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st: New version of -parmest- on my website


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: New version of -parmest- on my website
Date   Mon, 18 Aug 2003 13:14:28 +0100

Hello All

A new version of the -parmest- package is now available for download from my website. In Web-aware Stata, type

net from http://www.kcl-phs.org.uk/rogernewson/stata8

to find out more. I will send a copy of the new version to SSC when Kit Baum is back in Boston after 26 August.

The -parmest- package is described as below on my website. The new version should do exactly the same as the old version, but a bit faster, as I have streamlined the code to eliminate unnecessary -preserve- statements. The new version took 38% less time than the old version when tested on large datasets containing 100 to 2000 copies of the -auto- data concatenated end to end as by-groups, with one additional by-variable added. However, even in the new version, execution time is still quadratic in the number of by-groups, because -parmby- still loads each by-group into the memory using -restore,preserve- and dropping all by-groups except one. Any further improvement would probably require a total rewriting of the code, similar to what is being done with -statsby-, only a bit more radical. I am considering how this might be done (probably with the Stata 8 -postfile-), and am keeping watch on further developments with -statsby-.

Users of Stata 7 and 6 can still download Stata 7 and 6 versions of the -parmest- package using the commands
net from http://www.kcl-phs.org.uk/rogernewson/stata7
and
net from http://www.kcl-phs.org.uk/rogernewson/stata6
respectively. Stata 5 users can point their browsers to my website at
http://www.kcl-phs.org.uk/rogernewson/
and download the Stata 5 version of -parmest-.

Best wishes

Roger

---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
package parmest from http://www.kcl-phs.org.uk/rogernewson/stata8
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

TITLE
parmest: Convert estimation results to a data set with 1 obs per parameter

DESCRIPTION/AUTHOR(S)
parmest creates an output data set, with 1 observation per parameter of the
most recent estimation results, and variables corresponding to parameter names,
estimates, standard errors, z- or t-test statistics, P-values, confidence
limits and other parameter attributes. parmby is a quasi-byable extension to
parmest, which calls an estimation command, and creates a new data set, with 1
observation per parameter if the by() option is unspecified, or 1 observation
per parameter per by-group if the by() option is specified. The output data
set may be listed to the Stata log and/or saved to a file and/or retained in
memory (overwriting any pre-existing data set).

Author: Roger Newson
Distribution-Date: 18august2003
Stata-Version: 8

INSTALLATION FILES (click here to install)
parmest.ado
parmest.hlp
parmby.ado
parmby.hlp
-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------

--
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
Website: http://www.kcl-phs.org.uk/rogernewson

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

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