Boston College Department of Economics
Statistical Software Components
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
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1998
- MVSAMP1I: Stata module to determine sample size and power for multivariate regression
by David E. Moore - MVSAMPSI: Stata module to determine sample size and power for multivariate regression
by David E. Moore - TPVAR: Stata module to generate turning-point variable for graphics labelling
by Nicholas J. Cox - MVTEST: Stata module to perform multivariate F tests
by David E. Moore - ADDTEX: Stata module to display text on a graph
by Guy D. van Melle - PWCORRW: Stata module to print wide correlation matrix with significance indicators
by Nicholas J. Cox - VLIST: Stata module to expand variable list in command syntax
by David E. Moore - ARRAY: Stata package to support arrays of variables
by David E. Moore - VIOLIN: Stata module to generate violin plots
by Thomas Steichen - EBA: Stata module to perform extreme bound analysis
by Gregorio Impavido - MSTDIZE: Stata module to produce marginal standardization of two-way tables
by Nicholas J. Cox - ORTHOG: Stata module to orthogonalize variables
by Bill Sribney - STCUMH: Stata module to check proportional hazards assumption
by Kim Lyngby Mikkelsen - CCWEIGHT: Stata module to generate inverse sampling probability weights
by Roger Newson - PSBAYES: Stata module to perform pseudo-Bayes smoothing of cell estimates
by Nicholas J. Cox - OPROBPR: Stata module to display predicted probabilities from ordered probit and logit
by Nick Winter - CNDNMB3: Stata module to calculate condition number of regressor matrix
by Michael Blasnik - PBETA: Stata module to generate probability plot for data compared with fitted beta distribution
by Nicholas J. Cox - QBETA: Stata module to generate quantile-quantile plot for data vs fitted beta distribution
by Nicholas J. Cox - VMATCH: Stata module to match variables between subjects
by Guy D. van Melle - KR20: Stata module to calculate Kuder-Richardson coefficient of reliability
by Herve M. Caci - SBROWNI: Stata module to calculate Spearman-Brown reliability correction for test length
by Herve M. Caci - CANON: Stata module (corrected) to compute canonical correlations
by Bill Sribney - STBTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models
by Patrick Royston & Peter Sasieni - STGTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models (variant)
by Patrick Royston & Peter Sasieni - ZB_QRM: Stata module to Recoding multiple responses into binary variables
by Eric Zbinden - CATENATE: Stata module to concatenate variables into string variable
by Nicholas J. Cox - LPRPLOT: Stata module to produce logistic regression partial residual plots
by Bill Sribney - NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models
by Gregorio Impavido - LONGPLOT: Stata module to produce exploratory plot for longitudinal data
by Zhiqiang Wang & Nicholas J. Cox - PARMEST: Stata module to create new data set with one observation per parameter of most recent model
by Roger Newson - QQPLOT2: Stata module to produce quantile-quantile plot
by Nicholas J. Cox - ScoreContributions: Ox function to enable differentiation of vector-valued functions
by Michael Creel - JB: Stata module to perform Jarque-Bera test for normality on series
by J. Sky David & Gregorio Impavido - ZIP: Stata module to estimate zero inflated Poisson model on count data
by Jesper Sorensen - ZINB: Stata module to estimate zero inflated negative binomial model on count data
by Jesper Sorensen - HETPROB: Stata module to estimate heteroskedastic probit model
by William Gould - UNIQUE: Stata module to report number of unique values in variable(s)
by Tony Brady - LONGCH: Stata module to identify how many records satisfy a condition
by Tony Brady - GWHET: Stata module to perform test for groupwise heteroskedasticity
by Gregorio Impavido - WILLIAMS: Stata module to estimate logistic regression via Williams procedure
by Joseph Hilbe - ADJUST: Stata module (corrected) to compute adjusted predictions and probabilities after estimation
by Kenneth Higbee - BARPLOT2: Stata module to produce bar plot with optional error bars
by Nicholas J. Cox - GRAND2: Stata module to compute an estimate of the grand mean/intercept and differences
by Vince Wiggins - HISTPLOT: Stata module to produce histogram for frequency distribution
