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Statalist archive (ordered by date)
(last updated Mon May 06 06:31:02 2013)
- st: double hurdle model with Fractional logit second stage estimation
- From: "Beatrice Muriithi" <muriithi@uni-bonn.de>
- RE: st: -translate- graph into jpeg png or gif
- From: Charles Vellutini <charles.vellutini@ecopa.com>
- Re: st: -translate- graph into jpeg png or gif
- From: Maarten Buis <maartenlbuis@gmail.com>
- st: -translate- graph into jpeg png or gif
- From: Charles Vellutini <charles.vellutini@ecopa.com>
- Re: st: Bias: Monte Carlo
- From: Maarten Buis <maartenlbuis@gmail.com>
- st: Bias: Monte Carlo
- From: John Antonakis <John.Antonakis@unil.ch>
- Re: st: gllamm and weight
- From: ubuntu acdc <ubuntu.acdc@gmail.com>
- st: Multiple Constraints on a Single Parameter
- From: Dimitrios Dimitropoulos <dimitri.economics@gmail.com>
- Re: st: Time-series operators and -outreg-
- From: John Luke Gallup <jlgallup@pdx.edu>
- Re: st: confusion
- From: Stuart Buck <stuartbuck@gmail.com>
- st: Instrumental Variables approach using -xt- for three-level growth model
- From: David Torres <writeon4truth2@msn.com>
- Re: st: xi i. year dummy in regression only for certain years
- From: Jeremy Wells <jwell33@tigers.lsu.edu>
- st: RE: Reference for clustered standard errors in Stata
- From: "Tobias Pfaff" <tobias.pfaff@uni-muenster.de>
- Re: st: xi i. year dummy in regression only for certain years
- From: Barbara Engels <engels.ba@gmail.com>
- st: error message in polychoric PCA
- From: yori novrianto <yorinovrianto@gmail.com>
- st: Re: gradient and the inverse of the information matrix
- From: <kirin_guess@yahoo.com.tw>
- Re: st: Standard error of the weighted mean
- From: Steve Samuels <sjsamuels@gmail.com>
- Re: st: How can I loop this?
- From: Adam Guerrero <adamgue@gmail.com>
- Re: st: Time-series operators and -outreg-
- From: Jeremy Wells <jwell33@tigers.lsu.edu>
- Re: st: How can I loop this?
- From: Nick Cox <njcoxstata@gmail.com>
- st: How can I loop this?
- From: Adam Guerrero <adamgue@gmail.com>
- Re: st: Non-linear panel model estimation in Stata
- From: Francesca Colantuoni <f.colantuoni9@gmail.com>
- Re: st: macro `if' in nonlinear least squares
- From: Francesca Colantuoni <f.colantuoni9@gmail.com>
- Re: st: xi i. year dummy in regression only for certain years
- From: Jeremy Wells <jwell33@tigers.lsu.edu>
- st: How to calculate intercept and slope of ROC curve - STATA 12.1
- From: Andrew Tatham <andrewjtatham@gmail.com>
- Re: st: Pointer to class member function?
- From: Richard Foltyn <richard.foltyn@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: Suryadipta Roy <sroy2138@gmail.com>
- Re: st: Time-series operators and -outreg-
- From: Jeremy Wells <jwell33@tigers.lsu.edu>
- RE: st: comparing regression coefficients across two models with the same dependent variables
- From: Ebru Ozturk <ebru_0512@hotmail.com>
- st: Reference for clustered standard errors in Stata
- From: "Tobias Pfaff" <tobias.pfaff@uni-muenster.de>
- st: confusion
- From: montaha <muntahakhader@hotmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: Nick Cox <njcoxstata@gmail.com>
- st: xi i. year dummy in regression only for certain years
- From: Barbara Engels <engels.ba@gmail.com>
- st: Problem in the execution of the do-file
- From: Ana Paula Fernandes Jubran <ana.jubran@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: James Bernard <jamesstatalist@gmail.com>
- RE: st: plotting odds ratio following mi estimte
- From: "Blais, Martin" <blais.martin@uqam.ca>
- RE: st: gradient and the inverse of the information matrix
- From: Jun Xu <mystata@hotmail.com>
- RE: st: gradient and the inverse of the information matrix
- From: Jun Xu <mystata@hotmail.com>
- st: prediction after y-logged oheckman regression
- From: "Vanessa Carrion" <vcarrion@vt.edu>
- RE: st: gradient and the inverse of the information matrix
- From: Jun Xu <mystata@hotmail.com>
- Re: st: Solving simultaneous equations
- From: Rohit Sonika <net@rsonika.me>
- Re: st: Solving simultaneous equations
- From: Aljar Meesters <aljar.meesters@gmail.com>
- Re: st: xtoverid error: internal reestimation of eqn differs from original?
