# 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)

### 2011

**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**GCONC: Stata module to compute generalized measures of concentration***by*Stanislav Kolenikov & Zurab Sajaia**MKEST: Stata module to convert variables to estimates matrix***by*Roy Wada**SIGCOEF: Stata module to count statistically significant coefficients across models***by*Jun Xu**RASCHPOWER: Stata module to estimate power of the Wald test in order to compare the means of the latent trait in two groups of individuals***by*Jean-Benoit Hardouin & Myriam Blanchin**PARTTAU: Stata module to calculate Kendall's partial tau and confidence interval***by*James Fiedler & Alan H. Feiveson**KEEPVAR: Stata module to keep a list of variables in the order of their appearance in the list***by*P. Wilner Jeanty**HLP2WINPDF: Stata module to convert Stata's help files into pdf in Windows environment***by*P. Wilner Jeanty**NEARSTAT: Stata module to calculate distance-based variables and export distance matrix to text file***by*P. Wilner Jeanty**SPWMATRIX: Stata module to generate, import, and export spatial weights***by*P. Wilner Jeanty**SPLAGVAR: Stata module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics***by*P. Wilner Jeanty**ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models***by*P. Wilner Jeanty**ROBREG: Stata module providing robust regression estimators***by*Ben Jann**MEAN2: Stata module to make a table of estimate means with subpopulation differences***by*Roy Wada**SHUFFLEVAR: Stata module to shuffle variables relative to the rest of the dataset***by*Gabriel Rossman**CONFA: Stata module to perform confirmatory factor analysis modeling***by*Stanislav Kolenikov**FTREE: Stata module to save directory information in text file (Windows only)***by*Liu Wei**FREN: Stata module to batch rename files (Windows only)***by*Liu Wei**FDTA: Stata module to change contents of string variables***by*Liu Wei**FREPLACE: Stata module to batch convert ASCII text or binary patterns in files***by*Liu Wei**FTRANS: Stata module to batch convert file formats***by*Liu Wei**ELIFE: Stata module to model annual increments of life expectancy***by*Liu Wei**SIXPLOT: Stata module to display six diagnostic and descriptive graphs for a single variable***by*Peter Lachenbruch**TURNBULL: Stata module to estimate the Turnbull empirical distribution estimator of willingness to pay***by*Joao Pedro Azevedo**SPIKE: Stata module to allow for a zero willingness to pay***by*Joao Pedro Azevedo**CEM: Stata module to perform Coarsened Exact Matching***by*Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro**STPM2: Stata module to estimate flexible parametric survival models***by*Paul Lambert**CNS: Stata module to compute Consensus Measure for Ordinal Scales***by*Matthew Openshaw**SMGFIT: Stata module to fit a Singh-Maddala distribution to grouped data via ML***by*Austin Nichols**GBGFIT: Stata module to fit a Generalized Beta (Type 2) distribution to grouped data via ML***by*Austin Nichols**DAGFIT: Stata module to fit a Generalized Beta (Type 2) distribution to grouped data via ML***by*Austin Nichols**SPWMATFILL: Stata module to assign first nearest neighbors to observations with no contiguous neighbors***by*P. Wilner Jeanty**SPMLREG: Stata module to estimate the spatial lag, the spatial error, the spatial durbin, and the general spatial models by maximum likelihood***by*P. Wilner Jeanty**CURVEFIT: Stata module to produces curve estimation regression statistics and related plots between two variables for alternative curve estimation regression models***by*Liu Wei**ZMAP: Stata module for binned scatter maps***by*Nicholas J. Cox**MKPROFILE: Stata module to create or edit your 'profile.do'***by*Dan Blanchette**RTNORM: Stata Mata module to produce truncated normal pseudorandom variates***by*Federico Belotti & Giuseppe Ilardi**RUNNINGPROD: Stata Mata module to obtain the running product of a vector***by*Federico Belotti & Silvio Daidone**FINDNAME: Stata module to list variables matching name patterns or other properties***by*Nicholas J. Cox**NETPLOT: Stata module to provide social