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Content
June 2023, Volume 23, Issue 2
- 301-335 ginteff: A generalized command for computing interaction effects
by Marius Radean - 336-385 Color palettes for Stata graphics: An update
by Ben Jann - 386-401 lgrgtest: Lagrange multiplier test after constrained maximum-likelihood estimation
by Harald Tauchmann - 402-417 posw: A command for the stepwise Neyman-orthogonal estimator
by David M. Drukker & Di Liu - 418-437 A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models
by Laura Magazzini & Giorgio Calzolari - 438-454 xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models
by Jan Ditzen & Simon Reese - 455-490 Visualizing uncertainty in a two-dimensional estimate using confidence and comparison regions
by Maren Eckert & Werner Vach - 491-517 Pseudo-observations in a multistate setting
by Morten Overgaard & Per Kragh Andersen & Erik Thorlund Parner - 518-544 Simultaneous tests and confidence bands for Stata estimation commands
by David M. Drukker - 545-577 Reporting empirical results to .docx files
by Yuan Xue & Chuntao Li & Haitao Si - 578-588 Consistent subsets: Computing the Houtman–Maks index in Stata
by Marcos Demetry & Per Hjertstrand - 589-594 Stata tip 152: if and if: When to use the if qualifier and when to use the if command
by Nicholas J. Cox & Clyde B. Schechter - 595-596 Software updates
by Editors
March 2023, Volume 23, Issue 1
- 3-23 artcat: Sample-size calculation for an ordered categorical outcome
by Ian R. White & Ella Marley-Zagar & Tim P. Morris & Mahesh K. B. Parmar & Patrick Royston & Abdel G. Babiker - 24-52 artbin: Extended sample size for randomized trials with binary outcomes
by Ella Marley-Zagar & Ian R. White & Patrick Royston & Friederike M.-S. Barthel & Mahesh K. B. Parmar & Abdel G. Babiker - 53-85 Finite mixture models for linked survey and administrative data: Estimation and postestimation
by Stephen P. Jenkins & Fernando Rios-Avila - 86-96 robustpf: A command for robust estimation of production functions
by Yingyao Hu & Guofang Huang & Yuya Sasaki - 97-118 Extended biasplot command to assess bias, precision, and agreement in method comparison studies
by Patrick Taffé & Mingkai Peng & Vicki Stagg & Tyler Williamson - 119-147 acreg: Arbitrary correlation regression
by Fabrizio Colella & Rafael Lalive & Seyhun Orcan Sakalli & Mathias Thoenig - 148-196 statacons: An SCons-based build tool for Stata
by Raymond P. Guiteras & Ahnjeong Kim & Brian Quistorff & Clayson Shumway - 197-220 Two-tier stochastic frontier analysis using Stata
by Yujun Lian & Chang Liu & Christopher F. Parmeter - 230-242 Improved tests for Granger noncausality in panel data
by Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen - 243-264 Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command
by Jia Li & Zhipeng Liao & Wenyu Zhou - 265-275 A note on creating inset plots using graph twoway
by Matthew Tibbles & Eric Melse - 276-280 Stata tip 149: Weighted estimation of fixed-effects and first-differences models
by John Gardner - 281-292 Stata tip 150: When is it appropriate to xtset a panel dataset with panelvar only?
