Statalist archive (ordered by date)
(last updated Sun Oct 31 20:46:22 2004)
Thread index
Re: st: Growth curve model with correlated errors
From
: Shige Song <
[email protected]
>
Re: st: model identification problem
From
: Robert A Yaffee <
[email protected]
>
st: model identification problem
From
: David Han <
[email protected]
>
Re: st: need help to understand what STATA exactly does for robust regression(rreg)
From
: Richard Williams <
[email protected]
>
Re: st: checking strength of instruments
From
: Mark Schaffer <
[email protected]
>
Re: st: ivreg2 - error message: collinearities detected among instruments
From
: Mark Schaffer <
[email protected]
>
st: RE: need help to understand what STATA exactly does for robust regression(rreg)
From
: "Nick Cox" <
[email protected]
>
st: Could Not Find Idempotent Matrix Inverse
From
: BASSOLE <
[email protected]
>
st: ivreg2 - error message: collinearities detected among instruments
From
: "Ngo,PT (pgr)" <
[email protected]
>
st: checking strength of instruments
From
: Baktigul Turdubekova <
[email protected]
>
st: need help to understand what STATA exactly does for robust regression(rreg)
From
:
[email protected]
st: RE: RE: RE: Graph from 'dstdize'-output
From
: "Nick Cox" <
[email protected]
>
st: RE: RE: Graph from 'dstdize'-output
From
: "Peter Jepsen" <
[email protected]
>
Re: st: Growth curve model with correlated errors
From
: Stas Kolenikov <
[email protected]
>
st: RE: Graph from 'dstdize'-output
From
: "Nick Cox" <
[email protected]
>
st: Growth curve model with correlated errors
From
: Shige Song <
[email protected]
>
Re: st: Re: how to drop groups of variables at one time
From
: Tom Trikalinos <
[email protected]
>
Re: st: Re: how to drop groups of variables at one time
From
: "R.E. De Hoyos" <
[email protected]
>
Re: st: Re: how to drop groups of variables at one time
From
: David K Evans <
[email protected]
>
Re: st: Re: how to drop groups of variables at one time
From
: Suzy <
[email protected]
>
st: Re: how to drop groups of variables at one time
From
: "R.E. De Hoyos" <
[email protected]
>
st: how to drop groups of variables at one time
From
: Suzy <
[email protected]
>
st: Graph from 'dstdize'-output
From
: "Peter Jepsen" <
[email protected]
>
Re: st: renaming a label
From
: "Clive Nicholas" <
[email protected]
>
st: renaming a label
From
: David Kantor <
[email protected]
>
Re: st: Comments on Methodology of Paper Estimating Iraqi Deaths
From
: Ricardo Ovaldia <
[email protected]
>
st: Comments on Methodology of Paper Estimating Iraqi Deaths
From
: "Stephen Soldz" <
[email protected]
>
Re: st: endogeneity and IV
From
: "Katarina Lynch" <
[email protected]
>
st: xtabond, matsize in STATA7
From
: "Katarina Lynch" <
[email protected]
>
st: RE: Re: Unique identifier
From
: "Nick Cox" <
[email protected]
>
st: RE: Re: Unique identifier
From
: "Hulley, Benjamin (NIH/NCI)" <
[email protected]
>
Re: st: analysis of multi-site studies
From
: Constantine Daskalakis <
[email protected]
>
RE: st: RE: time dummy variables
From
: "Nick Cox" <
[email protected]
>
st: RE: RE: time dummy variables
From
: "Nick Cox" <
[email protected]
>
Re: st: analysis of multi-site studies
From
: Ricardo Ovaldia <
[email protected]
>
Re: st: analysis of multi-site studies
From
: Stas Kolenikov <
[email protected]
>
st: Ericsson IV test
From
: "Vidya Mahambare" <
[email protected]
>
[no subject]
From
: Unknown
Re: st: endogeneity and IV
From
: "sistoand80" <
[email protected]
>
Re: st: endogeneity and IV
From
: Mark Schaffer <
[email protected]
>
st: analysis of multi-site studies
From
: Ricardo Ovaldia <
[email protected]
>
[no subject]
From
: Unknown
Re: st: endogeneity and IV
From
: "sistoand80" <
[email protected]
>
Re: st: endogeneity and IV
From
: "Katarina Lynch" <
[email protected]
>
Re: st: endogeneity and IV
From
: Mark Schaffer <
[email protected]
>
Re: st: RE: time dummy variables
From
: Rozilee Asid <
[email protected]
>
st: RE: Re: Unique identifier
From
: "David Harrison" <
[email protected]
>
Re: st: Re: Unique identifier
From
: Tom Trikalinos <
[email protected]
>
st: Re: Unique identifier
From
: "Janet Willard" <
[email protected]
>
Re: st: endogeneity and IV
From
: Mark Schaffer <
[email protected]
>
Re: st: Re: Unique identifier
From
: Mark Schaffer <
[email protected]
>
st: RE: time dummy variables
From
: "Ngo,PT (pgr)" <
[email protected]
>
st: Re: Unique identifier
From
: "Janet Willard" <
[email protected]
>
Re: st: Latent class analysis
From
: Michael Ingre <
[email protected]
>
st: time dummy variables
From
: Baktigul Turdubekova <
[email protected]
>
st: Conditional variance regressors
From
: Nazaria Solferino <
[email protected]
>
st: endogeneity and IV
From
: "Katarina Lynch" <
[email protected]
>
st: Update to -glcurve- on SSC
From
:
[email protected]
Re: st: RE: How to display Greek letters in Stata?
From
: Mark Schaffer <
[email protected]
>
st: RE: How to display Greek letters in Stata?
From
: "Nick Cox" <
[email protected]
>
Re: st: binary endogenous var
From
: "Jonathan Beck" <
[email protected]
>
st: binary endogenous var
From
: <
[email protected]
>
st: How to display Greek letters in Stata?
From
: David Han <
[email protected]
>
st: RE: RE: Bad dotplot command?
From
: "Nick Cox" <
[email protected]
>
[no subject]
From
: "Aparna Mathur" <
[email protected]
>
st: RE: Bad dotplot command?
From
: "Wallace, John" <
[email protected]
>
st: RE: RE: RE: Bad dotplot command?
From
: "Nick Cox" <
[email protected]
>
st: Prediction
From
: Marcello Pagano <
[email protected]
>
st: RE: RE: Bad dotplot command?
From
: "Wallace, John" <
[email protected]
>
Re: st: merge using interval data
From
: "Owens, Douglas Hamilton" <
[email protected]
>
st: RE: structural breaks
From
: "Nick Cox" <
[email protected]
>
st: -tabout- on SSC
From
: Ian Watson <
[email protected]
>
Re: st: Latent class analysis
From
: Stas Kolenikov <
[email protected]
>
st: structural breaks
From
: Baktigul Turdubekova <
[email protected]
>
Re: st: Heckman and Oaxaca
From
:
[email protected]
st: Latent class analysis
From
: "Modesto G Gayo-Cal" <
[email protected]
>
st: update to user-written ado margin
From
: "Tamas Bartus (tbartus)" <
[email protected]
>
st: ocratio
From
: kkoenen <
[email protected]
>
Re: st: sample size
From
: Ron�n Conroy <
[email protected]
>
st: Could not find feasible values in movestay
From
: ordinary least squares <
[email protected]
>
st: Heckman and Oaxaca once more
From
: "Natalia Ferreira" <
[email protected]
>
Re: st: How to read SAS data into Stata directly?
From
: David Han <
[email protected]
>
[no subject]
From
: Unknown
st: RE: How to read SAS data into Stata directly?
From
: "Scott Merryman" <
[email protected]
>
st: Re: How to read SAS data into Stata directly?
From
: Joseph Coveney <
[email protected]
>
Re: st: How to read SAS data into Stata directly?
From
: Daniel Egan <
[email protected]
>
st: How to read SAS data into Stata directly?
From
: David Han <
[email protected]
>
st: RE: Heckman and Oaxaca
From
: "Nick Cox" <
[email protected]
>
st: Heckman and Oaxaca
From
: "Natalia Ferreira" <
[email protected]
>
st: update to -cochran- on SSC
From
: "Jann, Ben" <
[email protected]
>
[no subject]
From
: Unknown
Re: st: avoiding StatTransfer: huge / large / big dataset from SAS/ csv
From
: Dan Blanchette <
[email protected]
>
st: updates to -tabplot- and -tableplot- on SSC
From
: "Nick Cox" <
[email protected]
>
RE: st: ordered probit and panels
From
:
[email protected]
st: speed improvement on linux network
From
: Lars Korsholm <
[email protected]
>
st: sample size
From
: Anuja <
[email protected]
>
st: espoisson, estobit and esnb?
From
: ordinary least squares <
[email protected]
>
Re: st: Could not find feasible values in espoisson
From
: "Alfonso Miranda Caso Luengo" <
[email protected]
>
st: Could not find feasible values in espoisson
From
: ordinary least squares <
[email protected]
>
st: GLLAMM questions
From
:
[email protected]
RE: st: ordered probit and panels
From
: "Guillaume Frechette" <
[email protected]
>
st: RE: Re: RE: fixed effect logit model
From
: <
[email protected]
>
st: Re: RE: fixed effect logit model
From
: "Levy Lee" <
[email protected]
>
st: RE: Error occurred while loading movestay.ado
From
: "Nick Cox" <
[email protected]
>
st: Re: merge using interval data
From
: Richard Goldstein <
[email protected]
>
st: RE: RE: grqreg for Stata 7
From
: "Nick Cox" <
[email protected]
>
st: GMM Selection Criteria
From
: "Vidya Mahambare" <
[email protected]
>
st: Poisson regression on 2-level panel data
From
: KRISTIEN VERHEYEN <
[email protected]
>
st: Error occurred while loading movestay.ado
From
: ordinary least squares <
[email protected]
>
st: RE: grqreg for Stata 7
From
: Puja Vasudeva <
[email protected]
>
st: sqreg - interpretation of results
From
: joachim Wagner <
[email protected]
>
st: RE: Bad dotplot command?
