Statistical Software Components

From Boston College Department of Economics
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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
MVTNORM: Stata module to work with the multivariate normal and multivariate t distributions, with and without variable truncation: Michael Grayling and Adrian Mander
MVTOBIT: Stata module to calculate multivariate tobit models by simulated maximum likelihood (SML): Mikkel Barslund
MYAXIS: Stata module to reorder categorical variable by specified sort criterion: Nicholas Cox
MYCD10: Stata module to process ICD-10 diagnosis and procedure codes: Joe Canner
MYCOLOURS: Stata module for setting a palette of colours through local macros: Nicholas Cox
MYDATELABELS: Stata module to generate axis labels with a label every time a component changes: Brent McSharry
MYLABELS: Stata module for axis labels or ticks on transformed scales or for daily dates: Nicholas Cox and Scott Merryman
MYPKG: Stata module to inform on packages installed over net: Nicholas Cox
MYRANK: Stata module to generate axis variable base on ranks: Nicholas Cox
MYWEEKS: Stata module for generating numbered weeks from daily date variables: Nicholas Cox
NB_ADJUST: Stata module to identify and adjust outliers of a variable assumed to follow a negative binomial distribution: Dirk Enzmann
NBERCYCLES: RATS procedure to generate dummies based upon NBER cycle dates: Tom Doan
NBERCYCLES: Stata module to generate graph command (and optionally graph) timeseries vs. NBER recession dating: Christopher Baum