# Boston College Department of Economics

# Statistical Software Components

**Contact information of Boston College Department of Economics:**

Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA

Phone: 617-552-3670

Fax: +1-617-552-2308

Email:

Web page: http://fmwww.bc.edu/EC/

More information through EDIRC

**Order information:**

Web: http://repec.org/docs/ssc.php **Editor:**

Additional information is available for the following
registered editor(s): Christopher F Baum
**For corrections or technical questions regarding this series, please contact
(Christopher F Baum)** **Series handle:** repec:boc:bocode
**Citations RSS feed:** at CitEc
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### 2000

**CTABSTAT: Stata module to display table of summary statistics***by*Nicholas J. Cox**EXPANDBY: Stata module to duplicate observations by variable***by*Nicholas J. Cox**FINDDUP: Stata module to find non-unique values or observations***by*Fred Wolfe**FITMACRO: Stata module to evaluate fit of loglinear GLM Poisson models***by*John Hendrickx**NORMTEST: Stata module to perform tests of univariate kurtosis and skewness***by*Herve M. Caci**PREDCALC: Stata module to calculate out-of-sample predictions for regression, logistic***by*Joanne M. Garrett**_GRMEDF: Stata module to compute row medians with egen***by*Stanislav Kolenikov**RANVAR: Stata module to compute the random group variance estimator of the mean for survey data***by*Frauke Kreuter**MATMAP: Stata module to perform elementwise calculations for matrices***by*Nicholas J. Cox**SVMATF: Stata module to save a matrix to a file***by*Jan Brogger**LINCOM2: Stata module to compute multiple linear combinations***by*Jan Brogger**CSJL: Stata module to extend cs command for exposures with more than two categories***by*Jens M. Lauritsen & Thomas Steichen**SHOWNEAR: Stata module to show nearby values of numeric variable***by*Nicholas J. Cox**FRACDIFF: Stata module to generate fractionally-differenced timeseries***by*Christopher F Baum**GENVARS: Stata module to generate covariate patterns***by*Jan Brogger**CALIBR: Stata module for inverse regression and calibration***by*Stanislav Kolenikov**FRACIRF: Stata module to compute impulse response function for fractionally-integrated timeseries***by*Christopher F Baum**ROWRANKS: Stata module to create row ranks of a set of variables***by*Nicholas J. Cox**TGRAPH: Stata module to plot graph with transformed axes***by*Patrick Royston**ORDPLOT: Stata module for cumulative distribution plot of ordinal variable***by*Nicholas J. Cox**CPR: Stata module producing results for all possible combinations of arguments***by*Nicholas J. Cox**MLCOINT: Stata module to compute Johansen cointegration tests***by*Ken Heinecke**STCMD: Stata module to execute StatTransfer command from within Stata***by*Roger Newson**XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity***by*Christopher F Baum**ATKPLOT: Stata module to generate Atkinson residual normality plots***by*Stanislav Kolenikov**FSREG: Stata module for forward search regression***by*Stanislav Kolenikov**CIFORM: Stata module to format confidence interval for tables in documents***by*Roger Newson**ROWSORT: Stata module to row sort a set of integer variables***by*Nicholas J. Cox**EXPGEN: Stata module to duplicate observations sorted in original order with generated variables***by*Roger Newson**EPSIGR: Stata module to save graph in EPSF format in UNIX environment***by*Henrik Stovring**DASHGPH: Stata module to construct dashed lines in scatterplots***by*Nick Winter**ADDTXT: Stata module to add text to graphs***by*Gary Longton**SWBOOT: Stata module to bootstrap stepwise linear or logistic regression models***by*Joanne M. Garrett**STAK: Stata module to do simple reshapes or stacks***by*Thomas Steichen**_GRPROD: Stata module to extend generate to produce row products***by*Philip Ryan**SSKAPP: Stata module to compute sample size for the kappa-statistic measure of interrater agreement***by*Jan Brogger**XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model***by*Christopher F Baum**TRINARY: Stata module containing extensions to generate to implement three-way logic***by*David Kantor**IVPROB-IVTOBIT6: Stata modules to estimate instrumental variables probit and tobit***by*Joseph Harkness**TORUMM: Stata module to produce data in RUMM format***by*Fred Wolfe**SPLIT: Stata modules for splitting string variables into parts***by*Nicholas J. Cox**MINIMAX: RATS module to estimate a minimax regression***by*Eric Blankmeyer**REDI: RATS module to estimate a robust regression***by*Eric Blankmeyer**RESDIAG: RATS module to perform residual diagnostics***by*Robert Amano & Jeff Gable & Simon van Norden**GED: RATS module to draw from Generalized Error Distribution***by*Tom Doan**REMEDIAN: RATS module to compute the median for large datasets***by*Eric Blankmeyer**LQD: RATS module for regression via least quartile difference estimator***by*Eric Blankmeyer**EPIDATA: Data entry system for use with Stata, SPSS, SAS, Excel, text formats***by*Jens M. Lauritsen & Michael Bruus

