Statistical Software Components

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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
PIP: Stata module to access poverty and inequality data from the World Bank's Poverty and Inequality Platform (PIP): R. Castañeda
PIPE: Stata module to perform a curve-free dual-agent dose-escalation design: Adrian Mander
PISAREG: Stata module to perform linear regression with PISA data and plausible values: Maciej Jakubowski
PISATOOLS: Stata module to facilitate analysis of the data from the PISA OECD study: Maciej Jakubowski and Artur Pokropek
PLAUSEXOG: Stata module to implement Conley et al's plausibly exogenous bounds: Damian Clarke
PLOT_CONFIDENTLY: Stata module to visualize the mean and confidence interval of a specified variable: Zaeen de Souza and Kabira Namit
PLOTBETA: Stata module to plot linear combinations of coefficients: Adrian Mander
PLOTMATRIX: Stata module to plot values of a matrix as different coloured blocks: Adrian Mander
PLOTRPYS: Stata module to plot a spectrogram using CSV export from CRExplorer: Lutz Bornmann
PLOTTABS: Stata module providing fast graphing commands for large datasets: Jan Kabátek
PLS: Stata module to calculate composite variables using the partial least squares path modeling (PLS) algorithm: Mikko Rönkkö
PLSSAS: Stata module to execute SAS partial least squares procedure (Windows only): Adrian Mander
PLSSEM: Stata module to implement Partial least squares structural equation modelling (PLS-SEM): Sergio Venturini and Mehmet Mehmetoglu
PLZTOWKNR: Stata module to translate German zip codes into electoral districts: Anne-Kathrin Stroppe, Nils Jungmann, Joss Roßmann, Malte Kaukal, Konstantin Glinitzer and Tobias Gummer
PMANAGE: Stata module to manage large projects: José Andrés Jurado
PMCALPLOT: Stata module to produce calibration plot of prediction model performance: Joie Ensor, Kym IE. Snell and Emma C. Martin
PMCT2ES: Python Module for Cointegration Tests with Two Endogenous Structural Shifts: Alan Mustafa and Abdulnasser Hatemi-J
PMSAMPSIZE: Stata module to calculate the minimum sample size required for developing a multivariable prediction model: Joie Ensor
PMVALSAMPSIZE: Stata module to calculate the minimum sample size required for external validation of a multivariable prediction model: Joie Ensor