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 17, issue 4, 2017

The Stata Journal Editors' Prize 2017: Ben Jann pp. 781-785

H. Joseph Newton and Nicholas Cox

Reconstructing time-to-event data from published Kaplan–Meier curves pp. 786-802

Yinghui Wei and Patrick Royston

Identification and estimation of treatment effects in the presence of (correlated) neighborhood interactions: Model and Stata implementation via ntreatreg pp. 803-833

Giovanni Cerulli

The synth runner package: Utilities to automate synthetic control estimation using synth pp. 834-849

Sebastian Galiani and Brian Quistorff

Implementing tests for forecast evaluation in the presence of instabilities pp. 850-865

Barbara Rossi and Matthieu Soupre

Text mining with n-gram variables pp. 866-881

Matthias Schonlau, Nick Guenther and Ilia Sucholutsky

Econometric convergence test and club clustering using Stata pp. 882-900

Kerui Du

Automatic portmanteau tests with applications to market risk management pp. 901-915

Guangwei Zhu, Zaichao Du and Juan Carlos Escanciano

Two-stage residual inclusion estimation: A practitioners guide to Stata implementation pp. 916-938

Joseph Terza

Causal effect estimation and inference using Stata pp. 939-961

Joseph Terza

A simple command to calculate travel distance and travel time pp. 962-971

Sylvain Weber and Martin Péclat

Testing for Granger causality in panel data pp. 972-984

Luciano Lopez and Sylvain Weber

Response surface models for the Elliott, Rothenberg, and Stock unit-root test pp. 985-1002

Jesus Otero and Christopher Baum

Assessing the calibration of dichotomous outcome models with the calibration belt pp. 1003-1014

Giovanni Nattino, Stanley Lemeshow, Gary Phillips, Stefano Finazzi and Guido Bertolini

Estimating receiver operative characteristic curves for time-dependent outcomes: The stroccurve package pp. 1015-1023

Mattia Cattaneo, Paolo Malighetti and Daniele Spinelli

Software updates pp. 1024

Editors

Volume 17, issue 3, 2017

Bias corrections for probit and logit models with two-way fixed effects pp. 517-545

Mario Cruz-Gonzalez, Ivan Fernandez-Val and Martin Weidner

SADI: Sequence analysis tools for Stata pp. 546-572

Brendan Halpin

Analyzing repeated measurements while accounting for derivative tracking, varying within-subject variance, and autocorrelation: The xtmixediou command pp. 573-599

Rachael A. Hughes, Michael G. Kenward, Jonathan A. C. Sterne and Kate Tilling

Literate data analysis with Stata and Markdown pp. 600-618

Germán Rodríguez

Model selection for univariable fractional polynomials pp. 619-629

Patrick Royston

Randomization inference with Stata: A guide and software pp. 630-651

Simon Heß

Dealing with misfits in random treatment assignment pp. 652-667

Alvaro Carril

How to test for goodness of fit in ordinal logistic regression models pp. 668-686

Morten W. Fagerland, David W. Hosmer and Hajime Uno

Estimating measures of multidimensional poverty with Stata pp. 687-703

Daniele Pacifico and Felix Poege

Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models pp. 704-722

Jesus Otero and Jeremy Smith

Evaluating the maximum MSE of mean estimators with missing data pp. 723-735

Charles Manski and Max Tabord-Meehan

Technical financial analysis tools for Stata pp. 736-747

Mehmet Dicle and John D. Levendis

New graphic schemes for Stata: plotplain and plottig pp. 748-759

Daniel Bischof

Speaking Stata: Tables as lists: The groups command pp. 760-773

Nicholas Cox

Stata tip 128: Marginal effects in log-transformed models: A trade application pp. 774-778

Luca J. Uberti

Software updates pp. 779

Editors

Volume 17, issue 2, 2017

Joseph M. Hilbe (1944-2017) pp. 251-252

Editors

Estimating inverse-probability weights for longitudinal data with dropout or truncation: The xtrccipw command pp. 253-278

Eric J. Daza, Michael G. Hudgens and Amy H. Herring

Heuristic criteria for selecting an optimal aspect ratio in a two-variable line plot pp. 279-313

Demetris Christodoulou

Regression clustering for panel-data models with fixed effects pp. 314-329

Demetris Christodoulou and Vasilis Sarafidis

Introducing the StataStan interface for fast, complex Bayesian modeling using Stan pp. 330-342

Robert L. Grant, Bob Carpenter, Daniel C. Furr and Andrew Gelman

Fitting Bayesian item response models in Stata and Stan pp. 343-357

Robert L. Grant, Daniel C. Furr, Bob Carpenter and Andrew Gelman

Instantaneous geometric rates via generalized linear models pp. 358-371

Andrea Discacciati and Matteo Bottai

rdrobust: Software for regression-discontinuity designs pp. 372-404

Sebastian Calonico, Matias Cattaneo, Max Farrell and Rocio Titiunik

A combined test for a generalized treatment effect in clinical trials with a time-to-event outcome pp. 405-421

Patrick Royston

Estimating responsiveness scores using rscore pp. 422-441

Giovanni Cerulli

Multilevel multiprocess modeling with gsem pp. 442-461

Tamás Bartus

A flexible parametric competing-risks model using a direct likelihood approach for the cause-specific cumulative incidence function pp. 462-489

Sarwar Islam Mozumder, Mark J. Rutherford and Paul C. Lambert

Rate decomposition for aggregate data using Das Gupta’s method pp. 490-502

Jinjing Li

Covariate-constrained randomization routine for achieving baseline balance in cluster-randomized trials pp. 503-510

Eva Lorenz and Sabine Gabrysch

Stata tip 127: Use capture noisily groups pp. 511-514

Roger Newson

Software updates pp. 515-516

Editors

Volume 17, issue 1, 2017

Creating HTML or Markdown documents from within Stata using webdoc pp. 3-38

Ben Jann

Fitting endogenous stochastic frontier models in Stata pp. 39-55

Mustafa Karakaplan

Commands for testing conditional moment inequalities and equalities pp. 56-72

Donald Andrews, Wooyoung Kim and Xiaoxia Shi

A comprehensive set of postestimation measures to enrich interrupted time-series analysis pp. 73-88

Ariel Linden

Within- and between-cluster effects in generalized linear mixed models: A discussion of approaches and the xthybrid command pp. 89-115

Reinhard Schunck and Francisco Perales

Fitting the errors-in-variables model using high-order cumulants and moments pp. 116-129

Timothy Erickson, Robert Parham and Toni Whited

Capturing a Stata dataset and releasing it into REDCap pp. 130-138

Seth T. Lirette, Samantha R. Seals, Chad Blackshear and Warren May

Spatial panel-data models using Stata pp. 139-180

Federico Belotti, Gordon Hughes and Andrea Piano Mortari

The estimation and modeling of cause-specific cumulative incidence functions using time-dependent weights pp. 181-207

Paul C. Lambert

biasplot: A package to effective plots to assess bias and precision in method comparison studies pp. 208-221

Patrick Taffé, Mingkai Peng, Vicki Stagg and Tyler Williamson

Estimation of unit values in household expenditure surveys without quantity information pp. 222-239

Martina Menon, Federico Perali and Nicola Tommasi

Generalized maximum entropy estimation of linear models pp. 240-249

Paul Corral Rodas, Daniel Kuehn and Ermengarde Jabir

Software updates pp. 250

Editors