# 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)

### 2012

**PROLIST: Stata module to list programs, help files, dialogs***by*Chamara Anuranga

### 2011

**ACTEST: GAUSS module to Apply Asymmetric Causality Tests***by*Abdulnasser Hatemi-J**SCRAPEIDEAS: MATLAB function to extract information from IDEAS***by*Richard Tol**REV: Stata module to reverse value order of variables***by*Daniel Klein**COULIARI: Stata module to implement Corbae-Ouliaris frequency domain filter to time series data***by*Jorge Eduardo Perez Perez**ROBUMETA: Stata module to perform robust variance estimation in meta-regression with dependent effect size estimates***by*Eric C. Hedberg**TXTLABDEF: Stata module to define value labels from ASCII (text) file***by*Daniel Klein**DASH: Stata module to score Disabilities of the Arm, Shoulder and Hand***by*Monica Daigl**ROMAN: Stata module for handling Roman numerals and decimal equivalents***by*Nicholas J. Cox**STSURVDIFF: Stata module to compute difference in Kaplan-Meier survival curves***by*Patrick Royston**FRACDYDX: Stata module to evaluate derivatives of fractional polynomials***by*Patrick Royston**STSURVIMPUTE: Stata module for flexible imputation of censored survival data***by*Patrick Royston**RUNNING: Stata module for symmetric nearest neighbour smoothing***by*Peter Sasieni & Patrick Royston & Nicholas J. Cox**STCSTAT2: Stata module to compute Harrell's c-index for flexible parametric models***by*Patrick Royston**STR2D: Stata module to compute explained variation for survival models***by*Patrick Royston**XRIML: Stata module for estimation of reference intervals ('normal ranges') by maximum likelihood***by*Patrick Royston**USELAB: Stata module to list value labels and variables using them***by*Daniel Klein**GENICV: Stata module to generate interaction between continuous (or dummy) variables***by*Daniel Klein**TRUERND: Stata module to generate true random numbers***by*Sergiy Radyakin**DEVNPLOT: Stata module for deviation plots***by*Nicholas J. Cox**WBOPENDATA: Stata module to access World Bank databases***by*Joao Pedro Azevedo**COHEND: Stata module to compute Cohen's d***by*David Tannenbaum**WEATHR: Stata module to display US weather conditions***by*Neal Caren**XTCD: Stata module to investigate Variable/Residual Cross-Section Dependence***by*Markus Eberhardt**XTMG: Stata module to estimate panel time series models with heterogeneous slopes***by*Markus Eberhardt**MULTIPURT: Stata module to run 1st and 2nd generation panel unit root tests for multiple variables and lags***by*Markus Eberhardt**CALIBRATE: Stata module to calibrate survey datasets to population totals***by*John D'Souza**CALIBEST: Stata module to estimate proportions and means after survey data have been calibrated to population totals***by*John D'Souza**FVPREVAR: Stata module to extend fvrevar generating permanent result variables***by*Roger Newson**_GAPPORT: Stata module to calculates seats in party-list proportional representation***by*Ulrich Kohler**OGLM9: Stata module to estimate Ordinal Generalized Linear Models***by*Richard Williams**SPPACK: Stata module for cross-section spatial-autoregressive models***by*David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski**DATACHECK: Stata module to perform data checks and produce informative output***by*Krishnan Bhaskaran**BETAPRIOR: Stata module to calculate the parameters of a Beta distribution given the mean and variance***by*Adrian Mander**STATPLOT: Stata module for plots of summary statistics, including by category***by*Eric Booth & Nicholas J. Cox**WEEKLYCLAIMS: Stata module to Get Weekly Initial Jobless Claims from the US Dept. of Labor***by*Nikos Askitas**EQUATION: Stata module to Output The Equation of a Regression***by*Liu Wei**OERATIO: Stata module to calculate ratio of observed to expected outcomes***by*Brent McSharry**CHM: Stata module to copy hard missings***by*Daniel Klein**MI_MVNCAT: Stata module to assign "final" values to (mvn) imputed categorical variables***by*Daniel Klein**MIVIF: Stata module to calculate variance inflation factors after mi estimate regress***by*Daniel Klein**GRCOMPARE: Stata module to make group comparisons in binary regression models***by*Jun