# 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

**S457139 RTNORM: Stata Mata module to produce truncated normal pseudorandom variates***by*Federico Belotti & Giuseppe Ilardi**S457138 MKPROFILE: Stata module to create or edit your 'profile.do'***by*Dan Blanchette**S457137 ZMAP: Stata module for binned scatter maps***by*Nicholas J. Cox**S457136 CURVEFIT: Stata module to produces curve estimation regression statistics and related plots between two variables for alternative curve estimation regression models***by*Liu Wei**S457135 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**S457134 SPWMATFILL: Stata module to assign first nearest neighbors to observations with no contiguous neighbors***by*P. Wilner Jeanty**S457133 DAGFIT: Stata module to fit a Generalized Beta (Type 2) distribution to grouped data via ML***by*Austin Nichols**S457132 GBGFIT: Stata module to fit a Generalized Beta (Type 2) distribution to grouped data via ML***by*Austin Nichols**S457131 SMGFIT: Stata module to fit a Singh-Maddala distribution to grouped data via ML***by*Austin Nichols**S457130 CNS: Stata module to compute Consensus Measure for Ordinal Scales***by*Matthew Openshaw**S457128 STPM2: Stata module to estimate flexible parametric survival models***by*Paul Lambert**S457127 CEM: Stata module to perform Coarsened Exact Matching***by*Matthew Blackwell & Stefano Iacus & Gary King & Giuseppe Porro**S457126 SPIKE: Stata module to allow for a zero willingness to pay***by*Joao Pedro Azevedo**S457125 TURNBULL: Stata module to estimate the Turnbull empirical distribution estimator of willingness to pay***by*Joao Pedro Azevedo**S457124 SIXPLOT: Stata module to display six diagnostic and descriptive graphs for a single variable***by*Peter Lachenbruch**S457123 ELIFE: Stata module to model annual increments of life expectancy***by*Liu Wei**S457122 FTRANS: Stata module to batch convert file formats***by*Liu Wei**S457121 FREPLACE: Stata module to batch convert ASCII text or binary patterns in files***by*Liu Wei**S457120 FDTA: Stata module to change contents of string variables***by*Liu Wei**S457119 FREN: Stata module to batch rename files (Windows only)***by*Liu Wei**S457118 FTREE: Stata module to save directory information in text file (Windows only)***by*Liu Wei**S457117 CONFA: Stata module to perform confirmatory factor analysis modeling***by*Stanislav Kolenikov**S457116 SHUFFLEVAR: Stata module to shuffle variables relative to the rest of the dataset***by*Gabriel Rossman**S457115 MEAN2: Stata module to make a table of estimate means with subpopulation differences***by*Roy Wada**S457114 ROBREG: Stata module providing robust regression estimators***by*Ben Jann**S457113 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**S457112 SPLAGVAR: Stata module to generate spatially lagged variables, construct the Moran Scatter plot, and calculate Moran's I statistics***by*P. Wilner Jeanty**S457111 SPWMATRIX: Stata module to generate, import, and export spatial weights***by*P. Wilner Jeanty**S457110 NEARSTAT: Stata module to calculate distance-based variables and export distance matrix to text file***by*P. Wilner Jeanty**S457109 HLP2WINPDF: Stata module to convert Stata's help files into pdf in Windows environment***by*P. Wilner Jeanty**S457108 KEEPVAR: Stata module to keep a list of variables in the order of their appearance in the list***by*P. Wilner Jeanty**S457107 PARTTAU: Stata module to calculate Kendall's partial tau and confidence interval***by*James Fiedler & Alan H. Feiveson**S457106 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**S457105 SIGCOEF: Stata module to count statistically significant coefficients across models***by*Jun Xu**S457104 GCONC: Stata module to compute generalized measures of concentration***by*Stanislav Kolenikov & Zurab Sajaia**M430009 SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model***by*Agnieszka Janek & Rafal Weron**M430008 SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)***by*Rafal Weron**M430007 PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model***by*Agnieszka Janek & Rafal Weron**M430006 HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model***by*Agnieszka Janek & Rafal Weron**M430005 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**M430004 HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile***by*Agnieszka Janek & Rafal Weron**M430003 HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model***by*Agnieszka Janek & Rafal Weron**M430002 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**M430001 GARMANKOHLHAGEN: MATLAB function to evaluate European FX option prices in the Garman and Kohlhagen (1983) model***by*Agnieszka Janek & Rafal Weron**M429005 STABLEREG: MATLAB function to estimate stable distribution parameters using the regression method of Koutrouvelis***by*Szymon Borak & Rafal Weron**M429004 MRJD_SIM: MATLAB function to simulate trajectories of a Mean-Reverting Jump-Diffusion (MRJD) process***by*Rafal Weron**M429004 MRJD_PRED: MATLAB function to make a one-step ahead prediction of a Mean-Reverting Jump-Diffusion (MRJD) process***by*Rafal Weron**M429004 MRJD_MLE: MATLAB function to estimate parameters of a Mean-Reverting Jump-Diffusion (MRJD) process using maximum likelihood***by*Rafal Weron**M429004 STABLEREGKW: MATLAB function to estimate stable distribution parameters using the regression method of Kogon and Williams***by*Szymon Borak & Rafal Weron**M429004 STABLECULL: MATLAB function to estimate stable distribution parameters using the quantile method of McCulloch***by*Szymon Borak & Rafal Weron**M429004 STABLEPDF_FFT: MATLAB function to compute the stable distribution probability density function (pdf) via FFT***by*Rafal Weron**M429003 STABLERND: MATLAB function to generate random numbers from the stable distribution***by*Rafal Weron**M429002 DESEASONALIZE: MATLAB function to remove short and long term seasonal components***by*Rafal Weron**M429001 REMST: MATLAB function to remove trend and seasonal component using the moving average method***by*Rafal Weron**G00013 GAUSSGIBBS: GAUSS modules to estimate common models with Gibbs sampling***by*Kelvin Balcombe**G00012 HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order***by*Scott Hacker & Abdulnasser Hatemi-J**G00011 MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model***by*Scott Hacker & Abdulnasser Hatemi-J**G00010 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

### 2009

**T7415013 CHAOTICMAPS: MATLAB function to generate chaotic 1D and 2D discrete maps***by*Shapour Mohammadi**T7415012 ANNLYAP: MATLAB function to calculate Lyapunov exponents***by*Shapour Mohammadi**T7415011 EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry***by*Shapour Mohammadi**T7415010 FNN: MATLAB function to calculate corrected false nearest neighbors***by*Shapour Mohammadi**T741509 FIXDPOINTKER: MATLAB function to find fixed points of time series***by*Shapour Mohammadi**T741508 FORCASCOMB: MATLAB function to combine forecasts of various models***by*Shapour Mohammadi**T741507 FRACTALDIM: MATLAB function to compute fractal dimension***by*Shapour Mohammadi**T741506 KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function***by*Shapour Mohammadi**T741505 LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion***by*Shapour Mohammadi**T741504 QUANTILEREG: MATLAB function to estimate quantile regression***by*Shapour Mohammadi**T741503 SSAVGDENOIS: MATLAB function to denoise a time series***by*Shapour Mohammadi**T741502 LYAPROSEN: MATLAB function to calculate Lyapunov exponent***by*Shapour Mohammadi**S457103 GRCOMB: Stata module to create and combine several single graphs into one***by*Alex Gamma**S457102 OAXACA9: Stata module to compute the Blinder-Oaxaca decomposition***by*Ben Jann**S457101 REG2HDFE: Stata module to estimate a Linear Regression Model with two High Dimensional Fixed Effects***by*Paulo Guimaraes**S457100 QQVALUE: Stata module to generate quasi-q-values by inverting multiple-test procedures***by*Roger Newson**S457099 CGROUP: Stata module to group contiguous observations with identical values of a varlist***by*Roger Newson**S457098 SORTL: Stata module to sort factor loadings or rotated matrix from PCA or factor***by*Dirk Enzmann**S457097 LEANOUT: Stata module to produce lean output formatting for estimation results***by*Nathaniel Beck**S457096 DOSERESPONSE: Stata module to estimate dose-response function through adjustment for the generalized propensity score***by*Alessandra Mattei & Michela Bia**S457095 BUGWRITE: Stata module to write data from Stata into a format compatible with WinBUGS***by*James Fiedler & Al Feiveson**S457094 XTBALANCE: Stata module to transform the dataset into balanced Panel Data***by*Lian Yujun**S457093 CHARDEF: Stata module to