- From: Austin Nichols <austinnichols@gmail.com>
- st: Standard error of the weighted mean
- From: nick bungy <nickbungystata@hotmail.co.uk>
- Re: st: Pointer to class member function?
- From: "William Gould, StataCorp LP" <wgould@stata.com>
- Re: st: Non-linear model + More parameters than variables + -ml-
- From: Aljar Meesters <aljar.meesters@gmail.com>
- st: Solving simultaneous equations
- From: Rohit Sonika <net@rsonika.me>
- st: Pointer to class member function?
- From: Richard Foltyn <richard.foltyn@gmail.com>
- Re: st: diff-in-diff in levels or in logs
- From: Jack Knife <olaf.collider@gmail.com>
- Re: st: Destring and split variable
- From: Federico Belotti <f.belotti@gmail.com>
- Re: st: Destring and split variable
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: Destring and split variable
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: Destring and split variable
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: Destring and split variable
- From: Federico Belotti <f.belotti@gmail.com>
- Re: st: At which level should I cluster the standard errors in a linear regression?
- From: William Buchanan <william@williambuchanan.net>
- [no subject]
- st: Destring and split variable
- From: André Gyllenram <a_gyllenram@hotmail.com>
- Re: st: gradient and the inverse of the information matrix
- From: <kirin_guess@yahoo.com.tw>
- st: At which level should I cluster the standard errors in a linear regression?
- From: Rüdiger Vollmeier <ruediger.vollmeier@googlemail.com>
- st: xtoverid error: internal reestimation of eqn differs from original?
- From: Qian Yu <maguixianstatalist@gmail.com>
- Re: st: RE: Re: Reshaping dataset
- From: "Andrea Molinari" <anmolinari@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: Richard Goldstein <richgold@ix.netcom.com>
- Re: st: taking the average of duplicate observations
- From: Nick Cox <njcoxstata@gmail.com>
- st: how to save the results from "xtoverid2, noi robust"
- From: Qian Yu <maguixianstatalist@gmail.com>
- RE: st: taking the average of duplicate observations
- From: Michael Tekle Palm <mickilinen@hotmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: taking the average of duplicate observations
- From: Nick Cox <njcoxstata@gmail.com>
- st: taking the average of duplicate observations
- From: Michael Tekle Palm <mickilinen@hotmail.com>
- st: 2 simultaneous treatments in Diff in Diff
- From: "sebastian.blesse" <sebastianblesse2404@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: James Bernard <jamesstatalist@gmail.com>
- st: Procedure for properly estimating an AR(p)
- From: p_giannuzzo <p.giannuzzo@gmail.com>
- Re: st: simultaneously estimate MNL and Logit
- From: "Bartus Tamás" <tamas.bartus@uni-corvinus.hu>
- st: Sample selection on subsamples
- From: "sebastian.blesse" <sebastianblesse2404@gmail.com>
- st: Non-linear panel model estimation in Stata
- From: Yuliya Romanenko <romanenko.yulja@gmail.com>
- Re: st: macro `if' in nonlinear least squares
- From: Maarten Buis <maartenlbuis@gmail.com>
- Re: st: automatic joining variables after merging datasets
- From: Jörg Eulenberger <j.eulenberger@web.de>
- Re: st: Time-series operators and -outreg-
- From: John Luke Gallup <jlgallup@pdx.edu>
- Re: st: plotting odds ratio following mi estimte
- From: Tim <lists@timbp.com>
- st: simultaneously estimate MNL and Logit
- From: Igor Ramzak <igor.ramzak@gmail.com>
- Re: st: Inefficiency measures greater than one for frontier commands
- From: Federico Belotti <f.belotti@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: David Hoaglin <dchoaglin@gmail.com>
- st: where to find the first step of "xtoverid2, noi robust"?
