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Statalist archive (ordered by thread)
(last updated Mon May 06 03:27:02 2013)
- st: Bias: Monte Carlo,
John Antonakis (Mon May 06 02:50:05 2013)
- Re: st: gllamm and weight,
ubuntu acdc (Mon May 06 02:32:01 2013)
- st: Multiple Constraints on a Single Parameter,
Dimitrios Dimitropoulos (Sun May 05 21:20:01 2013)
- st: Instrumental Variables approach using -xt- for three-level growth model,
David Torres (Sun May 05 15:59:01 2013)
- st: RE: Reference for clustered standard errors in Stata,
Tobias Pfaff (Sun May 05 10:54:01 2013)
- st: error message in polychoric PCA,
yori novrianto (Sun May 05 03:12:02 2013)
- st: How can I loop this?,
Adam Guerrero (Sat May 04 15:25:01 2013)
- st: How to calculate intercept and slope of ROC curve - STATA 12.1,
Andrew Tatham (Sat May 04 12:35:01 2013)
- st: Reference for clustered standard errors in Stata,
Tobias Pfaff (Sat May 04 10:30:01 2013)
- st: confusion,
montaha (Sat May 04 10:27:01 2013)
- st: xi i. year dummy in regression only for certain years,
Barbara Engels (Sat May 04 06:48:01 2013)
- st: Problem in the execution of the do-file,
Ana Paula Fernandes Jubran (Sat May 04 06:34:01 2013)
- st: prediction after y-logged oheckman regression,
Vanessa Carrion (Fri May 03 16:19:01 2013)
- st: Standard error of the weighted mean,
nick bungy (Fri May 03 12:05:01 2013)
- Re: st: Non-linear model + More parameters than variables + -ml-,
Aljar Meesters (Fri May 03 11:40:02 2013)
- st: Solving simultaneous equations,
Rohit Sonika (Fri May 03 09:15:01 2013)
- st: Pointer to class member function?,
Richard Foltyn (Fri May 03 08:39:01 2013)
- [no subject],
Unknown (Fri May 03 07:36:01 2013)
- st: Destring and split variable,
André Gyllenram (Fri May 03 07:36:01 2013)
- st: At which level should I cluster the standard errors in a linear regression?,
Rüdiger Vollmeier (Fri May 03 07:21:01 2013)
- st: xtoverid error: internal reestimation of eqn differs from original?,
Qian Yu (Fri May 03 07:12:01 2013)
- st: how to save the results from "xtoverid2, noi robust",
Qian Yu (Fri May 03 06:27:01 2013)
- st: taking the average of duplicate observations,
Michael Tekle Palm (Fri May 03 05:49:01 2013)
- st: 2 simultaneous treatments in Diff in Diff,
sebastian.blesse (Fri May 03 05:28:01 2013)
- st: Procedure for properly estimating an AR(p),
p_giannuzzo (Fri May 03 05:00:02 2013)
- st: Sample selection on subsamples,
sebastian.blesse (Fri May 03 03:54:01 2013)
- st: Non-linear panel model estimation in Stata,
Yuliya Romanenko (Fri May 03 03:54:01 2013)
- st: simultaneously estimate MNL and Logit,
Igor Ramzak (Thu May 02 17:48:01 2013)
- Re: st: Inefficiency measures greater than one for frontier commands,
Federico Belotti (Thu May 02 17:38:01 2013)
- st: where to find the first step of "xtoverid2, noi robust"?,
Qian Yu (Thu May 02 15:05:01 2013)
- st: marginal effects after mprobit,
Sarit Weisburd (Thu May 02 13:10:02 2013)
- st: plotting odds ratio following mi estimte,
Blais, Martin (Thu May 02 12:37:01 2013)
- st: Time-series operators and -outreg-,
Jeremy Wells (Thu May 02 10:34:01 2013)
- st: macro `if' in nonlinear least squares,
Francesca Colantuoni (Thu May 02 10:28:01 2013)
- SV: st: Transition matrices and probabilities.,
