Statistical Software Components
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- RADIUSMATCH: Stata module to perform distance-weighted radius matching with bias adjustment

- Martin Huber, Michael Lechner and Andreas Steinmayr
- RAEWMA: Stata module to plot the risk adjusted exponentially weighted moving average

- Brent McSharry
- RALLOC: Stata module to design randomized controlled trials

- Philip Ryan
- RALPHA: Stata module to generate pseudo-random characters or words

- Eric Booth
- RANDINF: Stata module to calculate the treatment effect and p-value of a stratified randomized controlled experiment

- John Ternovski
- RANDOMID: Stata module to identify every observation in the dataset with random alphanumeric characters

- Raúl Torres
- RANDOMIZE: Stata module to create random assignments for experimental trials, including blocking, balance checking, and automated rerandomization

- Chris Kennedy and Christopher B. Mann
- RANDOMSELECT: Stata module to randomly select and tag observations

- Sean Higgins
- RANDOMTAG: Stata module to draw observations without replacement

- Robert Picard
- RANDTREAT: Stata module to randomly assign treatments uneven treatments and deal with misfits

- Alvaro Carril
- RANDTREATSEQ: Stata module for generating treatments in a random sequence for each individual in the sample

- Ariel Linden
- RANGEJOIN: Stata module to form pairwise combinations if a key variable is within range

- Robert Picard
- RANGERUN: Stata module to run Stata commands on observations within range

- Robert Picard and Nicholas Cox
- RANGESTAT: Stata module to generate statistics using observations within range

- Robert Picard, Nicholas Cox and Roberto Ferrer
- RANKTEST: Stata module to test the rank of a matrix using the Kleibergen-Paap rk statistic

- Frank Kleibergen and Mark Schaffer
- RANMIXTURE: RATS procedure to perform random draws from a mixture of Normals

- Tom Doan
- RANOVA: Stata module to estimate single factor repeated measures ANOVA

- Joseph Hilbe
- RANVAR: Stata module to compute the random group variance estimator of the mean for survey data

- Frauke Kreuter
- RASCHCVT: Stata module to produce data in WINSTEPS format

- Fred Wolfe
- RASCHFIT: Stata module to implement the Raschfit algorithm defined by Hardouin and Mesbah (2004)

- Jean-Benoit Hardouin
- RASCHPOWER: Stata module to estimate power of the Wald test in order to compare the means of the latent trait in two groups of individuals

- Jean-Benoit Hardouin and Myriam Blanchin
- RASCHTEST: Stata module to estimate parameters of the Rasch model by CML, MML or GEE

- Jean-Benoit Hardouin
- RASCHTESTV7: Stata module to estimate parameters of the Rasch model by CML, MML or GEE (v7)

- Jean-Benoit Hardouin
- RASPRT: Stata module to plot the risk adjusted sequential probability ratio test (+/- risk adjusted cusum)

- Brent McSharry
- RATS program to calculate optimal portfolios

- Tom Doan
- RATS program to demonstate robust estimation techniques in a linear model

- Tom Doan
- RATS program to demonstrate Arellano-Bond estimator for dynamic panel model

- Tom Doan
- RATS program to demonstrate Bai, Lumsdaine, Stock common breaks in VAR

- Tom Doan
- RATS program to demonstrate Bayesian VAR estimation

- Tom Doan
- RATS program to demonstrate block causality tests in a VAR

- Tom Doan
- RATS program to demonstrate bootstrapping applied to Granger causality test

- Tom Doan
- RATS program to demonstrate bootstrapping on a multivariate GARCH model

- Tom Doan
- RATS program to demonstrate bootstrapping spectral density estimates

- Tom Doan
- RATS program to demonstrate bootstrapping with a GARCH model

- Tom Doan
- RATS program to demonstrate bootstrapping with a VAR

- Tom Doan
- RATS program to demonstrate bootstrapping with a VECM

- Tom Doan
- RATS program to demonstrate bootstrapping with an ARMA model

- Tom Doan
- RATS program to demonstrate bootstrapping with an E-GARCH model

- Tom Doan
- RATS program to demonstrate bootstrapping with cointegration

- Tom Doan
- RATS program to demonstrate calculation of an arranged autoregression

- Tom Doan
- RATS program to demonstrate conditional forecasting with a VAR

- Tom Doan
- RATS program to demonstrate contour graph

- Tom Doan
- RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation

- Tom Doan
- RATS program to demonstrate estimation of a stochastic volatility model

- Tom Doan
- RATS program to demonstrate estimation of an ARMAX model

- Tom Doan
- RATS program to demonstrate estimation of structural VAR's

- Tom Doan
- RATS program to demonstrate forecasting an E-GARCH model using random simulations

- Tom Doan
- RATS program to demonstrate forecasting using spectral techniques

- Tom Doan
- RATS program to demonstrate frequency domain deseasonalization

- Tom Doan
- RATS program to demonstrate Gibbs Sampling applied to a Bayesian VAR

- Tom Doan