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st: New version of -estadd- available from SSC


From   "Ben Jann" <[email protected]>
To   <[email protected]>
Subject   st: New version of -estadd- available from SSC
Date   Thu, 21 Sep 2006 12:35:42 +0200

Thanks to Kit Baum, a new version of the -estadd-
package is available from the SSC archive.

-estadd- may be used to add various additional 
results to (stored) estimates. To install the 
update, type

 . adoupdate estadd, update

or

 . ssc install estadd, replace

The most important change is that -estadd- has a 
new syntax. Old -estadd- syntax came in two 
versions, which was confusing, I think. The new 
syntax is:

  estadd <function> [, <options> ] [ : <namelist> ]

where <function> determines the results to be added 
and <namelist> provides names of stored estimates
to be modified. 

Examples:

 . estadd mean

adds a matrix containing the sample means of the 
regressors to the currently active estimates (i.e. 
the model fit last) .

 . estadd beta: m1 m3

adds the standardized beta coefficients to the 
estimates stored as "m1" and "m3".

 . estadd coxsnell: *

adds the Cox & Snell R-squared to all
stored estimates.

Other changes:

o New functions -local-, -scalar-, and -matrix- are
  available. They may be used to add results 
  returned by other commands. For example, 

      . regress price mpg weight
      . test mpg = weight
      . estadd scalar p_diff = r(p)

  adds in e(p_diff) the p-value of the difference 
  between the coefficients of "mpg" and "weight".

o A new function -expb- is available. It adds in 
  -e(expb)- the exponents of the coefficients.

o -estadd_plus- is no longer a separate package. It  
  has been fully incorporated into -estadd-. Remove
  -estadd_plus- from your system typing

     . ado uninstall estadd_plus

o Functions that rely on e(sample) now abort with 
  error if e(sample) is not available.

ben

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