- From: Qian Yu <maguixianstatalist@gmail.com>
- st: RE: Power calculation for ZINB and Poisson Models
- From: "MacLennan, Graeme" <g.maclennan@abdn.ac.uk>
- Re: st: From: Abekah Nkrumah <ankrumah@gmail.com>
- From: Abekah Nkrumah <ankrumah@gmail.com>
- Re: sample size [was: Re: st: From: Abekah Nkrumah ...]
- From: Abekah Nkrumah <ankrumah@gmail.com>
- st: marginal effects after mprobit
- From: Sarit Weisburd <sarit.weisburd@mail.huji.ac.il>
- RE: st: RE: Re: Reshaping dataset
- From: "Sarah Edgington" <sedging@ucla.edu>
- st: plotting odds ratio following mi estimte
- From: "Blais, Martin" <blais.martin@uqam.ca>
- Re: Re: st: Time-series operators and -outreg-
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: Using values in an variable to save parts of an dataset
- From: Sergiy Radyakin <serjradyakin@gmail.com>
- Re: Re: st: Time-series operators and -outreg-
- From: Jeremy Wells <jwell33@tigers.lsu.edu>
- Re: Re: st: Time-series operators and -outreg-
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: Time-series operators and -outreg-
- From: John Luke Gallup <jlgallup@pdx.edu>
- Re: Re: st: Time-series operators and -outreg-
- From: Jeremy Wells <jwell33@tigers.lsu.edu>
- Re: st: Time-series operators and -outreg-
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: macro `if' in nonlinear least squares
- From: Francesca Colantuoni <f.colantuoni9@gmail.com>
- Re: st: macro `if' in nonlinear least squares
- From: Francesca Colantuoni <f.colantuoni9@gmail.com>
- Re: st: How to count occurrences of specific value
- From: Michael Barker <mdb96statalist@gmail.com>
- Re: st: macro `if' in nonlinear least squares
- From: Maarten Buis <maartenlbuis@gmail.com>
- Re: st: macro `if' in nonlinear least squares
- From: Maarten Buis <maartenlbuis@gmail.com>
- Re: st: macro `if' in nonlinear least squares
- From: Nick Cox <njcoxstata@gmail.com>
- st: Time-series operators and -outreg-
- From: Jeremy Wells <jwell33@tigers.lsu.edu>
- Re: st: How to count occurrences of specific value
- From: Nick Cox <njcoxstata@gmail.com>
- st: macro `if' in nonlinear least squares
- From: Francesca Colantuoni <f.colantuoni9@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: James Bernard <jamesstatalist@gmail.com>
- Re: st: How to count occurrences of specific value
- From: Michael Barker <mdb96statalist@gmail.com>
- SV: st: Transition matrices and probabilities.
- From: Andreas Dall Frøseth <Andreas.Froseth@stud.nhh.no>
- Re: st: Working with the name of the do file
- From: Michael Barker <mdb96statalist@gmail.com>
- Re: st: Working with the name of the do file
- From: Michael Barker <mdb96statalist@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: Richard Williams <richardwilliams.ndu@gmail.com>
- Re: st: esttab
- From: Rebecca Pope <rebecca.a.pope@gmail.com>
- Re: st: comparing regression coefficients across two models with the same dependent variables
- From: John Antonakis <John.Antonakis@unil.ch>
- st: Incomplete output when using -esttab- after -mlogit-
- From: "Fogel, James" <james.fogel@bos.frb.org>
- st: comparing regression coefficients across two models with the same dependent variables
- From: James Bernard <jamesstatalist@gmail.com>
- Re: st: esttab
- From: James Bernard <jamesstatalist@gmail.com>
- Re: st: multilevel zero inflated negative binomial
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: esttab
- From: Rebecca Pope <rebecca.a.pope@gmail.com>
- Re: st: diff-in-diff in levels or in logs
- From: Maarten Buis <maartenlbuis@gmail.com>
- sample size [was: Re: st: From: Abekah Nkrumah ...]
