st: New version of the -parmest- package on SSC

[Roger Newson <roger.newson@kcl.ac.uk>]

Fellow Statalisters

Thanks to Kit Baum, a new version of the -parmest- package is now available 
on SSC. Type -ssc describe parmest- in Web-aware Stata to find out more.

The -parmest- package converts a set of estimation results to an output 
data set with 1 observation per parameter and data on parameter estimates, 
confidence limits, P-values and other parameter attributes. This output 
data set may be saved to a disk file, written to memory (overwriting any 
pre-existing data), or, in the new version, simply listed in whole or in 
part to the Stata log with user-specified formats. The new version 
therefore enables users to list the latest estimation output with a 
sensible number of decimal places or significant figures by typing commands 
like

regress price mpg weight,robust
parmest,label format(estimate min95 max95 %8.2f p %8.1e) list(parm label 
estimate min95 max95 p)

or, alternatively, in one line,

parmby "qui regress price mpg weight,robust",label format(estimate min95 
max95 %8.2f p %8.1e) list(parm label estimate min95 max95 p)

Either of these should work in the -auto- data. The parameters and their 
confidence intervals and P-values will then be listed in a form which can 
be cut and pasted into a word processor, and saves the user from scanning 
through a Stata log rounding off confidence limits manually (which a lot of 
Stata users still do). Note that the existing data set is not overwritten 
unless the user specifies the -norestore- option.

The new version has been improved by the addition of 3 new options. The 
-ylabel- option causes an additional variable to be created in the output 
data set, containing the variable label of the Y-variable. The -format- 
option allows the user to assign formats to variables in the output data 
set. The -list- option allows the user to list the variables of the output 
data set, or a subset of these, in a user-specified order.

Best wishes (and happy new year)

Roger

--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
  or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk

Opinions expressed are those of the author, not the institution.

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