 |
Statalist archive (ordered by date)
(last updated Tue Jun 30 21:50:07 2009)
- RE: st: Stata 11 data format
- Re: st: Grouping records by a STRING datatype
- RE: st: adoupdate question
- st: Grouping records by a STRING datatype
- st: Linear expenditure system with NLSUR
- Re: st: match two datasets
- Re: st: match two datasets
- st: RE: Altering individual data markers in a graph
- RE: st: adoupdate question
- Re: st: Analyzing a subpopulation in Stata 10.1
- Re: st: match two datasets
- st: RE: Altering individual data markers in a graph
- st: RE: Altering individual data markers in a graph
- st: Re: Altering individual data markers in a graph
- st: Altering individual data markers in a graph
- RE: st: adoupdate question
- Re: st: AW: what does constant implies in fixed effect
- AW: st: AW: what does constant implies in fixed effect
- RE: st: adoupdate question
- RE: st: RE: Creating a Non-Self Mean & Proportions
- Re: st: AW: what does constant implies in fixed effect
- Re: st: AW: what does constant implies in fixed effect
- Re: st: help with installing ado files
- st: RE: help with installing ado files
- RE: st: adoupdate question
- Re: st: Survey variance estimates - large software differences
- Re: st: Survey variance estimates - large software differences
- st: AW: help with installing ado files
- st: AW: what does constant implies in fixed effect
- st: what does constant implies in fixed effect
- st: help with installing ado files
- RE: st: Stata 11 data format
- Re: st: Survey variance estimates - large software differences
- st: Survey variance estimates - large software differences
- Re: st: Standardization of Ordinal Variables and Polychoric PCA for Index
- Re: st: Fixed Effect Negative Binomial with all zero outcome
- RE: st: Analyzing a subpopulation in Stata 10.1
- Re: st: RE: RE: generate an error message if the wrong number of args is given following the args command
- Re: st: How to Plot Panel Data Models or Fitted Curves
- st: -gllapred, linpred- standard error for linear predictor
- st: AW: Adjusted R square & cluster
- AW: st: RE: Creating a Non-Self Mean & Proportions
- Re: st: RE: Creating a Non-Self Mean & Proportions
- Re: st: adoupdate question
- Re: st: Analyzing a subpopulation in Stata 10.1
- Re: st: adoupdate question
- st: Adjusted R square & cluster
- st: Suzanna Keller is out of the office.
- RE: st: Stata 11 data format
- RE: st: Stata 11 data format
- RE: st: RE: Stata 11 Announcement
- st: RE: Creating a Non-Self Mean & Proportions
- st: RE: RE: generate an error message if the wrong number of args is given following the args command
- st: adoupdate question
- st: RE: testing normalitt of data
- st: RE: pass quotes in a local macro
- st: RE: generate an error message if the wrong number of args is given following the args command
- RE: st: extracting matrix row to macro
- RE: st: re: factor analysis
- st: Re: RE: disagreement between xtreg and xtmixed outputs
- st: AW: disagreement between xtreg and xtmixed outputs
- st: RE: seemingly unrelated regression
- Re: st: Analyzing a subpopulation in Stata 10.1
- st: AW: disagreement between xtreg and xtmixed outputs
- Re: st: match two datasets
- Re: st: Time series differencing: Should I do both left AND righ hand side ?
- Re: st: re: factor analysis
- st: RE: disagreement between xtreg and xtmixed outputs
- [no subject]
- st: RE: seemingly unrelated regression
- st: generate an error message if the wrong number of args is given following the args command
- st: match two datasets
- st: How to Plot Panel Data Models or Fitted Curves
- st: AW: disagreement between xtreg and xtmixed outputs
- AW: AW: st: option error for rollreg function
- st: disagreement between xtreg and xtmixed outputs
- st: RE: Stata 11 Announcement
- Re: st: Fonts in Stata 11 graphs
- Re: st: Stata 11 data format
- Re: AW: st: option error for rollreg function
- Re: st: AW: RE: Parallel Stata Installations
- AW: st: option error for rollreg function
- Re: st: option error for rollreg function
- Re: st: Parallel Stata Installations
- st: RE: RE: AW: RE: Parallel Stata Installations
- st: RE: AW: RE: Parallel Stata Installations
- Fwd: st: Parallel Stata Installations
- RE: st: option error for rollreg function
- st: AW: RE: Parallel Stata Installations
- st: AW: option error for rollreg function
- st: RE: Parallel Stata Installations
- [no subject]
- st: seemingly unrelated regression
- st: Parallel Stata Installations
- st: AW: option error for rollreg function
- st: R: testing normalitt of data
- st: option error for rollreg function
- Re: st: Help with ice for imputing a categorical variable
- st: AW: testing normalitt of data
- Re: st: Analyzing a subpopulation in Stata 10.1
- st: Help with ice for imputing a categorical variable
- st: testing normalitt of data
- st: moving average in the error structure
- st: R: Speed up xtlogit
- st: Speed up xtlogit
- st: SVY command and 3-way contingency table analysis
- R: st: R: Extrapolated inferences and confidence intervals
- st: Svy logit using subpop and incorrect number of obs
- st: gllamm convergence problem
- st: RE: Re: RE: Re: RE: RE: R2 stats using statsby or parmby???
- st: Is there any way to specify initial values for xtmixed?
- Re: st: extracting matrix row to macro
- st: extracting matrix row to macro
- Re: st: RE: creating a text slide
- st: Re: lag endog variables as instruments in ivreg2
- st: lag endog variables as instruments in ivreg2
- st: Re: RE: Re: RE: RE: R2 stats using statsby or parmby???
- st: Re: RE: creating a text slide
- st: RE: Stata 11 data format
- st: RE: Stata 11 data format
- st: RE: creating a text slide
- st: Stata 11 data format
- st: RE: drawing a venn diagram
- st: creating a text slide
- st: drawing a venn diagram
- Re: st: RE: Re: RE: RE: R2 stats using statsby or parmby???
- RE: st: simple question about seemingly unrelated regression
- Re: st: RE: Hausman test for clustered random vs. fixed effects (again)
- Re: st: RE: Stata 11 Announcement
- st: RE: Re: RE: RE: R2 stats using statsby or parmby???
- Re: st: simple question about seemingly unrelated regression
- st: Re: RE: RE: R2 stats using statsby or parmby???
- st: Fonts in Stata 11 graphs
- st: simple question about seemingly unrelated regression
- st: seemingly unrelated regression
- st: RE: RE: R2 stats using statsby or parmby???
- Re: st: Analyzing a subpopulation in Stata 10.1
- st: Re: Date: Sat, 27 Jun 2009 12:35:33 -0700
- st: Date: Sat, 27 Jun 2009 12:35:33 -0700
- st: RE: Hausman test for clustered random vs. fixed effects (again)
- Re: RE: st: Stata 11 Announcement (statalist-digest V4 #3467)
- Re: st: re: factor analysis
- st: Re: tsset with xtivreg2
- Re: st: Time series differencing: Should I do both left AND righ hand side ?
