Re: st: New package -estparm- on SSC

[David Airey <david.airey@vanderbilt.edu>]

.

Neat! ON both accounts.

-Dave

On Apr 23, 2008, at 4:43 PM, Newson, Roger B wrote:

> Thanks to Kit Baum, a new package -estparm- is now available for
> download from SSC. In Stata, use the -ssc- command to do this.
>
> The -estparm- package is described as below on my website. It  
> contains 2
> modules, -estparm- and -estparmtest-. The -estparm- module is an
> estimation command, which acts as an inverse of -parmest-, inputting
> observations from a -parmest- resultsset to produce estimation  
> results,
> assuming that the parameters are independent. The -estparmtest- module
> calls -estparmtest- and then tests the equality of the parameters  
> using
> -test-. I have been using -estparmtest- to test for gene-environment
> interactions, ie inequalities of estimated environmental effects  
> between
> genetic subsets, when the estimated environmental effects for the
> different genetic subsets were stored in a -parmest- resultsset that I
> made earlier. Gene-environment interactions are thought by some
> scientists to be important things to test for.
>
> Best wishes
>
> Roger
>
>
> Roger B Newson
> Lecturer in Medical Statistics
> Respiratory Epidemiology and Public Health Group
> National Heart and Lung Institute
> Imperial College London
> Royal Brompton campus
> Room 33, Emmanuel Kaye Building
> 1B Manresa Road
> London SW3 6LR
> UNITED KINGDOM
> Tel: +44 (0)20 7352 8121 ext 3381
> Fax: +44 (0)20 7351 8322
> Email: r.newson@imperial.ac.uk
> Web page: www.imperial.ac.uk/nhli/r.newson/
> Departmental Web page:
> http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/pop
> genetics/reph/
>
> Opinions expressed are those of the author, not of the institution.
>
> ------------------------------------------------------------------------
> ------
> package estparm from http://www.imperial.ac.uk/nhli/r.newson/stata10
> ------------------------------------------------------------------------
> ------
>
> TITLE
>      estparm: Save results from a parmest resultsset and test equality
>
> DESCRIPTION/AUTHOR(S)
>      estparm is an inverse of parmest.  It inputs 2 or 3 variables in
>      the varlist, containing parameter estimates, standard errors, and
>      (optionally) degrees of freedom.  It saves a set of estimation
>      results for the parameters, assuming that the parameter estimates
>      are statistically independent.  estparmtest is an extended  
> version
>      of estparm, which also performs a chi-squared or F test of the
>      hypothesis that all these parameters are equal.  estparmtest can
> be
>      used for performing interaction tests, using data from regression
>      models for multiple subsets, stored in a parmest or parmby output
>      dataset (or resultsset).
>
>      Author: Roger Newson
>      Distribution-Date: 22april2008
>      Stata-Version: 10
>
> INSTALLATION FILES                                  (click here to
> install)
>      estparm.ado
>      estparm_p.ado
>      estparmtest.ado
>      estparm.sthlp
>      estparmtest.sthlp
> ------------------------------------------------------------------------
> ------
> (click here to return to the previous screen)
>
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