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st: New version of -parmest- on SSC


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: New version of -parmest- on SSC
Date   Tue, 20 Aug 2002 21:33:00 +0100

Dear All

Thanks to Kit Baum, there is now a new version of the -parmest- package downloadable from SSC. The -parmest- package saves the results of an estimation command as a Stata data set with 1 observation per parameter, or 1 observation per parameter per by-group, and data on estimates, confidence limits, P-values, and other results if requested. Type -ssc describe parmest- in Web-aware Stata to find out more.

The new version fixes a bug, which caused -parmest- to fail if used with the survey estimation commands -svymean-, -svyratio- and -svytotal- when these commands were specified with the -available- option instead of the -complete- option. -parmest- now works with these survey estimation commands when the -available- option is specified. In these circumstances, -parmest- now calculates confidence limits and P-values using estimates in e(est) and variances extracted from e(V_db), and the default degrees of freedom formula used is e(N_psu)-e(N_strata), as specified in -[R] svymean- under the sub-section "Confidence intervals". All other Stata estimation commands store the estimates in e(b), the variances in e(V) and the degrees of freedom in e(df_r), and so do -svymean-, -svyratio- and -svytotal- when the -complete- option is specified instead of the -available- option. When working with these commands, -parmest- calculates confidence intervals and P-values from e(b), e(V) and e(df_r), as before.

I would like to thank Dan Blanchette of the University of North Carolina for informing me about the bug and for helping me towards a solution, and Jeff Pitblado of Stata Corporation for explaining to us (via Statalist) the exceptional behaviour of -svymean-, -svyratio- and -svytotal- when the -available- option is specified, and for reassuring me that no other Stata command behaves in this way.

Best wishes

Roger Newson

--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk

Opinions expressed are those of the author, not the institution.

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