Statistical Software Components

From Boston College Department of Economics
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GSREG: Stata module to perform Global Search Regression: Pablo Gluzmann and Demian Panigo
GSUM: Stata module to calculate summary statistics for grouped data: Eric Hedberg
GUMBELFIT: Stata module to fit a two-parameter Gumbel distribution: Nicholas Cox and Stephen Jenkins
GUTTMANL: Stata module to produce Guttman lower bound reliability coefficients: Daniel Klein
GVSELECT: Stata module to perform best subsets variable selection: Charles Lindsey and Simon Sheather
GWHET: Stata module to perform test for groupwise heteroskedasticity: Gregorio Impavido
GZIPUSE: Stata module to use and save compressed dta files and compress.dta files: Nikos Askitas
GZSAVE: Stata module to save and use datasets compressed by gzip: Henrik Stovring
HADRI: RATS procedure to implement Hadri test for unit roots in panel data: Tom Doan
HADRILM: Stata module to perform Hadri panel unit root test: Christopher Baum
HAIF: Stata module to compute Homoskedastic Adjustment Inflation Factors for model selection: Roger Newson
HALLT-SKEWT: Stata module to compute skewness-adjusted bootstrap t-statistics: Rajesh Tharyan and Scott Merryman
HALTON: RATS procedure to generate Halton sequences: Tom Doan
HANGROOT: Stata module creating a hanging rootogram comparing an empirical distribution to the best fitting theoretical distribution: Maarten Buis
HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm: Tom Doan
HANSEN2: Stata module for Hansen's test for parameter instability: Nicholas Cox
HAPBLOCK: Stata module to perform haplotype analysis to identify the edges of haplotype blocks: Adrian Mander
HAPIPF: Stata module to perform haplotype analysis: Adrian Mander
HARMBY: Stata module to harmonize values of variables within by-groups: Roger Newson
HAUSMAN: Stata module to compute a Hausman test statistic (version 5): Jeroen Weesie
HBAR: Stata module to generate horizontal bar charts: Nicholas Cox
HBOX: Stata module to draw horizontal box plots: Nicholas Cox
HCAVAR: Stata module to perform Hierarchical Clusters Analysis of variables: Jean-Benoit Hardouin
HCNBREG: Stata module to estimate Heterogeneous Canonical Negative Binomial Regression: Joseph Hilbe
HDFE: Stata module to partial out variables with respect to a set of fixed effects: Sergio Correia
HDQUANTILE: Stata module for Harrell-Davis estimator of quantiles: Nicholas Cox
HEAD: Stata module to print the head observations (first observations in data set): Sean Higgins
HECKPROB2: Stata module to run heckprob and svyheckprob with d2 evaluator: Jerzy Mycielski
HECKROC: Stata module to plot ROC curves: Jonathan Cook and Ashish Rajbhandari
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test: Christopher Baum and Richard Sperling
HEGY: RATS module to generate Beaulieu & Miron seasonal unit root tests: Jean-Philip Bellotteau
HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999): Agnieszka Janek and Rafał Weron
HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model: Agnieszka Janek and Rafał Weron
HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile: Agnieszka Janek and Rafał Weron
HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002): Agnieszka Janek and Rafał Weron
HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model: Agnieszka Janek and Rafał Weron
HETEROGI: Stata module to quantify heterogeneity in a meta-analysis: Nicola Orsini, Matteo Bottai, Julian Higgins and Iain Buchan
HETOP: Stata module for estimating heteroskedastic ordered probit models with ordered frequency data: Benjamin R. Shear and Sean F. Reardon
HETPROB: Stata module to estimate heteroskedastic probit model: William Gould
HETRED: Stata module to implement heterogeneity reducing algorithms: Nikolaos Patsopoulos
HGCLG: Stata module to estimate geometric-complementary log log hurdle regression: Joseph Hilbe
HGLOGIT: Stata module to estimate geometric-logit hurdle regression: Joseph Hilbe
HHcte: GAUSS module to Apply a Bootstrap Test for Causality with Endogenous Lag Order: R Scott Hacker and Abdulnasser Hatemi-J
HHI5: Stata module to generate Herfindahl-Hirschman index (HHI) variables: Lian Yujun
HHI: Stata module to compute Herfindahl index: Muhammad Rashid Ansari
HHtest: GAUSS module to implement bootstrap test for causality with leverage adjustments: R Scott Hacker and Abdulnasser Hatemi-J
HILDASETUP: Stata module to create a longitudinal dataset for the Household, Income and Labour Dynamics in Australia (HILDA) Survey: Francisco (Paco) Perales
HILLGEV: RATS procedure to estimate tail index for a distribution using Hill's method: Tom Doan
HIMAP: Stata module to create heatmaps for the web, using java api developed by highcharts: Thomas Roca
HIMATRIX: Stata module to highlight selected elements of scatterplot: Ulrich Kohler