# StataCorp LP

# Stata Technical Bulletin

**Contact information of StataCorp LP:**

Web page: http://stata-press.com/journals/stbj.html

This journal is no longer published by StataCorp LP. For a followup journal, see Stata Journal, published by StataCorp LP. **Editor:**
**For corrections or technical questions regarding this series, please contact
(Christopher F. Baum) or (Lisa Gilmore)** **Series handle:** repec:tsj:stbull
**Citations RSS feed:** at CitEc
**Impact factors**:
Simple,
Recursive,
Discounted,
Recursive discounted,
H-Index,
Aggregate
**Access and download statistics****Top item:** By citations. By downloads (last 12 months).

More pages of listings: **0**| 1| 2| 3

### 2001, Volume 10, Issue 61

**Update to somersd***by*Roger Newson**Specification tests for linear panel data models***by*Walter Sosa-Escudero & Anil K. Bera**Stereotype ordinal regression***by*Mark Lunt**Update to random-effects ordered probit***by*Guillaume R. Frechette**Update of metatrim to work under version 7***by*Thomas J. Steichen**Update to metabias to work under version 7***by*Thomas J. Steichen**Quantile plots, generalized: update to Stata 7.0***by*Nicholas J. Cox**Violin plots for Stata 6 and 7***by*Thomas J. Steichen**Simulating disease status and censored age***by*Jisheng Cui**Patterns of missing values***by*Jeroen Weesie**Contrasts for categorical variables: update***by*John Hendrickx**Past issues of the Stata Technical Bulletin***by*Patricia Branton**Stata Journal subscriptions for STB subscribers***by*Patricia Branton**The Stata Journal begins publication fourth quarter 2001***by*H. Joseph Newton

### 2001, Volume 10, Issue 60

**Sample size estimation for cluster designed samples***by*Joanne M Garrett**Multivariate portmanteau (Q) test for white noise***by*Richard Sperling & Christopher F. Baum**A test for long-range dependence in a time series***by*Christopher F. Baum & Tairi Room**Tools for spatiel data analysis***by*Maurizio Pisati**Analysis of the turning point of a quadratic specification***by*Jeroen Weesie**On boundary-value likelihood-ratio tests***by*Roberto G. Gutierrez & Shana Carter & David M. Drukker**Display a graph of nonlinear effects***by*Jeroen Weesie**Listing distinct values of a variable***by*Nicholas J. Cox**Dropping variables or observations with missing values***by*Nicholas J. Cox**Renaming variables, multiply and systematically***by*Nicholas J. Cox & Jeroen Weesie**Calculating the row product of observations***by*Philip Ryan**Describing variables in memory: update to Stata 7***by*Nicholas J. Cox**Enhancements to numbers of missing and present values***by*Nicholas J. Cox

### 2001, Volume 10, Issue 59

**Global and multiple causes-of-death life tables from complete or aggregated vital data***by*Carlos Ramalheira**Confidence intervals for correlations***by*Paul T. Seed**Random-effects ordered probit***by*Guillaume R. Frechette**Update to formatting regression output***by*John Luke Gallup**Modeling the process of entry into the first marriage using Hernes model***by*Duolao Wang**Ordinary case-cohort design and analysis***by*Vincenzo Coviello**Summary statistics for diagnostic tests***by*Paul T. Seed & Aurelio Tobias**Sampling without replacement: absolute sample sizes and keeping all observations***by*Nicholas J. Cox**listjl: List one variable in a condensed form***by*Jens M. Lauritsen**labjl: Adding numerical codes to value labels***by*Jens M. Lauritsen**Renaming variables: changing suffixes***by*Stephen P. Jenkins & Nicholas J. Cox**Contrasts for categorical variables: update***by*John Hendrickx**Stata 6, Stata 7, and the STB***by*Patricia Branton