- Re: st: re: factor analysis
- st: re: factor analysis
- Re: st: Time series differencing: Should I do both left AND righ hand side ?
- st: tsset with xtivreg2
- Re: st: AW: gllamm (poisson) execution time
- st: stata2mplus convert mac file name to PC file name
- st: Re: Code erroring out because of "no observations" - revisited
- st: RE: pass quotes in a local macro
- st: Re: RE: pass quotes in a local macro
- Re: st: Time series differencing: Should I do both left AND righ hand side ?
- st: Code erroring out because of "no observations" - revisited
- st: Re: Code erroring out because of "no observations" - revisited
- st: Re: pass quotes in a local macro
- st: Hausman test for clustered random vs. fixed effects (again)
- st: pass quotes in a local macro
- st: pass quotes in a local macro
- st: Re: Re: pass quotes in a local macro
- st: Re: pass quotes in a local macro
- st: Time series differencing: Should I do both left AND righ hand side ?
- st: Re: pass quotes in a local macro
- st: Yahoo! - Message d'absence
- st: pass quotes in a local macro
- Re: st: Stata 11 Announcement
- Re: st: Calulate first differences (of sorts)
- st: RE: Calulate first differences (of sorts)
- Re: st: Calulate first differences (of sorts)
- st: Calulate first differences (of sorts)
- st: RE: R2 stats using statsby or parmby???
- st: Question on correspondence analysis
- Re: st: Stata 11 Announcement
- RE: st: Analyzing a subpopulation in Stata 10.1
- Re: st: Problem with -estat endogenous- after -ivregress gmm- with time-series operators
- st: Re: FW: Code erroring out because of "no observations"
- Re: st: Text on graphs with categorical axis
- Re: st: Stata 11 Announcement
- Re: st: Analyzing a subpopulation in Stata 10.1
- Re: st: Problem with -estat endogenous- after -ivregress gmm- with time-series operators
- st: R2 stats using statsby or parmby???
- st: RE: Stata 11 Announcement
- st: Analyzing a subpopulation in Stata 10.1
- st: Maximum likelihood with loops
- st: Maximum likelihood with loops
- st: ancillary files of stcompadj
- Re: st: RE: Stata 11 Announcement
- st: Text on graphs with categorical axis
- st: Problem with -estat endogenous- after -ivregress gmm- with time-series operators
- Re: st: Stata 11 Announcement
- Re: st: Stata 11 Announcement
- RE: st: Stata 11 Announcement
- Re: st: Stata 11 Announcement
- st: Hausman Test
- Re: st: Stata 11 Announcement
- st: Endogenous switching regression: movestay
- Re: st: Stata 11 Announcement
- RE: st: Stata 11 Announcement (statalist-digest V4 #3467)
- st: RE: Stata 11 Announcement
- st: RE: generating new variables containing confidence intervals
- st: random effects on bibrobit
- st: generating new variables containing confidence intervals
- Re: st: Stata 11 Announcement
- st: RE: Stata 11 Announcement
- st: Stata 11 Announcement
- Re: st: Stata on Mac question
- Re: st: AW: gllamm (poisson) execution time
- st: Stata on Mac question
- Re: st: long invalid varname error on insheet
- st: long invalid varname error on insheet
- Re: st: nested clusters with svy command
- RE: st: Create an ado file which contains multiple mata functions
- st: Re: Code erroring out because of "no observations"
- st: Re: Code erroring out because of "no observations"
- Re: st: Code erroring out because of "no observations"
- st: RE: Code erroring out because of "no observations"
- st: Code erroring out because of "no observations"
- Re: st: How to adress the P-Value from regression output for further calculations?
- Re: st: macro and twoway graph
- st: Re: macro and twoway graph
- st: RE: matching percentiles technique
- st: macro and twoway graph
- st: Randomly Sample Data w/o replacement by a Variable
- Re: st: SV: How to restore dataset after preserve, but keep some specific variables?
- Re: st: AW: gllamm (poisson) execution time
- RE: st: AW: gllamm (poisson) execution time
- RE: st: AW: gllamm (poisson) execution time
- Re: st: How to restore dataset after preserve, but keep some specific variables?
- st: Create an ado file which contains multiple mata functions
- st: Creating a Non-Self Mean & Proportions
- st: SV: How to restore dataset after preserve, but keep some specific variables?
- st: First Canadian Stata Users Group Meeting - Toronto October 22,2009 - Call for papers
- st: How to restore dataset after preserve, but keep some specific variables?
- Re: st: How to adress the P-Value from regression output for further calculations?
- st: new command for the covariate-adjusted cumulative incidence
- Re: st: How to adress the P-Value from regression output for further calculations?
- st: How to adress the P-Value from regression output for further calculations?
- Re: st: R: Extrapolated inferences and confidence intervals
- st: what does lambda mean after treatment regression?
- st: matching percentiles technique
- st: AW: what does lambda mean after treatment regression?
- st: R: what does lambda mean after treatment regression?
- st: what does lambda mean after treatment regression?
- st: random effects on bibrobit
- st: nested clusters with svy command
- Re: st: bootstrapping xtmixed
- st: SSC archive updates
- Re: st: bootstrapping xtmixed
- st: RE: programming loop local question
- st: Re: programming loop local question
- st: programming loop local question
- st: Re: RE: bootstrapping xtmixed
- st: Re: "Structural" break tests for non-time series data??
- st: RE: bootstrapping xtmixed
- st: "Structural" break tests for non-time series data??
- st: bootstrapping xtmixed
- Re: st: RE: confirm a variable is an identifiant
- Re: st: confirm a variable is an identifiant
- Re: st: confirm a variable is an identifiant
- st: RE: confirm a variable is an identifiant
- st: confirm a variable is an identifiant
- st: R: Extrapolated inferences and confidence intervals
- Re: st: Extrapolated inferences and confidence intervals
- RE: st: AW: moulton factor correction
- AW: st: AW: moulton factor correction
- st: RE: Model selection using AIC/BIC and other information criteria
- RE: st: AW: moulton factor correction
- AW: st: AW: moulton factor correction
- Re: st: Extrapolated inferences and confidence intervals
- st: STATISTICIAN JOB OPENING
- RE: st: AW: moulton factor correction
- AW: st: AW: moulton factor correction
- st: R 2000 error with mim:svy:logit
- st: Extrapolated inferences and confidence intervals
- RE: st: AW: moulton factor correction
- AW: st: AW: moulton factor correction
- st: Please give proper references and attributions
- RE: st: AW: moulton factor correction
- Re: st: AW: moulton factor correction
- st: RE: AW: moulton factor correction
- st: London short course: Programming & other techniques to make your life easier
- st: AW: moulton factor correction
- Re: st: AW: gllamm (poisson) execution time
- st: moulton factor correction
- RE: st: how to get marginal effect when dependent variable has ln function?
