# 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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**Access and download statistics**

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- By downloads (last 12 months)

### 2011

**S457249 WEEKLYCLAIMS: Stata module to Get Weekly Initial Jobless Claims from the US Dept. of Labor***by*Nikos Askitas**S457248 STATPLOT: Stata module for plots of summary statistics, including by category***by*Eric Booth & Nicholas J. Cox**S457247 BETAPRIOR: Stata module to calculate the parameters of a Beta distribution given the mean and variance***by*Adrian Mander**S457246 DATACHECK: Stata module to perform data checks and produce informative output***by*Krishnan Bhaskaran**S457245 SPPACK: Stata module for cross-section spatial-autoregressive models***by*David M. Drukker & Hua Peng & Ingmar Prucha & Rafal Raciborski**S457244 OGLM9: Stata module to estimate Ordinal Generalized Linear Models***by*Richard Williams**S457243 _GAPPORT: Stata module to calculates seats in party-list proportional representation***by*Ulrich Kohler**S457242 FVPREVAR: Stata module to extend fvrevar generating permanent result variables***by*Roger Newson**S457241 CALIBEST: Stata module to estimate proportions and means after survey data have been calibrated to population totals***by*John D'Souza**S457240 CALIBRATE: Stata module to calibrate survey datasets to population totals***by*John D'Souza**S457239 MULTIPURT: Stata module to run 1st and 2nd generation panel unit root tests for multiple variables and lags***by*Markus Eberhardt**S457238 XTMG: Stata module to estimate panel time series models with heterogeneous slopes***by*Markus Eberhardt**S457237 XTCD: Stata module to investigate Variable/Residual Cross-Section Dependence***by*Markus Eberhardt**S457236 WEATHR: Stata module to display US weather conditions***by*Neal Caren**S457235 COHEND: Stata module to compute Cohen's d***by*David Tannenbaum**S457234 WBOPENDATA: Stata module to access World Bank databases***by*Joao Pedro Azevedo**S457233 DEVNPLOT: Stata module for deviation plots***by*Nicholas J. Cox**S457232 TRUERND: Stata module to generate true random numbers***by*Sergiy Radyakin**S457231 GENICV: Stata module to generate interaction between continuous (or dummy) variables***by*Daniel Klein**S457230 USELAB: Stata module to list value labels and variables using them***by*Daniel Klein**S457229 XRIML: Stata module for estimation of reference intervals ('normal ranges') by maximum likelihood***by*Patrick Royston**S457228 STR2D: Stata module to compute explained variation for survival models***by*Patrick Royston**S457227 STCSTAT2: Stata module to compute Harrell's c-index for flexible parametric models***by*Patrick Royston**S457226 RUNNING: Stata module for symmetric nearest neighbour smoothing***by*Peter Sasieni & Patrick Royston & Nicholas J. Cox**S457225 STSURVIMPUTE: Stata module for flexible imputation of censored survival data***by*Patrick Royston**S457224 FRACDYDX: Stata module to evaluate derivatives of fractional polynomials***by*Patrick Royston**S457223 STSURVDIFF: Stata module to compute difference in Kaplan-Meier survival curves***by*Patrick Royston**S457222 ROMAN: Stata module for handling Roman numerals and decimal equivalents***by*Nicholas J. Cox**S457221 DASH: Stata module to score Disabilities of the Arm, Shoulder and Hand***by*Monica Daigl**S457220 TXTLABDEF: Stata module to define value labels from ASCII (text) file***by*Daniel Klein**S457219 ROBUMETA: Stata module to perform robust variance estimation in meta-regression with dependent effect size estimates***by*Eric C. Hedberg**S457218 COULIARI: Stata module to implement Corbae-Ouliaris frequency domain filter to time series data***by*Jorge Eduardo Perez Perez**S457164 REV: Stata module to reverse value order of variables***by*Daniel Klein**M430010 SCRAPEIDEAS: MATLAB function to extract information from IDEAS***by*Richard Tol**G00014 ACTEST: GAUSS module to Apply Asymmetric Causality Tests***by*Abdulnasser Hatemi-J

