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st: New version of -parmest- on SSC

From   "Roger B. Newson" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: New version of -parmest- on SSC
Date   Wed, 14 Dec 2011 11:08:26 +0000

Thanks as always 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 of -parmest-.

The -parmest- package is described as below on my website. The new version fixes a bug, which caused the -omit- and -empty- options not to work properly when the user also used the -bmatrix()- and -vmatrix()- options to get the estimates and variances from somewhere other than -e(b)- and -e(V)-. The -bmatrix()- and -vmatrix()- options are expected to be used increasingly after -margins- or -contrast-, where the user can specify -bmatrix(r(b)) vmatrix(r(V))- and still save, in the generated resultsset, other estimation results from the estimation command executed before -margins- or -contrast-.

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
Email: [email protected]
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: 13december2011
      Stata-Version: 11

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