# 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)

### 2010

**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**FNN: MATLAB function to calculate corrected false nearest neighbors***by*Shapour Mohammadi**EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry***by*Shapour Mohammadi**ANNLYAP: MATLAB function to calculate Lyapunov exponents***by*Shapour Mohammadi**CHAOTICMAPS: MATLAB function to generate chaotic 1D and 2D discrete maps***by*Shapour Mohammadi**SPATIALRATS_1: RATS module to estimate a spatial linear regression***by*Eric Blankmeyer**HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments***by*Scott Hacker & Abdulnasser Hatemi-J**CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks***by*Abdulnasser Hatemi-J**ContagT: GAUSS module to implement a pairwise bootstrap test for contagion***by*Scott Hacker & Abdulnasser Hatemi-J**LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria***by*Scott Hacker & Abdulnasser Hatemi-J**MV-ARCH: GAUSS module to implement the multivariate ARCH test***by*Scott Hacker & Abdulnasser Hatemi-J**EOFPLOT: Stata module to plot coefficients or loadings after principal component or factor analysis***by*Nicholas J. Cox**IQUANTILE: Stata module to calculate interpolated quantiles***by*Nicholas J. Cox**MULTENCODE: Stata module to encode multiple string variables into numeric***by*Nicholas J. Cox**CHUNKY: Stata module to chunk a large text file into smaller parts***by*David Elliott**SHEAFCOEF: Stata module to compute sheaf coefficients***by*Maarten L. Buis**XGROUP: Stata module to create a grouping variable with key values in an output dataset***by*Roger Newson**AUTORENAME: Stata module to automatically rename variables***by*Julian Reif**DIPTEST: Stata module to compute dip statistic to test for unimodality***by*Nicholas J. Cox**SPKDE: Stata module to perform kernel estimation of density and intensity functions for two-dimensional spatial point patterns***by*Maurizio Pisati**SPGRID: Stata module to generate two-dimensional grids for spatial data analysis***by*Maurizio Pisati**LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias***by*Christopher F Baum**GREP: Stata module to search within your datasets for keywords***by*Nikos Askitas**SORTOBS: Stata module to sort observations according to a specified order***by*Julian Reif**CFVARS: Stata module to compare variable name lists in two data sets***by*Nicholas J. Cox**CSIPOLATE: Stata module to perform cubic spline interpolation***by*Nicholas J. Cox**SVRET: Stata module to save returned results to your dataset***by*Julian Reif**XTMOD: Stata module to analyze and display interactions based on time-series data***by*Daniel Seifert**TR: Stata module providing prefix command to trace program execution***by*Ben Jann**DSGINIDECO: Stata module to compute decomposition of inequality change into pro-poor growth and mobility components***by*Stephen P. Jenkins & Philippe Van Kerm**SPMON: Stata module to create spatial effect variable for monadic data***by*Eric Neumayer & Thomas Plümper**SPAGG: Stata module to create aggregate source or target contagion spatial effect variable for directed dyadic data***by*Eric Neumayer & Thomas Plümper**SPSPC: Stata module to create specific source or target contagion spatial effect variable for directed dyadic data***by*Eric Neumayer & Thomas Plümper**SPDIR: Stata module to create directed dyad contagion spatial effect variable***by*Eric Neumayer & Thomas Plümper**SPUNDIR: Stata module to create directed dyad contagion spatial effect variable***by*Eric Neumayer & Thomas Plümper**UEVE: Stata module to compute unbiased errors-in-variables estimator and variants from grouped data***by*Aliaksandr Amialchuk**HAIF: Stata module to compute Homoskedastic Adjustment Inflation Factors for model selection***by*Roger Newson**IFWINS: Stata module to subset a dataset by 'if exp' before subsetting by 'in range'***by*Dan Blanchette**XSVMAT: Stata module to convert a matrix to variables in an output dataset***by*Roger Newson**SUM2: Stata module to store summary statistics***by*Roy Wada**SWITCH: Stata module to evaluate a given value against possible cases and their corresponding values***by*Rodrigo Martell**TEXDOC: Stata module to create a LaTeX document including Stata output***by*Ben Jann**DATAOUT: Stata module to export a dataset or tab-delimited file into various formats***by*Roy Wada**ICC23: Stata module that computes models 2 and 3 of the intra-class correlation***by*Paul F. Visintainer & Luis C.Orozco**RCD: Stata module to run commands recursively***by*Nikos Askitas & Dan Blanchette**ADODEV: Stata module to reorder ado-path for developers and other independent-minded users***by*Roger Newson**VARLABDEF: Stata module to define a value label with values corresponding to variables***by*Roger