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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   Wed, 18 Aug 2004 21:04:56 +0100

Hello All

Thanks to Kit Baum, there is now a new version of the -parmest- package available for distribution on SSC. In Stata, type

ssc desc parmest

to find out more.

The -parmest- package is described as below on my website, and creates an output dataset (or resultsset) with 1 observation per model parameter. The new version has 2 new options, -erows()- and -ecols()-, which specify lists of matrix estimation results whose rows or columns are to be added to the resultsset as additional variables. For instance, if the user specifies -ecols(V)-, then the columns of the variance-covariance matrix are stored in the resultsset in variables named ec_1_1, ec_1_2, ..., ec_1_n, where n is the number of parameters.

I would like to thank Buzz Burhans for suggesting that something like this would be a good idea.

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: 18august2004
Stata-Version: 8

INSTALLATION FILES (click here to install)
parmest.ado
parmest.hlp
parmby.ado
parmby.hlp
-------------------------------------------------------------------------------------
(click here to return to the previous screen)


--
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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