- st: update -ldecomp-
- st: new package proprcspline available
- Re: st: AW: Data transfer woes
- st: AW: Data transfer woes
- st: AW: gllamm (poisson) execution time
- st: Data transfer woes
- st: Standardization of Ordinal Variables and Polychoric PCA for Index
- st: gllamm (poisson) execution time
- st: Fixed Effect Negative Binomial with all zero outcome
- st: RE: Interpreting Poisson output
- Re: st: Analyze a subpopulation of survey data in Stata 10.1
- RE: st: Model selection using AIC/BIC and other information criteria
- RE: st: Model selection using AIC/BIC and other information criteria
- Re: st: Model selection using AIC/BIC and other information criteria
- st: Interpreting Poisson output
- st: Model selection using AIC/BIC and other information criteria
- st: Analyze a subpopulation of survey data in Stata 10.1
- Re: st: How to get residuals after ologit?
- Re: st: Re: retrieving names of regressors to display for post estimation output
- Re: st: how to get marginal effect when dependent variable has ln function?
- st: Re: retrieving names of regressors to display for post estimation output
- RES: st: RES: Problem with shp2dta.
- st: Re: retrieving names of regressors to display for post estimation output
- Re: st: RE: AW: rounding a tempvar
- st: retrieving names of regressors to display for post estimation output
- Re: st:how to get marginal effect when dependent variable has ln function?
- st: RE: AW: rounding a tempvar
- st:how to get marginal effect when dependent variable has ln function?
- RE: st: Error-bars---again
- Re: st: File cannot be save error message. Problem with xml_tab and log using.
- Re: st: comparing multiple means with survey data
- st: AW: rounding a tempvar
- st: Error-bars---again
- Re: st: File cannot be save error message. Problem with xml_tab and log using.
- st: AW: rounding a tempvar
- st: rounding a tempvar
- st: AW: How to get residuals after ologit?
- Re: st: File cannot be save error message. Problem with xml_tab and log using.
- st: How to get residuals after ologit?
- Re: st: how to get marginal effect when dependent variable has ln function?
- Re: st: File cannot be save error message. Problem with xml_tab and log using.
- st: Help needed for three-step FGLS estimation
- st: how to get marginal effect when dependent variable has ln function?
- [no subject]
- st: Interaction terms in zero-truncated negative binomal models
- st: AW: R: counterfactual model based on propensity score
- Re: st: RES: Problem with shp2dta.
- Re: st: File cannot be save error message. Problem with xml_tab and log using.
- st: R: counterfactual model based on propensity score
- st: RES: Problem with shp2dta.
- st: comparing multiple means with survey data
- RE: st: File cannot be save error message. Problem with xml_tab and log using.
- Re: st: deleting spaces in a string file
- RE: st: Predicting multiple slopes with xtmixed
- st: deleting spaces in a string file
- Re: st: deleting spaces in a string file
- Re: R: st: Bootstrapping new observations to add to an existing dataset
- R: R: st: Bootstrapping new observations to add to an existing dataset
- st: Predicting multiple slopes with xtmixed
- Re: st: Re: where is mata ghalton() defined?
- Re: R: st: Bootstrapping new observations to add to an existing dataset
- st: psmatch2 and several neighbors
- st: RE: Re: Extended missing values from -destring-
- st: File cannot be save error message. Problem with xml_tab and log using.
- Re: R: st: Bootstrapping new observations to add to an existing dataset
- st: Problem with shp2dta.
- R: st: Bootstrapping new observations to add to an existing dataset
- RE: st: AW: RE: AW: Big set of 1x1 matrices into scalar - how to do fast?
- Re: st: DHS Ghana merging question
- st: Re: Extended missing values from -destring-
- st: R: AW: R: RE: rowmean within a loop
- Re: st: DHS Ghana merging question
- st: Extended missing values from -destring-
- Re: st: AW: RE: AW: Big set of 1x1 matrices into scalar - how to do fast?
- st: dropping one unit at a time for test
- st: AW: dropping one unit at a time for test
- AW: st: Bootstrapping new observations to add to an existing dataset
- Re: st: Bootstrapping new observations to add to an existing dataset
- st: AW: R: RE: rowmean within a loop
- st: R: RE: rowmean within a loop
- RE: st: Bootstrapping new observations to add to an existing dataset
- AW: st: Bootstrapping new observations to add to an existing dataset
- Re: st: Bootstrapping new observations to add to an existing dataset
- st: RE: rowmean within a loop
- st: AW: rowmean within a loop
- st: rowmean within a loop
- Re: st: regression sample size
- Re: AW: st: AW: beta coefficients for interaction terms
- st: AW: RE: AW: Big set of 1x1 matrices into scalar - how to do fast?
- st: RE: AW: Big set of 1x1 matrices into scalar - how to do fast?
- Re: st: RE: Re: fpower
- Re: st: how to get marginal effect when dependent variable has ln function?
- Re: AW: st: AW: beta coefficients for interaction terms
- st: AW: question about indeplist
- st: AW: AW: Using "esttab" for tables: How to drop the zero in front of numbers smaller than one?
- st: AW: Bootstrapping new observations to add to an existing dataset
- st: AW: Using "esttab" for tables: How to drop the zero in front of numbers smaller than one?
- st: R: Bootstrapping new observations to add to an existing dataset
- st: Bootstrapping new observations to add to an existing dataset
- st: Re: where is mata ghalton() defined?
- st: Using "esttab" for tables: How to drop the zero in front of numbers smaller than one?
- st: RE: Re: fpower
- st: Re: fpower
- st: fpower
- st: RE: RE: RE: AW: Rank transformation
- st: RE: RE: AW: Rank transformation
- st: where is mata ghalton() defined?
- Re: st: re: beta coefficients for interaction terms
- st: Re: RE: AW: Rank transformation
- st: computing expected values for GLM with nbreg
- st: RE: RE: AW: Rank transformation
- st: RE: AW: Rank transformation
- Re: AW: st: re: beta coefficients for interaction terms
- st: AW: Listing data in a user-defined layout
- st: Listing data in a user-defined layout
- AW: st: re: beta coefficients for interaction terms
- Re: st: re: beta coefficients for interaction terms
- AW: st: how to get marginal effect when dependent variable has ln function?
- Re: st: how to get marginal effect when dependent variable has ln function?
- st: re: beta coefficients for interaction terms
- st: re:
- AW: st: Reshape and Changing Data
- RE: st: AW: Reshape and Changing Data
- RE: st: Reshape and Changing Data
- st: AW: re: beta coefficients for interaction terms
- st: AW: Rank transformation
- st: AW: how to get marginal effect when dependent variable has ln function?
- st: Rank transformation
- Re: st: Reshape and Changing Data
- st: AW: Reshape and Changing Data
- st: re: beta coefficients for interaction terms
- st: Reshape and Changing Data
- Re: AW: st: AW: beta coefficients for interaction terms
- Re: AW: st: AW: beta coefficients for interaction terms
- st: DHS Ghana merging question
- Re: AW: st: AW: beta coefficients for interaction terms
- Re: AW: st: AW: beta coefficients for interaction terms
- st: Re: computing expected values for GLM with nbreg
- st: how to get marginal effect when dependent variable has ln function?