From
: "Nick Cox" <
[email protected]
>
Re: st: ttest for multiple groups
From
: jean ries <
[email protected]
>
st: Re: RE: fixed effect logit model
From
: "Levy Lee" <
[email protected]
>
st: ttest for multiple groups
From
: "Michael Cha" <
[email protected]
>
st: RE: fixed effect logit model
From
: <
[email protected]
>
st: fixed effect logit model
From
: "Levy Lee" <
[email protected]
>
st: xtabond and long-run effect
From
: Wolf Katja <
[email protected]
>
st: bootstrapping ado files that use the post estimation b
From
: "Schonlau, Matthias" <
[email protected]
>
Re: st: to big for do file editor
From
: "Kazi Mizanur Rahman" <
[email protected]
>
st: Re: Re: too big for do-file editor
From
: "Kazi Mizanur Rahman" <
[email protected]
>
Re: st: RE: speeding up program
From
: Patricia Sourdin <
[email protected]
>
st: RE: speeding up program
From
: "Scott Merryman" <
[email protected]
>
st: speeding up program
From
: Patricia Sourdin <
[email protected]
>
st: Bad dotplot command?
From
: "Wallace, John" <
[email protected]
>
Re: st: avoiding StatTransfer: huge / large / big dataset from SAS/ csv
From
: Daniel Feenberg <
[email protected]
>
Re: st: RE: Help on double or single quote search in a String
From
: Tom Trikalinos <
[email protected]
>
Re: st: ordered probit and panels
From
: Stas Kolenikov <
[email protected]
>
Re: st: avoiding StatTransfer: huge / large / big dataset from SAS / csv
From
: Nick Winter <
[email protected]
>
Re: st: avoiding StatTransfer: huge / large / big dataset from SAS/ csv
From
: jean ries <
[email protected]
>
Re: st: RE: Help on double or single quote search in a String
From
: Tom Trikalinos <
[email protected]
>
RE: st: RE: Help on double or single quote search in a String
From
: "Nick Cox" <
[email protected]
>
Re: st: avoiding StatTransfer: huge / large / big dataset from SAS / csv
From
: Stas Kolenikov <
[email protected]
>
st: RE: Help on double or single quote search in a String
From
: "David Harrison" <
[email protected]
>
Re: st: ordered probit and panels
From
:
[email protected]
st: Help on double or single quote search in a String
From
: "MITRA PINAKI (MAR1PXM)" <
[email protected]
>
Re: st: ordered probit and panels
From
: Stas Kolenikov <
[email protected]
>
Re: st: to big for do file editor
From
: Daniel Lawson <
[email protected]
>
st: avoiding StatTransfer: huge / large / big dataset from SAS / csv
From
: Daniel Egan <
[email protected]
>
st: Heckman and Oaxaca
From
: "Natalia Ferreira" <
[email protected]
>
[no subject]
From
: Unknown
Re: RE: Re: Re: st: Lorenz Curve
From
: Sibel Selcuk <
[email protected]
>
st: RE: Creating a single table using results from a number of datasets
From
: "Nick Cox" <
[email protected]
>
Re: st: To:
[email protected]
From
: John Hendrickx <
[email protected]
>
st: Creating a single table using results from a number of datasets
From
: "Shafer, Marek" <
[email protected]
>
RE: Re: Re: st: Lorenz Curve
From
: "Nick Cox" <
[email protected]
>
[no subject]
From
: Unknown
Re: Re: Re: st: Lorenz Curve
From
: Sibel Selcuk <
[email protected]
>
st: RE: grqreg for Stata 7
From
: "Nick Cox" <
[email protected]
>
Re: st: redundant dummies that are not dropped
From
: Daniel Egan <
[email protected]
>
Re: st: To:
[email protected]
From
:
[email protected]
st: To:
[email protected]
From
:
[email protected]
st: grqreg for Stata 7
From
: Puja Vasudeva <
[email protected]
>
st: Re: too big for do-file editor
From
: Kit Baum <
[email protected]
>
Re: st: Default range for 'kdensity'
From
: Camelia Minoiu <
[email protected]
>
st: Heckman and Oaxaca
From
: "Natalia N. F. Batista" <
[email protected]
>
st: redundant dummies that are not dropped
From
: "Ngo,PT (pgr)" <
[email protected]
>
RE: st: to big for do file editor
From
: "Nick Cox" <
[email protected]
>
[no subject]
From
: Unknown
Re: st: Default range for 'kdensity'
From
:
[email protected]
st: ordered probit and panels
From
:
[email protected]
Re: st: to big for do file editor
From
: Neil Shephard <
[email protected]
>
Re: st: Why won't my LDV correlate with the model error?
From
: "Clive Nicholas" <
[email protected]
>
Re: st: RE: how to upadate stata from version 8.1 to 8.2?
From
: Daniel Egan <
[email protected]
>
Re: st: to big for do file editor
From
: David K Evans <
[email protected]
>
Re: st: Why won't my LDV correlate with the model error?
From
: "Michael S. Hanson" <
[email protected]
>
st: RE: Re: integration of Stata routines
From
: "Richard Palmer-Jones" <
[email protected]
>
st: to big for do file editor
From
: "Kazi Mizanur Rahman" <
[email protected]
>
st: Default range for 'kdensity'
From
: "Camelia Minoiu" <
[email protected]
>
st: Why won't my LDV correlate with the model error?
From
: "Clive Nicholas" <
[email protected]
>
Re: st: RE: how to upadate stata from version 8.1 to 8.2?
From
: Richard Williams <
[email protected]
>
Re: st: how to upadate stata from version 8.1 to 8.2?
From
: "Dev Vencappa" <
[email protected]
>
st: RE: how to upadate stata from version 8.1 to 8.2?
From
: "Nick Cox" <
[email protected]
>
st: how to upadate stata from version 8.1 to 8.2?
From
: Jian Zhang <
[email protected]
>
st: RE: RE: string question
From
: "Rodrigo Briceno" <
[email protected]
>
st: RE: string question
From
: "Wallace, John" <
[email protected]
>
Re: st: xtabond question
From
: Mark Schaffer <
[email protected]
>
st: string question
From
: "Rodrigo Briceno" <
[email protected]
>
st: xtabond question
From
:
[email protected]
st: RE: adoption practices
From
: "Nick Cox" <
[email protected]
>
st: RE: RE: length(s) question
From
: "Nick Cox" <
[email protected]
>
st: RE: length(s) question
From
: "McCrary, Joseph" <
[email protected]
>
st: RE: length(s) question
From
: "Nick Cox" <
[email protected]
>
st: RE: length(s) question
From
: "Ypma, Jelmer Yeb" <
[email protected]
>
st: FW: merge using interval data
From
: "McCrary, Joseph" <
[email protected]
>
st: length(s) question
From
: "Julia A. Gamas" <
[email protected]
>
st: merge using interval data
From
: Kit Baum <
[email protected]
>
st: adoption practices
From
: Kit Baum <
[email protected]
>
Re: st: merge using interval data
From
: Richard Goldstein <
[email protected]
>
st: merge using interval data
From
: Kit Baum <
[email protected]
>
Re: st: Degrees of freedom formula for -svytab-
From
: Nick Winter <
[email protected]
>
Re: st: Degrees of freedom formula for -svytab-
From
: Roger Newson <
[email protected]
>
Re: st: Degrees of freedom formula for -svytab-
From
: Nick Winter <
[email protected]
>
st: Degrees of freedom formula for -svytab-
From
: Roger Newson <
[email protected]
>
st: Re: merge using interval data
From
: "Michael Blasnik" <
[email protected]
>
st: st:RE: RE: graph syntax and dialog box
From
: Blau Blau <
[email protected]
>
Re: st: Stata 9 Wish List
From
: Nick Winter <
[email protected]
>
st: Re: Re:Garch Model
From
: Nazaria Solferino <
[email protected]
>
st: RE: Re: integration of Stata routines
From
: "Nick Cox" <
[email protected]
>
st: Re: integration of Stata routines
From
: Kit Baum <
[email protected]
>
st: RE: A Garch model
From
: "Salvati, Jean" <
[email protected]
>
st: merge using interval data
From
: Richard Goldstein <
[email protected]
>
st: A Garch model
From
: Nazaria Solferino <
[email protected]
>
Re: st: using datasets from stata examples
From
: "Dev Vencappa" <
[email protected]
>
Re: st: using datasets from stata examples
From
:
[email protected]
Re: st: using datasets from stata examples
From
: "Dev Vencappa" <
[email protected]
>
Re: st: Help with heckman
From
: "Renzo Comolli" <
[email protected]
>
Re: st: Stata 9 Wish List
From
: Daniel Egan <
[email protected]
>
st: Stata 9 Wish List
From
:
[email protected]
st: Re: HTML output
From
: Kit Baum <
[email protected]
>
Re: st: Can Stata estimate Mixed Fixed and Random (MFR) model?
From
: binh Nguyen <
[email protected]
>
Re: st: Wish list and Stata 9
From
: Daniel Egan <
[email protected]
>
Re: st: running Stata remotely on OS X
From
:
[email protected]
st: Wish list and Stata 9
From
: "Alan Acock" <
[email protected]
>
st: Hodrick-Prescott filter
From
: Kit Baum <
[email protected]
>
st: Baxter-King filter
From
: Kit Baum <
[email protected]
>
st: nnmatch seems to take a _wicked_ long time
From
: David K Evans <
[email protected]
>
st: re:ST: drop down file menu
From
: "Eric Uslaner" <
[email protected]
>
st: Re: formatting results
From
: Kit Baum <
[email protected]
>
st: Re: two-tailed test
From
: Kit Baum <
[email protected]
>
st: Re: formatting results from tables
From
: Kit Baum <
[email protected]
>
Re: st: data manipulating question
From
: Richard Williams <
[email protected]
>
Re: st: data manipulating question
From
: "Clive Nicholas" <
[email protected]
>
Re: st: data manipulating question
From
: Phuong Lan Nguyen <
[email protected]
>
Re: st: data manipulating question
From
: "Clive Nicholas" <
[email protected]
>
st: data manipulating question
From
: Phuong Lan Nguyen <
[email protected]
>
Re: st: running Stata remotely on OS X
From
:
[email protected]
Re: st: XTTOBIT - MISSING CHI SQUARE STATISTICS ??
From
: Stas Kolenikov <
[email protected]
>
Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: Stas Kolenikov <
[email protected]
>
st: XTTOBIT - MISSING CHI SQUARE STATISTICS ??
From
: "Ngo,PT (pgr)" <
[email protected]
>
Re: st: Formatting results: regressions and tables
From
:
[email protected]
st: running Stata remotely on OS X
From
: Phil Schumm <
[email protected]
>
Re: Re[2]: st: Printing graphs to pdf under program control
From
: Fredrik Wallenberg <
[email protected]
>
st: RE: Re: ST wish list and dbrowse
From
: "Nick Cox" <
[email protected]
>
st: RE: Re: ST wish list and dbrowse
From
: "Nick Cox" <
[email protected]
>
RE: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: "Hoetker, Glenn" <
[email protected]
>
Re: st: How to compute SE for linear or nonlinear combination of params?
