Stata: Data Analysis and Statistical Software

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

• st: summation of values within one column in a panel dataset
  • From: [email protected]
• Re: st: GLLAMM interpretation
  • From: Stas Kolenikov <[email protected]>
• Re: st: deriving a bootstrap estimate of a difference between two weighted regressions
  • From: Stas Kolenikov <[email protected]>
• st: deriving a bootstrap estimate of a difference between two weighted regressions
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: listing variable values
  • From: Eric Booth <[email protected]>
• Re: st: Fixed - effects
  • From: Clive Nicholas <[email protected]>
• st: listing variable values
  • From: Ida Johnsson <[email protected]>
• st: Detectable alternative calculation question
  • From: "Polis, Chelsea B." <[email protected]>
• st: finding a help
  • From: JIANJUN SUN <[email protected]>
• st: Fixed - effects
  • From: Ignacio Pardo <[email protected]>
• st: SSC Archive updates
  • From: Christopher Baum <[email protected]>
• Re: st: Multiple imputation is increasing the sample size
  • From: Hassan Chawdhury <[email protected]>
• Re: st: adjust vs. margins revisited
  • From: "Alan Neustadtl" <[email protected]>
• Re: st: Multiple imputation is increasing the sample size
  • From: [email protected] (Wesley D. Eddings, StataCorp)
• st: RE: why is the F-statistic missing in OLS reported results?
  • From: "Caskey, Judson" <[email protected]>
• st: AW: open table from csv file
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: levpet
  • From: Sudeshna Pal <[email protected]>
• st: open table from csv file
  • From: Sebastian Kruk <[email protected]>
• Re: st: adjust vs. margins revisited
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: AW: adjust vs. margins revisited
  • From: David Jacobs <[email protected]>
• Re: st: adjust vs. margins revisited
  • From: Steve Samuels <[email protected]>
• st: RE: levpet
  • From: "Martin Weiss" <[email protected]>
• st: Re: changeing the database with odbc without using dialog box
  • From: "Joseph Coveney" <[email protected]>
• Re: st: AW: adjust vs. margins revisited
  • From: Richard Williams <[email protected]>
• st: levpet
  • From: Sudeshna Pal <[email protected]>
• Re: st: Strange behaviour of Stata 11 under GNU/Linux
  • From: [email protected] (Kevin H. Crow)
• st: RE: adjust vs. margins revisited
  • From: "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
• st: AW: adjust vs. margins revisited
  • From: "Martin Weiss" <[email protected]>
• st: adjust vs. margins revisited
  • From: Tim Wade <[email protected]>
• st: RE: RE: Estout for metan?,
  • From: Megan Fesinmeyer <[email protected]>
• re:Re: st: Strange behaviour of Stata 11 under GNU/Linux
  • From: Christopher Baum <[email protected]>
• Re: st: Strange behaviour of Stata 11 under GNU/Linux
  • From: Steve Samuels <[email protected]>
• RE: st: Strange behaviour of Stata 11 under GNU/Linux
  • From: "Tiago V. Pereira" <[email protected]>
• Re: st: Strange behaviour of Stata 11 under GNU/Linux
  • From: Neil Shephard <[email protected]>
• st: nlcom after two different maximum likelihood
  • From: Beatrice Crozza <[email protected]>
• st: Strange behaviour of Stata 11 under GNU/Linux
  • From: Neil Shephard <[email protected]>
• st: AW: suest error message: number of score variables does not match...
  • From: "Martin Weiss" <[email protected]>
• st: suest error message: number of score variables does not match...
  • From: Andreas Schmid <[email protected]>
• RE: st: how to use treatreg
  • From: "Martin Weiss" <[email protected]>
• st: how to use treatreg
  • From: "Jing Zhou" <[email protected]>
• st: Multiple imputation is increasing the sample size
  • From: Hassan Chawdhury <[email protected]>
• st: -xtgee- with multiple clusters
  • From: Andreas Jensen <[email protected]>
• Re: st: Dropping observations and creating a balanced panel
  • From: Matthew Krauchunas <[email protected]>
• st: RE: Estout for metan?,
  • From: "Tiago V. Pereira" <[email protected]>
• Re: st: svy, stepwise, and xi, with a by(variable) tacked on for good measure
  • From: Clive Nicholas <[email protected]>
• Re: st: RE: RE: replace blank string values
  • From: richard boylan <[email protected]>
• st: RE: RE: RE: RE: RE: Estout for metan?
  • From: "Martin Weiss" <[email protected]>
• st: svy, stepwise, and xi, with a by(variable) tacked on for good measure
  • From: "Costello, Michael (Contractor)" <mcostello/[email protected]>
• st: RE: RE: RE: RE: Estout for metan?
  • From: Megan Fesinmeyer <[email protected]>
• Re: st: how to handle clustering
  • From: Jeph Herrin <[email protected]>
• st: RE: RE: RE: Estout for metan?
  • From: "Martin Weiss" <[email protected]>
• Re: st: how to handle clustering
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: how to handle clustering
  • From: Kate Welti <[email protected]>
• st: RE: xt unit-exclusive means by year
  • From: "Martin Weiss" <[email protected]>
• st: RE: RE: Estout for metan?
  • From: Megan Fesinmeyer <[email protected]>
• st: Update of -scores-
  • From: Dirk Enzmann <[email protected]>
• st: xt unit-exclusive means by year
  • From: Jim Mahon <[email protected]>
• Re: st: how to handle clustering
  • From: Austin Nichols <[email protected]>
• Re: st: how to handle clustering
  • From: Kate Welti <[email protected]>
• st: RE: Estout for metan?
  • From: "Martin Weiss" <[email protected]>
• st: Estout for metan?
  • From: Megan Fesinmeyer <[email protected]>
• st: RE: RE: how to use for* loops "noisily"?
  • From: "Martin Weiss" <[email protected]>
• st: RE: how to use for* loops "noisily"?
  • From: "Martin Weiss" <[email protected]>
• st: RE: how to use for* loops "noisily"?
  • From: "David Radwin" <[email protected]>
• st: RE: how to use for* loops "noisily"?
  • From: "Nick Cox" <[email protected]>
• st: changeing the database with odbc without using dialog box
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: how to use for* loops "noisily"?
  • From: László Sándor <[email protected]>
• Re: st: Is there a command for picking off the lowest values of an Identified group?
  • From: Ian Breunig <[email protected]>
• Re: st: Is there a command for picking off the lowest values of an Identified group?
  • From: Ian Breunig <[email protected]>
• st: AW: Is there a command for picking off the lowest values of an Identified group?
  • From: "Martin Weiss" <[email protected]>
• Re: st: Is there a command for picking off the lowest values of an Identified group?
  • From: Neil Shephard <[email protected]>
• st: Is there a command for picking off the lowest values of an Identified group?
  • From: Ian Breunig <[email protected]>
• Re: st: how to handle clustering
  • From: Jeph Herrin <[email protected]>
• st: how to handle clustering
  • From: Kate Welti <[email protected]>
• st: RE: RE: Joint Wald test after NLSUR
  • From: Regio Martins <[email protected]>
• Re: st: Debugging: reporting line number of loop or do-file causing error
  • From: Jeph Herrin <[email protected]>
• st: AW: AW: converting varying formats of string dates into Stata dates
  • From: "Martin Weiss" <[email protected]>
• Re: st: Regression Discontinuity Duration Analysis
  • From: Austin Nichols <[email protected]>
• st: AW: converting varying formats of string dates into Stata dates
  • From: "Martin Weiss" <[email protected]>
• st: converting varying formats of string dates into Stata dates
  • From: "Kate Rohrbaugh" <[email protected]>
• st: Regression Discontinuity Duration Analysis
  • From: Jen Zhen <[email protected]>
• Re: st: Debugging: reporting line number of loop or do-file causing error
  • From: Eric Booth <[email protected]>
• Re: st: RE: RE: Hurdle model using Gamma distribution
  • From: Leny Mathew <[email protected]>
• st: RE: RE: Debugging: reporting line number of loop or do-file causing error
  • From: "Nick Cox" <[email protected]>
• st: RE: Debugging: reporting line number of loop or do-file causing error
  • From: "Nick Cox" <[email protected]>
• st: AW: Debugging: reporting line number of loop or do-file causing error
  • From: "Martin Weiss" <[email protected]>
• re: st: Re: heteroskedasticity test in panel data
  • From: Christopher Baum <[email protected]>
• st: Re: heteroskedasticity test in panel data
  • From: David De Boeck <[email protected]>
• st: Debugging: reporting line number of loop or do-file causing error
  • From: Aleksander Rutkowski <[email protected]>
• st: xtdpd two-step robust estimates
  • From: Daniel Borowczyk Martins <[email protected]>
• st: GLLAMM interpretation
  • From: Ignacio Pardo <[email protected]>
• st: Validation with estat concordance
  • From: Molla Huq <[email protected]>
• re:Re: st: heteroskedasticity test in panel data
  • From: "Jing Zhou" <[email protected]>
• Re: st: collinearity diagnostics for nbreg
  • From: Stas Kolenikov <[email protected]>
• Re: st: collinearity diagnostics for nbreg
  • From: "Casey P. Durand" <[email protected]>
• st: RE: RE: Joint Wald test after NLSUR
  • From: "Martin Weiss" <[email protected]>
• st: RE: Joint Wald test after NLSUR
  • From: "Martin Weiss" <[email protected]>
• st: Joint Wald test after NLSUR
  • From: Regio Martins <[email protected]>
• Re: st: RE: RE: Blinking message when using _rc
  • From: Duha Altindag <[email protected]>
• st: RE: RE: RE: Blinking message when using _rc
  • From: "Martin Weiss" <[email protected]>
• st: RE: Blinking message when using _rc
  • From: "Martin Weiss" <[email protected]>
• st: RE: RE: Blinking message when using _rc
  • From: "Nick Cox" <[email protected]>
• st: RE: Blinking message when using _rc
  • From: "Martin Weiss" <[email protected]>
• st: Blinking message when using _rc
  • From: Duha Altindag <[email protected]>
• Re: st: Modifying the content of a macro
  • From: Thomas Speidel <[email protected]>
• RE: st: Modifying the content of a macro
  • From: "Nick Cox" <[email protected]>
• re: st: Modifying the content of a macro
  • From: Christopher Baum <[email protected]>
• st: RE: Modifying the content of a macro
  • From: "Nick Cox" <[email protected]>
• Re: st: Modifying the content of a macro
  • From: Jeph Herrin <[email protected]>
• st: Modifying the content of a macro
  • From: Thomas Speidel <[email protected]>
• Re: st: AW: levelsof problem?
  • From: joe j <[email protected]>
• st: RE: RE: Cut function
  • From: "Nick Cox" <[email protected]>
• re:Re: st: heteroskedasticity test in panel data
  • From: Christopher Baum <[email protected]>
• st: SSC Archive
  • From: Christopher Baum <[email protected]>
• st: R.E. and interactions
  • From: Ignacio Pardo <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Michael N. Mitchell" <[email protected]>
• RE: st: Replacing missing values only works one way?
  • From: "Nick Cox" <[email protected]>
• Re: st: Suest and Cox regression
  • From: Steve Samuels <[email protected]>
• RE: st: AW: levelsof problem?
  • From: "Nick Cox" <[email protected]>
• Re: st: Suest and Cox regression
  • From: "Richard T. Campbell" <[email protected]>
• RE: RE: st: AW: levelsof problem?
  • From: "Nick Cox" <[email protected]>
• st: RE: Cut function
  • From: "Nick Cox" <[email protected]>
• Re: st: Suest and Cox regression
  • From: Steve Samuels <[email protected]>
• RE: RE: st: AW: levelsof problem?
  • From: "Clyde Schechter" <[email protected]>
• st: checking normality and homoscedasticity of multilevel logistic regression model
  • From: [email protected]
• RE: st: Dropping observations and creating a balanced panel
  • From: Eric Booth <[email protected]>
• Re: st: cointegration, johans command
  • From: Christopher Baum <[email protected]>
• AW: st: Dropping observations and creating a balanced panel
  • From: "Martin Weiss" <[email protected]>
• Re: st: cointegration, johans command
  • From: Christopher Baum <[email protected]>
• Re: st: Classic Statistical Software Review
  • From: Christopher Baum <[email protected]>
• RE: st: Mac Stata 11 under review
  • From: Christopher Baum <[email protected]>
• Re: st: Dropping observations and creating a balanced panel
  • From: Matthew Krauchunas <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: Christopher Baum <[email protected]>
• st: Cut function
  • From: Katia Bobulova <[email protected]>
• Re: st: AW: levelsof problem?
  • From: joe j <[email protected]>
• Re: st: AW: levelsof problem?
  • From: joe j <[email protected]>
• st: Random Slopes and their Standard Errors with xtmixed
  • From: Nasos Roussias <[email protected]>
• st: AW: Classic Statistical Software Review
  • From: "Martin Weiss" <[email protected]>
• AW: st: Dropping observations and creating a balanced panel
  • From: "Martin Weiss" <[email protected]>
• st: AW: What's the distribution/test underlying "svy: mean var"
  • From: "Martin Weiss" <[email protected]>
• Re: st: Replacing missing values only works one way?
  • From: Joseph McDonnell <[email protected]>
• Re: st: Classic Statistical Software Review
  • From: Joseph McDonnell <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: Dropping observations and creating a balanced panel
  • From: Eric Booth <[email protected]>
• Re: st: Replacing missing values only works one way?
  • From: Eric Booth <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Jing Zhou" <[email protected]>
• st: multicollinearity test in panel model
  • From: "Jing Zhou" <[email protected]>
• st: Classic Statistical Software Review
  • From: "Michael N. Mitchell" <[email protected]>
• st: estimates after matching
  • From: Anca Cotet <[email protected]>
• st: Dropping observations and creating a balanced panel
  • From: Matthew Krauchunas <[email protected]>
• st: predict, option dynamic, confidence intervals
  • From: Combes Stephanie <[email protected]>
• st: cointegration, johans command
  • From: Combes Stephanie <[email protected]>
• st: collinearity diagnostics for nbreg
  • From: Rachel Whaley <[email protected]>
• st: Replacing missing values only works one way?
  • From: Dana Chandler <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Stas Kolenikov <[email protected]>
• Re: st: suest and pweights
  • From: Stas Kolenikov <[email protected]>
• st: Fixed effects gls
  • From: Bülent Güloğlu <[email protected]>
• st: is there apc_ie predict post-estimation?
  • From: José Maria Pacheco de Souza <[email protected]>
• st: What's the distribution/test underlying "svy: mean var"
  • From: Genie Woo <[email protected]>
• Re: st: Categorical variable models - weight option
  • From: Steve Samuels <[email protected]>
• st: Suest and Cox regression
  • From: "Richard T. Campbell" <[email protected]>
• RE: st: Mac Stata 11 under review
  • From: Eric Booth <[email protected]>
• st: Categorical variable models - weight option
  • From: Leonor Saravia <[email protected]>
• Re: st: Mac Stata 11 under review
  • From: Thomas Speidel <[email protected]>
• st: RE: Point Estimates with Local Polynomial Regression
  • From: "Nick Cox" <[email protected]>
• [no subject]
  • From: Unknown
• st: suest and pweights
  • From: Keith Finlay <[email protected]>
• st: Mac Stata 11 under review
  • From: "Airey, David C" <[email protected]>
• st: Point Estimates with Local Polynomial Regression
  • From: Rodney Hughes <[email protected]>
• st: Compounding interest
  • From: Jurgen Sidgman <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Paolina Medina <[email protected]>
• RE: st: AW: levelsof problem?
  • From: "Nick Cox" <[email protected]>
• Re: st: AW: levelsof problem?
  • From: Tirthankar Chakravarty <[email protected]>
• st: RE: Re: question about working with dates and times
  • From: "Visintainer, Paul" <[email protected]>
• st: FW: New Q&A site for statistics, econometrics, data mining, etc.
  • From: "Nick Cox" <[email protected]>
• st: Re: st: How to save outputs to different sheets‏ in the same Excel file
  • From: Jeph Herrin <[email protected]>
• RE: st: RE: collapse is too memory demanding
  • From: "Nick Cox" <[email protected]>
• RE: st: BOS'10 Stata Conference
  • From: "Martin Weiss" <[email protected]>
• RE: st: AW: levelsof problem?
  • From: "Nick Cox" <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Stas Kolenikov <[email protected]>
• Re: st: BOS'10 Stata Conference
  • From: "Joao Ricardo F. Lima" <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Paolina Medina <[email protected]>
• Re: st: AW: match data
  • From: Maximiliano Manuel Silva Correa <[email protected]>
• Re: AW: st: Confidence interval for the coefficients
  • From: Thomas Speidel <[email protected]>
• Re: st: AW: match data
  • From: Anders Alexandersson <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Stas Kolenikov <[email protected]>
• Re: st: AW: match data
  • From: Maximiliano Manuel Silva Correa <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Steve Samuels <[email protected]>
• AW: st: Confidence interval for the coefficients
  • From: "Martin Weiss" <[email protected]>
• st: AW: match data
  • From: "Martin Weiss" <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: Confidence interval for the coefficients
  • From: "Michael N. Mitchell" <[email protected]>
• st: AW: Confidence interval for the coefficients
  • From: "Martin Weiss" <[email protected]>
• st: match data
  • From: Maximiliano Manuel Silva Correa <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Paolina Medina <[email protected]>
• st: Confidence interval for the coefficients
  • From: Thomas Speidel <[email protected]>
• Re: AW: st: Nested Logit Model
  • From: Ellerie Weber <[email protected]>
• st: AW: exlogistic constant
  • From: "Martin Weiss" <[email protected]>
• st: exlogistic constant
  • From: SR Millis <[email protected]>
• Re: st: calculate the exact Poisson confidence intervals in stata
  • From: Steve Samuels <[email protected]>
• st: Re: question about working with dates and times
  • From: "Joseph Coveney" <[email protected]>
• Re: AW: st: RE: Shifting graph axis
  • From: Susanne Elsas <[email protected]>
• st: RE: Re: question about working with dates and times
  • From: "Visintainer, Paul" <[email protected]>
• Re: st: AW: levelsof problem?