- From: Nick Cox <njcoxstata@gmail.com>
- st: multilevel zero inflated negative binomial
- From: Genet Asmelash Medhanie <gasmelas@uoguelph.ca>
- Re: st: combining variables
- From: Nick Cox <njcoxstata@gmail.com>
- re: Re: st: defining a covariance matrix
- From: "Ariel Linden, DrPH" <ariel.linden@gmail.com>
- st: dummy interaction
- From: "Mol, M.C." <m.c.mol@vu.nl>
- Re: st: From: Abekah Nkrumah <ankrumah@gmail.com>
- From: Maarten Buis <maartenlbuis@gmail.com>
- st: combining variables
- From: Thomas Norris <T.Norris2@lboro.ac.uk>
- st: diff-in-diff in levels or in logs
- From: Jack Knife <olaf.collider@gmail.com>
- st: From: Abekah Nkrumah <ankrumah@gmail.com>
- From: owner-statalist@hsphsun2.harvard.edu
- st: esttab
- From: James Bernard <jamesstatalist@gmail.com>
- Re: st: gradient and the inverse of the information matrix
- From: Maarten Buis <maartenlbuis@gmail.com>
- SV: st: Using values in an variable to save parts of an dataset
- From: Andreas Dall Frøseth <Andreas.Froseth@stud.nhh.no>
- Re: st: Using values in an variable to save parts of an dataset
- From: Nick Cox <njcoxstata@gmail.com>
- SV: st: Using values in an variable to save parts of an dataset
- From: Andreas Dall Frøseth <Andreas.Froseth@stud.nhh.no>
- Re: st: gradient and the inverse of the information matrix
- From: Maarten Buis <maartenlbuis@gmail.com>
- Re: st: automatic joining variables after merging datasets
- From: Maarten Buis <maartenlbuis@gmail.com>
- Re: st: RE: Re: Reshaping dataset
- From: Andrea Molinari <anmolinari@gmail.com>
- st: RE: Re: Reshaping dataset
- From: "Darren White" <darrenm.white@health.qld.gov.au>
- st: RE: Re: Reshaping dataset
- From: "Sarah Edgington" <sedging@ucla.edu>
- st: Time invariant variable instrumenting it and intreg
- From: "dsrhg dgr" <cave1234@gmx.net>
- st: Re: Reshaping dataset
- From: Andrea Molinari <anmolinari@gmail.com>
- Re: st: Latent Growth model and mixed effects random slopes model - equivalent ?