From
: Stas Kolenikov <
[email protected]
>
RE: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: SamL <
[email protected]
>
st: BiProb
From
: "Rodriguez, Maria Victoria" <
[email protected]
>
Re: st: Re: ST wish list and dbrowse
From
: Susanne und Uli Kohler <
[email protected]
>
RE: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: "Hoetker, Glenn" <
[email protected]
>
Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: Richard Williams <
[email protected]
>
Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: Richard Williams <
[email protected]
>
Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: Richard Williams <
[email protected]
>
Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: SamL <
[email protected]
>
Re: st: xtabond and ivreg2
From
: "Mark Schaffer" <
[email protected]
>
Re: st: How to compute SE for linear or nonlinear combination of params?
From
: Richard Williams <
[email protected]
>
Re: st: Stata 9.0?
From
: Richard Williams <
[email protected]
>
Re: st: How to compute SE for linear or nonlinear combination ofparams?
From
: David Harless <
[email protected]
>
Re: st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
: "maartenbuis" <
[email protected]
>
st: How to compute SE for linear or nonlinear combination of params?
From
: Frank Zhang <
[email protected]
>
Re: st: Stata 9.0?
From
:
[email protected]
(William Gould, Stata)
st: Dummy Variables vs. Subgroup Models in Logistic Regression
From
:
[email protected]
st: Re: ST wish list and dbrowse
From
: "Eric Uslaner" <
[email protected]
>
RE: st: RE: Stata 9.0?
From
: "Nick Cox" <
[email protected]
>
RE: st: RE: Stata 9.0?
From
: "jyotsna puri" <
[email protected]
>
st: RE: Stata 9.0?
From
: "Nick Cox" <
[email protected]
>
st: xtabond and ivreg2
From
: "sistoand80" <
[email protected]
>
st: Formatting results: regressions and tables
From
: "Stephen Jenkins" <
[email protected]
>
Re: st: Heckman on panels
From
: Mikko M�kinen <
[email protected]
>
Re: Re: st: Lorenz Curve
From
:
[email protected]
st: Stata 9.0?
From
: "Lim, Nelson" <
[email protected]
>
Re: st: Lorenz Curve
From
: Sibel Selcuk <
[email protected]
>
st: Re: Lorenz Curve
From
: Sibel Selcuk <
[email protected]
>
st: RE: Stata Wish List; which name Stata was born?
From
: "Nick Cox" <
[email protected]
>
st: RE: -poisson- versus -logistic, cluster-?
From
: "Nichols, Austin" <
[email protected]
>
st: -poisson- versus -logistic, cluster-?
From
: "Clint Thompson" <
[email protected]
>
st: Re: Update of text editors FAQ
From
: Friedrich Huebler <
[email protected]
>
st: Stata Wish List; which name Stata was born?
From
: "josemaria" <
[email protected]
>
st: New package: doubletofloat; also new floattolong.hlp
From
: David Kantor <
[email protected]
>
Re: st: test for trend with svy commands?
From
: Stas Kolenikov <
[email protected]
>
st: Update of -lmoments- on SSC
From
: "Nick Cox" <
[email protected]
>
st: Update of text editors FAQ
From
: "Nick Cox" <
[email protected]
>
RE: st: test for trend with svy commands?
From
: "Nick Cox" <
[email protected]
>
RE: st: test for trend with svy commands?
From
: "Melissa D. A. Carlson" <
[email protected]
>
Re: st: STATA Wish List, interactions
From
: Tim Wade <
[email protected]
>
RE: st: test for trend with svy commands?
From
: "Melissa D. A. Carlson" <
[email protected]
>
RE: st: test for trend with svy commands?
From
: "Nick Cox" <
[email protected]
>
Re: st: test for trend with svy commands?
From
: Stas Kolenikov <
[email protected]
>
st: which witch or witch which?
From
: "Steichen, Thomas J." <
[email protected]
>
Re: st: Re:too many variables
From
: Kim Singer <
[email protected]
>
Re: st: RE: Re: Any way to get around Maxvar problem without upgrading?
From
: Kim Singer <
[email protected]
>
st: test for trend with svy commands?
From
: "Melissa D. A. Carlson" <
[email protected]
>
st: STATA Wish List, interactions
From
: "Mitchell, Michael" <
[email protected]
>
st: RE: RE: Stata Wish List
From
: Joseph Coveney <
[email protected]
>
Re: st: RE: Stata Wish List
From
: Ron�n Conroy <
[email protected]
>
st: Dynamic OLS (DOLS) panel estimator for cointegrated regressions?
From
: "Salvati, Jean" <
[email protected]
>
st: RE: Stata Wish List
From
: "Emma Slaymaker" <
[email protected]
>
Re: st: RE: RE: Stata Wish List
From
: John Hendrickx <
[email protected]
>
Re: st: Lorenz Curve
From
: Stas Kolenikov <
[email protected]
>
RE: st: RE: RE: Stata Wish List
From
: "Nick Cox" <
[email protected]
>
st: Stata Wish List
From
: SamL <
[email protected]
>
st: RE: Stata Wish List (variable info browser)
From
: "Steichen, Thomas J." <
[email protected]
>
Re: st: RE: RE: Stata Wish List
From
: Richard Williams <
[email protected]
>
st: RE: RE: Stata Wish List
From
: "Nick Cox" <
[email protected]
>
st: Re:too many variables
From
: Christopher F Baum <
[email protected]
>
st: Stata Wish list
From
: Jeffrey Simons <
[email protected]
>
st: RE: Re: Any way to get around Maxvar problem without upgrading?
From
: Joseph Coveney <
[email protected]
>
st: RE: On Bootstrap question
From
: "Nick Cox" <
[email protected]
>
st: RE: graph syntax and dialog box
From
: "Nick Cox" <
[email protected]
>
st: graph syntax and dialog box
From
: Blau Blau <
[email protected]
>
st: graph syntax and dialog box
From
: Blau Blau <
[email protected]
>
st: RE: correlations by month
From
: "Nick Cox" <
[email protected]
>
RE: st: dates
From
: "Nick Cox" <
[email protected]
>
st: LaTeX, Stata and mass production
From
: Ian Watson <
[email protected]
>
st: RE: Re: Any way to get around Maxvar problem without upgrading?
From
: "Nick Cox" <
[email protected]
>
Re: st: Lorenz Curve
From
:
[email protected]
Re: st: LOG?
From
: "Oleg Badunenko, EUV" <
[email protected]
>
st: LOG?
From
:
[email protected]
Re: st: Any way to get around Maxvar problem without upgrading?
From
: Daniel Egan <
[email protected]
>
st: Re: Any way to get around Maxvar problem without upgrading?
From
: Joseph Coveney <
[email protected]
>
st: RE: why is stata dropping more dummies than necessary
From
: "Apostolos Ballas" <
[email protected]
>
st: Any way to get around Maxvar problem without upgrading?
From
: "Kimberly Singer" <
[email protected]
>
st: why is stata dropping more dummies than necessary
From
: "Indradeep Ghosh" <
[email protected]
>
st: Mvis micombine question
From
: "Alan Acock" <
[email protected]
>
st: Lorenz Curve
From
: Sibel Selcuk <
[email protected]
>
st: correlations by month
From
: Christopher F Baum <
[email protected]
>
Re: st: Constraint, Poisson, & pseudo R^2
From
:
[email protected]
st: RE: STATA Wish List
From
: "David E Moore" <
[email protected]
>
st: On Bootstrap question
From
: "Chintrakarn, Pandej" <
[email protected]
>
Re: st: dates
From
: Gary Longton <
[email protected]
>
st: ivprob biprob
From
: "Gandelman, Nestor" <
[email protected]
>
Re: st: dates
From
: "Eric G. Wruck" <
[email protected]
>
Re: st: dates
From
: Gary Longton <
[email protected]
>
st: dates
From
: "Rodrigo Briceno" <
[email protected]
>
Re: st: RE: lags for xi created vars
From
: Daniel Lawson <
[email protected]
>
Re: st: RE: lags for xi created vars
From
: Ed Blackburne <
[email protected]
>
Re: st: Help with heckman
From
: Stas Kolenikov <
[email protected]
>
Re: st: RE: lags for xi created vars
From
: Stas Kolenikov <
[email protected]
>
st: problem with outreg
From
: "Hoang Thanh Huong(Yahoo)" <
[email protected]
>
RE: st: STATA Wish List
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: lags for xi created vars
From
: Ed Blackburne <
[email protected]
>
st: RE: lags for xi created vars
From
: "Nick Cox" <
[email protected]
>
Re: st: Suest and Random Effects.
From
: Stas Kolenikov <
[email protected]
>
Re: st: [_n] graph symbol/marker
From
: Nick Winter <
[email protected]
>
st: lags for xi created vars
From
: Ed Blackburne <
[email protected]
>
st: STATA Wish List
From
: Tim Wade <
[email protected]
>
Re: st: STATA Wish List
From
: "Marcela Perticara" <
[email protected]
>
Re: st: RE: How to replace missing values in panel data
From
: Stas Kolenikov <
[email protected]
>
Re: st: STATA Wish List
From
: Ron�n Conroy <
[email protected]
>
st: Suest and Random Effects.
