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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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PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model Downloads
Tom Doan
PANELUNIT: Stata module to support unit root tests on panel data Downloads
Christopher Baum
PANELVIEW: Stata module to visualize panel data Downloads
Hongyu Mou and Yiqing Xu
PANTEST2: Stata module to perform diagnostic tests in fixed effects panel regressions Downloads
Nicholas Oulton
PARAGR: Stata module for parallel graphing of a coefficient across different equations Downloads
Roy Wada
PARALLEL: Stata module for Parallel Computing Downloads
George Vega and Brian Quistorff
PARAMED: Stata module to perform causal mediation analysis using parametric regression models Downloads
Richard Emsley and Hanhua Liu
PARAN: Stata module to compute Horn's test of principal components/factors Downloads
Alexis Dinno
PARETOFIT: Stata module to fit a Type 1 Pareto distribution Downloads
Stephen Jenkins and Philippe Van Kerm
PARIV: Stata module to perform nearly-collinear robust instrumental-variables regression Downloads
Alwyn Young
PARMEST: Stata module to create new data set with one observation per parameter of most recent model Downloads
Roger Newson
PARMHET: Stata module to produce heterogeneity tests in parmest resultssets Downloads
Roger Newson
PARMPARSE: Stata module to parse a parameter name variable in a parmest resultsset Downloads
Roger Newson
PARPLOT: Stata module for parallel coordinates plots Downloads
Nicholas Cox
PARSELOC: Stata module to extract coordinates from a geolocation variable generated by Survey Solutions Downloads
Sergiy Radyakin
PARSEUAS: Stata module to extract detailed information from user agent strings Downloads
Joss Roßmann and Tobias Gummer
PARTCHART: Stata module to automatically output participant characteristics table in a variety of formats Downloads
Seth Lirette
PARTGAM: Stata module to calculate partial gamma coefficient Downloads
Jens Lauritsen and Svend Kreiner
PARTPRED: Stata module to generate partial predictions Downloads
Paul Lambert
PARTTAU: Stata module to calculate Kendall's partial tau and confidence interval Downloads
James Fiedler and Alan H. Feiveson
PASCAL: Stata module to draw Pascal's triangle Downloads
Amadou Diallo
PATHMAKER: Stata module to set global path variables using subfolder names Downloads
Iain Snoddy
PATHOF: Stata module to return the absolute path of any parent directory of the current working directory Downloads
Michael Barker
PATHUTIL: Stata module to support file path manipulation Downloads
Daniel Klein
PAVERAGE: Stata module to calculate p-period-average series in a panel dataset Downloads
P. Wilner Jeanty
PAYPER: Stata module to compute the periodic payment and the entire schedule of a loan or annuity Downloads
Máximo Sangiácomo
PBETA: Stata module to generate probability plot for data compared with fitted beta distribution Downloads
Nicholas Cox
PBREG: Stata module to fit the Preece and Baines (1978) family of growth curves and age, height, and velocity at peak height velocity Downloads
Adrian Sayers
PCA2: Stata module to apply Principal Component Analisys (PCA) to standard and GMM-style instrumental variables Downloads
Maria Bontempi and Irene Mammi
PCACOEFSAVE: Stata module to save results of PCA to new dataset Downloads
Nicholas Cox
PCCMTOOLKIT: Stata module to calculate pediatric risk of mortality scores Downloads
Razvan Azamfirei, Colleen Mennie, James Fackler and Sapna R. Kudchadkar
PCDID: Stata module to perform principal components difference-in-differences Downloads
Marc Chan and Simon Sai Man Kwok
PCDSEARCH: Stata module to extract code lists from primary care databases Downloads
Evangelos Kontopantelis
PCHIPOLATE: Stata module for piecewise cubic Hermite interpolation Downloads
Nicholas Cox
PCIPLOT: Stata module to plot pointwise confidence intervals Downloads
Patrick Royston
PCM: Stata module to estimate the parameters of a Partial Credit Model (PCM) or of a Rating Scale Model (RSM) Downloads
Jean-Benoit Hardouin and Myriam Blanchin
PCMDIF: Stata module to for diagnosing and considering a potential differential item functioning (DIF) when analysing patient reported outcomes using partial credit models Downloads
Jean-Francois Hamel-Broza
PCMODEL: Stata module to estimate parameters of a Partial Credit Model or a Rating Scale Model by MML Downloads
Jean-François Hamel
PCMTEST: Stata module to test the fit of a Partial Credit Model or a Rating Scale Model estimated using pcmodel Downloads
Jean-François Hamel
PCORR2: Stata module to display partial and semipartial correlation coefficients Downloads
Richard Williams
PCORRMAT: Stata module to compute partial correlation coefficients controlled for a fixed set of covariates Downloads
Maarten Buis
PCPANEL: Stata module to perform power calculations for randomized experiments with panel data, allowing for arbitrary serial correlation Downloads
Fiona Burlig, Louis Preonas and Matt Woerman
PCTILESETS: Stata module for percentile or quantile sets for selected levels Downloads
Nicholas Cox
PCTRIM: Stata module to trim variables based on percentiles Downloads
Michael Barker
PDBVRAR: GAUSS module to Construct Portfolios via the Maximization of the Risk Adjusted Return Downloads
Abdulnasser Hatemi-J and Alan Mustafa
PDC: Stata module for computing the Proportion of Days Covered (of a medication) Downloads
Ariel Linden
PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model Downloads
Agnieszka Janek and Rafał Weron
PDFPLOT: Stata module to Plot a Distribution's Probability Density Function Downloads
Jacob Triplett
PDI: Stata module to calculate the polytomous discrimination index (PDI) Downloads
Chao Wang
PDPLOT: Stata module to produce Pareto dot plot Downloads
Nicholas Cox
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