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st: New package -estparm- on SSC

From   "Newson, Roger B" <>
To   <>
Subject   st: New package -estparm- on SSC
Date   Wed, 23 Apr 2008 22:43:30 +0100

Thanks to Kit Baum, a new package -estparm- is now available for
download from SSC. In Stata, use the -ssc- command to do this.

The -estparm- package is described as below on my website. It contains 2
modules, -estparm- and -estparmtest-. The -estparm- module is an
estimation command, which acts as an inverse of -parmest-, inputting
observations from a -parmest- resultsset to produce estimation results,
assuming that the parameters are independent. The -estparmtest- module
calls -estparmtest- and then tests the equality of the parameters using
-test-. I have been using -estparmtest- to test for gene-environment
interactions, ie inequalities of estimated environmental effects between
genetic subsets, when the estimated environmental effects for the
different genetic subsets were stored in a -parmest- resultsset that I
made earlier. Gene-environment interactions are thought by some
scientists to be important things to test for.

Best wishes


Roger B Newson
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Web page:
Departmental Web page:

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

package estparm from

      estparm: Save results from a parmest resultsset and test equality

      estparm is an inverse of parmest.  It inputs 2 or 3 variables in
      the varlist, containing parameter estimates, standard errors, and
      (optionally) degrees of freedom.  It saves a set of estimation
      results for the parameters, assuming that the parameter estimates
      are statistically independent.  estparmtest is an extended version
      of estparm, which also performs a chi-squared or F test of the
      hypothesis that all these parameters are equal.  estparmtest can
      used for performing interaction tests, using data from regression
      models for multiple subsets, stored in a parmest or parmby output
      dataset (or resultsset).
      Author: Roger Newson
      Distribution-Date: 22april2008
      Stata-Version: 10

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