### 2010

**S4571780 PARMHET: Stata module to produce heterogeneity tests in parmest resultssets***by*Roger Newson**S4571691 FRONTIER_TECI: Stata module to generate technical efficiency confidence intervals***by*Scott Merryman**S4571040 MKEST: Stata module to convert variables to estimates matrix***by*Roy Wada**S4254010 IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9)***by*Christopher F Baum & Mark E Schaffer & Steven Stillman**Z741504 STANDARD_DEVIATIONAL_ELLIPSE: SAS Routine to calculate GIS statistics for the weighted standard deviational ellipse***by*Roger L. Goodwin**S457217 JOINVARS: Stata module to join values of variables***by*Daniel Klein**S457216 ROMANTOARABIC: Stata module for converting roman numerals to arabic numbers***by*Nicholas J. Cox**S457215 KHB: Stata module to decompose total effects into direct and indirect via KHB-method***by*Ulrich Kohler & Kristian Karlson**S457214 MOG: Stata module to produce one way or two way tables of means (or totals)***by*Matt Hurst**S457213 XREWIDE: Stata module to extend reshape wide command***by*Roger Newson**S457212 SF36V2: Stata module to score Short-Form 36 version 2***by*Monica Daigl**S457211 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**S457210 EGRANGER: Stata module to perform Engle-Granger cointegration tests and 2-step ECM estimation***by*Mark E Schaffer**S457209 HLP2HTML: Stata module to translate a list of Stata help files to HTML***by*P. Wilner Jeanty**S457208 SPSEUDOR2: Stata module to calculate goodness-of-fit measures in spatial autoregressive models***by*P. Wilner Jeanty**S457207 LABCENSWDI: Stata module to automatically manage datasets obtained from US Census 2000 and World Development Indicators databases***by*P. Wilner Jeanty**S457206 GDSUM: Stata module to summarize grouped data***by*Daniel Klein**S457205 MTAD: Stata module to perform Multinomial Test of Agglomeration and Dispersion***by*Timothy Simcoe**S457204 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**S457203 LABVARS: Stata module to attach a list of labels to varlist***by*Daniel Klein**S457202 TEXTPAD: Stata module to call TextPad to edit a file***by*Roger Newson**S457201 SKPROBIT: Stata module to perform Lagrange Multiplier Test for Normality for Probit model***by*Diallo Ibrahima Amadou**S457200 _GVRELDIF: Stata module to compute relative difference between successive observations***by*Stanislav Kolenikov**S457199 SCENREG: Stata module for estimating effects in models for binary variables given a scenario concerning unobserved variables***by*Maarten L. Buis**S457198 LOOKFOR_VAL: Stata module to search the current dataset for values that match a specified pattern***by*Daniel Klein**S457197 SCSOMERSD: Stata module to compute rank statistics for scenario comparisons***by*Roger Newson**S457196 AVG_EFFECT: Stata module to calculate mean (standardized) effect size across multiple outcomes***by*Christopher Robert**S457195 DECI: Stata module to perform Variable Base conversion***by*Liu Wei**S457194 FSX: Stata module to show names of files in compact form (Unix-friendly defaults)***by*Gabriel Rossman & Nicholas J. Cox**S457193 PUNAF: Stata module to compute population attributable fractions for cohort studies***by*Roger Newson**S457192 PNG2RTF: Stata module to include PNG graphics in RTF documents***by*Austin Nichols**S457191 HOI: Stata module to compute Human Opportunity Index***by*Joao Pedro Azevedo & Samuel Franco & Eliana Rubiano & Alejandro Hoyos**S457190 EMH: Stata module to compute extended Mantel-Haenszel statistics***by*Joseph Coveney**S457189 R2O: Stata module to calculate an ordinal explained variation statistic***by*Mike Lacy**S457188 ORDVAR: Stata module to calculate measures of ordinal consensus and dispersion***by*Mike Lacy**S457187 QUADAS: Stata module to provide graphical depiction of quality assessment in diagnostic accuracy reviews***by*Ben Dwamena**S457186 CENTPOW: Stata module to calculate centrality and power indices for each node in a network***by*Z. P. Neal**S457185 SETRNGSEED: Stata module to to set random-number seed using truly random integer from random.org***by*Antoine Terracol & William Gould**S457183 FRCOUNT: Stata module to estimate fractional response model under the presence of count endogeneity and unobservable heterogeneity***by*Hoa Bao Nguyen & Minh Cong