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st: New Stata 11 version of -parmest- on SSC


From   "Newson, Roger B" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: New Stata 11 version of -parmest- on SSC
Date   Tue, 11 Aug 2009 18:33:48 +0100

Thanks to Kit Baum, a new version of the -parmest- package is now available for download on SSC. In Stata, use the -ssc- command to do this, or -adoupdate- if you already have an old version of -parmest-.

The -parmest- package is described as below on my website. The new version has been updated to Stata Version 11. The -parmby- module can therefore now handle estimation commands with Stata 11 factor variable lists. I have also added two new options -omit- and -empty- to the -parmest- and -parmby- commands, allowing the user optionally to create new indicator variables -omit- and -empty- (respectively) in the output dataset (or resultsset), indicating whether the corresponding parameter was omitted from the model because of collinearity, or because it corresponds to an empty cell.

Users of Stata versions 10, 9, 8, 7, 6 and 5 can still download the versions of -parmest- for their Stata versions from my website by typing, in Stata,

net from http://www.imperial.ac.uk/nhli/r.newson/

and selecting the -parmest- package written in the appropriate version of Stata.

I would like to thank Vince Wiggins and Alan Riley of StataCorp for their very helpful advice on how to update this package and its on-line help files.

Best wishes

Roger


Roger B Newson BSc MSc DPhil
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: [email protected] 
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

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

----------------------------------------------------------------------------------------
package parmest from http://www.imperial.ac.uk/nhli/r.newson/stata11
----------------------------------------------------------------------------------------

TITLE
      parmest: Create datasets with 1 observation per estimated parameter

DESCRIPTION/AUTHOR(S)
      The parmest package has 4 modules: parmest, parmby, parmcip and metaparm.
      parmest creates an output dataset, 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 dataset, 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. parmcip inputs
      variables containing estimates, standard errors and (optionally) degrees of
      freedom, and computes new variables containing confidence intervals and
      P-values. metaparm inputs a parmest-type dataset with 1 observation for each
      of a set of independently-estimated parameters, and outputs a dataset with
      1 observation for each of a set of linear combinations of these parameters,
      with confidence intervals and P-values, as for a meta-analysis. The output
      datasets created by parmest, parmby or metaparm  may be listed to the Stata
      log and/or saved to a file and/or retained in memory (overwriting any
      pre-existing dataset). The confidence intervals, P-values and other parameter
      attributes in the dataset may be listed and/or plotted and/or tabulated.
      
      Author: Roger Newson
      Distribution-Date: 09august2009
      Stata-Version: 11

INSTALLATION FILES                                  (click here to install)
      metaparm.ado
      parmby.ado
      parmcip.ado
      parmest.ado
      metaparm.sthlp
      metaparm_content_opts.sthlp
      metaparm_outdest_opts.sthlp
      metaparm_resultssets.sthlp
      parmby.sthlp
      parmby_only_opts.sthlp
      parmcip.sthlp
      parmcip_opts.sthlp
      parmest.sthlp
      parmest_ci_opts.sthlp
      parmest_outdest_opts.sthlp
      parmest_resultssets.sthlp
      parmest_varadd_opts.sthlp
      parmest_varmod_opts.sthlp
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