### 2001, Volume 10, Issue 58

**Sample size for the kappa-statistic of interrater agreement***by*Michael E. Reichenheim**Computing optimal sampling designs for two-stage studies***by*Marie Reilly & Agus Salim**Tests for stationarity of a time series: update***by*Christopher F. Baum & Richard Sperling**Robust confidence intervals for median and other percentile differences between two groups***by*Roger Newson**Update to Somersd***by*Roger Newson**Predicted values calculated from linear or logistic regression models***by*Joanne M. Garrett**Mean score method for missing covariate data in logistic regression models***by*Marie Reilly & Agus Salim**Tests for the multinomial logit model***by*Jeremy Freese & J. Scott Long**Confidence intervals for the ratio of two binomial proportions by Koopman's method***by*Duolao Wang**Censored least absolute deviations estimator: CLAD***by*Dean Jolliffe & Bohdan Krushelnytskyy & Anastassia Semykina**Update to formatting regression output***by*John Luke Gallup**Concordance correlation coefficient: minor corrections***by*Thomas J. Steichen & Nicholas J. Cox**Nonparametric trim and fill analysis of publication bias in meta-analysis: erratum***by*Thomas J. Steichen**Tests for publication bias in meta-analysis: erratum***by*Thomas J. Steichen**A turnip graph engine***by*Steven Woloshin**Simulating two- and three-generation families***by*Jisheng Cui**Update to a program for saving a model fit as a dataset***by*Roger Newson

### 2001, Volume 10, Issue 57

**Compacting time series data***by*Christopher F. Baum**Tests for long memory in a time series***by*Christopher F. Baum & Vince Wiggins**Tests for stationarity of a time series***by*Christopher F. Baum**Update to somersd***by*Roger Newson**Listing and interpreting transformed coefficients from certain regression models***by*J. Scott Long & Jeremy Freese**B-splines and splines parameterized by their values at reference points on the x-axis***by*Roger Newson**Hardy-Weinberg equilibrium test in case-control studies***by*Jisheng Cui**Modeling mortality data using the Lee-Carter model***by*Duolao Wang**Nonparametric trim and fill analysis of publication bias in meta-analysis***by*Thomas J. Steichen**Haplotype frequency estimation using an EM algorithm and log-linearmodeling***by*Adrian Mander**Update of tests for publication bias in meta-analysis***by*Thomas J. Steichen**Utility for time series data***by*Christopher F. Baum & Vince Wiggins**Update to changing numeric variables to string***by*Nicholas J. Cox & Jeremy B. Wernow**Extensions to generate, extended: corrections***by*Nicholas Cox

### 2001, Volume 10, Issue 56

**Tests for seasonal data via the Edwards and Walter & Elwood tests***by*Mark S. Pearce & Richard Feltbower**Profile likelihood confidence intervals for explanatory variables in logistic regression***by*Mark S. Pearce**Hill estimator for the index of regular variation***by*Manuel G. Scotto**Parameter estimation for the generalized extreme value distribution***by*Manuel G. Scotto & Aurelio Tobias**Scalar measures of fit for regression models***by*J. Scott Long & Jeremy Freese**Marginal effects of the tobit model***by*Ronna Cong**Cronbach's alpha one-sided confidence interval***by*Maria-Jose Bleda & Aurelio Tobias**Special restrictions in multinomial logistic regression***by*John Hendrickx**Summary statistics report for diagnostic tests***by*Aurelio Tobias**Menus for epidemiological statistics***by*John Carlin & Suzanna Vidmar**Update of metap***by*Aurelio Tobias**Update of metainf***by*Aurelio Tobias**Update of galbr***by*Aurelio Tobias**Graphing point estimate and confidence intervals***by*Richard F. MacLehose**Changing numeric variables to string***by*Nicholas J. Cox & Jeremy B. Wernow**Yet more new matrix commands***by*Nicholas J. Cox**Describing variables in memory***by*Nicholas J. Cox**Electronic version of the Stata Technical Bulletin is now available***by*Patricia Branton

