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st: New version of -parmhet- on SSC


From   Roger Newson <r.newson@imperial.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: New version of -parmhet- on SSC
Date   Mon, 27 Sep 2010 13:35:03 +0100

Thanks to Kit Baum, a new version of -parmhet- (superseding last week's version) is now available for download from SSC. In Stata, use the -ssc- command to do this, or -adoupdate- if you already have last week's version.

The -parmhet- package is as described as below on my website. It is expected to supersede the existing -estparm- package for most purposes, as -estparm- does Wald chi-squared and F-test statistics, whereas -parmhet- produces the more sensible Cochrane chi-squared and Welch F-test statistics. The new version adds an option -dfcombine()-, similar to the option of the same name for the -metaparm- option of the -parmest- package, specifying the rule for combining input degrees of freedom to derive the F-test statistic. The default is -dfcombine(welch)-, specifying Welch's formula, but the user can alternatively specify -dfcombine(constant)-, specifying that the input parameter estimatess are uncorrelated parameter estimates from a single homoskedastic Normal model, and that the degrees of freedom have been pooled, and that the F-test statistic should be calculated using the standard Rothamsted-model homoskedastic Normal formula, after checking that the input degrees of freedom are indeed constant in the dataset or by-group.

I would like to thank the -metan- team of authors for developing their package, which I have used in the certification script for -parmhet- for mutual validation of the 2 packages -parmhet- and -metan- in cases where their capabilities overlap.

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: r.newson@imperial.ac.uk
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 parmhet from http://www.imperial.ac.uk/nhli/r.newson/stata10
---------------------------------------------------------------------------

TITLE
      parmhet: Heterogeneity tests in parmest resultssets

DESCRIPTION/AUTHOR(S)
      parmhet and parmiv are designed for use with parmest resultssets,
      which have one observation per estimated parameter and data on
      parameter estimates.  parmhet inputs variables containing parameter
      estimates, standard errors and (optionally) degrees of freedom, and
      outputs an output dataset (or resultsset) with one observation, or
      one observation per by-group, and data on heterogeneity test
      statistics on the input parameters in the dataset or by-group.  The
      output dataset can be listed to the Stata log, saved to a disk file,
      or written to memory, overwriting the existing dataset.  Optionally,
      parmhet may also add variables to the existing dataset, containing
      inverse-variance weights and/or semi-weights and/or
      semi-weight-based standard errors.  These additional variables may
      then be input to the metaparm module of the parmest package, to
      produce summary meta-analysed parameter estimates, using the
      fixed-effect method or the DerSimonian-Laird
      randomly-variable-effect method.  parmiv is a routine intended for
      use by programmers, and inputs variables containing estimates,
      standard errors and (optionally) degrees of freedom, and outputs
      additional variables in the existing dataset, containing
      inverse-variance weights and/or semi-weights and/or
      semi-weight-based standard errors and/or heterogeneity test
      statistics for the dataset or by-group.

      Author: Roger Newson
      Distribution-Date: 23september2010
      Stata-Version: 10

INSTALLATION FILES                                  (click here to install)
      parmhet.ado
      parmiv.ado
      parmhet.sthlp
      parmhet_basic_opts.sthlp
      parmhet_resultsset_opts.sthlp
      parmhet_hettest_opts.sthlp
      parmhet_resultsset.sthlp
      parmiv.sthlp

ANCILLARY FILES                                     (click here to get)
      parmhet_example1.dta
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