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st: import the stata result into Latex?
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www.stata.com/statalist/archive/2010-07/msg00129.html - 8k

st: bootstrap
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www.stata.com/statalist/archive/2010-07/msg00772.html - 9k

st: xtivreg2 weak-instrument-robust inference
... P-val= . Anderson-Rubin Wald test Chi-sq(0)=. P-val= . Stock-Wright LM S statistic
Chi-sq(0)=186.00 P-val= . With the exception of these missing statistics ...
www.stata.com/statalist/archive/2010-07/msg00631.html - 10k

Re: AW: st: AW: mfxrcspline : error message in Stata11
... sets -version- to 10. So the new features under 11, in particular -fvvarlist-s,
are not yet implemented. Martin maybe on to something. None of my programs ...
www.stata.com/statalist/archive/2010-07/msg00798.html - 14k

st: MA(1) process
... such as fixed effects, use the AR(1) error structure. Could anyone explain me in
layman’s terms what is the difference between the MA(1) and the AR(1) error ...
www.stata.com/statalist/archive/2010-07/msg00467.html - 8k

st: R: bootstrap
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www.stata.com/statalist/archive/2010-07/msg00779.html - 9k

Re: st: AW: Reshaping a Dataset
... The first table does not wrap well, so it is hard to tell what the -varname-s really
are. It looks as if the columns contain both strings, to hold the site and ...
www.stata.com/statalist/archive/2010-07/msg01237.html - 10k

st: AW: levelsof problem?
... process. Type -ma di- to see the contents of your -macro-s. HTH Martin -----Ursprüngliche
Nachricht----- Von: [email protected] [mailto ...
www.stata.com/statalist/archive/2010-07/msg01404.html - 9k

RE: st: RE: RE: estimation with a time trend.
... Re: st: RE: RE: estimation with a time trend. Next by Date: Re: st: Suest v/s biprob
in stata 11; Previous by thread: Re: AW: st: RE: RE: estimation with a time ...
www.stata.com/statalist/archive/2010-07/msg00199.html - 11k

st: Predicted probabilities after Poisson regression
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www.stata.com/statalist/archive/2010-07/msg00271.html - 9k