Stata Journal

2001 - 2025

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

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

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Sequence analysis with Stata pp. 435-460: Christian Brzinsky-Fay, Ulrich Kohler and Magdalena Luniak
Practical fixed-effects estimation methods for the three-way error-components model pp. 461-481: Martyn Andrews, Thorsten Schank and Richard Upward
Testing for cross-sectional dependence in panel-data models pp. 482-496: Rafael De Hoyos and Vasilis Sarafidis
Confidence intervals for rank statistics: Percentile slopes, differences, and ratios pp. 497-520: Roger Newson
Calculating Murphy-Topel variance estimates in Stata: A simplified procedure pp. 521-529: Arne Hole
Bayesian analysis in Stata with WinBUGS pp. 530-549: John Thompson, Tom Palmer and Santiago Moreno
Mata Matters: Precision pp. 550-560: William Gould
Speaking Stata: In praise of trigonometric predictors pp. 561-579: Nicholas Cox
Review of An Introduction to Stata for Health Researchers by Juul pp. 580-583: John Carlin
Review of A Stata Companion to Political Analysis by Pollock pp. 584-587: Scott W. Allard
Stata tip 37: And the last shall be first pp. 588-589: Christopher Baum
Stata tip 38: Testing for groupwise heteroskedasticity pp. 590-592: Christopher Baum
Stata tip 39: In a list or out? In a range or out? pp. 593-595: Nicholas Cox
Stata tip 36: Which observations? Erratum pp. 596: Nicholas Cox
Software updates pp. 597: Editors

Maximum likelihood estimation of endogenous switching and sample selection models for binary, ordinal, and count variables pp. 285-308: Alfonso Miranda and Sophia Rabe-Hesketh
Confidence intervals for rank statistics: Somers' D and extensions pp. 309-334: Roger Newson
Tests and confidence sets with correct size when instruments are potentially weak pp. 335-347: Anna Mikusheva and Brian Poi
Graphical representation of interactions pp. 348-363: Friederike Maria-Sophie Barthel and Patrick Royston
Jackknife instrumental variables estimation in Stata pp. 364-376: Brian Poi
Difference-based semiparametric estimation of partial linear regression models pp. 377-383: Michael Lokshin
Importing Federal Reserve economic data pp. 384-386: David Drukker
Mata Matters: Interactive use pp. 387-396: William Gould
Speaking Stata: Graphs for all seasons pp. 397-419: Nicholas Cox
Review of A Gentle Introduction to Stata by Acock pp. 420-424: Michael Mulcahy
Stata tip 34: Tabulation by listing pp. 425-427: David A. Harrison
Stata tip 35: Detecting whether data have changed pp. 428-429: William Gould
Stata tip 36: Which observations? pp. 430-432: Nicholas Cox
Software updates pp. 433: Editors

Maximum simulated likelihood: Introduction to a special issue pp. 153-155: David Drukker
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation pp. 156-189: Lorenzo Cappellari and Stephen Jenkins
A Mata Geweke–Hajivassiliou–Keane multivariate normal simulator pp. 190-213: Richard Gates
Generating Halton sequences using Mata pp. 214-228: David Drukker and Richard Gates
Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood pp. 229-245: Peter Haan and Arne Uhlendorff
Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment pp. 246-255: Partha Deb and Pravin Trivedi
Maximum simulated likelihood estimation of random-effects dynamic probit models with autocorrelated errors pp. 256-272: Mark Stewart
Review of Regression Models for Categorical Dependent Variables Using Stata, Second Edition, by Long and Freese pp. 273-278: Richard Williams
Stata tip 31: Scalar or variable? The problem of ambiguous names pp. 279-280: Gueorgui Kolev
Stata tip 32: Do not stop pp. 281: Stephen Jenkins
Stata tip 33: Sweet sixteen: Hexadecimal formats and precision problems pp. 282-283: Nicholas Cox
Software updates pp. 284: Editors

Estimating variance components in Stata pp. 1-21: Yulia Marchenko
Automatic generation of documents pp. 22-39: Rosa Gini and Jacopo Pasquini
Generalized least squares for trend estimation of summarized dose–response data pp. 40-57: Nicola Orsini, Rino Bellocco and Sander Greenland
Generalized ordered logit/partial proportional odds models for ordinal dependent variables pp. 58-82: Richard Williams
Explained variation for survival models pp. 83-96: Patrick Royston
Goodness-of-fit test for a logistic regression model fitted using survey sample data pp. 97-105: Kellie J. Archer and Stanley Lemeshow
Decomposing inequality and obtaining marginal effects pp. 106-111: Alejandro Lopez-Feldman
Mata Matters: Creating new variables--sounds boring, isn’t pp. 112-123: William Gould
Speaking Stata: Time of day pp. 124-137: Nicholas Cox
Review of Multilevel and Longitudinal Modeling Using Stata by Rabe-Hesketh and Skrondal pp. 138-143: Rory Wolfe
Stata tip 28: Precise control of dataset sort order pp. 144-146: L. Philip Schumm
Stata tip 29: For all times and all places pp. 147-148: Charles H. Franklin
Stata tip 30: May the source be with you pp. 149-150: Nicholas Cox
Software updates pp. 151: Editors