From
: Martha Martinez-Martinez <
[email protected]
>
st: [_n] graph symbol/marker
From
: Sylvain Friederich <
[email protected]
>
st: [_n] graph symbol/marker
From
: Sylvain Friederich <
[email protected]
>
st: Help with heckman
From
: "Natalia Ferreira" <
[email protected]
>
st: bivariate garch estimation
From
: Anis Samet <
[email protected]
>
st: RE: How to replace missing values in panel data
From
: "Nick Cox" <
[email protected]
>
Re: st: Linear Constraint for Conditional Logit
From
:
[email protected]
(Roberto G. Gutierrez, StataCorp)
Re: st: Linear Constraint for Conditional Logit
From
:
[email protected]
(Roberto G. Gutierrez, StataCorp)
st: How to replace missing values in panel data
From
: soma ghosh <
[email protected]
>
Re: st: STATA Wish List
From
: David Kantor <
[email protected]
>
Re: st: Linear Constraint for Conditional Logit
From
: Stas Kolenikov <
[email protected]
>
st: Re: Gauss
From
: Christopher F Baum <
[email protected]
>
Re: st: STATA Wish List
From
: Richard Williams <
[email protected]
>
st: Linear Constraint for Conditional Logit
From
: "Josh Kinsler" <
[email protected]
>
st: Re: residuals over years
From
: Christopher F Baum <
[email protected]
>
st: Re: time and date series
From
: Christopher F Baum <
[email protected]
>
Re: st: RE: STATA Wish List
From
: jean ries <
[email protected]
>
Re: st: RE: STATA Wish List
From
: Stas Kolenikov <
[email protected]
>
Re: st: Heckman on panels
From
: Stas Kolenikov <
[email protected]
>
Re: st: STATA Wish List
From
: Richard Williams <
[email protected]
>
Re: st: RE: STATA Wish List
From
: Ron�n Conroy <
[email protected]
>
Re: st: STATA Wish List
From
: jean ries <
[email protected]
>
Re: st: Constraint, Poisson, & pseudo R^2
From
: "maartenbuis" <
[email protected]
>
st: help on the output of my regression
From
: Jian Zhang <
[email protected]
>
st: RE: STATA Wish List
From
: "Nick Cox" <
[email protected]
>
st: STATA Wish List
From
:
[email protected]
st: RE: Heckman on panels
From
: "Nick Cox" <
[email protected]
>
st: RE: prvalue and the invisible prediction
From
: "Nick Cox" <
[email protected]
>
st: Heckman on panels
From
: hwiig <
[email protected]
>
st: Stset for stock sample with follow-up
From
: "Jose Passos" <
[email protected]
>
st: Re: RE: RE: Re: RE: loop within loop
From
: "Wang,Le" <
[email protected]
>
st: prvalue and the invisible prediction
From
: "Robert Bozick" <
[email protected]
>
Re: st: Constraint, Poisson, & pseudo R^2
From
:
[email protected]
Re: st: Constraint, Poisson, & pseudo R^2
From
:
[email protected]
Re: st: Constraint, Poisson, & pseudo R^2
From
: David Jacobs <
[email protected]
>
st: Adjusting a chi square test of association for age
From
: Ilesh Patel <
[email protected]
>
Re: st: Log pseudo likelihood
From
: Shahina Amin <
[email protected]
>
st: Heckman panel with individual effects possible?
From
: hwiig <
[email protected]
>
Re: st: Log pseudo likelihood
From
: Richard Williams <
[email protected]
>
st: RE: time and date series
From
: "Nick Cox" <
[email protected]
>
st: Log pseudo likelihood
From
: Shahina Amin <
[email protected]
>
st: Heckman panel with individual effects
From
: hwiig <
[email protected]
>
st: time and date series
From
: Lars Korsholm <
[email protected]
>
Re: st: Re: St: Slow STATA
From
: "Neil Shephard" <
[email protected]
>
Re: st: Re: St: Slow STATA
From
: David Kantor <
[email protected]
>
st: Re: St: Slow STATA
From
: Joseph Coveney <
[email protected]
>
st: Bai-Perron procedure
From
: "Stephen Pollard" <
[email protected]
>
st: RE: Re: residuals over years
From
: "Nick Cox" <
[email protected]
>
st: RE: interactive dummies in stata
From
: "Nick Cox" <
[email protected]
>
st: Constraint, Poisson, & pseudo R^2
From
:
[email protected]
Re: st: Re: St: Slow STATA
From
: Richard Williams <
[email protected]
>
st: interactive dummies in stata
From
: Bin Guan <
[email protected]
>
st: Re: residuals over years
From
: Christopher F Baum <
[email protected]
>
st: Re: St: Slow STATA
From
: Roger Newson <
[email protected]
>
RE: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
From
: Edlira Narazani <
[email protected]
>
st: RE: RE: Re: RE: loop within loop
From
: "Nick Cox" <
[email protected]
>
Re: st: Re: St: Slow STATA
From
: Joseph Coveney <
[email protected]
>
st: saving option in ltable
From
: Susan Donath <
[email protected]
>
st: nlcom problem
From
: Ed Blackburne <
[email protected]
>
st: nlcom -- problem solved
From
: Ed Blackburne <
[email protected]
>
st: RE: Re: RE: loop within loop
From
: "Nick Cox" <
[email protected]
>
st: Re: RE: loop within loop
From
: "Wang,Le" <
[email protected]
>
st: RE: "no observations" in kernel regression
From
: "Nick Cox" <
[email protected]
>
st: "no observations" in kernel regression
From
: Raul Andrade <
[email protected]
>
Re: st: Proper standard error for a difference in rates for a Poisson distributed count?
From
: Stas Kolenikov <
[email protected]
>
RE: st: Residuals from sequence of regressions
From
: "Nick Cox" <
[email protected]
>
Re: st: Residuals from sequence of regressions
From
:
[email protected]
RE: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
From
: "Salvati, Jean" <
[email protected]
>
RE: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
From
: "Salvati, Jean" <
[email protected]
>
Re: st: Propensity Score Matching
From
: jean ries <
[email protected]
>
Re: st: Re: St: Slow STATA
From
: Richard Williams <
[email protected]
>
st: Proper standard error for a difference in rates for a Poisson distributedcount?
From
: David Harless <
[email protected]
>
RE: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
From
: "Salvati, Jean" <
[email protected]
>
st: Propensity Score Matching
From
: "Monica Ospina" <
[email protected]
>
st: propensity Score Matching
From
: "Monica Ospina" <
[email protected]
>
memory limits exceeded (was Re: st: Re: St: Slow STATA)
From
: "Neil Shephard" <
[email protected]
>
RE: st: Re: St: Slow STATA
From
: "Nick Cox" <
[email protected]
>
RE: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
From
: "Salvati, Jean" <
[email protected]
>
Re: st: Re: St: Slow STATA
From
: "Wagner, Joseph" <
[email protected]
>
RE: st: stata graphs (stata 8), y- or x-label as text over two lines
From
: "Nick Cox" <
[email protected]
>
Re: st: stata graphs (stata 8), y- or x-label as text over two lines
From
: Andreas Stiehler <
[email protected]
>
Re: Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
From
: Edlira Narazani <
[email protected]
>
Re: st: stata graphs (stata 8), y- or x-label as text over two lines
From
: Andreas Stiehler <
[email protected]
>
RE: st: stata graphs (stata 8), y- or x-label as text over two lines
From
: "Nick Cox" <
[email protected]
>
RE: st: stata graphs (stata 8), y- or x-label as text over two lines
From
: "Nick Cox" <
[email protected]
>
st: RE: loop within loop
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: stata graphs (stata 8), y- or x-label as text over two lines
From
: Andreas Stiehler <
[email protected]
>
Re: st: stata graphs (stata 8), y- or x-label as text over two lines
From
:
[email protected]
RE: st: RE: stata graphs (stata 8), y- or x-label as text over two lines
From
: "Maarten Buis" <
[email protected]
>
st: RE: stata graphs (stata 8), y- or x-label as text over two lines
From
: "Nick Cox" <
[email protected]
>
st: RE: RE: Using 2 vars to make 1 in presence of missing
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: stata graphs (stata 8), y- or x-label as text over two lines
From
: Andreas Stiehler <
[email protected]
>
st: RE: stata graphs (stata 8), y- or x-label as text over two lines
From
: "Maarten Buis" <
[email protected]
>
st: stata graphs (stata 8), y- or x-label as text over two lines
From
: Andreas Stiehler <
[email protected]
>
st: Re: loop within loop
From
: "Wang,Le" <
[email protected]
>
st: loop within loop
From
: "Wang,Le" <
[email protected]
>
st: RE: Using 2 vars to make 1 in presence of missing
From
: "Maarten Buis" <
[email protected]
>
st: Using 2 vars to make 1 in presence of missing
From
: SamL <
[email protected]
>
Re: st: Printing graphs to pdf under program control
From
: Antoine Terracol <
[email protected]
>
RE: st: RE: still having problems with converting string variables
From
: "Nick Cox" <
[email protected]
>
st: -mice- available on SSC
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: still having problems with converting string variables
From
: Suzy <
[email protected]
>
Re: st: RE: still having problems with converting string variables
From
: Suzy <
[email protected]
>
Macoreconometric dynamic panels (was: Re: st: panel autocorrelation)
From
: "Martin Mathes" <
[email protected]
>
[no subject]
From
: Unknown
st: RE: still having problems with converting string variables
From
: "Nick Cox" <
[email protected]
>
st: -sxpose- available on SSC
From
: "Nick Cox" <
[email protected]
>
st: RE: Re: residuals for each year
From
: "Nick Cox" <
[email protected]
>
st: RE: Re: residuals for each year
From
: "Nick Cox" <
[email protected]
>
st: still having problems with converting string variables
From
: Suzy <
[email protected]
>
st: Re: residuals for each year
From
: Christopher F Baum <
[email protected]
>
st: Re: printing graphs to PDF
From
: Christopher F Baum <
[email protected]
>
Re[2]: st: Printing graphs to pdf under program control
From
: Ian Watson <
[email protected]
>
st: RE: Residuals from sequence of regressions
From
: "Maarten Buis" <
[email protected]
>
st: Residuals from sequence of regressions
From
: "Alex Edmans" <
[email protected]
>
Re: st: printing graphs to PDF under program control
From
: Phil Schumm <
[email protected]
>
st: panel autocorrelation
From
: Kit Baum <
[email protected]
>
st: printing graphs to PDF under program control
From
: Kit Baum <
[email protected]
>
Re: st: Printing graphs to pdf under program control
From
:
[email protected]
(Alan Riley)
Re: st: panel autocorrelation
From
: "Martin Mathes" <
[email protected]
>
st: panel autocorrelation
From
: Christopher F Baum <
[email protected]
>
st: autocorr in panels with lagged dep var or after xtivreg
From
: "Martin Mathes" <
[email protected]
>
st: RE: how to keep only the first letter of a string type variable
From
: "Ypma, Jelmer Yeb" <
[email protected]
>
st: how to keep only the first letter of a string type variable
From
: sarah smith <
[email protected]
>
Re: st: how to delete observations with missing data
From
: David Kantor <
[email protected]
>
st: how to delete observations with missing data
From
: sarah smith <
[email protected]
>
st: Re: Save -tabulate- output as matrix
From
: Friedrich Huebler <
[email protected]
>
Re: st: FE model
From
: Bayou Demeke <
[email protected]
>
st: FE model
From
: "Do, Phoenix" <
[email protected]
>
Re: st: Within R-sq
From
: David Greenberg <
[email protected]
>
Re: st: ivreg2 Griliches example instrument validity
From
: "Mark Schaffer" <
[email protected]
>
Re: st: URGENT! testing the equality of coefficients across quantiles
From
: Sylvain Friederich <
[email protected]
>
st: competing risks model with time varying covariates
From
: "Raji Srinivasan {srinivasanr}" <
[email protected]
>
Re: st: URGENT! testing the equality of coefficients across quantiles
From
: "Michael Blasnik" <
[email protected]
>
st: Varying income ranking and concentration index (glcurve7/egen rank)
From
: D Jimenez Rubio <
[email protected]
>
st: Re: multicollinearity in IV
From
: Christopher F Baum <
[email protected]
>
st: ivreg2 Griliches example instrument validity
From
:
[email protected]
st: Ivprob vs probitiv
From
: "Rodriguez, Maria Victoria" <
[email protected]
>
[no subject]
From
: "BENNACEUR SAMY" <
[email protected]
>
st: Within R-sq
From
: "Michael Johnson" <
[email protected]
>
Re: st: URGENT! testing the equality of coefficients across quantiles
From
: fatma bircan <
[email protected]
>
Re[2]: st: Printing graphs to pdf under program control
From
: Ian Watson <
[email protected]
>
Re: st: URGENT! testing the equality of coefficients across quantiles
From
:
[email protected]
Re: st: URGENT! testing the equality of coefficients across quantiles
From
: Robert Duval <
[email protected]
>
Re: st: URGENT! testing the equality of coefficients across quantiles
From
: Robert Duval <
[email protected]
>
RE: st: Converting from EBCDIC to ASCII
From
: "McKenna, Timothy" <
[email protected]
>
Re: st: Converting from EBCDIC to ASCII
From
: Nick Winter <
[email protected]
>
Re: st: Blinder - Oaxaca decomposition
From
: Ian Watson <
[email protected]
>
Re: st: Converting from EBCDIC to ASCII
From
: Daniel Feenberg <
[email protected]
>
st: RE: Split a variable that has no markers
From
: "Nick Cox" <
[email protected]
>
st: Re: Split a variable that has no markers
From
: "Julia A. Gamas" <
[email protected]
>
st: Re: Split a variable that has no markers
From
: "Michael Blasnik" <
[email protected]
>
st: Split a variable that has no markers
From
: "Julia A. Gamas" <
[email protected]
>
Re: st: Re: all possible combinations of three numlists
From
: Stas Kolenikov <
[email protected]
>
st: RE: RE: R�p. : st: RE: Non linear least squares program, Stata versions?