by Nicholas J. Cox - XCORPLOT: Stata module to calculate and graph cross-correlation function
by Nicholas J. Cox & Aurelio Tobias - MLOGPRED: Stata module to produce predicted probabilities after mlogit and svymlog
by Bill Sribney - NPROC: Stata module to produce nonparametric receiver operating curves
by Philip Price & Fred Wolfe - DUMMIES: Stata function to create families of dummy variables
by Nicholas J. Cox - VALLIST: Stata module to list distinct values of a variable
by Patrick Joly - PEXP: Stata module to produce probability plot for data compared with fitted exponential distribution
by Nicholas J. Cox - QEXP: Stata module to produce quantile-quantile plot for data vs fitted exponential distribution
by Nicholas J. Cox - LMS: Stata module to perform least median squares regression fit
by Michael Blasnik - LEVENE: Stata module to test for equal population variances
by Herve M. Caci - CENTROID: Stata module to calculate centroids
by D. H. Judson - MEDOID: Stata module to calculate medoids
by D. H. Judson - CLUSTER: Stata module to perform nonhierarchical k-means (or k-medoids) cluster analysis
by D. H. Judson - FULLTAB: Stata module to generate 'full tables' which can be stacked into matrices
by Guy D. van Melle - T2WAY5: Stata module to perform Tukey's Two-Way Analysis by Medians
by Nicholas J. Cox - EPICONF: Stata module to assess confounding effects in epidemiological studies
by Zhiqiang Wang - LSTACK: Stata module to stack variables with labelled _stack
by Nicholas J. Cox - COLELMS: Stata module to calculate Cole's LMS values for growth data
by Zhiqiang Wang & Mark S Pearce - CONFSVY: Stata module to assess confounding effects in survey studies
by Zhiqiang Wang - MEDIAN: Stata module to perform the median test
by Mario Cleves - WINSOR: Stata module to Winsorize a variable
by Nicholas J. Cox - BYS: Stata module to automatically sort on the bylist (version 5)
by Jeroen Weesie - TORATS: Stata module to facilitate transfer of data to RATS
by Christopher F Baum & Nicholas J. Cox - VENNDIAG: Stata module to generate Venn diagrams
by Jens M. Lauritsen - CHAOS: Stata module to iterate a logistic difference equation
by Nicholas J. Cox - MUXYPLOT: Stata module to produce scatter plots with multiple x and y variables
by Nicholas J. Cox - MUXPLOT: Stata module to produce scatter plots with y versus multiple x variables
by Nicholas J. Cox - IRREPRO: Stata module to produce a simulation of irreproducible results
by Nicholas J. Cox - TRIPLOT: Stata module to generate triangular plots
by Nicholas J. Cox - TOMODE: Stata module to change values of a variable to mode(s)
by Nicholas J. Cox & Fred Wolfe - CIRCSTAT: Stata modules to calculate circular statistics
by Nicholas J. Cox - TRYEM: Stata module to run all possible subset regressions
by Al Feiveson - STAR-STGARCH: GAUSS modules to estimate STAR models with ST-GARCH errors
by Stefan Lundbergh - DCT: GAUSS module to read and write Stata numeric file dictionaries
by Jon Faust - LABGRAPH: Stata module to place text labels on two-way graphs
by Jon Faust - DEATON: Stata modules to analyze household surveys
by Angus Deaton - CLARIFY: Stata modules for Monte Carlo simulation
by Gary King - DURBINH: MATLAB module to calculate Durbin's h statistic
by Ludwig Kanzler - DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance
by Ludwig Kanzler - QSTAT: MATLAB module to calculate Ljung-Box q statistic
by Ludwig Kanzler - VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio
by Ludwig Kanzler - GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic
by Ludwig Kanzler - ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression
by Ludwig Kanzler - ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity
by Ludwig Kanzler - BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence
by Ludwig Kanzler - DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance
by Ludwig Kanzler - PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis
by Ludwig Kanzler - UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests
by Ludwig Kanzler - BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance
by Ludwig Kanzler - GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries
by Christopher F Baum - ECONOMETRICS: MATLAB toolbox of econometrics functions
by James P. LeSage
1997
- WHITE: Stata module to perform White's test for heteroscedasticity
by Jeroen Weesie - STRIP: Stata module to strip unwanted characters
