Stata: Data Analysis and Statistical Software

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

• Re: st: summary statistics
  • From: Donald Spady <[email protected]>
• Re: st: Identify duplicate observations by a varlist, then drop them based on other variables
  • From: Nick Cox <[email protected]>
• st: Identify duplicate observations by a varlist, then drop them based on other variables
  • From: Aaron Kirkman <[email protected]>
• Re: st: summary statistics
  • From: Nick Cox <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• st: summary statistics
  • From: Donald Spady <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• st: Adding a variable to a panel dataset
  • From: Jason Hecht <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• Re: st: Use matrix for save results of looping
  • From: Gonzalo DURAN SANHUEZA <[email protected]>
• Re: st: Use matrix for save results of looping
  • From: Nick Cox <[email protected]>
• st: Use matrix for save results of looping
  • From: Gonzalo DURAN SANHUEZA <[email protected]>
• Re: st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis
  • From: Nick Cox <[email protected]>
• Re: st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: RE: st: Looping within a subset under a certain condition
  • From: "smztsmzt" <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• FW: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• Re: st: Setting the base group in dummy variable interaction terms
  • From: Phil Clayton <[email protected]>
• st: Setting the base group in dummy variable interaction terms
  • From: "Tim Burnett (ECO)" <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Phil Clayton <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: st: question regd wmpstata
  • From: Nick Cox <[email protected]>
• RE: st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis
  • From: 叶鹏鹏 <[email protected]>
• RE: st: question regd wmpstata
  • From: Pradipto Banerjee <[email protected]>
• Re:st: Looping within a subset under a certain condition
  • From: 叶鹏鹏 <[email protected]>
• Re: st: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: st: comparing 25th percentile survival time between two race groups
  • From: Steve Samuels <[email protected]>
• Re: st: Collecting Statistics of Averages of Variables
  • From: robert hartman <[email protected]>
• Re: st: comparing 25th percentile survival time between two race groups
  • From: Steve Samuels <[email protected]>
• Re: st: Collecting Statistics of Averages of Variables
  • From: robert hartman <[email protected]>
• Re: st: RE: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• Re: st: end of do-file notify
  • From: Daifeng He <[email protected]>
• Re: st: -beep- command gone?
  • From: Daifeng He <[email protected]>
• Re: st: -beep- command gone?
  • From: Daifeng He <[email protected]>
• Re: st: Date format
  • From: Lars Folkestad <[email protected]>
• Re: st: Date format
  • From: Sebastian Skalitzky <[email protected]>
• Re: st: Date format
  • From: Sebastian Skalitzky <[email protected]>
• Re: st: Collecting Statistics of Averages of Variables
  • From: Clyde B Schechter <[email protected]>
• Re: st: Date format
  • From: Sebastian Skalitzky <[email protected]>
• Re:st: Date format
  • From: 叶鹏鹏 <[email protected]>
• Re: st: Date format
  • From: Nick Cox <[email protected]>
• Re: st: Date format
  • From: Nick Cox <[email protected]>
• st: Date format
  • From: Sebastian Skalitzky <[email protected]>
• Re: st: tsfilter hp and error(3900)
  • From: Nick Cox <[email protected]>
• st: tsfilter hp and error(3900)
  • From: Jason Rosenberg <[email protected]>
• st: RE: statalist-digest V4 #4655
  • From: <[email protected]>
• Re: st: comparing means of industry groups
  • From: Nick Cox <[email protected]>
• st: comparing means of industry groups
  • From: "Fabian Schönenberger" <[email protected]>
• Re: st: question regd wmpstata
  • From: Nick Cox <[email protected]>
• Re: st: dynamic graphs
  • From: Nick Cox <[email protected]>
• Re: st: RE: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: st: -beep- command gone?
  • From: Conor Hughes <[email protected]>
• Re: st: Collecting Statistics of Averages of Variables
  • From: Nick Cox <[email protected]>
• Re: st: RE: Looping within a subset under a certain condition
  • From: Nick Cox <[email protected]>
• Re: st: outreg2 Non-Zero Decimals
  • From: John Luke Gallup <[email protected]>
• st: -beep- command gone?
  • From: Daifeng He <[email protected]>
• st: RE: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• Re: st: comparing 25th percentile survival time between two race groups
  • From: Haena Lee <[email protected]>
• RE: st: Appropriate modelling - testing which set of exposures are more important
  • From: Amal Khanolkar <[email protected]>
• Re: st: Cox model with unobserved heterogeneity
  • From: Steve Samuels <[email protected]>
• Re: st: comparing 25th percentile survival time between two race groups
  • From: Steve Samuels <[email protected]>
• Re: st: Collecting Statistics of Averages of Variables
  • From: robert hartman <[email protected]>
• st: Looping within a subset under a certain condition
  • From: "Gerard Solbrig" <[email protected]>
• st: comparing 25th percentile survival time between two race groups
  • From: Haena Lee <[email protected]>
• Re: st: Collecting Statistics of Averages of Variables
  • From: Nick Cox <[email protected]>
• st: dynamic graphs
  • From: Rodrigo Briceño <[email protected]>
• st: Collecting Statistics of Averages of Variables
  • From: robert hartman <[email protected]>
• Re: st: divergent ivpois and gmm results
  • From: "Dimitriy V. Masterov" <[email protected]>
• RE: st: question regd wmpstata
  • From: Pradipto Banerjee <[email protected]>
• Re: st: question regd wmpstata
  • From: Nick Cox <[email protected]>
• RE: st: question regd wmpstata
  • From: Pradipto Banerjee <[email protected]>
• RE: st: question regd wmpstata
  • From: Pradipto Banerjee <[email protected]>
• Re: st: question regd wmpstata
  • From: Nick Cox <[email protected]>
• st: question regd wmpstata
  • From: Pradipto Banerjee <[email protected]>
• Re: st: how recode a positive value on a variable to a particular negative value
  • From: Nick Cox <[email protected]>
• RE: st: how recode a positive value on a variable to a particular negative value
  • From: Erik Aadland <[email protected]>
• Re: st: Creating a contact tracing file (levelsof & nested foreach loops)
  • From: Nick Cox <[email protected]>
• Re: st: how recode a positive value on a variable to a particular negative value
  • From: Nick Cox <[email protected]>
• Re: st: how recode a positive value on a variable to a particular negative value
  • From: Martyn Sherriff <[email protected]>
• st: Creating a contact tracing file (levelsof & nested foreach loops)
  • From: "Puddicombe, David" <[email protected]>
• st: update propcnsreg available
  • From: Maarten Buis <[email protected]>
• RE: st: how recode a positive value on a variable to a particular negative value
  • From: Erik Aadland <[email protected]>
• Re: st: how recode a positive value on a variable to a particular negative value
  • From: daniel klein <[email protected]>
• Re: st: how recode a positive value on a variable to a particular negative value
  • From: Nick Cox <[email protected]>
• st: "Incompatible types may not assign class to double"
  • From: Garth Rauscher <[email protected]>
• Re:st: meansdplot with if statement
  • From: Philip Ender <[email protected]>
• st: how recode a positive value on a variable to a particular negative value
  • From: Erik Aadland <[email protected]>
• RE: st: Problem with IV regression and two-way clustering
  • From: "Schaffer, Mark E" <[email protected]>
• RE: st: command for penalized MLE using a complex survey data?
  • From: "Kim, Isok" <[email protected]>
• RE: st: Problem with IV regression and two-way clustering
  • From: "Tobias Pfaff" <[email protected]>
• st: Difference-in-Difference of Binary Outcomes with Margins
  • From: Jonathan Stoeterau <[email protected]>
• Re: st: outreg2 Non-Zero Decimals
  • From: Nick Cox <[email protected]>
• Re: st: outreg2 Non-Zero Decimals
  • From: Wameq Raza <[email protected]>
• st: outreg2 Non-Zero Decimals
  • From: mai7777 <[email protected]>
• st: basic panel regression correction
  • From: fenando luiz mistura <[email protected]>
• st: basic panel regression RE FE FEVD
  • From: fenando luiz mistura <[email protected]>
• Re: st: Appropriate modelling - testing which set of exposures are more important
  • From: David Hoaglin <[email protected]>
• st: Generating tables with predicted probabilities (asclogit)
  • From: Wameq Raza <[email protected]>
• RE: st: How to list and make copies of .do files on a hard drive
  • From: Tim Evans <[email protected]>
• RE: st: Problem with IV regression and two-way clustering
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: RE: -scatter and alpha-blending
  • From: Nick Cox <[email protected]>
• Re: st: RE: -scatter and alpha-blending
  • From: Nick Cox <[email protected]>
• RE: st: Command for all variables.
  • From: André Gyllenram <[email protected]>
• Re: st: Cox model with unobserved heterogeneity
  • From: Maarten Buis <[email protected]>
• st: Cox model with unobserved heterogeneity
  • From: "Nynke ." <[email protected]>
• Re: st: Command for all variables.
  • From: Maarten Buis <[email protected]>
• Re: st: Transform logit coef and use in -estout- -esttab-
  • From: Maarten Buis <[email protected]>
• st: Command for all variables.
  • From: André Gyllenram <[email protected]>
• Re: st: Appropriate modelling - testing which set of exposures are more important
  • From: Maarten Buis <[email protected]>
• Re: st: Outputing variables values in to a file
  • From: Nick Cox <[email protected]>
• Re: st: divergent ivpois and gmm results
  • From: Tirthankar Chakravarty <[email protected]>
• st: divergent ivpois and gmm results
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: sampling weight
  • From: "Lynn Lee" <[email protected]>
• st: -mi impute- on longitudinal data
  • From: David Torres <[email protected]>
• Re: st: command for penalized MLE using a complex survey data?
  • From: Stas Kolenikov <[email protected]>
• Re: st: Outputing variables values in to a file
  • From: Aaron Kirkman <[email protected]>
• RE: st: Calculate and Test Adjusted Mean Differences
  • From: "Elizabeth Prezio" <[email protected]>
• Re: st: Outputing variables values in to a file
  • From: Nick Cox <[email protected]>
• Re: st: meansdplot with if statement
  • From: Nick Cox <[email protected]>
• st: Outputing variables values in to a file
  • From: Pradipto Banerjee <[email protected]>
• Re: st: meansdplot with if statement
  • From: Cathy Antonakos <[email protected]>
• Re: st: meansdplot with if statement
  • From: Nick Cox <[email protected]>
• Re: st: -scatter and alpha-blending
  • From: Nick Cox <[email protected]>
• Re: st: RE: -scatter and alpha-blending
  • From: Francesco <[email protected]>
• st: RE: -scatter and alpha-blending
  • From: "David Radwin" <[email protected]>
• st: -scatter and alpha-blending
  • From: Francesco <[email protected]>
• st: command for penalized MLE using a complex survey data?
  • From: "Kim, Isok" <[email protected]>
• Re: st: Calculate and Test Adjusted Mean Differences
  • From: Steve Samuels <[email protected]>
• st: Analysing dual none response discrete choice experiment
  • From: "Karin Oudshoorn, Twentestat" <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: Problem with IV regression and two-way clustering
  • From: "Tobias Pfaff" <[email protected]>
• st: meansdplot with if statement
  • From: Cathy Antonakos <[email protected]>
• Re: st: Problem with IV regression and two-way clustering
  • From: Austin Nichols <[email protected]>
• st: Transform logit coef and use in -estout- -esttab-
  • From: RV Rikard <[email protected]>
• Re: st: xtabond2 pca option
  • From: "Fitzgerald, James" <[email protected]>
• Re: st: Post-program tempfiles or a temp directory?
  • From: Nick Cox <[email protected]>
• Re: st: Post-program tempfiles or a temp directory?
  • From: James Sams <[email protected]>
• st: Problem with IV regression and two-way clustering
  • From: "Tobias Pfaff" <[email protected]>
• Re: st: Post-program tempfiles or a temp directory?
  • From: Nick Cox <[email protected]>
• st: Calculate and Test Adjusted Mean Differences
  • From: "Elizabeth Prezio" <[email protected]>
• st: New version of -parmest- on SSC
  • From: "Roger B. Newson" <[email protected]>
• st: Post-program tempfiles or a temp directory?
