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st: New version of -parmest- on SSC

From   Roger Newson <[email protected]>
To   [email protected]
Subject   st: New version of -parmest- on SSC
Date   Wed, 18 Aug 2004 21:04:56 +0100

Hello All

Thanks to Kit Baum, there is now a new version of the -parmest- package available for distribution on SSC. In Stata, type

ssc desc parmest

to find out more.

The -parmest- package is described as below on my website, and creates an output dataset (or resultsset) with 1 observation per model parameter. The new version has 2 new options, -erows()- and -ecols()-, which specify lists of matrix estimation results whose rows or columns are to be added to the resultsset as additional variables. For instance, if the user specifies -ecols(V)-, then the columns of the variance-covariance matrix are stored in the resultsset in variables named ec_1_1, ec_1_2, ..., ec_1_n, where n is the number of parameters.

I would like to thank Buzz Burhans for suggesting that something like this would be a good idea.

Best wishes


package parmest from

parmest: Convert estimation results to a data set with 1 obs per parameter

parmest creates an output data set, 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 data set, 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. The output data
set may be listed to the Stata log and/or saved to a file and/or retained in
memory (overwriting any pre-existing data set).

Author: Roger Newson
Distribution-Date: 18august2004
Stata-Version: 8

INSTALLATION FILES (click here to install)
(click here to return to the previous screen)

Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]

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

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