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 ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 21, issue 4, 2021

Editorial roles: Farewell and welcome pp. 849

Nicholas Cox

The Stata Journal Editors’ Prize 2021: Mark E. Schaffer pp. 850-852

H. Joseph Newton and Nicholas Cox

Implementing the panel event study pp. 853-884

Damian Clarke and Kathya Tapia-Schythe

Relative distribution analysis in Stata pp. 885-951

Ben Jann

Implementing quantile selection models in Stata pp. 952-971

Ercio Muñoz Saavedra and Mariel Siravegna

On identification and estimation of Heckman models pp. 972-998

Jonathan Cook, Joon-Suk Lee and Noah Newberger

Unit-root tests for explosive behavior pp. 999-1020

Jesus Otero and Christopher Baum

Meeting assumptions in the estimation of reliability pp. 1021-1027

Brian P. Shaw

Properly calculating estat phtest in the presence of stratified hazards pp. 1028-1033

Shawna K. Metzger and Benjamin T. Jones

Review of Michael N. Mitchell’s Interpreting and Visualizing Regression Models Using Stata, Second Edition pp. 1034-1046

Angela MacIsaac and Bruce Weaver

Speaking Stata: Loops in parallel pp. 1047-1064

Nicholas Cox

Stata tip 142: joinby is the real merge m:m pp. 1065-1068

Deni Mazrekaj and Jesse Wursten

Stata tip 143: Creating donut charts in Stata pp. 1069-1073

Andrew Musau

Stata tip 144: Adding variable text to graphs that use a by() option pp. 1074-1080

Nicholas Cox

Software updates pp. 1081

Editors

Volume 21, issue 3, 2021

A regression-with-residuals method for analyzing causal mediation: The rwrmed package pp. 559-574

Ariel Linden, Chuck Huber and Geoffrey T. Wodtke

Power and sample-size calculations for trials that compare slopes over time: Introducing the slopepower command pp. 575-601

Stephen Nash, Katy E. Morgan, Chris Frost and Amy Mulick

arhomme: An implementation of the Arellano and Bonhomme (2017) estimator for quantile regression with selection correction pp. 602-625

Martin Biewen and Pascal Erhardt

randregret: A command for fitting random regret minimization models using Stata pp. 626-658

Álvaro A. Gutiérrez-Vargas, Michel Meulders and Martina Vandebroek

Instrumental-variable estimation of large-T panel-data models with common factors pp. 659-686

Sebastian Kripfganz and Vasilis Sarafidis

Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2 pp. 687-707

Jan Ditzen

icio: Economic analysis with intercountry input–output tables pp. 708-755

Federico Belotti, Alessandro Borin and Michele Mancini

Test scores’ robustness to scaling: The scale_transformation command pp. 756-771

Andres Yi Chang

kinkyreg: Instrument-free inference for linear regression models with endogenous regressors pp. 772-813

Sebastian Kripfganz and Jan Kiviet

Review of Michael N. Mitchell’s Data Management Using Stata: A Practical Handbook, Second Edition pp. 814-817

William Dupont

Speaking Stata: Ordering or ranking groups of observations pp. 818-837

Nicholas Cox

Stata tip 141: Adding marginal spike histograms to quantile and cumulative distribution plots pp. 838-846

Nicholas Cox

Software updates pp. 847

Editors

Volume 21, issue 2, 2021

Michael Hills (1934–2021) pp. 273-278

Claire Hills, Bianca L. De Stavola, Simon Cousens, David Leon and Nicholas Cox

The BDS test of independence pp. 279-294

Christopher Baum, Stan Hurn and Kenneth Lindsay

“What good is a volatility model?” A reexamination after 20 years pp. 295-319

Christopher Baum and Stan Hurn

Weighted mixed-effects dose–response models for tables of correlated contrasts pp. 320-347

Nicola Orsini

Estimating and evaluating personalized treatment recommendations from randomized trials with ptr pp. 348-359

Matthias Pierce and Richard Emsley

Extending the Kitagawa–Oaxaca–Blinder decomposition approach to panel data pp. 360-410

Hannes Kröger and Jörg Hartmann

Stacked linear regression analysis to facilitate testing of hypotheses across OLS regressions pp. 411-429

Michael Oberfichtner and Harald Tauchmann

Maximum likelihood estimation of an across-regime correlation parameter pp. 430-461

Giorgio Calzolari, Maria Gabriella Campolo, Antonino Di Pino and Laura Magazzini

Event studies with daily stock returns in Stata: Which command to use? pp. 462-497

Thomas Kaspereit

Bootstrap internal validation command for predictive logistic regression models pp. 498-509

B. M. Fernandez-Felix, E. García-Esquinas, A. Muriel, A. Royuela and J. Zamora

Determining relative importance in Stata using dominance analysis: domin and domme pp. 510-538

Joseph Luchman

Speaking Stata: Front-and-back plots to ease spaghetti and paella problems pp. 539-554

Nicholas Cox

Erratum: Speaking Stata: Loops, again and again pp. 555

Nicholas Cox

Software updates pp. 556-557

Editors

Volume 21, issue 1, 2021

Estimation of nested and zero-inflated ordered probit models pp. 3-38

David Dale and Andrei Sirchenko

Bootstrap unit-root test for random walk with drift: The bsrwalkdrift command pp. 39-50

Miguel Dorta and Gustavo Sanchez

Testing for slope heterogeneity in Stata pp. 51-80

Tore Bersvendsen and Jan Ditzen

Estimation of marginal effects for models with alternative variable transformations pp. 81-96

Fernando Rios-Avila

Evaluating the maximum regret of statistical treatment rules with sample data on treatment response pp. 97-122

Valentyn Litvin and Charles Manski

msreg: A command for consistent estimation of linear regression models using matched data pp. 123-140

Masayuki Hirukawa, Di Lu and Artem Prokhorov

From common to firm-specific event dates: A new version of the estudy command pp. 141-151

Fausto Pacicco, Luigi Vena and Andrea Venegoni

segregsmall: A command to estimate segregation in the presence of small units pp. 152-179

Xavier D’Haultfoeuille, Lucas Girard and Roland Rathelot

Implementing blopmatching in Stata pp. 180-194

Juan D. Díaz, Iván Gutiérrez and Jorge Rivera

Calculating level-specific SEM fit indices for multilevel mediation analyses pp. 195-205

W. Scott Comulada

kmr: A command to correct survey weights for unit nonresponse using groups’ response rates pp. 206-219

Ercio Muñoz Saavedra and Salvatore Morelli

Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata pp. 220-258

Jinjing Li, Michael J. Zyphur, George Sugihara and Patrick Laub

Review of Psychological Statistics and Psychometrics Using Stata, by Scott A. Baldwin pp. 259-262

Christine Wells

Stata tip 140: Shorter or fewer category labels with graph bar pp. 263-271

Nicholas Cox

Software updates pp. 272

Editors