Stata Journal

2001 - 2023

Continuation of Stata Technical Bulletin.

Current editor(s): Nicholas J. Cox and Stephen P. Jenkins

From StataCorp LP
Bibliographic data for series maintained by Christopher F. Baum () and Lisa Gilmore ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 23, issue 2, 2023

ginteff: A generalized command for computing interaction effects pp. 301-335

Marius Radean

Color palettes for Stata graphics: An update pp. 336-385

Ben Jann

lgrgtest: Lagrange multiplier test after constrained maximum-likelihood estimation pp. 386-401

Harald Tauchmann

posw: A command for the stepwise Neyman-orthogonal estimator pp. 402-417

David M. Drukker and Di Liu

A Lagrange multiplier test for the mean stationarity assumption in dynamic panel-data models pp. 418-437

Laura Magazzini and Giorgio Calzolari

xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models pp. 438-454

Jan Ditzen and Simon Reese

Visualizing uncertainty in a two-dimensional estimate using confidence and comparison regions pp. 455-490

Maren Eckert and Werner Vach

Pseudo-observations in a multistate setting pp. 491-517

Morten Overgaard, Per Kragh Andersen and Erik Thorlund Parner

Simultaneous tests and confidence bands for Stata estimation commands pp. 518-544

David M. Drukker

Reporting empirical results to.docx files pp. 545-577

Yuan Xue, Chuntao Li and Haitao Si

Consistent subsets: Computing the Houtman–Maks index in Stata pp. 578-588

Marcos Demetry and Per Hjertstrand

Stata tip 152: if and if: When to use the if qualifier and when to use the if command pp. 589-594

Nicholas Cox and Clyde B. Schechter

Software updates pp. 595-596

Editors

Volume 23, issue 1, 2023

artcat: Sample-size calculation for an ordered categorical outcome pp. 3-23

Ian R. White, Ella Marley-Zagar, Tim P. Morris, Mahesh K. B. Parmar, Patrick Royston and Abdel G. Babiker

artbin: Extended sample size for randomized trials with binary outcomes pp. 24-52

Ella Marley-Zagar, Ian R. White, Patrick Royston, Friederike M.-S. Barthel, Mahesh K. B. Parmar and Abdel G. Babiker

Finite mixture models for linked survey and administrative data: Estimation and postestimation pp. 53-85

Stephen P. Jenkins and Fernando Rios-Avila

robustpf: A command for robust estimation of production functions pp. 86-96

Yingyao Hu, Guofang Huang and Yuya Sasaki

Extended biasplot command to assess bias, precision, and agreement in method comparison studies pp. 97-118

Patrick Taffé, Mingkai Peng, Vicki Stagg and Tyler Williamson

acreg: Arbitrary correlation regression pp. 119-147

Fabrizio Colella, Rafael Lalive, Seyhun Orcan Sakalli and Mathias Thoenig

statacons: An SCons-based build tool for Stata pp. 148-196

Raymond Guiteras, Ahnjeong Kim, Brian Quistorff and Clayson Shumway

Two-tier stochastic frontier analysis using Stata pp. 197-220

Yujun Lian, Chang Liu and Christopher F. Parmeter

Improved tests for Granger noncausality in panel data pp. 230-242

Jiaqi Xiao, Artūras Juodis, Yiannis Karavias, Vasilis Sarafidis and Jan Ditzen

Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command pp. 243-264

Jia Li, Zhipeng Liao and Wenyu Zhou

A note on creating inset plots using graph twoway pp. 265-275

Matthew Tibbles and Eric Melse

Stata tip 149: Weighted estimation of fixed-effects and first-differences models pp. 276-280

John Gardner

Stata tip 150: When is it appropriate to xtset a panel dataset with panelvar only? pp. 281-292

Carlo Lazzaro

Stata tip 151: Puzzling out some logical operators pp. 293-297

Nicholas Cox

Software updates pp. 298-299

Editors

Volume 22, issue 4, 2022

The Stata Journal Editors’ Prize 2022: Christopher F. Baum pp. 727-733

Nicholas Cox and Stephen Jenkins

Endogenous models of binary choice outcomes: Copula-based maximum-likelihood estimation and treatment effects pp. 734-771

Takuya Hasebe

Machine learning using Stata/Python pp. 772-810

Giovanni Cerulli

power swgee: GEE-based power calculations in stepped wedge cluster randomized trials pp. 811-841

John A. Gallis, Xueqi Wang, Paul J. Rathouz, John S. Preisser, Fan Li and Elizabeth L. Turner

rcm: A command for the regression control method pp. 842-883

Guanpeng Yan and Qiang Chen

qpair: A command for analyzing paired Q-sorts in Q-methodology pp. 884-907

Noori Akhtar-Danesh and Stephen C. Wingreen

crtrest: A command for ratio estimators of intervention effects on event rates in cluster randomized trials pp. 908-923

Xiangmei Ma and Yin Bun Cheung

Conditional evaluation of predictive models: The cspa command pp. 924-940

Jia Li, Zhipeng Liao, Rogier Quaedvlieg and Wenyu Zhou

portfolio: A command for conducting portfolio analysis in Stata pp. 941-957

Hongbing Zhu and Lihua Yang

printcase: A command for visualizing single observations pp. 958-968

Max D. Weinreb and Jenny Trinitapoli

Estimating the risk of events with stprisk pp. 969-974

Matteo Bottai

Speaking Stata: Automating axis labels: Nice numbers and transformed scales pp. 975-995

