Statistical Software Components

from Boston College Department of Economics
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LMALBNL: Stata module to compute NLS Autocorrelation Ljung-Box Test at Higher Order AR(p): Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMANLSUR: Stata module to perform Overall System NL-SUR Autocorrelation Tests: Emad Abd Elmessih Shehata
LMAREG3: Stata module to compute Overall System Autocorrelation Tests after 3SLS and SURE: Emad Abd Elmessih Shehata
LMASEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Autocorrelation Tests: Emad Abd Elmessih Shehata
LMAVON: Stata module to compute Von Neumann Ratio Autocorrelation Test: Emad Abd Elmessih Shehata
LMAVONNL: Stata module to compute NLS Autocorrelation Von Neumann Ratio Test at Higher Order AR(p): Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMAZ: Stata module to compute OLS Autocorrelation Z Test at Higher Order AR(p): Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMCOL: Stata module to compute OLS Multicollinearity Diagnostic Tests: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMCOVNLSUR: Stata module to perform Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test after (NL-SUR) Regressions: Emad Abd Elmessih Shehata
LMCOVREG3: Stata module to Compute Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test after (3SLS-SURE) Regressions: Emad Abd Elmessih Shehata
LMCOVSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test: Emad Abd Elmessih Shehata
LMCOVVAR: Stata module to compute (VAR) Breusch-Pagan Diagonal Covariance Matrix Test: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMCOVXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Diagonal Covariance Matrix Test for Panel Data: Emad Abd Elmessih Shehata
LMEG: Stata module to compute Augmented Engle-Granger Cointegration Test at Higher Order AR(p): Emad Abd Elmessih Shehata
LMFREG2: Stata module to compute 2SLS-IV Linear vs Log-Linear Functional Form Tests: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMFREG: Stata module to Compute OLS Linear vs Log-Linear Functional Form Tests: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMGC: Stata module to compute Granger Causality Test at Higher Order AR(p): Emad Abd Elmessih Shehata
LMHARCH: Stata module to compute OLS Heteroscedasticity Engle (ARCH) Test: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMHCWNL: Stata module to compute NLS Heteroscedasticity Cook-Weisberg Test: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMHGL: Stata module to Compute Glejser Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression: Emad Abd Elmessih Shehata
LMHHARV: Stata module to Compute Harvey Lagrange Multiplier Heteroscedasticity Test for Residuals after OLS Regression: Emad Abd Elmessih Shehata
LMHLMXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Panel Heteroscedasticity Test: Emad Abd Elmessih Shehata
LMHLRXT: Stata module to Compute Greene Likelihood Ratio Panel Heteroscedasticity Test: Emad Abd Elmessih Shehata
LMHNLSUR: Stata module to perform Overall System NL-SUR Heteroscedasticity Tests: Emad Abd Elmessih Shehata
LMHREG3: Stata module to compute Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions: Emad Abd Elmessih Shehata
LMHSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Heteroscedasticity Tests: Emad Abd Elmessih Shehata
LMHWALD: Stata module to compute OLS Heteroscedasticity Wald Test: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMNADXT: Stata module to compute Panel Data Non Normality Anderson-Darling Test: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMNGR: Stata module to compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test for Residuals after OLS Regression: Emad Abd Elmessih Shehata
LMNGRY: Stata module to compute Geary Non Normality Lagrange Multiplier Runs Test: Emad Abd Elmessih Shehata
LMNJB: Stata module to compute Lagrange Multiplier LM Jarque-Bera Normality Test: Emad Abd Elmessih Shehata
LMNJBNL: Stata module to compute NLS Non Normality Jarque-Bera Test: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMNNLSUR: Stata module to perform Overall System NL-SUR Non-Normality Tests: Emad Abd Elmessih Shehata
LMNREG3: Stata module to compute Overall System Non Normality Tests after (3SLS-SURE) Regressions: Emad Abd Elmessih Shehata
LMNSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Non Normality Tests: Emad Abd Elmessih Shehata
LMNWHITE: Stata module to Compute White Non Normality Lagrange Multiplier Test after OLS Regression: Emad Abd Elmessih Shehata
LMNWHITENL: Stata module to compute NLS Non Normality White Test: Emad Abd Elmessih Shehata and Sahra Khaleel Mickaiel
LMOMENTS: Stata module to generate L-moments and derived statistics: Nicholas Cox
LMS: Stata module to perform least median squares regression fit: Michael Blasnik
LMSRD: Stata module to compute Spurious Regression Diagnostic after OLS Regression: Emad Abd Elmessih Shehata
LOCPR: Stata module for semi-parametric estimation: Austin Nichols
LOEVH: Stata module to compute Guttman errors and Loevinger H coefficients: Jean-Benoit Hardouin
LOG2DO2: Stata module to convert log file to do file: Nick Winter
LOG2HTML: Stata module to produce HTML log files: Christopher F Baum, Nicholas Cox and Bill Rising
LOGITCPRPLOT: Stata module to graph component-plus-residual plot for logistic regression: Ben Jann
LOGITHETM: Stata module to estimate Logit Multiplicative Heteroscedasticity Regression: Emad Abd Elmessih Shehata
LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution: Tom Doan
LOGNFIT: Stata module to fit lognormal distribution by maximum likelihood: Stephen P. Jenkins
LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution: Tom Doan
LOGOUT: Stata module to convert log or ASCII files into various output formats: Roy Wada