assign values to a characteristic of a list of variables***by*Roger Newson**S457092 XBRCSPLINE: Stata module to tabulate differences in predicted responses after restricted cubic spline models***by*Nicola Orsini**S457091 FTOCCI: Stata module to back calculate the conventional confidence intervals from the floated confidence intervals***by*Nicola Orsini**S457090 QAP: Stata module to perform quadratic assignment procedure***by*William Simpson**S457089 SAVERESULTS: Stata module to save output from a command in a file on disk***by*Ben Jann**S457088 LISTTAB: Stata module to list variables as rows of a TeX, HTML or word processor table***by*Roger Newson**S457087 CNORMP: Stata module to evaluate censored normal distribution***by*Austin Nichols**S457086 PANELS: Stata module to count panels and apply a command to panel units***by*Ben Jann**S457085 TPOISSON: Stata module to estimate truncated Poisson regression***by*Joseph Hilbe**S457084 PIEPLOT: Stata module to plot pie charts of categorical frequencies***by*Nicholas J. Cox**S457083 DIFF: Stata module to perform Differences in Differences estimation***by*Juan M. Villa**S457082 AUTOFMT: Stata module to automatically format a significant number of digits***by*Roy Wada**S457081 SIMON2STAGE: Stata module to to compute the design parameters for a Simon two-stage design***by*Adrian Mander**S457080 RTFUTIL: Stata module to provide utilities for writing Rich Text Format (RTF) files***by*Roger Newson**S457079 CPOISSONE: Stata module to estimate censored Poisson regression (econometric parameterization)***by*Joseph Hilbe**S457078 FUNNELCOMPAR: Stata module to perform funnel plot for institutional comparison***by*Sylvia Forni & Rosa Gini**S457077 ANYMATCH: Stata module to perform distance matching based on any metric***by*Roy Wada**S457076 TDDENS: Stata module to estimate and graph bivariate density with heat map***by*Austin Nichols**S457075 STATA2PAJEK: Stata module to export data to Pajek .net format***by*Gabriel Rossman**S457074 DISTMATCH: Stata module to perform distance matching based on latitudes and longitudes***by*Roy Wada**S457073 CREPLACE: Stata module to exchange values cyclically between variables***by*Roger Newson**S457072 METAEFF: Stata module to perform effect sizes calculations for meta-analyses***by*Evangelos Kontopantelis & David Reeves**S457071 METAAN: Stata module to perform fixed- or random-effects meta-analyses***by*Evangelos Kontopantelis & David Reeves**S457070 FVREGEN: Stata module to regenerate factor variables in a parmest output dataset***by*Roger Newson**S457069 GRSTEST: Stata module to implement the Gibbons et al. (1989) test in a single-factor or multi-factor setting***by*Rajesh Tharyan**S457067 CLUMP: Stata module to compute permutation test approach to assessing genetic associations with case/control status***by*Adrian Mander**S457066 REWRITE: Stata module to rewrite text files from disk performing macro substitutions***by*Rosa Gini**S457065 PARAGR: Stata module for parallel graphing of a coefficient across different equations***by*Roy Wada**S457064 MTREATREG: Stata module to fits models with multinomial treatments and continuous, count and binary outcomes using maximum simulated likelihood***by*Partha Deb**S457063 STCOMPADJ: Stata module to estimate the covariate-adjusted cumulative incidence function in the presence of competing risks***by*Enzo Coviello**S457062 PROPRCSPLINE: Stata module for restricted cubic spline smoothing of proportions***by*Maarten L. Buis**S457061 BAYERHANCK: Stata module to compute test for non-cointegration***by*Christian Bayer & Christoph Hanck**S457060 FAGAN: Stata module for Fagan's Bayesian nomoigram***by*Ben Dwamena**S457059 CHINA_SPATDWM: Stata module to provide spatial distance matrices for Chinese provinces and cities***by*Yihua Yu**S457058 METATREND: Stata module to implement regression methods for detecting trends in cumulative meta-analysis***by*Pantelis Bagos**S457057 MM_REGRESS: Stata module to compute robust regression estimates***by*Vincenzo Verardi & Christophe Croux**S457056 INVCISE: Stata module to compute standard errors using the inverse confidence interval method***by*Roger Newson**S457055 SAMPSI_FLEMING: Stata module to compute exact sample size calculation for single-stage designs***by*Adrian Mander**S457054 RMSE: Stata module to calculate raw or adjusted RMSE (Root MSE)***by*Roy