network visualization***by*Rense Corten**EBROWSE: Stata module to to display variables in the Data Editor, ordered by varlist***by*Markus H. Hahn**REGDIS: Stata module to control variables and decimals in regression displays***by*Roy Wada**GROUP_ID: Stata module to group identifiers when values for specified variables match***by*Robert Picard**GEONEAR: Stata module to find nearest neighbors using geodetic distances***by*Robert Picard**GEODIST: Stata module to compute geodetic distances***by*Robert Picard**TEXIFY: Stata module to compile a LaTeX document***by*Roy Wada**PAJEK2STATA: Stata module to import network data in Pajek's .net format***by*Rense Corten**SSI: Stata module to estimate sample size for randomized controlled trials***by*Philip M Jones**STRGROUP: Stata module to match strings based on their Levenshtein edit distance***by*Julian Reif**EPIWEEK: Stata module to create epidemiological week and equivalent epidemiological year***by*Tim Chu**VLGEN: Stata module to generate variables and descriptive labels based on how the variables were generated***by*James Fiedler**REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)***by*Christian Pfarr & Andreas Schmid & Udo Schneider**RUNMPLUS: Stata module to run Mplus from Stata***by*Rich Jones**ZOIB: Stata module to fit a zero-one inflated beta distribution by maximum likelihood***by*Maarten L. Buis**NOPOMATCH: Stata module to implement Nopo's decomposition***by*Atal, Juan Pablo & Hoyos, Alejandro & Nopo, Hugo**SUMMOUT: Stata module to produce comparative table of summary statistics***by*Andres L Gonzalez Rangel**REFFECT: Stata module to compute Pearson's r Effect Size Computation for Analysis of Variance (ANOVA)***by*Michael W Gruszczynski**REGANAT: Stata module to perform graphical inspection of linear multivariate models based on regression anatomy***by*Valerio Filoso**GMMCOVEARN: Stata module to compute GMM estimates of the Covariance Structure of Earnings***by*Aedin Doris & Donal O'Neill & Olive Sweetman**CMOGRAM: Stata module to plot histogram-style conditional mean or median graphs***by*Christopher Robert**BCTOBIT: Stata module to produce a test of the tobit specification***by*David Vncent**DEP4ASM: Stata module to create [in]dependent variable for alternative-specific models***by*Daniel Klein**LABMM: Stata module to modify multiple value labels simultaneously***by*Daniel Klein**LABREC: Stata module to recode variables according to value label***by*Daniel Klein**DOUBLEB: Stata module to compute Contingent Valuation using Double-Bounded Dichotomous Choice***by*Alejandro Lopez-Feldman**LSTRFUN: Stata module to modify long local macros***by*Dan Blanchette**FRONTIER_TECI: Stata module to generate technical efficiency confidence intervals***by*Scott Merryman**SIMSUM: Stata module to perform analyses of simulation studies including Monte Carlo error***by*Ian White**CM2IN: Stata module to provide conversion between inch/cm and others***by*Ulrich Kohler**CHUNKY8: Stata module to chunk a large text file into smaller parts (version 8)***by*David Elliott**XTDOLSHM: Stata module to perform panel data cointegration***by*Diallo Ibrahima Amadou**TODUMMY: Stata module to create dummy variables***by*Daniel Klein**OBSOFINT: Stata module to display observations of interest***by*Maarten L. Buis & Ronnie Babigumira**PARTPRED: Stata module to generate partial predictions***by*Paul Lambert**STRREC: Stata module to recode string variables according to rules***by*Daniel Klein**FPREF: Stata module to add prefix or suffix to filenames***by*Arnelyn Abdon**PARMHET: Stata module to produce heterogeneity tests in parmest resultssets***by*Roger Newson**MLOGITROC: Stata module to calculate multiclass ROC Curves and AUC from Multinomial Logistic Regression***by*Leif E. Peterson**SDLIM: Stata module to rescale variables measured with a limited rating scale***by*Ulrich Kohler**FRCOUNT: Stata module to estimate fractional response model under the presence of count endogeneity and unobservable heterogeneity***by*Hoa Bao Nguyen & Minh Cong Nguyen**SETRNGSEED: Stata module to to set random-number seed using truly random integer from