From
: "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <
[email protected]
>
st: Re: all possible combinations of three numlists
From
: "Michael Blasnik" <
[email protected]
>
st: Converting from EBCDIC to ASCII
From
: Daniel Egan <
[email protected]
>
st: RE: R�p. : st: RE: Non linear least squares program, Stata versions?
From
: "Nick Cox" <
[email protected]
>
st: all possible combinations of three numlists
From
: "Alexand Shepotilo" <
[email protected]
>
Re: st: RE: Multicollinerity test in IV regression
From
: Rozilee Asid <
[email protected]
>
st: Re: Save -tabulate- output as matrix
From
: Friedrich Huebler <
[email protected]
>
st: Blinder - Oaxaca decomposition
From
: "Natalia N. F. Batista" <
[email protected]
>
RE: st: RE: Multicollinerity test in IV regression
From
: "Nick Cox" <
[email protected]
>
st: Re: R�p. : st: RE: Non linear least squares program, Stata versions?
From
: "Diego Rei" <
[email protected]
>
RE: st: RE: Multicollinerity test in IV regression
From
: "Nichols, Austin" <
[email protected]
>
Re: st: -cf- problem with var named _merge
From
:
[email protected]
(Shannon Driver, StataCorp)
st: Re: R�p. : st: RE: Non linear least squares program, Stata versions?
From
:
[email protected]
st: URGENT! testing the equality of coefficients across quantiles
From
: fatma bircan <
[email protected]
>
R�p. : st: RE: Non linear least squares program, Stata versions?
From
: "Diego Rei" <
[email protected]
>
st: RE: Non linear least squares program, Stata versions?
From
: "Nick Cox" <
[email protected]
>
st: testing the equality of coefficients across quantiles
From
: fatma bircan <
[email protected]
>
st: the equality of coefficients across quantiles
From
: fatma bircan <
[email protected]
>
st: Non linear least squares program, Stata versions?
From
: "Diego Rei" <
[email protected]
>
st: X-Virus-Scanned: clamd / ClamAV version 0.75, clamav-milter version 0.75on myra
From
: fatma bircan <
[email protected]
>
st: Simple "Drop" Question
From
: "mert 0723" <
[email protected]
>
st: RE: Simple "Drop" Question
From
: "Nick Cox" <
[email protected]
>
Re: st: Simple "Drop" Question
From
:
[email protected]
Re: st: Reduced form specification for endogenous interaction variable
From
: "Mark Schaffer" <
[email protected]
>
st: Re: looping with a command
From
: Christopher F Baum <
[email protected]
>
st: Reduced form specification for an interaction instrumented variable
From
: "" <
[email protected]
>
st: Reduced form specification for endogenous interaction variable
From
: "" <
[email protected]
>
st: Re: Problem of using XI
From
: Joseph Coveney <
[email protected]
>
st: Problem of using XI
From
: "Ji-Tian Sheu" <
[email protected]
>
Re: st: RE: Multicollinerity test in IV regression
From
: Marcello Pagano <
[email protected]
>
st: RE: RE: RE: RE: Negative Binomial Models
From
: "MacDonald, John" <
[email protected]
>
st: RE: Re: Save -tabulate- output as matrix
From
: "Nick Cox" <
[email protected]
>
st: RE: RE: RE: Negative Binomial Models
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: Negative Binomial Models
From
: Jesper Sorensen <
[email protected]
>
st: Save matrix with long row names
From
: Friedrich Huebler <
[email protected]
>
st: RE: RE: Negative Binomial Models
From
: "MacDonald, John" <
[email protected]
>
Re: st: RE: Negative Binomial Models
From
: "Marc F. Bellemare" <
[email protected]
>
st: RE: Negative Binomial Models
From
: "Nick Cox" <
[email protected]
>
st: Re: Save -tabulate- output as matrix
From
: Friedrich Huebler <
[email protected]
>
Re: st: Printing graphs to pdf under program control
From
: Gary Longton <
[email protected]
>
st: RE: Negative Binomial Models
From
: "MacDonald, John" <
[email protected]
>
st: RE: Negative Binomial Models
From
: "Nick Cox" <
[email protected]
>
st: Negative Binomial Models
From
: "MacDonald, John" <
[email protected]
>
st: -cf- problem with var named _merge
From
: Phil Schumm <
[email protected]
>
RE: st: RE: Multicollinerity test in IV regression
From
: "Nichols, Austin" <
[email protected]
>
RE: st: RE: Multicollinerity test in IV regression
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: Multicollinerity test in IV regression
From
: Marcello Pagano <
[email protected]
>
Re: st: Multicollinerity test in IV regression
From
: Richard Williams <
[email protected]
>
Re: st: biprobit
From
: "Brian P. Poi" <
[email protected]
>
RE: st: Text editors FAQ update
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: Multicollinerity test in IV regression
From
: Stas Kolenikov <
[email protected]
>
Re: st: Text editors FAQ update
From
: Stas Kolenikov <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: Stas Kolenikov <
[email protected]
>
Re: st: biprobit
From
: Stas Kolenikov <
[email protected]
>
st: Text editors FAQ update
From
: "Nick Cox" <
[email protected]
>
st: Re: Save -tabulate- output as matrix
From
: Ilesh Patel <
[email protected]
>
st: RE: Save -tabulate- output as matrix
From
: "Nick Cox" <
[email protected]
>
Re: st: Windowing preferences
From
: David Kantor <
[email protected]
>
st: Save -tabulate- output as matrix
From
: Friedrich Huebler <
[email protected]
>
st: Windowing preferences
From
: Mike Lacy <
[email protected]
>
st: RE: Multicollinerity test in IV regression
From
: "Nick Cox" <
[email protected]
>
RE: st: RE: "looping" within a command
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: "looping" within a command
From
: Devra Golbe <
[email protected]
>
Re: st: xtabond2 problem
From
: "Mark Schaffer" <
[email protected]
>
st: log2html bugfix
From
: Kit Baum <
[email protected]
>
st: Multicollinerity test in IV regression
From
: Rozilee Asid <
[email protected]
>
Re: st: IVProb
From
: "Mark Schaffer" <
[email protected]
>
st: RE: "looping" within a command
From
: "Nick Cox" <
[email protected]
>
Re: st: Combining two variables
From
: "Michael S. Hanson" <
[email protected]
>
RE: st: Combining two variables
From
: "Nick Cox" <
[email protected]
>
Re: st: Combining two variables
From
: "Hans J. Baumgartner" <
[email protected]
>
st: IVProb
From
: "Rodriguez, Maria Victoria" <
[email protected]
>
Re: st: Combining two variables
From
: Ada Ma <
[email protected]
>
st: Combining two variables
From
: "Hans J. Baumgartner" <
[email protected]
>
st: Re: Banquo
From
: Kit Baum <
[email protected]
>
st: "looping" within a command
From
: Devra Golbe <
[email protected]
>
Re: st: Adjusting confidence intervals
From
: Ronán Conroy <
[email protected]
>
st: Re: Banquo yet again
From
: Kit Baum <
[email protected]
>
st: Re: Banquo's ghost and Gene Fama
From
: Kit Baum <
[email protected]
>
st: Re: Time variable not equally spaced
From
: Kit Baum <
[email protected]
>
st: Re: Stata updates
From
: Kit Baum <
[email protected]
>
RE: st: biprobit
From
: "Conway, Karen" <
[email protected]
>
Re: st: Re: Adjusting confidence intervals
From
: Ilesh Patel <
[email protected]
>
st: xtabond2 problem
From
: Socrates Mokkas <
[email protected]
>
Re: st: biprobit
From
: "Marc F. Bellemare" <
[email protected]
>
st: biprobit
From
: "Rodriguez, Maria Victoria" <
[email protected]
>
st: nlogitrum: "too many values"-error
From
: "Kelchtermans, Stijn" <
[email protected]
>
st: capturing p-value from st test
From
: "Milly Marston" <
[email protected]
>
re: st: Printing graphs to pdf under program control
From
:
[email protected]
st: Re: Adjusting confidence intervals
From
: Joseph Coveney <
[email protected]
>
RE: st: Fama-MacBeth regressions
From
: "Alex Edmans" <
[email protected]
>
st: Adjusting confidence intervals
From
: Ilesh Patel <
[email protected]
>
st: Printing graphs to pdf under program control
From
: Ian Watson <
[email protected]
>
st: Re: estimation results and matrix
From
: "Michael Blasnik" <
[email protected]
>
st: estimation results and matrix
From
: Sibel Selcuk <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: "Michael Blasnik" <
[email protected]
>
st: RE: temporary variables (was: xpose or reshape)
From
: "Nick Cox" <
[email protected]
>
Re: st: Can Stata estimate Mixed Fixed and Random (MFR) model?
