# Boston College Department of Economics

# Statistical Software Components

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

Phone: 617-552-3670

Fax: +1-617-552-2308

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

Email:

More information through EDIRC

Phone: 617-552-3670

Fax: +1-617-552-2308

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

Email:

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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- By downloads (last 12 months)

### 1999

**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**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**TPRED: Stata module to generate predictions from Tobit model***by*William Gould**CONTRAST: Stata module to calculate contrasts between factor levels***by*Patrick Royston**CID: Stata module to calculate confidence intervals for means or differences***by*Patrick Royston**RGLM: Stata module to estimate robust generalized linear models***by*Roger Newson**DTOBIT2: Stata module to estimate a tobit model with marginal effects at observed censoring rate***by*Vince Wiggins**LJS: Stata module to left-justify string variables for printing***by*Nicholas J. Cox**EWMA: Stata module to calculate exponentially weighted moving average***by*Nicholas J. Cox**BARPLOT: Stata module to plot varlist against xvar***by*Nicholas J. Cox**GENFREQ: Stata module to produce a frequency distribution for a variable***by*Nicholas J. Cox**HBAR: Stata module to generate horizontal bar charts***by*Nicholas J. Cox**HPLOT: Stata module to generate horizontal plots***by*Nicholas J. Cox**FODSTR: Stata modules to handle fractional day calculations***by*William Gould**CATDEV: Stata modules for interpretation of categorical dependent variable models***by*J. Scott Long**RMANOVA: Stata module to estimate repeated measures ANOVA***by*George M. Hoffman**RANOVA: Stata module to estimate single factor repeated measures ANOVA***by*Joseph Hilbe**SEQ: Stata module to generate sequences of integers***by*Nicholas J. Cox**INTTERMS: Stata module to enumerate all indicators for all intersections of two categorical variables***by*Vince Wiggins**LMOMENTS: Stata module to generate L-moments and derived statistics***by*Nicholas J. Cox**REGRESBY: Stata module to generate regression residuals by byvarlist***by*Nicholas J. Cox**REGLIKE: Stata module to calculate log-likelihood function value from regress***by*Bill Sribney**PWEIBULL: Stata module to generate probability plot for data vs fitted Weibull distribution***by*Nicholas J. Cox**WBULL: Stata module to fit Weibull distribution by maximum likelihood***by*Nicholas J. Cox**QWEIBULL: Stata module to generate quantile-quantile plot for data vs fitted Weibull distribution***by*Nicholas J. Cox**REGPRED: Stata module to calculate linear regression predictions***by*Joanne M. Garrett**LOGPRED: Stata module to calculate logistic regression probabilities***by*Joanne M. Garrett**ADJMEAN: Stata module to calculate variables' means adjusted for covariates***by*Joanne M. Garrett**ADJPROP: Stata module to calculate adjusted probabilities from logistic regression estimates***by*Joanne M. Garrett**SPELL: Stata module for identification of spells or runs of similar values***by*Nicholas J. Cox & Richard Goldstein**SWITCHR: Stata module to estimate switching regression models***by*Fred Zimmerman**TRNBIN0: Stata module to estimate zero-truncated negative binomial regression***by*Joseph Hilbe**MVSAMP1I: Stata module to determine sample size and power for multivariate regression***by*David E. Moore**MVSAMPSI: Stata module to determine sample size and power for multivariate regression***by*David E. Moore**TPVAR: Stata module to generate turning-point variable for graphics labelling***by*Nicholas J. Cox**MVTEST: Stata module to perform multivariate F tests***by*David E. Moore**ADDTEX: Stata module to display text on a graph***by*Guy D. van Melle**PWCORRW: Stata module to print wide correlation matrix with significance indicators***by*Nicholas J. Cox**VLIST: Stata module to expand variable list in command syntax***by*David E. Moore**ARRAY: Stata package to support arrays of variables***by*David E. Moore**VIOLIN: Stata module to generate violin plots***by*Thomas Steichen**EBA: Stata module to perform extreme bound analysis***by*Gregorio Impavido**MSTDIZE: Stata module to produce marginal standardization