  • From: joe j <[email protected]>
• AW: st: RE: collapse is too memory demanding
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: levelsof problem?
  • From: Tirthankar Chakravarty <[email protected]>
• RE: st: RE: collapse is too memory demanding
  • From: Oliver Jones <[email protected]>
• Re: st: AW: levelsof problem?
  • From: joe j <[email protected]>
• st: Re: st: How to save outputs to different sheets‏ in the same Excel file
  • From: Conor Hughes <[email protected]>
• AW: st: RE: Shifting graph axis
  • From: "Martin Weiss" <[email protected]>
• st: AW: How to save outputs to different sheets‏ in the same Excel file
  • From: "Martin Weiss" <[email protected]>
• st: Outcomes and Panel Data
  • From: Ignacio Pardo <[email protected]>
• st: AW: levelsof problem?
  • From: "Martin Weiss" <[email protected]>
• st: Re: How to save outputs to different sheets‏ in the same Excel file
  • From: nshephard <[email protected]>
• st: How to save outputs to different sheets‏ in the same Excel file
  • From: haiyan gao <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: heteroskedasticity test in panel data
  • From: "Jing Zhou" <[email protected]>
• st: levelsof problem?
  • From: joe j <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Jing Zhou" <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Michael N. Mitchell" <[email protected]>
• RE: st: RE: xt-overid
  • From: Giannis Paraskeuopouls <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Jing Zhou" <[email protected]>
• Re: st: RE: truncate variable names
  • From: SCHOUMAKER Bruno <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Jing Zhou" <[email protected]>
• Re: st: RE: xtset issues
  • From: Ada Ma <[email protected]>
• Re: st: heteroskedasticity test in panel data
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: RE: Shifting graph axis
  • From: Bert Jung <[email protected]>
• Re: st: Generalized lineal models with survey data
  • From: Steve Samuels <[email protected]>
• st: heteroskedasticity test in panel data
  • From: "Jing Zhou" <[email protected]>
• st: Generalized lineal models with survey data
  • From: Paolina Medina <[email protected]>
• st: Re: question about working with dates and times
  • From: "Joseph Coveney" <[email protected]>
• st: question about working with dates and times
  • From: "Visintainer, Paul" <[email protected]>
• Re: st: A correlation matrix after multiple imputation
  • From: [email protected] (Wesley D. Eddings, StataCorp)
• st: RE: xt-overid
  • From: "Schaffer, Mark E" <[email protected]>
• st: RE: RE: Hurdle model using Gamma distribution
  • From: "Nick Cox" <[email protected]>
• Re: st: stcrreg postestimation
  • From: [email protected] (Roberto G. Gutierrez, StataCorp)
• st: RE: Hurdle model using Gamma distribution
  • From: "Lachenbruch, Peter" <[email protected]>
• Re: st: using infile dictionary
  • From: Andrzej Niemierko <[email protected]>
• st: calculate the exact Poisson confidence intervals in stata
  • From: helen bian <[email protected]>
• st: RE: collapse is too memory demanding
  • From: "David Radwin" <[email protected]>
• st: stcrreg postestimation
  • From: [email protected]
• st: Hurdle model using Gamma distribution
  • From: Leny Mathew <[email protected]>
• st: multicolinearity test for multiple imputed longitudinal data
  • From: [email protected]
• Re: st: collapse is too memory demanding
  • From: Ada Ma <[email protected]>
• Re: st: RE: Fwd: graph axes crossing at the origin if plotted values are negative
  • From: Susanne Elsas <[email protected]>
• st: RE: collapse is too memory demanding
  • From: "Nick Cox" <[email protected]>
• st: Modeling outcomes with xtgee
  • From: Ignacio Pardo <[email protected]>
• st: collapse is too memory demanding
  • From: Oliver Jones <[email protected]>
• st: RE: RE: AW: mvtobit and mdraws - Stata 11
  • From: "Martin Weiss" <[email protected]>
• RE: st: RE: Fwd: graph axes crossing at the origin if plotted values are negative
  • From: "Nick Cox" <[email protected]>
• st: RE: AW: mvtobit and mdraws - Stata 11
  • From: "Gars, Jared Evan" <[email protected]>
• st: Margins after restricted cubic spline
  • From: Fred Wolfe <[email protected]>
• st: Constructing confidence intervals for a sum of forecasts
  • From: Ian Sue Wing <[email protected]>
• Re: st: interprating orthogonal polynomial regression
  • From: [email protected]
• st: Please don't trim previous postings excessively
  • From: "Nick Cox" <[email protected]>
• st: RE: outreg2 "invalid syntax" error
  • From: "Nick Cox" <[email protected]>
• st: RE: Changing number formatting for high figures
  • From: "Martin Weiss" <[email protected]>
• RE: st: RE: xt-overid
  • From: Giannis Paraskeuopouls <[email protected]>
• Re: st: using infile dictionary
  • From: "Joseph Coveney" <[email protected]>
• Re: st: Stata MP performance
  • From: Alfonso Miranda <[email protected]>
• st: Changing number formatting for high figures
  • From: George Chioran <[email protected]>
• RE: st: RE: xt-overid
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: outreg2 "invalid syntax" error
  • From: Dorothy Bridges <[email protected]>
• RE: st: RE: xt-overid
  • From: Giannis Paraskeuopouls <[email protected]>
• st: RE: outreg2 "invalid syntax" error
  • From: "Martin Weiss" <[email protected]>
• st: RE: xt-overid
  • From: "Martin Weiss" <[email protected]>
• st: outreg2 "invalid syntax" error
  • From: Dorothy Bridges <[email protected]>
• st: xt-overid
  • From: Giannis Paraskeuopouls <[email protected]>
• Re: st: Stata MP performance
  • From: Jeph Herrin <[email protected]>
• st: fitted probabilities using mi
  • From: <[email protected]>
• Re: st: RE: truncate variable names
  • From: SCHOUMAKER Bruno <[email protected]>
• RE: st: RE: truncate variable names
  • From: "Nick Cox" <[email protected]>
• Re: st: Stata MP performance
  • From: Hua Peng <[email protected]>
• st: RE: truncate variable names
  • From: "Nick Cox" <[email protected]>
• st: truncate variable names
  • From: SCHOUMAKER Bruno <[email protected]>
• st: RE: xtset issues
  • From: "Martin Weiss" <[email protected]>
• st: Date: Mon, 26 Jul 2010 16:23:21 +0300
  • From: "kibrom" <[email protected]>
• st: Stata MP performance
  • From: Alfonso Miranda <[email protected]>
• RE: st: saving space while recoding
  • From: "Martin Weiss" <[email protected]>
• Re: st: saving space while recoding
  • From: Jeph Herrin <[email protected]>
• st: How can log likelihood be calculated so that lrtest or bic be used after mfp qreg?
  • From: [email protected]
• st: xtset issues
  • From: Ada Ma <[email protected]>
• Re: st: Telling what is significant in mprobit
  • From: Scott Merryman <[email protected]>
• RE: st: saving space while recoding
  • From: "Martin Weiss" <[email protected]>
• RE: st: using infile dictionary
  • From: "Martin Weiss" <[email protected]>
• Re: st: saving space while recoding
  • From: Eric Booth <[email protected]>
• Re: st: using infile dictionary
  • From: "Joseph Coveney" <[email protected]>
• Re: st: saving space while recoding
  • From: sarah plank <[email protected]>
• st: Regional Fixed Effects with Individual Data
  • From: Nicolás Rojas <[email protected]>
• st: Telling what is significant in mprobit
  • From: Laura Cyron <[email protected]>
• Re: st: Using 9 figure numbers in Stata
  • From: Phil Schumm <[email protected]>
• st: smearing and bootstrapping
  • From: Orgul Demet Ozturk <[email protected]>
• Re: st: using infile dictionary
  • From: Andrzej Niemierko <[email protected]>
• Re: st: Using 9 figure numbers in Stata
  • From: David Kantor <[email protected]>
• st: Using 9 figure numbers in Stata
  • From: George Chioran <[email protected]>
• Re: st: negative R-squared in gmm
  • From: Conor Hughes <[email protected]>
• Re: st: negative R-squared in gmm
  • From: Christopher Baum <[email protected]>
• Re:st: Re: test for exogeneity
  • From: Christopher Baum <[email protected]>
• st: RE: RE: Problems with "if X==number"
  • From: "Mark Marshall" <[email protected]>
• st: RE: Problems with "if X==number"
  • From: "Martin Weiss" <[email protected]>
• Re: st: Problems with "if X==number"
  • From: Sarah Elizabeth Edgington <[email protected]>
• st: Problems with "if X==number"
  • From: "Mark Marshall" <[email protected]>
• st: negative R-squared in gmm
  • From: "Jing Zhou" <[email protected]>
• st: Re: test for exogeneity
  • From: "Jing Zhou" <[email protected]>
• Re: st: saving space while recoding
  • From: sarah plank <[email protected]>
• Re: st: saving space while recoding
  • From: Eric Booth <[email protected]>
• Re: st: reshape data
  • From: Tyler Frazier <[email protected]>
• st: saving space while recoding
  • From: sarah plank <[email protected]>
• st: Baltagi-Wu LBI
  • From: Bülent Güloğlu <[email protected]>
• Re: st: using infile dictionary
  • From: Jon Gettman <[email protected]>
• AW: st: RE: Fwd: graph axes crossing at the origin if plotted values are negative
  • From: "Martin Weiss" <[email protected]>
• st: AW: Re: AW: Re: AW: RE: marginal effects for IV ordered probit
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: Fwd: graph axes crossing at the origin if plotted values are negative
  • From: Susanne Elsas <[email protected]>
• st: Re: AW: Re: AW: Re: AW: RE: marginal effects for IV ordered probit
  • From: xueliansharon <[email protected]>
• st: Re: AW: Re: AW: RE: marginal effects for IV ordered probit
  • From: xueliansharon <[email protected]>
• st: AW: Re: AW: RE: marginal effects for IV ordered probit
  • From: "Martin Weiss" <[email protected]>
• st: Re: AW: RE: marginal effects for IV ordered probit
  • From: xueliansharon <[email protected]>
• Re: st: reshape data
  • From: Phil Schumm <[email protected]>
• Re: st: RE: metan with repeated-measures designs?
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• st: reshape data
  • From: Tyler Frazier <[email protected]>
• st: reshape
  • From: Tyler Frazier <[email protected]>
• st: AW: RE: marginal effects for IV ordered probit
  • From: "Martin Weiss" <[email protected]>
• st: Reshaping a Dataset
  • From: "Reg Jordan" <[email protected]>
• st: RE: marginal effects for IV ordered probit
  • From: xueliansharon <[email protected]>
• RE: st: AW: RE: Seasonal Dummies and Autocorrelation
  • From: "Martin Weiss" <[email protected]>
• re: st: AW: RE: Seasonal Dummies and Autocorrelation
  • From: Christopher Baum <[email protected]>
• st: AW: RE: Seasonal Dummies and Autocorrelation
  • From: Beatrice Crozza <[email protected]>
• Re: st: RE: AW: RE: AW: AW: Creating a Group Pair ID (where the generating variables order shouldn't matter)
  • From: J Taylor <[email protected]>
• st: RE: marginal effects for IV ordered probit
  • From: "Martin Weiss" <[email protected]>
• st: RE: Fwd: graph axes crossing at the origin if plotted values are negative
  • From: "Martin Weiss" <[email protected]>
• st: Fwd: graph axes crossing at the origin if plotted values are negative
  • From: Susanne Elsas <[email protected]>
• st: problem about asclogit command
  • From: Yijing Lu <[email protected]>
• st: marginal effects for IV ordered probit
  • From: xueliansharon <[email protected]>
• Re: st: A correlation matrix after multiple imputation
  • From: Richard Williams <[email protected]>
• Re: st: replace a set of numbers with a second set of numbers
  • From: Tyler Frazier <[email protected]>
• Re: st: national sample survey data (India)
  • From: Abhimanyu Arora <[email protected]>
• st: how to add the wald test results in a table generated by estout?
  • From: "G. Dai" <[email protected]>
• Re: st: national sample survey data (India)
  • From: Deepankar Basu <[email protected]>
• Re: st: chi2 goodness-of-fit test
  • From: Frank Gallo <[email protected]>
• Re: st: national sample survey data (India)
  • From: Abhimanyu Arora <[email protected]>
• st: RE: compounding interest
  • From: "Martin Weiss" <[email protected]>
• Re: st: national sample survey data (India)
  • From: Urmi Bhattacharya <[email protected]>
• st: RE: metan with repeated-measures designs?
  • From: "Tiago V. Pereira" <[email protected]>
• st: RE: RE: metan with repeated-measures designs?
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• st: RE: metan with repeated-measures designs?
  • From: "Ben Dwamena" <[email protected]>
• Re: st: compounding interest
  • From: Gary Longton <[email protected]>
• Re: st: compounding interest
  • From: David Kantor <[email protected]>
• Re: st: compounding interest; OOPS!
  • From: David Kantor <[email protected]>
• Re: st: compounding interest; OOPS!
  • From: David Kantor <[email protected]>
• RE: AW: AW: st: AW: Reshaping a Dataset
  • From: "Nick Cox" <[email protected]>
• st: RE: metan with repeated-measures designs?
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• st: compounding interest
  • From: Jurgen Sidgman <[email protected]>
• Re: st: interprating orthogonal polynomial regression
  • From: Steven Samuels <[email protected]>
• st: A correlation matrix after multiple imputation
  • From: Alan Acock <[email protected]>
• Re: AW: AW: st: AW: Reshaping a Dataset
  • From: [email protected]
• RE: st: interprating orthogonal polynomial regression
  • From: "Nick Cox" <[email protected]>
• Re: st: random effects estimation using gllapred
  • From: Stas Kolenikov <[email protected]>
• Re: st: interprating orthogonal polynomial regression
  • From: [email protected]
• st: national sample survey data (India)
  • From: Deepankar Basu <[email protected]>
• RE: st: RE: Data management
  • From: "Nick Cox" <[email protected]>
• Re: st: getting realistic fitted values from a regression
  • From: Steven Samuels <[email protected]>
• Re: st: RE: Data management
  • From: Dilip Pandey <[email protected]>
• Re: st: getting realistic fitted values from a regression
  • From: Austin Nichols <[email protected]>
• AW: AW: st: AW: Reshaping a Dataset
  • From: "Martin Weiss" <[email protected]>
• st: Data management
  • From: Dilip Pandey <[email protected]>
• st: RE: Data management
  • From: "Nick Cox" <[email protected]>
• RE: st: getting realistic fitted values from a regression
  • From: "Nick Cox" <[email protected]>
• st: random effects estimation using gllapred
  • From: "Eberth, Jan Marie" <[email protected]>
• Re: AW: st: AW: Reshaping a Dataset
  • From: [email protected]
• st: Re: statalist-digest V4 #3858
  • From: Dan Blanchette <[email protected]>
• Re: st: Re: symmetry and homogeneity restrictions
  • From: Matthew J Baker <[email protected]>
• AW: st: AW: Reshaping a Dataset
  • From: "Martin Weiss" <[email protected]>
• RE: st: AW: Reshaping a Dataset
  • From: "Nick Cox" <[email protected]>
• st: Fwd: MA(1) error structure in xtdpd
  • From: Ari Dothan <[email protected]>
• Re: st: using infile dictionary
  • From: Andrzej Niemierko <[email protected]>
• RE: st: Radar module for stata 10
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• Re: st: AW: Reshaping a Dataset
  • From: [email protected]
• st: Re: test for exogeneity
  • From: Christopher Baum <[email protected]>
• Re: Re: st: RE: AW: RE: AW: Polychoric PCA module
  • From: Christopher Baum <[email protected]>
• st: AW: Reshaping a Dataset
  • From: "Martin Weiss" <[email protected]>
• RE: st: chi2 goodness-of-fit test
  • From: "Nick Cox" <[email protected]>
• Re: Antwort: st: interactive Wald test?
