ESTPARM: Stata module to save results from a parmest resultsset and test equality

Roger Benedict Newson ()

Statistical Software Components from Boston College Department of Economics

Abstract: estparm is an inverse of parmest. It inputs 2 or 3 variables in the varlist, containing parameter estimates, standard errors, and (optionally) degrees of freedom. It saves a set of estimation results for the parameters, assuming that the parameter estimates are statistically independent. estparmtest is an extended version of estparm, which also performs a chi-squared or F test of the hypothesis that all these parameters are equal. estparmtest can be used for performing interaction tests, using data from regression models for multiple subsets, stored in a parmest or parmby output dataset (or resultsset).

Language: Stata
Requires: Stata version 11.0
Keywords: data manipulation; parameters; F test; interaction test (search for similar items in EconPapers)
Date: 2008-04-23, Revised 2009-09-04
Note: This module should be installed from within Stata by typing "ssc install estparm". Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/e/estparm.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/estparm.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/e/estparm_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/estparmtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/estparmtest.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456934

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics
Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Contact information at EDIRC.
Series data maintained by Christopher F Baum ().