Stata Journal

2001 - 2025

Continuation of Stata Technical Bulletin.

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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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

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