by Carlo Lazzaro - 293-297 Stata tip 151: Puzzling out some logical operators
by Nicholas J. Cox - 298-299 Software updates
by Editors
December 2022, Volume 22, Issue 4
- 727-733 The Stata Journal Editors’ Prize 2022: Christopher F. Baum
by Nicholas J. Cox & Stephen P. Jenkins - 734-771 Endogenous models of binary choice outcomes: Copula-based maximum-likelihood estimation and treatment effects
by Takuya Hasebe - 772-810 Machine learning using Stata/Python
by Giovanni Cerulli - 811-841 power swgee: GEE-based power calculations in stepped wedge cluster randomized trials
by John A. Gallis & Xueqi Wang & Paul J. Rathouz & John S. Preisser & Fan Li & Elizabeth L. Turner - 842-883 rcm: A command for the regression control method
by Guanpeng Yan & Qiang Chen - 884-907 qpair: A command for analyzing paired Q-sorts in Q-methodology
by Noori Akhtar-Danesh & Stephen C. Wingreen - 908-923 crtrest: A command for ratio estimators of intervention effects on event rates in cluster randomized trials
by Xiangmei Ma & Yin Bun Cheung - 924-940 Conditional evaluation of predictive models: The cspa command
by Jia Li & Zhipeng Liao & Rogier Quaedvlieg & Wenyu Zhou - 941-957 portfolio: A command for conducting portfolio analysis in Stata
by Hongbing Zhu & Lihua Yang - 958-968 printcase: A command for visualizing single observations
by Max D. Weinreb & Jenny Trinitapoli - 969-974 Estimating the risk of events with stprisk
by Matteo Bottai - 975-995 Speaking Stata: Automating axis labels: Nice numbers and transformed scales
by Nicholas J. Cox - 996-997 Stata tip 147: Porting downloaded packages between machines
by Roger Newson - 998-1003 Stata tip 148: Searching for words within strings
by Nicholas J. Cox - 1004-1004 Software updates
by Editors - v:22:y:2022:i:4:cumindex Cumulative author index, volumes 1-22
by Christopher F Baum
September 2022, Volume 22, Issue 3
- 469-495 ivcrc: An instrumental-variables estimator for the correlated random-coefficients model
by David Benson & Matthew A. Masten & Alexander Torgovitsky - 496-520 A Stata implementation of second-generation p-values
by Sven-Kristjan Bormann - 521-556 Computing decomposable multigroup indices of segregation
by Daniel Guinea-Martin & Ricardo Mora - 557-596 A mixture of ordered probit models with endogenous switching between two latent classes
by Jochem Huismans & Jan Willem Nijenhuis & Andrei Sirchenko - 597-624 Bunching estimation of elasticities using Stata
by Marinho Bertanha & Andrew H. McCallum & Alexis Payne & Nathan Seegert - 625-642 graphiclasso: Graphical lasso for learning sparse inverse-covariance matrices
by Aramayis Dallakyan - 643-663 Panel stochastic frontier models with endogeneity
by Mustafa U. Karakaplan - 664-678 Panel unit-root tests with structural breaks
by Pengyu Chen & Yiannis Karavias & Elias Tzavalis - 679-701 Flexible parametric survival analysis with multiple timescales: Estimation and implementation using stmt
by Hannah Bower & Therese M.-L. Andersson & Michael J. Crowther & Paul C. Lambert - 702-712 The inverse hyperbolic sine transformation and retransformed marginal effects
by Edward C. Norton - 713-724 xtusreg: Software for dynamic panel regression under irregular time spacing
by Yuya Sasaki & Yi Xin - 725-725 Software updates
by Editors
June 2022, Volume 22, Issue 2
- 241-242 Peter Anthony Lachenbruch (1937–2021)
by Nicholas J. Cox - 243-268 uirt: A command for unidimensional IRT modeling
by Bartosz Kondratek - 269-292 kpsstest: A command that implements the Kwiatkowski, Phillips, Schmidt, and Shin test with sample-specific critical values and reports p-values
by Ali Kagalwala - 293-318 Fitting spatial autoregressive logit and probit models using Stata: The spatbinary command
by Daniele Spinelli - 319-343 Testing axioms of revealed preference in Stata
by Marcos Demetry & Per Hjertstrand & Matthew Polisson - 344-354 Average treatment effect estimates robust to the “limited overlap” problem: robustate
by Yuya Sasaki & Takuya Ura - 355-378 Testing for time-varying Granger causality