### 1999

**SME: Stata Program to compute tests of simple main effects***by*Philip B. Ender**PPROB: Stata Program to compute poisson probabilities***by*Philip B. Ender**NONADD: Stata Program to perform Tukey test for non-additivity***by*Philip B. Ender**LDEV: Stata Program to Compute Deviance after logistic***by*Philip B. Ender**CONTRAST: Stata Program to compute contrasts in anova***by*Philip B. Ender**CHIST: Stata Program to make frequency tables with class intervals***by*Philip B. Ender**VARCASE: Stata module to toggle the case of variable names***by*John R. Gleason**TSPLOT: Stata module to produce a time series plot***by*Aurelio Tobias**DIAGTEST: Stata module to report summary statistics for diagnostic test***by*Aurelio Tobias**SSIZEBI: Stata module to calculate sample size and power for the comparison of two or more proportions***by*Abdel G. Babiker**STUDYSI: Stata module to calculates sample size and power for comparative studies***by*Abdel G. Babiker**POVERTY: Stata module to calculate poverty measures***by*Philippe Van Kerm**INEQ: Stata module to calculate measures of inequality***by*Nicholas J. Cox**DISSIM: Stata module to calculate dissimilarity index***by*Nicholas J. Cox**GEIVARS: Stata module to calculate Generalized Entropy inequality indices***by*Stephen P. Jenkins**INEQDEC0: Stata module to calculate inequality indices with decomposition by subgroup***by*Stephen P. Jenkins**INEQDECO: Stata module to calculate inequality indices with decomposition by subgroup***by*Stephen P. Jenkins**INEQFAC: Stata module to calculate inequality decomposition by factor components***by*Stephen P. Jenkins**POVDECO: Stata module to calculate poverty indices with decomposition by subgroup***by*Stephen P. Jenkins**SUMDIST: Stata module to calculate summary statistics for income distributions***by*Stephen P. Jenkins**XFRAC: Stata module to produce tabulation using categories defined by fractions of a cut-off value***by*Stephen P. Jenkins**DAGUMFIT: Stata module to fit a Dagum distribution by maximum likelihood***by*Stephen P. Jenkins**SMFIT: Stata module to fit a Singh-Maddala distribution by maximum likelihood***by*Stephen P. Jenkins**CPYXPLOT: Stata module to produce scatter plots for each y vs each x variable***by*Nicholas J. Cox**MKBILOGN: Stata module to create bivariate lognormal variables***by*Stephen P. Jenkins**UNIVSTAT: Stata module to produce summary statistics in matrix form***by*Nicholas J. Cox**HOTDECK: Stata module to impute missing values using the hotdeck method***by*Adrian Mander & David Clayton**MATODD: Stata modules to produce various matrix tasks***by*Nicholas J. Cox**TAB_CHI: Stata modules for tabulation of multiple variables in Stata 8.2 or better***by*Nicholas J. Cox**SBPLOT5: Stata module to generate scatter plot with one y variable shown by vertical bars***by*Nicholas J. Cox**SBPLOT: Stata module to generate scatter plot with one y variable shown by vertical bars***by*Nicholas J. Cox**KEYPLOT: Stata module to generate scatter plot with keys in user-chosen positions***by*Nicholas J. Cox**TABA: Stata module for tabulation of frequencies***by*Nicholas J. Cox**TRANSINT: Stata help files for transformations***by*Nicholas J. Cox**DS5: Stata module to describe variables in memory***by*Nicholas J. Cox**DS2: Stata v6 module to describe variables in memory***by*Nicholas J. Cox**TABPLOT: Stata module to show table of frequencies as table of bars***by*Nicholas J. Cox**CISTAT: Stata module to produce confidence intervals in matrix form***by*Nicholas J. Cox**PROBITIV: Stata module to perform instrumental variables probit***by*Jonah B. Gelbach**TOBITIV: Stata module to perform instrumental variables tobit***by*Jonah B. Gelbach**_GSLOPE: Stata module to compute simple regression slope***by*Jeroen Weesie**SPHDIST: Stata module to compute spherical distances***by*Bill Rising**GINIDESC: Stata module to compute Gini index with within- and between-group inequality decomposition***by*Roger Aliaga & Silvia Montoya**INEQUAL2: Stata module to compute measures of inequality***by*Philippe Van Kerm**KERNREG1: Stata module to compute kernel regression (Nadaraya-Watson estimator)***by*Xavi Ramos & Isaias H. Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi**KERNREG2: Stata module to compute kernel regression (Nadaraya-Watson estimator)***by*Nicholas J. Cox & Isaias H. Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi**OUTFIX: Stata module to produce fixed format output (version 5)***by*Gero Lipsmeier**OUTFIX2: Stata module to output formatted data***by*Nicholas J. Cox**SEG: Stata module to compute multiple-group diversity and segregation indices***by*Sean F. Reardon**OUTREG: Stata module to write estimation tables to a Word or TeX file***by*John Luke Gallup**RFREGK: Stata module to estimate random-effects model with weights***by*Kevin McKinney**SPAUTOC: Stata modules to calculate spatial autocorrelation (Moran and Geary measures)***by*Nicholas J. Cox**ONEWPLOT: Stata module for oneway plots***by*Nicholas J. Cox**PWCORRS: Stata module for enhanced correlation matrix***by*Fred Wolfe**PYRAMID: Stata tutorial for population pyramids***by*Jens M. Lauritsen**LTABLE2: Stata module to generate life tables for rare events***by*Mario Cleves**TABHBAR: Stata module to show table of frequencies as horizontal bar chart***by*Nicholas J. Cox**HBOX: Stata module to draw horizontal box plots***by*Nicholas J. Cox**TABHPLOT: Stata module to show table of frequencies as horizontal plot***by*Nicholas J. Cox**CIHPLOT: Stata module to show horizontally labelled plots showing confidence intervals***by*Nicholas J. Cox**CIVPLOT: Stata module to plot confidence intervals vertically***by*Nicholas J. Cox**SF36: Stata module to calculate summary statistics for the SF-36 Health Survey Instrument***by*Philip Ryan**PWPLOTI: Stata module to plot power curve for sample size and power calculation***by*Zhiqiang Wang**PARTGAM: Stata module to calculate partial gamma coefficient***by*Jens M. Lauritsen & Svend Kreiner**CF2: Stata module to compare two datasets***by*Thomas Steichen**XTILE2: Stata module to create a new variable that categorizes exp by its quantiles***by*Zhiqiang Wang**IVGLOG: Stata module to estimate inverse Gaussian distribution-log link MLE model***by*Joseph Hilbe**KWALLIS2: Stata module to perform Kruskal-Wallis Test for equality of populations***by*Herve M. Caci**FAR5: Stata module to compute floating absolute risk for Cox and conditional logit regression***by*Abdel G. Babiker**JB6: Stata modules to perform Jarque-Bera test for normality***by*J. Sky David & Gregorio Impavido**GBY: Stata module to subset graphs and calculate in the same output***by*Zhiqiang Wang**STRPARSE: Stata module to parse string variables***by*Michael Blasnik & Nicholas J. Cox**_GPROD: Stata module to extend egen for product of observations***by*Philip Ryan**MFILEGR: Stata module to view and save multiple graphs with filenames based on a numeric identifier***by*Philip Ryan**DESMAT: Stata module to generate interactions and contrasts***by*John Hendrickx**ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model***by*Christopher F Baum**MOREOBS: Stata module to add observations to dataset***by*Nicholas J. Cox**TSMKTIM: Stata module to generate time-series calendar variable***by*Christopher F Baum & Vince Wiggins**DURBINH: Stata module to calculate Durbin's h test for serial correlation***by*Christopher F Baum & Vince Wiggins**BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation***by*Christopher F Baum & Vince Wiggins**MNTHPLOT: Stata module for scatter plot for monthly data with repetition of data***by*Nicholas J. Cox**ARCHLM: Stata module to calculate LM test for ARCH effects***by*Christopher F Baum & Vince Wiggins**GPHUDAK: Stata module to estimate long memory in a timeseries***by*Christopher F Baum & Vince Wiggins**RENAMES: Stata module to rename variables***by*Nicholas J. Cox**SKEWPLOT: Stata module to draw skewness plots***by*Nicholas J. Cox**CNSRSIG: Stata module to evaluate validity of restrictions on a regression***by*Christopher F Baum & Vince Wiggins**RECAST2: Stata module to change storage type of variable***by*Fred Wolfe**DOUB2FLT: Stata module to change storage type of real