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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MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel: Nicholas Cox and Christopher Baum
MVMETA: Stata module to perform multivariate random-effects meta-analysis: Ian White
MVPATT: Stata module: displays missing-value patterns: Jeroen Weesie
MVPROBIT: Stata module to calculate multivariate probit regression using simulated maximum likelihood: Lorenzo Cappellari and Stephen Jenkins
MVSAMP1I: Stata module to determine sample size and power for multivariate regression: David E. Moore
MVSAMPSI: Stata module to determine sample size and power for multivariate regression: David E. Moore
MVSKTEST: Stata module to test for multivariate skewness and kurtosis: Stanislav Kolenikov
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel: Nicholas Cox and Christopher Baum
MVTEST: Stata module to perform multivariate F tests: David E. Moore
MVTOBIT: Stata module to calculate multivariate tobit models by simulated maximum likelihood (SML): Mikkel Christoffer Barslund
MYLABELS: Stata module for axis labels or ticks on transformed scales or for daily dates: Nicholas Cox and Scott Merryman
MYPKG: Stata module to inform on packages installed over net: Nicholas Cox
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating: Christopher Baum
NBFIT: Stata module for fitting negative binomial distribution by maximum likelihood: Nicholas Cox and Roberto G. Gutierrez
NBINREG: Stata module to estimate negative binomial regression models: Joseph Michael Hilbe
NBSTRAT: Stata module to estimate Negative Binomial with Endogenous Stratification: Joseph Michael Hilbe and Roberto Martinez-Espineira
NCF: Stata modules related to the noncentral F distribution: Thomas J Steichen
NCT: Stata modules related to the noncentral t distribution: Thomas J Steichen
NDBCI: Stata module extending ci for single variable with exposure time: Fred Wolfe
NEAREST: Stata module to calculate nearest neighbours from point coordinates: Nicholas Cox
NEARMRG: Stata module to provide nearest-match merging of datasets: Michael Blasnik and Katherine Smith
NEWEY2: Stata module to extend newey (HAC covariance estimation): David Malin Roodman
NEWSIMPACT: Stata module to compute news impact curve for ARCH models: Sune Karlsson
NHARVEY: Stata module to perform Nyblom-Harvey panel test of common stochastic trends: Christopher Baum and Fabian Bornhorst
NICEDATES: Stata module for nice dates, especially for time series graphs: Nicholas Cox
NJC_STUFF: Stata module documenting Stata programs and help files by Nicholas J. Cox: Nicholas Cox
NLCHECK: Stata module to check linearity assumption after model estimation: Ben Jann
NLECDYN_TOOLKIT: MATLAB modules for analyzing nonlinear economic dynamic models easily: Harald Uhlig
NMISSING: Stata module to show numbers of missing or present values: Nicholas Cox
NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models: Gregorio Impavido
NNMATCH: Stata module to compute nearest-neighbor bias-corrected estimators: Alberto Abadie, Jane Leber Herr, Guido Imbens and David M. Drukker
NONADD: Stata Program to perform Tukey test for non-additivity: Philip B. Ender
NONPARAMREG: MATLAB function to estimate nonparametric regression: Shapour Mohammadi
NORMTEST: Stata module to perform tests of univariate kurtosis and skewness: Herve M. Caci
NPROC: Stata module to produce nonparametric receiver operating curves: Philip Price and Fred Wolfe
NRUNS: Stata module to compute number of runs compared with random shuffles: Nicholas Cox and Nigel Smeeton
NSPLIT: Stata module to split numeric variable into components: Dan Blanchette
OAXACA8: Stata module to compute decompositions of outcome differentials: Ben Jann
OAXACA: Stata module to compute the Blinder-Oaxaca decomposition: Ben Jann
OCRATIO: Stata modules to fit continuation-ratio models on ordinal response data: Rory Wolfe
ODDSRISK: Stata module to convert Logistic Odds Ratios to Risk Ratios: Joseph Michael Hilbe
OGLM: Stata module to estimate Ordinal Generalized Linear Models: Richard Williams
OMNINORM: Stata module to calculate omnibus test for univariate/multivariate normality: Christopher Baum and Nicholas Cox
OMODEL: Stata modules to perform tests on ordered probit and ordered logit models: Rory Wolfe
ONESPELL: Stata module to generate single longest spell for each unit in panel data, listwise: Christopher Baum
ONEWPLOT: Stata module for oneway plots: Nicholas Cox
OPENALL: Stata module to open all specified files with append: Ari Friedman
OPROBPR: Stata module to display predicted probabilities from ordered probit and logit: Nick Winter
OPTIFACT: Stata module to find the best summated rating scale from a list of items: Paul Millar
ORDPLOT: Stata module for cumulative distribution plot of ordinal variable: Nicholas Cox