Statistical Software Components

From Boston College Department of Economics
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PCDID: Stata module to perform principal components difference-in-differences: Marc Chan and Simon Sai Man Kwok
PCDSEARCH: Stata module to extract code lists from primary care databases: Evangelos Kontopantelis
PCHIPOLATE: Stata module for piecewise cubic Hermite interpolation: Nicholas Cox
PCIPLOT: Stata module to plot pointwise confidence intervals: Patrick Royston
PCM: Stata module to estimate the parameters of a Partial Credit Model (PCM) or of a Rating Scale Model (RSM): 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: Jean-Francois Hamel-Broza
PCMODEL: Stata module to estimate parameters of a Partial Credit Model or a Rating Scale Model by MML: Jean-François Hamel
PCMTEST: Stata module to test the fit of a Partial Credit Model or a Rating Scale Model estimated using pcmodel: Jean-François Hamel
PCORR2: Stata module to display partial and semipartial correlation coefficients: Richard Williams
PCORRMAT: Stata module to compute partial correlation coefficients controlled for a fixed set of covariates: Maarten Buis
PCPANEL: Stata module to perform power calculations for randomized experiments with panel data, allowing for arbitrary serial correlation: Fiona Burlig, Louis Preonas and Matt Woerman
PCTILESETS: Stata module for percentile or quantile sets for selected levels: Nicholas Cox
PCTRIM: Stata module to trim variables based on percentiles: Michael Barker
PDBVRAR: GAUSS module to Construct Portfolios via the Maximization of the Risk Adjusted Return: Abdulnasser Hatemi-J and Alan Mustafa
PDC: Stata module for computing the Proportion of Days Covered (of a medication): Ariel Linden
PDFHESTON: MATLAB function to evaluate the probability density function in the Heston (1993) model: Agnieszka Janek and Rafał Weron
PDFPLOT: Stata module to Plot a Distribution's Probability Density Function: Jacob Triplett
PDI: Stata module to calculate the polytomous discrimination index (PDI): Chao Wang
PDPLOT: Stata module to produce Pareto dot plot: Nicholas Cox
PDSLASSO: Stata module for post-selection and post-regularization OLS or IV estimation and inference: Achim Ahrens, Christian Hansen and Mark Schaffer
PEERMEAN: Stata module to compute mean of Peer firms: Yujun Lian
PEERREVIEW: Stata module to randomly assign papers to peers for review: Wouter Wakker
PEM: Stata Module to Estimate Partial EquiLibrium Model (PEM): Emad Shehata and Sahra Mickaiel
PENTROPY: GAUSS module to compute Permutation Entropy point estimates of a time series: Erica Clower and Miguel Henry
PERCAT: Stata module to perform percentile-based categorisation: Mehmet Mehmetoglu
PERCENTMATCH: Stata module to calculate the highest percentage match (near duplicates) between observations: Noble L. Kuriakose
PERCOM: Stata module to create permutations and combinations: Muhammad Rashid Ansari
PERRONBREAKS: RATS procedure to compute various unit root tests with breaks: Tom Doan
PERRONNGMTESTS: RATS procedure to compute various Perron-Ng "M" unit root tests: Tom Doan
PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date: Tom Doan
PERSIST: RATS procedure to compute sum of coefficients of a MA representation for a series: Tom Doan
PERSONAGE: Stata module to calculate people's ages or similar daily date differences: Nicholas Cox
PERSUASIO: Stata module to estimate the effect of persuasion and conduct inference: Sung Jae Jun and Sokbae (Simon) Lee
PERTURB: Stata module to evaluate collinearity and ill-conditioning: John Hendrickx
PESCADF: Stata module to perform Pesaran's CADF panel unit root test in presence of cross section dependence: Piotr Lewandowski
PETPOISSON: Stata module to estimate an Endogenous Participation Endogenous Treatment Poisson model by MSL: Alfonso Miranda
PEXP: Stata module to produce probability plot for data compared with fitted exponential distribution: Nicholas Cox
PFS: Stata module to predict Financial Skill scale scores from CFPB survey instrument: Austin Nichols
PFWB: Stata module to predict Financial Well-Being scale scores from CFPB survey instrument: Austin Nichols
PGAMMA: Stata module to generate probability plot for data vs fitted gamma distribution: Nicholas Cox
PGMHAZ8: Stata module to estimate discrete time (grouped data) proportional hazards models: Stephen Jenkins
PHACK_DEROUND: Stata module to deround coefficients and standard errors for meta-analysis: Nikolai Cook
PHEATPLOT: Stata module to visualize p-values: Elisa Brini, Solveig T. Borgen and Nicolai T. Borgen
PHENOTYPE: Stata module to simulate disease status and censored age for family data: James Cui
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis: Ludwig Kanzler
PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions: Tom Doan
PIAACTOOLS: Stata module to provide PIAAC tools: Artur Pokropek and Maciej Jakubowski
PIEPLOT: Stata module to plot pie charts of categorical frequencies: Nicholas Cox
PINDEX: Stata module to compute targeted price indices: Muhammad Rashid Ansari and Chiara Mussida
PINOCCHIO: Stata module that randomly generates false econometric statements: Marco Santacroce