# Boston College Department of Economics

# Statistical Software Components

Phone: 617-552-3670

Fax: +1-617-552-2308

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

Email:

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**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

**RUNMIXREGLS: Stata module to run the MIXREGLS software from within Stata***by*George Leckie**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

### 2010

**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**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

### 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