- st: Re: fpower
- AW: AW: st: AW: dropped interaction terms from FE model
- st: computing expected values for GLM with nbreg
- st: Re: fpower
- st: fpower
- Re: st: regression sample size
- Re: st: regression sample size
- Re: AW: st: AW: beta coefficients for interaction terms
- Re: AW: st: AW: beta coefficients for interaction terms
- Re: st: how to select all the numerical variable
- Re: st: how to select all the numerical variable
- Re: AW: st: AW: beta coefficients for interaction terms
- Re: AW: st: AW: beta coefficients for interaction terms
- RE: st: how to select all the numerical variable
- st: regression sample size
- st: Re: How do I keep the same sample size without deleting cases?
- RE: st: How do I keep the same sample size without deleting cases?
- st: How do I keep the same sample size without deleting cases?
- st: How do I keep the same sample size without deleting cases?
- Re: st: Re: Re: no observation in while-loop
- Re: st: Re: Re: no observation in while-loop
- Re: st: Re: Re: no observation in while-loop
- Re: st: Re: Re: no observation in while-loop
- st: Re: Re: no observation in while-loop
- Re: st: no observation in while-loop
- st: Re: no observation in while-loop
- st: Re: no observation in while-loop
- st: no observation in while-loop
- st: re: Re: how to select all the numerical variable
- st: Re: how to select all the numerical variable
- st: Re: how to select all the numerical variable
- st: Re: how to select all the numerical variable
- st: how to select all the numerical variable
- st: AW: Big set of 1x1 matrices into scalar - how to do fast?
- st: Big set of 1x1 matrices into scalar - how to do fast?
- Re: AW: st: growth curve model with weights
- st: AW: Robust standard errors and t-values with xtfevd
- st: R: AW: R: counterfactual model
- Re: st: growth curve model with weights
- AW: st: growth curve model with weights
- st: AW: Robust standard errors and t-values with xtfevd
- st: AW: R: counterfactual model
- st: Robust standard errors and t-values with xtfevd
- st: R: counterfactual model
- st: AW: counterfactual model
- st: counterfactual model
- Re: st: re: Is There a User-Written Command for Boosted Regression that is Mac Compatible?
- st: R: Can I Use Rate Ratios to Compare Two "Disease" Outcomes?
- st: Re: Choosing cut offs to maximize ROC
- st: Choosing cut offs to maximize ROC
- Re: st: Getting rid of line-breaks in Data
- Re: st: Getting rid of line-breaks in Data
- st: RE: re: logistic function
- st: Re: interaction terms in xtgee f(nb). interpretations incorrect???
- Re: AW: st: AW: lincom
- Re: st: growth curve model with weights
- Re: st: growth curve model with weights
- Re: st: RE: re: Re: Suppressing the Constant in the First Stage with ivreg2
- Re: st: re: logistic function
- Re: st: growth curve model with weights
- RE: st: growth curve model with weights
- st: re: logistic function
- Re: st: re: logistic function
- st: AW: re: logistic function
- st: re: logistic function
- st: RE: re: logistic function
- st: re: logistic function
- st: AW: Logistic function
- Re: st: Endogeneity in multivariate probit!
- st: Logistic function
- RE: st: growth curve model with weights
- st: AW: re: Program for OLS regression coefficients using weights
- st: RE: re: Re: Suppressing the Constant in the First Stage with ivreg2
- st: re: Program for OLS regression coefficients using weights
- st: re: lincom
- AW: st: AW: lincom
- st: AW: Testing the Equality of Coefficients Across Two xtabond Arellano-Bond Regressions
- st: Testing the Equality of Coefficients Across Two xtabond Arellano-Bond Regressions
- st: re: Re: Suppressing the Constant in the First Stage with ivreg2
- Re: st: AW: lincom
- st: AW: Program for OLS regression coefficients using weights
- st: Program for OLS regression coefficients using weights
- st: Stats for model fit - metareg
- Re: st: Mata "no room to add more symbols" error
- RE: st: growth curve model with weights
- st: AW: R: lincom
- RE: AW: st: AW: dropped interaction terms from FE model
- st: RE: AW: lincom
- st: R: lincom
- st: AW: lincom
- Re: st: lincom
- st: lincom
- st: please help: -biprobit- initial values not feasible- r(1400)
- st: please help: -biprobit- initial values not feasible- r(1400)
- Re: st: RE: Possible to change the working directory automatically (for instances when work is done on different computers)?
- st: RE: WinEdt and Stata Commands/Keywords
- st: Model selection - metareg
- st: Getting rid of line-breaks in Data
- st: interaction terms in xtgee f(nb). interpretations incorrect???
- st: Can I Use Rate Ratios to Compare Two "Disease" Outcomes?
- Re: st: Possible to change the working directory automatically (for instances when work is done on different computers)?
- Re: st: Possible to change the working directory automatically (for instances when work is done on different computers)?
- st: RE: Possible to change the working directory automatically (for instances when work is done on different computers)?
- Re: st: Possible to change the working directory automatically (for instances when work is done on different computers)?
- st: WinEdt and Stata Commands/Keywords
- st: Possible to change the working directory automatically (for instances when work is done on different computers)?