variable***by*Fred Wolfe**FELDTI: Stata module to compare two independent coefficients of reliability***by*Herve M. Caci**TOLOWER: Stata module to rename variables with lower case names***by*Nicholas J. Cox**LFSUM: Stata modules to describe variables located by name fragments***by*Fred Wolfe**WHITETST: Stata module to perform White's test for heteroskedasticity***by*Christopher F Baum & Nicholas J. Cox**BPAGAN: Stata module to perform Breusch-Pagan test for heteroskedasticity***by*Christopher F Baum & Vince Wiggins**MDENSITY: Stata module for univariate kernel density estimation, for variables or groups***by*Nicholas J. Cox**LISTUTIL: Stata modules to manipulate lists of words***by*Nicholas J. Cox**KDMANY: Stata module to perform kernel density estimation for several variables***by*Stanislav Kolenikov**WORKDAYS: Stata module to compute elapsed workdays***by*Bill Rising**STQUANT: Stata module to estimate quantiles for survival time***by*Enzo Coviello**BYVAR: Stata module to repeat a command by variable***by*Patrick Royston**CFLPOIS: Stata module to calculate confidence limits for rates based on Poisson outcome***by*Jens M. Lauritsen**FLOWER: Stata module to draw sunflower plots***by*Nicholas J. Cox & Thomas Steichen**_GRPOS: Stata module to identify observations with at least n positive values***by*Fred Wolfe**STCOXPLT: Stata module to plot predicted survival curves from Cox model***by*Joanne M. Garrett**STPIECE: Stata module to estimate piecewise-constant hazard rate models***by*Jesper B. Sorensen**OVERID: Stata module to calculate tests of overidentifying restrictions after ivreg, ivreg2, ivreg29, ivprobit, ivtobit, reg3***by*Christopher F Baum & Vince Wiggins & Steven Stillman & Mark E Schaffer**SWAPVAL: Stata module for swapping values of two variables***by*Nicholas J. Cox**ADOTYPE: Stata module to type ado file***by*Nicholas J. Cox**FNDMTCH: Stata module to find matching values***by*Nicholas J. Cox & Desmond E. Williams**SVVARLBL: Stata module to save variable labels to a file***by*Desmond E. Williams**GENTRUN: Stata module to generate truncated normal variate***by*Hung-Jen Wang**STORECMD: Stata modules to store and repeat commands using characteristics***by*Nicholas J. Cox**STO: Stata module to toggle trace switch***by*Nicholas J. Cox**LRDROP1: Stata module to calculate likelihood-ratio test after dropping one term***by*Zhiqiang Wang**LRSEQ: Stata module to calculate sequential likelihood-ratio test after model estimation***by*Zhiqiang Wang**DMEXOGXT: Stata module to test consistency of OLS vs XT-IV estimates***by*Christopher F Baum & Steven Stillman**PROBEXOG-TOBEXOG: Stata modules to test exogeneity in probit/tobit***by*Christopher F Baum**GLLAMM: Stata program to fit generalised linear latent and mixed models***by*Sophia Rabe-Hesketh**PREDXCON: Stata module to calculate predicted means, medians, or proportions for a continuous X variable***by*Joanne M. Garrett**PREDXCAT: Stata module to calculate predicted means, medians, or proportions for nominal X's***by*Joanne M. Garrett**MMERGE: Stata module: Safer and easier to use variant of merge***by*Jeroen Weesie**MCD: RATS module to compute robust mean vector and covariance matrix***by*Eric Blankmeyer**FACTOR: RATS module to factor lag polynomial***by*Norman Morin**MULTNORM: RATS module to generate a sample from a multivariate normal population***by*Eric Blankmeyer**ARFSIM: RATS module to simulate ARFIMA(0,d,0) fractionally integrated series***by*Rob Schoen**RQ: RATS module to generate regression quantile***by*Eric Blankmeyer**CANCOR: RATS module to generate canonical correlations***by*Eric Blankmeyer**HEGY: RATS module to generate Beaulieu & Miron seasonal unit root tests***by*Jean-Philip Bellotteau**QSTAT2: MATLAB function to compute Ljung-Box Q statistic***by*Christopher F. Baum**ARCH: MATLAB function to compute ARCH test***by*Christopher F. Baum**SLOG: Ox module to unconditionally calculate log(x)***by*Michael Creel**ANNEAL: Ox module to perform simulated annealing***by*Michael Creel**ROBSCALE: RATS module to compute robust alternative to standard deviation***by*Eric Blankmeyer