  • From: James Sams <[email protected]>
• st: Appropriate modelling - testing which set of exposures are more important
  • From: Amal Khanolkar <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: xtabond2 pca option
  • From: Muhammad Anees <[email protected]>
• Re: st: How to list and make copies of .do files on a hard drive
  • From: Nick Cox <[email protected]>
• st: How to display Marginal Effects Using esttab
  • From: SAM MCCAW <[email protected]>
• Re: st: How to list and make copies of .do files on a hard drive
  • From: Donald Spady <[email protected]>
• st: xtabond2 pca option
  • From: "Fitzgerald, James" <[email protected]>
• st: How to list and make copies of .do files on a hard drive
  • From: Tim Evans <[email protected]>
• Re: st: sampling weight
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: one-sample tests for survival data
  • From: "Airey, David C" <[email protected]>
• st: SSC Archive access
  • From: Christopher Baum <[email protected]>
• st: constructing a multilevel regression model with fixed effects
  • From: sabbas gidarokostas <[email protected]>
• Re: st: Poststratification weighting, subpop, and missing values
  • From: Nick Cox <[email protected]>
• st: sampling weight
  • From: "Lynn Lee" <[email protected]>
• Re: st: sampling weight
  • From: Steve Samuels <[email protected]>
• Re: st: Heteroskedasticity still presents after using DCC-MGARCH
  • From: "Ranad P." <[email protected]>
• Re: st: Poststratification weighting, subpop, and missing values
  • From: Stas Kolenikov <[email protected]>
• Re: st: Draw a random sample of my data...
  • From: Nick Cox <[email protected]>
• Re: st: Omitted Fixed Effects Dummy Variables
  • From: Sam <[email protected]>
• Re: st: sampling weight
  • From: Stas Kolenikov <[email protected]>
• Re: st: sampling weight
  • From: Nick Cox <[email protected]>
• st: Draw a random sample of my data...
  • From: [email protected]
• Re: st: wealth score using principal component analysis (PCA)
  • From: Stas Kolenikov <[email protected]>
• st: sampling weight
  • From: "Lynn Lee" <[email protected]>
• Re: st: Poststratification weighting, subpop, and missing values
  • From: Steve Samuels <[email protected]>
• Re: st: odds ratio
  • From: Elizabeth Vieira <[email protected]>
• Re: st: odds ratio
  • From: Nick Cox <[email protected]>
• Re: st: SUREG with if command.
  • From: Nick Cox <[email protected]>
• Re: st: odds ratio
  • From: Brendan Halpin <[email protected]>
• Re: st: SUREG with if command.
  • From: David Ashcraft <[email protected]>
• Re: st: SUREG with if command.
  • From: Nick Cox <[email protected]>
• Re: st: Jarque-Bera test
  • From: Nick Cox <[email protected]>
• Re: st: Jarque-Bera test
  • From: Maarten Buis <[email protected]>
• st: odds ratio
  • From: Elizabeth Vieira <[email protected]>
• Re: st: SUREG with if command.
  • From: David Ashcraft <[email protected]>
• Re: st: RE: How to append observations to variable
  • From: Nick Cox <[email protected]>
• Re: st: RE: How to append observations to variable
  • From: Phil Clayton <[email protected]>
• Re: st: RE: How to append observations to variable
  • From: Maarten Buis <[email protected]>
• st: RE: How to append observations to variable
  • From: Beatrice Benavidez <[email protected]>
• st: testing
  • From: Marcello Pagano <[email protected]>
• Re: st: SUREG with if command.
  • From: David Ashcraft <[email protected]>
• Re: st: Heteroskedasticity still presents after using DCC-MGARCH
  • From: Tirthankar Chakravarty <[email protected]>
• Re: st: bivariate probit with multilevel.
  • From: "Dr. Bartus" <[email protected]>
• Re: st: Poststratification weighting, subpop, and missing values
  • From: Steve Samuels <[email protected]>
• Re: st: Poststratification weighting, subpop, and missing values
  • From: Steve Samuels <[email protected]>
• Re: st: Jarque-Bera test
  • From: Nick Cox <[email protected]>
• st: bivariate probit with multilevel.
  • From: Elin Vimefall <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Nick Cox <[email protected]>
• Re: st: Omitted Fixed Effects Dummy Variables
  • From: Maarten Buis <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: 汪哲仁 <[email protected]>
• st: Probit dummy endogenous regressor-with interaction term
  • From: Neeru Chaudhary <[email protected]>
• Re: st: Omitting fixed effects dummies output from esttab tables
  • From: "S. A. McCaw" <[email protected]>
• Re: st: Omitting fixed effects dummies output from esttab tables
  • From: "S. A. McCaw" <[email protected]>
• Re: st: sampling weight
  • From: Stas Kolenikov <[email protected]>
• Re: st: Omitting fixed effects dummies output from esttab tables
  • From: Prakash Singh <[email protected]>
• st: Omitting fixed effects dummies output from esttab tables
  • From: "S. A. McCaw" <[email protected]>
• st: sampling weight
  • From: "Lynn Lee" <[email protected]>
• st: Omitted Fixed Effects Dummy Variables
  • From: Sabin Ahmed <[email protected]>
• RE: st: gui bug in graph editor in stata for windows
  • From: "Hoffman, George" <[email protected]>
• st: Jarque-Bera test
  • From: Nick Cox <[email protected]>
• st: -poisson postestimation- chi2 discrepancy
  • From: [email protected]
• st: Re: st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Nick Cox <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Nick Cox <[email protected]>
• st: join the statalist discussion
  • From: Kefei Chen <[email protected]>
• Re: st: gui bug in graph editor in stata for windows
  • From: Alan Riley <[email protected]>
• st: Assistance with margins after svy logistic
  • From: "Chang, Eva" <[email protected]>
• st: Re: st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Joerg Luedicke <[email protected]>
• st: Re: st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Rodrigo Briceño <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Shikha Sinha <[email protected]>
• Re: st: Mixed effects model for asymmetric data
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Anova for mixed design and repeated measures
  • From: Anisa Shyti <[email protected]>
• Re: st: Mixed effects model for asymmetric data
  • From: Richard Goldstein <[email protected]>
• Re: st: Mixed effects model for asymmetric data
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Mixed effects model for asymmetric data
  • From: Ana Beatriz FS <[email protected]>
• st: Heteroskedasticity still presents after using DCC-MGARCH
  • From: Ra Nad <[email protected]>
• Re: st: Interactions and factor variables with ivregress
  • From: Andrea Drechsler <[email protected]>
• Re: st: Mixed effects model for asymmetric data
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Mixed effects model for asymmetric data
  • From: Ana Beatriz FS <[email protected]>
• Re: st: RE: PH207x Health in Numbers
  • From: Marcello Pagano <[email protected]>
• st: RE: PH207x Health in Numbers
  • From: "Habiger, Matt" <[email protected]>
• RE: st: How do I repeat the exact same command x times
  • From: Stig Lønberg Nielsen <[email protected]>
• Re: st: How do I repeat the exact same command x times
  • From: Joerg Luedicke <[email protected]>
• Re: st: How do I repeat the exact same command x times
  • From: Maarten Buis <[email protected]>
• Re: st: sampling weight
  • From: Stas Kolenikov <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Stas Kolenikov <[email protected]>
• Re: st: How do I repeat the exact same command x times
  • From: Fernando Rios Avila <[email protected]>
• st: PH207x Health in Numbers
  • From: Marcello Pagano <[email protected]>
• st: How do I repeat the exact same command x times
  • From: Stig Lønberg Nielsen <[email protected]>
• st: Poststratification weighting, subpop, and missing values
  • From: <[email protected]>
• Re: st: sampling weight
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: stset with different start times
  • From: Lars Folkestad <[email protected]>
• Re: st: SUREG with if command.
  • From: Christopher Baum <[email protected]>
• st: stset with different start times
  • From: Lars Folkestad <[email protected]>
• Re: st: have string macro default in syntax
  • From: Nick Cox <[email protected]>
• Re: st: sort within values
  • From: Maarten Buis <[email protected]>
• Re: st: sort within values
  • From: Nick Cox <[email protected]>
• st: sort within values
  • From: Michele Santacatterina <[email protected]>
• st: sampling weight
  • From: "Lynn Lee" <[email protected]>
• Re: st: SUREG with if command.
  • From: [email protected] (Vince Wiggins, StataCorp)
• Re: st: 3-level model for crime victimization
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: 3-level model for crime victimization
  • From: Erik Alda <[email protected]>
• st: Equation for unobserved components model
  • From: Fern McAllan <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Nick Cox <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Shikha Sinha <[email protected]>
• st: Re: Spanish characters from windows to mac
  • From: Gabriel Nicolás Camargo Toledo <[email protected]>
• st: a Stata programmer position
  • From: Stas Kolenikov <[email protected]>
• RE: st: have string macro default in syntax
  • From: tashi lama <[email protected]>
• Re: st: chisquare for trend
  • From: Tom Lutalo <[email protected]>
• Re: st: rreg and suest
  • From: Nick Cox <[email protected]>
• st: rreg and suest
  • From: Amy Dunbar <[email protected]>
• st: gui bug in graph editor in stata for windows
  • From: "Hoffman, George" <[email protected]>
• Re: st: have string macro default in syntax
  • From: Nick Cox <[email protected]>
• st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Nick Cox <[email protected]>
• RE: st: have string macro default in syntax
  • From: tashi lama <[email protected]>
• Re: st: SUREG with if command.
  • From: Nick Cox <[email protected]>
• st: Re: st: Re: st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Nick Cox <[email protected]>
• RE: st: SUREG with if command.
  • From: "Schaffer, Mark E" <[email protected]>
• st: Re: st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Rodrigo Briceño <[email protected]>
• st: Re: st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Rodrigo Briceño <[email protected]>
• st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Nick Cox <[email protected]>
• Re: st: chisquare for trend
  • From: Richard Goldstein <[email protected]>
• st: chisquare for trend
  • From: Tom Lutalo <[email protected]>
• st: Re: st: From: Rodrigo Briceño <[email protected]>
  • From: Nick Cox <[email protected]>
• Re: st: SUREG with if command.
  • From: Nick Cox <[email protected]>
• RE: st: SUREG with if command.
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: SUREG with if command.
  • From: Nick Cox <[email protected]>
• Re: st: SUREG with if command.
  • From: David Ashcraft <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: Stas Kolenikov <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: Steve Samuels <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Stas Kolenikov <[email protected]>
• st: From: Rodrigo Briceño <[email protected]>
  • From: [email protected]
• Re: st: 3-level model for crime victimization
  • From: Joerg Luedicke <[email protected]>
• Re: st: 3-level model for crime victimization
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Fwd: How to interpret regression?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: SUREG with if command.
  • From: Nick Cox <[email protected]>
• Re: st: SUREG with if command.
  • From: David Ashcraft <[email protected]>
• st: Which N assumes -pweight- in combination with -collapse X, by(id date)-
  • From: Julian Schumacher <[email protected]>
• Re: st: Fwd: How to interpret regression?
  • From: Joerg Luedicke <[email protected]>
• Re: st: Fwd: How to interpret regression?
  • From: Maarten Buis <[email protected]>
• st: Re: ZINB inflation equation marginal effects
  • From: Maarten Buis <[email protected]>
• Re: st: have string macro default in syntax
  • From: Nick Cox <[email protected]>
• Re: st: Fwd: How to interpret regression?
  • From: Joerg Luedicke <[email protected]>
• st: 3-level model for crime victimization
  • From: Erik Alda <[email protected]>
• st: have string macro default in syntax
  • From: tashi lama <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: "Anat (Manes) Tchetchik" <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Austin Nichols <[email protected]>
• Re: st: How to keep if freq of var is >= 100 for both group (Alcohol "1" and non-alcohol "0")?
  • From: Caliph Omar Moumin <[email protected]>
• Re: st: Fwd: How to interpret regression?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• RE: st: Fwd: help with xtmixed and margins
  • From: "Visintainer, Paul" <[email protected]>
• st: Fwd: How to interpret regression?
  • From: Kresten Buch <[email protected]>
• Re: st: SUREG with if command.
