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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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REG_SANDWICH: Stata module to compute cluster-robust (sandwich) variance estimators with small-sample corrections for linear regression Downloads
Marcelo Tyszler, James Pustejovsky and Elizabeth Tipton
REG_SS: Stata module to compute confidence intervals, standard errors, and p-values in a linear regression in which the regressor of interest has a shift-share structure Downloads
Rodrigo Adão, Michal Kolesár, Eduardo Morales and Xiang Zhang
REGALL: Stata module to run and compare all regressions derived from complete sets of regressors Downloads
Paolo Verme
REGANAT: Stata module to perform graphical inspection of linear multivariate models based on regression anatomy Downloads
Valerio Filoso
REGAXIS: Stata module to make regular linear and logarithmic axis scales, ranges and tick lists Downloads
Roger Newson
REGCHECK: Stata module to examine regression assumptions Downloads
Mehmet Mehmetoglu
REGCOEF: Stata module to compute coefficients for quantifying relative importance of predictors Downloads
Mehmet Mehmetoglu
REGDIS: Stata module to control variables and decimals in regression displays Downloads
Roy Wada
REGDPLOT: Stata module to produce regression diagnostics plot Downloads
Stanislav Kolenikov
REGEN: Stata module to create new or change existing variable Downloads
Daniel Klein
REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson Downloads
Tom Doan
REGFIT: Stata module to Output The Equation of a Regression Downloads
Liu Wei and Yujun Lian
REGGAE_MUSIC: Stata module for rasta Stata users Downloads
Matteo Ruzzante
REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values Downloads
Tom Doan
REGHDFE: Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects Downloads
Sergio Correia
REGHDFEJL: Stata module to estimate high-dimensional fixed-effect linear models using Julia Downloads
David Roodman
REGIFE: Stata module to estimate linear models with interactive fixed effects Downloads
Matthieu Gomez
REGINTFE: Stata module to estimate a linear regression model with one interacted high dimensional fixed effect Downloads
Paulo Guimaraes
REGLIKE: Stata module to calculate log-likelihood function value from regress Downloads
Bill Sribney
REGMAIN: Stata module to perform Quasi-Maximum Likelihood Regression Downloads
Jonathan Jensen
REGOPROB2: Stata module to estimate random effects generalized ordered probit models (update) Downloads
Christian Pfarr, Andreas Schmid and Udo Schneider
REGOPROB: Stata module to estimate random effects generalized ordered probit models Downloads
Stefan Boes
REGPAR: Stata module to compute population attributable risks from binary regression models Downloads
Roger Newson
REGPCSE: RATS procedure to compute panel-corrected standard error calculation Downloads
Tom Doan
REGPRED: Stata module to calculate linear regression predictions Downloads
Joanne M. Garrett
REGRESBY: Stata module to generate regression residuals by byvarlist Downloads
Nicholas Cox
REGRESET: RATS procedure to perform Ramsey RESET test on regression Downloads
Tom Doan
REGSAVE: Stata module to save regression results to a Stata-formatted dataset Downloads
Julian Reif
REGSENSITIVITY: Stata module for regression sensitivity analysis Downloads
Paul Diegert, Matthew Masten and Alexandre Poirier
REGSTRTEST: RATS procedure to perform a test for linearity vs nonlinear in the form of smooth transition Downloads
Tom Doan
REGTABLE: Stata module to produce file of conditional average treatment effects Downloads
John Ternovski
REGTOTEX: RATS procedure to create a TeX equation from the most recent regression Downloads
Tom Doan
REGTREE: RATS procedure to perform a CART (Classification and Regression Trees) analysis Downloads
Tom Doan
REGWHITENNTEST: RATS procedure to perform White neural network test on regression Downloads
Tom Doan
REGWHITETEST: RATS procedure to perform White heteroscedasticity test on regression Downloads
Tom Doan
REGWLS: Stata module to estimate Weighted Least Squares with factor variables Downloads
Dany Bahar
REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression Downloads
Tom Doan
REGXFE: Stata module to fit a linear high-order fixed-effects model Downloads
Fernando Rios-Avila
REL_CLUST: Stata module to compute indices of relative clusterability of variables Downloads
Dirk Enzmann
RELDIST: Stata module for relative distribution analysis Downloads
Ben Jann
RELICOEF: Stata module to compute Raykov's factor reliability coefficient Downloads
Mehmet Mehmetoglu
RELOGIT: Stata module to perform Rare Event Logistic Regression Downloads
Michael Tomz, Gary King and Langche Zeng
RELRANK: Stata module to generate relative data (grade transformation) Downloads
Ben Jann
RELYPLOT: Stata module to graph reliability plot of predictions for linear or logistic regression models Downloads
Joanne M. Garrett
REMEDIAN: RATS module to compute the median for large datasets Downloads
Eric Blankmeyer
REMR: Stata module to implement robust error meta-regression method for dose–response meta-analysis Downloads
Luis Furuya-Kanamori, Chang Xu and Suhail AR Doi
REMST: MATLAB function to remove trend and seasonal component using the moving average method Downloads
Rafał Weron
RENAMES: Stata module to rename variables Downloads
Nicholas Cox
RENFILES: Stata module providing a convenient way to change filenames for (a matched subset of) files in a directory of choice (and, if wanted, also recursively in a matched subset of offspring-directories) Downloads
Lars Angquist
RENLABV: Stata module to rename (all) value labels to match the names of the assigned variables Downloads
Dirk Enzmann
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