Nguyen**S457182 SDLIM: Stata module to rescale variables measured with a limited rating scale***by*Ulrich Kohler**S457181 MLOGITROC: Stata module to calculate multiclass ROC Curves and AUC from Multinomial Logistic Regression***by*Leif E. Peterson**S457178 FPREF: Stata module to add prefix or suffix to filenames***by*Arnelyn Abdon**S457177 STRREC: Stata module to recode string variables according to rules***by*Daniel Klein**S457176 PARTPRED: Stata module to generate partial predictions***by*Paul Lambert**S457175 OBSOFINT: Stata module to display observations of interest***by*Maarten L. Buis & Ronnie Babigumira**S457174 TODUMMY: Stata module to create dummy variables***by*Daniel Klein**S457173 XTDOLSHM: Stata module to perform panel data cointegration***by*Diallo Ibrahima Amadou**S457172 CHUNKY8: Stata module to chunk a large text file into smaller parts (version 8)***by*David Elliott**S457171 CM2IN: Stata module to provide conversion between inch/cm and others***by*Ulrich Kohler**S457170 SIMSUM: Stata module to perform analyses of simulation studies including Monte Carlo error***by*Ian White**S457169 LSTRFUN: Stata module to modify long local macros***by*Dan Blanchette**S457168 DOUBLEB: Stata module to compute Contingent Valuation using Double-Bounded Dichotomous Choice***by*Alejandro Lopez-Feldman**S457167 LABREC: Stata module to recode variables according to value label***by*Daniel Klein**S457166 LABMM: Stata module to modify multiple value labels simultaneously***by*Daniel Klein**S457165 DEP4ASM: Stata module to create [in]dependent variable for alternative-specific models***by*Daniel Klein**S457163 BCTOBIT: Stata module to produce a test of the tobit specification***by*David Vncent**S457162 CMOGRAM: Stata module to plot histogram-style conditional mean or median graphs***by*Christopher Robert**S457161 GMMCOVEARN: Stata module to compute GMM estimates of the Covariance Structure of Earnings***by*Aedin Doris & Donal O'Neill & Olive Sweetman**S457160 REGANAT: Stata module to perform graphical inspection of linear multivariate models based on regression anatomy***by*Valerio Filoso**S457159 REFFECT: Stata module to compute Pearson's r Effect Size Computation for Analysis of Variance (ANOVA)***by*Michael W Gruszczynski**S457158 SUMMOUT: Stata module to produce comparative table of summary statistics***by*Andres L Gonzalez Rangel**S457157 NOPOMATCH: Stata module to implement Nopo's decomposition***by*Atal, Juan Pablo & Hoyos, Alejandro & Nopo, Hugo**S457156 ZOIB: Stata module to fit a zero-one inflated beta distribution by maximum likelihood***by*Maarten L. Buis**S457154 RUNMPLUS: Stata module to run Mplus from Stata***by*Rich Jones**S457153 REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update)***by*Christian Pfarr & Andreas Schmid & Udo Schneider**S457152 VLGEN: Stata module to generate variables and descriptive labels based on how the variables were generated***by*James Fiedler**S457151 EPIWEEK: Stata module to create epidemiological week and equivalent epidemiological year***by*Tim Chu**S457151 STRGROUP: Stata module to match strings based on their Levenshtein edit distance***by*Julian Reif**S457150 SSI: Stata module to estimate sample size for randomized controlled trials***by*Philip M Jones**S457149 PAJEK2STATA: Stata module to import network data in Pajek's .net format***by*Rense Corten**S457148 TEXIFY: Stata module to compile a LaTeX document***by*Roy Wada**S457147 GEODIST: Stata module to compute geodetic distances***by*Robert Picard**S457146 GEONEAR: Stata module to find nearest neighbors using geodetic distances***by*Robert Picard**S457145 GROUP_ID: Stata module to group identifiers when values for specified variables match***by*Robert Picard**S457144 REGDIS: Stata module to control variables and decimals in regression displays***by*Roy Wada**S457143 EBROWSE: Stata module to to display variables in the Data Editor, ordered by varlist***by*Markus H. Hahn**S457142 NETPLOT: Stata module to provide social network visualization***by*Rense Corten**S457141 FINDNAME: Stata module to list variables matching name patterns or other properties***by*Nicholas J. Cox**S457140 RUNNINGPROD: Stata Mata module to obtain the running product of a vector***by*Federico Belotti & Silvio Daidone**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