  • From: Nick Cox <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: "Anat (Manes) Tchetchik" <[email protected]>
• st: SUREG with if command.
  • From: David Ashcraft <[email protected]>
• Re: st: Fwd: help with xtmixed and margins
  • From: James prince <[email protected]>
• Re: st: How to keep if freq of var is >= 100 for both group (Alcohol "1" and non-alcohol "0")?
  • From: Maarten Buis <[email protected]>
• Re: st: How to keep if freq of var is >= 100 for both group (Alcohol "1" and non-alcohol "0")?
  • From: Nick Cox <[email protected]>
• st: RE: RE: RE: Residual diagnostics for panel data regression
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: How to keep if freq of var is >= 100 for both group (Alcohol "1" and non-alcohol "0")?
  • From: Caliph Omar Moumin <[email protected]>
• st: RE: RE: Residual diagnostics for panel data regression
  • From: Silvia Palombi <[email protected]>
• Re: st: How to keep if freq of var is >= 100 for both group (Alcohol "1" and non-alcohol "0")?
  • From: Nick Cox <[email protected]>
• Re: st: How to keep if freq of var is >= 100 for both group (Alcohol "1" and non-alcohol "0")?
  • From: Nick Cox <[email protected]>
• st: How to keep if freq of var is >= 100 for both group (Alcohol "1" and non-alcohol "0")?
  • From: Caliph Omar Moumin <[email protected]>
• st: Re: Test equality of predictors after logistic regression
  • From: Debs Majumdar <[email protected]>
• st: Test equality of predictors after logistic regression
  • From: Debs Majumdar <[email protected]>
• Re: st: wealth score using principal component analysis (PCA)
  • From: Nick Cox <[email protected]>
• st: Xtabond or dummy variables
  • From: Ayman Farahat <[email protected]>
• st: RE: Residual diagnostics for panel data regression
  • From: "Schaffer, Mark E" <[email protected]>
• st: wealth score using principal component analysis (PCA)
  • From: Shikha Sinha <[email protected]>
• RE: st: Fwd: help with xtmixed and margins
  • From: "Visintainer, Paul" <[email protected]>
• Re: st: Fwd: help with xtmixed and margins
  • From: James prince <[email protected]>
• Re: st: Error with plugin
  • From: Nick Cox <[email protected]>
• RE: st: Error with plugin
  • From: Pradipto Banerjee <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Nick Cox <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Nick Cox <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Yuval Arbel <[email protected]>
• Re: st: Error with plugin
  • From: Brendan Halpin <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Yuval Arbel <[email protected]>
• Re: st: Error with plugin
  • From: Nick Cox <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Austin Nichols <[email protected]>
• st: Error with plugin
  • From: Pradipto Banerjee <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Nick Cox <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Yuval Arbel <[email protected]>
• Re: st: box plots of main effect relative risks
  • From: Alpna Agrawal Kapur <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: "Anat (Manes) Tchetchik" <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: "Anat (Manes) Tchetchik" <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Maarten Buis <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: "Anat (Manes) Tchetchik" <[email protected]>
• RE: Re: st: Is it possible to estimate the cumulative incidence function using stpm2cif when you have competing risks and time-varying covariates?
  • From: "Turnbull, Alison E." <[email protected]>
• st: 3sls-re with panel data
  • From: "Aymen Belgacem" <[email protected]>
• Re: st: Reshape data from wide to long format
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: Converting a vetor into a matrix
  • From: Nick Cox <[email protected]>
• Re: st: runing StatTransfer "set" command from Stata do-file
  • From: Lucas Ferreira Mation <[email protected]>
• st: Converting a vetor into a matrix
  • From: André Gyllenram <[email protected]>
• Re: st: Reshape data from wide to long format
  • From: Nick Cox <[email protected]>
• Re: st: Reshape data from wide to long format
  • From: Maarten Buis <[email protected]>
• Re: FW: st: Quantile regression
  • From: Maarten Buis <[email protected]>
• st: Reshape data from wide to long format
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: Adding kwallis p value to multiple graphs
  • From: Nick Cox <[email protected]>
• Re: st: Adding kwallis p value to multiple graphs
  • From: Colin Campbell <[email protected]>
• RE: st: Add new observations.
  • From: André Gyllenram <[email protected]>
• Re: st: box plots of main effect relative risks
  • From: Nick Cox <[email protected]>
• Re: st: box plots of main effect relative risks
  • From: "Roger B. Newson" <[email protected]>
• Re: st: Fwd: tobit regression and co-variance matrix - can I use the estout or outreg command to store the matrix in excel?
  • From: Maarten Buis <[email protected]>
• Re: st: Add new observations.
  • From: Nick Cox <[email protected]>
• st: how to get data for country's map
  • From: "Lynn Lee" <[email protected]>
• st: Add new observations.
  • From: André Gyllenram <[email protected]>
• st: Re: Yet another question regarding Stata Tip #87
  • From: Maarten Buis <[email protected]>
• Re: st: Adding kwallis p value to multiple graphs
  • From: Nick Cox <[email protected]>
• Re: st: Adding kwallis p value to multiple graphs
  • From: Nick Cox <[email protected]>
• st: prtest
  • From: Baruch Eitam <[email protected]>
• st: Re: Yet another question regarding Stata Tip #87
  • From: Maarten Buis <[email protected]>
• Re: st: Generate Start and End Dates for SMCL Log Reports
  • From: Nick Cox <[email protected]>
• st: Adding kwallis p value to multiple graphs
  • From: Colin Campbell <[email protected]>
• Re: st: Generate Start and End Dates for SMCL Log Reports
  • From: Nick Cox <[email protected]>
• Re: st: how to get data for country's map
  • From: Jörg Eulenberger <[email protected]>
• st: how to get data for country's map
  • From: "Lynn Lee" <[email protected]>
• Re: st: Generate Start and End Dates for SMCL Log Reports
  • From: Beatrice Benavidez <[email protected]>
• Re: st: Convert SAS code to STATA
  • From: "Joseph Coveney" <[email protected]>
• FW: st: Quantile regression
  • From: "Seed, Paul" <[email protected]>
• Re: st: creating cross tables/ matrices with expected/ observed frequencies from long data set
  • From: Nick Darson <[email protected]>
• Re: st: prtest
  • From: Richard Williams <[email protected]>
• st: Residual diagnostics for panel data regression
  • From: Silvia Palombi <[email protected]>
• st: prtest
  • From: Baruch Eitam <[email protected]>
• Re: st: Identify Neighbor Regions with Latitudes and Longitudes‏
  • From: Brendan Halpin <[email protected]>
• Re: st: margins, eyex
  • From: Antoine Terracol <[email protected]>
• Re: st: Is it possible to estimate the cumulative incidence function using stpm2cif when you have competing risks and time-varying covariates?
  • From: Steve Samuels <[email protected]>
• st: margins, eyex
  • From: albert Lee <[email protected]>
• st: Fwd: tobit regression and co-variance matrix - can I use the estout or outreg command to store the matrix in excel?
  • From: Sabine Brunswicker <[email protected]>
• st: Re: st: Identify Neighbor Regions with Latitudes and Longitudes‏
  • From: Robert Picard <[email protected]>
• RE: st: Identify Neighbor Regions with Latitudes and Longitudes‏
  • From: 曦 田 <[email protected]>
• Re: st: Observations differ
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: Observations differ
  • From: Brendan Halpin <[email protected]>
• Re: st: Is it possible to estimate the cumulative incidence function using stpm2cif when you have competing risks and time-varying covariates?
  • From: Steve Samuels <[email protected]>
• Re: st: Observations differ
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: Observations differ
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Observations differ
  • From: Brendan Halpin <[email protected]>
• Re: st: Observations differ
  • From: Nick Cox <[email protected]>
• Re: st: Observations differ
  • From: Steve Samuels <[email protected]>
• st: Observations differ
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: Convert SAS code to STATA
  • From: "Joseph Coveney" <[email protected]>
• Re: st: Identify Neighbor Regions with Latitudes and Longitudes‏
  • From: Brendan Halpin <[email protected]>
• st: spmap
  • From: "Lynn Lee" <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Austin Nichols <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Yuval Arbel <[email protected]>
• Re: st: goodness of fit measure fir ivtobit
  • From: Yuval Arbel <[email protected]>
• st: Is it possible to estimate the cumulative incidence function using stpm2cif when you have competing risks and time-varying covariates?
  • From: "Turnbull, Alison E." <[email protected]>
• st: mtreatreg: error message
  • From: "Md. Alauddin Majumder" <[email protected]>
• st: Identify Neighbor Regions with Latitudes and Longitudes‏
  • From: 曦 田 <[email protected]>
• st: correction for previous post- goodness of fit measure for ivtobit using the Newey’s two-step estimator
  • From: "Anat (Manes) Tchetchik" <[email protected]>
• st: goodness of fit measure fir ivtobit
  • From: "Anat (Manes) Tchetchik" <[email protected]>
• Re: st: Convert SAS code to STATA
  • From: "JVerkuilen (Gmail)" <[email protected]>
• RE: st: Quantile regression
  • From: Vasan Kandaswamy <[email protected]>
• Re: st: ivpois with a binary endogenous predictor
  • From: Austin Nichols <[email protected]>
• RE: st: Convert SAS code to STATA
  • From: Marquis Hawkins <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: Stas Kolenikov <[email protected]>
• Re: st: spmap
  • From: Maurizio Pisati <[email protected]>
• Re: st: Convert SAS code to STATA
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Convert SAS code to STATA
  • From: Marquis Hawkins <[email protected]>
• Re: st: Quantile regression
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Quantile regression
  • From: Nick Cox <[email protected]>
• st: spmap
  • From: "Lynn Lee" <[email protected]>
• Re: st: SEM for Time Series?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Quantile regression
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Quantile regression
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Quantile regression
  • From: David Hoaglin <[email protected]>
• Re: st: spmap
  • From: Maurizio Pisati <[email protected]>
• st: spmap
  • From: "Lynn Lee" <[email protected]>
• Re: st: spmap
  • From: Maurizio Pisati <[email protected]>
• Re: st: spmap
  • From: Nick Cox <[email protected]>
• RE: st: Quantile regression
  • From: Vasan Kandaswamy <[email protected]>
• st: spmap
  • From: "Lynn Lee" <[email protected]>
• Re: st: creating cross tables/ matrices with expected/ observed frequencies from long data set
  • From: Nick Cox <[email protected]>
• Re: st: Quantile regression
  • From: Nick Cox <[email protected]>
• Re: st: creating cross tables/ matrices with expected/ observed frequencies from long data set
  • From: Nick Darson <[email protected]>
• RE: st: Quantile regression
  • From: Vasan Kandaswamy <[email protected]>
• Re: st: creating cross tables/ matrices with expected/ observed frequencies from long data set
  • From: Nick Cox <[email protected]>
• Re: st: spmap
  • From: Maurizio Pisati <[email protected]>
• Re: st: spmap
  • From: Nick Cox <[email protected]>
• Re: st: box plots of main effect relative risks
  • From: Nick Cox <[email protected]>
• st: spmap
  • From: "Lynn Lee" <[email protected]>
• st: box plots of main effect relative risks
  • From: Alpna Agrawal Kapur <[email protected]>
• st: How can I get conditional marginal effects?
  • From: [email protected]
• Re: st: Quantile regression
  • From: David Hoaglin <[email protected]>
• Re: st: ivpois with a binary endogenous predictor
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: creating cross tables/ matrices with expected/ observed frequencies from long data set
  • From: Nick Darson <[email protected]>
• RE: st: outsheet throws away varnames in unix
  • From: tashi lama <[email protected]>
• st: SEM for Time Series?
  • From: "Bob Barsky" <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: Steve Samuels <[email protected]>
• st: discrepancy using contrast vs margins, contrast
  • From: Federico Serana <[email protected]>
• st: creating a variable name from observations of a string variable
  • From: david parsley <[email protected]>
• st: Stata is now on YouTube!