### 1998

**TABLAB: Stata module to autocrosstabulate a variable***by*Nicholas J. Cox**FOR211: Stata modules to document features of for and extend the for command***by*Patrick Royston**GMCI: Stata module to calculate geometric means and their confidence intervals***by*John Carlin**GRAND: Stata modules to compute grand mean and dummies for differences***by*Vince Wiggins**NBINREG: Stata module to estimate negative binomial regression models***by*Joseph Hilbe**SPIKEPLT: Stata module to generate spike plot showing fine structure of the data***by*Nicholas J. Cox & Tony Brady**OCRATIO: Stata modules to fit continuation-ratio models on ordinal response data***by*Rory Wolfe**BIPLOT: Stata module to generate biplots***by*Ulrich Kohler**CORANAL: Stata module to perform simple correspondence analysis***by*Philippe Van Kerm**MCA: Stata module to perform multiple correspondence analysis***by*Philippe Van Kerm**MARKOV: Stata module to generate Markov probabilities***by*Nicholas J. Cox**PGAMMA: Stata module to generate probability plot for data vs fitted gamma distribution***by*Nicholas J. Cox**QGAMMA: Stata module to generate quantile-quantile plot for data vs fitted gamma distribution***by*Nicholas J. Cox**SOMERSD: Stata module to calculate Kendall's tau-a, Somers' D and median differences***by*Roger Newson**PANTEST2: Stata module to perform diagnostic tests in fixed effects panel regressions***by*Nicholas Oulton**DATMAT: Stata module to multiply variables via matrix multiplication***by*Bill Sribney**DISTAN: Stata module to generate similarity measures***by*Jose Maria Sanchez Saez**MISSING: Stata module to replace missing values***by*Jose Maria Sanchez Saez**QUANTIL2: Stata module to generate multivariate quantile plot***by*Nicholas J. Cox**DISTPLOT: Stata module to generate distribution function plot***by*Nicholas J. Cox

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