by P.T.Seed - RALLOC: Stata module to design randomized controlled trials
by Philip Ryan - ACPLOT: Stata module to plot the autocorrelogram
by Nicholas J. Cox - STACK: Stata module to stack datasets
by William Gould - SYMMETRY: Stata modules to perform tests of symmetry for NxN contingency tables
by Mario Cleves - OMODEL: Stata modules to perform tests on ordered probit and ordered logit models
by Rory Wolfe - ALLCROSS: Stata modules to create variables corresponding to moment matrices
by Kenneth Higbee - DUPS: Stata module to identify and optionally remove duplicate observations
by Nicholas J. Cox & Thomas Steichen - IIA: Stata module to test the iia assumption in conditional logistic regression (version 5)
by Jeroen Weesie - SDTEST: Stata modules (corrected) sdtest, sdtesti
by Bill Sribney - VPLPLOT: Stata modules to generate paired data plots
by Nicholas J. Cox - SUMMVL: Stata module to generate summary table with variable labels (version 5)
by Jeroen Weesie - LABSUMM: Stata module to generate summary table with variable labels
by Thomas Steichen - LOOPPLOT: Stata modules to generate scatter plots with loops
by Nicholas J. Cox - ELAPSE: Stata module to calculate elapsed time in procedure
by Fred Zimmerman - ISTDIZE: Stata module to generate indirectly standardized rates using a standard population
by Mario Cleves - BLOGIT2: Stata module to produce grouped data logit with support for in
by Nicholas J. Cox - SPARL: Stata module to produce scatter plot and y-x regression line
by Nicholas J. Cox - VALLAB: Stata module to pack values and labels into a new string variable
by Nicholas J. Cox - GOLOGIT: Stata module to estimate generalized ordered logit models
by Vincent Kang Fu - MKSTRSN: Stata modules to format Social Security number variables
by William Gould - POISML: Stata module to estimate maximum likelihood Poisson regression models
by Joseph Hilbe - TRPOIS0: Stata module to estimate zero-truncated Poisson regression models
by Joseph Hilbe - CENPOIS: Stata module to estimate censored maximum likelihood Poisson regression models
by Joseph Hilbe & Dean Judson - SSSPLOT: Stata module to generate seasonal subseries plots
by Nicholas J. Cox - HAUSMAN: Stata module to compute a Hausman test statistic (version 5)
by Jeroen Weesie - STCSTAT: Stata module to generate evaluation of fit for Cox regression model
by William Gould - GPHROB: RATS modules to perform tests for fractional integration of timeseries
by Christopher F Baum & John T. Barkoulas
1996
- DLOGIT2: Stata modules to compute marginal effects for logit, probit, and mlogit
by Bill Sribney - STATUTILITIES: Mathematica package of statistical utilities
by David A. Belsley - ECONOMETRICS: Mathematica package of econometric tools
by David A. Belsley - BLOCKMATRIX: Mathematica package to handle block matrix operations
by David A. Belsley - ARFIMAFC: RATS modules to forecast fractionally differenced timeseries
by Christopher F Baum & John T. Barkoulas
1995
- ROLLREG: RATS module to perform rolling and moving-window regressions
by Simon van Norden - RIDDER: Stata module to solve equation by Ridder's method
by Tim McGuire
Undated
- RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests
by Tom Doan - RATS program to replicate Pedroni JAE 2007 paper using panel cointegration
by Tom Doan - RATS program to demonstrate Granger causality test with heterogeneous panel
by Tom Doan - RATS program to demonstrate Monte Carlo Impulse Response for a structural near-VAR
by Tom Doan - RATS program to demonstrate Gibbs sampling in a cointegrated model
by Tom Doan - RATS program to demonstrate Inclan-Tiao test for breaks in variance
by Tom Doan - RATS program to demonstrate IV estimation of VAR in panel data
by Tom Doan - RATS program to demonstrate historical decomposition
by Tom Doan - RATS program to replicate Hafner-Herwartz volatility impulse response functions
by Tom Doan - RATS program to demonstrate Gibbs sampling on dynamic probit model
by Tom Doan - RATS program to demonstrate univariate GARCH with nonparametric density
by Tom Doan - RATS program to demonstrate Gibbs sampling applied to a DCC GARCH model
by Tom Doan - RATS program to demonstrate bootstrapping on a multivariate GARCH model
by Tom Doan - RATS program to replicate Faust 1998 paper on semi-structural VAR
by Tom Doan - RATS program to replicate Ehrmann-Ellison-Valla(2003) regime dependent impulse response