From
: Michael Ingre <
[email protected]
>
st: RE: temporary variables (was: xpose or reshape)
From
: "Nick Cox" <
[email protected]
>
Re: st: Re: St: Slow STATA
From
: Richard Williams <
[email protected]
>
st: temporary variables (was: xpose or reshape)
From
: "Wallace, John" <
[email protected]
>
re: Re: st: data manipulation
From
: David Airey <
[email protected]
>
st: Re: St: Slow STATA
From
: Clement Adebamowo <
[email protected]
>
Re: st: data manipulation
From
: Gary Longton <
[email protected]
>
st: re: data manipulation
From
: David Airey <
[email protected]
>
st: data manipulation
From
: David Airey <
[email protected]
>
st: Ivreg2
From
: Rozilee Asid <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: "Subhankar Nayak" <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: "Subhankar Nayak" <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: "Subhankar Nayak" <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: Stas Kolenikov <
[email protected]
>
st: RE: RE: RE: xpose or reshape
From
: "Wallace, John" <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: "Michael Blasnik" <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: "Subhankar Nayak" <
[email protected]
>
st: beta response modelling [was: RE: RE: crudity]
From
: "Nick Cox" <
[email protected]
>
st: RE: crudity
From
: "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <
[email protected]
>
Re: st: Slow STATA
From
: Richard Williams <
[email protected]
>
st: RE: using Stata's micombine command on a SAS-imputed dataset
From
: "G. ter Riet" <
[email protected]
>
Re: st: Slow STATA
From
:
[email protected]
(Richard Gates)
Re: st: Can Stata estimate Mixed Fixed and Random (MFR) model?
From
: Stas Kolenikov <
[email protected]
>
Re: st: Fama-MacBeth regressions
From
: Stas Kolenikov <
[email protected]
>
RE: st: translation between binary system and the decimal system.
From
: "Nichols, Austin" <
[email protected]
>
RE: st: translation between binary system and the decimal system.
From
: "Nichols, Austin" <
[email protected]
>
RE: st: A continuous DV between 0 and 1
From
: "Nick Cox" <
[email protected]
>
st: Re: Re: Fama-MacBeth regressions
From
: "Subhankar Nayak" <
[email protected]
>
st: RE: translation between binary system and the decimal system.
From
: "Nick Cox" <
[email protected]
>
st: Re: Fama-MacBeth regressions
From
: "Michael Blasnik" <
[email protected]
>
Re: st: Slow STATA
From
:
[email protected]
(Richard Gates)
Re: st: translation between binary system and the decimal system.
From
: "Neil Shephard" <
[email protected]
>
st: Re: Fama-MacBeth regressions
From
: "Subhankar Nayak" <
[email protected]
>
st: translation between binary system and the decimal system.
From
: "Hans J. Baumgartner" <
[email protected]
>
st: translation between binary system and the decimal system.
From
: "Hans J. Baumgartner" <
[email protected]
>
st: Re: rfl
From
: "Dankwart Plattner" <
[email protected]
>
st: Fama-MacBeth regressions
From
: "Alex Edmans" <
[email protected]
>
st: translation between binary system and the decimal system.
From
: "Hans J. Baumgartner" <
[email protected]
>
Re: st: Can Stata estimate Mixed Fixed and Random (MFR) model?
From
: Michael Ingre <
[email protected]
>
RE: st: A continuous DV between 0 and 1
From
: "FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <
[email protected]
>
RE: st: Re: clonevar
From
: "Nick Cox" <
[email protected]
>
st: RE: RE: xpose or reshape
From
: "Nick Cox" <
[email protected]
>
Re: st: Re: clonevar
From
: Richard Williams <
[email protected]
>
st: Re: clonevar
From
: Christopher F Baum <
[email protected]
>
st: RE: RE: xpose or reshape
From
: "Nick Cox" <
[email protected]
>
st: Re: consecutive obs
From
: Christopher F Baum <
[email protected]
>
st: Re:consecutive obs
From
: Christopher F Baum <
[email protected]
>
st: RE: xpose or reshape
From
: "Nick Cox" <
[email protected]
>
Re: st: Time variable not regularly spaced
From
: "Neil Shephard" <
[email protected]
>
st: Re: rfl
From
: Christopher F Baum <
[email protected]
>
st: Can Stata estimate Mixed Fixed and Random (MFR) model?
From
: binh Nguyen <
[email protected]
>
st: Time variable not regularly spaced
From
: Socrates Mokkas <
[email protected]
>
st: RE: xpose or reshape
From
: "Nick Cox" <
[email protected]
>
st: RE: clonevar
From
: "Nick Cox" <
[email protected]
>
st: Re: Merge with "value labels" of same name but differnet contents
From
: Joseph Coveney <
[email protected]
>
st: RE: Merge with "value labels" of same name but differnet contents
From
: "Nick Cox" <
[email protected]
>
st: Merge with "value labels" of same name but differnet contents
From
: Jens Lauritsen - EpiData Association <
[email protected]
>
Re: st: Slow STATA
From
: Neil Shephard <
[email protected]
>
Re: st: Slow STATA
From
: Richard Williams <
[email protected]
>
Re: st: clonevar
From
: Richard Williams <
[email protected]
>
Re: st: clonevar
From
: Fred Wolfe <
[email protected]
>
Re: st: Slow STATA
From
: Richard Williams <
[email protected]
>
Re: st: clonevar
From
: Richard Williams <
[email protected]
>
st: clonevar
From
: Fred Wolfe <
[email protected]
>
st: xpose or reshape
From
: "Wallace, John" <
[email protected]
>
Re: st: Slow STATA
From
: "Clive Nicholas" <
[email protected]
>
Re: st: Slow STATA
From
: Richard Williams <
[email protected]
>
st: Re: Slow STATA
From
: Joseph Coveney <
[email protected]
>
Re: st: Slow STATA
From
: Richard Williams <
[email protected]
>
Re: st: Slow STATA
From
: "Clive Nicholas" <
[email protected]
>
st: Slow STATA
From
: "Wagner, Joseph" <
[email protected]
>
Re: st: RE: Rituals [was: Terminology for supposedly all-purpose summaries]
From
: Stas Kolenikov <
[email protected]
>
st: too small standard errors in Stata bivariate probit
From
: David K Evans <
[email protected]
>
Re: st: RE: Re: Data manipulation: how to keep only consecutive obs in an
From
: Roberto <
[email protected]
>
Re: st: RE: Rituals [was: Terminology for supposedly all-purpose summaries]
From
: Richard Williams <
[email protected]
>
st: RE: Re: Data manipulation: how to keep only consecutive obs in an
From
: "Nick Cox" <
[email protected]
>
RE: st: RE: Rituals [was: Terminology for supposedly all-purpose summaries]
From
: "Nick Cox" <
[email protected]
>
Re: st: RE: Rituals [was: Terminology for supposedly all-purpose summaries]
From
: Stas Kolenikov <
[email protected]
>
st: Re: Data manipulation: how to keep only consecutive obs in an unbalanced panel
From
: Roberto <
[email protected]
>
st: RE: Data manipulation: how to keep only consecutive obs in an unbalanced panel
From
: Roberto <
[email protected]
>
RE: st: using Stata's micombine command on a SAS-imputed dataset
From
: "Nick Cox" <
[email protected]
>
st: RE: Rituals [was: Terminology for supposedly all-purpose summaries]
From
: "Nick Cox" <
[email protected]
>
Re: st: Question about reg3/ivreg--endogeneity issue
From
: Stas Kolenikov <
[email protected]
>
st: Rituals [was: Terminology for supposedly all-purpose summaries]
From
: Stas Kolenikov <
[email protected]
>
st: RE: RE: Data manipulation: how to keep only consecutive obs in an unbalanced panel
From
: "Nick Cox" <
[email protected]
>
Re: st: Re: Re: ST: one-tailed test
From
: Richard Williams <
[email protected]
>
Re: st: Re: Re: ST: one-tailed test
From
: "Levy Lee" <
[email protected]
>
st: Re: one-tail test
From
: Christopher F Baum <
[email protected]
>
Re: st: Re: Re: ST: one-tailed test
From
: Richard Williams <
[email protected]
>
st: Re: RE: Re: Re: ST: one-tailed test
From
: "Levy Lee" <
[email protected]
>
st: RE: Re: Re: ST: one-tailed test
From
: "Nick Cox" <
[email protected]
>
Re: st: Re: ST: one-tailed test
From
: Richard Williams <
[email protected]
>
st: RE: Data manipulation: how to keep only consecutive obs in an unbalanced panel
From
: "Carter Ivan Rees" <
[email protected]
>
st: Re: Re: ST: one-tailed test
From
: "Levy Lee" <
[email protected]
>
Re: st: Question about reg3/ivreg--endogeneity issue
From
: "Mark Schaffer" <
[email protected]
>
st: Re: ST: one-tailed test
From
: "Eric Uslaner" <
[email protected]
>
st: Data manipulation: how to keep only consecutive obs in an unbalanced panel
From
: Roberto <
[email protected]
>
Re: st: using Stata's micombine command on a SAS-imputed dataset
From
: Fred Wolfe <
[email protected]
>
st: Question about reg3/ivreg--endogeneity issue
From
:
[email protected]
st: Terminology for supposedly all-purpose summaries
From
: "Nick Cox" <
[email protected]
>
st: using Stata's micombine command on a SAS-imputed dataset
From
: "G. ter Riet" <
[email protected]
>
Re: st: Osius-Rojek, Stukel's goodness of fit tests for Logistic Regression
From
: Jim Hancock <
[email protected]
>
st: BUG FIX: -rfl- 2.1 a recent files list for Stata available on SSC
From
: Dankwart Plattner <
[email protected]
>
st: Brief note on ANZ Stata Users meeting
From
: Philip Ryan <
[email protected]
>
Re: st: one sided test
From
: "Levy Lee" <
[email protected]
>
Re: st: one sided test
From
: Richard Williams <
[email protected]
>
st: Re: one sided test
From
: Joseph Coveney <
[email protected]
>
Re: st: Osius-Rojek, Stukel's goodness of fit tests for Logistic Regression
From
: "Alexander Severinsen" <
[email protected]
>
st: one sided test
From
: "Levy Lee" <
[email protected]
>
st: RE: Osius-Rojek, Stukel's goodness of fit tests for Logistic Regression
From
: "Maarten Buis" <
[email protected]
>
st: Osius-Rojek, Stukel's goodness of fit tests for Logistic Regression
From
:
[email protected]
Re: st: Problem of convergence
From
: "Dev Vencappa" <
[email protected]
>
Re: st: Problem of convergence
From
: Stas Kolenikov <
[email protected]
>
Re: st: RE: Log-Likelihood of Each Observation
From
: "Marc F. Bellemare" <
[email protected]
>
st: RE: Log-Likelihood of Each Observation
From
: "Maarten Buis" <
[email protected]
>
Re: st: Log-Likelihood of Each Observation
From
: Stas Kolenikov <
[email protected]
>
st: Log-Likelihood of Each Observation
From
: "Marc F. Bellemare" <
[email protected]
>
st: test for predictive accuracy
From
: "carambas" <
[email protected]
>
st: RE: HP Filter Weights -- Integers Only!?!