  • From: Jeph Herrin <[email protected]>
• Re: st: Factor Analysis and Multiple Imputation
  • From: Stas Kolenikov <[email protected]>
• RE: st: Radar module for stata 10
  • From: "Nick Cox" <[email protected]>
• st: Reshaping a Dataset
  • From: [email protected]
• Re: st: maximum likelihood estimation of discrete random effects
  • From: Maarten buis <[email protected]>
• st: RE: AW: RE: AW: AW: Creating a Group Pair ID (where the generating variables order shouldn't matter)
  • From: "Nick Cox" <[email protected]>
• st: AW: RE: AW: AW: Creating a Group Pair ID (where the generating variables order shouldn't matter)
  • From: "Martin Weiss" <[email protected]>
• st: AW: RE: Seasonal Dummies and Autocorrelation
  • From: "Martin Weiss" <[email protected]>
• st: AW: Seasonal Dummies and Autocorrelation
  • From: "Martin Weiss" <[email protected]>
• st: RE: Seasonal Dummies and Autocorrelation
  • From: "Nick Cox" <[email protected]>
• st: maximum likelihood estimation of discrete random effects
  • From: Giorgia Lee <[email protected]>
• st: Seasonal Dummies and Autocorrelation
  • From: Beatrice Crozza <[email protected]>
• st: RE: AW: AW: Creating a Group Pair ID (where the generating variables order shouldn't matter)
  • From: "Nick Cox" <[email protected]>
• Re: st: Factor Analysis and Multiple Imputation
  • From: [email protected]
• st: AW: AW: Creating a Group Pair ID (where the generating variables order shouldn't matter)
  • From: "Martin Weiss" <[email protected]>
• st: AW: Creating a Group Pair ID (where the generating variables order shouldn't matter)
  • From: "Martin Weiss" <[email protected]>
• st: Creating a Group Pair ID (where the generating variables order shouldn't matter)
  • From: J Taylor <[email protected]>
• Re: st: calling do files
  • From: SCHOUMAKER Bruno <[email protected]>
• st: AW: calling do files
  • From: "Martin Weiss" <[email protected]>
• st: calling do files
  • From: "kibrom" <[email protected]>
• AW: st: Radar module for stata 10
  • From: "Martin Weiss" <[email protected]>
• Re: st: interprating orthogonal polynomial regression
  • From: Maarten buis <[email protected]>
• Re: st: Factor Analysis and Multiple Imputation
  • From: Maarten buis <[email protected]>
• st: test for endogeneity
  • From: "Jing Zhou" <[email protected]>
• Re: st: using infile dictionary
  • From: Jon Gettman <[email protected]>
• Re: st: Radar module for stata 10
  • From: Friedrich Huebler <[email protected]>
• Re: st: chi2 goodness-of-fit test
  • From: Steven Samuels <[email protected]>
• Re: st: replace a set of numbers with a second set of numbers
  • From: Tirthankar Chakravarty <[email protected]>
• st: replace a set of numbers with a second set of numbers
  • From: Tyler Frazier <[email protected]>
• Re: st: getting realistic fitted values from a regression
  • From: Christopher Baum <[email protected]>
• st: chi2 goodness-of-fit test
  • From: Frank Gallo <[email protected]>
• RE: st: Radar module for stata 10
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• Re: st: getting realistic fitted values from a regression
  • From: David Jacobs <[email protected]>
• RE: st: Radar module for stata 10
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• Re: st: Radar module for stata 10
  • From: Friedrich Huebler <[email protected]>
• Re: st: Radar module for stata 10
  • From: Friedrich Huebler <[email protected]>
• st: Question regarding panel data diagnostic
  • From: amatoallah ouchen <[email protected]>
• st: Factor Analysis and Multiple Imputation
  • From: [email protected]
• st: RE: Re: xtline: options for line color
  • From: "alison.drake" <[email protected]>
• st: Radar module for stata 10
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• RE: st: RE: AW: RE: AW: Polychoric PCA module
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• st: metan with repeated-measures designs?
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• RE: st: RE: AW: RE: AW: Polychoric PCA module
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: sort, xtlogit
  • From: Abhimanyu Arora <[email protected]>
• Re: st: RE: AW: RE: AW: Polychoric PCA module
  • From: SR Millis <[email protected]>
• Re: st: AW: sort, xtlogit
  • From: Abhimanyu Arora <[email protected]>
• st: interprating orthogonal polynomial regression
  • From: [email protected]
• AW: st: AW: sort, xtlogit
  • From: "Martin Weiss" <[email protected]>
• st: RE: Find variable with first occurrence of a value in a list of variables
  • From: "Nick Cox" <[email protected]>
• st: RE: unbalanced panel coefficients
  • From: "Martin Weiss" <[email protected]>
• RE: st: RE: install beamer in MikTex
  • From: "Nick Cox" <[email protected]>
• RE: st: RE: install beamer in MikTex
  • From: sun samn <[email protected]>
• RE: st: AW: install beamer in MikTex
  • From: sun samn <[email protected]>
• st: unbalanced panel coefficients
  • From: [email protected]
• st: MIME-Version: 1.0
  • From: [email protected]
• st: RE: Is there a quick way of customizing linear interpolation?
  • From: "Nick Cox" <[email protected]>
• RE: st: Unbalanced repeated measures analysis question
  • From: "Nick Cox" <[email protected]>
• Antwort: st: interactive Wald test?
  • From: Richard Ochmann <[email protected]>
• st: RE: correlations
  • From: "Nick Cox" <[email protected]>
• st: RE: RE: AW: RE: AW: Polychoric PCA module
  • From: "Martin Weiss" <[email protected]>
• st: RE: defining a generic date variable with occasional 53-week years
  • From: "Nick Cox" <[email protected]>
• st: IV-GMM
  • From: Bond Tiger <[email protected]>
• st: RE: Shifting graph axis
  • From: "Nick Cox" <[email protected]>
• st: RE: AW: RE: AW: Polychoric PCA module
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• Re: st: Unbalanced repeated measures analysis question
  • From: K Jensen <[email protected]>
• st: AW: RE: AW: Polychoric PCA module
  • From: "Martin Weiss" <[email protected]>
• Re: Re: st: Installing XTIVREG2 on Stata 9
  • From: "Elizabeth Allred" <[email protected]>
• Re: st: AW: sort, xtlogit
  • From: Abhimanyu Arora <[email protected]>
• Re: st: AW: sort, xtlogit
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Unbalanced repeated measures analysis question
  • From: Anders Alexandersson <[email protected]>
• st: RE: AW: Polychoric PCA module
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• Re: st: Unbalanced repeated measures analysis question
  • From: K Jensen <[email protected]>
• st: Polychoric PCA module
  • From: Jenniffer Solorzano Mosquera <[email protected]>
• st: AW: Polychoric PCA module
  • From: "Martin Weiss" <[email protected]>
• re: st: Unbalanced repeated measures analysis question
  • From: "Airey, David C" <[email protected]>
• re: Re: Re: st: Installing XTIVREG2 on Stata 9
  • From: Kit Baum <[email protected]>
• st: re: growth in firm size
  • From: Kit Baum <[email protected]>
• Re: st: re: growth in firm size
  • From: Cinzia Rienzo <[email protected]>
• Re: Re: st: Installing XTIVREG2 on Stata 9
  • From: Erasmo Giambona <[email protected]>
• st: AW: mvtobit and mdraws - Stata 11
  • From: "Martin Weiss" <[email protected]>
• st: using infile dictionary
  • From: Andrzej Niemierko <[email protected]>
• st: interactive Wald test?
  • From: Jeph Herrin <[email protected]>
• st: AW: Shifting graph axis
  • From: "Martin Weiss" <[email protected]>
• st: Re: overid after ivregress
  • From: xueliansharon <[email protected]>
• st: Combining spells prior to -stcox- ?
  • From: Jen Zhen <[email protected]>
• st: growth in firm size
  • From: Cinzia Rienzo <[email protected]>
• st: mvtobit and mdraws - Stata 11
  • From: "Gars, Jared Evan" <[email protected]>
• st: RE: Re: AW: problem with grqreg after qreg
  • From: xueliansharon <[email protected]>
• st: Re: overidentification test after cmp
  • From: xueliansharon <[email protected]>
• AW: st: AW: sort, xtlogit
  • From: "Martin Weiss" <[email protected]>
• st: RE: AW: RE: overidentification test and marginal effects after ivprobit
  • From: xueliansharon <[email protected]>
• Re: st: AW: sort, xtlogit
  • From: Abhimanyu Arora <[email protected]>
• st: defining a generic date variable with occasional 53-week years
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: AW: sort, xtlogit
  • From: Abhimanyu Arora <[email protected]>
• st: Shifting graph axis
  • From: Bert Jung <[email protected]>
• st: AW: sort, xtlogit
  • From: "Martin Weiss" <[email protected]>
• st: sort, xtlogit
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Maximization problem
  • From: Tobias Friedli <[email protected]>
• Re: st: Maximization problem
  • From: Neil Shephard <[email protected]>
• RE: st: Unbalanced repeated measures analysis question
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• st: correlations
  • From: PINAR ERDEM <[email protected]>
• Re: st: Maximization problem
  • From: Neil Shephard <[email protected]>
• st: Maximization problem
  • From: Hobst <[email protected]>
• Re: st: AW: unbalanced panel
  • From: [email protected]
• st: stata 11 MI
  • From: Stavrakakis Nikolaos <[email protected]>
• Re: st: CINA
  • From: Marcello Pagano <[email protected]>
• st: BOS'10 Stata Conference
  • From: Christopher Baum <[email protected]>
• Re: st: CINA
  • From: Steven Samuels <[email protected]>
• Re: st: CINA
  • From: Steven Samuels <[email protected]>
• AW: st: Which command displays program codes?
  • From: Laura Cyron <[email protected]>
• st: bootstrapping when setting cmd in an ado file
  • From: Matthias Schonlau <[email protected]>
• st: AW: unbalanced panel
  • From: "Martin Weiss" <[email protected]>
• st: unbalanced panel
  • From: [email protected]
• st: RE: RE: RE: multi-dimensional chi-squared?
  • From: "Nick Cox" <[email protected]>
• Re: st: Unbalanced repeated measures analysis question
  • From: K Jensen <[email protected]>
• st: unbalanced panel
  • From: [email protected]
• st: CINA
  • From: Marcello Pagano <[email protected]>
• AW: st: AW: unbalanced panel
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: unbalanced panel
  • From: [email protected]
• st: AW: unbalanced panel
  • From: "Martin Weiss" <[email protected]>
• st: new package -cmogram- available from SSC
  • From: Christopher Robert <[email protected]>
• st: unbalanced panel
  • From: [email protected]
• st: AW: unbalanced panel
  • From: "Martin Weiss" <[email protected]>
• st: RE: AW: RE: overidentification test and marginal effects after ivprobit
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: conflicting results on interaction effect
  • From: Maarten buis <[email protected]>
• RE: st: RE: install beamer in MikTex
  • From: "Kieran McCaul" <[email protected]>
• AW: st: RE: Re: xtline: options for line color
  • From: "Martin Weiss" <[email protected]>
• st: AW: RE: overidentification test and marginal effects after ivprobit
  • From: "Martin Weiss" <[email protected]>
• Re: st: getting realistic fitted values from a regression
  • From: Maarten buis <[email protected]>
• Re: st: AW: install beamer in MikTex
  • From: Neil Shephard <[email protected]>
• RE: st: RE: install beamer in MikTex
  • From: sun samn <[email protected]>
• RE: st: AW: install beamer in MikTex
  • From: sun samn <[email protected]>
• st: Linear mixed models: a practical guide using statistical software
  • From: "Airey, David C" <[email protected]>
• st: RE: overidentification test and marginal effects after ivprobit
  • From: xueliansharon <[email protected]>
• st: exclusion test of IV at first stage of ivprobit
  • From: xueliansharon <[email protected]>
• Re: st: RE: Re: xtline: options for line color
  • From: Scott Merryman <[email protected]>
• Re: st: Which command displays program codes?
  • From: Scott Merryman <[email protected]>
• Re: st: conflicting results on interaction effect
  • From: "Casey P. Durand" <[email protected]>
• st: conflicting results on interaction effect
  • From: Meng Zhao <[email protected]>
• RE: st: Unbalanced repeated measures analysis question
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• RE: st: Which command displays program codes?
  • From: "Martin Weiss" <[email protected]>
• RE: st: Want to load only part of ASCII file
  • From: [email protected]
• Re: st: RE: xtmixed, outreg2 and esttab
  • From: Clara Barata <[email protected]>
• Re: st: Which command displays program codes?
  • From: Richard J Stoll <[email protected]>
• st: RE: Re: xtline: options for line color
  • From: "Martin Weiss" <[email protected]>
• st: Which command displays program codes?
  • From: Laura Cyron <[email protected]>
• re: st: Unbalanced repeated measures analysis question
  • From: "Airey, David C" <[email protected]>
• st: Re: xtline: options for line color
  • From: "alison.drake" <[email protected]>
• RE: st: RE: xtmixed, outreg2 and esttab
  • From: "Martin Weiss" <[email protected]>
• st: predict, option dynamic, confidence intervals
  • From: Combes Stephanie <[email protected]>
• Re: st: RE: xtmixed, outreg2 and esttab
  • From: Clara Barata <[email protected]>
• st: cointegration, johans command
  • From: Combes Stephanie <[email protected]>
• Re: st: xtmixed, outreg2 and esttab
  • From: Clara Barata <[email protected]>
• Re: st: xtmixed, outreg2 and esttab
  • From: Clara Barata <[email protected]>
• st: RE: overidentification test and marginal effects after ivprobit
  • From: "Schaffer, Mark E" <[email protected]>
• st: getting realistic fitted values from a regression
  • From: Woolton Lee <[email protected]>
• st: RE: xtmixed, outreg2 and esttab
  • From: "Cohen, Elan" <[email protected]>
• st: RE: xtmixed, outreg2 and esttab
  • From: "Martin Weiss" <[email protected]>
• st: CPI inflacion by fractionally integrated ARFIMA-STVGARCH model
  • From: Sebastian Kruk <[email protected]>
• st: xtmixed, outreg2 and esttab
  • From: Clara Barata <[email protected]>
• Re: st: Propensity Score Weights in Oaxaca
  • From: Austin Nichols <[email protected]>
• Re: st: RE: multi-dimensional chi-squared?
  • From: Austin Nichols <[email protected]>
• RE: st: Want to load only part of ASCII file
  • From: "Lachenbruch, Peter" <[email protected]>
• RE: st: bootstrap _b VS bootstrap _se
  • From: "Lachenbruch, Peter" <[email protected]>
• RE: AW: st: bootstrap _b VS bootstrap _se
  • From: "Lachenbruch, Peter" <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Jon Gettman <[email protected]>
• st: Unbalanced repeated measures analysis question
  • From: K Jensen <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Jeph Herrin <[email protected]>
• Re: st: RE: multi-dimensional chi-squared?
  • From: Steven Samuels <[email protected]>
• Re: AW: st: bootstrap _b VS bootstrap _se
  • From: Sirak <[email protected]>
• Re: st: AW: install beamer in MikTex
  • From: Neil Shephard <[email protected]>
• st: AW: install beamer in MikTex
  • From: "Martin Weiss" <[email protected]>
• st: RE: install beamer in MikTex
  • From: "Kieran McCaul" <[email protected]>
• Re: AW: st: bootstrap _b VS bootstrap _se
  • From: Maarten buis <[email protected]>
• st: install beamer in MikTex
  • From: sun samn <[email protected]>
• AW: st: bootstrap _b VS bootstrap _se
  • From: "Martin Weiss" <[email protected]>
• Re: st: bootstrap _b VS bootstrap _se
  • From: Maarten buis <[email protected]>
• Re: st: bootstrap _b VS bootstrap _se
  • From: Sirak <[email protected]>
• Re: st: bootstrap _b VS bootstrap _se
  • From: Maarten buis <[email protected]>
• Re: st: bootstrap _b VS bootstrap _se
  • From: Sirak <[email protected]>
• st: AW: prgen command
  • From: "Martin Weiss" <[email protected]>
• st: Propensity Score Weights in Oaxaca
  • From: Ingo Isphording <[email protected]>
• st: RE: prgen command
  • From: "Kieran McCaul" <[email protected]>
• st: prgen command
  • From: Meng Zhao <[email protected]>
• Re: st: RE: multi-dimensional chi-squared?
  • From: Steven Samuels <[email protected]>
• re: Re: st: Installing XTIVREG2 on Stata 9
  • From: Kit Baum <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Kay Walker <[email protected]>
• Re: st: Installing XTIVREG2 on Stata 9
  • From: Erasmo Giambona <[email protected]>
• st: overidentification test and marginal effects after ivprobit
  • From: xueliansharon <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Eric Booth <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Eric Booth <[email protected]>
• st: RE: RE: multi-dimensional chi-squared?
  • From: "Barth Riley" <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Steven Samuels <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Want to load only part of ASCII file
  • From: Scott Merryman <[email protected]>
• st: Want to load only part of ASCII file
  • From: [email protected]
• st: RE: matrix to series
  • From: "Martin Weiss" <[email protected]>
• st: matrix to series
  • From: Bülent Güloğlu <[email protected]>
• Re: st: xtline: options for line color
  • From: Scott Merryman <[email protected]>
• st: RE: xtline: options for line color
  • From: "Martin Weiss" <[email protected]>
• st: xtline: options for line color
  • From: "Alison Drake" <[email protected]>
• Re: st: ACKERBERG-CAVES-FRAZER PRODUCTION FUNCTION
  • From: Abhimanyu Arora <[email protected]>
• RE: st: Weak Instruments in IVPROBIT
  • From: Benjamin Villena Roldan <[email protected]>
• st: ACKERBERG-CAVES-FRAZER PRODUCTION FUNCTION
  • From: "Blyde, Juan S." <[email protected]>
• st: Non-linear Panel Data Models and Endogeneity
  • From: Nyasha Tirivayi <[email protected]>
• Re: st: Fixed effects ordered LOGIT regression?
  • From: David Jacobs <[email protected]>
• Re: st: Fixed effects ordered LOGIT regression?
  • From: Marcello Pagano <[email protected]>
• st: test of excluded instruments for ivprobit, twostep
  • From: xueliansharon <[email protected]>
• st: RE: summary statistics with mi multiple imputation
  • From: "Lachenbruch, Peter" <[email protected]>
• st: RE: multi-dimensional chi-squared?
  • From: "Chevalier, Judy" <[email protected]>
• Re: st: summary statistics with mi multiple imputation
  • From: Maarten buis <[email protected]>
• st: executing do file in current namespace [was calling another .do file?]
  • From: Nick Winter <[email protected]>
• Re: st: summary statistics with mi multiple imputation
  • From: David Bell <[email protected]>
• st: Weak Instruments in IVPROBIT
  • From: Nyasha Tirivayi <[email protected]>
• AW: st: Installing XTIVREG2 on Stata 9
  • From: "Martin Weiss" <[email protected]>
• Re: RE: st: RE: RE: difference between robust and cluster option
  • From: Christopher Baum <[email protected]>
• Re: st: Installing XTIVREG2 on Stata 9
  • From: Christopher Baum <[email protected]>
• st: Implemenation Stata 11 ado.file
  • From: "Catharina Klepsch" <[email protected]>
• Re: st: bootstrap _b VS bootstrap _se
  • From: Maarten buis <[email protected]>
• st: bootstrap _b VS bootstrap _se
  • From: Sirak <[email protected]>
• Re: st: summary statistics with mi multiple imputation
  • From: Maarten buis <[email protected]>
• Re: Re: st: st. Simultaneous Equations Model & GMM Estimation
  • From: Bond Tiger <[email protected]>
• RE: st: RE: RE: difference between robust and cluster option
  • From: "Jing Zhou" <[email protected]>
• RE: st: Re Lilian tesman- Predict mortality
  • From: lilian tesmann <[email protected]>
• RE: st: logistic regression predictors
  • From: lilian tesmann <[email protected]>
• Re: st: How to get -margins- give predicted probabilities faster?
