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st: graph with indicator variables
... Dear Statalist, I want to graph the trend of a numerical variable S around a certain
event for different firms. For each firm the event occurs in a different ...
www.stata.com/statalist/archive/2013-02/msg01209.html - 8k

st: Re: import txt file with spwmatrix
... answer. 1) I've dowloaded the ado-file from here: http://fmwww.bc.edu/repec/bocode/s/spwmatrix.ado
2) As you can see I'm not confusing with spmat 3) there are ...
www.stata.com/statalist/archive/2013-02/msg01148.html - 9k

Re: st: reliability with -icc- and -estat icc-
... alpha reliability. One way to estimate alpha is to compute: alpha_hat = Q/(Q-1)*(1
- tr(S)/1' S 1) where S is the sample covariance matrix and Q is the number ...
www.stata.com/statalist/archive/2013-02/msg01081.html - 11k

st: graph with indicator variables
... variables Dear Statalist, I want to graph the trend of a numerical variable S around
a certain event for different firms. For each firm the event occurs in a ...
www.stata.com/statalist/archive/2013-02/msg01212.html - 10k

Re: st: different samples summary table
... v'2 = `v' if foreign gen `v'3 = `v' if foreign & rep78 > 3 } tabstat mpg* weight*,
s(n mean) c(s) tabstat mpg* weight*, s(n mean) This isn't everything you ask ...
www.stata.com/statalist/archive/2013-02/msg00859.html - 10k

[no subject]
... Thanks for your all support, finally I could manage to modify poiâ??s nlsurquaids
-- demand up date (2008)â??to augment for zero consumption expenditure. In ...
www.stata.com/statalist/archive/2013-02/msg00027.html - 22k

Re: st: QUAIDS
... Thanks for your all support, finally I could manage to modify poi’s nlsurquaids
-- demand up date (2008)—to augment for zero consumption expenditure. In ...
www.stata.com/statalist/archive/2013-02/msg00016.html - 23k

Re: st: Re: import txt file with spwmatrix
... 1) I've dowloaded the ado-file from here: > http://fmwww.bc.edu/repec/bocode/s/spwmatrix.ado
> 2) As you can see I'm not confusing with spmat > 3) there are 2 ...
www.stata.com/statalist/archive/2013-02/msg01150.html - 9k

st: When is 'no trimming' performed using metatrim
... A funnel plot revealed evidence of publication bias which was further confirmed
by Egger’s regression symmetry test (P=0.03). I am using the trim-and-fill ...
www.stata.com/statalist/archive/2013-02/msg00933.html - 8k

Re: st: Modeling simultaneity
... table) We discuss these issues in an applied manner here: Antonakis, J., Bendahan,
S., Jacquart, P., & Lalive, R. (2010). On making causal claims: A review and ...
www.stata.com/statalist/archive/2013-02/msg00107.html - 14k