From
: "Nick Cox" <
[email protected]
>
st: HP Filter Weights -- Integers Only!?!
From
: Uwe Berberich <
[email protected]
>
st: Problem of convergence
From
: Rozilee Asid <
[email protected]
>
Re: st: Re: testing for cross-sectional independence
From
: Stas Kolenikov <
[email protected]
>
Re: st: Re; bootstrapping and time series
From
: Stas Kolenikov <
[email protected]
>
Re: st: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
st: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
st: Re: testing for cross-sectional independence
From
: Christopher F Baum <
[email protected]
>
st: Re; bootstrapping and time series
From
: Joseph Coveney <
[email protected]
>
Re: st: defining new colors or scheming too hard
From
: Bill Rising <
[email protected]
>
st: RE: calculation of sample size
From
: "Yulia Marchenko" <
[email protected]
>
Re: st: repeated time unbalanced panel data
From
: Daniel Lawson <
[email protected]
>
Re: st: repeated time unbalanced panel data
From
: Daniel Lawson <
[email protected]
>
st: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
Re: st: bootstrapping and time series
From
: Stas Kolenikov <
[email protected]
>
[no subject]
From
: Unknown
Re: st: defining new colors or scheming too hard
From
:
[email protected]
(Vince Wiggins, StataCorp)
Re: st: xtgls bug?
From
:
[email protected]
(Vince Wiggins, StataCorp)
RE: st: bootstrapping and time series
From
: "Nick Cox" <
[email protected]
>
Re: st: bootstrapping and time series
From
: Stas Kolenikov <
[email protected]
>
st: -concord- updated on SSC
From
: "Nick Cox" <
[email protected]
>
Re: st: pooled regression vs fixed panel regression
From
: Uwe Berberich <
[email protected]
>
st: Call for volunteers to test "continuous updating" (CUE) in ivreg2
From
: "Mark Schaffer" <
[email protected]
>
Re: st: xtgls bug?
From
: David Kantor <
[email protected]
>
Re: st: bootstrapping and time series
From
: "Mark Schaffer" <
[email protected]
>
st: xtgls bug?
From
: Jos Elkink <
[email protected]
>
Re: st: Design-based truncated regression
From
:
[email protected]
(Jeff Pitblado, StataCorp LP)
st: RE: First difference model for dynamic panel data xtabond2 xtivreg
From
: "Salvati, Jean" <
[email protected]
>
st: defining new colors or scheming too hard
From
: Bill Rising <
[email protected]
>
st: RE: RE: RE: A continuous DV between 0 and 1
From
: "Carter Ivan Rees" <
[email protected]
>
Re: st:
From
:
[email protected]
(Jeff Pitblado, StataCorp LP)
Re: st: bootstrapping and time series
From
:
[email protected]
(Jeff Pitblado, StataCorp LP)
st: RE: calculation of sample size
From
: "Yulia Marchenko" <
[email protected]
>
st: RE: pooled regression vs fixed panel regression,
From
: Fredrik Wilhelmsson <
[email protected]
>
st: Re:mailjunk
From
: Christopher F Baum <
[email protected]
>
st: Bivariate Tobit
From
: "Marc F. Bellemare" <
[email protected]
>
st: calculation of sample size
From
: "Aijing Shang" <
[email protected]
>
Re: st: pooled regression vs fixed panel regression
From
: "Levy Lee" <
[email protected]
>
RE: st: pooled regression vs fixed panel regression
From
: M Quagliariello <
[email protected]
>
st: pooled regression vs fixed panel regression
From
: "Levy Lee" <
[email protected]
>
st: bootstrapping and time series
From
: "Mark Schaffer" <
[email protected]
>
st: RE: RE: A continuous DV between 0 and 1
From
: "Nick Cox" <
[email protected]
>
RE: st: RE: resticting the sample?
From
: "Nick Cox" <
[email protected]
>
st: First difference model for dynamic panel data xtabond2 xtivreg
From
: Fredrik Wilhelmsson <
[email protected]
>
st: RE: Reference Category for Dummy Variables
From
: "David Harrison" <
[email protected]
>
Re: st: Windows executable updates
From
: "Syed Gillani" <
[email protected]
>
st: Saving the Observations used when Bootstrapping
From
: "Min Y. Tan" <
[email protected]
>
Re: st: Re: restricting the sample
From
: "Clive Nicholas" <
[email protected]
>
RE: st: RE: resticting the sample?
From
: "Clive Nicholas" <
[email protected]
>
Re: st: Windows executable updates
From
:
[email protected]
(Shannon Driver, StataCorp)
st: RE: A continuous DV between 0 and 1
From
: "Carter Ivan Rees" <
[email protected]
>
st: Reference Category for Dummy Variables
From
: "Carter Ivan Rees" <
[email protected]
>
re: st: A continuous DV between 0 and 1
From
: David Airey <
[email protected]
>
st: Design-based truncated regression
From
: Eric Sevigny <
[email protected]
>
Re: st: Pseudo R2 for XTprobit
From
: Stas Kolenikov <
[email protected]
>
Re: st: A continuous DV between 0 and 1
From
: Stas Kolenikov <
[email protected]
>
st: A continuous DV between 0 and 1
From
: "Kang, Eugene" <
[email protected]
>
Re: st: Windows executable updates
From
: "Syed Gillani" <
[email protected]
>
Re: st: RE: resticting the sample?
From
: Daniel Egan <
[email protected]
>
Re: st: Pseudo R2 for XTprobit
From
: Richard Williams <
[email protected]
>
Re: st: test for heterogeneity
From
: Stas Kolenikov <
[email protected]
>
Re: st: Pseudo R2 for XTprobit
From
: Uwe Berberich <
[email protected]
>
Re: st: Pseudo R2 for XTprobit
From
: Stas Kolenikov <
[email protected]
>
Re: st: sytems of equations and panel data
From
: Stas Kolenikov <
[email protected]
>
Re: st: Pseudo R2 for XTprobit
From
: Uwe Berberich <
[email protected]
>
RE: st: sytems of equations and panel data
From
: "jyotsna puri" <
[email protected]
>
st: sytems of equations and panel data
From
: Bayou Demeke <
[email protected]
>
Re: st: Pseudo R2 for XTprobit
From
: Stas Kolenikov <
[email protected]
>
Re: st: testing equality of covariance matrices
From
: May Boggess <
[email protected]
>
Re: st: xtreg y,re -last test not found-
From
:
[email protected]
(Vince Wiggins, StataCorp)
Re: st: Inappropriate use of list
From
: Richard Williams <
[email protected]
>
st: Pseudo R2 for XTprobit
From
: Uwe Berberich <
[email protected]
>
Re: st: Inappropriate use of list
From
: Marcello Pagano <
[email protected]
>
st: Re: xtreg, re on null model
From
: Christopher F Baum <
[email protected]
>
st: Re: restricting the sample
From
: Christopher F Baum <
[email protected]
>
st: Inappropriate use of list
From
: "Lachenbruch, Peter" <
[email protected]
>
st: RE: RE: RE: Sqaure root + the Hausman test
From
: "Nick Cox" <
[email protected]
>
Re: st: Instrumental Variables
From
: Stas Kolenikov <
[email protected]
>
st: test for heterogeneity
From
: "Anthony Moorman" <
[email protected]
>
Re: st: Instrumental Variables
From
: "Levy Lee" <
[email protected]
>
Re: st: Instrumental Variables
From
: jean ries <
[email protected]
>
RE: st: Instrumental Variables
From
: "Markiewicz, Agnieszka" <
[email protected]
>
Re: st: bootstrap time series
From
: Stas Kolenikov <
[email protected]
>
Re: st: Instrumental Variables
From
: Stas Kolenikov <
[email protected]
>
st: Instrumental Variables
From
: "Rodriguez, Maria Victoria" <
[email protected]
>
Re: st: the Hausman test
From
: "Mark Schaffer" <
[email protected]
>
st: RE: RE: Sqaure root + the Hausman test
From
: "Alexander Severinsen" <
[email protected]
>
st: RE: Sqaure root
From
: "Nick Cox" <
[email protected]
>
RE: st: RE: resticting the sample?
From
: "Nick Cox" <
[email protected]
>
Re: st: survival analysis vs ols
From
: "Maarten Buis" <
[email protected]
>
st: xtreg y,re "last test not found"
From
: Garry Anderson <
[email protected]
>
Re: st: Sqaure root
From
: "Eldin A. Leighton" <
[email protected]
>
Re: st: Sqaure root
From
: Philip Ryan <
[email protected]
>
st: bootstrap time series
From
: "Lok Wong" <
[email protected]
>
Re: st: RE: resticting the sample?
From
: "Michael S. Hanson" <
[email protected]
>
st: Sqaure root
From
:
[email protected]
Re: st: RE: resticting the sample?
From
: "Clive Nicholas" <
[email protected]
>
st: RE: resticting the sample?
From
: "Nick Cox" <
[email protected]
>
Re: st: resticting the sample?
From
: "Dimitriy V. Masterov" <
[email protected]
>
st: resticting the sample?
