Thanks to Kit Baum, a new version of -parmest- is now available for download from SSC. In Stata, use the -ssc- command to do this, or -adoupdate- if you already have an earlier version of -parmest-.
The -parmest- package is described as below on my website. The new version is updated to work smoothly with the new Stata 11 -mi estimate- command for multiple imputation, or with any other commands that may be developed in future which use parameter-specific degrees of freedom and/or save multiple estimates vectors, variance matrices and degrees-of-freedom vectors. I have added 3 new options -bmatrix()-, -vmatrix()- and -dfmatrix()-, all of which are given as matrix expressions, identifying the estimates vector, the variance matrix, and the degrees-of-freedom vector, respectively, to be used by -parmest-. These options have sensible defaults, such as -bmatrix(e(b))- and -vmatrix(e(V))- in the case of most estimation commands. However, if the user has just executed a multiple imputation using -mi impute-, as in
use http://www.stata-press.com/data/r11/mhouses1993s30, clear
mi estimate (ratio: _b[age]/_b[sqft]): regress price tax sqft age nfeatures ne custom corner
then the user can type
parmest, list(,) saving(myorig1.dta, replace)
to list confidence intervals and P-values for the original parameters and save them in the file -myorig1.dta-, and can then type
parmest, list(,) bmatrix(e(b_Q_mi)) vmatrix(e(V_Q_mi)) dfmatrix(e(df_Q_mi)) saving(nytran1.dta, replace)
to list the confidence interval for the transformed parameter -ratio- and save it in the file -mytran1.dta-.
Best wishes
Roger
Roger B Newson BSc MSc DPhil
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: [email protected]
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/
Opinions expressed are those of the author, not of the institution.
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package parmest from http://www.imperial.ac.uk/nhli/r.newson/stata11
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TITLE
parmest: Create datasets with 1 observation per estimated parameter
DESCRIPTION/AUTHOR(S)
The parmest package has 4 modules: parmest, parmby, parmcip and metaparm.
parmest creates an output dataset, with 1 observation per parameter of the
most recent estimation results, and variables corresponding to parameter names,
estimates, standard errors, z- or t-test statistics, P-values, confidence
limits and other parameter attributes. parmby is a quasi-byable extension to
parmest, which calls an estimation command, and creates a new dataset, with 1
observation per parameter if the by() option is unspecified, or 1 observation
per parameter per by-group if the by() option is specified. parmcip inputs
variables containing estimates, standard errors and (optionally) degrees of
freedom, and computes new variables containing confidence intervals and
P-values. metaparm inputs a parmest-type dataset with 1 observation for each
of a set of independently-estimated parameters, and outputs a dataset with
1 observation for each of a set of linear combinations of these parameters,
with confidence intervals and P-values, as for a meta-analysis. The output
datasets created by parmest, parmby or metaparm may be listed to the Stata
log and/or saved to a file and/or retained in memory (overwriting any
pre-existing dataset). The confidence intervals, P-values and other parameter
attributes in the dataset may be listed and/or plotted and/or tabulated.
Author: Roger Newson
Distribution-Date: 04september2009
Stata-Version: 11
INSTALLATION FILES (click here to install)
metaparm.ado
parmby.ado
parmcip.ado
parmest.ado
metaparm.sthlp
metaparm_content_opts.sthlp
metaparm_outdest_opts.sthlp
metaparm_resultssets.sthlp
parmby.sthlp
parmby_only_opts.sthlp
parmcip.sthlp
parmcip_opts.sthlp
parmest.sthlp
parmest_ci_opts.sthlp
parmest_outdest_opts.sthlp
parmest_resultssets.sthlp
parmest_varadd_opts.sthlp
parmest_varmod_opts.sthlp
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