- Re: st: dropping one unit at a time
- Re: st: dropping one unit at a time
- AW: st: AW: dropped interaction terms from FE model
- st: dropping one unit at a time
- st: Mata "no room to add more symbols" error
- Re: st: Re: Suppressing the Constant in the First Stage with ivreg2
- st: RE: Re: Breusch-Pagan LM test for Random Effect
- st: Re: Breusch-Pagan LM test for Random Effect
- st: Breusch-Pagan LM test for Random Effect
- AW: st: AW: heteroscedasticity in panel data (Huber-White robust standard errors)
- st: AW: dropped interaction terms from FE model
- st: AW: DHS Ghana anthropometry
- st: AW: heteroscedasticity in panel data (Huber-White robust standard errors)
- st: dropped interaction terms from FE model
- st: heteroscedasticity in panel data (Huber-White robust standard errors)
- st: RE: Displaying percentages from -tabstat- results
- st: RE: DHS Ghana anthropometry
- st: DHS Ghana anthropometry
- st: Displaying percentages from -tabstat- results
- Re: st: xtreg using independent variables from previous wave
- Re: st: FW: RE: RE: AW: Splitting panel in 3 groups: gen byte
- RE: st: growth curve model with weights
- st: RE: How to graph interactions after regression
- Re: st: growth curve model with weights
- st: AW: rowtotal & adding columns
- Re: st: How to graph interactions after regression
- st: AW: How to graph interactions after regression
- st: rowtotal & adding columns
- st: How to graph interactions after regression
- Re: st: growth curve model with weights
- st: FW: RE: RE: AW: Splitting panel in 3 groups: gen byte
- st: Re: float function question
- st: re: passing optional arguments to functions in Mata
- st: AW: Stata ivreg2 question
- st: Stata ivreg2 question
- st: RE: AW: float function question
- st: RE: RE: AW: Splitting panel in 3 groups: gen byte
- st: Re: Suppressing the Constant in the First Stage with ivreg2
- st: Re: qvf command
- st: AW: Splitting panel in 3 groups: gen byte
- st: RE: AW: Splitting panel in 3 groups: gen byte
- st: AW: Splitting panel in 3 groups: gen byte
- st: AW: Splitting panel in 3 groups: gen byte
- st: Splitting panel in 3 groups: gen byte
- Re: st: [Non Stata] Testing nested models with clustering
- st: AW: float function question
- st: AW: qvf command
- st: RE: float function question
- Re: st: float function question
- st: qvf command
- st: float function question
- RE: st: Re: standard error and significance
- Re: st: Re: standard error and significance
- st: Re: standard error and significance
- st: standard error and significance
- st: Re: years and ages in variables
- RE: Re: st: passing optional arguments to functions in Mata
- st: years and ages in variables
- Re: st: passing optional arguments to functions in Mata
- st: passing optional arguments to functions in Mata
- Re: st: [Non Stata] Testing nested models with clustering
- Re: st: growth curve model with weights
- RE: st: RE: Computing and allocating time intervals in a widedataset
- RE: st: RE: Computing and allocating time intervals in a widedataset
- Re: st: RE: Computing and allocating time intervals in a wide dataset
- Re: st: growth curve model with weights
- st: growth curve model with weights
- st: AW: Question about Stata
- Re: st: Question about Stata
- st: Question about Stata
- RE: st: The dependent variable is a multi-proportion in actual values
- RE: st: The dependent variable is a multi-proportion in actual values
- Re: st: [Non Stata] Testing nested models with clustering
- Re: st: [Non Stata] Testing nested models with clustering
- Re: st: generating correlated data
- st: Suppressing the Constant in the First Stage with ivreg2
- st: [Non Stata] Testing nested models with clustering
- Re: st: generating correlated data
- st: RE: Re: Boxplot w/ 2nd y-axis and mean overlay (statalist-digest V4 #3456)
- RE: st: The dependent variable is a multi-proportion in actual values
- Re: st: Competing risk life table. Cumulative failures do not add up for different causes of failure...
- Re: st: RE: Re: Lags and panel data
- Re: st: xtreg using independent variables from previous wave
- RE: st: help with my simple integration command in mata
- Re: st: Re: Generating index numbers with panel data in long format
- st: RE: RE: RE: Choosing control variables in survival analysis
- AW: st: Re: overlay option for predxcon
- st: RE: RE: Choosing control variables in survival analysis
- Re: st: Re: Generating index numbers with panel data in long format
- st: Re: overlay option for predxcon
- st: overlay option for predxcon
- Re: st: Re: upper function within the loop
- st: help with my simple integration command in mata
- st: Re: upper function within the loop
- Re: st: Re: Generating index numbers with panel data in long format
- st: Re: upper function within the loop
- Re: st: upper function within the loop
- Re: st: Re: Generating index numbers with panel data in long format
- st: upper function within the loop
- Re: st: Question regarding results saved in e() after xtreg, fe
- st: xtreg using independent variables from previous wave
- st: RE: Re: Lags and panel data
- st: Re: Generating index numbers with panel data in long format
- st: Generating index numbers with panel data in long format
- Re: st: Question regarding results saved in e() after xtreg, fe
- st: RE: Clustering with missing values
- st: Re: Lags and panel data
- st: Lags and panel data
- st: RE: The dependent variable is a multi-proportion in actual values
- Re: st: 2 issues with 64-bit Stata on Mac OS X
- st: Re: Boxplot w/ 2nd y-axis and mean overlay (statalist-digest V4 #3456)
- Re: st: 2 issues with 64-bit Stata on Mac OS X
- RE: st: Imputing values from bracketed responses
- Re: st: ststa
- st: RE: ststa
- st: ststa
- st: Question regarding results saved in e() after xtreg, fe
- st: 2 issues with 64-bit Stata on Mac OS X
- Re: st: The dependent variable is a multi-proportion in actual values
- Re: st: Imputing values from bracketed responses
- st: RE: AW: RE: Re: RE: generating correlated binary data
- Re: st: Competing risk life table. Cumulative failures do not add up for different causes of failure...
- Re: st: generating correlated data
- Re: st: generating correlated data
- st: RE: Re: Boxplot w/ 2nd y-axis and mean overlay
- st: AW: RE: Re: RE: generating correlated binary data
- st: RE: Re: RE: generating correlated binary data
- [no subject]
- Re: st: Working with DHS for Ghana Year 2003
- st: Re: RE: generating correlated binary data
- Re: st: Working with DHS for Ghana Year 2003
- st: RE: generating correlated binary data
- Re: st: Working with DHS for Ghana Year 2003
- Re: st: The dependent variable is a multi-proportion in actual values
- Re: st: generating correlated data
- st: generating correlated data
- Re: cltest and xtcltest: testing for the presence of clustering
- Re: cltest and xtcltest: testing for the presence of clustering
- cltest and xtcltest: testing for the presence of clustering
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: Randomly selecting variables in panel, collapsing, and simulating
- st: Re: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: tsline if tin error
- st: Adjusted R square
- st: generating correlated binary data
- st: Randomly selecting variables in panel, collapsing, and simulating
- Re: st: Re: tsline if tin error
- RE: st: The dependent variable is a multi-proportion in actual values
- Re: st: Re: tsline if tin error
- st: Re: Re: tsline if tin error
- Re: st: Re: tsline if tin error
- st: Re: tsline if tin error
- st: Re: Tabulation/Frequency advice, please
- st: tsline if tin error
- st: Tabulation/Frequency advice, please
- st: Convergence failed to get starting values in MVTOBIT model
- st: Re: Boxplot w/ 2nd y-axis and mean overlay
- st: Competing risk life table. Cumulative failures do not add up for different causes of failure...
- RE: st: -MVNP- Coefficient Estimates. How to standardize coefficients?
- st: RE: question for listserve
- st: Boxplot w/ 2nd y-axis and mean overlay
- st: hettest with weights
- Re: st: -MVNP- Coefficient Estimates. How to standardize coefficients?
- st: Clustering with missing values
- Re: Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- Re: st: question for listserve
- st: AW: question for listserve
- st: question for listserve
- Re: st: The dependent variable is a multi-proportion in actual values
- Re: st: Working with DHS for Ghana Year 2003
- st: AW: The dependent variable is a multi-proportion in actual values
- st: The dependent variable is a multi-proportion in actual values
- Re: st: fixed effects with xtreg
- RE: st: graph hbox [with a discursus on intuition]
- st: fixed effects with xtreg
- st: two endogenous variables
- Re: st: Working with DHS for Ghana Year 2003
- RE: st: -MVNP- Coefficient Estimates. How to standardize coefficients?