Newson**SASWRAPPER: Stata module to run a SAS program from within Stata***by*Dan Blanchette**ICDPIC: Stata module to provide methods for translating International Classification of Diseases (Ninth Revision) diagnosis codes into standard injury categories and/or scores***by*David E. Clark & Turner M. Osler & David R. Hahn**RCT_MINIM: Stata module to assign treatments to subjects in a controlled trial***by*Philip Ryan**MARK_CHANGES: Stata module to generate a variable indicating where one or more variables changes value***by*David Kantor**LABELUTIL: Stata programs to create multiple value labels***by*Alfonso Miranda**SAMPSI_SCCS: Stata module to calculate the sample size for self controlled case series study designs***by*Philip Ryan**DIRTOOLS: Stata modules to manage files in the working directory***by*Ulrich Kohler & Roy Wada**LOGOUT: Stata module to convert log or ASCII files into various output formats***by*Roy Wada**LISRELINPUT: Stata module to generate input for pasting into LISREL***by*Paul Millar**GRAPHEXPORTPDF: Stata module to produce PDF graphics on non-Windows systems***by*Gabriel Rossman**MATNAMES: Stata module to return matrix row and column names***by*Austin Nichols**FIND: Stata module to find matching strings across files in the current directory***by*Austin Nichols**SOEPUSE: Stata module providing easy SOEP access***by*Ulrich Kohler**PSIDUSE: Stata module providing easy PSID access***by*Ulrich Kohler**TABXML: Stata module to save results in XML format for use in Microsoft Excel and OpenOffice Calc***by*Richard Ryall & Jason Ferris**HODGESL: Stata module to perform Hodges-Lehmann aligned rank test***by*Shenyang Guo**IMBALANCE: Stata module to check covariate imbalance before and after matching***by*Shenyang Guo**LABUP: Stata module to module to order/move variables based on label contents***by*Roy Wada**TABONE: Stata module for exporting single or multiple one-way tabulations into various formats***by*Roy Wada**EPERIOD: Stata module to calculate elapsed time between dates***by*Juan M. Villa**CHEWFILE: Stata module to chew and digest ASCII file down to size***by*Roy Wada**GPREG: Stata module to estimate regressions with two dimensional fixed effects***by*Johannes F. Schmieder**INTGPH: Stata module to interpret interaction effects and present graphically***by*Bennet Zelner & Dan Blanchette**RII: Stata module to perform Repeated-Imputation Inference***by*David T. Robinson & Dan Blanchette**BPMEDIAN: Stata module to compute Bonett-Price confidence intervals for medians and their contrasts***by*Roger Newson**ROCMIC: Stata module to estimate minimally important change (MIC) thresholds for continuous clinical outcome measures using ROC curves***by*Robert Froud**BCII: Stata module to to estimate the number needed to treat (NNT) and confidence intervals for patients improving, or ‘benefiting’ (either improvements gained or deteriorations prevented), in a randomised controlled trial***by*Robert Froud**RMSE: Stata module to calculate raw or adjusted RMSE (Root MSE)***by*Roy Wada**SAMPSI_FLEMING: Stata module to compute exact sample size calculation for single-stage designs***by*Adrian Mander**INVCISE: Stata module to compute standard errors using the inverse confidence interval method***by*Roger Newson**MM_REGRESS: Stata module to compute robust regression estimates***by*Vincenzo Verardi & Christophe Croux**METATREND: Stata module to implement regression methods for detecting trends in cumulative meta-analysis***by*Pantelis Bagos**CHINA_SPATDWM: Stata module to provide spatial distance matrices for Chinese provinces and cities***by*Yihua Yu**FAGAN: Stata module for Fagan's Bayesian nomoigram***by*Ben Dwamena**BAYERHANCK: Stata module to compute test for non-cointegration***by*Christian Bayer & Christoph Hanck**PROPRCSPLINE: Stata module for restricted cubic spline smoothing of proportions***by*Maarten L. Buis**STCOMPADJ: Stata module to estimate the covariate-adjusted cumulative incidence function in the presence of competing risks***by*Enzo Coviello**MTREATREG: Stata module to fits models with multinomial treatments and continuous, count and binary outcomes using maximum simulated likelihood***by*Partha Deb**PARAGR: Stata module for parallel graphing of a coefficient across different equations***by*Roy Wada**REWRITE: Stata module to rewrite text files from disk performing macro substitutions***by*Rosa Gini**CLUMP: Stata module to compute permutation test approach to assessing genetic associations with case/control status***by*Adrian Mander**GRSTEST: Stata module to implement the Gibbons et al. (1989) test in a single-factor or multi-factor setting***by*Rajesh Tharyan**FVREGEN: Stata module to regenerate factor variables in a parmest output dataset***by*Roger Newson**METAAN: Stata module