Wada**S457053 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**S457052 ROCMIC: Stata module to estimate minimally important change (MIC) thresholds for continuous clinical outcome measures using ROC curves***by*Robert Froud**S457051 BPMEDIAN: Stata module to compute Bonett-Price confidence intervals for medians and their contrasts***by*Roger Newson**S457050 RII: Stata module to perform Repeated-Imputation Inference***by*David T. Robinson & Dan Blanchette**S457049 INTGPH: Stata module to interpret interaction effects and present graphically***by*Bennet Zelner & Dan Blanchette**S457048 GPREG: Stata module to estimate regressions with two dimensional fixed effects***by*Johannes F. Schmieder**S457047 CHEWFILE: Stata module to chew and digest ASCII file down to size***by*Roy Wada**S457046 EPERIOD: Stata module to calculate elapsed time between dates***by*Juan M. Villa**S457045 TABONE: Stata module for exporting single or multiple one-way tabulations into various formats***by*Roy Wada**S457044 LABUP: Stata module to module to order/move variables based on label contents***by*Roy Wada**S457043 IMBALANCE: Stata module to check covariate imbalance before and after matching***by*Shenyang Guo**S457042 HODGESL: Stata module to perform Hodges-Lehmann aligned rank test***by*Shenyang Guo**S457041 TABXML: Stata module to save results in XML format for use in Microsoft Excel and OpenOffice Calc***by*Richard Ryall & Jason Ferris**S457040 PSIDUSE: Stata module providing easy PSID access***by*Ulrich Kohler**S457039 SOEPUSE: Stata module providing easy SOEP access***by*Ulrich Kohler**S457038 FIND: Stata module to find matching strings across files in the current directory***by*Austin Nichols**S457037 MATNAMES: Stata module to return matrix row and column names***by*Austin Nichols**S457036 GRAPHEXPORTPDF: Stata module to produce PDF graphics on non-Windows systems***by*Gabriel Rossman**S457035 LISRELINPUT: Stata module to generate input for pasting into LISREL***by*Paul Millar**S457034 LOGOUT: Stata module to convert log or ASCII files into various output formats***by*Roy Wada**S457033 DIRTOOLS: Stata modules to manage files in the working directory***by*Ulrich Kohler & Roy Wada**S457032 SAMPSI_SCCS: Stata module to calculate the sample size for self controlled case series study designs***by*Philip Ryan**S457031 LABELUTIL: Stata programs to create multiple value labels***by*Alfonso Miranda**S457030 MARK_CHANGES: Stata module to generate a variable indicating where one or more variables changes value***by*David Kantor**S457029 RCT_MINIM: Stata module to assign treatments to subjects in a controlled trial***by*Philip Ryan**S457028 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**S457027 SASWRAPPER: Stata module to run a SAS program from within Stata***by*Dan Blanchette**S457026 VARLABDEF: Stata module to define a value label with values corresponding to variables***by*Roger Newson**S457025 ADODEV: Stata module to reorder ado-path for developers and other independent-minded users***by*Roger Newson**S457024 RCD: Stata module to run commands recursively***by*Nikos Askitas & Dan Blanchette**S457023 ICC23: Stata module that computes models 2 and 3 of the intra-class correlation***by*Paul F. Visintainer & Luis C.Orozco**S457022 DATAOUT: Stata module to export a dataset or tab-delimited file into various formats***by*Roy Wada**S457021 TEXDOC: Stata module to create a LaTeX document including Stata output***by*Ben Jann**S457020 SWITCH: Stata module to evaluate a given value against possible cases and their corresponding values***by*Rodrigo Martell**S457019 SUM2: Stata module to store summary statistics***by*Roy Wada**S457018 XSVMAT: Stata module to convert a matrix to variables in an output dataset***by*Roger Newson**S457017 IFWINS: Stata module to subset a dataset by 'if exp' before subsetting by 'in range'***by*Dan Blanchette**S457016 HAIF: Stata module to compute Homoskedastic Adjustment Inflation Factors for model selection***by*Roger Newson**S457015 UEVE: Stata module to compute unbiased errors-in-variables estimator and variants from grouped data***by*Aliaksandr Amialchuk**S457014 SPUNDIR: Stata module to create directed dyad contagion spatial effect variable***by*Eric Neumayer & Thomas Plümper**S457013 SPDIR: Stata module to create directed dyad contagion spatial effect variable***by*Eric Neumayer & Thomas