Xu**HMAP: Stata module to graph a heatmap***by*Austin Nichols**M_STATS: Stata module to implement interpoint distance distribution analysis***by*Pietro Tebaldi**LINEQUATE: Stata module to calculate linear equating constants using the Tucker and Levine Methods***by*Leah McGuire**MISUM: Stata module to calculate summary statistics in MI dataset***by*Daniel Klein**RDPOWER: Stata module to perform power calculations for random designs***by*Eric C. Hedberg**MOSS: Stata module to find multiple occurrences of substrings***by*Robert Picard & Nicholas J. Cox**USD: Stata module to get US dollar exchange rates from the Federal Reserve***by*Nikos Askitas**LABMATCH: Stata module to find observations by label values***by*Austin Nichols**MEQUATE: Stata module to calculate equating constants using the Mean/Mean and Mean/Sigma methods***by*Leah McGuire**COMBINE: Stata module to combine n, mean, and SD from two groups according to the Cochrane-recommended formula for meta-analyses***by*Philip M Jones**SEGREGATION: Stata module to compute segregation indices***by*Carlos Gradin**DYADS: Stata module to transform observations into dyads***by*John-Paul Ferguson**QUICKICC: Stata module to compute intraclass correlation and standard error calculation after xtmixed***by*Eric C. Hedberg**SAVE9: Stata module to save dataset in Stata 9 format***by*Marco G. Ercolani**STOCKCAPIT: Stata module to calculate physical capital stock by the perpetual-inventory method***by*Diallo Ibrahima Amadou**WRITEINPUT: Stata module to write dataset in memory to new do-file as an input command***by*Eric Booth**OBSDIFF: Stata module to identify differences in values across observations for a variable***by*Eric Booth**NUM2WORDS: Stata module to convert numbers to text***by*Eric Booth**FILTERTRACE: Stata module to trace filter or contingency questions***by*Daniel Klein**LABELLIST: Stata module to list value labels***by*Daniel Klein**CLUSTPOP: Stata module to estimate population cluster group assignments***by*Paul Millar**RALPHA: Stata module to generate pseudo-random characters or words***by*Eric Booth**MAC_UNAB: Stata module to unabbreviate Global Macro Lists***by*Eric Booth**ZSCORE06: Stata module to calculate anthropometric z-scores using the 2006 WHO child growth standards***by*Jef Leroy**USEPACKAGE: Stata module to find and install a list of user-written packages needed to run a do-file***by*Eric Booth**LABVALCH3: Stata module to change value labels***by*Daniel Klein**FAVPLOTS: Stata module for formatted added-variable plot(s)***by*Nicholas J. Cox**QOG: Stata module to access the most recent release of the "Quality of Government" data***by*Christoph Thewes**LABVALPOOL: Stata module to change value labels***by*Daniel Klein**SCHEME_TUFTE: Stata module to provide a Tufte-inspired graphics scheme***by*Ulrich Atz**AAPLOT: Stata module for scatter plot with linear and/or quadratic fit, automatically annotated***by*Nicholas J. Cox**AGRM: Stata module to calculate van der Eijk's measure of agreement "A"***by*Alejandro Ecker**SBBQ: Stata module to implement the Harding and Pagan (2002) business cycle dating algorithm***by*Philippe Bracke**NLCORR: Stata module to compute correlation metric for cross-sample comparisons using non-linear probability models***by*Ulrich Kohler & Kristian Bernt Karlson**PTVTOOLS: Stata module contining various tools for PTV analysis***by*Lorenzo De Sio & Mark Franklin**FMMLC: Stata module for postestimation with finite mixture models***by*Joerg Luedicke**AFFILIATIONEXPOSURE: Stata module to compute an affiliation exposure model using two-mode actor(row)-by-event(column) network data***by*Kayo Fujimoto**XGLM: Stata module to extend glm***by*Roger Newson**MEDIATION: Stata module for causal mediation analysis and sensitivity analysis***by*Raymond Hicks & Dustin Tingley**NEOCLASSICAL: Stata module to estimate neoclassical education transitions model***by*Samuel R. Lucas**HLPEDIT: Stata module to edit help file in do-file editor***by*Daniel Klein**XTMIXED_CORR: Stata module to compute model-implied intracluster correlations after xtmixed***by*Roberto G. Gutierrez**SINGLEB: Stata module to compute Contingent Valuation using Single-Bounded Dichotomous