### 2001, Volume 10, Issue 55

**somersd-Confidence intervals for nonparametric statistics and their differences***by*Roger Newson**Uniform layer effect models for the analysis of differences in two-way associations***by*Maurizio Pisati**Treatment effects model***by*Ronna Cong & David M. Drukker**The Gumbel quantile plot and a test for choice of extreme models***by*Manuel G. Scotto**Logistic regression when binary outcome is measured with uncertainty***by*Mario Cleves & Alberto Tossetto**Bootstrap inferences about measures of correlation***by*Dan J. Neal**Tests for heteroskedasticity in regression error distribution***by*Christopher F. Baum & Nicholas J. Cox & Vince Wiggins**Tests for serial correlation in regression error distribution***by*Christopher F. Baum & Vince Wiggins**Test for autoregressive conditional heteroskedasticity in regression error distribution***by*Christopher F. Baum & Vince Wiggins**Loglinear modeling using iterative proportional fitting***by*Adrian Mander**Comparing several methods of measuring the same quantity***by*Paul Seed**Errata for sbe32***by*López Vizcaíno**Update of the byvar command***by*Patrick Royston**STB-49 - STB-54 available in bound format***by*Patricia Branton

### 2000, Volume 9, Issue 54

**Random allocation of treatments balanced in blocks: update***by*Philip Ryan**Model selection using the Akaike information criterion***by*Zhiqiang Wang**Sequential and drop one term likelihood-ratio tests***by*Zhiqiang Wang**Analysis of variance from summary statistics***by*John R. Gleason**On the manipulability of Wald tests in Box-Cox regression models***by*David M. Drukker**Box-Cox regression models***by*David M. Drukker**Correction to roccomp command***by*Mario Cleves**Update to hotdeck imputation***by*Adrian Mander & David Clayton**Concordance correlation coefficient: update for Stata 6***by*Thomas J. Steichen & Nicholas J. Cox**Automated outbreak detection from public health surveillance data***by*López Vizcaíno**Metadata for user-written contributions to the Stata programming language: extensions***by*Nicholas J. Cox & Christopher F. Baum**Overlaying graphs***by*Adrian Mander**An update to drawing Venn diagrams***by*Jens M. Lauritsen**Removing duplicate observations in a dataset***by*Duolao Wang**ICD-9 diagnostic and procedure codes***by*William Gould**Contrasts for categorical variables: update***by*John Hendrickx**Search web for installable packages***by*William Gould & Alan Riley**Multiple curves plotted with stcurv command***by*Mario Cleves

### 2000, Volume 9, Issue 53

**Generalized linear latent and mixed models***by*Sophia Rabe-Hesketh & Andrew Pickles & Colin Taylor**Some programs for growth estimation in fisheries biology***by*Isaías Hazarmabeth Salgado-Ugarte & José Luis Gómez-Márquez & FES Zaragoza**Summary statistics for estimation sample***by*Jeroen Weesie**Two-parameter log-gamma and log-inverse Gaussian models***by*Joseph Hilbe**Automatic estimation of interaction effects and their confidence intervals***by*Jokin de Irala-Estévez & Miguel Angel Martínez**Interpreting logistic regression in all its forms***by*William Gould**Two new options added to rocfit command***by*Mario Cleves**Robust tests for the equality of variances update to Stata 6***by*Mario Cleves**Safe and easy matched merging***by*Jeroen Weesie**A new version of winshow for Stata 6***by*Tony Brady

### 2000, Volume 9, Issue 52

**Hodges-Lehmann estimation of a shift in location between two populations***by*Duolao Wang**Truncated regression***by*Ronna Cong**Seemlingly unrelated estimation and the cluster-adjusted sandwich estimator***by*Jeroen Weesie**Receiver Operating Characteristic (ROC) anaylsis***by*Mario Cleves**Improved confidence intervals for binomial properties***by*John R. Gleason**Exact confidence intervals for odds ratios from case-control studies***by*William D. Dupont & Dale Plummer**Metadata for user-written contributions to the Stata programming language***by*Christopher F. Baum & Nicholas J. Cox**Update to resample***by*John R. Gleason**Changing the order of variables in a dataset***by*Jeroen Weesie**Using categorical variables in Stata***by*John Hendrickx**Alternative ranking procedures: update***by*Nicholas J. Cox**Changing string variables to numeric: correction***by*Nicholas J. Cox