  • From: Friedrich Huebler <[email protected]>
• st: summary statistics with mi multiple imputation
  • From: Alan Acock <[email protected]>
• Re: st: RE: Sureg and Outreg
  • From: Ana <[email protected]>
• Re: st: Multicollinearity in slogit
  • From: David Greenberg <[email protected]>
• Re: st: Multicollinearity in slogit
  • From: Clive Nicholas <[email protected]>
• AW: st: RE: Sureg and Outreg
  • From: "Martin Weiss" <[email protected]>
• st: Re: symmetry and homogeneity restrictions
  • From: Kashif Saeed <[email protected]>
• st: AW: Regional Fixed Effects in Individual Data
  • From: "Marc Michelsen" <[email protected]>
• Re: st: RE: Sureg and Outreg
  • From: Ana <[email protected]>
• st: RE: Sureg and Outreg
  • From: "Martin Weiss" <[email protected]>
• Re: st: calling another .do file?
  • From: Jeph Herrin <[email protected]>
• st: Sureg and Outreg
  • From: Ana <[email protected]>
• Re: st: Multicollinearity in slogit
  • From: "Abdul Salam Lodhi" <[email protected]>
• Re: st: Multicollinearity in slogit
  • From: SR Millis <[email protected]>
• Re: st: Fixed effects logit model
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Multicollinearity in slogit
  • From: Maarten buis <[email protected]>
• st: Multicollinearity in slogit
  • From: "Abdul Salam Lodhi" <[email protected]>
• st: How to get -margins- give predicted probabilities faster?
  • From: Duha Altindag <[email protected]>
• Re: st: Programming: Ranking hospitals according to admissions in a dataset with patient level data
  • From: Andreas Schmid <[email protected]>
• Re: st: logistic regression predictors
  • From: Steven Samuels <[email protected]>
• Re: st: calling another .do file?
  • From: Neil Shephard <[email protected]>
• st: R: Programming: Ranking hospitals according to admissions in a dataset with patient level data
  • From: "Carlo Lazzaro" <[email protected]>
• Re: st: calling another .do file?
  • From: Maarten buis <[email protected]>
• st: calling another .do file?
  • From: "Costello, Michael (Contractor)" <mcostello/[email protected]>
• st: xtmelogit--any quick way to identify variance components near zero?
  • From: "Clyde Schechter" <[email protected]>
• Re: st: Programming: Ranking hospitals according to admissions in a dataset with patient level data
  • From: Maarten buis <[email protected]>
• st: cluster() option in ivreg2
  • From: Bond Tiger <[email protected]>
• RE: st: R: bootstrap
  • From: Maarten buis <[email protected]>
• Re: st: Append in combination with insheet (of csv files)
  • From: Kaspar Dardas <[email protected]>
• RE: st: R: bootstrap
  • From: sun samn <[email protected]>
• st: Programming: Ranking hospitals according to admissions in a dataset with patient level data
  • From: Andreas Schmid <[email protected]>
• Re: st: Append in combination with insheet (of csv files)
  • From: Neil Shephard <[email protected]>
• st: Append in combination with insheet (of csv files)
  • From: Kaspar Dardas <[email protected]>
• Re: AW: st: AW: Fitted probabilities using prvalue for logit model
  • From: Steven Samuels <[email protected]>
• Re: Re: st: st. Simultaneous Equations Model & GMM Estimation
  • From: Bond Tiger <[email protected]>
• Re: st: STATA CODE INFO.: ivreg2 & ivregress
  • From: Bond Tiger <[email protected]>
• AW: st: Fixed effects logit model
  • From: "Marc Michelsen" <[email protected]>
• Re: st: Fixed effects logit model
  • From: Maarten buis <[email protected]>
• AW: st: AW: Fitted probabilities using prvalue for logit model
  • From: "Marc Michelsen" <[email protected]>
• AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: "Marc Michelsen" <[email protected]>
• st: Fixed effects logit model
  • From: "Marc Michelsen" <[email protected]>
• st: Weak identification for IVPROBIT
  • From: Nyasha Tirivayi <[email protected]>
• Re: st: STATA CODE INFO.: ivreg2 & ivregress
  • From: Christopher Baum <[email protected]>
• Re: Re: st: st. Simultaneous Equations Model & GMM Estimation
  • From: Christopher Baum <[email protected]>
• Re: st: AW: Installing XTIVREG2 on Stata 9
  • From: Erasmo Giambona <[email protected]>
• st: AW: Installing XTIVREG2 on Stata 9
  • From: "Martin Weiss" <[email protected]>
• st: Installing XTIVREG2 on Stata 9
  • From: Erasmo Giambona <[email protected]>
• Re: st: update postrcspline available from SSC
  • From: SCHOUMAKER Bruno <[email protected]>
• RE: st: R: bootstrap
  • From: Maarten buis <[email protected]>
• st: update postrcspline available from SSC
  • From: Maarten buis <[email protected]>
• st: Re: Prediction after xtgee
  • From: "Joseph Coveney" <[email protected]>
• st: Prediction after xtgee
  • From: [email protected]
• st: STATA CODE INFO.: ivreg2 & ivregress
  • From: Bond Tiger <[email protected]>
• RE: st: RE: RE: difference between robust and cluster option
  • From: "Jing Zhou" <[email protected]>
• RE: st: RE: RE: difference between robust and cluster option
  • From: "Kieran McCaul" <[email protected]>
• Re: st: RE: RE: difference between robust and cluster option
  • From: Steven Samuels <[email protected]>
• RE: st: RE: RE: difference between robust and cluster option
  • From: "Jing Zhou" <[email protected]>
• RE: st: R: bootstrap
  • From: sun samn <[email protected]>
• st: AW: kapetanois unit root
  • From: "Martin Weiss" <[email protected]>
• st: kapetanois unit root
  • From: Bülent Güloğlu <[email protected]>
• AW: st: minor complaint
  • From: "Martin Weiss" <[email protected]>
• Re: st: minor complaint
  • From: Jeph Herrin <[email protected]>
• Re: st: minor complaint
  • From: Tirthankar Chakravarty <[email protected]>
• st: minor complaint
  • From: Jeph Herrin <[email protected]>
• st: Regional Fixed Effects in Individual Data
  • From: Nicolás Rojas <[email protected]>
• st: -xtfevd- with ar1
  • From: Bin Dong <[email protected]>
• Re: st: st. Simultaneous Equations Model & GMM Estimation
  • From: Bond Tiger <[email protected]>
• Re: st: logistic regression predictors
  • From: Steve Samuels <[email protected]>
• Re: st: logistic regression predictors
  • From: Steve Samuels <[email protected]>
• Re: st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]
  • From: 박재민 <[email protected]>
• Re: st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]
  • From: 박재민 <[email protected]>
• st: Re Lilian tesman- Predict mortality
  • From: Kay Walker <[email protected]>
• Re: st: logistic regression predictors
  • From: Maarten buis <[email protected]>
• AW: st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]
  • From: "Martin Weiss" <[email protected]>
• Re: st: st. Simultaneous Equations Model & GMM Estimation
  • From: Christopher Baum <[email protected]>
• Re: st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]
  • From: Christopher Baum <[email protected]>
• Re: st: AW: xtpcse regression
  • From: Bin Dong <[email protected]>
• st: AW: xtpcse regression
  • From: "Martin Weiss" <[email protected]>
• st: xtpcse regression
  • From: Bin Dong <[email protected]>
• st: logistic regression predictors
  • From: lilian tesmann <[email protected]>
• st: Is there a quick way of customizing linear interpolation?
  • From: Halit Akturk <[email protected]>
• st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]
  • From: "Martin Weiss" <[email protected]>
• st: RE: Re: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: Tirthankar Chakravarty <[email protected]>
• AW: st: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: "Martin Weiss" <[email protected]>
• st: AW: Re: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: "Martin Weiss" <[email protected]>
• st: Re: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: 박재민 <[email protected]>
• Re: st: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: Tirthankar Chakravarty <[email protected]>
• Re: st: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: Tirthankar Chakravarty <[email protected]>
• st: Re: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: 박재민 <[email protected]>
• st: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: "Martin Weiss" <[email protected]>
• st: st. Simultaneous Equations Model & GMM Estimation
  • From: Bond Tiger <[email protected]>
• st: AW: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: "Martin Weiss" <[email protected]>
• st: Re: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: 박재민 <[email protected]>
• st: kapetanois codes
  • From: Bülent Güloğlu <[email protected]>
• RE: st: AW: confidence intervals, saved results, pweights
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: confidence intervals, saved results, pweights
  • From: Steve Samuels <[email protected]>
• st: AW: confidence intervals, saved results, pweights
  • From: "Martin Weiss" <[email protected]>
• Re: st: Using mifit after ice to get imputed values
  • From: Ilke UNDER <[email protected]>
• st: confidence intervals, saved results, pweights
  • From: Ben Zipperer <[email protected]>
• st: AW: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: "Martin Weiss" <[email protected]>
• st: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
  • From: 박재민 <[email protected]>
• Re: AW: st: RE: RE: difference between robust and cluster option
  • From: Christopher Baum <[email protected]>
• Re: st: Using mifit after ice to get imputed values
  • From: Maarten buis <[email protected]>
• st: Sean Pratt is out of the office.
  • From: Sean Pratt <[email protected]>
• Re: st: Using mifit after ice to get imputed values
  • From: Maarten buis <[email protected]>
• Re: st: Using mifit after ice to get imputed values
  • From: Ilke UNDER <[email protected]>
• RE: st: RE: RE: difference between robust and cluster option
  • From: "Ma, Guang" <[email protected]>
• st: Why does -centile- provide different results compared to -sum- or -pctile-?
  • From: "Tiago V. Pereira" <[email protected]>
• AW: st: RE: RE: difference between robust and cluster option
  • From: "Jing Zhou" <[email protected]>
• st: automatically adjust the display of notes in the graph bar,
  • From: "Tiago V. Pereira" <[email protected]>
• Re: st: Domain analysis of survey data
  • From: Steve Samuels <[email protected]>
• Re: st: Domain analysis of survey data
  • From: Steve Samuels <[email protected]>
• Re: st: Interrater Agreement and Kap Command
  • From: Frank Gallo <[email protected]>
• Re: st: Domain analysis of survey data
  • From: "G. Dai" <[email protected]>
• st: automatically adjust the display of notes in the graph bar
  • From: "G. Dai" <[email protected]>
• Re: st: Merging longitudinal data set
  • From: Andreas Jensen <[email protected]>
• Re: st: Chi-squared test for independence of observed and expected frequencies
  • From: Steve Samuels <[email protected]>
• st: Domain analysis of survey data
  • From: Brad Cannell <[email protected]>
• Re: st: Merging longitudinal data set
  • From: Maarten buis <[email protected]>
• Re: st: Merging longitudinal data set
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Merging longitudinal data set
  • From: Abdel Rahmen El Lahga <[email protected]>
• Re: st: Merging longitudinal data set
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Merging longitudinal data set
  • From: Maarten buis <[email protected]>
• st: Merging longitudinal data set
  • From: Andreas Jensen <[email protected]>
• text in graph [was RE: st: R: bootstrap]
  • From: Maarten buis <[email protected]>
• RE: st: R: bootstrap
  • From: "Martin Weiss" <[email protected]>
• RE: st: R: bootstrap
  • From: sun samn <[email protected]>
• st: RE: RE: RE: Why does -centile- provide different results compared to -sum- or -pctile-?
  • From: "Martin Weiss" <[email protected]>
• st: RE: RE: Why does -centile- provide different results compared to -sum- or -pctile-?
  • From: "Lachenbruch, Peter" <[email protected]>
• st: Why does -centile- provide different results compared to -sum- or -pctile-?
  • From: "Tiago V. Pereira" <[email protected]>
• st: RE: Why does -centile- provide different results compared to -sum- or -pctile-?
  • From: "Martin Weiss" <[email protected]>
• RE: AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: "Lachenbruch, Peter" <[email protected]>
• st: Why does -centile- provide different results compared to -sum- or -pctile-?
  • From: "Tiago V. Pereira" <[email protected]>
• Re: st: Using mifit after ice to get imputed values
  • From: Maarten buis <[email protected]>
• RES: st: RE: Drawing Trajectories using STATA
  • From: José Maria Pacheco de Souza <[email protected]>
• st: Using mifit after ice to get imputed values
  • From: Ilke UNDER <[email protected]>
• Re: st: Markov transition model correcting for selection bias
  • From: Nyasha Tirivayi <[email protected]>
• Re: st: AW: Fitted probabilities using prvalue for logit model
  • From: Steve Samuels <[email protected]>
• Re: st: Markov transition model correcting for selection bias
  • From: Maarten buis <[email protected]>
• st: Markov transition model correcting for selection bias
  • From: Nyasha Tirivayi <[email protected]>
• Re: AW: st: AW: Fitted probabilities using prvalue for logit model
  • From: Maarten buis <[email protected]>
• AW: st: AW: Fitted probabilities using prvalue for logit model
  • From: "Marc Michelsen" <[email protected]>
• Re: st: RE: Drawing Trajectories using STATA
  • From: David Bell <[email protected]>
• st: Reliability of Aggregated Data
  • From: 한세희 <[email protected]>
• Re: st: AW: Fitted probabilities using prvalue for logit model
  • From: Steve Samuels <[email protected]>
• Re: Re: st: multifactor models
  • From: Joshua Shindell <[email protected]>
• Re: st: RE: Drawing Trajectories using STATA
  • From: Jörg Eulenberger <[email protected]>
• R: RE: Re: st: multifactor models
  • From: "[email protected]" <[email protected]>
• AW: st: RE: RE: difference between robust and cluster option
  • From: "Martin Weiss" <[email protected]>
• RE: Re: st: multifactor models
  • From: "Tharyan, Rajesh" <[email protected]>
• Re: st: RE: RE: difference between robust and cluster option
  • From: Nils Braakmann <[email protected]>
• AW: AW: AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: "Marc Michelsen" <[email protected]>
• Re: AW: AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: Maarten buis <[email protected]>
• st: AW: Fitted probabilities using prvalue for logit model
  • From: "Marc Michelsen" <[email protected]>
• st: RE: Drawing Trajectories using STATA
  • From: "Allan Reese (Cefas)" <[email protected]>
• AW: AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: "Marc Michelsen" <[email protected]>
• R: Re: st: multifactor models
  • From: "[email protected]" <[email protected]>
• Re: AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: Maarten buis <[email protected]>
• AW: AW: st: Nested Logit Model
  • From: "Marc Michelsen" <[email protected]>
• Re: AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: Maarten buis <[email protected]>
• AW: st: Chi-squared test for independence of observed and expected frequencies
  • From: "Marc Michelsen" <[email protected]>
• Re: st: From: Antonio S.P. <[email protected]>
  • From: António S.P. <[email protected]>
• Re: st: Fixed effects ordered LOGIT regression?
  • From: Maarten buis <[email protected]>
• Re: st: Fixed effects ordered LOGIT regression?
  • From: Daniel Brown <[email protected]>
• st: RE: RE: difference between robust and cluster option
  • From: "Ma, Guang" <[email protected]>
• st: RE: difference between robust and cluster option
  • From: "Jing Zhou" <[email protected]>
• st: RE: difference between robust and cluster option
  • From: "Ma, Guang" <[email protected]>
• Re: st: RE: how to test multicollinearity
  • From: "Michael N. Mitchell" <[email protected]>
• st: RE: how to test multicollinearity
  • From: Hugh Robinson <[email protected]>
• st: how to test multicollinearity
  • From: "Jing Zhou" <[email protected]>
• st: difference between robust and cluster option
  • From: "Jing Zhou" <[email protected]>
• st: Re: overidentification test for IV ordered probit
  • From: xueliansharon <[email protected]>
• Re: st: Chi-squared test for independence of observed and expected frequencies
  • From: Stas Kolenikov <[email protected]>
• Re: st: R: bootstrap
  • From: Stas Kolenikov <[email protected]>
• RE: st: R: bootstrap
  • From: Maarten buis <[email protected]>
• Re: st: overid after ivregress
  • From: Stas Kolenikov <[email protected]>
• Re: st: overidentification test for IV ordered probit
  • From: Stas Kolenikov <[email protected]>
• RE: st: R: bootstrap
  • From: "Martin Weiss" <[email protected]>
• RE: st: R: bootstrap
  • From: Maarten buis <[email protected]>
• Re: AW: st: Nested Logit Model
  • From: Nitin Dua <[email protected]>
• Re: st: Nested Logit Model
  • From: Anders Alexandersson <[email protected]>
• RE: st: R: bootstrap
  • From: sun samn <[email protected]>
• RE: st: From: Antonio S.P. <[email protected]>
  • From: "Martin Weiss" <[email protected]>
• st: overidentification test for IV ordered probit
  • From: xueliansharon <[email protected]>
• Re: st: From: Antonio S.P. <[email protected]>
  • From: Maarten buis <[email protected]>
• st: lowess with CI with/without controls
  • From: Guy Grossman <[email protected]>
• st: From: António S.P. <[email protected]>
  • From: [email protected]
• Re: st: multifactor models
  • From: Maarten buis <[email protected]>
• st: Re: AW: overid after ivregress
  • From: xueliansharon <[email protected]>
• Re: st: Chi-squared test for independence of observed and expected frequencies
  • From: Maarten buis <[email protected]>
• RE: st: Changing title with by option ?
  • From: "Heekyung Hellen Kim" <[email protected]>
• Re: st: Changing title with by option ?
