FVREGEN: Stata module to regenerate factor variables in a parmest output dataset

Roger Benedict Newson ()

Statistical Software Components from Boston College Department of Economics

Abstract: fvregen is intended for use in output datasets (or resultssets) created by the programs parmest or parmby. These are part of the parmest package, which can be downloaded from SSC, and which create output datasets (or resultssets), with one observation per estimated parameter of a model fitted to an original dataset. fvregen regenerates factor variables included in the model, using information from the parameter names. Each regenerated factor variable has non-missing values in observations corresponding to parameters corresponding to levels of that factor, or to combinations of levels of that factor and other factors in products or interactions. In each observation, the regenerated factors with non-missing values are the factors involved in the parameter corresponding to that observation, and their values are the values of the levels of these factors corresponding to that parameter. The regenerated factors may have the same storage types, display formats, value labels, variable labels and variable characteristics as the factor variables of the same names in the original dataset, in which the model parameters were estimated. This is made possible by running do-files created by the descsave package. After the factors are generated, they can be listed, and/or used in confidence interval plots generated by the eclplot package, and/or merged to create a table row variable using the factmerg package. The descsave, eclplot and factmerg package can all be downloaded from SSC.

Language: Stata
Requires: Stata version 11.0
Keywords: factor variables; parmest; parmby; descsave; eclplot; factmerg (search for similar items in EconPapers)
Date: 2009-06-03, Revised 2009-09-04
Note: This module may be installed from within Stata by typing "ssc install fvregen". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/fvregen.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fvregen.sthlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457070

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