Statistical Software Components

From Boston College Department of Economics
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Series data maintained by Christopher F Baum ().

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ASREG: Stata module to estimate rolling window regressions and by(group) regressions: Attaullah Shah
ASROL: Stata module to generate rolling-window descriptive statistics in time series or panel data: Attaullah Shah
ASSERTKY: Stata module to assert unique dataset keys: David Kantor
ASTILE: Stata module to provide a faster and byable alternative for xtile: Attaullah Shah
ASTX: Stata module to create a table of descriptive statistics and t-statistics by a grouping variable: Attaullah Shah
ASYM_CAUS: C++ module for Transforming an Integrated Variable with Deterministic Trend Parts into Negative and Positive Cumulative Partial Sums: Youssef El-Khatib and Abdulnasser Hatemi-J
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
AVAR: Stata module to perform asymptotic covariance estimation for iid and non-iid data robust to heteroskedasticity, autocorrelation, 1- and 2-way clustering, and common cross-panel autocorrelated disturbances: Christopher Baum and Mark Schaffer
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 Baum
AVPLOTS4: Stata module to graph added-variable plots for specified regressors in a single image: Ben Jann
B1X2: Stata module to account for changes when X2 is added to a base model with X1: Jonah Gelbach
BACKRASCH: Stata module to implement a backward procedure with a Rasch model: Jean-Benoit Hardouin
BACKUP: Stata module to make daily backup of important files (Windows only): R. Castañeda
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
BAPLOT: Stata module to produce Bland-Altman plots: Paul Seed
BARPLOT2: Stata module to produce bar plot with optional error bars: Nicholas Cox
BARPLOT: Stata module to plot varlist against xvar: Nicholas Cox
BASETABLE: Stata module to compare a set of risk factors or effects with respect to a categorical variable: Niels Henrik Bruun
BATPLOT: Stata module to produce Bland-Altman plots accounting for trend: Adrian Mander
BAYERHANCK: Stata module to compute test for non-cointegration: Christian Bayer and Christoph Hanck
BAYESMIXEDLOGIT: Stata module to perform Bayesian estimation of mixed logit models: Matthew Baker
BAYESMIXEDLOGITWTP: Stata module for Bayesian estimation of mixed logit model in willingness-to-pay (WTP) space: Matthew 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 Froud
BCOEFF: Stata module to save regression coefficients to new variable: Zhiqiang Wang and Nicholas Cox
BCOEFFS: Stata module to save regression coefficients to new variable: Hejun Liu
BCSTATS: Stata module to analyze back check (field audit) data and compare it to the original survey data: Matthew White
BCTOBIT: Stata module to produce a test of the tobit specification: David Vncent
BCUSE: Stata module to access instructional datasets on Boston College server: Christopher Baum
BDIFF: Stata module to compute Bootstrap and Permutation tests for difference in coefficients between two groups: Lian Yujun
BDINDTEST: RATS procedure to perform battery of independence tests: Tom Doan
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence: Ludwig Kanzler
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance: Ludwig Kanzler
BDSTEST: RATS procedure to compute Brock-Decher-Scheinkman test for i.i.d: Tom Doan
BEAMPLOT: Stata module to draw horizontal dotplots using beams: Nicholas Cox
BENFORD: Stata module to test Benford's Law on a variable: Nikos Askitas
BETACOEF: Stata module to calculate beta coefficients from regression: Christopher Baum
BETAFIT: Stata module to fit a two-parameter beta distribution: Maarten Buis, Nicholas Cox and Stephen Jenkins
BETAPARMS: RATS procedure to compute parameters required for beta distribution: Tom Doan
BETAPRIOR: Stata module to calculate the parameters of a Beta distribution given the mean and variance: Adrian Mander
BGTEST: Stata module to calculate Breusch-Godfrey test for serial correlation: Christopher Baum and Vince Wiggins
BHATT: Stata module to compute Bhattacharyya Coefficient and Bhattacharyya Distance statistics of distribution overlap: Graham K. Brown
BIC: Stata module to evaluate the statistical significance of variables in a model: Paul Millar