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Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
Contact information at EDIRC.

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LMNWHITEXT: Stata module to compute Panel Data Non Normality White Test Downloads
Emad Shehata and Sahra Mickaiel
LMOMENTS: Stata module to generate L-moments and derived statistics Downloads
Nicholas Cox
LMS: Stata module to perform least median squares regression fit Downloads
Michael Blasnik
LMSRD: Stata module to compute Spurious Regression Diagnostic after OLS Regression Downloads
Emad Shehata
LMTEST: Stata module to perform Lagrange multiplier test after constrained maximum likelihood estimation Downloads
Harald Tauchmann
LMZTEST: Stata module to test for Zipf´s law Downloads
Carlos Urzúa
LNMOR: Stata module to compute marginal odds ratios after model estimation Downloads
Ben Jann
LOASAMPSI: Stata module to compute power and sample size for limits of agreement (LOA) analysis Downloads
Ariel Linden
LOCALP: Stata module for kernel-weighted local polynomial smoothing Downloads
Nicholas Cox
LOCPR: Stata module for semi-parametric estimation Downloads
Austin Nichols
LOCPROJ: Stata module to estimate Local Projections Downloads
Alfonso Ugarte-Ruiz
LOEVH2: Stata module to calculate Loevinger's H for two dichotomous variables Downloads
Dirk Enzmann
LOEVH: Stata module to compute Guttman errors and Loevinger H coefficients Downloads
Jean-Benoit Hardouin
LOG2DO2: Stata module to convert log file to do file Downloads
Nicholas Winter
LOG2HTML: Stata module to produce HTML log files Downloads
Christopher Baum, Nicholas Cox and Bill Rising
LOG2MARKUP: Stata module to transform a Stata text log into a markup document Downloads
Niels Henrik Bruun
LOG2MD: Stata module to generate Markdown-formatted logs with customizable options Downloads
Wang Qiang
LOGITCPRPLOT: Stata module to graph component-plus-residual plot for logistic regression Downloads
Ben Jann
LOGITFE: Stata module to compute analytical and jackknife bias corrections for fixed effects estimators of panel logit models with individual and time effects Downloads
Mario Cruz-Gonzalez, Ivan Fernandez-Val and Martin Weidner
LOGITGRAPH: Stata module to produce Graph of the Probabilities from a Logistic Regression Model Downloads
Emilio Domínguez-Durán
LOGITHETM: Stata module to estimate Logit Multiplicative Heteroscedasticity Regression Downloads
Emad Shehata
LOGITJACK: Stata module to provide cluster robust inference for logit models Downloads
James MacKinnon, Morten Nielsen and Matthew Webb
LOGITTORISK: Stata module for conversion of logistic regression output to differences and ratios of risk Downloads
Luis Furuya-Kanamori and Suhail AR Doi
LOGLOSS: Stata module for computing the log loss metric for binary outcome models Downloads
Ariel Linden
LOGMVSKEWT: RATS procedure to compute function for log density of multivariate skew-t distribution Downloads
Tom Doan
LOGNFIT: Stata module to fit lognormal distribution by maximum likelihood Downloads
Stephen Jenkins
LOGNORMALPARMS: RATS procedure to compute parameters required for log normal distribution Downloads
Tom Doan
LOGOUT: Stata module to convert log or ASCII files into various output formats Downloads
Roy Wada
LOGPRED: Stata module to calculate logistic regression probabilities Downloads
Joanne M. Garrett
LOGSKEWTDENSITY: RATS procedure to compute log density of skew-t distribution Downloads
Tom Doan
LOGTEST: Stata module to test significance of a predictor in logistic models Downloads
Mehmet Mehmetoglu
LOMACKINLAY: Stata module to perform Lo-MacKinlay variance ratio test Downloads
Christopher Baum
LOMODRS: Stata module to perform Lo R/S test for long range dependence in timeseries Downloads
Christopher Baum and Tairi Room
LONGCH: Stata module to identify how many records satisfy a condition Downloads
Tony Brady
LONGPLOT: Stata module to produce exploratory plot for longitudinal data Downloads
Zhiqiang Wang and Nicholas Cox
LONGSHAPE: Stata module to reshape long (limited alternative version) Downloads
Nicholas Cox
LOOCLASS: Stata module for generating classification statistics of Leave-One-Out cross-validation for binary outcomes Downloads
Ariel Linden
LOOCV: Stata module to perform Leave-One-Out Cross-Validation Downloads
Manuel Barron
LOOKFOR2: Stata module to search for string in variable names, variable labels, value labels, and notes Downloads
Maarten Buis
LOOKFOR_ALL: Stata module to search for variables/patterns in.dta files Downloads
Michael Lokshin, Zurab Sajaia and Dan Blanchette
LOOKFOR_VAL: Stata module to search the current dataset for values that match a specified pattern Downloads
Daniel Klein
LOOKFORIT: Stata module to search variable names and labels for some string or strings Downloads
Dan Blanchette
LORENZ: Stata module to estimate and display Lorenz curves and concentration curves Downloads
Ben Jann
LOWYSEATTLE: Stata module for managing settings and recompiling Downloads
Elliott Lowy
LOWYSEATTLEA: Stata module for tables, statistics, data management, output Downloads
Elliott Lowy
LOWYSEATTLEB: Stata module for creating, transforming, labeling, variables Downloads
Elliott Lowy
LPDENSITY: Stata module to perform Local Polynomial Density Estimation and Inference Downloads
Matias Cattaneo, Michael Jansson and Xinwei Ma
LPDID: Stata module implementing Local Projections Difference-in-Differences (LP-DiD) estimator Downloads
Alexander Busch and Daniele Girardi
LPPINV: Stata module providing a non-iterated general implementation of the LPLS estimator for cOLS, TM, and custom cases Downloads
Ilya Bolotov
LPRPLOT: Stata module to produce logistic regression partial residual plots Downloads
Bill Sribney
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