Thanks to Kit Baum, a new version of the -parmest- package is now
available for download from SSC. In Stata, use the -ssc- command to do
this.
The -parmest- package is described as below on my website. The new
version is updated to Stata Version 10, with a Stata 10 format on-line
help system. It also now issues an informative error message if the user
attempts to use -parmest- with the very non-standard estimation commands
-exlogistic- and -expoisson-, which do not use standard errors in the
usual way to calculate their confidence limits.
Best wishes
Roger
Roger B Newson
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: [email protected]
Web page: www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
genetics/reph/
Opinions expressed are those of the author, not of the institution.
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package parmest from http://www.imperial.ac.uk/nhli/r.newson/stata10
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TITLE
parmest: Create datasets with 1 observation per estimated
parameter
DESCRIPTION/AUTHOR(S)
The parmest package has 4 modules: parmest, parmby, parmcip and
metaparm.
parmest creates an output dataset, 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
dataset, 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.
parmcip inputs
variables containing estimates, standard errors and (optionally)
degrees of
freedom, and computes new variables containing confidence
intervals and
P-values. metaparm inputs a parmest-type dataset with 1
observation for each
of a set of independently-estimated parameters, and outputs a
dataset with
1 observation for each of a set of linear combinations of these
parameters,
with confidence intervals and P-values, as for a meta-analysis.
The output
datasets created by parmest, parmby or metaparm may be listed to
the Stata
log and/or saved to a file and/or retained in memory (overwriting
any
pre-existing dataset). The confidence intervals, P-values and
other parameter
attributes in the dataset may be listed and/or plotted and/or
tabulated.
Author: Roger Newson
Distribution-Date: 05march2008
Stata-Version: 10
INSTALLATION FILES (click here to
install)
metaparm.ado
parmby.ado
parmcip.ado
parmest.ado
metaparm.sthlp
metaparm_content_opts.sthlp
metaparm_outdest_opts.sthlp
metaparm_resultssets.sthlp
parmby.sthlp
parmby_only_opts.sthlp
parmcip.sthlp
parmcip_opts.sthlp
parmest.sthlp
parmest_ci_opts.sthlp
parmest_outdest_opts.sthlp
parmest_resultssets.sthlp
parmest_varadd_opts.sthlp
parmest_varmod_opts.sthlp
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