st: New version of -parmest- on SSC

["Roger B. Newson" <r.newson@imperial.ac.uk>]

Thanks as always to Kit Baum, a new version of the -parmest- package is 
now available for download from SSC. In Stata, use the -ssc- command to 
do this, or -adoupdate- if you already have an old version of -parmest-.

The -parmest- package is described as below on my website. The new 
version fixes a bug, which caused the -omit- and -empty- options not to 
work properly when the user also used the -bmatrix()- and -vmatrix()- 
options to get the estimates and variances from somewhere other than 
-e(b)- and -e(V)-. The -bmatrix()- and -vmatrix()- options are expected 
to be used increasingly after -margins- or -contrast-, where the user 
can specify -bmatrix(r(b)) vmatrix(r(V))- and still save, in the 
generated resultsset, other estimation results from the estimation 
command executed before -margins- or -contrast-.

Best wishes

Roger


--
Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

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package parmest from http://www.imperial.ac.uk/nhli/r.newson/stata11
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TITLE
      parmest: Create datasets with 1 observation per estimated parameter

DESCRIPTION/AUTHOR(S)
      The parmest package has 4 modules: parmest, parmby, parmcip and 
metaparm.
      parmest creates an output dataset, with 1 observation per 
parameter of the
      most recent estimation results, and variables corresponding to 
parameter names,
      estimates, standard errors, z- or t-test statistics, P-values, 
confidence
      limits and other parameter attributes. parmby is a quasi-byable 
extension to
      parmest, which calls an estimation command, and creates a new 
dataset, with 1
      observation per parameter if the by() option is unspecified, or 1 
observation
      per parameter per by-group if the by() option is specified. 
parmcip inputs
      variables containing estimates, standard errors and (optionally) 
degrees of
      freedom, and computes new variables containing confidence 
intervals and
      P-values. metaparm inputs a parmest-type dataset with 1 
observation for each
      of a set of independently-estimated parameters, and outputs a 
dataset with
      1 observation for each of a set of linear combinations of these 
parameters,
      with confidence intervals and P-values, as for a meta-analysis. 
The output
      datasets created by parmest, parmby or metaparm  may be listed to 
the Stata
      log and/or saved to a file and/or retained in memory (overwriting any
      pre-existing dataset). The confidence intervals, P-values and 
other parameter
      attributes in the dataset may be listed and/or plotted and/or 
tabulated.

      Author: Roger Newson
      Distribution-Date: 13december2011
      Stata-Version: 11

INSTALLATION FILES                                  (click here to install)
      metaparm.ado
      parmby.ado
      parmcip.ado
      parmest.ado
      metaparm.sthlp
      metaparm_content_opts.sthlp
      metaparm_outdest_opts.sthlp
      metaparm_resultssets.sthlp
      parmby.sthlp
      parmby_only_opts.sthlp
      parmcip.sthlp
      parmcip_opts.sthlp
      parmest.sthlp
      parmest_ci_opts.sthlp
      parmest_outdest_opts.sthlp
      parmest_resultssets.sthlp
      parmest_varadd_opts.sthlp
      parmest_varmod_opts.sthlp
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