From
: Shuaizhang Feng <
[email protected]
>
st: RE: Fwd: Infix Command
From
: Doug Owens <
[email protected]
>
st: egen versus gen / generate with by
From
: Daniel Egan <
[email protected]
>
Re: st: Reversing an -update-
From
:
[email protected]
(Shannon Driver, StataCorp)
RE: st: cumulative average moving through time
From
: "Nick Cox" <
[email protected]
>
Re: st: cumulative average moving through time
From
:
[email protected]
Re: st: cumulative average moving through time
From
: David Kantor <
[email protected]
>
Re: st: cumulative average moving through time
From
: "Michael Blasnik" <
[email protected]
>
Re: st: cumulative average moving through time
From
: Daniel Lawson <
[email protected]
>
RE: st: cumulative average moving through time
From
: "Nick Cox" <
[email protected]
>
Re: st: Windows executable updates
From
:
[email protected]
Re: st: cumulative average moving through time
From
: Daniel Egan <
[email protected]
>
st: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
st: testing equality of covariance matrices
From
: Dan Rodriguez <
[email protected]
>
Re: st: Reversing an -update-
From
: Neil Shephard <
[email protected]
>
Re: st: cumulative average moving through time
From
: Daniel Lawson <
[email protected]
>
Re: st: Reversing an -update-
From
: Richard Williams <
[email protected]
>
st: Reversing an -update-
From
: "Renzo Comolli" <
[email protected]
>
Re: st: cumulative average moving through time
From
:
[email protected]
Re: st: repeated time unbalanced panel data
From
: Daniel Lawson <
[email protected]
>
st: cumulative average moving through time
From
: Daniel Egan <
[email protected]
>
Re: st: Re: St: Swamy-Tinsley algorithm.
From
:
[email protected]
st: Re: St: Swamy-Tinsley algorithm.
From
: "Michael Blasnik" <
[email protected]
>
st: repeated questions [was: RE: FW: repeated time unbalanced panel data]
From
: "Nick Cox" <
[email protected]
>
st: St: Swamy-Tinsley algorithm.
From
:
[email protected]
FW: st: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
st: FW: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
st: New version of -eclplot- on SSC
From
: Roger Newson <
[email protected]
>
st: Windows executable updates
From
:
[email protected]
(Vince Wiggins, StataCorp)
Re: st: Histogram Question About Placement of Bars
From
: "Alan Neustadtl" <
[email protected]
>
RE: st: Histogram Question About Placement of Bars
From
: "Nick Cox" <
[email protected]
>
st: outreg & sureg
From
: ABEL <
[email protected]
>
Re: st: Histogram Question About Placement of Bars
From
: "Oleg Badunenko, EUV" <
[email protected]
>
st: Histogram Question About Placement of Bars
From
: "Alan Neustadtl" <
[email protected]
>
Re: st: survival analysis vs ols
From
: =?UTF-8?B?Um9uw6FuIENvbnJveQ==?= <
[email protected]
>
Re: st: How to calculate intraclass correlation in STATA?
From
: Ron�n Conroy <
[email protected]
>
st: RE: How to calculate intraclass correlation in STATA?
From
: "Nick Cox" <
[email protected]
>
st: How to calculate intraclass correlation in STATA?
From
: samirkc <
[email protected]
>
st: complex (convoluted?) expansion of data
From
: "Clint Thompson" <
[email protected]
>
Re: st: survival analysis vs ols
From
: David Greenberg <
[email protected]
>
st: Stata and OpenMosix
From
: Henrik Stovring <
[email protected]
>
st: survival analysis vs ols
From
: "Zhu, Carolyn" <
[email protected]
>
st: Logistic and GEE distance learn.
From
: Marcello Pagano <
[email protected]
>
st: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
RE: st: Royston's mvis ado and version questions
From
: "Dave Purcell" <
[email protected]
>
RE: st: Royston's mvis ado and version questions
From
: Richard Williams <
[email protected]
>
RE: st: Royston's mvis ado and version questions
From
: "Dave Purcell" <
[email protected]
>
st: RE: Update for regpred2 ?
From
: "Nick Cox" <
[email protected]
>
st: Update for regpred2 ?
From
: Tom Prusa <
[email protected]
>
st: SSC Archive activity, September 2004
From
: Kit Baum <
[email protected]
>
st: RE: New package for easy handling of compressed datasets
From
: "Wallace, John" <
[email protected]
>
st: Xtregar interpretation
From
: Jeffrey Simons <
[email protected]
>
st: Lindsay Dratch/NY/FRS is out of the office.
From
:
[email protected]
RE: st: Can we change tick level for Y-axis?
From
: "Nick Cox" <
[email protected]
>
RE: st: Can we change tick level for Y-axis?
From
: "Lim, Nelson" <
[email protected]
>
st: Lindsay Dratch/NY/FRS is out of the office.
From
:
[email protected]
Re: st: data management help
From
: mnitkin <
[email protected]
>
st: Re: data management help
From
: Christopher F Baum <
[email protected]
>
st: Re: data management help
From
: Christopher F Baum <
[email protected]
>
RE: st: RE: matching 2 panel datasets
From
: "Nick Cox" <
[email protected]
>
st: New package for easy handling of compressed datasets
From
: Henrik Stovring <
[email protected]
>
st: Update to decomp (Blinder-Oaxaca wage decompositions)
From
: Ian Watson <
[email protected]
>
Re: st: data management help
From
: Ulrich Kohler <
[email protected]
>
Re: st: data management help
From
: Ulrich Kohler <
[email protected]
>
Re: st: data management help (fwd)
From
: SamL <
[email protected]
>
Re: st: data management help
From
: SamL <
[email protected]
>
Re: st: data management help
From
: mnitkin <
[email protected]
>
Re: st: data management help
From
: Richard Williams <
[email protected]
>
st: data management help
From
: mnitkin <
[email protected]
>
RE: st: RE: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
Re: st: RE: matching 2 panel datasets
From
: sarah smith <
[email protected]
>
Re: st: RE: matching 2 panel datasets
From
: Stas Kolenikov <
[email protected]
>
Re: st: RE: matching 2 panel datasets
From
: sarah smith <
[email protected]
>
st: RE: repeated time unbalanced panel data
From
: "Nick Cox" <
[email protected]
>
st: RE: matching 2 panel datasets
From
: "Nick Cox" <
[email protected]
>
st: matching 2 panel datasets
From
: sarah smith <
[email protected]
>
st: repeated time unbalanced panel data
From
: "Paulo Loureiro" <
[email protected]
>
RE: st: Can we change tick level for Y-axis?
From
: "Nick Cox" <
[email protected]
>
st: RE: RE: repeated time
From
: "Nick Cox" <
[email protected]
>
Re: The cube root of pi (was Re: st: GLLAMM help)
From
: Stas Kolenikov <
[email protected]
>
Re: st: GLLAMM help
From
: Stas Kolenikov <
[email protected]
>
The cube root of pi (was Re: st: GLLAMM help)
From
: "Clive Nicholas" <
[email protected]
>
RE: st: Can we change tick level for Y-axis?
From
: "Lim, Nelson" <
[email protected]
>
Re: st: GLLAMM help
From
: "Dana Shills" <
[email protected]
>
Re: st: Can we change tick level for Y-axis?
From
:
[email protected]
Re: st: GLLAMM help
From
: Stas Kolenikov <
[email protected]
>
[no subject]
From
: Unknown
st: GLLAMM help
From
: "Dana Shills" <
[email protected]
>
st: Can we change tick level for Y-axis?
From
: "Lim, Nelson" <
[email protected]
>
st: repeated time
From
: "Paulo Loureiro" <
[email protected]
>
st: RE: repeated time
From
: "Yaojun Li" <
[email protected]
>
st: repeated time
From
: "Paulo Loureiro" <
[email protected]
>
st: Frontier for multiple output distance functions
From
: Angelo Zago <
[email protected]
>
Re: st: FW: residuals after conditional fixed effects negative binomial regressi
From
: "maartenbuis" <
[email protected]
>
st: Re: probit and IV
From
: Christopher F Baum <
[email protected]
>
Re: st: Probit and IV
From
: Mark Schaffer <
[email protected]
>
Re: st: GLLAMM help
From
: Stas Kolenikov <
[email protected]
>
st: GLLAMM help
From
: "Dana Shills" <
[email protected]
>
Re: st: Probit and IV
From
: Stas Kolenikov <
[email protected]
>
Re: st: FW: residuals after conditional fixed effects negative binomial regression
From
: Stas Kolenikov <
[email protected]
>
st: Probit and IV
From
: Sumanta Mukherjee <
[email protected]
>
Re: st: merging panel datasets using more than one variable asmerging criteria
From
: "Dev Vencappa" <
[email protected]
>
Re: st: merging panel datasets
From
: Daniel Egan <
[email protected]
>
st: Re: merging panel datasets
From
: "Michael Blasnik" <
[email protected]
>
st: merging panel datasets
From
: "sarah smith" <
[email protected]
>
st: a bug in the new command kapci?
From
: Jose Maria Pacheco de Souza <
[email protected]
>
st: merging panel datasets using more than one variable as merging criteria
From
: "sarah smith" <
[email protected]
>
st: FW: residuals after conditional fixed effects negative binomial regression
From
: "Jose A. Aleman" <
[email protected]
>
[no subject]
From
: Unknown
st: Fwd: Infix Command
From
: "Rima Chakravarty" <
[email protected]
>
RE: st: Defining observation specific truncation points with truncreg
From
: Eric Sevigny <
[email protected]
>
st: RE: SARIMA in updated time-series library?
From
: "Nick Cox" <
[email protected]
>
st: Re: Fwd: Infix Command
From
: "Michael Blasnik" <
[email protected]
>
st: SARIMA in updated time-series library?
From
: atobias <
[email protected]
>
st: RE: Fwd: Infix Command
From
: "Nick Cox" <
[email protected]
>
st: Re: stata for unix
From
: Christopher F Baum <
[email protected]
>
st: Re: black graph
From
: Christopher F Baum <
[email protected]
>
st: Royston's mvis ado and version questions
From
: Damon Cann <
[email protected]
>
st: Re: ivgmmN -> ivreg2
From
: Christopher F Baum <
[email protected]
>
st: Re:versions in different directories and RTFM
From
: Christopher F Baum <
[email protected]
>
st: RE: RE: black graph
From
: "Nassar" <
[email protected]
>
st: Fwd: Infix Command
From
: "Rima Chakravarty" <
[email protected]
>
st: RE: black graph
From
: "Steichen, Thomas J." <
[email protected]
>
Re: st: What are the practical uses of the -offset- option?
From
: John Hendrickx <
[email protected]
>
st: RE: What are the practical uses of the -offset- option?
From
: "Nick Cox" <
[email protected]
>
st: What are the practical uses of the -offset- option?
From
: Joseph Coveney <
[email protected]
>
st: Frontier for multiple output distance functions
From
: Angelo Zago <
[email protected]
>
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