Choice***by*Alejandro Lopez-Feldman**STPM2CM: Stata module for estimation of crude mortality after fitting stpm2 relative survival model***by*Paul Lambert**CFOUT: Stata module to compare two datasets, saving a list of differences***by*Ryan Knight & Matthew White**MERGEALL: Stata module to merge multiple files***by*Ryan Knight**CFBY: Stata module to compare datasets and produce discrepancy rates***by*Ryan Knight**GSUM: Stata module to calculate summary statistics for grouped data***by*Eric C. Hedberg**BRONCH: Stata module to describe bronchiolitis severity***by*Carl Mitchell & Paul Walsh**LABVALCL: Stata module to clear value labels of null strings***by*Daniel Klein**RENFILES: Stata module providing a convenient way to change filenames for (a matched subset of) files in a directory of choice (and, if wanted, also recursively in a matched subset of offspring-directories)***by*Lars Angquist**TGMIXED: Stata module to perform Theil-Goldberger mixed estimation of regression equation***by*Christopher F Baum**NYTIMES: Stata module to display top news stories from the New York Times***by*Neal Caren**PROBITMISS: Stata module for Efficient Probit Estimation with Partially missing Covariates***by*Donal O'Neill**SELDUM: Stata module to transform indicator variables coefficients in semilog model***by*Jean Ries**PARMPARSE: Stata module to parse a parameter name variable in a parmest resultsset***by*Roger Newson**SREWEIGHT: Stata module for survey reweighting***by*Daniele Pacifico**LCLOGIT: Stata module to fit latent class conditional logit models via EM algorithm***by*Daniele Pacifico & Hong il Yoo**LABMV: Stata module to change numeric values to extended missing values preserving value labels***by*Daniel Klein**MOMENTS2: Stata module to compute skewness and kurtosis measures***by*Dirk Enzmann**EXTFUNNEL: Stata module to produce graphical augmentations to the funnel plot to indicate the potential impact of a new study on an existing meta-analysis***by*Michael J. Crowther**SURVSIM: Stata module to simulate complex survival data***by*Michael J. Crowther**MDESC: Stata module to tabulate prevalence of missing values***by*Rose Anne Medeiros & Dan Blanchette**LMNJB: Stata module to compute Lagrange Multiplier LM Jarque-Bera Normality Test***by*Emad Abd Elmessih Shehata**LABUTIL2: Stata module to manage value and variable labels***by*Daniel Klein**CUENTACOT: Stata module for Contributions Counting***by*George Vega Yon**R2REG3: Stata module to compute System R2, Adj. R2, F-Test, and Chi2-Test after reg3 or sureg***by*Emad Abd Elmessih Shehata**TOBITHETM: Stata module to estimate Tobit Multiplicative Heteroscedasticity Regression***by*Emad Abd Elmessih Shehata**LOGITHETM: Stata module to estimate Logit Multiplicative Heteroscedasticity Regression***by*Emad Abd Elmessih Shehata**SPWEIGHTCS: Stata module to compute Cross Section Spatial Weight Matrix***by*Emad Abd Elmessih Shehata**EBALANCE: Stata module to perform Entropy reweighting to create balanced samples***by*Jens Hainmueller & Yiqing Xu**GHANSEN: Stata module to perform Gregory-Hansen test for cointegration with regime shifts***by*Jorge Eduardo Perez Perez**GNPOISSON: Stata module to estimate generalized Poisson regression***by*Joseph Hilbe**CALLSADO: Stata module to find (user-written) ado-files called by (a)do-file***by*Daniel Klein**SPWEIGHTXT: Stata module to compute Panel Spatial Weight Matrix***by*Emad Abd Elmessih Shehata**XTPATTERNVAR: Stata module to generate string variable describing panel patterns***by*Nicholas J. Cox**WRITEKML: Stata module to write Keyhole Markup Language file***by*Gabi Huiber**RESET: Stata module to calculate specification tests in regression analysis***by*Emad Abd Elmessih Shehata**SYNTH: Stata module to implement Synthetic Control Methods for Comparative Case Studies***by*Alberto Abadie & Alexis Diamond & Jens Hainmueller**RUNMLWIN: Stata module to run the MLwiN multilevel modelling software from within Stata***by*George Leckie & Chris Charlton**ISA: Stata module to perform Imbens' (2003) sensitivity analysis***by*Masataka Harada**LONGSHAPE: Stata module to reshape long (limited alternative version)***by*Nicholas J. Cox**SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit)***by*Emad