PARMPARSE: Stata module to parse a parameter name variable in a parmest resultsset

parmparse is intended for use in output datasets (or resultssets) created by the programs parmest or parmby. These are part of the parmest package, which can be downloaded from SSC, and which create output datasets (or resultssets), with one observation per estimated parameter of a model fitted to an original dataset. parmparse inputs a string variable containing parameter names, usually named parm in a parmest resultsset, and outputs one or more variables, containing parameter attributes which can be inferred from the parameter name. These attributes include the parameter omit status, the parameter type, a list of the variable names for the factors and other variables whose effects are measured by the parameter, and lists of the corresponding base statuses, factor levels, full operator portions, and time series operator portions. These lists can be delimited by a user-specified delimiter string, allowing the output list variables to be input to the split command for further processing.