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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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SEMEAN: Stata module to compute standard error of mean (optionally from transformed data) Downloads
Christopher Baum
Semi-Parametric Binary And Sample Selection Code Downloads
Yuriy Tchamourliyski
SEMIPAR: Stata module to compute Robinson's (1988) semiparametric regression estimator Downloads
Vincenzo Verardi and Nicolas Debarsy
SENCODE: Stata module to encode a string variable non-alphanumerically into a numeric variable Downloads
Roger Newson
SENDTOSLACK: Stata module to send notifications from Stata to your smartphone through Slack Downloads
Jesse Wursten
SENSATT: Stata module to compute sensitivity for matching estimators Downloads
Tommaso Nannicini
SENSEMAKR: Stata module to provide sensitivity tools for OLS Downloads
Carlos Cinelli, Jeremy Ferwerda and Chad Hazlett
SENSIMATCH: Stata module to provide data-driven sensitivity analysis for Matching estimator Downloads
Giovanni Cerulli
SENSPEC: Stata module to compute sensitivity and specificity results saved in generated variables Downloads
Roger Newson
SENTINEL: Stata module for selecting sentinel variants from SNPs in a case-control study Downloads
William D. Dupont, Walton Plummer and Jeffrey R. Smith
SEPSCATTER: Stata module to draw scatter (or other twoway) plots separated by a third variable Downloads
Nicholas Cox
SEQ: Stata module to generate sequences of integers Downloads
Nicholas Cox
SEQFIND: Stata module to find the sequence of a numeric character within a variable list Downloads
Ariel Linden
SEQLOGIT: Stata module to fit a sequential logit model Downloads
Maarten Buis
SEQUENCES: Stata module for generating versatile numeric sequences Downloads
Ariel Linden
SETPOISSON: Stata module to estimate a Selection Endogenous Treatment Poisson model by MSL Downloads
Alfonso Miranda
SETRNGSEED: Stata module to to set random-number seed using truly random integer from random.org Downloads
Antoine Terracol and William Gould
SETROOT: Stata module to find the root path of a project and set it as a global variable Downloads
Sergio Correia
SF12: Stata module to validate sf12 input and calculate sf12 version 2 t scores Downloads
Niels Henrik Bruun
SF36: Stata module to calculate summary statistics for the SF-36 Health Survey Instrument Downloads
Philip Ryan
SF36FR: Stata module to compute the scores of the French versions of the SF36 questionnaire Downloads
Jean-Benoit Hardouin
SF36V2: Stata module to score Short-Form 36 version 2 Downloads
Monica Daigl
SFCROSS: Stata module for cross-sectional stochastic frontier models estimation Downloads
Federico Belotti, Silvio Daidone, Vincenzo Atella and Giuseppe Ilardi
SFKK: Stata module to estimate endogenous stochastic frontier models in the style of Karakaplan and Kutlu Downloads
Mustafa Karakaplan
SFPANEL: Stata module for panel data stochastic frontier models estimation Downloads
Federico Belotti, Silvio Daidone, Vincenzo Atella and Giuseppe Ilardi
SGINI: Stata module to compute Generalized Gini and Concentration coefficients, Gini correlations and fractional ranks Downloads
Philippe Van Kerm
SGPV: Stata module to calculate Second-Generation P-Value(s) (SGPV) and their associated diagnosis Downloads
Sven-Kristjan Bormann
SGTREG: Stata module to perform Regression using the Skewed Generalized T Distribution Downloads
Carter Davis
SHAKESPEARE: Stata module to randomly generate quotes from the Bard of Avon Downloads
Kevin Denny
SHAPLEY2: Stata module to compute additive decomposition of estimation statistics by regressors or groups of regressors Downloads
Florian Wendelspiess Chávez Juárez
SHAPLEY: Stata module to perform additive decomposition of sample statistic Downloads
Stanislav Kolenikov
SHEAFCOEF: Stata module to compute sheaf coefficients Downloads
Maarten Buis
SHORTANDLONG: RATS procedure to compute factor covariance matrix with short and long run restrictions Downloads
Tom Doan
SHORTDIR: Stata module to return the short Windows directory path name Downloads
Dan Blanchette
SHORTH: Stata module for descriptive statistics based on shortest halves Downloads
Nicholas Cox
SHOWGPH: Stata module to to show graphs previously saved Downloads
Jan Brogger and Nicholas Cox
SHOWNEAR: Stata module to show nearby values of numeric variable Downloads
Nicholas Cox
SHP2DTA: Stata module to converts shape boundary files to Stata datasets Downloads
Kevin Crow
SHUFFLE8: Stata module to shuffle a list Downloads
Ben Jann
SHUFFLE: Stata module to shuffle a list Downloads
Ben Jann
SHUFFLEVAR: Stata module to shuffle variables relative to the rest of the dataset Downloads
Gabriel Rossman
SICFF: Stata module to create Fama French Industry Variable from SIC Code Downloads
Tyson Van Alfen
SIDE_HISTOGRAM: Stata module to plot side by side histograms Downloads
Nicholas Cox
SIGCOEF: Stata module to count statistically significant coefficients across models Downloads
Jun Xu
SILHOUETTE: Stata module to calculate and graph silhouette width for cluster analysis Downloads
Brendan Halpin
SILVERMTEST: Stata module to perform Silverman (1981) multimodality test Downloads
Isaías Salgado-Ugarte and Verónica Mitsui Saito-Quezada
SIM_ARMA: Stata module to simulate data for ARMA processes Downloads
Jeff Pitblado
SIMARWILSON: Stata module to perform Simar & Wilson (2007) efficiency analysis Downloads
Oleg Badunenko and Harald Tauchmann
SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM) Downloads
Rafał Weron
SIMHESTON: MATLAB function to simulate trajectories of the spot price and volatility processes in the Heston (1993) model Downloads
Agnieszka Janek and Rafał Weron
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