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Re: st: New package -estparm- on SSC


From   David Airey <david.airey@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: New package -estparm- on SSC
Date   Wed, 23 Apr 2008 20:44:57 -0500

.

Neat! ON both accounts.

-Dave

On Apr 23, 2008, at 4:43 PM, Newson, Roger B wrote:

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


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
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
genetics/reph/

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

------------------------------------------------------------------------
------
package estparm from http://www.imperial.ac.uk/nhli/r.newson/stata10
------------------------------------------------------------------------
------

TITLE
estparm: Save results from a parmest resultsset and test equality

DESCRIPTION/AUTHOR(S)
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
be
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

INSTALLATION FILES (click here to
install)
estparm.ado
estparm_p.ado
estparmtest.ado
estparm.sthlp
estparmtest.sthlp
------------------------------------------------------------------------
------
(click here to return to the previous screen)

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