Abd Elmessih Shehata**STMIX: Stata module to fit two-component parametric mixture survival models***by*Michael J. Crowther & Paul Lambert**DEVR2: Stata module to compute Cameron and Windmeijer's deviance based R-squared measure***by*Sam Brilleman**CBARPLOT: Stata module for centred bar plots of absolute or relative frequencies***by*Nicholas J. Cox**STJM11: Stata module to fit shared parameter joint models of longitudinal and survival data***by*Michael J. Crowther**STJMGRAPH: Stata module to create a joint longitudinal and survival graph***by*Michael J. Crowther**PROBCALC: Stata module to calculate probabilities for Binomial, Poisson, and Normal Distributions***by*Leif E. Peterson**LMAREG3: Stata module to compute Overall System Autocorrelation Tests after 3SLS and SURE***by*Emad Abd Elmessih Shehata**LMADURH: Stata module to compute Durbin h, Harvey LM, Wald LM Autocorrelation Tests***by*Emad Abd Elmessih Shehata**RIDGEREG: Stata module to compute Ridge Regression Models***by*Emad Abd Elmessih Shehata**SPCS2XT: Stata module to Convert Cross Section to Panel Spatial Weight Matrix***by*Emad Abd Elmessih Shehata**LMNGR: Stata module to compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test for Residuals after OLS Regression***by*Emad Abd Elmessih Shehata**DES2: Stata module to describe current dataset with clickable output***by*Daniel Klein**CSVCONVERT: Stata module to append multiple csv files***by*Alberto A. Gaggero**USE10SAVE9: Stata module to save matched Stata 10/11 files, from within Stata 9+, in Stata 9 format - either as new files in an automatically created directory or through replacing previous Stata 10/11 files***by*Lars Angquist**IPFWEIGHT: Stata module to create adjustment weights for surveys***by*Michael Bergmann**PUNAFCC: Stata module to compute population attributable fractions for case-control and survival studies***by*Roger Newson**LMAVON: Stata module to compute Von Neumann Ratio Autocorrelation Test***by*Emad Abd Elmessih Shehata**LMADW: Stata module to compute Durbin-Watson Autocorrelation Test***by*Emad Abd Elmessih Shehata**LMABP: Stata module to compute Box-Pierce Autocorrelation LM Test at Higher Order AR(p)***by*Emad Abd Elmessih Shehata**DIAGREG: Stata module to compute Model Selection Diagnostic Criteria***by*Emad Abd Elmessih Shehata**SPWEIGHT: Stata module to compute Cross Section Spatial Weight Matrix***by*Emad Abd Elmessih Shehata**APCH: Stata module for estimating age-period-cohort and hysteresis effects***by*Louis Chauvel**REGPAR: Stata module to compute population attributable risks from binary regression models***by*Roger Newson**LMALB: Stata module to compute Ljung-Box Autocorrelation LM Test at Higher Order AR(p)***by*Emad Abd Elmessih Shehata**XTIDT: Stata module to compute Identification Variables in Panel Data***by*Emad Abd Elmessih Shehata**MARGDISTFIT: Stata module to check the distributional assumptions underlying a parametric regression model***by*Maarten L. Buis**MARGPREV: Stata module to compute marginal prevalences from binary regression models***by*Roger Newson**STPM2CIF: Stata module to estimate cumulative incidence function after running stpm2***by*Sally R. Hinchliffe & Paul Lambert**MARGLMEAN: Stata module to compute marginal log means from regression models***by*Roger Newson**PVENN: Stata module to create proportional Venn diagram***by*Wenfeng Gong & Jan Ostermann**QREG2: Stata module to perform quantile regression with robust and clustered standard errors***by*J.A.F. Machado & P.M.D.C Parente & J.M.C. Santos Silva**MSS: Stata module to perform heteroskedasticity test for quantile and OLS regressions***by*J.A.F. Machado & J.M.C. Santos Silva**TABMULT: Stata module to produce multiple two-way tabulations***by*Minh Nguyen**CCMATCH: Stata module to match cases and controls using specified variables***by*Daniel E. Cook**IGENCOX: Stata module to fit generalized Cox models***by*Rafal Raciborski**STAT2DATA: Stata module to generate a Dataset of Descriptive Statistics Calculated for a List of Variables***by*P. Wilner Jeanty**UMETA: Stata module for u-statistic-based univariate and multivariate random-effects meta-analysis***by*Ben