Andreas Dall Frøseth (Thu May 02 09:55:01 2013)
- st: Incomplete output when using -esttab- after -mlogit-,
Fogel, James (Thu May 02 09:16:01 2013)
- st: comparing regression coefficients across two models with the same dependent variables,
James Bernard (Thu May 02 09:14:01 2013)
- sample size [was: Re: st: From: Abekah Nkrumah ...],
Nick Cox (Thu May 02 08:45:01 2013)
- st: multilevel zero inflated negative binomial,
Genet Asmelash Medhanie (Thu May 02 08:45:01 2013)
- st: dummy interaction,
Mol, M.C. (Thu May 02 08:39:01 2013)
- st: combining variables,
Thomas Norris (Thu May 02 08:33:01 2013)
- st: diff-in-diff in levels or in logs,
Jack Knife (Thu May 02 08:20:01 2013)
- st: From: Abekah Nkrumah <ankrumah@gmail.com>,
owner-statalist (Thu May 02 08:18:01 2013)
- st: esttab,
James Bernard (Thu May 02 08:17:01 2013)
- SV: st: Using values in an variable to save parts of an dataset,
Andreas Dall Frøseth (Thu May 02 03:00:04 2013)
- st: Time invariant variable instrumenting it and intreg,
dsrhg dgr (Wed May 01 19:12:01 2013)
- st: Re: Reshaping dataset,
Andrea Molinari (Wed May 01 18:06:01 2013)
- Re: st: Latent Growth model and mixed effects random slopes model - equivalent ?,
Kristin MacDonald, StataCorp LP (Wed May 01 18:03:01 2013)
- Re: st: Adding a time-invariant covariate in SEM builder,
Kristin MacDonald, StataCorp LP (Wed May 01 17:31:01 2013)
- st: gradient and the inverse of the information matrix,
Jon Mu (Wed May 01 16:02:01 2013)
- Re: st: gradient and the inverse of the information matrix,
kirin_guess (Fri May 03 07:25:01 2013)
st: defining a covariance matrix,
Ariel Linden, DrPH (Wed May 01 13:23:01 2013)
Re: st: Translate Google Trends date system into Stata date system,
Sergiy Radyakin (Wed May 01 11:24:01 2013)
st: Testing the significance in the change in dummy variable coefficients over different years,
Scott Wright (Wed May 01 10:48:01 2013)
Re: st: runmplus does not recognize the Mplus version 7 demo version,
Garth Rauscher (Wed May 01 10:14:01 2013)
st: how to format ylabels in sts graph,
Caleb Southworth (Wed May 01 10:11:01 2013)
re: st: binary mediation,
Ariel Linden, DrPH (Wed May 01 09:00:01 2013)
st: Deleting entire panel id/group if condition is true for first year,
Andreas Dall Frøseth (Wed May 01 08:16:01 2013)
st: marginal effects with interaction term gologit2,
cstrobach (Wed May 01 08:13:01 2013)
Re: st: how to program an equivalent of "egen mean" for an equation,
Francesca Colantuoni (Wed May 01 08:10:02 2013)
st: Multicollinearity/VIF using -xtlogit,re- models,
Andreas Schiffelholz (Wed May 01 07:28:02 2013)
st: How to count occurrences of specific value,
Jia Peng (Wed May 01 07:07:01 2013)
Re: automated replies to Statalist [was: Re: st: automatic joining variables after merging datasets],
Nick Cox (Wed May 01 05:08:01 2013)
st: automatic joining variables after merging datasets,
Radwin, David (Wed May 01 04:25:01 2013)
Re: st: RE: Power calculation for ZINB and Poisson Models,
Chris Ansen (Wed May 01 03:40:01 2013)
Re: st: Working with the name of the do file,
Nick Cox (Wed May 01 02:44:01 2013)
Re: Re: st: Rolling regression based on trading days,
Bernice Mi (Wed May 01 01:18:01 2013)
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