of two-way tables***by*Nicholas J. Cox**ORTHOG: Stata module to orthogonalize variables***by*Bill Sribney**STCUMH: Stata module to check proportional hazards assumption***by*Kim Lyngby Mikkelsen**CCWEIGHT: Stata module to generate inverse sampling probability weights***by*Roger Newson**PSBAYES: Stata module to perform pseudo-Bayes smoothing of cell estimates***by*Nicholas J. Cox**OPROBPR: Stata module to display predicted probabilities from ordered probit and logit***by*Nick Winter**CNDNMB3: Stata module to calculate condition number of regressor matrix***by*Michael Blasnik**PBETA: Stata module to generate probability plot for data compared with fitted beta distribution***by*Nicholas J. Cox**QBETA: Stata module to generate quantile-quantile plot for data vs fitted beta distribution***by*Nicholas J. Cox**VMATCH: Stata module to match variables between subjects***by*Guy D. van Melle**KR20: Stata module to calculate Kuder-Richardson coefficient of reliability***by*Herve M. Caci**SBROWNI: Stata module to calculate Spearman-Brown reliability correction for test length***by*Herve M. Caci**CANON: Stata module (corrected) to compute canonical correlations***by*Bill Sribney**STBTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models***by*Patrick Royston & Peter Sasieni**STGTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models (variant)***by*Patrick Royston & Peter Sasieni**ZB_QRM: Stata module to Recoding multiple responses into binary variables***by*Eric Zbinden**CATENATE: Stata module to concatenate variables into string variable***by*Nicholas J. Cox**LPRPLOT: Stata module to produce logistic regression partial residual plots***by*Bill Sribney**NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models***by*Gregorio Impavido**LONGPLOT: Stata module to produce exploratory plot for longitudinal data***by*Zhiqiang Wang & Nicholas J. Cox**PARMEST: Stata module to create new data set with one observation per parameter of most recent model***by*Roger Newson**QQPLOT2: Stata module to produce quantile-quantile plot***by*Nicholas J. Cox**ScoreContributions: Ox function to enable differentiation of vector-valued functions***by*Michael Creel**JB: Stata module to perform Jarque-Bera test for normality on series***by*J. Sky David & Gregorio Impavido**ZIP: Stata module to estimate zero inflated Poisson model on count data***by*Jesper Sorensen**ZINB: Stata module to estimate zero inflated negative binomial model on count data***by*Jesper Sorensen**HETPROB: Stata module to estimate heteroskedastic probit model***by*William Gould**UNIQUE: Stata module to report number of unique values in variable(s)***by*Tony Brady**LONGCH: Stata module to identify how many records satisfy a condition***by*Tony Brady**GWHET: Stata module to perform test for groupwise heteroskedasticity***by*Gregorio Impavido**WILLIAMS: Stata module to estimate logistic regression via Williams procedure***by*Joseph Hilbe**ADJUST: Stata module (corrected) to compute adjusted predictions and probabilities after estimation***by*Kenneth Higbee**BARPLOT2: Stata module to produce bar plot with optional error bars***by*Nicholas J. Cox**GRAND2: Stata module to compute an estimate of the grand mean/intercept and differences***by*Vince Wiggins**HISTPLOT: Stata module to produce histogram for frequency distribution***by*Nicholas J. Cox**XCORPLOT: Stata module to calculate and graph cross-correlation function***by*Nicholas J. Cox & Aurelio Tobias**MLOGPRED: Stata module to produce predicted probabilities after mlogit and svymlog***by*Bill Sribney**NPROC: Stata module to produce nonparametric receiver operating curves***by*Philip Price & Fred Wolfe**DUMMIES: Stata function to create families of dummy variables***by*Nicholas J. Cox**VALLIST: Stata module to list distinct values of a variable***by*Patrick Joly**PEXP: Stata module to produce probability plot for data compared with fitted exponential distribution***by*Nicholas J. Cox**QEXP: Stata module to produce quantile-quantile plot for data vs fitted exponential distribution***by*Nicholas J. Cox**LMS: Stata module to perform least median squares regression fit***by*Michael Blasnik**LEVENE: Stata module to test for equal population variances***by*Herve M. Caci**CENTROID: Stata module to calculate centroids***by*D. H. Judson**MEDOID: Stata module to calculate medoids***by*D. H. Judson