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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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LMNADNL: Stata Module to Compute NLS Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNADXT: Stata module to compute Panel Data Non Normality Anderson-Darling Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDH: Stata Module to Compute OLS Non Normality Doornik-Hansen Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDP2: Stata module to compute 2SLS-IV Non Normality D'Agostino-Pearson Test Downloads
Emad Shehata and Sahra Mickaiel
LMNDP: Stata module to Compute OLS Non Normality D'Agostino-Pearson Test Downloads
Emad Shehata and Sahra Mickaiel
LMNGR: Stata module to compute Jarque-Bera Non Normality Lagrange Multiplier Runs Test for Residuals after OLS Regression Downloads
Emad Shehata
LMNGRY2: Stata Module to Compute 2SLS-IV Non Normality Geary Runs Test Downloads
Emad Shehata and Sahra Mickaiel
LMNGRY: Stata module to compute Geary Non Normality Lagrange Multiplier Runs Test Downloads
Emad Shehata
LMNGRYXT: Stata module to compute Panel Data Non Normality Geary Runs Test Downloads
Emad Shehata and Sahra Mickaiel
LMNJB: Stata module to compute Lagrange Multiplier LM Jarque-Bera Normality Test Downloads
Emad Shehata
LMNJBNL: Stata module to compute NLS Non Normality Jarque-Bera Test Downloads
Emad Shehata and Sahra Mickaiel
LMNJBXT: Stata Module to Compute Panel Data Non Normality Jarque-Bera Test Downloads
Emad Shehata and Sahra Mickaiel
LMNNLSUR: Stata module to perform Overall System NL-SUR Non-Normality Tests Downloads
Emad Shehata
LMNREG3: Stata module to compute Overall System Non Normality Tests after (3SLS-SURE) Regressions Downloads
Emad Shehata
LMNSEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Non Normality Tests Downloads
Emad Shehata
LMNWHITE2: Stata Module to Compute 2SLS-IV White IM Non Normality Test Downloads
Emad Shehata and Sahra Mickaiel
LMNWHITE: Stata module to Compute White Non Normality Lagrange Multiplier Test after OLS Regression Downloads
Emad Shehata
LMNWHITENL: Stata module to compute NLS Non Normality White Test Downloads
Emad Shehata and Sahra Mickaiel
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
LMOMENTSETS: Stata module for L-moment-based measures collected as datasets 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
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