Statistical Software Components

From Boston College Department of Economics
Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA.
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MTEFE: Stata module to compute marginal treatment effects with factor variables: Martin Andresen
MTEMORE: Stata module to compute Marginal Treatment Effects (MTE) With a Binary Instrument: Amanda Kowalski, Yen Tran and Ljubica Ristovska
MTPI: Stata module for the modified Toxicity Probability Interval design: Adrian Mander
MTREATREG: Stata module to fits models with multinomial treatments and continuous, count and binary outcomes using maximum simulated likelihood: Partha Deb
MULOGIT: Stata module to calculate multivariate and univariate odds ratios in logistic regression: Leif E. Peterson
MULTENCODE: Stata module to encode multiple string variables into numeric: Nicholas Cox
MULTIAUC: Stata module to calculate of correlated areas under the receiver operating characteristic curves and their differences: Leonardo Guizzetti
MULTIBAR: Stata module to produce bar and dot graphs for use with overlapping over() categories: Fred Wolfe
MULTICOEFPLOT: Stata module to produce advanced repeated cross-section graphical analysis: Matteo Pinna
MULTIDOT: Stata module for multiple panel dot charts and similar: Nicholas Cox
MULTIF: Stata module to construct multiple if-restrictions with the same value for different variables: Sven-Kristjan Bormann
MULTILINE: Stata module for multiple panel line plots: Nicholas Cox
MULTIMPORT: Stata module to import multiple non-Stata datafiles into memory, appending them automatically: Alvaro Carril
MULTIPC2D: RATS module for cointegration tests in heterogenous panels with multiple regressors: Peter Pedroni
MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis: Tom Doan
MULTIPURT: Stata module to run 1st and 2nd generation panel unit root tests for multiple variables and lags: Markus Eberhardt
MULTISHELL: Stata module to allot do files and variations of loops across parallel instances of Windows Stata and computers efficiently: Jan Ditzen
MULTISITE: Stata module to install the four components of the multisite poackage: Clément de Chaisemartin, Antoine Deeb and Bingxue Li
MULTISITE_REGITT: Stata module to compute the coefficients from a regression of site-level ITTs on site-level characteristics in multi-site randomized trials: Clément de Chaisemartin, Antoine Deeb and Bingxue Li
MULTISITE_REGLATE: Stata module to Estimates the sign of univariate regression coefficients from regressions of site-level LATEs on site-level characteristics in multi-site randomized trials studied in de Chaisemartin & Deeb (2024): Clement de Chaisemartin, Antoine Deeb and Bingxue Li
MULTISITE_VARITT: Stata module to estimate and conduct inference on the variance of ITTs across sites in multi-site randomized trials: Clément de Chaisemartin and Antoine Deeb
MULTISITE_VARLATE: Stata module to estimate and conduct inference on the variance of LATEs across sites in multi-site randomized trials: Clément de Chaisemartin and Antoine Deeb
MULTISTATE: Stata module to perform multi-state survival analysis: Michael J. Crowther and Paul Lambert
MULTIVRS: Stata module to conduct multiverse analysis: Cristobal Young and Katherine Holsteen
MULTNORM: RATS module to generate a sample from a multivariate normal population: Eric Blankmeyer
MUNDLAK: Stata module to estimate random-effects regressions adding group-means of independent variables to the model: Francisco (Paco) Perales
MUXPLOT: Stata module to produce scatter plots with y versus multiple x variables: Nicholas Cox
MUXYPLOT: Stata module to produce scatter plots with multiple x and y variables: Nicholas Cox
MV-AR: GAUSS module to calculate three multivariate tests for autocorrelation in VAR model: R Scott Hacker and Abdulnasser Hatemi-J
MV-ARCH: GAUSS module to implement the multivariate ARCH test: R Scott Hacker and Abdulnasser Hatemi-J
MVARCHTEST: RATS procedure to perform Multivariate test for ARCH: Tom Doan
MVBNDECOMP: RATS procedure to compute a multivariate Beveridge-Nelson decomposition via VAR's: Tom Doan
MVCORR: Stata module to generate moving-window correlation or autocorrelation in time series or panel: Nicholas Cox and Christopher Baum
MVDCMP: Stata module to compute multivariate decomposition for nonlinear response models: Daniel Powers, Hirotoshi Yoshioka and Myeong-Su Yun
MVFILES: Stata module to provide a convenient way to move/copy matched files from a specified input directory (also including, if wanted, additionally recursively matched subsets of files within distinctly matched offspring-directories) to a specified output directory: Lars Angquist
MVFILTER: Stata module to compute multivariate time-series filter: Gregorio Impavido
MVGARCHFORE: RATS procedure to perform Multivariate GARCH forecasting: Tom Doan
MVGARCHTOVECH: RATS procedure to extract a VECH representation from GARCH estimates: Tom Doan
MVIDENT: RATS procedure to create a Tiao-Box cross correlation matrix: Tom Doan
MVJB: RATS procedure to perform Multivariate Jarque-Bera normality test: Tom Doan
MVMETA: Stata module to perform multivariate random-effects meta-analysis: Ian White
MVNXPB: Stata module for computation of multivariate normal probabilities using bivariate conditioning: Svetlana Mladenovic and Federico Belotti
MVPORT: Stata module for Collection, Optimization and Backtest of Financial Portfolios: Carlos Dorantes
MVPROBIT: Stata module to calculate multivariate probit regression using simulated maximum likelihood: Lorenzo Cappellari and Stephen Jenkins
MVQSTAT: RATS procedure to compute Hosking's Multivariate Q statistic: Tom Doan
MVSAMP1I: Stata module to determine sample size and power for multivariate regression: David E. Moore
MVSAMPSI: Stata module to determine sample size and power for multivariate regression: David E. Moore
MVSKTEST: Stata module to test for multivariate skewness and kurtosis: Stanislav Kolenikov
MVSUMM: Stata module to generate moving-window descriptive statistics in time series or panel: Nicholas Cox and Christopher Baum
MVTEST: Stata module to perform multivariate F tests: David E. Moore