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Statistical Software Components
from Boston College Department of Economics EDIRC .
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ANKETEST: Stata module to perform diagnostic tests for spatial autocorrelation in the residuals of OLS, SAR, IV, and IV-SAR models P. Wilner Jeanty ANNEAL: Ox module to perform simulated annealing Michael Creel ANNLYAP: MATLAB function to calculate Lyapunov exponents Shapour Mohammadi ANOGI: Stata module to generate Analysis of Gini Ben Jann ANYMATCH: Stata module to perform distance matching based on any metric Roy Wada APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test Tom Doan APC: Stata module for estimating age-period-cohort effects Sam Schulhofer-Wohl and Yang Yang APCD: Stata module for estimating age-period-cohort effects with detrended coefficients Louis Chauvel APCH: Stata module for estimating age-period-cohort and hysteresis effects Louis Chauvel APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood Tom Doan APOVERTY: Stata module to compute poverty measures João Pedro Azevedo APPENDFILE: Stata module to append text files Julian Reif ARAUTOLAGS: RATS procedure to compute information criteria for AR models using Yule-Walker or Burg Tom Doan ARCH: MATLAB function to compute ARCH test Christopher F Baum ARCHLM: Stata module to calculate LM test for ARCH effects Christopher F 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 ARCHTEST: RATS procedure to test a series for ARCH effects Tom Doan ARFIMAFC: RATS modules to forecast fractionally differenced timeseries Christopher F 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 F Baum ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series Sune Karlsson ARMADLM: RATS procedure to set up a DLM (state-space model) based upon an ARMA model Tom Doan ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials Sune Karlsson ARMASPECTRUM: RATS procedure to graph the spectral density for an input ARMA model Tom Doan ARRAY: Stata package to support arrays of variables David E. Moore ASCII: Stata module to display the ASCII character set Adrian Paul Mander ASCIIPLOT: Stata module to graph ASCII character set in current graph font Michael Blasnik , Svend Juul and Nicholas Cox ASHELL: Stata module to capture output from OS shell command Nikos Askitas ASL_NORM: Stata module computing bootstrap Gaussianity tests Maarten L. Buis ASSERTKY: Stata module to assert unique dataset keys David Kantor ATKPLOT: Stata module to generate Atkinson residual normality plots Stanislav Kolenikov AUTOFMT: Stata module to automatically format a significant number of digits Roy Wada AUTOLOG: Stata module to generate dialog to create log files Ian Watson AUTORENAME: Stata module to automatically rename variables Julian Reif AVG_EFFECT: Stata module to calculate mean (standardized) effect size across multiple outcomes Christopher Robert AVPLOT2: Stata modules for added variable plots Nicholas Cox AVPLOT3: Stata module to generate partial regression plots for subsamples Christopher F Baum AVPLOTS4: Stata module to graph added-variable plots for specified regressors in a single image Ben Jann BACKRASCH: Stata module to implement a backward procedure with a Rasch model Jean-Benoit Hardouin BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas Tom Doan BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes Tom Doan BANDPLOT: Stata module to plot summary statistics of responses for bands of predictors Nicholas Cox BARPLOT2: Stata module to produce bar plot with optional error bars Nicholas Cox BARPLOT: Stata module to plot varlist against xvar Nicholas Cox BATPLOT: Stata module to produce Bland-Altman plots accounting for trend Adrian Paul Mander BAYERHANCK: Stata module to compute test for non-cointegration Christian Bayer and Christoph Hanck BAYESMLOGIT: Stata module to perform Bayesian estimation of mixed logit models Matthew John Baker BAYESTST: RATS procedure to perform Bayesian Unit Root test Tom Doan 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 Robert James Froud
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