### 2000, Volume 9, Issue 51

**Bivariate Granger causality test***by*J. Sky David**Partitions of Pearson's***by*Rory Wolfe**Robust standard errors for the Foster-Greer-Thorbecke class of poverty indices***by*Dean Jolliffe & Anastassia Semykina**Hotdeck imputation***by*Adrian Mander & David Clayton**Bootstrap standard errors for indices of inequality***by*Dean Jolliffe & Bohdan Krushelnytskyy**Update to univar***by*John R. Gleason**Improved confidence intervals for odds ratios***by*John R. Gleason**Command-name registration at www.stata.com***by*William Gould & Alan Riley**Quantile plots, generalized***by*Nicholas J. Cox**Distribution function plots***by*Nicholas J. Cox**A simple contour plot***by*Adrian Mander**3D surface plots***by*Adrian Mander**Alternative ranking procedures***by*Nicholas J. Cox**Calculating the product of observations***by*Philip Ryan**Update of cut to Stata 6***by*David Clayton & Michael Hills**Update to varxplor***by*John R. Gleason**Update to labedit***by*John R. Gleason**Update to defv***by*John R. Gleason

### 2000, Volume 9, Issue 50

**Update to random allocation of treatments to blocks***by*Philip Ryan**censored option added to sts graph command***by*Mario Cleves**rglm - Robust variance estimates for generalized linear models***by*Roger Newson**Tabulation of modes***by*Nicholas J. Cox**Nonlinear regression models involving power or exponential functions of covariates: update***by*Patrick Royston & Gareth Ambler**Multivariable fractional polynomials: update***by*Patrick Royston & Gareth Ambler**Generalized linear models: extensions to the binomial family***by*James W. Hardin & Mario Cleves**Automatically sorting by subgroup***by*Jeroen Weesie**Enhancement to the hilite command***by*Jeroen Weesie**Extensions to generate, extended***by*Nicholas J. Cox**Further new matrix commands***by*Nicholas J. Cox**Display of variables in blocks***by*Jeroen Weesie**Stata 6 version of recoding variables using grouped values***by*David Clayton & Michael Hills (retired)

### 2000, Volume 9, Issue 49

**Analysis of multiple failure-time data with Stata***by*Mario Cleves**Nonlinear regression models involving power or exponential functions of covariates***by*Patrick Royston & Gareth Ambler**A modified likelihood-ratio test command***by*Santiago Perez-Hoyos & Aurelio Tobias**Generalized Lorenz curves and related graphs***by*Stephen P. Jenkins & Philippe Van Kerm**Revision of outreg***by*John Luke Gallup**Multivariable fractional polynomials: update***by*Patrick Royston & Gareth Ambler**Update to pwcorrs***by*Fred Wolfe**Meta-analysis of p-values***by*Aurelio Tobias**Assessing confounding effects in epidemiological studies***by*Zhiqiang Wang**Cumulative distribution function plots***by*David Clayton & Michael Hills**An extension of for, useful for graphics commands***by*Jeroen Weesie**Drawing Venn diagrams***by*Jens M. Lauritsen**Numbers of missing and present values***by*Nicholas J. Cox**Recoding variables using grouped values***by*David Clayton & Michael Hills**A program for saving a model fit as a dataset***by*Roger Newson**Changing string variables to numeric: update***by*Nicholas J. Cox**STB-43 through STB-48 available in bound format***by*Patricia Branton

### 1999, Volume 8, Issue 48

**Hardy-Weinberg equilibrium test and allele frequency estimation***by*Mario Cleves**Utility to convert binomial frequency records to frequency weighted data***by*Mario Cleves**Computing poverty indices***by*Philippe Van Kerm**Generalized Lorenz curves and related graphs***by*Stephen P. Jenkins & Philippe Van Kerm**Fitting Singh-Maddala and Dagum distributions by maximum likelihood***by*Stephen P. Jenkins**Creation of bivariate random lognormal variables***by*Stephen P. Jenkins**Analysis of income distributions***by*Stephen P. Jenkins**Diagnostic plots for assessing Singh-Maddala and Dagum distributions fitted by MLE***by*Nicholas J. Cox**Drawing Venn diagrams***by*Jens M. Lauritsen

**0**| 1| 2| 3