English, Article edition: PARMEST: Stata module to create new data set with one observation per parameter of most recent model Roger Newson

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Bookmark: http://trove.nla.gov.au/version/103509
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  • code
Language
  • English

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Title
  • PARMEST: Stata module to create new data set with one observation per parameter of most recent model
Author
  • Roger Newson
Physical Description
  • code
Notes
  • 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.
  • RePEc:boc:bocode:s352601
Language
  • English
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