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热度

 Stata程序

1

 HP-Filter Excel Add-In

 Kurt Annen

2

 OUTREG2: Stata module to arrange regression outputs into an illustrative table

 Roy Wada

3

 DID_MULTIPLEGT: Stata module to estimate sharp Difference-in-Difference designs with multiple groups and periods

 Clément de Chaisemartin, Xavier D'Haultfoeuille and Yannick Guyonvarch

4

 PSMATCH2: Stata module to perform full Mahalanobis and propensity score matching, common support graphing, and covariate imbalance testing

 Edwin Leuven and Barbara Sianesi

5

 PSACALC: Stata module to calculate treatment effects and relative degree of selection under proportional selection of observables and unobservables

 Emily Oster

6

 XTIVREG2: Stata module to perform extended IV/2SLS, GMM and AC/HAC, LIML and k-class regression for panel data models

 Mark Schaffer

7

 PPML: Stata module to perform Poisson pseudo-maximum likelihood estimation

 João Santos Silva and Silvana Tenreyro

8

 EVENTSTUDY2: Stata module to perform event studies with complex test statistics

 Thomas Kaspereit

9

 EVENTDD: Stata module to panel event study models and generate event study plots

 Damian Clarke and Kathya Tapia Schythe

10

 XTCOINTREG: Stata module for panel data generalization of cointegration regression using fully modified ordinary least squares, dynamic ordinary least squares, and canonical correlation regression methods

 Ravshanbek Khodzhimatov

11

 CSDID: Stata module for the estimation of Difference-in-Difference models with multiple time periods

 Fernando Rios-Avila, Pedro Sant'Anna and Brantly Callaway

12

 BACONDECOMP: Stata module to perform a Bacon decomposition of difference-in-differences estimation

 Andrew Goodman-Bacon, Thomas Goldring and Austin Nichols

13

 LOGOUT: Stata module to convert log or ASCII files into various output formats

 Roy Wada

14

 SYNTH: Stata module to implement Synthetic Control Methods for Comparative Case Studies

 Alberto Abadie, Alexis Diamond and Jens Hainmueller

15

 ESTOUT: Stata module to make regression tables

 Ben Jann

16

 SDID: Stata module to perform synthetic difference-in-differences estimation, inference, and visualization

 Daniel Pailañir and Damian Clarke

17

 IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation

 Christopher Baum, Mark Schaffer and Steven Stillman

18

 XTABOND2: Stata module to extend xtabond dynamic panel data estimator

 David Roodman

19

 ASDOC: Stata module to create high-quality tables in MS Word from Stata output

 Attaullah Shah

20

 BALANCETABLE: Stata module to build a balance table and print it in a LaTeX file or an Excel file

 Mattia Chiapello

21

 XTTEST3: Stata module to compute Modified Wald statistic for groupwise heteroskedasticity

 Christopher Baum

21

 XTQREG: Stata module to compute quantile regression with fixed effects

 José António Machado and João Santos Silva

23

 REPEST: Stata module to run estimations with weighted replicate samples and plausible values

 Francesco Avvisati and François Keslair

24

 XTCDF: Stata module to perform Pesaran's CD-test for cross-sectional dependence in panel context

 Jesse Wursten

24

 EVENT_PLOT: Stata module to plot the staggered-adoption diff-in-diff ("event study") estimates

 Kirill Borusyak

26

 LMDI: Stata module to compute Logarithmic Mean Divisia Index (LMDI) Decomposition

 Kerry Du

27

 QREGPD: Stata module to perform Quantile Regression for Panel Data

 Matthew Baker (Travis A. Smith and David Powell)

27

 PARAMED: Stata module to perform causal mediation analysis using parametric regression models

 Richard Emsley and Hanhua Liu

29

 TWOWAYFEWEIGHTS: Stata module to estimate the weights and measure of robustness to treatment effect heterogeneity attached to two-way fixed effects regressions

 Clément de Chaisemartin, Xavier D'Haultfoeuille and Antoine Deeb

30

 ITSA: Stata module to perform interrupted time series analysis for single and multiple groups

 Ariel Linden

31

 DID_IMPUTATION: Stata module to perform treatment effect estimation and pre-trend testing in event studies

 Kirill Borusyak

32

 FITSTAT: Stata module to compute fit statistics for single equation regression models

