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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.

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LMHHP: Stata Module to Compute OLS Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHPNL: Stata module to compute NLS Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHHPXT: Stata module to compute Panel Data Heteroscedasticity Hall-Pagan Test Downloads
Emad Shehata and Sahra Mickaiel
LMHLMXT: Stata module to Compute Breusch-Pagan Lagrange Multiplier Panel Heteroscedasticity Test Downloads
Emad Shehata
LMHLRXT: Stata module to Compute Greene Likelihood Ratio Panel Heteroscedasticity Test Downloads
Emad Shehata
LMHMSS2: Stata Module to Compute 2SLS-IV Heteroscedasticity Machado-Santos-Silva Test Downloads
Sahra Khaleel A. Mickaiel, Emad Shehata and Sahra Khaleel A. Mickaiel
LMHNLSUR: Stata module to perform Overall System NL-SUR Heteroscedasticity Tests Downloads
Emad Shehata
LMHREG3: Stata module to compute Overall System Heteroscedasticity Tests after (3SLS-SURE) Regressions Downloads
Emad Shehata
LMHSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Heteroscedasticity Tests Downloads
Emad Shehata
LMHWALD: Stata module to compute OLS Heteroscedasticity Wald Test Downloads
Emad Shehata and Sahra Mickaiel
LMHWALDXT: Stata module to compute Panel Data Heteroscedasticity Wald Test Downloads
Emad Shehata and Sahra Mickaiel
LMNAD: Stata Module to Compute OLS Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNADNL: Stata Module to Compute NLS Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNADXT: Stata module to compute Panel Data Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDH: Stata Module to Compute OLS Non Normality Doornik-Hansen Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDP2: Stata module to compute 2SLS-IV Non Normality D'Agostino-Pearson Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDP: Stata module to Compute OLS Non Normality D'Agostino-Pearson Test Downloads
Emad Shehata and Sahra Mickaiel
LMNGR: Stata module to compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test for Residuals after OLS Regression Downloads
Emad Shehata
LMNGRY2: Stata Module to Compute 2SLS-IV Non Normality Geary Runs Test Downloads
Emad Shehata and Sahra Mickaiel
LMNGRY: Stata module to compute Geary Non Normality Lagrange Multiplier Runs Test Downloads
Emad Shehata
LMNGRYXT: Stata module to compute Panel Data Non Normality Geary Runs Test Downloads
Emad Shehata and Sahra Mickaiel
LMNJB: Stata module to compute Lagrange Multiplier LM Jarque-Bera Normality Test Downloads
Emad Shehata
LMNJBNL: Stata module to compute NLS Non Normality Jarque-Bera Test Downloads
Emad Shehata and Sahra Mickaiel
LMNNLSUR: Stata module to perform Overall System NL-SUR Non-Normality Tests Downloads
Emad Shehata
LMNREG3: Stata module to compute Overall System Non Normality Tests after (3SLS-SURE) Regressions Downloads
Emad Shehata
LMNSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Non Normality Tests Downloads
Emad Shehata
LMNWHITE: Stata module to Compute White Non Normality Lagrange Multiplier Test after OLS Regression Downloads
Emad Shehata
LMNWHITENL: Stata module to compute NLS Non Normality White Test Downloads
Emad Shehata and Sahra Mickaiel
LMNWHITEXT: Stata module to compute Panel Data Non Normality White Test Downloads
Emad Shehata and Sahra Mickaiel
LMOMENTS: Stata module to generate L-moments and derived statistics Downloads
Nicholas Cox
LMS: Stata module to perform least median squares regression fit Downloads
Michael Blasnik
LMSRD: Stata module to compute Spurious Regression Diagnostic after OLS Regression Downloads
Emad Shehata
LOCALP: Stata module for kernel-weighted local polynomial smoothing Downloads
Nicholas Cox
LOCPR: Stata module for semi-parametric estimation Downloads
Austin Nichols
LOEVH: Stata module to compute Guttman errors and Loevinger H coefficients Downloads
Jean-Benoit Hardouin
LOG2DO2: Stata module to convert log file to do file Downloads
Nicholas Winter
LOG2HTML: Stata module to produce HTML log files Downloads
Christopher Baum, Nicholas Cox and Bill Rising
LOG2MARKUP: Stata module to transform a Stata text log into a markup document Downloads
Niels Henrik Bruun
LOGITCPRPLOT: Stata module to graph component-plus-residual plot for logistic regression Downloads
Ben Jann
LOGITHETM: Stata module to estimate Logit Multiplicative Heteroscedasticity Regression Downloads
Emad Shehata
LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution Downloads
Tom Doan
LOGNFIT: Stata module to fit lognormal distribution by maximum likelihood Downloads
Stephen Jenkins
LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution Downloads
Tom Doan
LOGOUT: Stata module to convert log or ASCII files into various output formats Downloads
Roy Wada
LOGPRED: Stata module to calculate logistic regression probabilities Downloads
Joanne M. Garrett
LOGSKEWTDENSITY: RATS procedure to compute log density of skew-t distribution Downloads
Tom Doan
LOGTEST: Stata module to test significance of a predictor in logistic models Downloads
Mehmet Mehmetoglu
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test Downloads
Christopher Baum
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries Downloads
Christopher Baum and Tairi Room
LONGCH: Stata module to identify how many records satisfy a condition Downloads
Tony Brady
Page updated 2016-06-29
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