random.org***by*Antoine Terracol & William Gould**CENTPOW: Stata module to calculate centrality and power indices for each node in a network***by*Z. P. Neal**QUADAS: Stata module to provide graphical depiction of quality assessment in diagnostic accuracy reviews***by*Ben Dwamena**ORDVAR: Stata module to calculate measures of ordinal consensus and dispersion***by*Mike Lacy**R2O: Stata module to calculate an ordinal explained variation statistic***by*Mike Lacy**EMH: Stata module to compute extended Mantel-Haenszel statistics***by*Joseph Coveney**HOI: Stata module to compute Human Opportunity Index***by*Joao Pedro Azevedo & Samuel Franco & Eliana Rubiano & Alejandro Hoyos**PNG2RTF: Stata module to include PNG graphics in RTF documents***by*Austin Nichols**PUNAF: Stata module to compute population attributable fractions for cohort studies***by*Roger Newson**FSX: Stata module to show names of files in compact form (Unix-friendly defaults)***by*Gabriel Rossman & Nicholas J. Cox**DECI: Stata module to perform Variable Base conversion***by*Liu Wei**AVG_EFFECT: Stata module to calculate mean (standardized) effect size across multiple outcomes***by*Christopher Robert**SCSOMERSD: Stata module to compute rank statistics for scenario comparisons***by*Roger Newson**LOOKFOR_VAL: Stata module to search the current dataset for values that match a specified pattern***by*Daniel Klein**SCENREG: Stata module for estimating effects in models for binary variables given a scenario concerning unobserved variables***by*Maarten L. Buis**_GVRELDIF: Stata module to compute relative difference between successive observations***by*Stanislav Kolenikov**SKPROBIT: Stata module to perform Lagrange Multiplier Test for Normality for Probit model***by*Diallo Ibrahima Amadou**TEXTPAD: Stata module to call TextPad to edit a file***by*Roger Newson**LABVARS: Stata module to attach a list of labels to varlist***by*Daniel Klein**GFORMULA: Stata module to implement the g-computation formula for estimating causal effects in the presence of time-varying confounding or mediation***by*Rhian Daniel**MTAD: Stata module to perform Multinomial Test of Agglomeration and Dispersion***by*Timothy Simcoe**GDSUM: Stata module to summarize grouped data***by*Daniel Klein**LABCENSWDI: Stata module to automatically manage datasets obtained from US Census 2000 and World Development Indicators databases***by*P. Wilner Jeanty**SPSEUDOR2: Stata module to calculate goodness-of-fit measures in spatial autoregressive models***by*P. Wilner Jeanty**HLP2HTML: Stata module to translate a list of Stata help files to HTML***by*P. Wilner Jeanty**EGRANGER: Stata module to perform Engle-Granger cointegration tests and 2-step ECM estimation***by*Mark E Schaffer**LBPOWER: Stata module to calculate approximate power (or sample size) for longitudinal studies with binary response and two equally sized treatment groups***by*Amado David Quezada Sanchez**SF36V2: Stata module to score Short-Form 36 version 2***by*Monica Daigl**XREWIDE: Stata module to extend reshape wide command***by*Roger Newson**MOG: Stata module to produce one way or two way tables of means (or totals)***by*Matt Hurst**KHB: Stata module to decompose total effects into direct and indirect via KHB-method***by*Ulrich Kohler & Kristian Karlson**ROMANTOARABIC: Stata module for converting roman numerals to arabic numbers***by*Nicholas J. Cox**JOINVARS: Stata module to join values of variables***by*Daniel Klein

### 2009

**LYAPROSEN: MATLAB function to calculate Lyapunov exponent***by*Shapour Mohammadi**SSAVGDENOIS: MATLAB function to denoise a time series***by*Shapour Mohammadi**QUANTILEREG: MATLAB function to estimate quantile regression***by*Shapour Mohammadi**LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion***by*Shapour Mohammadi**KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function***by*Shapour Mohammadi**FRACTALDIM: MATLAB function to compute fractal dimension***by*Shapour Mohammadi**FORCASCOMB: MATLAB function to combine forecasts of various models***by*Shapour Mohammadi**FIXDPOINTKER: MATLAB function to find fixed points of time series***by*Shapour Mohammadi