- From: kmacdonald@stata.com (Kristin MacDonald, StataCorp LP)
- Re: st: Adding a time-invariant covariate in SEM builder
- From: kmacdonald@stata.com (Kristin MacDonald, StataCorp LP)
- RE: st: gradient and the inverse of the information matrix
- From: Jun Xu <mystata@hotmail.com>
- Re: st: gradient and the inverse of the information matrix
- From: John Antonakis <John.Antonakis@unil.ch>
- RE: st: gradient and the inverse of the information matrix
- From: Jun Xu <mystata@hotmail.com>
- Re: st: gradient and the inverse of the information matrix
- From: John Antonakis <John.Antonakis@unil.ch>
- st: gradient and the inverse of the information matrix
- From: Jon Mu <mystata@hotmail.com>
- Re: st: runmplus does not recognize the Mplus version 7 demo version
- From: Garth Rauscher <garthr@uic.edu>
- Re: st: defining a covariance matrix
- From: John Antonakis <John.Antonakis@unil.ch>
- Re: st: defining a covariance matrix
- From: Austin Nichols <austinnichols@gmail.com>
- st: defining a covariance matrix
- From: "Ariel Linden, DrPH" <ariel.linden@gmail.com>
- Re: st: Translate Google Trends date system into Stata date system
- From: Phil Schumm <pschumm@uchicago.edu>
- Re: st: Translate Google Trends date system into Stata date system
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: Translate Google Trends date system into Stata date system
- From: Phil Schumm <pschumm@uchicago.edu>
- st: RE: Power calculation for ZINB and Poisson Models
- From: Chris Ansen <lakridstina@gmail.com>
- Re: st: Translate Google Trends date system into Stata date system
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: Translate Google Trends date system into Stata date system
- From: Nick Winter <njgwinter@gmail.com>
- Re: st: Translate Google Trends date system into Stata date system
- From: Sergiy Radyakin <serjradyakin@gmail.com>
- st: Testing the significance in the change in dummy variable coefficients over different years
- From: Scott Wright <leysw1@nottingham.ac.uk>
- Re: st: Working with the name of the do file
- From: Robert Picard <picard@netbox.com>
- Re: st: runmplus does not recognize the Mplus version 7 demo version
- From: "Jones, Rich" <richard_jones@brown.edu>
- st: Re: how to format ylabels in sts graph
- From: Caleb Southworth <caleb.southworth@gmail.com>
- Re: st: runmplus does not recognize the Mplus version 7 demo version
- From: Garth Rauscher <garthr@uic.edu>
- st: how to format ylabels in sts graph
- From: Caleb Southworth <caleb.southworth@gmail.com>
- Re: st: Working with the name of the do file
- From: Steve Samuels <sjsamuels@gmail.com>
- Re: st: Deleting entire panel id/group if condition is true for first year
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: marginal effects with interaction term gologit2
- From: Richard Williams <richardwilliams.ndu@gmail.com>
- SV: st: Deleting entire panel id/group if condition is true for first year
- From: Andreas Dall Frøseth <Andreas.Froseth@stud.nhh.no>
- re: st: binary mediation
- From: "Ariel Linden, DrPH" <ariel.linden@gmail.com>
- Re: st: Deleting entire panel id/group if condition is true for first year
- From: Nick Cox <njcoxstata@gmail.com>
- Re: st: how to program an equivalent of "egen mean" for an equation
- From: Nick Cox <njcoxstata@gmail.com>
- st: Deleting entire panel id/group if condition is true for first year
- From: Andreas Dall Frøseth <Andreas.Froseth@stud.nhh.no>
- st: marginal effects with interaction term gologit2
- Re: st: how to program an equivalent of "egen mean" for an equation
- From: Francesca Colantuoni <f.colantuoni9@gmail.com>
- Re: st: How to count occurrences of specific value
- From: Nick Cox <njcoxstata@gmail.com>
- st: Multicollinearity/VIF using -xtlogit,re- models
- From: Andreas Schiffelholz <Andreas.Schiffelholz@gmx.de>
- st: How to count occurrences of specific value
- From: "Jia Peng" <jiapengcass@gmail.com>
- Re: automated replies to Statalist [was: Re: st: automatic joining variables after merging datasets]
- From: Nick Cox <njcoxstata@gmail.com>
- st: automatic joining variables after merging datasets
- From: "Radwin, David" <dradwin@mprinc.com>
- st: automatic joining variables after merging datasets
- From: Jörg Eulenberger <j.eulenberger@web.de>
- Re: st: RE: Power calculation for ZINB and Poisson Models
- From: "Radwin, David" <dradwin@mprinc.com>
- Re: st: RE: Power calculation for ZINB and Poisson Models
- From: Chris Ansen <lakridstina@gmail.com>
- Re: st: Working with the name of the do file
- From: "Radwin, David" <dradwin@mprinc.com>
- Re: st: Working with the name of the do file
- From: Nick Cox <njcoxstata@gmail.com>
- Re: Re: st: Rolling regression based on trading days
- From: "Radwin, David" <dradwin@mprinc.com>
- Re: Re: st: Rolling regression based on trading days
- From: Bernice Mi <bernicem0708@gmail.com>
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