or other properties
by Nicholas J. Cox - NETPLOT: Stata module to provide social network visualization
by Rense Corten - EBROWSE: Stata module to to display variables in the Data Editor, ordered by varlist
by Markus H. Hahn - REGDIS: Stata module to control variables and decimals in regression displays
by Roy Wada - GROUP_ID: Stata module to group identifiers when values for specified variables match
by Robert Picard - GEONEAR: Stata module to find nearest neighbors using geodetic distances
by Robert Picard - GEODIST: Stata module to compute geodetic distances
by Robert Picard - TEXIFY: Stata module to compile a LaTeX document
by Roy Wada - PAJEK2STATA: Stata module to import network data in Pajek's .net format
by Rense Corten - SSI: Stata module to estimate sample size for randomized controlled trials
by Philip M Jones - STRGROUP: Stata module to match strings based on their Levenshtein edit distance
by Julian Reif - EPIWEEK: Stata module to create epidemiological week and equivalent epidemiological year
by Tim Chu - VLGEN: Stata module to generate variables and descriptive labels based on how the variables were generated
by James Fiedler - REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)
by Christian Pfarr & Andreas Schmid & Udo Schneider - RUNMPLUS: Stata module to set up data for Mplus
by Rich Jones - ZOIB: Stata module to fit a zero-one inflated beta distribution by maximum likelihood
by Maarten L. Buis - NOPOMATCH: Stata module to implement Nopo's decomposition
by Atal, Juan Pablo & Hoyos, Alejandro & Nopo, Hugo - SUMMOUT: Stata module to produce comparative table of summary statistics
by Andres L Gonzalez Rangel - REFFECT: Stata module to compute Pearson's r Effect Size Computation for Analysis of Variance (ANOVA)
by Michael W Gruszczynski - REGANAT: Stata module to perform graphical inspection of linear multivariate models based on regression anatomy
by Valerio Filoso - GMMCOVEARN: Stata module to compute GMM estimates of the Covariance Structure of Earnings
by Aedin Doris & Donal O'Neill & Olive Sweetman - CMOGRAM: Stata module to plot histogram-style conditional mean or median graphs
by Christopher Robert - BTOBIT: Stata module to produce a test of the tobit specification
by David Vncent - DEP4ASM: Stata module to create [in]dependent variable for alternative-specific models
by Daniel Klein - LABMM: Stata module to modify multiple value labels simultaneously
by Daniel Klein - LABREC: Stata module to recode variables according to value label
by Daniel Klein - DOUBLEB: Stata module to compute Contingent Valuation using Double-Bounded Dichotomous Choice
by Alejandro Lopez-Feldman - LSTRFUN: Stata module to modify long local macros
by Dan Blanchette - FRONTIER_TECI: Stata module to generate technical efficiency confidence intervals
by Scott Merryman - SIMSUM: Stata module to perform analyses of simulation studies including Monte Carlo error
by Ian White - CM2IN: Stata module to provide conversion between inch/cm and others
by Ulrich Kohler - CHUNKY8: Stata module to chunk a large text file into smaller parts (version 8)
by David Elliott - XTDOLSHM: Stata module to perform panel data cointegration
by Diallo Ibrahima Amadou - TODUMMY: Stata module to create dummy variables
by Daniel Klein - OBSOFINT: Stata module to display observations of interest
by Maarten L. Buis & Ronnie Babigumira - PARTPRED: Stata module to generate partial predictions
by Paul Lambert - STRREC: Stata module to recode string variables according to rules
by Daniel Klein - FPREF: Stata module to add prefix or suffix to filenames
by Arnelyn Abdon - PARMHET: Stata module to produce heterogeneity tests in parmest resultssets
by Roger Newson - MLOGITROC: Stata module to calculate multiclass ROC Curves and AUC from Multinomial Logistic Regression
by Leif E. Peterson - SDLIM: Stata module to rescale variables measured with a limited rating scale
by Ulrich Kohler - FRCOUNT: Stata module to estimate fractional response model under the presence of count endogeneity and unobservable heterogeneity
by Hoa Bao Nguyen & Minh Cong Nguyen - SETRNGSEED: Stata module to to set random-number seed using truly random integer from random.org