by Christopher F Baum & Stan Hurn & Kenneth Lindsay & Jesús Otero - 379-403 Smoothed instrumental variables quantile regression
by David M. Kaplan - 404-415 Estimating the complier average causal effect via a latent class approach using gsem
by Patricio Troncoso & Ana Morales-Gómez - 416-429 Interactively building table reports with basetable
by Niels Henrik Bruun - 430-445 Binned scatterplots with marginal histograms: binscatterhist
by Matteo Pinna - 446-459 Speaking Stata: The largest five-—A tale of tail values
by Nicholas J. Cox - 460-464 Stata tip 146: Using margins after a Poisson regression model to estimate the number of events prevented by an intervention
by Milena Falcaro & Roger B. Newson & Peter Sasieni - 465-466 Erratum: Speaking Stata 145: Numbering weeks within months
by Nicholas J. Cox - 467-467 Software updates
by Editors
March 2022, Volume 22, Issue 1
- 3-24 Simulating time-to-event data from parametric distributions, custom distributions, competing-risks models, and general multistate models
by Michael J. Crowther - 25-59 A toolbox for measuring heterogeneity and efficiency using zonotopes
by Marco Cococcioni & Marco Grazzi & Le Li & Federico Ponchio - 60-76 Interpreting logit models
by Luca J. Uberti - 77-88 Computing the fragility index for randomized trials and meta-analyses using Stata
by Ariel Linden - 89-102 Travel distance and travel time using Stata: New features and major improvements in georoute
by Sylvain Weber & Martin Péclat & August Warren - 103-124 Measuring technical efficiency and total factor productivity change with undesirable outputs in Stata
by Daoping Wang & Kerui Du & Ning Zhang - 125-133 Binary contrasts for unordered polytomous regressors
by Jeremy Freese & Sasha Johfre - 134-157 Effect sizes for contrasts of estimated marginal effects
by Brian P. Shaw - 158-194 Analyzing coarsened categorical data with or without probabilistic information
by Werner Vach & Cornelia Alder & Jorge Rivera - 195-223 Fitting mixture models for feeling and uncertainty for rating data analysis
by Giovanni Cerulli & Rosaria Simone & Francesca Di Iorio & Domenico Piccolo & Christopher F Baum - 224-230 Stata tip 145: Numbering weeks within months
by Nicholas J. Cox - 231-233 Erratum: A comprehensive set of postestimation measures to enrich interrupted time-series analysis
by Ariel Linden - 234-237 Erratum: Unit-root tests for explosive behavior
by Christopher F Baum & Jesús Otero - 238-241 Software updates
by Editors
December 2021, Volume 21, Issue 4
- 849-849 Editorial roles: Farewell and welcome
by Nicholas J. Cox - 850-852 The Stata Journal Editors’ Prize 2021: Mark E. Schaffer
by H. Joseph Newton & Nicholas J. Cox - 853-884 Implementing the panel event study
by Damian Clarke & Kathya Tapia-Schythe - 885-951 Relative distribution analysis in Stata
by Ben Jann - 952-971 Implementing quantile selection models in Stata
by Ercio Muñoz & Mariel Siravegna - 972-998 On identification and estimation of Heckman models
by Jonathan Cook & Joon-Suk Lee & Noah Newberger - 999-1020 Unit-root tests for explosive behavior
by Jesús Otero & Christopher F Baum - 1021-1027 Meeting assumptions in the estimation of reliability
by Brian P. Shaw - 1028-1033 Properly calculating estat phtest in the presence of stratified hazards
by Shawna K. Metzger & Benjamin T. Jones - 1034-1046 Review of Michael N. Mitchell’s Interpreting and Visualizing Regression Models Using Stata, Second Edition
by Angela MacIsaac & Bruce Weaver - 1047-1064 Speaking Stata: Loops in parallel
by Nicholas J. Cox - 1065-1068 Stata tip 142: joinby is the real merge m:m
by Deni Mazrekaj & Jesse Wursten - 1069-1073 Stata tip 143: Creating donut charts in Stata
by Andrew Musau - 1074-1080 Stata tip 144: Adding variable text to graphs that use a by() option
by Nicholas J. Cox - 1081-1081 Software updates
by Editors
September 2021, Volume 21, Issue 3
- 559-574 A regression-with-residuals method for analyzing causal mediation: The rwrmed package
by Ariel Linden & Chuck Huber & Geoffrey T. Wodtke - 575-601 Power and sample-size calculations for trials that compare slopes over time: Introducing the slopepower command