  • From: "Chuck Huber, StataCorp LP" <[email protected]>
• st: consistency of fixed effects and within estimator
  • From: Sharooon <[email protected]>
• re: Re: st: Pretreatment pair matching
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: Access 2010 32bit vs Stata 64bit
  • From: Max Bo <[email protected]>
• Re: st: Using a loop to calculate vector differences
  • From: "Heidi M Pitts" <[email protected]>
• RE: st: Access 2010 32bit vs Stata 64bit
  • From: "Deppen, Steve" <[email protected]>
• st: marginal effects in gllamm model with link(ologit)
  • From: ramesh <[email protected]>
• Re: st: nested foreach
  • From: "Fabian Schönenberger" <[email protected]>
• st: Re: statalist-digest V4 #4647
  • From: Christopher Baum <[email protected]>
• st: re: ESTPOST strange behavior
  • From: Christopher Baum <[email protected]>
• Re: st: nested foreach
  • From: Nick Cox <[email protected]>
• st: Fwd: help with xtmixed and margins
  • From: James prince <[email protected]>
• Re: st: merge problem
  • From: Anders Alexandersson <[email protected]>
• st: nested foreach
  • From: "Fabian Schönenberger" <[email protected]>
• Re: st: merge problem
  • From: Nick Cox <[email protected]>
• Re: st: merge problem
  • From: Jerome Fauconnier <[email protected]>
• st: merge problem
  • From: Jerome Fauconnier <[email protected]>
• st: SSC Archive access
  • From: Christopher Baum <[email protected]>
• Re: st: creating a variable name from observations of a string variable
  • From: Nick Cox <[email protected]>
• RE: st: How to Convert Nominal GDP to Real GDP
  • From: "Lovisa Persson" <[email protected]>
• Re: st: How to Convert Nominal GDP to Real GDP
  • From: Nick Cox <[email protected]>
• RE: st: How to Convert Nominal GDP to Real GDP
  • From: "Lovisa Persson" <[email protected]>
• Re: st: How to Convert Nominal GDP to Real GDP
  • From: Nick Cox <[email protected]>
• RE: st: How to Convert Nominal GDP to Real GDP
  • From: "Lovisa Persson" <[email protected]>
• Re: st: How to Convert Nominal GDP to Real GDP
  • From: Lukas Borkowski <[email protected]>
• st: How to Convert Nominal GDP to Real GDP
  • From: Shawn Meyer <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: Steve Samuels <[email protected]>
• Re: st: standardized beta for quantile regression
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: ivpois with a binary endogenous predictor
  • From: Austin Nichols <[email protected]>
• st: ivpois with a binary endogenous predictor
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: how to make wmpstata recognize a global variable
  • From: Nick Cox <[email protected]>
• st: how to make wmpstata recognize a global variable
  • From: Pradipto Banerjee <[email protected]>
• Re: st: creating a variable name from observations of a string variable
  • From: Nick Cox <[email protected]>
• Re: st: writing a loop
  • From: Nick Cox <[email protected]>
• Re: st: Using a loop to calculate vector differences
  • From: Nick Cox <[email protected]>
• st: creating a variable name from observations of a string variable
  • From: david parsley <[email protected]>
• RE: st: writing a loop
  • From: Amir Kasaeian <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: Steve Samuels <[email protected]>
• st: Using a loop to calculate vector differences
  • From: "Heidi M Pitts" <[email protected]>
• Re: st: outsheet throws away varnames in unix
  • From: Joerg Luedicke <[email protected]>
• st: outsheet throws away varnames in unix
  • From: tashi lama <[email protected]>
• RE: st: writing a loop
  • From: "David Radwin" <[email protected]>
• st: creating a variable name from observations of a string variable
  • From: david parsley <[email protected]>
• st: standardized beta for quantile regression
  • From: Vasan Kandaswamy <[email protected]>
• Re: st: writing a loop
  • From: Nick Cox <[email protected]>
• Re: st: Questions about gnpoisson
  • From: Nick Cox <[email protected]>
• st: writing a loop
  • From: Amir Kasaeian <[email protected]>
• st: Questions about gnpoisson
  • From: [email protected]
• Re: st: Pretreatment pair matching
  • From: Austin Nichols <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: "David Radwin" <[email protected]>
• re: RE: st: GLLAMM: Predict Class Membership
  • From: "Ariel Linden, DrPH" <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• Re: st: run stata in a batch mode using do file
  • From: Brendan Halpin <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• Re: st: Generate Start and End Dates for SMCL Log Reports
  • From: Brendan Halpin <[email protected]>
• Re: st: Generate Start and End Dates for SMCL Log Reports
  • From: Brendan Halpin <[email protected]>
• Re: st: Generate Start and End Dates for SMCL Log Reports
  • From: Nick Cox <[email protected]>
• st: Generate Start and End Dates for SMCL Log Reports
  • From: Kristina Beatrice Benavidez <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: "Dr. Annelies Blom" <[email protected]>
• RE: st: Access 2010 32bit vs Stata 64bit
  • From: Richard Fox <[email protected]>
• st: Temporary access to SSC Archive materials
  • From: Christopher Baum <[email protected]>
• st: mlogit margins
  • From: Ida Hansen <[email protected]>
• st: Extrapolating Cox predicted risk
  • From: [email protected]
• st: Interactions and factor variables with ivregress
  • From: Bert Lloyd <[email protected]>
• st: xtabond2 with just-identified model
  • From: "Lovisa Persson" <[email protected]>
• st: Pretreatment pair matching
  • From: Wojciech Hardy <[email protected]>
• Re: st: Access 2010 32bit vs Stata 64bit
  • From: Max Bo <[email protected]>
• st: Access 2010 32bit vs Stata 64bit
  • From: Richard Fox <[email protected]>
• Re: st: Create Variable containing Generations per Household
  • From: Laura Marlene Große <[email protected]>
• Re: st: Create Variable containing Generations per Household
  • From: Laura Marlene Große <[email protected]>
• Re: st: No observations
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: No observations
  • From: Nick Cox <[email protected]>
• Re: st: Developing a Predictive Risk Equation from stcox survival analysis
  • From: Tom Robinson <[email protected]>
• st: No observations
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: ESTPOST strange behavior
  • From: Brendan Halpin <[email protected]>
• Re: st: ghk2() for cmp model(the download link is invalid)
  • From: Maarten Buis <[email protected]>
• st: ghk2() for cmp model(the download link is invalid)
  • From: 李 秉璋 <[email protected]>
• Re: st: Generate unique random numbers
  • From: Stas Kolenikov <[email protected]>
• Re: st: Generate unique random numbers
  • From: Fernando Rios Avila <[email protected]>
• st: Generate unique random numbers
  • From: Anna Hemnes <[email protected]>
• RE: st: ESTPOST strange behavior
  • From: patrick patrick <[email protected]>
• Re: st: ESTPOST strange behavior
  • From: Brendan Halpin <[email protected]>
• RE: st: ESTPOST strange behavior
  • From: patrick patrick <[email protected]>
• Re: FW: st: ANOVA for quartiles
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: run stata in a batch mode using do file
  • From: Brendan Halpin <[email protected]>
• RE: st: Quantile regression
  • From: Vasan Kandaswamy <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• RE: st: ESTPOST strange behavior
  • From: patrick patrick <[email protected]>
• Re: st: ESTPOST strange behavior
  • From: Carsten Sauer <[email protected]>
• st: ESTPOST strange behavior
  • From: patrick patrick <[email protected]>
• Re: st: derive exact p values from ANOVA models
  • From: Nick Cox <[email protected]>
• FW: st: ANOVA for quartiles
  • From: Vasan Kandaswamy <[email protected]>
• st: derive exact p values from ANOVA models
  • From: Vasan Kandaswamy <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• Re: st: run stata in a batch mode using do file
  • From: Brendan Halpin <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• Re: st: run stata in a batch mode using do file
  • From: Brendan Halpin <[email protected]>
• RE: st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• Re: st: two-stage model (probit --> mlogit)
  • From: Maarten Buis <[email protected]>
• st: two-stage model (probit --> mlogit)
  • From: Ho Youn Koh <[email protected]>
• Re: st: confidence intervals for IRFs
  • From: Joerg Luedicke <[email protected]>
• Re: st: Create Variable containing Generations per Household
  • From: Nick Cox <[email protected]>
• st: About combination between Stata and Latex
  • From: "Lynn Lee" <[email protected]>
• Re: st: Create Variable containing Generations per Household
  • From: Nick Cox <[email protected]>
• Re: st: Re: odbc load from SQL if ID is in my Stata master dataset?
  • From: Jen Zhen <[email protected]>
• Re: st: Create Variable containing Generations per Household
  • From: Maarten Buis <[email protected]>
• Re: st: Developing a Predictive Risk Equation from stcox survival analysis
  • From: "Roger B. Newson" <[email protected]>
• st: Create Variable containing Generations per Household
  • From: Laura Marlene Große <[email protected]>
• Re: st: Developing a Predictive Risk Equation from stcox survival analysis
  • From: Steve Samuels <[email protected]>
• st: Which matrix to use for continuous variables when using the xtmixed command
  • From: Ana Beatriz FS <[email protected]>
• Re: st: About combination between Stata and Latex
  • From: Ronnie Babigumira <[email protected]>
• st: About combination between Stata and Latex
  • From: "Lynn Lee" <[email protected]>
• Re: st: confidence intervals for IRFs
  • From: ulio Glogowsky <[email protected]>
• Re: st: GLLAMM: Predict Class Membership
  • From: [email protected]
• Re: st: About produce graph in Latex format
  • From: Ronnie Babigumira <[email protected]>
• Re: st: About produce graph in Latex format
  • From: Ronnie Babigumira <[email protected]>
• RE: st: GLLAMM: Predict Class Membership
  • From: Cameron McIntosh <[email protected]>
• Re: st: GLLAMM: Predict Class Membership
  • From: Maarten Buis <[email protected]>
• st: About produce graph in Latex format
  • From: "Lynn Lee" <[email protected]>
• st: GLLAMM: Predict Class Membership
  • From: [email protected]
• Re: st: SSC install problems
  • From: Maarten Buis <[email protected]>
• Re: st: SSC install problems
  • From: Muhammad Anees <[email protected]>
• Re: st: SSC install problems
  • From: Ronnie Babigumira <[email protected]>
• st: SSC install problems
  • From: "Fabian Schönenberger" <[email protected]>
• Re: st: Meta-Analysis of Hazard Ratios and Confidence Intervals
  • From: "Roger B. Newson" <[email protected]>
• Re: st: confidence intervals for IRFs
  • From: Maarten Buis <[email protected]>
• st: confidence intervals for IRFs
  • From: ulio Glogowsky <[email protected]>
• Re: st: Meta-Analysis of Hazard Ratios and Confidence Intervals
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Meta-Analysis of Hazard Ratios and Confidence Intervals
  • From: Belinda Butcher <[email protected]>
• Re: st: Meta-Analysis of Hazard Ratios and Confidence Intervals
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: xtmelogit slow, not converging
  • From: "JVerkuilen (Gmail)" <[email protected]>
• RE: st: mlowess- Rescaling the Y-axis
  • From: "Vahid Ravaghi, Dr" <[email protected]>
• Re: st: Developing a Predictive Risk Equation from stcox survival analysis
  • From: Phil Clayton <[email protected]>
• Re: st: Re: odbc load from SQL if ID is in my Stata master dataset?
  • From: "Joseph Coveney" <[email protected]>
• Re: st: ANOVA for quartiles
  • From: Nick Cox <[email protected]>
• Re: st: -gmm- Heckman problem
  • From: Nick Cox <[email protected]>
• st: Meta-Analysis of Hazard Ratios and Confidence Intervals
  • From: Belinda Butcher <[email protected]>
• st: xtmelogit slow, not converging
  • From: Valeria Fajardo <[email protected]>
• st: SSC Archive
  • From: Christopher Baum <[email protected]>
• Re: st: ANOVA for quartiles
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: ANOVA for quartiles
  • From: Vasan Kandaswamy <[email protected]>
• RE: st: -gmm- Heckman problem
  • From: shetty sandeep <[email protected]>
• st: Developing a Predictive Risk Equation from stcox survival analysis
  • From: Tom Robinson <[email protected]>
• Re: st: -gmm- heckman problem
  • From: Nick Cox <[email protected]>
• Re: st: changing bar order on twoway bar chart
  • From: Nick Cox <[email protected]>
• st: -gmm- heckman problem
  • From: shetty sandeep <[email protected]>
• st: changing bar order on twoway bar chart
  • From: Ben Cooper <[email protected]>
• Re: st: Identify 5 closest observations of a variable and then calculate average of another variable based on the observations identified
  • From: Joseph Monte <[email protected]>
• Re: st: nl: missing standar error
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: nl: missing standar error
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Re: odbc load from SQL if ID is in my Stata master dataset?
