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st: New version of -parmest- on SSC

From   "Newson, Roger B" <>
To   "''" <>
Subject   st: New version of -parmest- on SSC
Date   Fri, 6 Nov 2009 11:36:16 +0000

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, or -adoupdate- if you already have an old version.

The -parmest- package is described as below on my website. The new version fixes a bug, which caused the -label- option to ignore variable labels for X-variables whose corresponding parameters were omitted and set to zero, because these parameters have estimate matrix column names prefixed by "o." This bug caused problems when I used -parmest- under Stata 11 together with my old Stata 10 SSC package -factext-, which uses the parameter X-variable labels to reconstruct factor variables defined using the -xi- command in the -parmest- output dataset.

Fortunately, these problems did not occur in pure Stata 11 programs, which use Stata 11 factor variables (instead of -xi-) in the estimation command, and then use the Stata 11 SSC package -fvregen- (instead of -factext-) to reconstruct these factor variables in the -parmest- output dataset. Unfortunately, I have a lot of old overnight production programs, originally written in Stata 10, which still use -xi- and -factext-, and which caused a panic when they malfunctioned in a mysterious way 2 days ago. Fortunately, the bug is now fixed, and these production programs are now working under Stata 11.

Best wishes


Roger B Newson BSc MSc DPhil
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
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Web page:
Departmental Web page:

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

package parmest from

      parmest: Create datasets with 1 observation per estimated parameter

      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: 04november2009
      Stata-Version: 11

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