Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().

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IVREG210: Stata module for extended instrumental variables/2SLS and GMM estimation (v10): Christopher Baum, Mark Schaffer and Steven Stillman
IVREG28: Stata module for extended instrumental variables/2SLS and GMM estimation (v8): Christopher Baum, Mark Schaffer and Steven Stillman
IVREG29: Stata module for extended instrumental variables/2SLS and GMM estimation (v9): Christopher Baum, Mark Schaffer and Steven Stillman
IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation: Christopher Baum, Mark Schaffer and Steven Stillman
IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments: Christopher Baum and Mark Schaffer
IVREG2HDFE: Stata module to estimate an Instrumental Variable Linear Regression Model with two High Dimensional Fixed Effects: Dany Bahar
IVREG2M: Stata module to identify treatment-effects estimates with potentially misreported and endogenous program participation: Christopher Baum, Denni Tommasi and Lina Zhang
IVREG_SS: Stata module to compute confidence intervals, standard errors, and p-values in an IV regression in which the excluded instrumental variable has a shift-share structure: Rodrigo Adão, Michal Kolesár, Eduardo Morales and Xiang Zhang
IVREGHDFE: Stata module for extended instrumental variable regressions with multiple levels of fixed effects: Sergio Correia
IVREGRESS2: Stata module to export first and second-stage results similar to ivregress: Roy Wada
IVRESET: Stata module to perform Ramsey/Pesaran-Taylor/Pagan-Hall RESET specification test after IV/GMM/OLS estimation: Mark Schaffer
IVTREATREG: Stata module to estimate binary treatment models with idiosyncratic average effect: Giovanni Cerulli
IVVIF: Stata module to report variance inflation factors after IV: David Roodman
JACCARD: Stata module to calculate Jaccard similarity or dissimilarity of sets: Nicholas Cox
JAROWINKLER: Stata module to calculate the Jaro-Winkler distance between strings: James Feigenbaum
JB6: Stata modules to perform Jarque-Bera test for normality: J. Sky David and Gregorio Impavido
JB: Stata module to perform Jarque-Bera test for normality on series: J. Sky David and Gregorio Impavido
JC: Stata module to dynamically load and call Java plugins: Philipp Cornelius
JFORMAT: Stata module to justify formats for a list of variables: Roger Newson
JMPIERCE2: Stata module to compute trend decomposition of outcome differentials: Ben Jann
JMPIERCE: Stata module to perform Juhn-Murphy-Pierce decomposition: Ben Jann
JNSN: Stata module to fit Johnson distributions: Joseph Coveney
JOHANS: Stata module to perform Johansen-Juselius ML estimates of cointegration: Patrick Joly, Ken Heinecke and Charles Morris
JOHMLE: RATS procedure to perform Johansen ML Cointegration analysis: Tom Doan
JOINVARS: Stata module to join values of variables: Daniel Klein
JONTER: Stata module to perform Jonckheere-Terpstra test: Joseph Coveney
JOY_PLOT: Stata module to produce joy plots: Fernando Rios-Avila
JOYPLOT: Stata module to produce joyplots: Asjad Naqvi
JRULE: Stata module to detect model misspecifications in SEM: Julian Aichholzer
JSONIO: Stata module for I/O operations on JSON data: Billy Buchanan
JULIA: Stata module to provide interface to Julia: David Roodman
JWDID: Stata module to estimate Difference-in-Difference models using Mundlak approach: Fernando Rios-Avila, Arne Nagengast and Yoto Yotov
KALPHA: Stata module to compute Krippendorff's Alpha-Reliability: Daniel Klein
KANOM: Stata module to estimate Krippendorff's alpha for nominal variables: Pablo Mitnik
KAPLANSKY: Stata module to graph examples of distributions of varying kurtosis: Nicholas Cox
KAPPA2: Stata module to produce Generalizations of weighted kappa for incomplete designs: Javier Lazaro, Javier Zamora, Victor Abraira and Alexander Zlotnik
KAPPAETC: Stata module to evaluate interrater agreement: Daniel Klein
KAPPALATE: Stata module to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators: Selver Uysal, Tymon Słoczyński and Jeffrey Wooldridge
KAPPREVI: Stata module to plot the dependence of kappa statistic on true prevalence: Nicola Orsini and Debora Rizzuto
KAPUTIL: Stata module to generate confidence intervals and sample size calculations for the kappa-statistic: David Harrison
KATEGO: Stata module to split a continuous numerical variable in custom categories: Andres L Gonzalez Rangel
KDBOX: Stata module to generate kernel density plot with boxplot: Philip B. Ender
KDENS2: Stata module to estimate bivariate kernel density: Christopher Baum
KDENS: Stata module for univariate kernel density estimation: Ben Jann
KDMANY: Stata module to perform kernel density estimation for several variables: Stanislav Kolenikov
KEEPORDER: Stata module to keep and order a set of variables: James Feigenbaum
KEEPVAR: Stata module to keep a list of variables in the order of their appearance in the list: P. Wilner Jeanty
Kernel Density Code: Yuriy Tchamourliyski
KERNEL: Stata module to compute various kernels: Florian Wendelspiess Chávez Juárez
KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function: Shapour Mohammadi