  • From: Jen Zhen <[email protected]>
• st: subinstr extended macro function limit
  • From: Matthew White <[email protected]>
• Re: st: Identify 5 closest observations of a variable and then calculate average of another variable based on the observations identified
  • From: Austin Nichols <[email protected]>
• Re: st: nl: missing standar error
  • From: [email protected]
• Re: st: Re: standardized coefficients from a probit model for path analysis using -listcoef-
  • From: Hilary Taylor <[email protected]>
• Re: st: nl: missing standar error
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Re: odbc load from SQL if ID is in my Stata master dataset?
  • From: "Joseph Coveney" <[email protected]>
• st: odbc load from SQL if ID is in my Stata master dataset?
  • From: Jen Zhen <[email protected]>
• st: RE: Re: Maximizing under constraint with Mata?
  • From: Ozgur Ererdem <[email protected]>
• Re: st: Re: standardized coefficients from a probit model for path analysis using -listcoef-
  • From: Maarten Buis <[email protected]>
• st: Re: standardized coefficients from a probit model for path analysis using -listcoef-
  • From: Hilary Taylor <[email protected]>
• st: Re: Identify 5 closest observations of a variable
  • From: Gordon Hughes <[email protected]>
• st: Re: Maximizing under constraint with Mata?
  • From: Gordon Hughes <[email protected]>
• Re: st: nl: missing standar error
  • From: Maarten Buis <[email protected]>
• Re: st: nl: missing standar error
  • From: [email protected]
• Re: st: Tips on working with multiple waves RAND HRS
  • From: Maarten Buis <[email protected]>
• st: rollreg error: move of () too large
  • From: "Till Janetzko" <[email protected]>
• Re: st: Change in explained variance
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Change in explained variance
  • From: Richard Williams <[email protected]>
• st: Change in explained variance
  • From: Thomas Didier <[email protected]>
• st: Re: Very small sample and multivariate analysis?
  • From: "Joseph Coveney" <[email protected]>
• st: RE: Using Global Variables to Specify directories in dictionaries
  • From: "Lachenbruch, Peter" <[email protected]>
• Re: st: run stata in a batch mode using do file
  • From: Brendan Halpin <[email protected]>
• Fwd: st: Using Global Variables to Specify directories in dictionaries
  • From: Nick Cox <[email protected]>
• RE: st: ivreg2 missing SE's when using two cluster variables
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: run stata in a batch mode using do file
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: Re: sensitivity and specificity after xtgee
  • From: "Seed, Paul" <[email protected]>
• Re: st: Very small sample and multivariate analysis?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: repmat in stata
  • From: Nick Cox <[email protected]>
• st: Very small sample and multivariate analysis?
  • From: Yupa <[email protected]>
• Re: st: 3200 conformability error when writing to stata variable from mata
  • From: Aaron Kirkman <[email protected]>
• Re: st: ivreg2 missing SE's when using two cluster variables
  • From: Austin Nichols <[email protected]>
• st: ivreg2 missing SE's when using two cluster variables
  • From: [email protected]
• st: run stata in a batch mode using do file
  • From: tashi lama <[email protected]>
• Re: st: Using Global Variables to Specify directories in dictionaries
  • From: Nick Cox <[email protected]>
• st: repmat in stata
  • From: Israel Pearce <[email protected]>
• Re: st: Using Global Variables to Specify directories in dictionaries
  • From: Ronnie Babigumira <[email protected]>
• st: calculation of firm selection probability weight
  • From: Prakash Singh <[email protected]>
• st: Using Global Variables to Specify directories in dictionaries
  • From: Stata List <[email protected]>
• RE: st: Tips on working with multiple waves RAND HRS
  • From: meenakshi beri <[email protected]>
• st: Identify 5 closest observations of a variable and then calculate average of another variable based on the observations identified
  • From: Joseph Monte <[email protected]>
• st: Tips on working with multiple waves RAND HRS
  • From: Daniel Almar de Sneijder <[email protected]>
• Re: Clarification st: Compute portfolio variance
  • From: Maarten Buis <[email protected]>
• RE: Clarification st: Compute portfolio variance
  • From: André Gyllenram <[email protected]>
• Re: st: combine 2 margnisplot
  • From: Nikolaos Pandis <[email protected]>
• st: Apologies for my misunderstanding
  • From: "Lynn Lee" <[email protected]>
• R: st: About difference in differences estimation
  • From: "Carlo Lazzaro" <[email protected]>
• RE: st: About difference in differences estimation
  • From: "Lynn Lee" <[email protected]>
• Re: st: About difference in differences estimation
  • From: Ronnie Babigumira <[email protected]>
• Re: st: If-condition for running syntax
  • From: Jörg Eulenberger <[email protected]>
• RE: st: About difference in differences estimation
  • From: "Lynn Lee" <[email protected]>
• Re: st: If-condition for running syntax
  • From: Maarten Buis <[email protected]>
• Re: Clarification st: Compute portfolio variance
  • From: Maarten Buis <[email protected]>
• st: If-condition for running syntax
  • From: Jörg Eulenberger <[email protected]>
• Clarification st: Compute portfolio variance
  • From: André Gyllenram <[email protected]>
• Re: st: About difference in differences estimation
  • From: Maarten Buis <[email protected]>
• Re: st: About DID
  • From: "Justina Fischer" <[email protected]>
• st: About DID
  • From: "Lynn Lee" <[email protected]>
• st: About DID
  • From: "Lynn Lee" <[email protected]>
• RE: st: About difference in differences estimation
  • From: "Lynn Lee" <[email protected]>
• st: About difference in differences estimation
  • From: "Lynn Lee" <[email protected]>
• Re: st: About difference in differences estimation
  • From: Maarten Buis <[email protected]>
• st: Re: sensitivity and specificity after xtgee
  • From: "Joseph Coveney" <[email protected]>
• st: sensitivity and specificity after xtgee
  • From: Mohammadreza Mohebbi <[email protected]>
• Re: st: indicator for "if cell contains the word or phrase"
  • From: Shehzad Ali <[email protected]>
• Re: st: combine 2 margnisplot
  • From: Ulrich Kohler <[email protected]>
• Re: st: indicator for "if cell contains the word or phrase"
  • From: Nick Cox <[email protected]>
• st: indicator for "if cell contains the word or phrase"
  • From: Shehzad Ali <[email protected]>
• Re: st: error bars in marginsplot
  • From: "Airey, David C" <[email protected]>
• Re: R: st: Fixed Effects GLS regression
  • From: Christopher Baum <[email protected]>
• Re: st: error bars in marginsplot
  • From: Maarten Buis <[email protected]>
• st: About difference in differences estimation
  • From: "Lynn Lee" <[email protected]>
• st: About difference in differences estimation
  • From: "Lynn Lee" <[email protected]>
• st: combine 2 margnisplot
  • From: Nikolaos Pandis <[email protected]>
• R: st: Fixed Effects GLS regression
  • From: "[email protected]" <[email protected]>
• st: error bars in marginsplot
  • From: Jordan Silberman <[email protected]>
• re: st: Confusion about fixed effects specification
  • From: Christopher Baum <[email protected]>
• st: Confusion about fixed effects specification
  • From: Amirhossein Moharreri <[email protected]>
• Re: st: Generation of Variables with reference to values in the same column
  • From: Christopher Baum <[email protected]>
• st: Re: Creating drugs combination
  • From: "Joseph Coveney" <[email protected]>
• Re: st: mlowess- Rescaling the Y-axis
  • From: Nick Cox <[email protected]>
• st: Fwd: replace values given specific dates
  • From: [email protected]
• Re: st: mean difference test.
  • From: Fernando Rios Avila <[email protected]>
• RE: st: mlowess- Rescaling the Y-axis
  • From: "Vahid Ravaghi, Dr" <[email protected]>
• st: Maximizing under constraint with Mata ?
  • From: Ozgur Ererdem <[email protected]>
• st: new xtabond2 feature used in Lancet letter
  • From: "David Roodman ([email protected])" <[email protected]>
• Re: st: mean difference test.
  • From: Steve Samuels <[email protected]>
• st: Re: st is it stata or something else acting off
  • From: daniel klein <[email protected]>
• Re: st: Omit Constant from Count Models
  • From: Maarten Buis <[email protected]>
• st: is it stata or something else acting off
  • From: tashi lama <[email protected]>
• RE: st: Omit Constant from Count Models
  • From: "Habiger, Matt" <[email protected]>
• st: mean difference test.
