Statistical Software Components

From Boston College Department of Economics
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USORT: Stata module to perform locale-based ascending and descending sort that supports conditional statements, observation ranges, and user-defined handling of substrings and missing values: Ilya Bolotov
USOS: Stata module for computing the unweighted sum of squares test for global goodness of fit after logistic model: Ariel Linden
USSWM: Stata module to provide US state and county spatial weight (contiguity) matrices: Scott Merryman
UTEST: Stata module to test for a U-shaped relationship: Jo Lind and Halvor Mehlum
VAF: Stata module to compute mediation effect in SEM: Mehmet Mehmetoglu
VALCUOFON: Stata module for downloading daily share values and assets balances of Chile's unemployment insurance funds and pension system: George Vega
VALIDARCAE: Stata module to provide several functionalities for dealing with codes from the Portuguese Classification of Economic Activities (CAE): Bplim
VALIDLY: Stata module to correct Stata’s handling of missing values in logical and relational expressions: Kenneth Macdonald
VALIDSCALE: Stata module to assess validity and reliability of a multidimensional scale: Bastien Perrot
VALLABDEF: Stata module to define value labels from label name, value and label variables: Roger Newson
VALLABFRAME: Stata module to convert a list of value labels to variables in a new data frame: Roger Newson
VALLABSAVE: Stata module to save and load label-only Stata datasets: Roger Newson
VALLIST: Stata module to list distinct values of a variable: Patrick Joly
VALTOVAR: Stata module to rename value labels to match variable names: Johannes Blumenberg
VALUESOF: Stata module to return the contents of a variable in a macro: Ben Jann
VAM: Stata module to compute teacher value-added measures: Michael Stepner
VANELTEREN: Stata module to perform van Elteren's test (generalized Wilcoxon-Mann-Whitney ranksum test): Joseph Coveney
VAR_ESHORTFALL: Shazam routine to evaluate Value at Risk and Expected Shortfall: Ibrahim Onour
VAR_NR: Stata module to estimate set identified SVARS: Abigail Kuchek, Jonah Danziger and Christoffer Koch
VARBOOTSETUP: RATS procedure to set up a parallel system for bootstrapping a VAR: Tom Doan
VARCALC: RATS procedure to perform a direct calculation of a simple OLS VAR: Tom Doan
VARCASE: Stata module to toggle the case of variable names: John R. Gleason
VARDISTINCT: Stata module to generate a variable representing the number(s) of distinct observations or values: Harrison Garrett
VARFPE: RATS procedure to compute minimum FPE representation for the equations in a VAR: Tom Doan
VARFROMDLM: RATS procedure to translate a state space representation to its implied VAR: Tom Doan
VARIMAX: RATS procedure to perform factor rotation using varimax criterion: Tom Doan
VARIOG: Stata module to calculate and graph semi-variograms: Nicholas Cox
VARIRF: RATS procedure to organize graphs of Impulse responses for an estimated VAR: Tom Doan
VARIRFDELTA: RATS procedure to compute the covariance matrix of an IRF using the delta method: Tom Doan
VARLAB: Stata module to save and load variable labels: Patrick Joly
VARLABDEF: Stata module to define a value label with values corresponding to variables: Roger Newson
VARLAG: Stata module to determine the appropriate lag length in VARs, ECMs: Patrick Joly
VARLAGSELECT: RATS procedure to select lag length for a VAR model: Tom Doan
VARLOCAL: Stata module to transform values of a variable in local: Viviane Sanfelice
VARMADLM: RATS procedure to analyze a VARMA using state-space techniques: Tom Doan
VARMI: Stata module to create a dummy variable that takes 1 when all the variable in the varlist are missing: Adrien Bouguen
VARPROD: Stata module to Generate Row Product of Variables: Emad Shehata
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio: Ludwig Kanzler
VARSEARCH: Stata program to search variable names and labels: Jeffrey Arnold
VARSPECTRUM: RATS procedure to compute multivariate spectral density of a Vector Autoregression: Tom Doan
VARTYP: Stata module to set variable types for codebook2: Paul Bern
VBKW: Stata module to perform Vector-Based Kernel Weighting: Jessica Lum and Melissa Garrido
VC_PACK: Stata module for the estimation of smooth varying coefficient models: Fernando Rios-Avila
VCE2WAY: Stata module to adjust a Stata command's standard errors for two-way clustering: Hong Il Yoo
VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model: Stanislav Anatolyev and Cheuk Fai Ng
VCEMWAY: Stata module to adjust a Stata command's standard errors for multi-way clustering: Ariel Gu and Hong Il Yoo
VCF: Stata module to import VCF (Variant Caller Format) Files into Stata and format genotype data: Daniel Cook
VCLOSE: Stata module to close viewer windows: Nicholas Cox
VECAR6: Stata module to estimate vector autoregressive (VAR) models (version 6): Christopher Baum and Patrick Joly
VECAR: Stata module to estimate vector autoregressive (VAR) models: Christopher Baum