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 20, issue 4, 2020

The Stata Journal Editors’ Prize 2020: Daniel Klein pp. 759-762

H. Joseph Newton and Nicholas Cox

merlin—A unified modeling framework for data analysis and methods development in Stata pp. 763-784

Michael J. Crowther

Fast leave-one-out methods for inference, model selection, and diagnostic checking pp. 785-804

Federico Belotti and Franco Peracchi

Extracting Chinese geographic data from Baidu Map API pp. 805-811

Yuan Xue and Chuntao Li

The Romano–Wolf multiple-hypothesis correction in Stata pp. 812-843

Damian Clarke, Joseph P. Romano and Michael Wolf

Nonparametric synthetic control using the npsynth command pp. 844-865

Giovanni Cerulli

Analysis of regression-discontinuity designs with multiple cutoffs or multiple scores pp. 866-891

Matias Cattaneo, Rocio Titiunik and Gonzalo Vazquez-Bare

iefieldkit: Commands for primary data collection and cleaning pp. 892-915

Kristoffer Bjärkefur, Luíza Cardoso de Andrade and Benjamin Daniels

An easy way to create duration variables in binary cross-sectional time-series data pp. 916-930

Andrew Q. Philips

Developing, maintaining, and hosting Stata statistical software on GitHub pp. 931-951

E. F. Haghish

Constructing a summary index using the standardized inverse-covariance weighted average of indicators pp. 952-964

Benjamin Schwab, Sarah Janzen, Nicholas Magnan and William M. Thompson

Using information from singletons in fixed-effects estimation: xtfesing pp. 965-975

Laura Magazzini, Randolph Bruno and Marco Stampini

Fitting partially linear functional-coefficient panel-data models with Stata pp. 976-998

Kerui Du, Yonghui Zhang and Qiankun Zhou

Speaking Stata: Loops, again and again pp. 999-1015

Nicholas Cox

Stata tip 139: The by() option of graph can work better than graph combine pp. 1016-1027

Nicholas Cox

Software updates pp. 1028-1030

Editors

Volume 20, issue 3, 2020

Comparing distributions of ordinal data pp. 505-531

Stephen Jenkins

sfcount: Command for count-data stochastic frontiers and underreported and overreported counts pp. 532-547

Eduardo Fé and Richard Hofler

emagnification: A tool for estimating effect-size magnification and performing design calculations in epidemiological studies pp. 548-564

David J. Miller, James T. Nguyen and Matteo Bottai

Local Whittle estimation of the long-memory parameter pp. 565-583

Christopher Baum, Stan Hurn and Kenneth Lindsay

A command to estimate and interpret models of dynamic compositional dependent variables: New features for dynsimpie pp. 584-603

Yoo Sun Jung, Flávio D. S. Souza, Andrew Q. Philips, Amanda Rutherford and Guy D. Whitten

A simple test for power-law behavior pp. 604-612

Carlos Urzúa

Causal mediation analysis in instrumental-variables regressions pp. 613-626

Christian Dippel, Andreas Ferrara and Stephan Heblich

Endogenous switching regression model and treatment effects of count-data outcome pp. 627-646

Takuya Hasebe

Smooth varying-coefficient models in Stata pp. 647-679

Fernando Rios-Avila

Pairwise meta-analysis of aggregate data using metaan in Stata pp. 680-705

Evangelos Kontopantelis and David Reeves

Uniform nonparametric inference for time series using Stata pp. 706-720

Jia Li, Zhipeng Liao and Mengsi Gao

Multistate life tables using Stata pp. 721-745

Jeronimo Oliveira Muniz

Speaking Stata: Is a variable constant? pp. 746-756

Nicholas Cox

Software updates pp. 757-758

Editors

Volume 20, issue 2, 2020

feologit: A new command for fitting fixed-effects ordered logit models pp. 253-275

Gregori Baetschmann, Alexander Ballantyne, Kevin Staub and Rainer Winkelmann

A practical generalized propensity-score estimator for quantile continuous treatment effects pp. 276-296

Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas

Estimating selection models without an instrument with Stata pp. 297-308

Xavier D’Haultfoeuille, Arnaud Maurel, Xiaoyun Qiu and Yichong Zhang

Visualization strategies for regression estimates with randomization inference pp. 309-335

Marshall A. Taylor

Software documentation with markdoc 5.0 pp. 336-362

E. F. Haghish

xtgeebcv: A command for bias-corrected sandwich variance estimation for GEE analyses of cluster randomized trials pp. 363-381

John A. Gallis, Fan Li and Elizabeth L. Turner

Testing for the presence of measurement error in Stata pp. 382-404

Young Jun Lee and Daniel Wilhelm

lclogit2: An enhanced command to fit latent class conditional logit models pp. 405-425

Hong Il Yoo

vgets: A command to estimate general-to-specific VARs, Granger causality, steady-state effects, and cumulative impulse–responses pp. 426-434

Muhammad Asali

heap: A command for fitting discrete outcome variable models in the presence of heaping at known points pp. 435-467

Zizhong Yan, Wiji Arulampalam, Valentina Corradi and Daniel Gutknecht

Fitting exponential regression models with two-way fixed effects pp. 468-480

Koen Jochmans and Vincenzo Verardi

Speaking Stata: More ways for rowwise pp. 481-488

Nicholas Cox

Stata tip 136: Between-group comparisons in a scatterplot with weighted markers pp. 489-492

Andrew Musau

Stata tip 137: Interpreting constraints on slopes of rank-deficient design matrices pp. 493-498

Demetris Christodoulou

Stata tip 138: Local macros have local scope pp. 499-503

Nicholas Cox

Software updates pp. 504

Editors

Volume 20, issue 1, 2020

The random forest algorithm for statistical learning pp. 3-29

Matthias Schonlau and Rosie Yuyan Zou

Added-variable plots for panel-data estimation pp. 30-50

John Luke Gallup

Recentered influence functions (RIFs) in Stata: RIF regression and RIF decomposition pp. 51-94

Fernando Rios-Avila

Fast Poisson estimation with high-dimensional fixed effects pp. 95-115

Sergio Correia, Paulo Guimaraes and Thomas Zylkin

Recommendations about estimating errors-in-variables regression in Stata pp. 116-130

J. R. Lockwood and Daniel F. McCaffrey

When to consult precision-recall curves pp. 131-148

Jonathan Cook and Vikram Ramadas

A portmanteau test for serial correlation in a linear panel model pp. 149-161

Koen Jochmans and Vincenzo Verardi

Conducting sensitivity analysis for unmeasured confounding in observational studies using E-values: The evalue package pp. 162-175

Ariel Linden, Maya B. Mathur and Tyler J. VanderWeele

lassopack: Model selection and prediction with regularized regression in Stata pp. 176-235

Achim Ahrens, Christian Hansen and Mark Schaffer

Speaking Stata: Concatenating values over observations pp. 236-243

Nicholas Cox

Stata tip 135: Leaps and bounds pp. 244-249

Maarten Buis

Software updates pp. 250-251

Editors