Stata Journal

2001 - 2025

Continuation of Stata Technical Bulletin.

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

From StataCorp LLC
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Volume 12, issue 4, 2012

The Stata Journal Editors' Prize 2012: David Roodman pp. 571-574

Editors

A generalized missing-indicator approach to regression with imputed covariates pp. 575-604

Valentino Dardanoni, Giuseppe De Luca, Salvatore Modica and Franco Peracchi

Graphical augmentations to the funnel plot to assess the impact of a new study on an existing meta-analysis pp. 605-622

Michael J. Crowther, Dean Langan and Alex J. Sutton

Fitting and modeling cure in population-based cancer studies within the framework of flexible parametric survival models pp. 623-638

Therese M.-L. Andersson and Paul C. Lambert

Tools to simulate realistic censored survival-time distributions pp. 639-654

Patrick Royston

A programmer's command to build formatted statistical tables pp. 655-673

John Luke Gallup

Simulating complex survival data pp. 674-687

Michael J. Crowther and Paul C. Lambert

A command to calculate age-standardized rates with efficient interval estimation pp. 688-701

Dario Consonni, Enzo Coviello, Carlotta Buzzoni and Carolina Mensi

HTML output in Stata pp. 702-717

Llorenç Quintó, Sergi Sanz, Elisa De Lazzari and John J. Aponte

Incorporating complex sample design effects when only final survey weights are available pp. 718-725

Brady T. West and Sean Esteban McCabe

Robinson's square root of N consistent semiparametric regression estimator in Stata pp. 726-735

Vincenzo Verardi and Nicolas Debarsy

Modeling underdispersed count data with generalized Poisson regression pp. 736-747

Tammy Harris, Zhao Yang and James W. Hardin

Speaking Stata: Matrices as look-up tables pp. 748-758

Nicholas Cox

Stata tip 112: Where did my p-values go? (Part 2) pp. 759-760

Maarten Buis

Stata tip 113: Changing a variable's format: What it does and does not mean pp. 761-764

Nicholas Cox

Stata tip 111: More on working with weeks, erratum pp. 765

Nicholas Cox

Software updates pp. 766-767

Editors

Volume 12, issue 3, 2012

Diagnostics for multiple imputation in Stata pp. 353-367

Wesley Eddings and Yulia Marchenko

The Chen–Shapiro test for normality pp. 368-374

Michał Brzeziński

Apportionment methods pp. 375-392

Ulrich Kohler and Janina Zeh

Adjusting for age effects in cross-sectional distributions pp. 393-405

Ingvild Almås, Tarjei Havnes and Magne Mogstad

A review of Stata commands for fixed-effects estimation in normal linear models pp. 406-432

Daniel F. McCaffrey, J. R. Lockwood, Kata Mihaly and Tim Sass

Easy demand-system estimation with quaids pp. 433-446

Brian Poi

A generalized Hosmer–Lemeshow goodness-of-fit test for multinomial logistic regression models pp. 447-453

Morten W. Fagerland and David W. Hosmer

Importing presidential approval poll results pp. 454-460

Mehmet Dicle and Betul Dicle

Partial frontier efficiency analysis pp. 461-478

Harald Tauchmann

Sensible parameters for univariate and multivariate splines pp. 479-504

Roger Newson

Exact and mid-p confidence intervals for the odds ratio pp. 505-524

Morten W. Fagerland

Long-run covariance and its applications in cointegration regression pp. 525-542

Qunyong Wang and Na Wu

Kernel-smoothed cumulative distribution function estimation with akdensity pp. 543-548

Philippe Van Kerm

Speaking Stata: Axis practice, or what goes where on a graph pp. 549-561

Nicholas Cox

Review of Interpreting and Visualizing Regression Models Using Stata by Michael N. Mitchell pp. 562-564

Alan C. Acock

Stata tip 111: More on working with weeks pp. 565-569

Nicholas Cox

Software updates pp. 570

Editors

Volume 12, issue 2, 2012

A robust instrumental-variables estimator pp. 169–181

Rodolphe Desbordes and Vincenzo Verardi

What hypotheses do "nonparametric" two-group tests actually test? pp. 182–190

Ronan M. Conroy

From resultssets to resultstables in Stata pp. 191–213

Roger Newson

Menu-driven X-12-ARIMA seasonal adjustment in Stata pp. 214–241

Qunyong Wang and Na Wu

Faster estimation of a discrete-time proportional hazards model with gamma frailty pp. 242–256

Michael G. Farnworth

Threshold regression for time-to-event analysis: The stthreg package pp. 257–283

Tao Xiao, G. A. Whitmore, Xin He and Mei-Ling Ting Lee

Fitting nonparametric mixed logit models via expectation-maximization algorithm pp. 284–298

Daniele Pacifico

The S-estimator of multivariate location and scatter in Stata pp. 299–307

Vincenzo Verardi and Alice McCathie

Using the margins command to estimate and interpret adjusted predictions and marginal effects pp. 308–331

Richard Williams

Speaking Stata: Transforming the time axis pp. 332–341

Nicholas Cox

Stata tip 108: On adding and constraining pp. 342–344

Maarten Buis

Stata tip 109: How to combine variables with missing values pp. 345-346

Peter A. Lachenbruch

Stata tip 110: How to get the optimal k-means cluster solution pp. 347-351

Anna Makles

Software updates pp. 352

Editors

Volume 12, issue 1, 2012

A new system for formatting estimation tables pp. 3-28

John Luke Gallup

Scrambled Halton sequences in Mata pp. 29-44

Stanislav Kolenikov

Age–period–cohort models in Stata pp. 45-60

Peter D. Sasieni

Estimating panel time-series models with heterogeneous slopes pp. 61-71

Markus Eberhardt

Respondent-driven sampling pp. 72-93

Matthias Schonlau and Elisabeth Liebau

Stata graph library for network analysis pp. 94-129

Hirotaka Miura

tt: Treelet transform with Stata pp. 130-146

Anders Gorst-Rasmussen

Speaking Stata: Output to order pp. 147-158

Nicholas Cox

Software updates pp. 155

Editors

Stata tip 105: Daily dates with missing days pp. 159-161

Steven J. Samuels and Nicholas Cox

Stata tip 106: With or without reference pp. 162-164

Maarten Buis

Stata tip 107: The baseline is now reported pp. 165-166

Maarten Buis