Dwamena**MARGINTEGRATE: Stata module to estimate non-parametric smooth functions for generalized additive models***by*Christian Gregory**SMWOODBURY: Stata module to compute Sherman-Morrison-Woodbury rank-k update to matrix inverse***by*Sam Schulhofer-Wohl**FITSTAT_ERS: Stata module to compute goodness of fit statistics for Rasch model***by*Christian Gregory**SPMSTAR: Stata module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression Models***by*Emad Abd Elmessih Shehata**LMNREG3: Stata module to compute Overall System Non Normality Tests after (3SLS-SURE) Regressions***by*Emad Abd Elmessih Shehata**LMHREG3: Stata module to compute Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions***by*Emad Abd Elmessih Shehata**LMNGRY: Stata module to compute Geary Non Normality Lagrange Multiplier Runs Test***by*Emad Abd Elmessih Shehata**CHOWREG: Stata module to compute Structural Change Regressions and Chow Test***by*Emad Abd Elmessih Shehata**DIAGREG2: Stata module to compute 2SLS-IV ModeL Selection Diagnostic Criteria***by*Emad Abd Elmessih Shehata**GHXT: Stata module to compute Panel Groupwise Heteroscedasticity Tests***by*Emad Abd Elmessih Shehata**GS2SLSXT: Stata module to estimate Generalized Spatial Panel Autoregressive Two-Stage Least Squares Regression***by*Emad Abd Elmessih Shehata**GS3SLS: Stata module to estimate Generalized Spatial Three Stage Least Squares (3SLS)***by*Emad Abd Elmessih Shehata**RUNMIXREGLS: Stata module to run the MIXREGLS software from within Stata***by*George Leckie

### 2010

**IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)***by*Christopher F Baum & Mark E Schaffer & Steven Stillman**STANDARD_DEVIATIONAL_ELLIPSE: SAS Routine to calculate GIS statistics for the weighted standard deviational ellipse***by*Roger L. Goodwin**REMST: MATLAB function to remove trend and seasonal component using the moving average method***by*Rafal Weron**DESEASONALIZE: MATLAB function to remove short and long term seasonal components***by*Rafal Weron**STABLERND: MATLAB function to generate random numbers from the stable distribution***by*Rafal Weron**STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT***by*Rafal Weron**LRAPP: GAUSS module to calculate multivariate IC with the LR test used in conflict to determine the optimal lag order in a VAR model***by*Scott Hacker & Abdulnasser Hatemi-J**MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model***by*Scott Hacker & Abdulnasser Hatemi-J**HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order***by*Scott Hacker & Abdulnasser Hatemi-J**STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis***by*Szymon Borak & Rafal Weron**STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch***by*Szymon Borak & Rafal Weron**STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams***by*Szymon Borak & Rafal Weron**MRJD_MLE: MATLAB function to estimate parameters of a Mean-Reverting Jump-Diffusion (MRJD) process using maximum likelihood***by*Rafal Weron**MRJD_PRED: MATLAB function to make a one-step ahead prediction of a Mean-Reverting Jump-Diffusion (MRJD) process***by*Rafal Weron**MRJD_SIM: MATLAB function to simulate trajectories of a Mean-Reverting Jump-Diffusion (MRJD) process***by*Rafal Weron**GAUSSGIBBS: GAUSS modules to estimate common models with Gibbs sampling***by*Kelvin Balcombe**GARMANKOHLHAGEN: MATLAB function to evaluate European FX option prices in the Garman and Kohlhagen (1983) model***by*Agnieszka Janek & Rafal Weron**HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999)***by*Agnieszka Janek & Rafal Weron**HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model***by*Agnieszka Janek & Rafal Weron**HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile***by*Agnieszka Janek & Rafal Weron**HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002)***by*Agnieszka Janek & Rafal Weron**HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model***by*Agnieszka Janek & Rafal Weron**PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model***by*Agnieszka Janek & Rafal Weron**SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)***by*Rafal Weron**SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model***by*Agnieszka Janek & Rafal Weron