  • From: Eric Booth <[email protected]>
• AW: st: Nested Logit Model
  • From: "Marc Michelsen" <[email protected]>
• st: AW: overid after ivregress
  • From: "Martin Weiss" <[email protected]>
• AW: st: Changing title with by option ?
  • From: "Martin Weiss" <[email protected]>
• Re: st: Nested Logit Model
  • From: Anders Alexandersson <[email protected]>
• st: Chi-squared test for independence of observed and expected frequencies
  • From: "Marc Michelsen" <[email protected]>
• st: overid after ivregress
  • From: xueliansharon <[email protected]>
• st: multifactor models
  • From: "[email protected]" <[email protected]>
• Re: st: Lowess smoother matrix
  • From: "Florian Ramseger" <[email protected]>
• Re: st: Changing title with by option ?
  • From: Eric Booth <[email protected]>
• st: Nested Logit Model
  • From: "Marc Michelsen" <[email protected]>
• Re: AW: AW: st: AW: mfxrcspline : error message in Stata11
  • From: SCHOUMAKER Bruno <[email protected]>
• AW: AW: AW: st: AW: mfxrcspline : error message in Stata11
  • From: "Martin Weiss" <[email protected]>
• Re: AW: AW: st: AW: mfxrcspline : error message in Stata11
  • From: SCHOUMAKER Bruno <[email protected]>
• Re: st: Lowess smoother matrix
  • From: Oliver Jones <[email protected]>
• AW: AW: st: AW: mfxrcspline : error message in Stata11
  • From: "Martin Weiss" <[email protected]>
• Re: st: Smoothed Plot with Observation Specific CIs
  • From: Wassim Tarraf <[email protected]>
• AW: st: Smoothed Plot with Observation Specific CIs
  • From: "Martin Weiss" <[email protected]>
• Re: AW: st: AW: mfxrcspline : error message in Stata11
  • From: SCHOUMAKER Bruno <[email protected]>
• RE: st: Changing title with by option ?
  • From: Maarten buis <[email protected]>
• RE: st: Changing title with by option ?
  • From: Maarten buis <[email protected]>
• AW: st: Changing title with by option ?
  • From: "Martin Weiss" <[email protected]>
• RE: st: Changing title with by option ?
  • From: "Heekyung Hellen Kim" <[email protected]>
• AW: st: AW: mfxrcspline : error message in Stata11
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: mfxrcspline : error message in Stata11
  • From: Maarten buis <[email protected]>
• RE: st: Changing title with by option ?
  • From: "Heekyung Hellen Kim" <[email protected]>
• Re: st: not concave poisson model
  • From: Maarten buis <[email protected]>
• st: Fitted probabilities using prvalue for logit model
  • From: "Marc Michelsen" <[email protected]>
• st: AW: mfxrcspline : error message in Stata11
  • From: "Martin Weiss" <[email protected]>
• st: mfxrcspline : error message in Stata11
  • From: SCHOUMAKER Bruno <[email protected]>
• Re: st: Fixed effects ordered LOGIT regression?
  • From: Maarten buis <[email protected]>
• st: not concave poisson model
  • From: Ali Khashan <[email protected]>
• st: Fixed effects ordered LOGIT regression?
  • From: Daniel Brown <[email protected]>
• st: AW: How to construct city-industry dummies
  • From: "Martin Weiss" <[email protected]>
• st: How to construct city-industry dummies
  • From: Bin Dong <[email protected]>
• Re: st: Smoothed Plot with Observation Specific CIs
  • From: Maarten buis <[email protected]>
• Re: st: R: bootstrap
  • From: Maarten buis <[email protected]>
• st: R: bootstrap
  • From: "Carlo Lazzaro" <[email protected]>
• Re: st: RE: Creating a new variable via another variable name based on a condition
  • From: Indu Khurana <[email protected]>
• Re: st: Changing title with by option ?
  • From: Eric Booth <[email protected]>
• Re: st: omission of results due to multicollinearity
  • From: Conor Hughes <[email protected]>
• Re: st: bootstrap
  • From: Stas Kolenikov <[email protected]>
• st: Changing title with by option ?
  • From: "Heekyung Hellen Kim" <[email protected]>
• st: Smoothed Plot with Observation Specific CIs
  • From: Wassim Tarraf <[email protected]>
• st: bootstrap
  • From: sun samn <[email protected]>
• Re: st: Prais with vce(robust)
  • From: Thomas Jacobs <[email protected]>
• st: separate multiple imputations within the same dataset
  • From: "Neal Traven" <[email protected]>
• Re: st: Interpretation of log-pseudo likelihood
  • From: Maarten buis <[email protected]>
• st: Interpretation of log-pseudo likelihood
  • From: Ali Lavan <[email protected]>
• Re: st: RE: Multicollinearity in fixed effects regressions
  • From: Bin Dong <[email protected]>
• RE: st: RE: Multicollinearity in fixed effects regressions
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: Re: Equivalent to matcell in table
  • From: Eric Booth <[email protected]>
• RE: st: string and numeric under one field
  • From: keeler james <[email protected]>
• st: Re: Equivalent to matcell in table
  • From: Hobst <[email protected]>
• Re: st: Choosing the best set of longitude/latitude coordinates from three choices
  • From: Matthew Krauchunas <[email protected]>
• Re: st: Choosing the best set of longitude/latitude coordinates from three choices
  • From: Eric Booth <[email protected]>
• Re: st: AW: "vertical filter and sum of data"
  • From: Maximiliano Manuel Silva Correa <[email protected]>
• Re: st: Choosing the best set of longitude/latitude coordinates from three choices
  • From: Matthew Krauchunas <[email protected]>
• Re: st: Choosing the best set of longitude/latitude coordinates from three choices
  • From: Eric Booth <[email protected]>
• RE: st: Yet another old thread revisited for celebration purposes
  • From: "Martin Weiss" <[email protected]>
• Re: st: Yet another old thread revisited for celebration purposes
  • From: Natalie Trapp <[email protected]>
• re: Re: st: Yet another old thread revisited for celebration purposes
  • From: Christopher Baum <[email protected]>
• Re: st: Yet another old thread revisited for celebration purposes
  • From: "G. Dai" <[email protected]>
• Re: st: Re: Equivalent to matcell in table
  • From: Eric Booth <[email protected]>
• st: Choosing the best set of longitude/latitude coordinates from three choices
  • From: Matthew Krauchunas <[email protected]>
• st: Re: Equivalent to matcell in table
  • From: Hobst <[email protected]>
• st: Lowess smoother matrix
  • From: "Florian Ramseger" <[email protected]>
• Re: st: Yet another old thread revisited for celebration purposes
  • From: Rafael Claro <[email protected]>
• Re: st: Yet another old thread revisited for celebration purposes
  • From: Bin Dong <[email protected]>
• Re: st: Yet another old thread revisited for celebration purposes
  • From: Antoine Terracol <[email protected]>
• st: Yet another old thread revisited for celebration purposes
  • From: Maarten buis <[email protected]>
• RE: st: Interrater Agreement and Kap Command
  • From: "Visintainer, Paul" <[email protected]>
• st: omission of results due to multicollinearity
  • From: "Sibel S." <[email protected]>
• st: Options or commands for collinear variables
  • From: Bin Dong <[email protected]>
• Re: st: Re: Equivalent to matcell in table
  • From: Tobias Friedli <[email protected]>
• Re: st: Re: Equivalent to matcell in table
  • From: Tobias Friedli <[email protected]>
• Re: st: Generate new variable after using long to wide transformation
  • From: Maarten buis <[email protected]>
• Re: st: Re: Equivalent to matcell in table
  • From: Maarten buis <[email protected]>
• st: Generate new variable after using long to wide transformation
  • From: "Helen Gibbs" <[email protected]>
• Re: st: Re: Equivalent to matcell in table
  • From: Tobias Friedli <[email protected]>
• Re: st: RE: Multicollinearity in fixed effects regressions
  • From: Bin Dong <[email protected]>
• Re: st: Re: Equivalent to matcell in table
  • From: Maarten buis <[email protected]>
• st: Re: Equivalent to matcell in table
  • From: Hobst <[email protected]>
• Re: st: Non-linear restrictions for SVAR identification
  • From: Maarten buis <[email protected]>
• st: Non-linear restrictions for SVAR identification
  • From: [email protected]
• st: RE: Multicollinearity in fixed effects regressions
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: is something wrong with fvvarlist "i(3 4).role"?
  • From: László Sándor <[email protected]>
• Re: st: Multicollinearity in fixed effects regressions
  • From: Maarten buis <[email protected]>
• Re: st: unequal constraints
  • From: Maarten buis <[email protected]>
• st: unequal constraints
  • From: Sirak <[email protected]>
• st: AW: unequal constraints
  • From: "Martin Weiss" <[email protected]>
• Re: st: Multicollinearity in fixed effects regressions
  • From: Bin Dong <[email protected]>
• Re: st: Multicollinearity in fixed effects regressions
  • From: Maarten buis <[email protected]>
• Re: st: Multicollinearity in fixed effects regressions
  • From: Maarten buis <[email protected]>
• st: Multicollinearity in fixed effects regressions
  • From: Bin Dong <[email protected]>
• Re: st: Aggregated Weighted Summary Statistics Using Probability Weights
  • From: Steve Samuels <[email protected]>
• Re: st: Aggregated Weighted Summary Statistics Using Probability Weights
  • From: Steve Samuels <[email protected]>
• Re: st: Referencing variable labels in a foreach loop
  • From: Philipp Rehm <[email protected]>
• st: Referencing variable labels in a foreach loop
  • From: Ishir Bhan <[email protected]>
• Re: st: string and numeric under one field
  • From: Richard Goldstein <[email protected]>
• Re: st: RE: xtivreg2 weak-instrument-robust inference
  • From: Camden Roberts <[email protected]>
• Re: st: Interrater Agreement and Kap Command
  • From: Frank Gallo <[email protected]>
• RE: st: RE: xtivreg2 weak-instrument-robust inference
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: reshape long and variables not being found
  • From: Eric Booth <[email protected]>
• st: reshape long and variables not being found
  • From: Nanlesta Pilgrim <[email protected]>
• Re: st: Interrater Agreement and Kap Command
  • From: Morten Hesse <[email protected]>
• Re: st: Re: Identify and Replace Values
  • From: Eric Booth <[email protected]>
• Re: st: Re: Replacing Address Information in Panel Data Set
  • From: Eric Booth <[email protected]>
• st: string and numeric under one field
  • From: keeler james <[email protected]>
• st: New version of -somersd- on SSC
  • From: Roger Newson <[email protected]>
• st: Interrater Agreement and Kap Command
  • From: Frank Gallo <[email protected]>
• Re: st: draw overlapping normal densities
  • From: Maarten buis <[email protected]>
• st: draw overlapping normal densities
  • From: "Cohen, Elan" <[email protected]>
• Re: st: mysql to stata
  • From: Tyler Frazier <[email protected]>
• Re: st: mysql to stata
  • From: Tyler Frazier <[email protected]>
• Re: st: combining DHS surveys: what weights to use
  • From: Steve Samuels <[email protected]>
• Re: st: mysql to stata
  • From: "Joseph Coveney" <[email protected]>
• Re: st: mysql to stata
  • From: Tyler Frazier <[email protected]>
• st: AW: saving regression results in matrix
  • From: "Martin Weiss" <[email protected]>
• st: Spatial lag regression
  • From: Haniza Khalid <[email protected]>
• st: mysql to stata
  • From: Tyler Frazier <[email protected]>
• st: AW: saving regression results in matrix
  • From: "Martin Weiss" <[email protected]>
• st: saving regression results in matrix
  • From: Helge Liebert <[email protected]>
• Re: AW: st: max length of 244 characters
  • From: SCHOUMAKER Bruno <[email protected]>
• st: Zero-inflated Negative Binomial models for Panel data
  • From: "Pavlos C. Symeou" <[email protected]>
• AW: st: max length of 244 characters
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: xtivreg2 weak-instrument-robust inference
  • From: Camden Roberts <[email protected]>
• RE: st: max length of 244 characters
  • From: Maarten buis <[email protected]>
• st: max length of 244 characters
  • From: SCHOUMAKER Bruno <[email protected]>
• st: AW: "vertical filter and sum of data"
  • From: "Martin Weiss" <[email protected]>
• st: RE: xtivreg2 weak-instrument-robust inference
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: is something wrong with fvvarlist "i(3 4).role"?
  • From: [email protected] (Jeff Pitblado, StataCorp LP)
• st: Aggregated Weighted Summary Statistics Using Probability Weights
  • From: Lindsay Newman <[email protected]>
• Re: st: "vertical filter and sum of data"
  • From: Maarten buis <[email protected]>
• st: "vertical filter and sum of data"
  • From: Maximiliano Manuel Silva Correa <[email protected]>
• AW: st: AW: easier way to write many matrix names
  • From: "Martin Weiss" <[email protected]>
• Re: st: Re: Replacing Address Information in Panel Data Set
  • From: Matthew Krauchunas <[email protected]>
• Re: st: Find variable with first occurrence of a value in a list of variables
  • From: Maarten buis <[email protected]>
• st: AW: Find variable with first occurrence of a value in a list of variables
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Re: Identify and Replace Values
  • From: Jeph Herrin <[email protected]>
• st: Find variable with first occurrence of a value in a list of variables
  • From: Mike Lacy <[email protected]>
• Re: st: Multicollinearity test after GLM
  • From: Maarten buis <[email protected]>
• Re: st: AW: easier way to write many matrix names
  • From: Amanda Fu <[email protected]>
• st: Multicollinearity test after GLM
  • From: "Abdul Q Memon" <[email protected]>
• Re: Re: st: SUR regression with constraints
  • From: Maarten buis <[email protected]>
• st: Least square regression involving time lags in the parameters
  • From: "Lodh Ashish" <[email protected]>
• Re: Re: st: SUR regression with constraints
  • From: Sami Haile <[email protected]>
• Re: st: Re: Replacing Address Information in Panel Data Set
  • From: Matthew Krauchunas <[email protected]>
• Re: st: combining DHS surveys: what weights to use
  • From: Stas Kolenikov <[email protected]>
• Re: st: Re: Replacing Address Information in Panel Data Set
  • From: Matthew Krauchunas <[email protected]>
• st: AW: Re: Identify and Replace Values
  • From: "Martin Weiss" <[email protected]>
• AW: st: Dummy variables
  • From: "Martin Weiss" <[email protected]>
• Re: st: Dummy variables
  • From: Conor Hughes <[email protected]>
• Re: RE: st: RE: mvreg with vce(robust)?
  • From: Christopher Baum <[email protected]>
• st: Re: Identify and Replace Values
  • From: Hobst <[email protected]>
• Re: st: Dummy variables
  • From: Maarten buis <[email protected]>
• st: Dummy variables
  • From: "Frank Peter" <[email protected]>
• st: Re: st: Re: st: Re: st: syntax : keep variables listed in ìf'
  • From: SCHOUMAKER Bruno <[email protected]>
• st: Re: st: Re: st: syntax : keep variables listed in ìf'
  • From: Steve Samuels <[email protected]>
• st: Re: st: Re: st: syntax : keep variables listed in ìf'
  • From: Steve Samuels <[email protected]>
• st: Quantile regression and matched cohorts
  • From: Garry Anderson <[email protected]>
• st: Re: st: syntax : keep variables listed in ìf'
  • From: Maarten buis <[email protected]>
• Re: st: SUR regression with constraints
  • From: Maarten buis <[email protected]>
• FW: RE: st: AW: Problem creating large matrices
  • From: "Achilleas Vassilopoulos" <[email protected]>
• st: SUR regression with constraints
  • From: Sami Haile <[email protected]>
• st: syntax : keep variables listed in ìf'
  • From: SCHOUMAKER Bruno <[email protected]>
• Re: st: combining DHS surveys: what weights to use
  • From: SCHOUMAKER Bruno <[email protected]>
• Re: st: combining DHS surveys: what weights to use
  • From: SCHOUMAKER Bruno <[email protected]>
• st: AW: AW: easier way to write many matrix names
  • From: "Martin Weiss" <[email protected]>
• st: AW: easier way to write many matrix names
  • From: "Martin Weiss" <[email protected]>
• st: RE: kernel density of values less than 1
  • From: philippe van kerm <[email protected]>
• AW: st: Tokenize local varlist
  • From: "Martin Weiss" <[email protected]>
• st: AW: Tokenize local varlist
  • From: "Martin Weiss" <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Maarten buis <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Maarten buis <[email protected]>
• Re: st: Tokenize local varlist
  • From: Dani Tilley <[email protected]>
• Re: st: Tokenize local varlist
  • From: Eric Booth <[email protected]>
• st: Tokenize local varlist
  • From: Dani Tilley <[email protected]>
• Re: st: Re: Replacing Address Information in Panel Data Set
  • From: Eric Booth <[email protected]>
• Re: st: Re: Replacing Address Information in Panel Data Set
  • From: Amanda Fu <[email protected]>
• st: Re: Replacing Address Information in Panel Data Set
  • From: Matthew Krauchunas <[email protected]>
• Re: st: is something wrong with fvvarlist "i(3 4).role"?
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: RE: Re: Invalid syntax in a program
  • From: Dani Tilley <[email protected]>
• Re: st: is something wrong with fvvarlist "i(3 4).role"?
  • From: László Sándor <[email protected]>
• Re: st: is something wrong with fvvarlist "i(3 4).role"?
  • From: "Michael N. Mitchell" <[email protected]>
• st: xtivreg2 weak-instrument-robust inference
  • From: Camden Roberts <[email protected]>
• st: is something wrong with fvvarlist "i(3 4).role"?