by Antoine Terracol & William Gould - CENTPOW: Stata module to calculate centrality and power indices for each node in a network
by Z. P. Neal - QUADAS: Stata module to provide graphical depiction of quality assessment in diagnostic accuracy reviews
by Ben Dwamena - ORDVAR: Stata module to calculate measures of ordinal consensus and dispersion
by Mike Lacy - R2O: Stata module to calculate an ordinal explained variation statistic
by Mike Lacy - EMH: Stata module to compute extended Mantel-Haenszel statistics
by Joseph Coveney - HOI: Stata module to compute Human Opportunity Index
by Joao Pedro Azevedo & Samuel Franco & Eliana Rubiano & Alejandro Hoyos - PNG2RTF: Stata module to include PNG graphics in RTF documents
by Austin Nichols - PUNAF: Stata module to compute population attributable fractions for cohort studies
by Roger Newson - FSX: Stata module to show names of files in compact form (Unix-friendly defaults)
by Gabriel Rossman & Nicholas J. Cox - DECI: Stata module to perform Variable Base conversion
by Liu Wei - AVG_EFFECT: Stata module to calculate mean (standardized) effect size across multiple outcomes
by Christopher Robert - SCSOMERSD: Stata module to compute rank statistics for scenario comparisons
by Roger Newson - LOOKFOR_VAL: Stata module to search the current dataset for values that match a specified pattern
by Daniel Klein - SCENREG: Stata module for estimating effects in models for binary variables given a scenario concerning unobserved variables
by Maarten L. Buis - _GVRELDIF: Stata module to compute relative difference between successive observations
by Stanislav Kolenikov - SKPROBIT: Stata module to perform Lagrange Multiplier Test for Normality for Probit model
by Diallo Ibrahima Amadou - TEXTPAD: Stata module to call TextPad to edit a file
by Roger Newson - LABVARS: Stata module to attach a list of labels to varlist
by Daniel Klein - GFORMULA: Stata module to implement the g-computation formula for estimating causal effects in the presence of time-varying confounding or mediation
by Rhian Daniel - MTAD: Stata module to perform Multinomial Test of Agglomeration and Dispersion
by Timothy Simcoe - GDSUM: Stata module to summarize grouped data
by Daniel Klein - LABCENSWDI: Stata module to automatically manage datasets obtained from US Census 2000 and World Development Indicators databases
by P. Wilner Jeanty - SPSEUDOR2: Stata module to calculate goodness-of-fit measures in spatial autoregressive models
by P. Wilner Jeanty - HLP2HTML: Stata module to translate a list of Stata help files to HTML
by P. Wilner Jeanty - EGRANGER: Stata module to perform Engle-Granger cointegration tests and 2-step ECM estimation
by Mark E Schaffer - LBPOWER: Stata module to calculate approximate power (or sample size) for longitudinal studies with binary response and two equally sized treatment groups
by Amado David Quezada Sanchez - SF36V2: Stata module to score Short-Form 36 version 2
by Monica Daigl Cattaneo - XREWIDE: Stata module to extend reshape wide command
by Roger Newson - MOG: Stata module to produce one way or two way tables of means (or totals)
by Matt Hurst - KHB: Stata module to decompose total effects into direct and indirect via KHB-method
by Ulrich Kohler & Kristian Karlson - ROMANTOARABIC: Stata module for converting roman numerals to arabic numbers
by Nicholas J. Cox - JOINVARS: Stata module to join values of variables
by Daniel Klein
2009
- LYAPROSEN: MATLAB function to calculate Lyapunov exponent
by Shapour Mohammadi - SSAVGDENOIS: MATLAB function to denoise a time series
by Shapour Mohammadi - QUANTILEREG: MATLAB function to estimate quantile regression
by Shapour Mohammadi - LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion
by Shapour Mohammadi - KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function
by Shapour Mohammadi - FRACTALDIM: MATLAB function to compute fractal dimension
by Shapour Mohammadi - FORCASCOMB: MATLAB function to combine forecasts of various models
by Shapour Mohammadi - FIXDPOINTKER: MATLAB function to find fixed points of time series
by Shapour Mohammadi - FNN: MATLAB function to calculate corrected false nearest neighbors
by Shapour Mohammadi - EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry
by Shapour Mohammadi