Nicholas Cox

Stata tip 147: Porting downloaded packages between machines pp. 996-997

Roger Newson

Stata tip 148: Searching for words within strings pp. 998-1003

Nicholas Cox

Software updates pp. 1004

Editors

Cumulative author index, volumes 1-22

Christopher Baum

Volume 22, issue 3, 2022

ivcrc: An instrumental-variables estimator for the correlated random-coefficients model pp. 469-495

David Benson, Matthew Masten and Alexander Torgovitsky

A Stata implementation of second-generation p-values pp. 496-520

Sven-Kristjan Bormann

Computing decomposable multigroup indices of segregation pp. 521-556

Daniel Guinea-Martin and Ricardo Mora Villarrubia

A mixture of ordered probit models with endogenous switching between two latent classes pp. 557-596

Jochem Huismans, Jan Willem Nijenhuis and Andrei Sirchenko

Bunching estimation of elasticities using Stata pp. 597-624

Marinho Bertanha, Andrew McCallum, Alexis Payne and Nathan Seegert

graphiclasso: Graphical lasso for learning sparse inverse-covariance matrices pp. 625-642

Aramayis Dallakyan

Panel stochastic frontier models with endogeneity pp. 643-663

Mustafa Karakaplan

Panel unit-root tests with structural breaks pp. 664-678

Pengyu Chen, Yiannis Karavias and Elias Tzavalis

Flexible parametric survival analysis with multiple timescales: Estimation and implementation using stmt pp. 679-701

Hannah Bower, Therese M.-L. Andersson, Michael J. Crowther and Paul C. Lambert

The inverse hyperbolic sine transformation and retransformed marginal effects pp. 702-712

Edward Norton

xtusreg: Software for dynamic panel regression under irregular time spacing pp. 713-724

Yuya Sasaki and Yi Xin

Software updates pp. 725

Editors

Volume 22, issue 2, 2022

Peter Anthony Lachenbruch (1937–2021) pp. 241-242

Nicholas Cox

uirt: A command for unidimensional IRT modeling pp. 243-268

Bartosz Kondratek

kpsstest: A command that implements the Kwiatkowski, Phillips, Schmidt, and Shin test with sample-specific critical values and reports p-values pp. 269-292

Ali Kagalwala

Fitting spatial autoregressive logit and probit models using Stata: The spatbinary command pp. 293-318

Daniele Spinelli

Testing axioms of revealed preference in Stata pp. 319-343

Marcos Demetry, Per Hjertstrand and Matthew Polisson

Average treatment effect estimates robust to the “limited overlap” problem: robustate pp. 344-354

Yuya Sasaki and Takuya Ura

Testing for time-varying Granger causality pp. 355-378

Christopher Baum, Stan Hurn, Kenneth Lindsay and Jesus Otero

Smoothed instrumental variables quantile regression pp. 379-403

David Kaplan

Estimating the complier average causal effect via a latent class approach using gsem pp. 404-415

Patricio Troncoso and Ana Morales-Gómez

Interactively building table reports with basetable pp. 416-429

Niels Henrik Bruun

Binned scatterplots with marginal histograms: binscatterhist pp. 430-445

Matteo Pinna

Speaking Stata: The largest five-—A tale of tail values pp. 446-459

Nicholas Cox

Stata tip 146: Using margins after a Poisson regression model to estimate the number of events prevented by an intervention pp. 460-464

Milena Falcaro, Roger Newson and Peter Sasieni

Erratum: Speaking Stata 145: Numbering weeks within months pp. 465-466

Nicholas Cox

Software updates pp. 467

Editors

Volume 22, issue 1, 2022

Simulating time-to-event data from parametric distributions, custom distributions, competing-risks models, and general multistate models pp. 3-24

Michael J. Crowther

A toolbox for measuring heterogeneity and efficiency using zonotopes pp. 25-59

Marco Cococcioni, Marco Grazzi, Le Li and Federico Ponchio

Interpreting logit models pp. 60-76

Luca J. Uberti

Computing the fragility index for randomized trials and meta-analyses using Stata pp. 77-88

Ariel Linden

Travel distance and travel time using Stata: New features and major improvements in georoute pp. 89-102

Sylvain Weber, Martin Péclat and August Warren

Measuring technical efficiency and total factor productivity change with undesirable outputs in Stata pp. 103-124

Daoping Wang, Kerui Du and Ning Zhang

Binary contrasts for unordered polytomous regressors pp. 125-133

Jeremy Freese and Sasha Johfre

Effect sizes for contrasts of estimated marginal effects pp. 134-157

Brian P. Shaw

Analyzing coarsened categorical data with or without probabilistic information pp. 158-194

Werner Vach, Cornelia Alder and Jorge Rivera

Fitting mixture models for feeling and uncertainty for rating data analysis pp. 195-223

Giovanni Cerulli, Rosaria Simone, Francesca Di Iorio, Domenico Piccolo and Christopher Baum

Stata tip 145: Numbering weeks within months pp. 224-230

Nicholas Cox

Erratum: A comprehensive set of postestimation measures to enrich interrupted time-series analysis pp. 231-233

Ariel Linden

Erratum: Unit-root tests for explosive behavior pp. 234-237

Christopher Baum and Jesus Otero

Software updates pp. 238-241

Editors