  • From: László Sándor <[email protected]>
• st: easier way to write many matrix names
  • From: Amanda Fu <[email protected]>
• st: RE: Equivalent to matcell in table
  • From: "Martin Weiss" <[email protected]>
• st: Equivalent to matcell in table
  • From: Hobst <[email protected]>
• Re: st: combining DHS surveys: what weights to use
  • From: Stas Kolenikov <[email protected]>
• st: RE: Re: Invalid syntax in a program
  • From: "Martin Weiss" <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Antoine Terracol <[email protected]>
• st: RE: Re: Invalid syntax in a program
  • From: "Martin Weiss" <[email protected]>
• st: combining DHS surveys: what weights to use
  • From: Ana Gabriela Guerrero Serdan <[email protected]>
• st: Re: Invalid syntax in a program
  • From: Dani Tilley <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Steve Samuels <[email protected]>
• Re: st: kernel density of values less than 1
  • From: Steve Samuels <[email protected]>
• Re: st: Identify and Replace Values
  • From: Eric Booth <[email protected]>
• Re: st: Identify and Replace Values
  • From: "Tobias Friedli" <[email protected]>
• Re: st: RE: Invalid syntax in a program
  • From: Eric Booth <[email protected]>
• st: RE: Invalid syntax in a program
  • From: "Martin Weiss" <[email protected]>
• RE: st: AW: Problem creating large matrices
  • From: "Martin Weiss" <[email protected]>
• Re: st: Identify and Replace Values
  • From: Eric Booth <[email protected]>
• RE: st: Identify and Replace Values
  • From: "Martin Weiss" <[email protected]>
• st: Invalid syntax in a program
  • From: Dani Tilley <[email protected]>
• Re: st: Identify and Replace Values
  • From: "Tobias Friedli" <[email protected]>
• RE: st: Identify and Replace Values
  • From: "Martin Weiss" <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: AW: Problem creating large matrices
  • From: "Achilleas Vassilopoulos" <[email protected]>
• Re: st: Identify and Replace Values
  • From: "Tobias Friedli" <[email protected]>
• Re: st: Identify and Replace Values
  • From: Jeph Herrin <[email protected]>
• Re: st: looping over observations in a single variable
  • From: Abhimanyu Arora <[email protected]>
• st: looping over observations in a single variable
  • From: "Casey P. Durand" <[email protected]>
• st: RE: Re: statalist-digest V4 #3783
  • From: "Nick Cox" <[email protected]>
• st: kernel density of values less than 1
  • From: Katja Hillmann <[email protected]>
• st: Re: statalist-digest V4 #3783
  • From: Katja Hillmann <[email protected]>
• Re: st: Identify and Replace Values
  • From: Abhimanyu Arora <[email protected]>
• Re: st: T-test and F-test
  • From: Richard Williams <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Melaku Fekadu <[email protected]>
• st: Identify and Replace Values
  • From: Hobst <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Melaku Fekadu <[email protected]>
• st: Programme for Stata users meeting London, 9-10 September 2010
  • From: "Nick Cox" <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Maarten buis <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Steve Samuels <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Melaku Fekadu <[email protected]>
• st: RE: RE: r(111) with egen count function
  • From: "Nick Cox" <[email protected]>
• st: RE: r(111) with egen count function
  • From: "Elizabeth Allred" <[email protected]>
• Re: st: r(111) with egen count function
  • From: "Michael N. Mitchell" <[email protected]>
• Re: st: duration analysis in gllamm
  • From: Maarten buis <[email protected]>
• st: RE: r(111) with egen count function
  • From: "Nick Cox" <[email protected]>
• st: r(111) with egen count function
  • From: "Elizabeth Allred" <[email protected]>
• st: duration analysis in gllamm
  • From: Melaku Fekadu <[email protected]>
• Re: st: Data Extraction from Cells
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Marginal effects for mvprobit after imputation
  • From: Austin Nichols <[email protected]>
• st: RE: Data Extraction from Cells
  • From: "Nick Cox" <[email protected]>
• [no subject]
  • From: Unknown
• st: RE: st : Calling a ML program in an ado file
  • From: Valerie Orozco <[email protected]>
• RE: st: error when running ice
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• st: Data Extraction from Cells
  • From: Samuel Finkelstein <[email protected]>
• RE: st: RE: mvreg with vce(robust)?
  • From: "Nick Cox" <[email protected]>
• Re: st: Marginal effects for mvprobit after imputation
  • From: Maarten buis <[email protected]>
• Re: st: RE: mvreg with vce(robust)?
  • From: "Peter Velte" <[email protected]>
• Re: st: clustering and fixed effects poisson
  • From: Rafal Raciborski <[email protected]>
• st: RE: RE: st : Calling a ML program in an ado file
  • From: "Nick Cox" <[email protected]>
• Re: st: AW: Fixed-effects Vector Decomposition
  • From: Maarten buis <[email protected]>
• st: AW: Problem creating large matrices
  • From: "Martin Weiss" <[email protected]>
• Re: st: Problem creating large matrices
  • From: Maarten buis <[email protected]>
• st: RE: st : Calling a ML program in an ado file
  • From: Valerie Orozco <[email protected]>
• st: RE: Problem creating large matrices
  • From: "Nick Cox" <[email protected]>
• AW: st: AW: Fixed-effects Vector Decomposition
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Fixed-effects Vector Decomposition
  • From: Bin Dong <[email protected]>
• st: Problem creating large matrices
  • From: "Achilleas Vassilopoulos" <[email protected]>
• st: Marginal effects for mvprobit after imputation
  • From: Laura Cyron <[email protected]>
• AW: st: AW: Fixed-effects Vector Decomposition
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Fixed-effects Vector Decomposition
  • From: Bin Dong <[email protected]>
• AW: st: AW: Fixed-effects Vector Decomposition
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Fixed-effects Vector Decomposition
  • From: Bin Dong <[email protected]>
• st: AW: Fixed-effects Vector Decomposition
  • From: "Martin Weiss" <[email protected]>
• st: RE: Calling a ML program in an ado file
  • From: "Nick Cox" <[email protected]>
• st: RE: mvreg with vce(robust)?
  • From: "Nick Cox" <[email protected]>
• st: Calling a ML program in an ado file
  • From: Valerie Orozco <[email protected]>
• st: mvreg with vce(robust)?
  • From: "Peter Velte" <[email protected]>
• Re: st: compare different GLS models
  • From: Estrella Gomez <[email protected]>
• st: Fixed-effects Vector Decomposition
  • From: Bin Dong <[email protected]>
• Re: st: Box Tidwell procedure & Wald Chi2
  • From: Maarten buis <[email protected]>
• st: Box Tidwell procedure & Wald Chi2
  • From: "Cornelius Nattey" <[email protected]>
• RE: st: Box Tidwell procedure & Wald Chi2
  • From: Maarten buis <[email protected]>
• st: RE: Age-period-cohort modelling, correcting for identifcation-apc_ie-
  • From: "Kieran McCaul" <[email protected]>
• Re: st: xtmelogit syntax
  • From: Maarten buis <[email protected]>
• RE: st: Box Tidwell procedure & Wald Chi2
  • From: "Cornelius Nattey" <[email protected]>
• Re: st: Box Tidwell procedure & Wald Chi2
  • From: Maarten buis <[email protected]>
• st: Age-period-cohort modelling, correcting for identifcation -apc_ie-
  • From: "Karen Wright" <[email protected]>
• Re: st: mlogit and unit of change
  • From: Maarten buis <[email protected]>
• Re: st: error when running ice
  • From: Maarten buis <[email protected]>
• st: Box Tidwell procedure & Wald Chi2
  • From: "Cornelius Nattey" <[email protected]>
• st: mlogit and unit of change
  • From: [email protected]
• Re: st: returning all datasets in a directory
  • From: Abhimanyu Arora <[email protected]>
• Re: st: returning all datasets in a directory
  • From: Stas Kolenikov <[email protected]>
• st: RE: error when running ice
  • From: "Martin Weiss" <[email protected]>
• st: error when running ice
  • From: David Backer <[email protected]>
• Re: st: xtmelogit syntax
  • From: Robin Jeffries <[email protected]>
• st: RE: RE: var decomposition issues
  • From: "Martin Weiss" <[email protected]>
• st: RE: var decomposition issues
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: returning all datasets in a directory
  • From: Abhimanyu Arora <[email protected]>
• st: RE: returning all datasets in a directory
  • From: "Nick Cox" <[email protected]>
• Re: st: -sts gen [newvar] = h- : why do I get monotonous (increasing) hazards?
  • From: Steve Samuels <[email protected]>
• Re: st: AW: returning all datasets in a directory
  • From: Abhimanyu Arora <[email protected]>
• Re: st: -sts gen [newvar] = h- : why do I get monotonous (increasing) hazards?
  • From: László Sándor <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: -sts gen [newvar] = h- : why do I get monotonous (increasing) hazards?
  • From: Steve Samuels <[email protected]>
• Re: st: -sts gen [newvar] = h- : why do I get monotonous (increasing) hazards?
  • From: László Sándor <[email protected]>
• st: -sts gen [newvar] = h- : why do I get monotonous (increasing) hazards?
  • From: László Sándor <[email protected]>
• Re: st: AW: returning all datasets in a directory
  • From: Abhimanyu Arora <[email protected]>
• Re: st: AW: returning all datasets in a directory
  • From: Abhimanyu Arora <[email protected]>
• AW: st: AW: returning all datasets in a directory
  • From: "Martin Weiss" <[email protected]>
• st: AW: returning all datasets in a directory
  • From: "Martin Weiss" <[email protected]>
• st: AW: returning all datasets in a directory
  • From: "Martin Weiss" <[email protected]>
• st: returning all datasets in a directory
  • From: Abhimanyu Arora <[email protected]>
• RE: st: standard error of variance covarance
  • From: sun samn <[email protected]>
• Re: st: standard error of variance covarance
  • From: Steve Samuels <[email protected]>
• Re: st: standard error of variance covarance
  • From: Austin Nichols <[email protected]>
• Re: st: standard error of variance covarance
  • From: Austin Nichols <[email protected]>
• RE: st: standard error of variance covarance
  • From: "Martin Weiss" <[email protected]>
• RE: st: standard error of variance covarance
  • From: sun samn <[email protected]>
• RE: st: standard error of variance covarance
  • From: sun samn <[email protected]>
• RE: st: standard error of variance covarance
  • From: "Martin Weiss" <[email protected]>
• RE: st: standard error of variance covarance
  • From: "Martin Weiss" <[email protected]>
• RE: st: standard error of variance covarance
  • From: sun samn <[email protected]>
• RE: st: standard error of variance covarance
  • From: sun samn <[email protected]>
• st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: "Tiago V. Pereira" <[email protected]>
• Re: st: clustering and fixed effects poisson
  • From: Tatyana Deryugina <[email protected]>
• RE: st: Panel Data Manipulation, divide all by a group of data??
  • From: "Martin Weiss" <[email protected]>
• st: Stationarity and xtivreg and xtivreg2
  • From: Fulbert TCHANA TCHANA <[email protected]>
• R: st: standard error of variance covarance
  • From: "Carlo Lazzaro" <[email protected]>
• Re: st: RE: Creating a new variable via another variable name based on a condition
  • From: Indu Khurana <[email protected]>
• RE: st: standard error of variance covarance
  • From: Xiling Zhou <[email protected]>
• Re: st: Panel Data Manipulation, divide all by a group of data??
  • From: Halit Akturk <[email protected]>
• Re: st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: Eric Booth <[email protected]>
• Re: st: Panel Data Manipulation, divide all by a group of data??
  • From: Scott Merryman <[email protected]>
• st: var decomposition issues
  • From: Alban Pinz <[email protected]>
• Re: st: Panel Data Manipulation, divide all by a group of data??
  • From: Duha Altindag <[email protected]>
• st: RE: formatting of a %td variable in over() in graphs
  • From: "Airey, David C" <[email protected]>
• Re: st: xtmelogit syntax
  • From: [email protected] (Roberto G. Gutierrez, StataCorp)
• st: Panel Data Manipulation, divide all by a group of data??
  • From: Halit Akturk <[email protected]>
• st: RE: formatting of a %td variable in over() in graphs
  • From: "Martin Weiss" <[email protected]>
• st: RE: percentile variables
  • From: "Martin Weiss" <[email protected]>
• st: xtmelogit syntax
  • From: Robin Jeffries <[email protected]>
• st: Re: Varname default in a program
  • From: Dani Tilley <[email protected]>
• st: formatting of a %td variable in over() in graphs
  • From: "Airey, David C" <[email protected]>
• Re: st: two-tailed tests
  • From: "Michael N. Mitchell" <[email protected]>
• st: RE: Varname default in a program
  • From: "Nick Cox" <[email protected]>
• st: Varname default in a program
  • From: Dani Tilley <[email protected]>
• Re: st: Subgroup analysis
  • From: David Bai <[email protected]>
• st: percentile variables
  • From: Maximiliano Manuel Silva Correa <[email protected]>
• st: Question about Simulated MLE using d1 method
  • From: "Zhang, Sisi" <[email protected]>
• Re: st: clustering and fixed effects poisson
  • From: Rafal Raciborski <[email protected]>
• RE: st: standard error of variance covarance
  • From: sun samn <[email protected]>
• st: Re: One and two tailed tests and the "Final Collapse of the Neyman-Pearson Decision-Theorectic framework and the Rise of the NeoFisherian"
  • From: "Michael C. Morrison" <[email protected]>
• Re: st: clustering and fixed effects poisson
  • From: Austin Nichols <[email protected]>
• Re: st: Referring to elements of a varlist in a program
  • From: Dani Tilley <[email protected]>
• RE: st: Referring to elements of a varlist in a program
  • From: "Nick Cox" <[email protected]>
• Re: st: MA(1) process
  • From: Ari Dothan <[email protected]>
• RE: st: RE: Creating a new variable via another variable name based on a condition
  • From: "Nick Cox" <[email protected]>
• st: RE: RE: STATA equivalent SAS code
  • From: Jose Benuzillo <[email protected]>
• st: clustering and fixed effects poisson
  • From: Tatyana Deryugina <[email protected]>
• Re: st: two-tailed tests
  • From: David Bell <[email protected]>
• Re: st: MA(1) process
  • From: Robert A Yaffee <[email protected]>
• Re: st: MA(1) process
  • From: Robert A Yaffee <[email protected]>
• st: MA(1) process
  • From: Ari Dothan <[email protected]>
• st: RE: two-tailed tests
  • From: "Mak, Timothy" <[email protected]>
• Re: st: RE: RE: RE: one-tailed tests
  • From: Marcello Pagano <[email protected]>
• RE: st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: "Lachenbruch, Peter" <[email protected]>
• RE: st: RE: RE: RE: one-tailed tests
  • From: "Lachenbruch, Peter" <[email protected]>
• Re: st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: Eric Booth <[email protected]>
• st: RE: STATA equivalent SAS code
  • From: Dan Blanchette <[email protected]>
• st: re: difficulties with running own ado.filedue to lagged variables
  • From: Christopher Baum <[email protected]>
• st: difficulties with running own ado.filedue to lagged variables
  • From: "Catharina Klepsch" <[email protected]>
• st: standard error of variance covarance
  • From: Xiling Zhou <[email protected]>
• st: Stcox and time varying covariates
  • From: Garry Anderson <[email protected]>
• st: Residuals calculation
  • From: Ari Dothan <[email protected]>
• st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: "Tiago V. Pereira" <[email protected]>
• Re: st: Referring to elements of a varlist in a program
  • From: Eric Booth <[email protected]>
• st: Referring to elements of a varlist in a program
  • From: Dani Tilley <[email protected]>
• st: two-tailed tests
  • From: "Eric Uslaner" <[email protected]>
• Re: st: Popularity of R, SAS, SPSS, Stata...
  • From: Eric Booth <[email protected]>
• Re: st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: Eric Booth <[email protected]>
• st: Size Inconsistency Using CMP
  • From: bahareh sehatzadeh <[email protected]>
• st: Popularity of R, SAS, SPSS, Stata...
  • From: Jose Benuzillo <[email protected]>
• Re: st: RE: RE: RE: one-tailed tests
  • From: Marcello Pagano <[email protected]>
• Re: st: RE: one-tailed tests
  • From: Marcello Pagano <[email protected]>
• st: RE: RE: RE: one-tailed tests
  • From: "Lachenbruch, Peter" <[email protected]>
• st: RE: STATA equivalent SAS code
  • From: "Martin Weiss" <[email protected]>
• st: RE: RE: one-tailed tests
  • From: "Airey, David C" <[email protected]>
• st: RE: RE: one-tailed tests
  • From: "Airey, David C" <[email protected]>
• st: STATA equivalent SAS code
  • From: Jose Benuzillo <[email protected]>
• st: RE: RE: one-tailed tests
  • From: "Lachenbruch, Peter" <[email protected]>
• RE: Re: st: Subgroup analysis
  • From: "Lachenbruch, Peter" <[email protected]>
• Re: st: RE: Creating a new variable via another variable name based on a condition
  • From: Eric Booth <[email protected]>
• Re: st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: Eric Booth <[email protected]>
• Re: st: RE: Creating a new variable via another variable name based on a condition
  • From: Eric Booth <[email protected]>
• st: Is -collapse- the Stata's fastest routine to summarize data sets?
  • From: "Tiago V. Pereira" <[email protected]>
• st: RE: Creating a new variable via another variable name based on a condition
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: Re: Storing output from a loop in only one variable
  • From: Dani Tilley <[email protected]>
• st: Creating a new variable via another variable name based on a condition
  • From: Indu Khurana <[email protected]>
• RE: st: RE: input statement inside a while loop
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: input statement inside a while loop
  • From: Ricardo Ovaldia <[email protected]>
• Re: st: input statement inside a while loop
  • From: Eric Booth <[email protected]>
• st: RE: input statement inside a while loop
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: one-tailed tests
  • From: Roger Newson <[email protected]>
• Re: st: Re: Storing output from a loop in only one variable
  • From: Eric Booth <[email protected]>
• st: input statement inside a while loop
  • From: Ricardo Ovaldia <[email protected]>
• st: RE: Re: Storing output from a loop in only one variable
  • From: "Nick Cox" <[email protected]>
• Re: st: Mata optimize: does moptimize_result_coefs(M) really work?
