Post-parmest peripherals: fvregen, invcise, and qqvalue

Roger Newson

United Kingdom Stata Users' Group Meetings 2010 from Stata Users Group

Abstract: The parmest package is used with Stata estimation commands to produce output datasets (or results-sets) with one observation per estimated parameter, and data on parameter names, estimates, confidence limits, p-values, and other parameter attributes. These results-sets can then be input to other Stata programs to produce tables, listings, plots, and secondary results-sets containing derived parameters. Three recently added packages for post-parmest processing are fvregen, invcise, and qqvalue. fvregen is used when the parameters belong to models containing factor variables, introduced in Stata version 11. It regenerates these factor variables in the results-set, enabling the user to plot, list, or tabulate factor levels with estimates and confidence limits of parameters specific to these factor levels. invcise calculates standard errors inversely from confidence limits produced without standard errors, such as those for medians and for Hodges-Lehmann median differences. These standard errors can then be input, with the estimates, into the metaparm module of parmest to produce confidence intervals for linear combinations of medians or of median differences, such as those used in meta-analysis or interaction estimation. qqvalue inputs the p-values in a results-set and creates a new variable containing the quasi-q-values, which are calculated by inverting a multiple-test procedure designed to control the familywise error rate (FWER) or the false discovery rate (FDR). The quasi-q-value for each p-value is the minimum FWER or FDR for which that p-value would be in the discovery set if the specified multiple-test procedure was used on the full set of p-values. fvregen, invcise, qqvalue, and parmest can be downloaded from SSC.

Date: 2010-09-17
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