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PARMHET: Stata module to produce heterogeneity tests in parmest resultssets

Author

Listed:
  • Roger Newson

    (King's College London)

Programming Language

Stata

Abstract

parmhet and parmiv are designed for use with parmest resultssets, which have one observation per estimated parameter and data on parameter estimates. parmhet inputs variables containing parameter estimates, standard errors and (optionally) degrees of freedom, and outputs an output dataset (or resultsset) with one observation, or one observation per by-group, and data on heterogeneity test statistics on the input parameters in the dataset or by-group. The output dataset can be listed to the Stata log, saved to a disk file, or written to memory, overwriting the existing dataset. Optionally, parmhet may also add variables to the existing dataset, containing inverse-variance weights and/or semi-weights and/or semi-weight-based standard errors. These additional variables may then be input to the metaparm module of the parmest package, to produce summary meta-analysed parameter estimates, using the fixed-effect method or the DerSimonian-Laird randomly-variable-effect method. parmiv is a routine intended for use by programmers, and inputs variables containing estimates, standard errors and (optionally) degrees of freedom, and outputs additional variables in the existing dataset, containing inverse-variance weights and/or semi-weights and/or semi-weight-based standard errors and/or heterogeneity test statistics for the dataset or by-group.

Suggested Citation

  • Roger Newson, 2010. "PARMHET: Stata module to produce heterogeneity tests in parmest resultssets," Statistical Software Components S4571780, Boston College Department of Economics, revised 14 Mar 2013.
    • Handle: RePEc:boc:bocode:s457180
    Note: This module should be installed from within Stata by typing "ssc install parmhet". 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

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    File URL: http://fmwww.bc.edu/repec/bocode/p/parmhet.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmhet.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmiv.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmiv.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmhet_basic_opts.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmhet_hettest_opts.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmhet_resultsset.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmhet_resultsset_opts.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/parmhet_example1.dta
    File Function: sample data file
    Download Restriction: no
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