 J. Scott Long and Jeremy Freese

33

 XTVAR: Stata module to compute panel vector autoregression

 Tobias Cagala and Ulrich Glogowsky

34

 PMCALPLOT: Stata module to produce calibration plot of prediction model performance

 Joie Ensor, Kym IE. Snell and Emma C. Martin

35

 RBOUNDS: Stata module to perform Rosenbaum sensitivity analysis for average treatment effects on the treated

 Markus Gangl

35

 DCREATE: Stata module to create efficient designs for discrete choice experiments

 Arne Hole

37

 MMQREG: Stata module to estimate quantile regressions via Method of Moments

 Fernando Rios-Avila

37

 PRODEST: Stata module for production function estimation based on the control function approach

 Gabriele Rovigatti and Vincenzo Mollisi

39

 XTENDOTHRESDPD: Stata module to estimate a Dynamic Panel Data Threshold Effects Model with Endogenous Regressors

 Ibrahima Diallo

40

 UTEST: Stata module to test for a U-shaped relationship

 Jo Lind and Halvor Mehlum

41

 STDDIFF: Stata module to compute Standardized differences for continuous and categorical variables

 Ahmed M. Bayoumi

41

 DIFF: Stata module to perform Differences in Differences estimation

 Juan Villa

41

 EVENTSTUDYINTERACT: Stata module to implement the interaction weighted estimator for an event study

 Liyang Sun

41

 KMATCH: Stata module module for multivariate-distance and propensity-score matching, including entropy balancing, inverse probability weighting, (coarsened) exact matching, and regression adjustment

 Ben Jann

45

 COEFPLOT: Stata module to plot regression coefficients and other results

 Ben Jann

45

 MEDIATION: Stata module for causal mediation analysis and sensitivity analysis

 Raymond Hicks and Dustin Tingley

47

 XTCIPS: Stata module to compute Pesaran Panel Unit Root Test in the Presence of Cross-section Dependence

 Máximo Sangiácomo

48

 TVGC: Stata module to perform Time-Varying Granger Causality tests

 Jesus Otero, Christopher Baum and Stan Hurn

48

 REGHDFE: Stata module to perform linear or instrumental-variable regression absorbing any number of high-dimensional fixed effects

 Sergio Correia

50

 HHI: Stata module to compute Herfindahl index

 Muhammad Rashid Ansari

51

 IVREG2H: Stata module to perform instrumental variables estimation using heteroskedasticity-based instruments

 Christopher Baum and Mark Schaffer

52

 PESCADF: Stata module to perform Pesaran's CADF panel unit root test in presence of cross section dependence

 Piotr Lewandowski

53

 GAM: Stata module for generalised additive models

 Patrick Royston and Gareth Ambler

54

 SYNTH2: Stata module to implement synthetic control method (SCM) with placebo tests, robustness test and visualization

 Guanpeng Yan and Qiang Chen

55

 METAPROP: Stata module to perform fixed and random effects meta-analysis of proportions

 Victoria Nyaga, Marc Arbyn and Marc Aerts

56

 MATCHIT: Stata module to match two datasets based on similar text patterns

 Julio Raffo

56

 WINSOR2: Stata module to winsorize data

 Yujun Lian

56

 MPI: Stata module to compute the Alkire-Foster multidimensional poverty measures and their decomposition by deprivation indicators and population sub-groups

 Daniele Pacifico and Felix Pöge

59

 INEQDECO: Stata module to calculate inequality indices with decomposition by subgroup

 Stephen Jenkins

59

 XTEVENT: Stata module to estimate and visualize linear panel event-study models

 Simon Freyaldenhoven, Christian Hansen, Jorge Pérez Pérez and Jesse Shapiro

59

 IVREGHDFE: Stata module for extended instrumental variable regressions with multiple levels of fixed effects

 Sergio Correia

62

 Excel Sheet for Stackelberg Duopoly

 Devon Gorry and John Gilbert

62

 DOUBLEB: Stata module to compute Contingent Valuation using Double-Bounded Dichotomous Choice

 Alejandro Lopez-Feldman

64

 MUNDLAK: Stata module to estimate random-effects regressions adding group-means of independent variables to the model