to perform fixed- or random-effects meta-analyses***by*Evangelos Kontopantelis & David Reeves**METAEFF: Stata module to perform effect sizes calculations for meta-analyses***by*Evangelos Kontopantelis & David Reeves**CREPLACE: Stata module to exchange values cyclically between variables***by*Roger Newson**DISTMATCH: Stata module to perform distance matching based on latitudes and longitudes***by*Roy Wada**STATA2PAJEK: Stata module to export data to Pajek .net format***by*Gabriel Rossman**TDDENS: Stata module to estimate and graph bivariate density with heat map***by*Austin Nichols**ANYMATCH: Stata module to perform distance matching based on any metric***by*Roy Wada**FUNNELCOMPAR: Stata module to perform funnel plot for institutional comparison***by*Sylvia Forni & Rosa Gini**CPOISSONE: Stata module to estimate censored Poisson regression (econometric parameterization)***by*Joseph Hilbe**RTFUTIL: Stata module to provide utilities for writing Rich Text Format (RTF) files***by*Roger Newson**SIMON2STAGE: Stata module to to compute the design parameters for a Simon two-stage design***by*Adrian Mander**AUTOFMT: Stata module to automatically format a significant number of digits***by*Roy Wada**DIFF: Stata module to perform Differences in Differences estimation***by*Juan M. Villa**PIEPLOT: Stata module to plot pie charts of categorical frequencies***by*Nicholas J. Cox**TPOISSON: Stata module to estimate truncated Poisson regression***by*Joseph Hilbe**PANELS: Stata module to count panels and apply a command to panel units***by*Ben Jann**CNORMP: Stata module to evaluate censored normal distribution***by*Austin Nichols**LISTTAB: Stata module to list variables as rows of a TeX, HTML or word processor table***by*Roger Newson**SAVERESULTS: Stata module to save output from a command in a file on disk***by*Ben Jann**QAP: Stata module to perform quadratic assignment procedure***by*William Simpson**FTOCCI: Stata module to back calculate the conventional confidence intervals from the floated confidence intervals***by*Nicola Orsini**XBRCSPLINE: Stata module to tabulate differences in predicted responses after restricted cubic spline models***by*Nicola Orsini**CHARDEF: Stata module to assign values to a characteristic of a list of variables***by*Roger Newson**XTBALANCE: Stata module to transform the dataset into balanced Panel Data***by*Lian Yujun**BUGWRITE: Stata module to write data from Stata into a format compatible with WinBUGS***by*James Fiedler & Al Feiveson**DOSERESPONSE: Stata module to estimate dose-response function through adjustment for the generalized propensity score***by*Alessandra Mattei & Michela Bia**LEANOUT: Stata module to produce lean output formatting for estimation results***by*Nathaniel Beck**SORTL: Stata module to sort factor loadings or rotated matrix from PCA or factor***by*Dirk Enzmann**CGROUP: Stata module to group contiguous observations with identical values of a varlist***by*Roger Newson**QQVALUE: Stata module to generate quasi-q-values by inverting multiple-test procedures***by*Roger Newson**REG2HDFE: Stata module to estimate a Linear Regression Model with two High Dimensional Fixed Effects***by*Paulo Guimaraes**OAXACA9: Stata module to compute the Blinder-Oaxaca decomposition***by*Ben Jann**GRCOMB: Stata module to create and combine several single graphs into one***by*Alex Gamma

### 2008

**PRESS: SAS Routine to perform the PRESS calculation in regression***by*Roger L. Goodwin**COOKSD: SAS Routine to calculate the Cook's D statistic***by*Roger L. Goodwin**BLINDING: Stata module to compute blinding indexes***by*Jiefeng Chen**STPEPEMORI: Stata module to test the equality of cumulative incidences across two groups in the presence of competing risks***by*Enzo Coviello**FISKFIT: Stata module to fit a Fisk distribution by ML to unit record data***by*Maarten L. Buis & Stephen P. Jenkins**HETRED: Stata module to implement heterogeneity reducing algorithms***by*Nikolaos A. Patsopoulos**VIOPLOT: Stata module to produce violin plots with current graphics***by*Nick Winter & Austin Nichols**INTEFF3: Stata module to compute partial effects in a probit or logit model with a triple dummy variable interaction term***by*Thomas Cornelissen & Katja Sonderhof**TOUCH: Stata module to create a blank data file***by*Ari Friedman**IFIN: Stata module to generate a local containing an if statement to select multiple values***by*Ari Friedman**LDECOMP: Stata module decomposing the total effects in a logistic regression into direct and indirect effects***by*Maarten L. Buis**VLC: Stata module to compare value labels across datasets***by*Austin Nichols**RENSHEET: Stata module to edit variable names and labels***by*Austin Nichols**CPIGEN: Stata module to add US CPI series to current dataset***by*Austin Nichols**DDF2DCT: Stata module to facilitate infiling US Government data distributed with a DDF***by*Austin Nichols**OPENALL: Stata module to open all specified files with append***by*Ari Friedman**UNIQUESTRATA: Stata module to abort the program if the specified variables don't collectively account for every observation***by*Ari Friedman**MAPCH: Stata module map chains of events***by*Ward Vanlaar**FESE: Stata module to calculate standard errors for fixed effects***by*Austin Nichols**SCORES: Stata module to create scores (row-wise) of a set of variables allowing the specification of the number of valid values required***by*Dirk Enzmann**SKNOR: Stata module to generate a sample from a normal or skewed (skew-normal) distribution, as defined by the user***by*Evangelos Kontopantelis**SKBIM: Stata module to generate a sample from a bimodal distribution using normal or skewed (skew-normal) unimodal distributions, as defined by the user***by*Evangelos Kontopantelis**LOCPR: Stata module for semi-parametric estimation***by*Austin Nichols**STCBAND: Stata module to compute Equal precision and Hall-Wellner confidence band for survival function***by*Enzo Coviello**BIOPROBIT: Stata module for bivariate ordered probit regression***by*Zurab Sajaia**MULOGIT: Stata module to calculate multivariate and univariate odds ratios in logistic regression***by*Leif E. Peterson**ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models***by*Sune Karlsson**ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series***by*Sune Karlsson**ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials***by*Sune Karlsson**NEWSIMPACT: Stata module to compute news impact curve for ARCH models***by*Sune Karlsson**TWOWAY_PAREA: Stata module to generate area graph with pattern fills (Windows only)***by*Sergiy Radyakin**UMBRELLA: Stata module to perform O'Brien's Umbrella test***by*William D. Dupont & W. Dale Plummer, Jr.**POSTRCSPLINE: Stata module containing post-estimation commands for models using a restricted cubic spline***by*Maarten L. Buis**HLP2PDF: Stata module to create PDF or PostScript from Stata help file***by*Christopher F Baum**MIRA: Stata module to compute Rubin's measure for multiple imputation regression analysis***by*Rodrigo Alfaro**ADDINBY: Stata module to add in data from a disk dataset using a foreign key***by*Roger Newson**METANDI: Stata module to perform meta-analysis of diagnostic accuracy***by*Roger Harbord**HALLT-SKEWT: Stata module to compute skewness-adjusted bootstrap t-statistics***by*Rajesh Tharyan & Scott Merryman**ESTPARM: Stata module to save results from a parmest resultsset and test equality***by*Roger Newson**POVGUIDE: Stata module to generate the U.S. Poverty Guideline value for a given family size and year***by*David Kantor**OAXACA: Stata module to compute the Blinder-Oaxaca decomposition***by*Ben Jann**BYNOTE: Stata module to create a note with a user-specified format for use with the by option***by*Roger Newson**EVHISTPLOT: Stata module to produce event history plot***by*Henrik Stovring**GHK2: Stata module (enhanced Mata function) to implement the Geweke-Hajivassiliou-Keane multivariate normal simulator***by*David Roodman**STRSRCS: Stata module to fit flexible parametric models for relative survival using restricted cubic splines***by*C. P. Nelson**XTWEST: Stata module for testing for cointegration in heterogeneous panels***by*Damiaan Persyn**A2REG: Stata module to estimate models with two fixed effects***by*Amine Ouazad**POWERQ: Stata module to calculates posterior probabilities for heterogeneity in a meta-analysis***by*Nikolaos A Patsopoulos & Tiago V Pereira**FTEST: Stata module comparing two nested models using an F-test***by*Maarten L. Buis**XTMIS: Stata module to report missing observations for each variable in xt data***by*Minh Cong Nguyen**_PEERS: Stata module to allow egen to compute the average characteristics of peers in a given unit (school, firm, etc.) specified by by()***by*Amine Ouazad**METAGEN: Stata module to perform meta-analysis of genetic-association studies***by*Pantelis Bagos**FIRTHLOGIT: Stata module to calculate bias reduction in logistic regression***by*Joseph Coveney**HISTORAJ: Stata module to produce histogram with descriptive statistics***by*Rajesh Tharyan**SOEPDO: Stata module to handle SOEP drop-outs***by*Tim Stegmann**PV: Stata module to perform estimation with plausible values***by*Kevin Macdonald**PRODVARS: Stata module to create product variables for two lists of input variables***by*Roger Newson**XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data***by*Minh Cong Nguyen**METACUM: Stata module to perform cumulative meta-analysis, with graphics***by*Ross Harris & Jonathan Sterne**WDIRESHAPE: Stata module to reshape World Development Indicators database***by*P. Wilner Jeanty