by Stephen Nash & Katy E. Morgan & Chris Frost & Amy Mulick - 602-625 arhomme: An implementation of the Arellano and Bonhomme (2017) estimator for quantile regression with selection correction
by Martin Biewen & Pascal Erhardt - 626-658 randregret: A command for fitting random regret minimization models using Stata
by Álvaro A. Gutiérrez-Vargas & Michel Meulders & Martina Vandebroek - 659-686 Instrumental-variable estimation of large-T panel-data models with common factors
by Sebastian Kripfganz & Vasilis Sarafidis - 687-707 Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2
by Jan Ditzen - 708-755 icio: Economic analysis with intercountry input–output tables
by Federico Belotti & Alessandro Borin & Michele Mancini - 756-771 Test scores’ robustness to scaling: The scale_transformation command
by Andres Yi Chang - 772-813 kinkyreg: Instrument-free inference for linear regression models with endogenous regressors
by Sebastian Kripfganz & Jan F. Kiviet - 814-817 Review of Michael N. Mitchell’s Data Management Using Stata: A Practical Handbook, Second Edition
by William D. Dupont - 818-837 Speaking Stata: Ordering or ranking groups of observations
by Nicholas J. Cox - 838-846 Stata tip 141: Adding marginal spike histograms to quantile and cumulative distribution plots
by Nicholas J. Cox - 847-847 Software updates
by Editors
June 2021, Volume 21, Issue 2
- 273-278 Michael Hills (1934–2021)
by Claire Hills & Bianca L. De Stavola & Simon Cousens & David Leon & Nicholas J. Cox - 279-294 The BDS test of independence
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - 295-319 “What good is a volatility model?” A reexamination after 20 years
by Christopher F Baum & Stan Hurn - 320-347 Weighted mixed-effects dose–response models for tables of correlated contrasts
by Nicola Orsini - 348-359 Estimating and evaluating personalized treatment recommendations from randomized trials with ptr
by Matthias Pierce & Richard Emsley - 360-410 Extending the Kitagawa–Oaxaca–Blinder decomposition approach to panel data
by Hannes Kröger & Jörg Hartmann - 411-429 Stacked linear regression analysis to facilitate testing of hypotheses across OLS regressions
by Michael Oberfichtner & Harald Tauchmann - 430-461 Maximum likelihood estimation of an across-regime correlation parameter
by Giorgio Calzolari & Maria Gabriella Campolo & Antonino Di Pino & Laura Magazzini - 462-497 Event studies with daily stock returns in Stata: Which command to use?
by Thomas Kaspereit - 498-509 Bootstrap internal validation command for predictive logistic regression models
by B. M. Fernandez-Felix & E. García-Esquinas & A. Muriel & A. Royuela & J. Zamora - 510-538 Determining relative importance in Stata using dominance analysis: domin and domme
by Joseph N. Luchman - 539-554 Speaking Stata: Front-and-back plots to ease spaghetti and paella problems
by Nicholas J. Cox - 555-555 Erratum: Speaking Stata: Loops, again and again
by Nicholas J. Cox - 556-557 Software updates
by Editors
March 2021, Volume 21, Issue 1
- 3-38 Estimation of nested and zero-inflated ordered probit models
by David Dale & Andrei Sirchenko - 39-50 Bootstrap unit-root test for random walk with drift: The bsrwalkdrift command
by Miguel Dorta & Gustavo Sanchez - 51-80 Testing for slope heterogeneity in Stata
by Tore Bersvendsen & Jan Ditzen - 81-96 Estimation of marginal effects for models with alternative variable transformations
by Fernando Rios-Avila - 97-122 Evaluating the maximum regret of statistical treatment rules with sample data on treatment response
by Valentyn Litvin & Charles F. Manski - 123-140 msreg: A command for consistent estimation of linear regression models using matched data
by Masayuki Hirukawa & Di Lu & Artem Prokhorov - 141-151 From common to firm-specific event dates: A new version of the estudy command
by Fausto Pacicco & Luigi Vena & Andrea Venegoni - 152-179 segregsmall: A command to estimate segregation in the presence of small units
