Statistical Software Components

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RAS: Stata module to implement biproportional scaling (RAS) method: P.S. Xia
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
RASCHIFY: Stata module to transform 1PL model estimates to Rasch metric: Rafal Raciborski
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
RASSIGN: Stata module to perform regression-based test for random assignment to peer groups: Koen Jochmans and Vincenzo Verardi
RATIO_PLOT: Stata module to plot ratios and confidence intervals of specified variables: Kabira Namit and Zaeen de Souza
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
RATS program to demonstrate Gibbs sampling applied to a DCC GARCH model: Tom Doan
RATS program to demonstrate Gibbs Sampling applied to an ARMA model: Tom Doan
RATS program to demonstrate Gibbs sampling in a cointegrated model: Tom Doan
RATS program to demonstrate Gibbs sampling on dynamic probit model: Tom Doan
RATS program to demonstrate Gibbs sampling with a linear regression: Tom Doan
RATS program to demonstrate Gibbs sampling with GARCH model: Tom Doan
RATS program to demonstrate Granger causality test with heterogeneous panel: Tom Doan
RATS program to demonstrate Hannan efficient estimation: Tom Doan
RATS program to demonstrate historical decomposition: Tom Doan
RATS program to demonstrate importance sampling with GARCH model: Tom Doan
RATS program to demonstrate Inclan-Tiao test for breaks in variance: Tom Doan
RATS program to demonstrate Inclan-Tiao test for breaks in variance: Tom Doan
RATS program to demonstrate IV estimation of VAR in panel data: Tom Doan
RATS program to demonstrate lag length selection techniques in a VAR: Tom Doan