  • From: Fernando Rios Avila <[email protected]>
• st: oaxaca with nested data
  • From: Rene Carapinha <[email protected]>
• Re: st: Omit Constant from Count Models
  • From: Maarten Buis <[email protected]>
• Re: st: Collecting R2 results when running a do-file
  • From: Tim Wade <[email protected]>
• Re: st: how to drop duplicate values
  • From: Maarten Buis <[email protected]>
• st: Omit Constant from Count Models
  • From: "Habiger, Matt" <[email protected]>
• st: Collecting R2 results when running a do-file
  • From: Amanda Wilford <[email protected]>
• SV: st: how to drop duplicate values
  • From: Malin Lundberg Rasmussen <[email protected]>
• Re: st: how to drop duplicate values
  • From: Maarten Buis <[email protected]>
• st: how to drop duplicate values
  • From: Malin Lundberg Rasmussen <[email protected]>
• Re:st:standardized Coefficents from a probit model for path analysis using -listcoef-
  • From: Hilary Taylor <[email protected]>
• st: standardized Coefficents from a probit model for path analysis using -listcoef-
  • From: Hilary Taylor <[email protected]>
• Re: st: Generation of Variables with reference to values in the same column
  • From: Chamara Anuranga <[email protected]>
• Re: st: Generation of Variables with reference to values in the same column
  • From: Nick Cox <[email protected]>
• st: Generation of Variables with reference to values in the same column
  • From: Arnold Patrick Behrer <[email protected]>
• Re: st: Creating drugs combination
  • From: Nick Cox <[email protected]>
• Re: st: mlowess- Rescaling the Y-axis
  • From: Nick Cox <[email protected]>
• Re: st: 3200 conformability error when writing to stata variable from mata
  • From: Nick Cox <[email protected]>
• st: 3200 conformability error when writing to stata variable from mata
  • From: Aaron Kirkman <[email protected]>
• Re: st: generate a new categorical variable
  • From: Alan Neustadtl <[email protected]>
• Re: st: best way to estimate overall mean of clustered, stratified data using xtreg
  • From: Steve Samuels <[email protected]>
• Re: st: fixing variance parameters in xtmixed to do meta-analysis
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: fixing variance parameters in xtmixed to do meta-analysis
  • From: [email protected] (Vince Wiggins, StataCorp)
• Re: st: generate a new categorical variable
  • From: urbain thierry YOGO <[email protected]>
• st: RE: generate a new categorical variable
  • From: "Sarah Edgington" <[email protected]>
• Re: st: generate a new categorical variable
  • From: Ronnie Babigumira <[email protected]>
• Re: st: generate a new categorical variable
  • From: Steve Nakoneshny <[email protected]>
• st: generate a new categorical variable
  • From: urbain thierry YOGO <[email protected]>
• Re: st: Overcoming the 300 model estimate limit
  • From: Brendan Halpin <[email protected]>
• st: mlowess- Rescaling the Y-axis
  • From: "Vahid Ravaghi, Dr" <[email protected]>
• Re: st: Weights now allowed
  • From: Ulrich Kohler <[email protected]>
• Re: st: Weights now allowed
  • From: Daniel Almar de Sneijder <[email protected]>
• RE: st: Weights now allowed
  • From: "Sarah Edgington" <[email protected]>
• RE: st: Weights now allowed
  • From: "Scholes, Shaun" <[email protected]>
• Re: st: Weights now allowed
  • From: Daniel Almar de Sneijder <[email protected]>
• Re: st: Weights now allowed
  • From: Joerg Luedicke <[email protected]>
• st: RE: Instrumental variables in time series using GMM
  • From: "Schaffer, Mark E" <[email protected]>
• st: Weights now allowed
  • From: Daniel Almar de Sneijder <[email protected]>
• st: Fixed Effects GLS regression
  • From: Dheepan Ratha <[email protected]>
• Re: st: RE: runing StatTransfer "set" command from Stata do-file
  • From: Lucas Ferreira Mation <[email protected]>
• st: Confusion about fixed effects specification
  • From: Amirhossein Moharreri <[email protected]>
• Re: st: nl: missing standar error
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: nl: missing standar error
  • From: [email protected]
• Re: st: RE: runing StatTransfer "set" command from Stata do-file
  • From: daniel klein <[email protected]>
• Re: st: standardized coefficients from a probit model for path analysis using -listcoef-
  • From: Maarten Buis <[email protected]>
• st: Creating drugs combination
  • From: Michele Santacatterina <[email protected]>
• st: standardized coefficients from a probit model for path analysis using -listcoef-
  • From: Hilary Taylor <[email protected]>
• Re: st: RE: runing StatTransfer "set" command from Stata do-file
  • From: Chamara Anuranga <[email protected]>
• RE: st: Overcoming the 300 model estimate limit
  • From: Matthew Mroczek <[email protected]>
• st: RE: runing StatTransfer "set" command from Stata do-file
  • From: "Reg Jordan" <[email protected]>
• st: runing StatTransfer "set" command from Stata do-file
  • From: Lucas Ferreira Mation <[email protected]>
• st: RE: formatting looping regression results
  • From: "Pagel, Christina" <[email protected]>
• Re: st: Overcoming the 300 model estimate limit
  • From: Brendan Halpin <[email protected]>
• st: Overcoming the 300 model estimate limit
  • From: Matthew Mroczek <[email protected]>
• st: Course Announcement: Introduction to Stata, November 15, 2012 Toronto
  • From: [email protected]
• Re: st: Three level mixed random and crossed effects model
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: pseudo r2 after probit estimation
  • From: Darjusch <[email protected]>
• Re: st: Categorical axis labels with -graph dot- and -by-
  • From: "David W. Harless" <[email protected]>
• RE: st: Average marginal effects in ordered probit models
  • From: "Chris Ambrey" <[email protected]>
• st: Instrumental variables in time series using GMM
  • From: Armand Fouejieu Azangue <[email protected]>
• RE: st: best way to estimate overall mean of clustered, stratified data using xtreg
  • From: "Pagel, Christina" <[email protected]>
• Re: st: Average marginal effects in ordered probit models
  • From: Maarten Buis <[email protected]>
• RE: st: Frailty gamma or inv gaussian distribution
  • From: Alexander James <[email protected]>
• st: Average marginal effects in ordered probit models
  • From: "Chris Ambrey" <[email protected]>
• RE: st: horizontal box plots and log scale
  • From: Susanna Cramb <[email protected]>
• Re: st: horizontal box plots and log scale
  • From: Nick Cox <[email protected]>
• Re: st: xtnbreg and alternative methods
  • From: Muhammad Anees <[email protected]>
• st: Three level mixed random and crossed effects model
  • From: Mrs Mohana Rajmokan <[email protected]>
• Re: st: Compute portfolio variance
  • From: Alberto Dorantes <[email protected]>
• Re: st: Categorical axis labels with -graph dot- and -by-
  • From: Scott Merryman <[email protected]>
• st: formatting looping regression results
  • From: Israel Pearce <[email protected]>
• Re: st: Program error: code follows on same line as open brace
  • From: Ronnie Babigumira <[email protected]>
• Re: st: best way to estimate overall mean of clustered, stratified data using xtreg
  • From: Steve Samuels <[email protected]>
• RE: st: horizontal box plots and log scale
  • From: Susanna Cramb <[email protected]>
• st: Program error: code follows on same line as open brace
  • From: Daniel Almar de Sneijder <[email protected]>
• st: fixing variance parameters in xtmixed to do meta-analysis
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: xtnbreg and alternative methods
  • From: Mário Marques <[email protected]>
• st: best way to estimate overall mean of clustered, stratified data using xtreg
  • From: "Pagel, Christina" <[email protected]>
• Re: st: how to change the location of Stata's temporary data files from within a do file
  • From: Ronnie Babigumira <[email protected]>
• st: how to change the location of Stata's temporary data files from within a do file
  • From: Stephen Martin <[email protected]>
• AW: st: weird behavior of append
  • From: "Klaus Pforr" <[email protected]>
• st: retraction
  • From: "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
• Re: st: weird behavior of append
  • From: Joerg Luedicke <[email protected]>
• st: weird behavior of -append- (more)
  • From: "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
• st: Categorical axis labels with -graph dot- and -by-
  • From: "David W. Harless" <[email protected]>
• st: weird behavior of append
  • From: "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
• RE: st: First passage problem
  • From: Jason Rosenberg <[email protected]>
• Re: st: Calculation of attributable risk in surveys (SVY)
  • From: "Roger B. Newson" <[email protected]>
• Re: st: Calculation of attributable risk in surveys (SVY)
  • From: Nick Cox <[email protected]>
• Re: st: Calculation of attributable risk in surveys (SVY)
  • From: Maarten Buis <[email protected]>
• Re: st: horizontal box plots and log scale
  • From: Nick Cox <[email protected]>
• st: horizontal box plots and log scale
  • From: Susanna Cramb <[email protected]>
• Re: st: Calculation of attributable risk in surveys (SVY)
  • From: Jamie Madden <[email protected]>
• Re: st: Different likelihood estimates from -mixlpred- and own calculations using -mixlbeta-
  • From: Arne Risa Hole <[email protected]>
• Re: st: graphing interaction when direct effect is curvilinear
  • From: Maarten Buis <[email protected]>
• st: Calculate average elements matrix (below the diagonal )
  • From: Dirk Enzmann <[email protected]>
• Re: st: graphing interaction when direct effect is curvilinear
  • From: Maarten Buis <[email protected]>
• st: graphing interaction when direct effect is curvilinear
  • From: "L.M.A. Mulotte" <[email protected]>
• Re: st: Frailty gamma or inv gaussian distribution
  • From: Maarten Buis <[email protected]>
• st: Calculation of attributable risk in surveys (SVY)
  • From: Georgia Ladbury <[email protected]>
• RE: st: Create a Dummy Based on Standard Deviation
  • From: Shan Ghimire <[email protected]>
• RE: st: newey v.s. ivregress 2sls, vce(hac nw)
  • From: "Narita, Futoshi" <[email protected]>
• Re: st: First passage problem
  • From: Scott Merryman <[email protected]>
• Re: st: newey v.s. ivregress 2sls, vce(hac nw)
  • From: "Brian P. Poi" <[email protected]>
• st: newey v.s. ivregress 2sls, vce(hac nw)
  • From: "Narita, Futoshi" <[email protected]>
• Re: st: option noomit not allowed
  • From: Donald Spady <[email protected]>
• st: Frailty gamma or inv gaussian distribution
  • From: Alexander James <[email protected]>
• Re: st: System of equations, structural models and maximum likelihood in STATA
  • From: Stas Kolenikov <[email protected]>
• st: System of equations, structural models and maximum likelihood in STATA
  • From: Daniel Almar de Sneijder <[email protected]>
• Re: st: R: option noomit not allowed
  • From: Donald Spady <[email protected]>
• st: R: option noomit not allowed
  • From: "Carlo Lazzaro" <[email protected]>
• Re: st: option noomit not allowed
  • From: Nick Cox <[email protected]>
• st: option noomit not allowed
  • From: Donald Spady <[email protected]>
• st: First passage problem
  • From: Jason Rosenberg <[email protected]>
• st: SSC Archive updates
  • From: Christopher Baum <[email protected]>
• Re: st: make syntax options optional
  • From: Christopher Baum <[email protected]>
• st: Causal Inference course in Swansea October 2012
  • From: <[email protected]>
• Re: st: Parmest question
  • From: Johan Hellström <[email protected]>
• Fwd: Re: st: Obtain information from nearest observation
  • From: Chamara Anuranga <[email protected]>
• Re: st: Parmest question
  • From: "Roger B. Newson" <[email protected]>
• Re: st: Calculate average elements matrix (below the diagonal )
  • From: John Antonakis <[email protected]>
• Re: st: Missing value problem with new variable
  • From: Wameq Raza <[email protected]>
• Re: st: Missing value problem with new variable
  • From: Nick Cox <[email protected]>
• Re: st: Calculate average elements matrix (below the diagonal )
  • From: Nick Cox <[email protected]>
• st: Parmest question
  • From: Johan Hellström <[email protected]>
• Re: st: Lowess line based on different time frame to graph x-axis
  • From: Nick Cox <[email protected]>
• st: Missing value problem with new variable
  • From: Wameq Raza <[email protected]>
• st: Lowess line based on different time frame to graph x-axis
  • From: Mathew Wilkins <[email protected]>
• st: Calculate average elements matrix (below the diagonal )
  • From: John Antonakis <[email protected]>
• Re: st: make syntax options optional
  • From: daniel klein <[email protected]>
• Re: st: display number of decimal places
  • From: Ronnie Babigumira <[email protected]>
• Re: st: display number of decimal places
  • From: Nick Cox <[email protected]>
• Re: st: display number of decimal places
  • From: Ronnie Babigumira <[email protected]>
• Re: st: display number of decimal places
  • From: Nick Cox <[email protected]>
• st: display number of decimal places
  • From: Rebecca Coates <[email protected]>
• Re: st: Create a Dummy Based on Standard Deviation
  • From: Nick Cox <[email protected]>
• Re: st: make syntax options optional
  • From: Nick Cox <[email protected]>
• st: Create a Dummy Based on Standard Deviation
  • From: Shan Ghimire <[email protected]>
• st: make syntax options optional
  • From: tashi lama <[email protected]>
• st: How do create "weighting" variable given available data?