- Re: st: Re: my SVY JACKKNIFE is very slow
- st: my SVY JACKKNIFE is very slow
- st: Re: my SVY JACKKNIFE is very slow
- Re: st: smcl files-txt files
- Re: st: RE: smcl files-txt files
- Re: st: graph hbox
- st: my SVY JACKKNIFE is very slow
- Re: st: Re: single sample pre/post comparison of proportions
- Re: st: graph hbox
- st: Re: graph hbox
- st: -MVNP- Coefficient Estimates. How to standardize coefficients?
- st: graph hbox
- Re: st: smcl files-txt files
- Re: st: RE: smcl files-txt files
- st: Re: Introduction to Stata Programming
- Re: st: RE: smcl files-txt files
- Re: st: smcl files-txt files
- Re: st: Working with DHS for Ghana Year 2003
- Re: st: Re: single sample pre/post comparison of proportions
- st: RE: smcl files-txt files
- Re: st: Re: single sample pre/post comparison of proportions
- st: smcl files-txt files
- st: Introduction to Stata Programming
- st: Working with DHS for Ghana Year 2003
- RE: st: test difference in quintiles
- st: AW: RE: dropping observation
- AW: st: test difference in quintiles
- st: Imputing values from bracketed responses
- RE: st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical values when there are more than 2 endogenous variables that are likely weak
- Re: st: Re: single sample pre/post comparison of proportions
- RE: st: test difference in quintiles
- st: RE: dropping observation
- Re: st: Re: single sample pre/post comparison of proportions
- Re: st: Re: single sample pre/post comparison of proportions
- st: Re: single sample pre/post comparison of proportions
- st: single sample pre/post comparison of proportions
- Re: st: RE: dropping observation
- st: RE: Omega statistic
- Re: st: RE: RE: RE: Omega statistic
- RE: st: RE: dropping observation
- Re: st: RE: dropping observation
- Re: st: RE: dropping observation
- st: RE: RE: dropping observation
- Re: st: RE: dropping observation
- st: RE: dropping observation
- st: RE: dropping observation
- st: dropping observation
- Re: st: test difference in quintiles
- Re: st: test difference in quintiles
- st: RE: RE: RE: Omega statistic
- st: RE: RE: Omega statistic
- st: RE: Choosing control variables in survival analysis
- st: RE: Omega statistic
- st: Omega statistic
- st: Choosing control variables in survival analysis
- st: How to interpret a propensity matching result (log-transformation)?
- Re: st: test difference in quintiles
- AW: st: test difference in quintiles
- Re: st: test difference in quintiles
- Re: st: test difference in quintiles
- st: AW: RE: AW: levpredict
- st: RE: AW: levpredict
- st: test difference in quintiles
- st: AW: levpredict
- AW: st: Need to Title a Second Y-Axis...
- RE: st: Need to Title a Second Y-Axis...
- AW: st: Need to Title a Second Y-Axis...
- st: levpredict
- st: RE: AW: Need to Title a Second Y-Axis...
- Re: st: Need to Title a Second Y-Axis...
- st: AW: Need to Title a Second Y-Axis...
- Re: st: AW: nlsur_elasticity estimates
- st: Need to Title a Second Y-Axis...
- st: AW: nlsur_elasticity estimates
- Re: st: RE: Graphics with averages of variables (over other variables)
- st: nlsur_elasticity estimates
- st: AW: AW: Graphics with averages of variables (over other variables)
- st: RE: Graphics with averages of variables (over other variables)
- st: AW: Graphics with averages of variables (over other variables)
- st: Graphics with averages of variables (over other variables)
- Re: st: Interpretation of Curvilinear Effects
- Re: st: problem with macro in a loop
- st: RE: problem with macro in a loop
- Re: st: problem with macro in a loop
- st: AW: problem with macro in a loop
- st: problem with macro in a loop
- Re: st: Interpretation of Curvilinear Effects
- Re: st: AW: Test for serial correlation in TSCS data: pooled Lagrange test vs. xtserial command
- RE: st: Testing IIA assumption with micombine mlogit command
- Re: st: Interpretation of Curvilinear Effects
- st: Adjusted R square
- Re: st: Interpretation of Curvilinear Effects
- Re: st: RE: Computing and allocating time intervals in a wide dataset
- Re: st: Testing IIA assumption with micombine mlogit command
- Re: st: Interpretation of Curvilinear Effects
- Re: st: Log Normality of Dependentvar
- Re: st: Testing IIA assumption with micombine mlogit command
- Re: st: Interpretation of Curvilinear Effects
- st: Simple and free webb based data collection
- st: Testing IIA assumption with micombine mlogit command
- Re: st: Interpretation of Curvilinear Effects
- st: Interpretation of Curvilinear Effects
- st: RE: Computing and allocating time intervals in a wide dataset
- Re: st: AW: Robust vs Cluster errors using xtreg fe in Stata10
- Re: st: Finding the roots (zeros) of an equation with stata
- Re: st: Finding the roots (zeros) of an equation with stata
- Re: st: OpenCL in Snow Leopard
- st: Finding the roots (zeros) of an equation with stata
- Re: st: AW: Robust vs Cluster errors using xtreg fe in Stata10
- Re: st: AW: Robust vs Cluster errors using xtreg fe in Stata10
- Re: st: Delta method using Mata
- Re: st: simulation
- st: simulation
- st: AW: simulation
- Re: st: stata
- st: AW: stata
- st: stata
- Re: st: AW: Using date locals with -tin()-
- Re: st: Delta method using Mata
- AW: st: AW: Robust vs Cluster errors using xtreg fe in Stata10
- Re: st: AW: Robust vs Cluster errors using xtreg fe in Stata10
- st: AW: Robust vs Cluster errors using xtreg fe in Stata10
- st: Marginal Effects in Tobit witih Interactions
- st: Delta method using Mata
- st: Robust vs Cluster errors using xtreg fe in Stata10
- st: AW: Using date locals with -tin()-
- st: Using date locals with -tin()-
- RE: st: Adjusted Kaplan-Meier curves
- st: OpenCL in Snow Leopard
- RE: st: Adjusted Kaplan-Meier curves
- RE: st: Adjusted Kaplan-Meier curves
- st: SUG Australia and New Zealand 2009
- RE: st: Adjusted Kaplan-Meier curves
- Re: st: Adjusted Kaplan-Meier curves
- st: Xtprobit pa
- st: AW: Computing and allocating time intervals in a wide dataset
- st: Computing and allocating time intervals in a wide dataset
- st: RE: data
- st: data
- st: AW: generating a variable with correlations
- st: generating a variable with correlations
- Re: st: AW: pwcorr with more than one "star-level"
- st: AW: pwcorr with more than one "star-level"
- RE: st:ordering variables in output of --outreg2-command
- st: AW: pwcorr with more than one "star-level"
- Re: st:ordering variables in output of --outreg2-command
- st: pwcorr with more than one "star-level"
- Re: st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical
- RE: st: Log Normality of Dependentvar
- RE: st:ordering variables in output of --outreg2-command
- RE: st: Log Normality of Dependentvar
- st:ordering variables in output of --outreg2-command
- st: RE: Forward orthogonal deviations with unbalanced panel data
- RE: st: Log Normality of Dependentvar
- RE: st: Log Normality of Dependentvar
- Re: st: Log Normality of Dependentvar
- Re: st: Log Normality of Dependentvar
- Re: st: AW: Test for serial correlation in TSCS data: pooled Lagrange test vs. xtserial command
- Re: st: Log Normality of Dependentvar
- st: RE: Histogram, by(var, total)
- Re: st: Log Normality of Dependentvar
- RE: st: RE: AW: Levpet module
- Re: st: Adjusted Kaplan-Meier curves
- Re: st: Log Normality of Dependentvar
- RE: st: RE: AW: Levpet module
- st: Endogeneity in multivariate probit!