by Xavier D’Haultfoeuille & Lucas Girard & Roland Rathelot - 180-194 Implementing blopmatching in Stata
by Juan D. Díaz & Iván Gutiérrez & Jorge Rivera - 195-205 Calculating level-specific SEM fit indices for multilevel mediation analyses
by W. Scott Comulada - 206-219 kmr: A command to correct survey weights for unit nonresponse using groups’ response rates
by Ercio Muñoz & Salvatore Morelli - 220-258 Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata
by Jinjing Li & Michael J. Zyphur & George Sugihara & Patrick J. Laub - 259-262 Review of Psychological Statistics and Psychometrics Using Stata, by Scott A. Baldwin
by Christine Wells - 263-271 Stata tip 140: Shorter or fewer category labels with graph bar
by Nicholas J. Cox - 272-272 Software updates
by Editors
December 2020, Volume 20, Issue 4
- 759-762 The Stata Journal Editors’ Prize 2020: Daniel Klein
by H. Joseph Newton & Nicholas J. Cox - 763-784 merlin—A unified modeling framework for data analysis and methods development in Stata
by Michael J. Crowther - 785-804 Fast leave-one-out methods for inference, model selection, and diagnostic checking
by Federico Belotti & Franco Peracchi - 805-811 Extracting Chinese geographic data from Baidu Map API
by Yuan Xue & Chuntao Li - 812-843 The Romano–Wolf multiple-hypothesis correction in Stata
by Damian Clarke & Joseph P. Romano & Michael Wolf - 844-865 Nonparametric synthetic control using the npsynth command
by Giovanni Cerulli - 866-891 Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores
by Matias D. Cattaneo & Rocío Titiunik & Gonzalo Vazquez-Bare - 892-915 iefieldkit: Commands for primary data collection and cleaning
by Kristoffer Bjärkefur & Luíza Cardoso de Andrade & Benjamin Daniels - 916-930 An easy way to create duration variables in binary cross-sectional time-series data
by Andrew Q. Philips - 931-951 Developing, maintaining, and hosting Stata statistical software on GitHub
by E. F. Haghish - 952-964 Constructing a summary index using the standardized inverse-covariance weighted average of indicators
by Benjamin Schwab & Sarah Janzen & Nicholas P. Magnan & William M. Thompson - 965-975 Using information from singletons in fixed-effects estimation: xtfesing
by Laura Magazzini & Randolph Luca Bruno & Marco Stampini - 976-998 Fitting partially linear functional-coefficient panel-data models with Stata
by Kerui Du & Yonghui Zhang & Qiankun Zhou - 999-1015 Speaking Stata: Loops, again and again
by Nicholas J. Cox - 1016-1027 Stata tip 139: The by() option of graph can work better than graph combine
by Nicholas J. Cox - 1028-1030 Software updates
by Editors
September 2020, Volume 20, Issue 3
- 505-531 Comparing distributions of ordinal data
by Stephen P. Jenkins - 532-547 sfcount: Command for count-data stochastic frontiers and underreported and overreported counts
by Eduardo Fé & Richard Hofler - 548-564 emagnification: A tool for estimating effect-size magnification and performing design calculations in epidemiological studies
by David J. Miller & James T. Nguyen & Matteo Bottai - 565-583 Local Whittle estimation of the long-memory parameter
by Christopher F Baum & Stan Hurn & Kenneth Lindsay - 584-603 A command to estimate and interpret models of dynamic compositional dependent variables: New features for dynsimpie
by Yoo Sun Jung & Flávio D. S. Souza & Andrew Q. Philips & Amanda Rutherford & Guy D. Whitten - 604-612 A simple test for power-law behavior
by Carlos M. Urzúa - 613-626 Causal mediation analysis in instrumental-variables regressions
by Christian Dippel & Andreas Ferrara & Stephan Heblich - 627-646 Endogenous switching regression model and treatment effects of count-data outcome
by Takuya Hasebe - 647-679 Smooth varying-coefficient models in Stata
by Fernando Rios-Avila - 680-705 Pairwise meta-analysis of aggregate data using metaan in Stata
by Evangelos Kontopantelis & David Reeves - 706-720 Uniform nonparametric inference for time series using Stata
by Jia Li & Zhipeng Liao & Mengsi Gao - 721-745 Multistate life tables using Stata
by Jeronimo Oliveira Muniz - 746-756 Speaking Stata: Is a variable constant?
