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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   Tue, 10 Nov 2009 12:43:14 +0000

Thanks to Kit Baum, a new version of the -parmest- package (superseding last week's temporary bug fix) 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 adds a new option -msetype-, specifying that the output dataset will contain a string variable -msetype-, specifying, in each observation, the matrix stripe element type of the parameter corresponding to the observation. This matrix stripe element type may be "variable", "error", "factor", "interaction", or "product", and indicates what type of parameter the observation represents.

I have also updated the -label- option of -parmest- to be fully consistent with Stata Version 11. The output variable -label-, generated if this option is specified, contains the variable label of the variable corresponding to the parameter, if such a unique variable exists in the pre-existing input dataset. This is now the case whether the parameter is a variable per-unit effect parameter, an error parameter, or a single-factor level parameter, whether or not the parameter name contains a time series operator, and whether or not the parameter is omitted. Specifically, -label- is assigned a value if the matrix stripe element type (or -msetype-) is "variable", "error", or "factor", but not if the -msetype- is "interaction" or "product", because then there is more than one variable in the input dataset corresponding to the parameter.

I would like to thank Jeff Pitblado of StataCorp for his very helpful advice on matrix stripe element syntax and how to handle it.

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: 09november2009
      Stata-Version: 11

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