- Re: st: How to feed STATA with panel data to be used in estimating with Seemingly Unrelated Regression
- st: AW: predict bug?
- st: Adjusted Kaplan-Meier curves
- st: predict bug?
- st: How to feed STATA with panel data to be used in estimating with Seemingly Unrelated Regression
- Re: st: RE: AW: Levpet module
- st: AW: RE: AW: Levpet module
- st: RE: AW: Levpet module
- st: RE: RE: RE: kmeans clustering -initial starting points
- st: AW: Levpet module
- st: Levpet module
- st: RE: RE: kmeans clustering -initial starting points
- st: Standard errors of scoring coefficients
- st: AW: AW: Automating regressions
- st: AW: Automating regressions
- st: Automating regressions
- st: RE: kmeans clustering -initial starting points
- st: RE: kmeans clustering -initial starting points
- st: kmeans clustering -initial starting points
- st: RE: egen mean excludign any variable with missing values
- Re: st: Log Normality of Dependentvar
- Re: st: creating a numeric matrix from string variables
- Re: st:egen mean excludign any variable with missing values
- st: New version of -invcise- on SSC
- st: Log Normality of Dependentvar
- st: RE: RE: Histogram, by(var, total)
- RE: st:egen mean excludign any variable with missing values
- RE: st:egen mean excludign any variable with missing values
- RE: st:re: An EXCEL easy STATA difficult problem
- Re: st: RE: Nested locals?
- Re: st: An EXCEL easy STATA difficult problem
- RE: st:egen mean excludign any variable with missing values
- st:egen mean excludign any variable with missing values
- st: Proceedings of Mexican Stata Users Group meeting
- st: Forward orthogonal deviations with unbalanced panel data
- st: RE: Histogram, by(var, total)
- Re: st: Weight matrices
- st: Test for cluster-robust SEs?
- Re: st: Test for Heteroscedasticity in Clusterd Regression
- st: Evaluating Instrument Strenght in the Arrelano and Bond (1998) GMM System Estimator
- st: equivalence of eval() in Mata
- st:re: An EXCEL easy STATA difficult problem
- st: Evaluating Instrument Strenght in the Arrelano and Bond (1998) GMM System Estimator
- Re: Re:st: Re: Creating a column from point estimates across observations
- Re: Re:st: Re: Creating a column from point estimates across observations
- Re: Re:st: Re: Creating a column from point estimates across observations
- Re: Re:st: Re: Creating a column from point estimates across observations
- Re: Re:st: Re: Creating a column from point estimates across observations
- Re: Re:st: Re: Creating a column from point estimates across observations
- st: Re: Histogram, by(var, total)
- Re: Re:st: Re: Creating a column from point estimates across observations
- Re: Re:st: Re: Creating a column from point estimates across observations
- Re:st: Re: Creating a column from point estimates across observations
- st: Re: Re: Creating a column from point estimates across observations
- RE: st: suggestions on a model
- st: Re: Creating a column from point estimates across observations
- st: Test for Heteroscedasticity in Clusterd Regression
- st: Weight matrices
- st: Re: Creating a column from point estimates across observations
- st: Creating a column from point estimates across observations
- Re: st: Re: GMM IV with two Cluster Variables?
- Re: st: Re: GMM IV with two Cluster Variables?
- st: Re: GMM IV with two Cluster Variables?
- st: GMM IV with two Cluster Variables?
- st: Histogram, by(var, total)
- Re: st: Re: JJQ : st: Evaluatng Instrument Strenght in the Arrelano and Bond (1998) GMM System Estimator
- st: Re: Modeling an independent variable with a very high data density at x=0
- st: Modeling an independent variable with a very high data density at x=0
- Re: st: Re: JJQ : st: Evaluatng Instrument Strenght in the Arrelano and Bond (1998) GMM System Estimator
- st: Evaluatng Instrument Strenght in the Arrelano and Bond (1998) GMM System Estimator
- st: Re: JJQ 自动回复: st: Evaluatng Instrument Strenght in the Arrelano and Bond (1998) GMM System Estimator
- Re: st: Re: recover the dimensions of a panel
- Re: st: Reshape like problem
- Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- st: RE: Nested locals?
- st: RE: RE: curious behavior of glm
- RE: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- st: RE: Logistic Regression Models
- Re: st: STATA command for reporting the estimate of the variance of the time-invariant fixed effect.
- Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- st: RE: curious behavior of glm
- st: Re: recover the dimensions of a panel
- st: New version of -bpmedian- on SSC
- Re: st: symmetrically trimmed least squares
- Re: st: Country-Dummy as random intercept?
- st: Country-Dummy as random intercept?
- st: Nested locals?
- Re: st: RE: program define quaids_delta
- st: symmetrically trimmed least squares
- RE: st: Rename variables to reflect values?
- Re: st: creating a numeric matrix from string variables
- RE: st: Rename variables to reflect values?
- Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- RE: st: Rename variables to reflect values?
- RE: st: Rename variables to reflect values?
- st: RE: Random number generation
- Re: st: Random number generation
- st: STATA command for reporting the estimate of the variance of the time-invariant fixed effect.
- st: Random number generation
- Re: st: -stcmd- on a Mac
- Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- RE: st: recover the dimensions of a panel
- st: RE: appling string functions across observations
- RE: st: Reshape like problem
- st: Re: How can I loop a FOR command across columns of a matrix
- st: dirtools updated on SSC
- RE: st: Help with Stata error code r(900);
- Re: st: recover the dimensions of a panel
- st: recover the dimensions of a panel
- Re: st: Help with Stata error code r(900);
- Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- RE: st: An EXCEL easy STATA difficult problem
- RE: st: Rename variables to reflect values?
- Re: st: How can I loop a FOR command across columns of a matrix
- st: An EXCEL easy STATA difficult problem
- st: How can I loop a FOR command across columns of a matrix
- Re: st: Autocorrelation tests for FE models
- Re: st: -stcmd- on a Mac
- st: appling string functions across observations
- st: re: -stcmd- on a Mac
- Re: st: Autocorrelation tests for FE models
- st: appling string functions across observations
- st: Autocorrelation tests for FE models
- st: WG: interpretation of interactions with only one variable in log format
- Re: st: suggestions on a model
- RE: st: suggestions on a model
- Re: st: creating a numeric matrix from string variables
- st: Rename variables to reflect values?