by Nicholas J. Cox - 757-758 Software updates
by Editors
June 2020, Volume 20, Issue 2
- 253-275 feologit: A new command for fitting fixed-effects ordered logit models
by Gregori Baetschmann & Alexander Ballantyne & Kevin E. Staub & Rainer Winkelmann - 276-296 A practical generalized propensity-score estimator for quantile continuous treatment effects
by Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas - 297-308 Estimating selection models without an instrument with Stata
by Xavier D’Haultfoeuille & Arnaud Maurel & Xiaoyun Qiu & Yichong Zhang - 309-335 Visualization strategies for regression estimates with randomization inference
by Marshall A. Taylor - 336-362 Software documentation with markdoc 5.0
by E. F. Haghish - 363-381 xtgeebcv: A command for bias-corrected sandwich variance estimation for GEE analyses of cluster randomized trials
by John A. Gallis & Fan Li & Elizabeth L. Turner - 382-404 Testing for the presence of measurement error in Stata
by Young Jun Lee & Daniel Wilhelm - 405-425 lclogit2: An enhanced command to fit latent class conditional logit models
by Hong Il Yoo - 426-434 vgets: A command to estimate general-to-specific VARs, Granger causality, steady-state effects, and cumulative impulse–responses
by Muhammad Asali - 435-467 heap: A command for fitting discrete outcome variable models in the presence of heaping at known points
by Zizhong Yan & Wiji Arulampalam & Valentina Corradi & Daniel Gutknecht - 468-480 Fitting exponential regression models with two-way fixed effects
by Koen Jochmans & Vincenzo Verardi - 481-488 Speaking Stata: More ways for rowwise
by Nicholas J. Cox - 489-492 Stata tip 136: Between-group comparisons in a scatterplot with weighted markers
by Andrew Musau - 493-498 Stata tip 137: Interpreting constraints on slopes of rank-deficient design matrices
by Demetris Christodoulou - 499-503 Stata tip 138: Local macros have local scope
by Nicholas J. Cox - 504-504 Software updates
by Editors
March 2020, Volume 20, Issue 1
- 3-29 The random forest algorithm for statistical learning
by Matthias Schonlau & Rosie Yuyan Zou - 30-50 Added-variable plots for panel-data estimation
by John Luke Gallup - 51-94 Recentered influence functions (RIFs) in Stata: RIF regression and RIF decomposition
by Fernando Rios-Avila - 95-115 Fast Poisson estimation with high-dimensional fixed effects
by Sergio Correia & Paulo Guimarães & Tom Zylkin - 116-130 Recommendations about estimating errors-in-variables regression in Stata
by J. R. Lockwood & Daniel F. McCaffrey - 131-148 When to consult precision-recall curves
by Jonathan Cook & Vikram Ramadas - 149-161 A portmanteau test for serial correlation in a linear panel model
by Koen Jochmans & Vincenzo Verardi - 162-175 Conducting sensitivity analysis for unmeasured confounding in observational studies using E-values: The evalue package
by Ariel Linden & Maya B. Mathur & Tyler J. VanderWeele - 176-235 lassopack: Model selection and prediction with regularized regression in Stata
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer - 236-243 Speaking Stata: Concatenating values over observations
by Nicholas J. Cox - 244-249 Stata tip 135: Leaps and bounds
by Maarten L. Buis