Stata Journal

2001 - 2009

Edited by H. Joseph Newton and Nicholas J. Cox

This journal is a continuation of Stata Technical Bulletin.
Series data maintained by Christopher F. Baum ().

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A menu-driven facility for sample-size calculation in novel multiarm, multistage randomized controlled trials with a time-to-event outcome pp. 505-523: Friederike M.-S. Barthel, Patrick Royston and Mahesh K. B. Parmar
cem: Coarsened exact matching in Stata pp. 524-546: Matthew Blackwell, Stefano Maria Iacus, Gary King and Giuseppe Porro
Bootstrap assessment of the stability of multivariable models pp. 547-570: Patrick Royston and Willi Sauerbrei
Partial effects in probit and logit models with a triple dummy-variable interaction term pp. 571-583: Thomas Cornelissen and Katja Sonderhof
Fitting and interpreting Cragg's tobit alternative using Stata pp. 584-592: William J. Burke
Implementation of a new solution to the multivariate Behrens-Fisher problem pp. 593-598: Ivan Zezula
Mata Matters: File processing pp. 599-620: William Gould
Speaking Stata: Paired, parallel, or profile plots for changes, correlations, and other comparisons pp. 621-639: Nicholas Cox
Stata tip 80: Constructing a group variable with specified group sizes pp. 640-642: Martin Weiss
Stata tip 81: A table of graphs pp. 643-647: Maarten L. Buis and Martin Weiss
Stata tip 82: Grounds for grids on graphs pp. 648-651: Nicholas Cox
Software updates pp. 652: Editors
Cumulative author index, volumes 1-9: Christopher F Baum

Confirmatory factor analysis using confa pp. 329-373: Stanislav Kolenikov
Graphical representation of multivariate data using Chernoff faces pp. 374-387: Rafal Raciborski
Improved degrees of freedom for multivariate significance tests obtained from multiply imputed, small-sample data pp. 388-397: Yulia V. Marchenko and Jerome P. Reiter
Implementing weak-instrument robust tests for a general class of instrumental-variables models pp. 398-421: Keith Finlay and Leandro Maschietto Magnusson
A seasonal unit-root test with Stata pp. 422-438: Domenico Depalo
Robust regression in Stata pp. 439-453: Vincenzo Verardi and Christophe Croux
Nonparametric testing of distributions—the Epps–Singleton two-sample test using the empirical characteristic function pp. 454-465: Sebastian J. Goerg and Johannes Kaiser
Multiple imputation of missing values: Further update of ice, with an emphasis on categorical variables pp. 466-477: Patrick Royston
Speaking Stata: Creating and varying box plots pp. 478-496: Nicholas Cox
Stata tip 77: (Re)using macros in multiple do-files pp. 497-498: Jeph Herrin
Stata tip 78: Going gray gracefully: Highlighting subsets and downplaying substrates pp. 499-503: Nicholas Cox
Stata tip 79: Optional arguments to options pp. 504: Nicholas Cox

Methods for estimating adjusted risk ratios pp. 175-196: Peter Cummings
Updated tests for small-study effects in meta-analyses pp. 197-210: Roger Harbord, Ross J. Harris and Jonathan A. C. Sterne
metandi: Meta-analysis of diagnostic accuracy using hierarchical logistic regression pp. 211-229: Roger Harbord and Penny Whiting
Two techniques for investigating interactions between treatment and continuous covariates in clinical trials pp. 230-251: Patrick Royston and Willi Sauerbrei
Multiple imputation of missing values: New features for mim pp. 252-264: Patrick Royston, John B. Carlin and Ian R. White
Further development of ﬂexible parametric models for survival analysis pp. 265-290: Paul C. Lambert and Patrick Royston
Mata Matters: Overflow, underflow and the IEEE floating-point format pp. 291-298: Alexis Dinno
The Skillings–Mack test (Friedman test when there are missing data) pp. 299-305: Mark David Chatfield and Adrian Paul Mander
Speaking Stata: I. J. Good and quasi-Bayes smoothing of categorical frequencies pp. 306-314: Nicholas Cox
A statistician’s perspective on “Mostly Harmless Econometrics: An Empiricist's Companion”, by Joshua D. Angrist and Jorn-Steffen Pischke pp. 315-320: Andrew Gelman
Stata tip 76: Separating seasonal time series pp. 321-326: Nicholas Cox
Software updates pp. 327: Editors

Estimation and comparison of receiver operating characteristic curves pp. 1-16: Margaret S. Pepe, Gary Longton and Holly Janes
Accommodating covariates in receiver operating characteristic analysis pp. 17-39: Holly Janes, Gary Longton and Margaret S. Pepe
Multivariate random-effects meta-analysis pp. 40-56: Ian R. White
Meta-analysis with missing data pp. 57-69: Ian R. White and Julian P. T. Higgins
A general-purpose method for two-group randomization tests pp. 70-85: Johannes Kaiser and Michael G. Lacy
How to do xtabond2: An introduction to difference and system GMM in Stata pp. 86-136: David Malin Roodman
Speaking Stata: Rowwise pp. 137-157: Nicholas Cox
Review of The Workflow of Data Analysis Using Stata, by J. Scott Long pp. 158-160: Alan C. Acock
Evaluating concavity for production and cost functions pp. 161-165: Christopher Baum and Teresa Linz
Stata tip 73: append with care! pp. 166-168: Christopher Baum
Stata tip 74: firstonly, a new option for tab2 pp. 169-170: Roberto G. Gutierrez and Peter A. Lachenbruch
Stata tip 75: Setting up Stata for a presentation pp. 171-172: Kevin Crow
Software updates pp. 173: Editors