Statistical Software Components

from Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
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Series data maintained by Christopher F Baum ().

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PANELUNIT: Stata module to support unit root tests on panel data: Christopher F Baum
PANTEST2: Stata module to perform diagnostic tests in fixed effects panel regressions: Nicholas Oulton
PARAGR: Stata module for parallel graphing of a coefficient across different equations: Roy Wada
PARALLEL: Stata module for Parallel Computing: George Gerald Vega
PARAMED: Stata module to perform causal mediation analysis using parametric regression models: Richard Emsley and Hanhua Liu
PARAN: Stata module to compute Horn's test of principal components/factors: Alexis Dinno
PARETOFIT: Stata module to fit a Type 1 Pareto distribution: Stephen P. Jenkins and Philippe Van Kerm
PARMEST: Stata module to create new data set with one observation per parameter of most recent model: Roger Benedict Newson
PARMHET: Stata module to produce heterogeneity tests in parmest resultssets: Roger Benedict Newson
PARMPARSE: Stata module to parse a parameter name variable in a parmest resultsset: Roger Benedict Newson
PARPLOT: Stata module for parallel coordinates plots: Nicholas Cox
PARTGAM: Stata module to calculate partial gamma coefficient: Jens Martin Lauritsen and Svend Kreiner
PARTPRED: Stata module to generate partial predictions: Paul Lambert
PARTTAU: Stata module to calculate Kendall's partial tau and confidence interval: James Fiedler and Alan H. Feiveson
PASCAL: Stata module to draw Pascal's triangle: Amadou Bassirou Diallo
PAVERAGE: Stata module to calculate p-period-average series in a panel dataset: P. Wilner Jeanty
PAYPER: Stata module to compute the periodic payment and the entire schedule of a loan or annuity: Máximo Sangiácomo
PBETA: Stata module to generate probability plot for data compared with fitted beta distribution: Nicholas Cox
PBREG: Stata module to fit the Preece and Baines (1978) family of growth curves and age, height, and velocity at peak height velocity: Adrian Sayers
PCHIPOLATE: Stata module for piecewise cubic Hermite interpolation: Nicholas Cox
PCIPLOT: Stata module to plot pointwise confidence intervals: Patrick Royston
PCORR2: Stata module to display partial and semipartial correlation coefficients: Richard Williams
PCORRMAT: Stata module to compute partial correlation coefficients controlled for a fixed set of covariates: Maarten L. Buis
PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model: Agnieszka Janek and Rafał Weron
PDPLOT: Stata module to produce Pareto dot plot: Nicholas Cox
PERCOM: Stata module to create permutations and combinations: Muhammad Rashid Ansari
PERRONBREAKS: RATS procedure to compute various unit root tests with breaks: Tom Doan
PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests: Tom Doan
PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date: Tom Doan
PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series: Tom Doan
PERSONAGE: Stata module to calculate people's ages or similar daily date differences: Nicholas Cox
PERTURB: Stata module to evaluate collinearity and ill-conditioning: John Hendrickx
PESCADF: Stata module to perform Pesaran's CADF panel unit root test in presence of cross section dependence: Piotr Lewandowski
PETPOISSON: Stata module to estimate an Endogenous Participation Endogenous Treatment Poisson model by MSL: Alfonso Miranda
PEXP: Stata module to produce probability plot for data compared with fitted exponential distribution: Nicholas Cox
PGAMMA: Stata module to generate probability plot for data vs fitted gamma distribution: Nicholas Cox
PGMHAZ8: Stata module to estimate discrete time (grouped data) proportional hazards models: Stephen P. Jenkins
PHENOTYPE: Stata module to simulate disease status and censored age for family data: James Cui
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis: Ludwig Kanzler
PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions: Tom Doan
PIEPLOT: Stata module to plot pie charts of categorical frequencies: Nicholas Cox
PISAREG: Stata module to perform linear regression with PISA data and plausible values: Maciej Jakubowski
PLOTBETA: Stata module to plot linear combinations of coefficients: Adrian Paul Mander
PLOTMATRIX: Stata module to plot values of a matrix as different coloured blocks: Adrian Paul Mander
PLSSAS: Stata module to execute SAS partial least squares procedure (Windows only): Adrian Paul Mander
PNG2RTF: Stata module to include PNG graphics in RTF documents: Austin Nichols
PNRCHECK: Stata module to verify the check digit in Swedish personal identification number: Nicola Orsini
POISML: Stata module to estimate maximum likelihood Poisson regression models: Joseph Michael Hilbe
POPARMS: Stata module for potential outcome parameter estimation: Matias Damian Cattaneo, David M. Drukker and Ashley Holland
POPSIM: Stata module to simulate completed fertility and birth intervals for two generations: Stephen Cranney