Thanks to Kit Baum, there is now a new version of the -parmest- package
available for distribution on SSC. In Stata, type
ssc desc parmest
to find out more.
The -parmest- package is described as below on my website, and creates an
output dataset (or resultsset) with 1 observation per model parameter. The
new version has 2 new options, -erows()- and -ecols()-, which specify lists
of matrix estimation results whose rows or columns are to be added to the
resultsset as additional variables. For instance, if the user specifies
-ecols(V)-, then the columns of the variance-covariance matrix are stored
in the resultsset in variables named ec_1_1, ec_1_2, ..., ec_1_n, where n
is the number of parameters.
I would like to thank Buzz Burhans for suggesting that something like this
would be a good idea.
Best wishes
Roger
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package parmest from http://www.kcl-phs.org.uk/rogernewson/stata8
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TITLE
parmest: Convert estimation results to a data set with 1 obs per
parameter
DESCRIPTION/AUTHOR(S)
parmest creates an output data set, 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 data
set, 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. The
output data
set may be listed to the Stata log and/or saved to a file and/or
retained in
memory (overwriting any pre-existing data set).
Author: Roger Newson
Distribution-Date: 18august2004
Stata-Version: 8
INSTALLATION FILES (click here to install)
parmest.ado
parmest.hlp
parmby.ado
parmby.hlp
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(click here to return to the previous screen)
--
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: [email protected]
Website: http://www.kcl-phs.org.uk/rogernewson
Opinions expressed are those of the author, not the institution.