- st: -stcmd- on a Mac
- Re: st: suggestions on a model
- Re: st: Reshape like problem
- st: suggestions on a model
- st: Help with Stata error code r(900);
- st: re:
- st: Help with Stata error code r(900);
- Re: st: Reshape like problem
- st: Reshape like problem
- st: RE: Re: curious behaviour of -glm-
- st: Re: curious behaviour of -glm-
- st: Re: z statistic for event studies
- st: RE: Trouble with mim
- Re: st: Modeling repeated events with a continuous outcome
- Re: st: Matching fuzzy names with reclink
- st: Trouble with mim
- RE: st: Factor Analysis with ordinal and binary variables
- st: z statistic for event studies
- Re: st: creating a numeric matrix from string variables
- Re: st: asclogit or clogit or mixlogit
- st: curious behaviour of -glm-
- Re: st: creating a numeric matrix from string variables
- Re: st: Matching fuzzy names with reclink
- st: RE: Mata run time errors
- Re: st: Re: Event studies significance test
- Re: st: Creating interaction terms between country and time fixed effects
- [no subject]
- Re: st: Negative deff values in survey analysis
- Re: st: Negative deff values in survey analysis
- st: Modeling repeated events with a continuous outcome
- Re: st: creating a numeric matrix from string variables
- Re: st: Monte Carlo Simulations
- st: Mata run time errors
- Re: st: Quartiles for survey data
- st: RE: updated F-stat in -ivreg2, ffirst- ?
- st: updated F-stat in -ivreg2, ffirst- ?
- st: Re: Event studies significance test
- Re: st: Quartiles for survey data
- Re: st: longitudinal ordinal regression
- st: Re: Event studies significance test
- Re: st: Factor Analysis with ordinal and binary variables
- Re: st: Negative deff values in survey analysis
- Re: st: Monte Carlo Simulations
- Re: st: Quartiles for survey data
- st: Re: quantile regression graph
- Re: st: longitudinal ordinal regression
- st: Monte Carlo Simulations
- st: Event studies significance test
- RE: st: REML with non-normally distributed dependent Variable
- RE: st: RE: longitudinal ordinal regression
- Re: st: Creating interaction terms between country and time fixed effects
- Re: st: RE: longitudinal ordinal regression
- Re: st: REML with non-normally distributed dependent Variable
- RE: st: REML with non-normally distributed dependent Variable
- st: RE: longitudinal ordinal regression
- st: RE: Matching fuzzy names with reclink
- st: Quartiles for survey data
- st: New package -invcise- on SSC
- Re: st: Creating interaction terms between country and time fixed effects
- st: Creating interaction terms between country and time fixed effects
- st: RE: program define quaids_delta
- RE: st: REML with non-normally distributed dependent Variable
- st: Matching fuzzy names with reclink
- st: quantile regression graph
- Re: st: REML with non-normally distributed dependent Variable
- st: program define quaids_delta
- Re: st: REML with non-normally distributed dependent Variable
- Re: st: Almost ideal linear demand system
- Re: st: Factor Analysis with ordinal and binary variables
- st: asclogit or clogit or mixlogit
- st: creating a numeric matrix from string variables
- st: Negative deff values in survey analysis
- st: Basket/affinity Analysis
- st: Re: report uncentered R-square using outreg2?
- st: report uncentered R-square using outreg2?
- st: longitudinal ordinal regression
- Re: st: Almost ideal linear demand system
- Re: st: Factor Analysis with ordinal and binary variables
- Re: st: Factor Analysis with ordinal and binary variables
- st: Fwd: -ivreg2-how to instrument multiple endogenous variables
- st: -ivreg2-how to instrument multiple endogenous variables
- Re: st: REML with non-normally distributed dependent Variable
- st: REML with non-normally distributed dependent Variable
- st: New Stata package -rii- on SSC that runs multiple imputations of a model based on the value of the multiple imputation variable.
- Re: st: RE: AW: Sample selection models under zero-truncated negative binomial models
- st: New package -bpmedian- on SSC
- st: SSC Archive, May 2009
- st: New Stata package -intgph- on SSC that Employs King et al.'s (2000) simulation-based approach to interpret interaction effects in selected nonlinear models and presents the results graphically in the manner suggested in Zelner (2009)
- Re: st: AW: Sample selection models under zero-truncated negative binomial models
- st: RE: AW: Sample selection models under zero-truncated negative binomial models
- st: RE: RE: Factor Analysis with ordinal and binary variables
- st: Sample selection models under zero-truncated negative binomial models
- st: AW: Sample selection models under zero-truncated negative binomial models
- Re: st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical
- st: RE: Factor Analysis with ordinal and binary variables
- st: Conditional /FE Logit with time dummies (problems with it to be specific)
- st: Factor Analysis with ordinal and binary variables
- st: Almost ideal linear demand system
- Re: st: Tag clouds in Stata?
- Re: st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical values when there are more than 2 endogenous variables that are likely weak
- st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical values when there are more than 2 endogenous variables that are likely weak
- st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical values when there are more than 2 endogenous variables that are likely weak
- Re: st: How do i download the Dasp software for distributive Analysis developed by Araar and Duclos from the PEP Research Network into my Stata 10?
- st: Cragg-Donald Wald Statistic and Stock and Yogo Critical values when there are more than 2 endogenous variables that are likely weak
- st: RE: conditional means table
- st: AW: conditional means table
- st: AW: how to create a vector from the column names of a matrix
- st: conditional means table
- st: How do i download the Dasp software for distributive Analysis developed by Araar and Duclos from the PEP Research Network into my Stata 10?
- st: how to create a vector from the column names of a matrix
- st: estimating a log-likelihood for Kaplan-Meier
- st: AW: combining data from multiple excel sheets into data file
- st: AW: What does "did not converge" exactly mean?
- st: combining data from multiple excel sheets into data file
- st: What does "did not converge" exactly mean?
- st: Inferential Statistics with population data
- Re: st: Re: Generating comparison/contingency tables
- Re: st: Re: Generating comparison/contingency tables
- st: Autocorrelation tests for FE models
- RE: st: Re: Generating comparison/contingency tables
- st: Complex survey with only sampling weights
- RE: st: Re: Generating comparison/contingency tables
- st: RE: st: Have I discovered a bug in st_isname()?
- Re: st: Probabilities after logit?
- Re: st: Have I discovered a bug in st_isname()?
- Re: st: RE: fitting a gompertz curve, not in the context of survival analysis
- Re: st: Probabilities after logit?
- st: AW: Probabilities after logit?
- st: Probabilities after logit?
- AW: st: marg effects & s.e. in tobit
- re:st: alternative specification for Oaxaca decomposition?
- Re: st: marg effects & s.e. in tobit
- st: Have I discovered a bug in st_isname()?
- Re: st: Complex survey with only sampling weights
- Re: st: marg effects & s.e. in tobit
- st: alternative specification for Oaxaca decomposition?
- st: Complex survey with only sampling weights
- Re: st: more informative output using estout
- Re: st: more informative output using estout
- st: more informative output using estout
- Re: st: alternative specification for Oaxaca decomposition?
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