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SIGCOEF: Stata module to count statistically significant coefficients across models

Author

Listed:
  • Jun Xu

    (Ball State University)

Programming Language

Stata

Abstract

This is a Stata program to count the number of statistically significant coefficients for the same variables (using same names) across models using z as test statistics (usually using maximum likelihood estimation). This program is especially useful when you want to examine effects of same independent variables across a large number of sub-units (e.g, countries, schools, etc. Models using t statistics are available for regress, areg, or survey regressions, but you can tweak the codes to add more. The counting is from the most recent sigcoef with the replace option to the one with the most recent append option.

Suggested Citation

  • Jun Xu, 2010. "SIGCOEF: Stata module to count statistically significant coefficients across models," Statistical Software Components S457105, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457105
    Note: This module should be installed from within Stata by typing "ssc install sigcoef". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/sigcoef.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sigcoef.sthlp
    File Function: help file
    Download Restriction: no
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