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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ORTHOG: Stata module to orthogonalize variables: Bill Sribney (1998-07-13)
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence: Ludwig Kanzler (1998-06-30)
EBA: Stata module to perform extreme bound analysis: Gregorio Impavido (1998-06-26)
PWCORRW: Stata module to print wide correlation matrix with significance indicators: Nicholas Cox (1998-06-16)
ARRAY: Stata package to support arrays of variables: David E. Moore (1998-06-16)
VLIST: Stata module to expand variable list in command syntax: David E. Moore (1998-06-16)
ADDTEX: Stata module to display text on a graph: Guy D. van Melle (1998-06-10)
MVTEST: Stata module to perform multivariate F tests: David E. Moore (1998-06-09)
TPVAR: Stata module to generate turning-point variable for graphics labelling: Nicholas Cox (1998-06-09)
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests: Ludwig Kanzler (1998-06-07)
LOGPRED: Stata module to calculate logistic regression probabilities: Joanne M. Garrett (1998-05-29)
ADJPROP: Stata module to calculate adjusted probabilities from logistic regression estimates: Joanne M. Garrett (1998-05-29)
WBULL: Stata module to fit Weibull distribution by maximum likelihood: Nicholas Cox (1998-05-29)
REGPRED: Stata module to calculate linear regression predictions: Joanne M. Garrett (1998-05-29)
ADJMEAN: Stata module to calculate variables' means adjusted for covariates: Joanne M. Garrett (1998-05-29)
REGLIKE: Stata module to calculate log-likelihood function value from regress: Bill Sribney (1998-05-14)
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity: Ludwig Kanzler (1998-05-14)
REGRESBY: Stata module to generate regression residuals by byvarlist: Nicholas Cox (1998-05-04)
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic: Ludwig Kanzler (1998-04-29)
INTTERMS: Stata module to enumerate all indicators for all intersections of two categorical variables: Vince Wiggins (1998-04-27)
SEQ: Stata module to generate sequences of integers: Nicholas Cox (1998-04-26)
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance: Ludwig Kanzler (1998-04-23)
RANOVA: Stata module to estimate single factor repeated measures ANOVA: Joseph Michael Hilbe (1998-04-21)
TRNBIN0: Stata module to estimate zero-truncated negative binomial regression: Joseph Michael Hilbe (1998-04-21)
RMANOVA: Stata module to estimate repeated measures ANOVA: George M. Hoffman (1998-04-21)
CATDEV: Stata modules for interpretation of categorical dependent variable models: J. Scott Long (1998-04-16)
FODSTR: Stata modules to handle fractional day calculations: William Gould (1998-04-15)
QSTAT: MATLAB module to calculate Ljung-Box q statistic: Ludwig Kanzler (1998-04-07)
ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression: Ludwig Kanzler (1998-04-06)
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis: Ludwig Kanzler (1998-04-06)
DURBINH: MATLAB module to calculate Durbin's h statistic: Ludwig Kanzler (1998-04-06)
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio: Ludwig Kanzler (1998-03-29)
EWMA: Stata module to calculate exponentially weighted moving average: Nicholas Cox (1998-03-27)
LJS: Stata module to left-justify string variables for printing: Nicholas Cox (1998-03-24)
DTOBIT2: Stata module to estimate a tobit model with marginal effects at observed censoring rate: Vince Wiggins (1998-03-24)
RGLM: Stata module to estimate robust generalized linear models: Roger Benedict Newson (1998-03-23)
CID: Stata module to calculate confidence intervals for means or differences: Patrick Royston (1998-03-22)
STGTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models (variant): Patrick Royston and Peter Sasieni (1998-03-22)
STBTCALC: Stata module to calculate time-varying regression coefficients in Cox PH models: Patrick Royston and Peter Sasieni (1998-03-22)
CONTRAST: Stata module to calculate contrasts between factor levels: Patrick Royston (1998-03-20)
TPRED: Stata module to generate predictions from Tobit model: William Gould (1998-03-17)
DISTAN: Stata module to generate similarity measures: Jose Maria Sanchez Saez (1998-03-13)
MISSING: Stata module to replace missing values: Jose Maria Sanchez Saez (1998-03-13)
DATMAT: Stata module to multiply variables via matrix multiplication: Bill Sribney (1998-03-09)
PANTEST2: Stata module to perform diagnostic tests in fixed effects panel regressions: Nicholas Oulton (1998-03-06)
ZB_QRM: Stata module to Recoding multiple responses into binary variables: Eric Zbinden (1998-03-01)
MARKOV: Stata module to generate Markov probabilities: Nicholas Cox (1998-02-28)
HECKMAN2: Stata module to estimate Heckman selection model using Heckman's two-step approach: Vince Wiggins (1998-02-27)
CORANAL: Stata module to perform simple correspondence analysis: Philippe Van Kerm (1998-02-23)
GPH_SEAS: RATS module to perform fractional integration of seasonally adjusted timeseries: Christopher Baum (1998-02-23)