by Tom Doan - RATS program to demonstrate forecasting an E-GARCH model using random simulations
by Tom Doan - RATS program to demonstrate bootstrapping with an E-GARCH model
by Tom Doan - RATS program to estimate various forms of DCC GARCH models
by Tom Doan - RATS program to replicate Bollerslev-Mikkelson(1996) FIEGARCH models
by Tom Doan - RATS program to replicate Baillie and Bollerslev GARCH models with day-of-week effects
by Tom Doan - RATS program to demonstrate Bai, Lumsdaine, Stock common breaks in VAR
by Tom Doan - RATS program to demonstrate Gibbs Sampling applied to an ARMA model
by Tom Doan - RATS program to replicate Arellano-Bond 1991 dynamic panel
by Tom Doan - RATS programs to replicate Wright's Alternative Variance Ratio test results
by Tom Doan - RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)
by Tom Doan - RATS program to demonstrate lag length selection techniques in a VAR
by Tom Doan - RATS program to demonstrate block causality tests in a VAR
by Tom Doan - RATS programs to replicate Uhlig's VAR identification technique
by Tom Doan - RATS program to demonstrate time-varying coefficient estimation in a VAR
by Tom Doan - RATS programs to replicate Tse's constant correlation GARCH test results
by Tom Doan - RATS programs to replicate Tsay's 1998 multivariate threshold results
by Tom Doan - RATS programs to replicate Terasvirta's 1994 STAR model results
by Tom Doan - RATS program to demonstrate Markov Switching ARCH
by Tom Doan - RATS program to demonstrate Swamy GLS matrix weighted estimator
by Tom Doan - RATS program to demonstrate estimation of a stochastic volatility model
by Tom Doan - RATS program to demonstrate forecasting using spectral techniques
by Tom Doan - RATS programs to replicate Sinclair(2009) bivariate state-space model
by Tom Doan - RATS programs to replicate Sims and Zha(1999) "Error Bands for Impulse Responses"
by Tom Doan - RATS program to demonstrate Shiller smoothness prior for distributed lag
by Tom Doan - RATS program to demonstate robust estimation techniques in a linear model
by Tom Doan - RATS program to demonstrate calculation of an arranged autoregression
by Tom Doan - RATS program to estimate probit model with random effects
by Tom Doan - RATS programs to replicate Quah and Vahey core inflation estimation
by Tom Doan - RATS program to demonstrate quadratic programming
by Tom Doan - RATS program to calculate optimal portfolios
by Tom Doan - RATS programs to replicate Pesaran, Shin and Smith, pooled mean group panel data
by Tom Doan - RATS programs to replicate Perron-Wada state space model
by Tom Doan - RATS programs to replicate Pedroni PPP tests on panel data
by Tom Doan - RATS programs to replicate Papell and Prodan one and two break unit root tests
by Tom Doan - RATS programs to replicate Ozbek and Ozlale state space model with time-varying coefficients
by Tom Doan - RATS program to estimate observable index model from Sargent-Sims(1977)
by Tom Doan - RATS program to demonstrate non-parametric regression
by Tom Doan - RATS program to demonstrate use of neural networks
by Tom Doan - RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR
by Tom Doan - RATS program to demonstrate Monte Carlo Impulse Responses for a standard VAR
by Tom Doan - RATS program to demonstrate Monte Carlo Impulse Responses for overidentified SVARs
by Tom Doan - RATS program to demonstrate Monte Carlo Impulse Responses for a Near-VAR
by Tom Doan - RATS program to demonstrate Monte Carlo Impulse Response to exogenous variable
by Tom Doan - RATS programs to replicate Morley-Nelson-Zivot state space decomposition
by Tom Doan - RATS programs to replicate Michael-Nobay-Peel ESTAR models
by Tom Doan - RATS programs to replicate Mark-Sul(2003) panel DOLS
by Tom Doan - RATS program to solve Lubik-Schorfheide JME 2007 DSGE model
by Tom Doan - RATS programs to replicate Lanne-Lutkepohl JMCB 2008 structural VAR with volatility shifts
by Tom Doan - RATS programs to replicate Krolzig MS-VAR's for six country models
by Tom Doan - RATS programs to replicate King, Plosser, Stock, Watson AER 1991 results
by Tom Doan - RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility
by Tom Doan - RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model
by Tom Doan - RATS program to demonstrate Inclan-Tiao test for breaks in variance
by Tom Doan - RATS programs to estimate multivariate stochastic volatility models
by Tom Doan