  • From: K C Wong <[email protected]>
• st: New command -regintfe-
  • From: Paulo de Freitas Guimarães <[email protected]>
• st: xtnbreg and alternative methods
  • From: Mário Marques <[email protected]>
• Re: st: Different Label Positions for Different Bars in one Bar Chart
  • From: Nick Cox <[email protected]>
• Re: st: Chi2 test on weighted data
  • From: Steve Samuels <[email protected]>
• RE: st: Import multiple excel sheets
  • From: Michael Betz <[email protected]>
• st: Different Label Positions for Different Bars in one Bar Chart
  • From: Jan Keil <[email protected]>
• st: New program -xls2dta- available from SSC
  • From: daniel klein <[email protected]>
• st: Variations in QREG SE
  • From: Arnold Patrick Behrer <[email protected]>
• st: propensity score analysis time-varying treatment
  • From: CJ Wilson <[email protected]>
• st: Chi2 test on weighted data
  • From: "Prof. Annelies Blom" <[email protected]>
• st: Alternative to -nlcom-
  • From: Fernando Rios Avila <[email protected]>
• st: ivreg2 handling of VCEs
  • From: Christopher Baum <[email protected]>
• Re: st: Random effects time invariant residuals
  • From: Xavier Mas <[email protected]>
• st: Fwd: residual serial correlation and heteroskedasticity tests after xtreg and xtmg
  • From: Sharuvash <[email protected]>
• Re: st: Random effects time invariant residuals
  • From: Maarten Buis <[email protected]>
• Re: st: Installing postgr3
  • From: Philip Ender <[email protected]>
• Fwd: st: Random effects time invariant residuals
  • From: Xavier Mas <[email protected]>
• Re: st: how to define a matrix with mathematical expression
  • From: Nina YIN <[email protected]>
• RE: st: -odbc- and VARCHAR() [was odbc load a large table, hitting max obs limit]
  • From: tashi lama <[email protected]>
• Re: st: how to define a matrix with mathematical expression
  • From: Maarten Buis <[email protected]>
• st: RE: IVREG2 vs. REG/CLUSTER2 - Difference in number of observations reported in regressions
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: Random effects time invariant residuals
  • From: Nick Cox <[email protected]>
• st: Random effects time invariant residuals
  • From: Xavier Mas <[email protected]>
• Re: st: how to define a matrix with mathematical expression
  • From: Nina YIN <[email protected]>
• Re: st: Trouble producing MNL table with outreg
  • From: Wameq Raza <[email protected]>
• st: IVREG2 vs. REG/CLUSTER2 – Difference in number of observations reported in regressions
  • From: "Hofbaur, Ulrich" <[email protected]>
• Re: st: how to define a matrix with mathematical expression
  • From: Nick Cox <[email protected]>
• Re: st: how to define a matrix with mathematical expression
  • From: Nina YIN <[email protected]>
• Re: st: How to insert the name of a variable into a matrix automatically
  • From: Nick Cox <[email protected]>
• Re: st: how to define a matrix with mathematical expression
  • From: Nick Cox <[email protected]>
• st: how to define a matrix with mathematical expression
  • From: Nina YIN <[email protected]>
• Re: st: Browian Motion
  • From: "Roger B. Newson" <[email protected]>
• st: Browian Motion
  • From: Jason Rosenberg <[email protected]>
• Re: st: TABLEAU graphics
  • From: Nick Cox <[email protected]>
• Re: Re: st: SSC Activity, August 2012
  • From: Christopher Baum <[email protected]>
• st: Chow test [was: A Question Regarding -xtunitroot-]
  • From: Scott Merryman <[email protected]>
• st: fitstat and SSC (was: SSC Activity, August 2012)
  • From: Dirk Enzmann <[email protected]>
• st: TABLEAU graphics
  • From: "Allan Reese (Cefas)" <[email protected]>
• st: Compute portfolio variance
  • From: André Gyllenram <[email protected]>
• Re: st: -odbc- and VARCHAR() [was odbc load a large table, hitting max obs limit]
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: Regression with subject-level means and aweights VS full regression
  • From: J Taylor <[email protected]>
• st: -odbc- and VARCHAR() [was odbc load a large table, hitting max obs limit]
  • From: "Joseph Coveney" <[email protected]>
• Re: st: running mi disagnostics in stata 12
  • From: [email protected] (Yulia Marchenko, StataCorp LP)
• st: RE: Using the knotstvc option within stpm2
  • From: "Lambert, Paul C. (Dr.)" <[email protected]>
• Re: st: Trouble producing MNL table with outreg
  • From: John Luke Gallup <[email protected]>
• st: running mi disagnostics in stata 12
  • From: priya joshi <[email protected]>
• st: Using the knotstvc option within stpm2
  • From: "Turnbull, Alison E." <[email protected]>
• Re: st: Installing postgr3
  • From: Richard Williams <[email protected]>
• Re: st: Re: Interpretation of the Coefficients obtained via -stcox-
  • From: Yuval Arbel <[email protected]>
• Re: st: Re: Interpretation of the Coefficients obtained via -stcox-
  • From: Steve Samuels <[email protected]>
• st: Installing postgr3
  • From: Owen Gallupe <[email protected]>
• st: How to insert the name of a variable into a matrix automatically
  • From: yaacov lawrence <[email protected]>
• Re: st: Household percapita consumption
  • From: [email protected]
• Re: st: SSC Activity, August 2012
  • From: Richard Williams <[email protected]>
• st: Household percapita consumption
  • From: Chamara Anuranga <[email protected]>
• Re: st: Re: Interpretation of the Coefficients obtained via -stcox-
  • From: Yuval Arbel <[email protected]>
• st: SSC Activity, August 2012
  • From: Christopher Baum <[email protected]>
• st: Re: Interpretation of the Coefficients obtained via -stcox-
  • From: Yuval Arbel <[email protected]>
• Re: st: A Question Regarding -xtunitroot-
  • From: Yuval Arbel <[email protected]>
• Re: st: A Question Regarding -xtunitroot-
  • From: Scott Merryman <[email protected]>
• st: Trouble producing MNL table with outreg
  • From: Wameq Raza <[email protected]>
• st: Heteroskedasticity-consistent standard errors for a VAR
  • From: Katia Bobulova <[email protected]>
• Re: st: stcox and weighting
  • From: Steve Samuels <[email protected]>
• Re: st: compressed data and named pipes on linux
  • From: Daniel Feenberg <[email protected]>
• Re: st: Selecting variables based on variable labels
  • From: daniel klein <[email protected]>
• st: A Question Regarding -xtunitroot-
  • From: Yuval Arbel <[email protected]>
• Re: st: Selecting variables based on variable labels
  • From: Austin Nichols <[email protected]>
• Re: st: root mean square error for random-effects model
  • From: Muhammad Anees <[email protected]>
• st: Factor Analysis with Sampling weights
  • From: Afif Naeem <[email protected]>
• Re: st: Selecting variables based on variable labels
  • From: Nick Cox <[email protected]>
• st: Selecting variables based on variable labels
  • From: "Mitch Downey" <[email protected]>
• Re: st: What does +.01 mean, and what is "mltpr"?
  • From: Nick Cox <[email protected]>
• Re: st: compressed data and named pipes on linux
  • From: James Sams <[email protected]>
• st: Different likelihood estimates from -mixlpred- and own calculations using -mixlbeta-
  • From: HSUEH-HSIANG 28Cher29 LI <[email protected]>
• st: root mean square error for random-effects model
  • From: [email protected]
• st: replace values given specific dates
  • From: [email protected]
• Re: st: New command: stpm2illd - flexible parametric illness death models
  • From: Adam Olszewski <[email protected]>
• st: RE: Interaction terms in fixed effects model
  • From: "Jacobs, David" <[email protected]>
• Re: st: Obtain information from nearest observation
  • From: Jeph Herrin <[email protected]>
• Re: st: Ancestry nominal dispersion measures like the Herfindahl, was Re: st: loops for regions
  • From: Nick Cox <[email protected]>
• st: Method of Convolutions
  • From: "Heidi M Pitts" <[email protected]>
• Re: st: Obtain information from nearest observation
  • From: Chamara Anuranga <[email protected]>
• st: Ancestry nominal dispersion measures like the Herfindahl, was Re: st: loops for regions
  • From: "Lacy,Michael" <[email protected]>
• Re: st: Import multiple excel sheets
  • From: daniel klein <[email protected]>
• RE: st: create pretty charts
  • From: tashi lama <[email protected]>
• Re: st: faster xtiling
  • From: László Sándor <[email protected]>
• RE: st: create pretty charts
  • From: "Fiedler, James (JSC-SK)[UNIVERSITIES SPACE RESEARCH ASSOC-DIV OF SPACE LIFE SCIENCES]" <[email protected]>
• Re: st: faster xtiling
  • From: "Daniel Brodback" <[email protected]>
• st: Obtain information from nearest observation
  • From: "Marco Müller" <[email protected]>
• Re: st: faster xtiling
  • From: Maarten Buis <[email protected]>
• Re: st: filling in existing ids and generating new ids for unique actors
  • From: Nick Cox <[email protected]>
• st: faster collapsing 2 or 3 variables by bins
  • From: László Sándor <[email protected]>
• st: Import multiple excel sheets
  • From: Michael Betz <[email protected]>
• RE: st: create pretty charts
  • From: "David Radwin" <[email protected]>
• RE: st: odbc load a large table, hitting max obs limit
  • From: [email protected] (Kevin Crow, StataCorp LP)
• st: RE: ivreg2: Anderson-Rubin Wald significant, and Stock-Wright S not significant - explanation?
  • From: "Schaffer, Mark E" <[email protected]>
• st: faster xtiling
  • From: László Sándor <[email protected]>
• RE: st: filling in existing ids and generating new ids for unique actors
  • From: Erik Aadland <[email protected]>
• RE: st: filling in existing ids and generating new ids for unique actors
  • From: Erik Aadland <[email protected]>
• RE: st: odbc load a large table, hitting max obs limit
  • From: tashi lama <[email protected]>
• Re: st: looping with tolerance level
  • From: Maarten Buis <[email protected]>
• RE: st: filling in existing ids and generating new ids for unique actors
  • From: Erik Aadland <[email protected]>
• st: looping with tolerance level
  • From: Andres Silva <[email protected]>
• Re: st: filling in existing ids and generating new ids for unique actors
  • From: Nick Cox <[email protected]>
• Re: st: create pretty charts
  • From: Nick Cox <[email protected]>
• st: RE: Mean test in a Likert Scale
  • From: Dirk Enzmann <[email protected]>
• st: filling in existing ids and generating new ids for unique actors
  • From: Erik Aadland <[email protected]>
• st: What does +.01 mean, and what is "mltpr"?
  • From: Manussawee Sukunta <[email protected]>
• st: stcox and weighting
  • From: Robert Davidson <[email protected]>
• RE: st: Identifying and recording the first occurrence of an event by actor given category
  • From: Erik Aadland <[email protected]>
• Re: st: e(rmse) for xtreg, re ?
  • From: Scott Merryman <[email protected]>
• Re: st: Re: Same code, same machine, same data, different results
  • From: Christopher Baum <[email protected]>
• re: st: Performing mediation analysis while using the clogit command in Stata
  • From: "Ariel Linden. DrPH" <[email protected]>
• Re: st: create pretty charts
  • From: Nick Cox <[email protected]>
• Re: st: Identifying and recording the first occurrence of an event by actor given category
  • From: Nick Cox <[email protected]>
• st: Interaction terms in fixed effects model
  • From: Laura Brandstetter <[email protected]>
• Re: st: create pretty charts
  • From: Nick Cox <[email protected]>
• RE: st: create pretty charts
  • From: "Allan Reese (Cefas)" <[email protected]>
• st: Identifying and recording the first occurrence of an event by actor given category
  • From: Erik Aadland <[email protected]>
• Re: st: xtnbreg
  • From: Alexander Bailey <[email protected]>
• Re: st: create pretty charts
  • From: Maarten Buis <[email protected]>
• Re: st: Re: Same code, same machine, same data, different results
  • From: Nick Cox <[email protected]>
• st: New command: stpm2illd - flexible parametric illness death models
  • From: "Hinchliffe, Sally R." <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Duru <[email protected]>
• st: ivreg2: Anderson-Rubin Wald significant, and Stock-Wright S not significant - explanation?
  • From: Jonathan Richards <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Stas Kolenikov <[email protected]>
• Re: st: Outreg margins error
  • From: John Luke Gallup <[email protected]>
• st: Re: Same code, same machine, same data, different results
  • From: Mattia Landoni <[email protected]>
• RE: st: polychoric for huge data sets
  • From: Timea Partos <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Nick Cox <[email protected]>
• Re: st: Hausman instruments - transfer varying variable of one variable as column next to other variables
  • From: Nick Darson <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Lucas <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Steve Samuels <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Nick Cox <[email protected]>
• Re: st: Wald test of joint significance of all regressors in a program, when using factor variables
  • From: [email protected] (Isabel Canette, StataCorp)
• Re: st: GSAMPLE R3300
  • From: Lucas <[email protected]>
• RE: st: RE: Hausman-Taylor AR(1) estimator
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: odbc load a large table, hitting max obs limit
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: create pretty charts
  • From: Nick Cox <[email protected]>
• st: RE: How to plot a categorical by continuous interaction in ologit
  • From: "David Radwin" <[email protected]>
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Nick Cox <[email protected]>
• RE: st: RE: Hausman-Taylor AR(1) estimator
  • From: KORAY ERCİHAN <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Steve Samuels <[email protected]>
• st: Hausman instruments - transfer varying variable of one variable as column next to other variables
  • From: Nick Darson <[email protected]>
• RE: st: odbc load a large table, hitting max obs limit
  • From: tashi lama <[email protected]>
• st: odbc load a large table, hitting max obs limit
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: cluster analysis mixed variables
  • From: irina ciornei <[email protected]>
• Re: st: create pretty charts
  • From: Pablo Bonilla <[email protected]>
• st: RE: Hausman-Taylor AR(1) estimator
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Aaron Kirkman <[email protected]>
• Re: st: create pretty charts
  • From: Joerg Luedicke <[email protected]>
• st: RE: spmap - huge files
  • From: "David Radwin" <[email protected]>
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Nick Cox <[email protected]>
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: "Brian P. Poi" <[email protected]>
• st: spmap - huge files
  • From: Deborah Goldschmidt <[email protected]>
• st: RE: modeling fixed effects using the xtnbreg command
  • From: "Jacobs, David" <[email protected]>
• st: modeling fixed effects using the xtnbreg command
  • From: Alexander Bailey <[email protected]>
• st: How to plot a categorical by continuous interaction in ologit
  • From: Jess Joe <[email protected]>
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Nick Cox <[email protected]>
• Re: st: xtnbreg
  • From: Muhammad Anees <[email protected]>
• st: xtnbreg
  • From: Alexander Bailey <[email protected]>
• Re: st: Panel count data
  • From: Muhammad Anees <[email protected]>
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Aaron Kirkman <[email protected]>
• Re: st: Panel count data
  • From: Nick Cox <[email protected]>
• st: Panel count data
  • From: Alexander Bailey <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Lucas <[email protected]>
• st: Hausman-Taylor AR(1) estimator
  • From: KORAY ERCİHAN <[email protected]>
• RE: st: Propensity Score Matching (PSM) - matching problem
  • From: umut senalp <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Stas Kolenikov <[email protected]>
• Re: st: Outreg margins error
  • From: Nick Cox <[email protected]>
• RE: st: create pretty charts
  • From: tashi lama <[email protected]>
• Re: st: Outreg margins error
  • From: Richard Williams <[email protected]>
• st: Estimating long run output using Blanchard and Quah decomposition on a trivariate structural VAR.