 Francisco (Paco) Perales

65

 MDESC: Stata module to tabulate prevalence of missing values

 Rose Anne Medeiros and Dan Blanchette

65

 XTHECKMANFE: Stata module to fit panel data models in the presence of endogeneity and selection

 Fernando Rios-Avila

65

 TABSTAT2EXCEL: Stata module to export summary statistics generated from a tabstat command to an Excel spreadsheet

 Sara Ansari, Kabira Namit and Jonathan Seiden

65

 CUTPT: Stata module for empirical estimation of cutpoint for a diagnostic test

 Phil Clayton

69

 GINIDESC: Stata module to compute Gini index with within- and between-group inequality decomposition

 Roger Aliaga-Diaz and Silvia Montoya

69

 EPIDATA: Data entry system for use with Stata, SPSS, SAS, Excel, text formats

 Jens Lauritsen and Michael Bruus

69

 XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor

 Mark Schaffer and Steven Stillman

69

 EGENMORE: Stata modules to extend the generate function

 Nicholas Cox

69

 Matlab code for one-sided HP-filters

 Alexander Meyer-Gohde

69

 TRANSLOG: Stata module to create new variables for a translog function

 Kerry Du

75

 LYAPROSEN: MATLAB function to calculate Lyapunov exponent

 Shapour Mohammadi

75

 BOOTTEST: Stata module to provide fast execution of the wild bootstrap with null imposed

 David Roodman

75

 WEAKIV: Stata module to perform weak-instrument-robust tests and confidence intervals for instrumental-variable (IV) estimation of linear, probit and tobit models

 Keith Finlay, Leandro Magnusson and Mark Schaffer

78

 CMP: Stata module to implement conditional (recursive) mixed process estimator

 David Roodman

79

 EVENTSTUDY: Stata module to perform event studies in finance

 Xuan Zhang, Chuntao Li and Xin Xu

79

 HURST: MATLAB function to compute the Hurst exponent using R/S Analysis

 Rafał Weron

81

 SHAPLEY2: Stata module to compute additive decomposition of estimation statistics by regressors or groups of regressors

 Florian Wendelspiess Chávez Juárez

81

 RANGESTAT: Stata module to generate statistics using observations within range

 Robert Picard, Nicholas Cox and Roberto Ferrer

83

 HAMILTONFILTER: Stata module to calculate the Hamilton Filter for a Single Time Series or for a Panel Dataset

 Ibrahima Diallo

83

 APC: Stata module for estimating age-period-cohort effects

 Sam Schulhofer-Wohl and Yang Yang

85

 SPWMATRIX: Stata module to generate, import, and export spatial weights

 P. Wilner Jeanty

85

 OMEGACOEF: Stata module to calculate the omega reliability coefficient

 Brian Shaw

85

 CONDISC: Stata module to perform convergent and discriminant validity assessment in CFA

 Mehmet Mehmetoglu

88

 MOREMATA: Stata module (Mata) to provide various functions

 Ben Jann

89

 MVPROBIT: Stata module to calculate multivariate probit regression using simulated maximum likelihood

 Lorenzo Cappellari and Stephen Jenkins

89

 KHB: Stata module to decompose total effects into direct and indirect via KHB-method

 Ulrich Kohler and Kristian Karlson

89

 SPMAP: Stata module to visualize spatial data

 Maurizio Pisati

89

 XTPMG: Stata module for estimation of nonstationary heterogeneous panels

 Edward Blackburne and Mark Frank

89

 ISCOGEN: Stata module to translate ISCO codes

 Ben Jann

89

 RFOREST: Stata module to implement Random Forest algorithm

 Rosie Yuyan Zou and Matthias Schonlau

95

 Band-Pass Filter Excel Add-in

 Kurt Annen

95

 XTFMB: Stata module to execute Fama-MacBeth two-step panel regression

 Daniel Hoechle

95

 SHP2DTA: Stata module to converts shape boundary files to Stata datasets

 Kevin Crow

95

 ESTUDY: Stata module to perform an event study

 Fausto Pacicco, Luigi Vena and Andrea Venegoni

95

 GEODIST: Stata module to compute geographical distances

 Robert Picard

100

 XTTEST2: Stata module to perform Breusch-Pagan LM test for cross-sectional correlation in fixed effects model

 Christopher Baum