Statistical Software Components

from Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().

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_GCLSORT: Stata module to sort a single variable via egen: Philippe Van Kerm
_GPROD: Stata module to extend egen for product of observations: Philip Ryan
_GRMEDF: Stata module to compute row medians with egen: Stanislav Kolenikov
_GRPOS: Stata module to identify observations with at least n positive values: Fred Wolfe
_GRPROD: Stata module to extend generate to produce row products: Philip Ryan
_GSLOPE: Stata module to compute simple regression slope: Jeroen Weesie
_GSOUNDEX: Stata module to implement soundex algorithm: Michael Blasnik
_GSTD01: Stata modules to standardize a variable: Stanislav Kolenikov
_GWTMEAN: Stata module containing extensions to generate to implement weighted mean: David Kantor
_PEERS: Stata module to allow egen to compute the average characteristics of peers in a given unit (school, firm, etc.) specified by by(): Amine Ouazad
A2REG: Stata module to estimate models with two fixed effects: Amine Ouazad
ABAR: Stata module to perform Arellano-Bond test for autocorrelation: David Malin Roodman
ABOUTREG: Stata module providing tutorial on regression diagnostics: Stanislav Kolenikov
ACPLOT: Stata module to plot the autocorrelogram: Nicholas Cox
ADDINBY: Stata module to add in data from a disk dataset using a foreign key: Roger Benedict Newson
ADDNOTES: Stata program to add notes to the end of text files: Jeffrey Bernard Arnold
ADDTEX: Stata module to display text on a graph: Guy D. van Melle
ADDTXT: Stata module to add text to graphs: Gary Longton
ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression: Ludwig Kanzler
ADJACENT: Stata module to list adjacent values of variables: Nicholas Cox
ADJKSM: Stata module to perform adjusted "ksm" for robust scatterplot smoothing: Isaías Hazarmabeth Salgado-Ugarte and Makoto Shimizu
ADJMEAN: Stata module to calculate variables' means adjusted for covariates: Joanne M. Garrett
ADJPROP: Stata module to calculate adjusted probabilities from logistic regression estimates: Joanne M. Garrett
ADJUST: Stata module (corrected) to compute adjusted predictions and probabilities after estimation: Kenneth Higbee
ADOEDIT: Stata module to edit ado file in Stata's do-file editor: Dan Blanchette
ADOLIST: Stata module to manage lists of ado packages: Ben Jann and Stefan Wehrli
ADOMODE: EMACS module providing customized editing of Stata ado-files: Bill Rising
ADOTYPE: Stata module to type ado file: Nicholas Cox
AFORMAT: Stata module to condense the display format of a variable: Jens Martin Lauritsen and John Luke Gallup
AINEQUAL: Stata module to compute measures of inequality: João Pedro Azevedo
AKDENSITY: Stata module to perform adaptive kernel density estimation: Philippe Van Kerm
ALLCROSS: Stata modules to create variables corresponding to moment matrices: Kenneth Higbee
ALLPOSSIBLE: Stata module to fit all possible models with subsets of predictors: Nicholas Cox
ALORENZ: Stata module to produce Pen's Parade, Lorenz and Generalised Lorenz curve: João Pedro Azevedo and Samuel Franco
ALPHAWGT: Stata module to compute Cronbach's alpha for weighted data: Ben Jann
ANNEAL: Ox module to perform simulated annealing: Michael Creel
ANOGI: Stata module to generate Analysis of Gini: Ben Jann
APC: Stata module for estimating age-period-cohort effects: Sam Schulhofer-Wohl and Yang Yang
APOVERTY: Stata module to compute poverty measures: João Pedro Azevedo
ARCH: MATLAB function to compute ARCH test: Christopher Baum
ARCHLM: Stata module to calculate LM test for ARCH effects: Christopher Baum and Vince Wiggins
ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models: Sune Karlsson
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity: Ludwig Kanzler
ARFIMAFC: RATS modules to forecast fractionally differenced timeseries: Christopher Baum and John Barkoulas
ARFSIM: RATS module to simulate ARFIMA(0,d,0) fractionally integrated series: Rob Schoen
ARIMAFIT: Stata module to calculate AIC, SIC for ARIMA model: Christopher Baum
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series: Sune Karlsson
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials: Sune Karlsson
ARRAY: Stata package to support arrays of variables: David E. Moore
ASCII: Stata module to display the ASCII character set: Adrian Paul Mander