  • From: [email protected] (Jeff Pitblado, StataCorp LP)
• st: Re: Storing output from a loop in only one variable
  • From: Dani Tilley <[email protected]>
• Re: st: Storing output from a loop in only one variable
  • From: Eric Booth <[email protected]>
• Re: st: Storing output from a loop in only one variable
  • From: Eric Booth <[email protected]>
• st: Storing output from a loop in only one variable
  • From: Dani Tilley <[email protected]>
• Re: st: competing risk
  • From: Steve Samuels <[email protected]>
• Re: st: Re: Extracting the t-statistics from a regression output
  • From: Dani Tilley <[email protected]>
• Re: st: Subgroup analysis
  • From: David Bai <[email protected]>
• Re: st: RE: making data duplicate in terms of several variables in case of a given variable taking identical values
  • From: Ekaterina Hertog <[email protected]>
• st: RE: one-tailed tests
  • From: "Nick Cox" <[email protected]>
• st: multicollinearity VIF vs condition number
  • From: "Yujin Jeong" <[email protected]>
• st: one-tailed tests
  • From: "Eric Uslaner" <[email protected]>
• Re: Re: st: Subgroup analysis
  • From: "Clyde Schechter" <[email protected]>
• Re: RE : st: RE: How to implement ranktest of matrix
  • From: Austin Nichols <[email protected]>
• RE: st: RE: How to implement ranktest of matrix
  • From: "Schaffer, Mark E" <[email protected]>
• RE : st: RE: How to implement ranktest of matrix
  • From: Komi Agbemavi Mati <[email protected]>
• Re: st: test proportions svy
  • From: Austin Nichols <[email protected]>
• Re: st: RE: How to implement ranktest of matrix
  • From: Austin Nichols <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: Roger Newson <[email protected]>
• Re: st: Re: Extracting the t-statistics from a regression output
  • From: Roger Newson <[email protected]>
• Re: st: glm executes very very slow
  • From: Neil Shephard <[email protected]>
• Re: st: Simulating failure times using discrete-time event history analysis
  • From: Maarten buis <[email protected]>
• st: RE: FW: Has the mvis procedure changed?
  • From: <[email protected]>
• Re: st: Extracting the t-statistics from a regression output
  • From: Maarten buis <[email protected]>
• st: AW: Extracting the t-statistics from a regression output
  • From: "Martin Weiss" <[email protected]>
• Re: st: three way tabulation
  • From: Eric Booth <[email protected]>
• Re: st: Re: Extracting the t-statistics from a regression output
  • From: Eric Booth <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: Bea Potter <[email protected]>
• st: Re: Extracting the t-statistics from a regression output
  • From: Dani Tilley <[email protected]>
• st: three way tabulation
  • From: "Mendoza Aldana, Dr Jorge Antonio (WPRO)" <[email protected]>
• Re: st: Extracting the t-statistics from a regression output
  • From: Eric Booth <[email protected]>
• Re: st: RE: Citing ssc packages in BibteX
  • From: Thomas Jacobs <[email protected]>
• [no subject]
  • From: Unknown
• st: Extracting the t-statistics from a regression output
  • From: Dani Tilley <[email protected]>
• Re: st: test proportions svy
  • From: "Michael N. Mitchell" <[email protected]>
• st: test proportions svy
  • From: Sebastián Daza <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: Steve Samuels <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: Tirthankar Chakravarty <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: Steve Samuels <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: Steve Samuels <[email protected]>
• st: RE: How to implement ranktest of matrix
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: "Airey, David C" <[email protected]>
• Re: st: RE: Mata optimize: does moptimize_result_coefs(M) really work? CORRECTION
  • From: Tirthankar Chakravarty <[email protected]>
• Re: st: Subgroup analysis
  • From: David Bai <[email protected]>
• Re: st: RE: Mata optimize: does moptimize_result_coefs(M) really work? CORRECTION
  • From: Tirthankar Chakravarty <[email protected]>
• st: RE: Mata optimize: does moptimize_result_coefs(M) really work? CORRECTION
  • From: "Prieger, James" <[email protected]>
• st: Mata optimize: does moptimize_result_coefs(M) really work?
  • From: "Prieger, James" <[email protected]>
• Re: st: glm executes very very slow
  • From: "G. Dai" <[email protected]>
• RE: st: import the stata result into Latex?
  • From: sun samn <[email protected]>
• Re: st: Subgroup analysis
  • From: David Bell <[email protected]>
• st: How to implement ranktest of matrix
  • From: Komi Agbemavi Mati <[email protected]>
• Re: st: glm executes very very slow
  • From: Steve Samuels <[email protected]>
• Re: st: Subgroup analysis
  • From: David Bai <[email protected]>
• RE: st: Simulating failure times using discrete-time event history analysis
  • From: "Wallace, Geoffrey P" <[email protected]>
• Re: st: competing risk
  • From: Steve Samuels <[email protected]>
• Re: st: How to test whether data follows Exp distribution?
  • From: Antoine Terracol <[email protected]>
• Re: st: Subgroup analysis
  • From: David Bell <[email protected]>
• Re: st: glm executes very very slow
  • From: "G. Dai" <[email protected]>
• RE: st: How to test whether data follows Exp distribution?
  • From: "Nick Cox" <[email protected]>
• RE: st: How to test whether data follows Exp distribution?
  • From: "Nick Cox" <[email protected]>
• st: RE: Unbalanced pooled cross-sectional time series
  • From: "Martin Weiss" <[email protected]>
• Re: st: How to test whether data follows Exp distribution?
  • From: Abhimanyu Arora <[email protected]>
• RE: st: How to test whether data follows Exp distribution?
  • From: [email protected]
• st: Subgroup analysis
  • From: David Bai <[email protected]>
• RE: st: glm executes very very slow
  • From: "Nick Cox" <[email protected]>
• st: Unbalanced pooled cross-sectional time series
  • From: "Kaganova, Yevgeniya" <[email protected]>
• Re: st: glm executes very very slow
  • From: "G. Dai" <[email protected]>
• RE: st: How to test whether data follows Exp distribution?
  • From: "Lachenbruch, Peter" <[email protected]>
• RE: st: glm executes very very slow
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: using current_ time to manage the log file
  • From: "G. Dai" <[email protected]>
• Re: st: glm executes very very slow
  • From: "G. Dai" <[email protected]>
• st: RE: using current_ time to manage the log file
  • From: "Martin Weiss" <[email protected]>
• st: RE: using current_ time to manage the log file
  • From: "Nick Cox" <[email protected]>
• Re: st: glm executes very very slow
  • From: "G. Dai" <[email protected]>
• st: using current_ time to manage the log file
  • From: "G. Dai" <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: Eric Booth <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• RE: st: unexpected end of file when execute glm
  • From: "Martin Weiss" <[email protected]>
• st: R: competing risk
  • From: "Carlo Lazzaro" <[email protected]>
• re: st: Fw: Multiple One-Tailed Tests
  • From: Maarten buis <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: Eric Booth <[email protected]>
• Re: st: Fw: Multiple One-Tailed Tests
  • From: Roger Newson <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: Neil Shephard <[email protected]>
• re: st: Fw: Multiple One-Tailed Tests
  • From: "Airey, David C" <[email protected]>
• Re: st: RE: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• RE: st: unexpected end of file when execute glm
  • From: "Martin Weiss" <[email protected]>
• st: glm executes very very slow
  • From: "G. Dai" <[email protected]>
• Re: st: RE: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• Re: st: Simulating failure times using discrete-time event history analysis
  • From: Maarten buis <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• RE: st: RE: unexpected end of file when execute glm
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• RE: st: DOS Shell -windows
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: unexpected end of file when execute glm
  • From: Neil Shephard <[email protected]>
• st: Fw: Multiple One-Tailed Tests
  • From: Bea Potter <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: Tirthankar Chakravarty <[email protected]>
• Re: st: DOS Shell -windows
  • From: Ricardo Ovaldia <[email protected]>
• Re: st: RE: DOS Shell -windows
  • From: Ricardo Ovaldia <[email protected]>
• Re: st: unexpected end of file when execute glm
  • From: Eric Booth <[email protected]>
• Re: st: mfx- marginal effects for log linear model
  • From: Nyasha Tirivayi <[email protected]>
• st: unexpected end of file when execute glm
  • From: "G. Dai" <[email protected]>
• st: RE: unexpected end of file when execute glm
  • From: "Martin Weiss" <[email protected]>
• Re: st: DOS Shell -windows
  • From: Neil Shephard <[email protected]>
• st: RE: DOS Shell -windows
  • From: "Martin Weiss" <[email protected]>
• st: DOS Shell -windows
  • From: Ricardo Ovaldia <[email protected]>
• st: Maximum Allowed Difference
  • From: Dani Tilley <[email protected]>
• st: Simulating failure times using discrete-time event history analysis
  • From: "Wallace, Geoffrey P" <[email protected]>
• st: Quaids + Elasticities and censoring
  • From: "Joris Wauters" <[email protected]>
• Re: st: mfx- marginal effects for log linear model
  • From: Maarten buis <[email protected]>
• Re: st: RE: How to test whether data follows Exp distribution?
  • From: Steve Samuels <[email protected]>
• Re: st: mfx- marginal effects for log linear model
  • From: Maarten buis <[email protected]>
• st: mfx- marginal effects for log linear model
  • From: Nyasha Tirivayi <[email protected]>
• Re: st: RE: Spotting changes in identifier
  • From: Maarten buis <[email protected]>
• Re: st: RE: Spotting changes in identifier
  • From: "Pavlos C. Symeou" <[email protected]>
• st: SVAR long and short run restrictions simultaneously
  • From: [email protected]
• st: RE: Spotting changes in identifier
  • From: "Nick Cox" <[email protected]>
• st: Spotting changes in identifier
  • From: "Pavlos C. Symeou" <[email protected]>
• st: RE: How to test whether data follows Exp distribution?
  • From: "Nick Cox" <[email protected]>
• st: competing risk
  • From: [email protected]
• RE: st: comparing strings
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: capture drop issue
  • From: A Loumiotis <[email protected]>
• Re: st: Predicted probabilities after Poisson regression
  • From: [email protected]
• st: RE: capture drop issue
  • From: "Martin Weiss" <[email protected]>
• st: capture drop issue
  • From: A Loumiotis <[email protected]>
• Re: st: How to test whether data follows Exp distribution?
  • From: Maarten buis <[email protected]>
• st: R: missing data for LCA, cross-sectional complex survey data
  • From: "Carlo Lazzaro" <[email protected]>
• st: missing data for LCA, cross-sectional complex survey data
  • From: "Cabrera, Peter" <[email protected]>
• Re: st: overidentification test after cmp
  • From: Conor Hughes <[email protected]>
• st: imposing parametric constraints in a two-stage procedure
  • From: Jia Li <[email protected]>
• st: How to test whether data follows Exp distribution?
  • From: "Jabr, Wael M" <[email protected]>
• st: comparing matrices generated through cluster analysis
  • From: Rachel Lindenberg <[email protected]>
• st: xttobit with clustered errors
  • From: "Lim, Raymond" <[email protected]>
• Re: st: comparing strings
  • From: Abhimanyu Arora <[email protected]>
• Re: st: Predicted probabilities after Poisson regression
  • From: Maarten buis <[email protected]>
• Fwd: st: -svyset- methods to account for singleton PSUs
  • From: Steve Samuels <[email protected]>
• st: overidentification test after cmp
  • From: xueliansharon <[email protected]>
• st: Re: Endogeneity in quantile regression
  • From: xueliansharon <[email protected]>
• st: AW: comparing strings
  • From: "Martin Weiss" <[email protected]>
• Re: st: Predicted probabilities after Poisson regression
  • From: [email protected]
• st: comparing strings
  • From: [email protected]
• st: two limit tobit with stochastic limits
  • From: Ieva Balsyte <[email protected]>
• st: xtivreg and xtivreg2 stationarity issue
  • From: Fulbert TCHANA TCHANA <[email protected]>
• Re: st: Suest v/s biprob in stata 11
  • From: Maarten buis <[email protected]>
• Re: st: interactions of treatment in treatreg
  • From: Austin Nichols <[email protected]>
• Re: st: Suest v/s biprob in stata 11
  • From: Prakash Kashwan <[email protected]>
• st: RE: RE: making data duplicate in terms of several variables in case of a given variable taking identical values
  • From: "Nick Cox" <[email protected]>
• Re: st: interactions of treatment in treatreg
  • From: Maarten buis <[email protected]>
• Re: st: Predicted probabilities after Poisson regression
  • From: Maarten buis <[email protected]>
• st: interactions of treatment in treatreg
  • From: "Thanos Mergoupis" <[email protected]>
• st: AW: Predicted probabilities after Poisson regression
  • From: "Martin Weiss" <[email protected]>
• st: Predicted probabilities after Poisson regression
  • From: [email protected]
• Re: st: coldiag2 to check for collinearity.
  • From: Maarten buis <[email protected]>
• Re: st: Re: Endogeneity in quantile regression
  • From: Tirthankar Chakravarty <[email protected]>
• Re: st: Ginis for negative net worth
  • From: Nora Müller <[email protected]>
• st: Re: Endogeneity in quantile regression
  • From: xueliansharon <[email protected]>
• st: Advice: Online material to learn how to create Stata plugins?
  • From: "Tiago V. Pereira" <[email protected]>
• st: Error message resulting from gllapred
  • From: "Eberth, Jan Marie" <[email protected]>
• Re: st: Endogeneity in quantile regression
  • From: Scott Merryman <[email protected]>
• Re: st: fixed vs random effect model
  • From: amatoallah ouchen <[email protected]>
• Re: st: RE: Replacing variable values after using collapse command
  • From: Matthew Krauchunas <[email protected]>
• Re: st: Extracting specific elements from a matrix
  • From: Eric Booth <[email protected]>
• RE: st: RE: Replacing variable values after using collapse command
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: Replacing variable values after using collapse command
  • From: Matthew Krauchunas <[email protected]>
• RE: st: Extracting specific elements from a matrix
  • From: "Martin Weiss" <[email protected]>
• Re: st: Extracting specific elements from a matrix
  • From: Eric Booth <[email protected]>
• st: Re: Extracting specific elements from a matrix
  • From: Dani Tilley <[email protected]>
• RE: st: mata moptimize with Nelder-Mead option: why does it care about Hessian?
  • From: "Prieger, James" <[email protected]>
• st: RE: Re: Extracting specific elements from a matrix
  • From: "Martin Weiss" <[email protected]>
• st: Re: Extracting specific elements from a matrix
  • From: Dani Tilley <[email protected]>
• st: RE: Replacing variable values after using collapse command
  • From: "Martin Weiss" <[email protected]>
• st: Replacing variable values after using collapse command
  • From: Matthew Krauchunas <[email protected]>
• st: RE: Extracting specific elements from a matrix
  • From: "Martin Weiss" <[email protected]>
• st: Extracting specific elements from a matrix
  • From: Dani Tilley <[email protected]>
• st: RE: making data duplicate in terms of several variables in case of a given variable taking identical values
  • From: "Martin Weiss" <[email protected]>
• st: RE: making data duplicate in terms of several variables in case of a given variable taking identical values
  • From: "Martin Weiss" <[email protected]>
• st: making data duplicate in terms of several variables in case of a given variable taking identical values
  • From: Ekaterina Hertog <[email protected]>
• Re: st: -svyset- methods to account for singleton PSUs
  • From: Steve Samuels <[email protected]>
• RE: st: AW: Combining two financial reports in the same calendar year
  • From: "Nick Cox" <[email protected]>
• st: correction for heteroskedasticity when using treatreg
  • From: jdd smith <[email protected]>
• st: coldiag2 to check for collinearity.
  • From: natasha agarwal <[email protected]>
• RE: st: AW: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• Re: st: How to svyset when strata are used in some groups and not others
  • From: Steve Samuels <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• Re: st: AW: Combining two financial reports in the same calendar year
  • From: Matthew Krauchunas <[email protected]>
• RE: st: RE: RE: estimation with a time trend.
  • From: "Nick Cox" <[email protected]>
• RE: st: AW: Combining two financial reports in the same calendar year
  • From: "Nick Cox" <[email protected]>
• RE: st: AW: Combining two financial reports in the same calendar year
  • From: "Nick Cox" <[email protected]>
• AW: st: AW: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: How to svyset when strata are used in some groups and not others
  • From: Stas Kolenikov <[email protected]>
• Re: st: AW: Combining two financial reports in the same calendar year
  • From: Matthew Krauchunas <[email protected]>
• Re: st: T-test and F-test
  • From: natasha agarwal <[email protected]>
• Re: st: AW: Combining two financial reports in the same calendar year
  • From: Matthew Krauchunas <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• Re: st: Ginis for negative net worth
  • From: Stas Kolenikov <[email protected]>
• Re: st: How to svyset when strata are used in some groups and not others
  • From: "Louise Linsell" <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• RE: st: RE: RE: estimation with a time trend.
  • From: "Nick Cox" <[email protected]>
• st: Endogeneity in quantile regression
  • From: xueliansharon <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• st: RE: How to perform a non parametric manova
  • From: "Airey, David C" <[email protected]>
• Re: st: T-test and F-test
  • From: "Airey, David C" <[email protected]>
• st: -svyset- methods to account for singleton PSUs
  • From: James Shaw <[email protected]>
• Re: st: T-test and F-test
  • From: Roger Newson <[email protected]>
• Re: st: Suest v/s biprob in stata 11
  • From: Maarten buis <[email protected]>
• Re: st: RE: Speeding up time series regressions on a multi-processor computer
  • From: "Peter Velte" <[email protected]>
• AW: st: RE: RE: estimation with a time trend.
