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st: New version of -parmest- on my website

From   Roger Newson <>
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

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
net from
respectively. Stata 5 users can point their browsers to my website at
and download the Stata 5 version of -parmest-.

Best wishes


package parmest from

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

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)

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

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

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