Statistical Software Components

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GZSAVE: Stata module to save and use datasets compressed by gzip: Henrik Stovring
HADRI: RATS procedure to implement Hadri test for unit roots in panel data: Tom Doan
HADRILM: Stata module to perform Hadri panel unit root test: Christopher Baum
HAIF: Stata module to compute Homoskedastic Adjustment Inflation Factors for model selection: Roger Newson
HAIKU: Stata module to randomly produce haikus: Prashansa Srivastava
HALFNORM_DIST: Stata module for computing half-normal distribution functions: Ariel Linden
HALLT-SKEWT: Stata module to compute skewness-adjusted bootstrap t-statistics: Rajesh Tharyan and Scott Merryman
HALTON: RATS procedure to generate Halton sequences: Tom Doan
HAMILTONFILTER: Stata module to calculate the Hamilton Filter for a Single Time Series or for a Panel Dataset: Ibrahima Diallo
HAMMOCK: Stata module to implement Hammock plot, visualizing categorical (and continuous) data: Matthias Schonlau
HANGROOT: Stata module creating a hanging rootogram comparing an empirical distribution to the best fitting theoretical distribution: Maarten Buis
HANNARISSANEN: RATS procedure to estimate an ARIMA model using the Hannan-Rissanen algorithm: Tom Doan
HANOITOWER: Stata module to play Towers of Hanoi: Kerry Du
HANSEN2: Stata module for Hansen's test for parameter instability: Nicholas Cox
HAPBLOCK: Stata module to perform haplotype analysis to identify the edges of haplotype blocks: Adrian Mander
HAPIPF: Stata module to perform haplotype analysis: Adrian Mander
HARMBY: Stata module to harmonize values of variables within by-groups: Roger Newson
HARMMULTICOLINTST: MATLAB function to analyze collinearity: Shapour Mohammadi
HAUSMAN: Stata module to compute a Hausman test statistic (version 5): Jeroen Weesie
HAZDCMP: Stata module to produce multivariate decomposition for piecewise constant hazard rate models: Daniel Powers and Hirotoshi Yoshioka
HBAR: Stata module to generate horizontal bar charts: Nicholas Cox
HBOX: Stata module to draw horizontal box plots: Nicholas Cox
HCAVAR: Stata module to perform Hierarchical Clusters Analysis of variables: Jean-Benoit Hardouin
HCNBREG: Stata module to estimate Heterogeneous Canonical Negative Binomial Regression: Joseph Hilbe
HDFE: Stata module to partial out variables with respect to a set of fixed effects: Sergio Correia
HDQUANTILE: Stata module for Harrell-Davis estimator of quantiles: Nicholas Cox
HEABS: Stata module to calculate the ICER and Net Benefit for up to two datasets: Daniel Gallacher
HEAD: Stata module to print the head observations (first observations in data set): Sean Higgins
HEALTHEQUAL: Stata module to calculate summary measures of health inequality: Katherine Kirkby, Daniel A. Antiporta, Anne Schlotheuber and Ahmad Reza Hosseinpoor
HEART: Stata module to make coding fun and accessible: Prashansa Srivastava
HEATMAPGRAPH: Stata module to measure the evolution of risks to financial stability over the financial cycle: Máximo Sangiácomo
HEATPLOT: Stata module to create heat plots and hexagon plots: Ben Jann
HECKPROB2: Stata module to run heckprob and svyheckprob with d2 evaluator: Jerzy Mycielski
HECKROC: Stata module to plot ROC curves: Jonathan Cook and Ashish Rajbhandari
HEGY4: Stata module to compute Hylleberg et al seasonal unit root test: Christopher Baum and Richard Sperling
HEGY: RATS module to generate Beaulieu & Miron seasonal unit root tests: Jean-Philip Bellotteau
HESTONFFTVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the FFT approach of Carr and Madan (1999): Agnieszka Janek and Rafał Weron
HESTONVANILLA: MATLAB function to evaluate European FX option prices in the Heston (1993) model: Agnieszka Janek and Rafał Weron
HESTONVANILLAFITSMILE: MATLAB function to fit the Heston (1993) option pricing model to the FX market implied volatility smile: Agnieszka Janek and Rafał Weron
HESTONVANILLALIPTON: MATLAB function to evaluate European FX option prices in the Heston (1993) model using the approach of Lipton (2002): Agnieszka Janek and Rafał Weron
HESTONVANILLASMILE: MATLAB function to compute the volatility smile implied by the Heston (1993) option pricing model: Agnieszka Janek and Rafał Weron
HETEROGI: Stata module to quantify heterogeneity in a meta-analysis: Nicola Orsini, Matteo Bottai, Julian Higgins and Iain Buchan
HETOP: Stata module for estimating heteroskedastic ordered probit models with ordered frequency data: Benjamin R. Shear and Sean F. Reardon
HETPROB: Stata module to estimate heteroskedastic probit model: William Gould
HETRED: Stata module to implement heterogeneity reducing algorithms: Nikolaos Patsopoulos
HETSAR: Stata module to estimate spatial autoregressive models with heterogeneous coefficients: Federico Belotti
HETTREATREG: Stata module to compute diagnostics for linear regression when treatment effects are heterogeneous: Tymon Słoczyński
HFUL_HLIM: Stata module for heteroskedasticity-robust version of the Fuller estimator and jackknife version of the limited-information maximum likelihood estimator: Xiduo Chen, Tiemen Wouterson, Pierangelo De Pace and John Chao
HGCLG: Stata module to estimate geometric-complementary log log hurdle regression: Joseph Hilbe
HGLOGIT: Stata module to estimate geometric-logit hurdle regression: Joseph Hilbe