  • From: "Martin Weiss" <[email protected]>
• RE: st: Ginis for negative net worth
  • From: philippe van kerm <[email protected]>
• RE: st: T-test and F-test
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• RE: st: RE: RE: estimation with a time trend.
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• Re: st: T-test and F-test
  • From: natasha agarwal <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: Suest v/s biprob in stata 11
  • From: Prakash Kashwan <[email protected]>
• RE: st: RE: RE: estimation with a time trend.
  • From: "Nick Cox" <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• RE: st: Ginis for negative net worth
  • From: "Nick Cox" <[email protected]>
• Re: AW: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• st: FW: Has the mvis procedure changed?
  • From: <[email protected]>
• Re: st: AW: Combining two financial reports in the same calendar year
  • From: Matthew Krauchunas <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: Maarten buis <[email protected]>
• AW: st: RE: RE: estimation with a time trend.
  • From: "Martin Weiss" <[email protected]>
• RE: st: RE: RE: estimation with a time trend.
  • From: "Nick Cox" <[email protected]>
• Re: st: Suest v/s biprob in stata 11
  • From: Maarten buis <[email protected]>
• Re: st: How to svyset when strata are used in some groups and not others
  • From: Steve Samuels <[email protected]>
• AW: st: RE: RE: estimation with a time trend.
  • From: "Martin Weiss" <[email protected]>
• Re: st: T-test and F-test
  • From: Roger Newson <[email protected]>
• Re: st: Ginis for negative net worth
  • From: Nora Müller <[email protected]>
• Re: st: RE: RE: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• Re: st: Ginis for negative net worth
  • From: Teresio Poggio <[email protected]>
• st: T-test and F-test
  • From: natasha agarwal <[email protected]>
• Re: st: Ginis for negative net worth
  • From: Conor Hughes <[email protected]>
• RE: st: Non-normal alternative to MANOVA
  • From: "Nick Cox" <[email protected]>
• RE: st: Prais with vce(robust)
  • From: "Nick Cox" <[email protected]>
• Re: st: Ginis for negative net worth
  • From: Abdel Rahmen El Lahga <[email protected]>
• RE: st: AW: If-condition
  • From: "Nick Cox" <[email protected]>
• st: Ginis for negative net worth
  • From: Nora Müller <[email protected]>
• Re: st: Old Thread Revisited for Celebration Purposes
  • From: Fred Wolfe <[email protected]>
• st: RE: RE: estimation with a time trend.
  • From: "Nick Cox" <[email protected]>
• st: Old Thread Revisited for Celebration Purposes
  • From: "Hoogendoorn, Adriaan" <[email protected]>
• st: RE: AW: Storing test statistics from dfuller output
  • From: "Nick Cox" <[email protected]>
• RE: st: Advice: Online material to learn how to create Stata plugins?
  • From: "Nick Cox" <[email protected]>
• Re: st: How to svyset when strata are used in some groups and not others
  • From: "Louise Linsell" <[email protected]>
• st: Adjusted population attributable risk - is this possible with Stata?
  • From: "Zoe Hyde" <[email protected]>
• st: RE: Citing ssc packages in BibteX
  • From: philippe van kerm <[email protected]>
• RE: st: fixed vs random effect model
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: Advice: Online material to learn how to create Stata plugins?
  • From: Stas Kolenikov <[email protected]>
• Re: st: mata optimize problem
  • From: Stas Kolenikov <[email protected]>
• Re: st: fixed vs random effect model
  • From: Clive Nicholas <[email protected]>
• RE: st: fixed vs random effect model
  • From: "Martin Weiss" <[email protected]>
• RE: st: fixed vs random effect model
  • From: "Martin Weiss" <[email protected]>
• Re: st: fixed vs random effect model
  • From: Clive Nicholas <[email protected]>
• st: Advice: Online material to learn how to create Stata plugins?
  • From: "Tiago V. Pereira" <[email protected]>
• st: AW: Storing test statistics from dfuller output
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Suest v/s biprob in stata 11
  • From: Prakash Kashwan <[email protected]>
• AW: st: fixed vs random effect model
  • From: "Martin Weiss" <[email protected]>
• st: AW: Suest v/s biprob in stata 11
  • From: "Martin Weiss" <[email protected]>
• st: AW: Storing test statistics from dfuller output
  • From: "Martin Weiss" <[email protected]>
• Re: st: fixed vs random effect model
  • From: amatoallah ouchen <[email protected]>
• st: Storing test statistics from dfuller output
  • From: Dani Tilley <[email protected]>
• st: Suest v/s biprob in stata 11
  • From: Prakash Kashwan <[email protected]>
• Re: st: AW: ivreg2/xtivreg2 inquiry
  • From: Thomas Jacobs <[email protected]>
• Re: st: fixed vs random effect model
  • From: David Jacobs <[email protected]>
• AW: st: fixed vs random effect model
  • From: "Martin Weiss" <[email protected]>
• st: AW: ivreg2/xtivreg2 inquiry
  • From: "Martin Weiss" <[email protected]>
• st: ivreg2/xtivreg2 inquiry
  • From: Thomas Jacobs <[email protected]>
• st: fixed vs random effect model
  • From: "Airey, David C" <[email protected]>
• st: fixed vs random effect model
  • From: amatoallah ouchen <[email protected]>
• Re: st: Combining two financial reports in the same calendar year
  • From: Austin Nichols <[email protected]>
• Re: st: Regression Discontinuity, with treatment effects that vary with an endogenous covariate?
  • From: Austin Nichols <[email protected]>
• Re: st: Combining two financial reports in the same calendar year
  • From: Duha Altindag <[email protected]>
• AW: st: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Combining two financial reports in the same calendar year
  • From: Abhimanyu Arora <[email protected]>
• AW: st: AW: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• AW: st: AW: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Combining two financial reports in the same calendar year
  • From: Matthew Krauchunas <[email protected]>
• AW: st: AW: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• AW: st: AW: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Combining two financial reports in the same calendar year
  • From: Matthew Krauchunas <[email protected]>
• st: AW: Combining two financial reports in the same calendar year
  • From: "Martin Weiss" <[email protected]>
• st: Combining two financial reports in the same calendar year
  • From: Matthew Krauchunas <[email protected]>
• Re: st: Regression Discontinuity, with treatment effects that vary with an endogenous covariate?
  • From: Jen Zhen <[email protected]>
• Re: st: import the stata result into Latex?
  • From: Clive Nicholas <[email protected]>
• st: import STATA result into Latex
  • From: sun samn <[email protected]>
• st: import the stata result into Latex?
  • From: sun samn <[email protected]>
• Re: st: mata optimize problem
  • From: "Michael Ralph M. Abrigo" <[email protected]>
• st: Citing ssc packages in BibteX
  • From: Thomas Jacobs <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: mata optimize problem
  • From: Stas Kolenikov <[email protected]>
• st: Fixed dffects panel data modeling in the presence of serial correlated and heteroskedastic errors
  • From: Thomas Jacobs <[email protected]>
• st: RE: estimation with a time trend.
  • From: "Martin Weiss" <[email protected]>
• Re: st: Regression Discontinuity, with treatment effects that vary with an endogenous covariate?
  • From: Austin Nichols <[email protected]>
• Re: st: mata optimize problem
  • From: Austin Nichols <[email protected]>
• Re: st: AW: If-condition
  • From: Eric Booth <[email protected]>
• Re: st: Non-normal alternative to MANOVA
  • From: [email protected]
• st: Optimization, MLE
  • From: Hobst <[email protected]>
• st: estimation with a time trend.
  • From: natasha agarwal <[email protected]>
• st: Regression Discontinuity, with treatment effects that vary with an endogenous covariate?
  • From: Jen Zhen <[email protected]>
• st: AW: If-condition
  • From: "Mareike" <[email protected]>
• Re: st: Chow test as a solution for testing of equality of coefficients across two separate samples.
  • From: natasha agarwal <[email protected]>
• st: mata optimize problem
  • From: "Michael Ralph M. Abrigo" <[email protected]>
• Re: st: RE: probit model sample size
  • From: Steve Samuels <[email protected]>
• Re: st: RE: probit model sample size
  • From: dk <[email protected]>
• Re: st: RE: probit model sample size
  • From: Steve Samuels <[email protected]>
• Re: st: Prais with vce(robust)
  • From: Thomas Jacobs <[email protected]>
• st: Non-normal alternative to MANOVA?
  • From: "Airey, David C" <[email protected]>
• Re: st: RE: probit model sample size
  • From: dk <[email protected]>
• st: RE: probit model sample size
  • From: "Lachenbruch, Peter" <[email protected]>
• st: If-condition
  • From: Eric Booth <[email protected]>
• st: probit model sample size
  • From: dk <[email protected]>
• st: Re: quantile regression with IV
  • From: xueliansharon <[email protected]>
• Re: st: on WLS in a survey dataset.
  • From: Stas Kolenikov <[email protected]>
• st: If-condition
  • From: "Mareike" <[email protected]>
• Re: st: How to svyset when strata are used in some groups and not others
  • From: Stas Kolenikov <[email protected]>
• st: on WLS in a survey dataset.
  • From: "G. Dai" <[email protected]>
• st: Does anyone have the Radyakin's -ftabstat- package to summarize datasets?
  • From: "Tiago V. Pereira" <[email protected]>
• RE: st: Model visualization
  • From: "Lachenbruch, Peter" <[email protected]>
• RE: st: Non-normal alternative to MANOVA?
  • From: "Ploutz-Snyder, Robert (JSC-SK)[USRA]" <[email protected]>
• Re: st: How to svyset when strata are used in some groups and not others
  • From: Steve Samuels <[email protected]>
• RE: st: Non-normal alternative to MANOVA
  • From: "Lachenbruch, Peter" <[email protected]>
• st: How to svyset when strata are used in some groups and not others
  • From: "Louise Linsell" <[email protected]>
• Re: st: Non-normal alternative to MANOVA?
  • From: Steve Samuels <[email protected]>
• Re: st: Non-normal alternative to MANOVA?
  • From: Steve Samuels <[email protected]>
• Re: st: "insufficient observations" with xtreg
  • From: Natalie Trapp <[email protected]>
• st: xtabond summary statistics
  • From: Jason Hecht <[email protected]>
• Re: st: Non-normal alternative to MANOVA
  • From: Kay Walker <[email protected]>
• Re: st: "insufficient observations" with xtreg
  • From: Kay Walker <[email protected]>
• Re: st: Clustering Standard Errors versus Dummies
  • From: Austin Nichols <[email protected]>
• st: Non-normal alternative to MANOVA?
  • From: [email protected]
• st: "insufficient observations" with xtreg
  • From: Natalie Trapp <[email protected]>
• Re: st: ir saved results
  • From: Neil Shephard <[email protected]>
• st: ir saved results
  • From: Karolina Carlsson <[email protected]>
• st: Box Tidwell procudure and Wald X2
  • From: "Cornelius Nattey" <[email protected]>
• Re: st: Clustering Standard Errors versus Dummies
  • From: natasha agarwal <[email protected]>
• Re: st: Clustering Standard Errors versus Dummies
  • From: natasha agarwal <[email protected]>
• st: xtreg, fe with cluster option.
  • From: natasha agarwal <[email protected]>
• Re: st: Model visualization
  • From: Ulrich Kohler <[email protected]>
• st: xtreg, fe and clustered standard errors at the aggregate level.
  • From: natasha agarwal <[email protected]>
• Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates
  • From: Richard Palmer-Jones <[email protected]>
• Re: st: spmap & water
  • From: Maurizio Pisati <[email protected]>
• Re: st: Clustering Standard Errors versus Dummies
  • From: natasha agarwal <[email protected]>
• st: Model visualization
  • From: Wincent <[email protected]>
• Re: st: AW: 000000 not found
  • From: Bruno Schoumaker <[email protected]>
• Re: st: quantile regression with IV
  • From: Austin Nichols <[email protected]>
• st: quantile regression with IV
  • From: xueliansharon <[email protected]>
• Re: st: autocorrelated panel data with pweights
  • From: Mike Perry <[email protected]>
• Re: st: autocorrelated panel data with pweights
  • From: Stas Kolenikov <[email protected]>
• st: spmap & water
  • From: "Carolina Herrera" <[email protected]>
• Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates
  • From: Steve Samuels <[email protected]>
• Re: st: autocorrelated panel data with pweights
  • From: Mike Perry <[email protected]>
• Re: st: autocorrelated panel data with pweights
  • From: Steve Samuels <[email protected]>
• Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates
  • From: Richard Palmer-Jones <[email protected]>
• Re: st: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: Richard Palmer-Jones <[email protected]>
• Re: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree()
  • From: Richard Palmer-Jones <[email protected]>
• st: autocorrelated panel data with pweights
  • From: Mike Perry <[email protected]>
• re: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree()
  • From: Christopher Baum <[email protected]>
• re: st: Clustering Standard Errors versus Dummies
  • From: Christopher Baum <[email protected]>
• Re: st: AW: __000000 not found
  • From: Anders Alexandersson <[email protected]>
• st: Swamy’s random-coefficients model
  • From: amatoallah ouchen <[email protected]>
• st: Re: tsset for panel time series
  • From: Dani Tilley <[email protected]>
• st: RE: tsset for panel time series
  • From: "Nick Cox" <[email protected]>
• st: RE: tsset for panel time series
  • From: "Martin Weiss" <[email protected]>
• st: tsset for panel time series
  • From: Dani Tilley <[email protected]>
• Re: st: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: Roger Newson <[email protected]>
• st: RE: Re: AW: problem with grqreg after qreg
  • From: "Martin Weiss" <[email protected]>
• st: RE: RE: Matrix Graph
  • From: "Jeff" <[email protected]>
• Re: st: rbounds Hodges-Lehmann point estimates and ATT estimates
  • From: Steve Samuels <[email protected]>
• st: Re: AW: problem with grqreg after qreg
  • From: xueliansharon <[email protected]>
• Re: st: Imputing, interpolating, or otherwise finding missing data?
  • From: L Robinson <[email protected]>
• st: rbounds Hodges-Lehmann point estimates and ATT estimates
  • From: Richard Palmer-Jones <[email protected]>
• st: AW: problem with grqreg after qreg
  • From: "Martin Weiss" <[email protected]>
• AW: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: Richard Palmer-Jones <[email protected]>
• st: problem with grqreg after qreg
  • From: xueliansharon <[email protected]>
• AW: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: "Martin Weiss" <[email protected]>
• AW: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: __000000 not found
  • From: Anders Alexandersson <[email protected]>
• AW: st: AW: __000000 not found
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: Richard Palmer-Jones <[email protected]>
• AW: AW: st: RE: venn diagram and venndiag
  • From: "Martin Weiss" <[email protected]>
• Re: st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: Richard Palmer-Jones <[email protected]>
• st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: "Martin Weiss" <[email protected]>
• st: __000000 not found
  • From: SCHOUMAKER Bruno <[email protected]>
• st: AW: __000000 not found
  • From: "Martin Weiss" <[email protected]>
• st: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: Richard Palmer-Jones <[email protected]>
• st: AW: Errror in cendif - tidotforsomersd(): 3499 tidottree() not found
  • From: "Martin Weiss" <[email protected]>
• st: Clustering Standard Errors versus Dummies.
  • From: natasha agarwal <[email protected]>
• st: Stata equivalent to a specific SAS sub-command cmh scores=table in proc freq
  • From: Stephen Kay <[email protected]>
• Re: AW: st: RE: venn diagram and venndiag
  • From: Ana Gabriela Guerrero Serdan <[email protected]>
• st: AW: Infix imports wrong numbers!
  • From: "Martin Weiss" <[email protected]>
• st: RE: Infix imports wrong numbers!
  • From: "Nick Cox" <[email protected]>
• st: AW: Infix imports wrong numbers!
  • From: "Martin Weiss" <[email protected]>
• st: Infix imports wrong numbers!
  • From: techné <[email protected]>
• st: SSC Archive activity, June 2010
  • From: Christopher Baum <[email protected]>
• Re: st: Cannot -file write- a line that was just successfully -file read-
  • From: "James Beard" <[email protected]>
• Re: st: Basic notation for discrete times unevenly spaced
  • From: Steve Samuels <[email protected]>
• st: SSC Archive updates
  • From: Christopher Baum <[email protected]>
• st: Question regarding panel data Analysis
  • From: amatoallah ouchen <[email protected]>
• SV: st: RE: venn diagram and venndiag
  • From: "Tomas Lind" <[email protected]>
• Re: st: AW: Is it possible to create a bar graph with two yvars
  • From: A Loumiotis <[email protected]>
• Re: st: RE: venn diagram and venndiag
  • From: Ana Gabriela Guerrero Serdan <[email protected]>
• AW: st: RE: venn diagram and venndiag
  • From: "Martin Weiss" <[email protected]>
• st: RE: RE: Dropping non-consecutive observations in a panel
  • From: "Nick Cox" <[email protected]>
• AW: st: RE: RE: replace blank string values
  • From: "Martin Weiss" <[email protected]>
• st: RE: Imputing, interpolating, or otherwise finding missing data?
  • From: "Nick Cox" <[email protected]>
• RE: st: RE: RE: replace blank string values
  • From: "Nick Cox" <[email protected]>
• RE: st: RE: kdensity with few (/aggregated) data points
  • From: "Nick Cox" <[email protected]>
• st: Basic notation for discrete times unevenly spaced
  • From: Giuliana De Luca <[email protected]>
• st: RE: Matrix Graph
  • From: "Nick Cox" <[email protected]>
• RE: st: AW: Is it possible to create a bar graph with two yvars
  • From: "Nick Cox" <[email protected]>
• st: update of -scores- on SSC
  • From: Dirk Enzmann <[email protected]>
• Re: st: AW: Is it possible to create a bar graph with two yvars
  • From: A Loumiotis <[email protected]>
• Re: st: Imputing, interpolating, or otherwise finding missing data?
  • From: Maarten buis <[email protected]>
• Re: st: RE: kdensity with few (/aggregated) data points
  • From: Amy <[email protected]>