Plümper**S457012 SPSPC: Stata module to create specific source or target contagion spatial effect variable for directed dyadic data***by*Eric Neumayer & Thomas Plümper**S457011 SPAGG: Stata module to create aggregate source or target contagion spatial effect variable for directed dyadic data***by*Eric Neumayer & Thomas Plümper**S457010 SPMON: Stata module to create spatial effect variable for monadic data***by*Eric Neumayer & Thomas Plümper**S457009 DSGINIDECO: Stata module to compute decomposition of inequality change into pro-poor growth and mobility components***by*Stephen P. Jenkins & Philippe Van Kerm**S457008 TR: Stata module providing prefix command to trace program execution***by*Ben Jann**S457007 XTMOD: Stata module to analyze and display interactions based on time-series data***by*Daniel Seifert**S457006 SVRET: Stata module to save returned results to your dataset***by*Julian Reif**S457005 CSIPOLATE: Stata module to perform cubic spline interpolation***by*Nicholas J. Cox**S457004 CFVARS: Stata module to compare variable name lists in two data sets***by*Nicholas J. Cox**S457003 SORTOBS: Stata module to sort observations according to a specified order***by*Julian Reif**S457002 GREP: Stata module to search within your datasets for keywords***by*Nikos Askitas**S457001 LEVPREDICT: Stata module to compute log-linear level predictions reducing retransformation bias***by*Christopher F Baum**S457000 SPGRID: Stata module to generate two-dimensional grids for spatial data analysis***by*Maurizio Pisati**S456999 SPKDE: Stata module to perform kernel estimation of density and intensity functions for two-dimensional spatial point patterns***by*Maurizio Pisati**S456998 DIPTEST: Stata module to compute dip statistic to test for unimodality***by*Nicholas J. Cox**S456997 AUTORENAME: Stata module to automatically rename variables***by*Julian Reif**S456995 SHEAFCOEF: Stata module to compute sheaf coefficients***by*Maarten L. Buis**S456994 CHUNKY: Stata module to chunk a large text file into smaller parts***by*David Elliott**S456993 MULTENCODE: Stata module to encode multiple string variables into numeric***by*Nicholas J. Cox**S456992 IQUANTILE: Stata module to calculate interpolated quantiles***by*Nicholas J. Cox**S456991 EOFPLOT: Stata module to plot coefficients or loadings after principal component or factor analysis***by*Nicholas J. Cox**S456956 XGROUP: Stata module to create a grouping variable with key values in an output dataset***by*Roger Newson**R141106 SPATIALRATS_1: RATS module to estimate a spatial linear regression***by*Eric Blankmeyer**G00009 MV-ARCH: GAUSS module to implement the multivariate ARCH test***by*Scott Hacker & Abdulnasser Hatemi-J**G00008 LagOrder: GAUSS module to determine the optimal lag order in the VAR model based on Information Criteria***by*Scott Hacker & Abdulnasser Hatemi-J**G00007 ContagT: GAUSS module to implement a pairwise bootstrap test for contagion***by*Scott Hacker & Abdulnasser Hatemi-J**G00006 CItest2b: GAUSS module to implement tests for cointegration with two unknown structural breaks***by*Abdulnasser Hatemi-J**G00005 HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments***by*Scott Hacker & Abdulnasser Hatemi-J

### 2008

**Z741504 COOKSD: SAS Routine to calculate the Cook's D statistic***by*Roger L. Goodwin**Z741503 PRESS: SAS Routine to perform the PRESS calculation in regression***by*Roger L. Goodwin**S457155 ITSP_ADO: Stata module to accompany Introduction to Stata Programming book***by*Christopher F Baum**S456990 STOCKQUOTE: Stata module to retrieve stock quotes to a Stata-formatted dataset***by*Nikos Askitas**S456989 XBALANCE: Stata module to compute standardized differences for stratified comparisons via R***by*Jake Bowers & Mark Fredrickson & Ben Hansen**S456988 METADATA: Stata module to enable access to metadata***by*Nikos Askitas**S456987 MOL: Stata module to evaluate literacy level***by*Joao Pedro Azevedo**S456986 RCSGEN: Stata module to generate restricted cubic splines and their derivatives***by*Paul Lambert**S456985 PWCORR2: Stata module to compute pairwise correlations and return results***by*Christopher F Baum**S456984 OUTFIXT: Stata module to write fixed-format text file***by*Austin Nichols**S456983 BIHIST: Stata module to produce bihistograms***by*Austin Nichols**S456982 BYHIST: Stata module to produce interlaced histograms***by*Austin Nichols