  • From: Fo Kodjo Dzinyefa Alphonse AFLAGAH <[email protected]>
• Re: st: Outreg margins error
  • From: Wameq Raza <[email protected]>
• Re: st: create pretty charts
  • From: Joerg Luedicke <[email protected]>
• [no subject]
  • From: Fo Kodjo Dzinyefa Alphonse AFLAGAH <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Lucas <[email protected]>
• RE: st: create pretty charts
  • From: Miguel Angel Valencia Garza <[email protected]>
• Re: st: create pretty charts
  • From: Nick Cox <[email protected]>
• st: create pretty charts
  • From: tashi lama <[email protected]>
• Re: st: GSAMPLE R3300
  • From: Nick Cox <[email protected]>
• Re: st: loops for regions
  • From: Nick Cox <[email protected]>
• st: GSAMPLE R3300
  • From: "Lieke Boonen (SiRM)" <[email protected]>
• Re: st: loops for regions
  • From: Chiara Mussida <[email protected]>
• Re: Re: st: Same code, same machine, same data, different results
  • From: Christopher Baum <[email protected]>
• st: e(rmse) for xtreg, re ?
  • From: [email protected]
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Nick Cox <[email protected]>
• st: Marginal Effects with Gllamm for Multinom Logit
  • From: "John Bunge" <[email protected]>
• Re: st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Aaron Kirkman <[email protected]>
• Re: Re: st: Using ksmirnov
  • From: Nick Cox <[email protected]>
• Re: st: Outreg margins error
  • From: Nick Cox <[email protected]>
• RE: st: polychoric for huge data sets
  • From: Cameron McIntosh <[email protected]>
• Re: st: Same code, same machine, same data, different results
  • From: Yuval Arbel <[email protected]>
• RE: st: Same code, same machine, same data, different results
  • From: "Knee, Alexander" <[email protected]>
• re: Re: st: Using ksmirnov
  • From: "Ariel Linden. DrPH" <[email protected]>
• Re: st: Outreg margins error
  • From: Wameq Raza <[email protected]>
• re: st: comparing trends
  • From: "Ariel Linden. DrPH" <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: [email protected]
• re: st: Propensity Score Matching (PSM) - matching problem
  • From: "Ariel Linden. DrPH" <[email protected]>
• Re: st: comparing trends
  • From: Maarten Buis <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Maarten Buis <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Maarten Buis <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Yuval Arbel <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Yuval Arbel <[email protected]>
• Re: st: Multilevel Models with Skewed Outcome using -runmlwin-
  • From: Maarten Buis <[email protected]>
• st: Performing mediation analysis while using the clogit command in Stata
  • From: "Pillas, Demetris" <[email protected]>
• st: Wald test of joint significance of all regressors in a program, when using factor variables
  • From: "Christoph Engel" <[email protected]>
• Re: st: Correlation between stocks
  • From: Nick Cox <[email protected]>
• st: NON-LINEAR LEAST SQUARES ESTIMATION
  • From: <[email protected]>
• Re: st: loops for regions
  • From: Nick Cox <[email protected]>
• st: Correlation between stocks
  • From: André Gyllenram <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Nick Cox <[email protected]>
• Re: st: loops for regions
  • From: Chiara Mussida <[email protected]>
• Re: st: Outreg margins error
  • From: John Luke Gallup <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Stas Kolenikov <[email protected]>
• st: RE: Same code, same machine, same data, different results
  • From: Kieran McCaul <[email protected]>
• st: "First numlist in weights( ...) invalid" error when using tssmooth to calculate a simple moving average
  • From: Aaron Kirkman <[email protected]>
• RE: st: polychoric for huge data sets
  • From: Timea Partos <[email protected]>
• st: Factor Analysis with Sampling weights
  • From: Afif Naeem <[email protected]>
• st: Propensity Score Matching (PSM) - matching problem
  • From: umut senalp <[email protected]>
• Re: st: loops for regions
  • From: Nick Cox <[email protected]>
• RE: st: Same code, same machine, same data, different results
  • From: "David Radwin" <[email protected]>
• Re: st: Same code, same machine, same data, different results
  • From: Joerg Luedicke <[email protected]>
• Re: st: Same code, same machine, same data, different results
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: Same code, same machine, same data, different results
  • From: Mattia Landoni <[email protected]>
• Re: st: loops for regions
  • From: Chiara Mussida <[email protected]>
• Re: st: Outreg margins error
  • From: Carsten Sauer <[email protected]>
• Re: st: Using ksmirnov
  • From: Nick Cox <[email protected]>
• st: Outreg margins error
  • From: Wameq Raza <[email protected]>
• Re: st: Multilevel Models with Skewed Outcome using -runmlwin-
  • From: Nick Cox <[email protected]>
• Re: st: loops for regions
  • From: Nick Cox <[email protected]>
• Re: st: Generating new variable with new values from the old one
  • From: Nick Cox <[email protected]>
• st: Multilevel Models with Skewed Outcome using -runmlwin-
  • From: "Emmott, Emily" <[email protected]>
• Re: st: Editing values in postestimation coefficient matrix
  • From: ETHAN SHARYGIN <[email protected]>
• Re: st: factor command - Factor analysis of data
  • From: Stas Kolenikov <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Stas Kolenikov <[email protected]>
• Re: st: Editing values in postestimation coefficient matrix
  • From: Scott Merryman <[email protected]>
• Re: st: Generating new variable with new values from the old one
  • From: "Shittu, Aminu" <[email protected]>
• st: Editing values in postestimation coefficient matrix
  • From: ETHAN SHARYGIN <[email protected]>
• st: comparing trends
  • From: "Adler Scott A." <[email protected]>
• Re: st: Using ksmirnov
  • From: Morrison Hodges <[email protected]>
• st: loops for regions
  • From: Chiara Mussida <[email protected]>
• Re: st: Problem using date() and format
  • From: Nick Cox <[email protected]>
• st: factor command - Factor analysis of data
  • From: Marco Ercolani <[email protected]>
• Re: st: Problem using date() and format
  • From: Maarten Buis <[email protected]>
• Re: st: Pearon's residuals
  • From: Richard Goldstein <[email protected]>
• st: Pearon's residuals
  • From: Suja Rajan <[email protected]>
• Re: st: Generating new variable with new values from the old one
  • From: Maarten Buis <[email protected]>
• st: Problem using date() and format
  • From: Jen Zhen <[email protected]>
• Re: st: Generating new variable with new values from the old one
  • From: Richard Goldstein <[email protected]>
• Re: st: Using ksmirnov
  • From: Maarten Buis <[email protected]>
• Re: st: 2-way Fixed Effects model
  • From: Lucas <[email protected]>
• st: Generating new variable with new values from the old one
  • From: "Shittu, Aminu" <[email protected]>
• Re: st: Dropping Program Saved as an ado-file
  • From: Maarten Buis <[email protected]>
• Re: st: Using ksmirnov
  • From: Nick Cox <[email protected]>
• Re: st: interaction effect with logit
  • From: Maarten Buis <[email protected]>
• Re: st: Need to Determine an Intervention Effect using xtmixed
  • From: Clyde B Schechter <[email protected]>
• st: Using ksmirnov
  • From: Morrison Hodges <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Nick Cox <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Stas Kolenikov <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Stas Kolenikov <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Nick Cox <[email protected]>
• Re: st: Dropping Program Saved as an ado-file
  • From: Nick Cox <[email protected]>
• st: interaction effect with logit
  • From: Luca Fumarco <[email protected]>
• RE: st: negative binomial regression accepts non-integer continuous outcomes?
  • From: "Santos Silva, J.M.C." <[email protected]>
• Re: st: Need to Determine an Intervention Effect using xtmixed
  • From: Ronan Conroy <[email protected]>
• Re: st: Dropping Program Saved as an ado-file
  • From: Maarten Buis <[email protected]>
• Re: st: Dropping Program Saved as an ado-file
  • From: Maarten Buis <[email protected]>
• Re: st: polychoric for huge data sets
  • From: Nick Cox <[email protected]>
• Re: st: Dropping Program Saved as an ado-file
  • From: Maarten Buis <[email protected]>
• st: st " "Dummy Endogenous Variables in a Simultaneous Equation System" Hekman 78 in Stata
  • From: <[email protected]>
• Re: st: 2-way Fixed Effects model
  • From: Ulrich Kohler <[email protected]>
• Re: st: Estout: suppressing significance stars on constant term
  • From: Carsten Sauer <[email protected]>
• st: Course Announcement: 25-29 Oct, 2012, Beijing
  • From: Chamara Anuranga <[email protected]>
• st: polychoric for huge data sets
  • From: Timea Partos <[email protected]>
• Re: st: 2-way Fixed Effects model
  • From: Lucas <[email protected]>
• st: Estout: suppressing significance stars on constant term
  • From: Bert Lloyd <[email protected]>
• Re: st: Dropping Program Saved as an ado-file
  • From: Phil Clayton <[email protected]>
• st: RE: st " "Dummy Endogenous Variables in a Simultaneous Equation System" Hekman 78 in Stata
  • From: "David Radwin" <[email protected]>
• st: Dropping Program Saved as an ado-file
  • From: "Christoph Engel" <[email protected]>
• st: st " "Dummy Endogenous Variables in a Simultaneous Equation System" Hekman 78 in Stata
  • From: Ayman Farahat <[email protected]>
• st: Need to Determine an Intervention Effect using xtmixed
  • From: "Elizabeth Prezio" <[email protected]>
• Re: st: replacing zero length strings with missing values
  • From: Steve Samuels <[email protected]>
• Re: st: 2-way Fixed Effects model
  • From: Austin Nichols <[email protected]>
• st: 2-way Fixed Effects model
  • From: Lucas <[email protected]>
• Re: st: Loading long string variables (from SQL) into Stata
  • From: Nick Cox <[email protected]>
• Re: st: Loading long string variables (from SQL) into Stata
  • From: Jen Zhen <[email protected]>
• Re: st: Loading long string variables (from SQL) into Stata
  • From: Nick Cox <[email protected]>
• Re: st: Poisson regression
  • From: Maarten Buis <[email protected]>
• st: Poisson regression
  • From: Alexander Bailey <[email protected]>
• Re: st: onespell
  • From: "Fabian Schönenberger" <[email protected]>
• RE: st: Loading long string variables (from SQL) into Stata
  • From: tashi lama <[email protected]>
• Re: st: Loading long string variables (from SQL) into Stata
  • From: Nick Cox <[email protected]>
• st: Loading long string variables (from SQL) into Stata
  • From: Jen Zhen <[email protected]>
• st: Twoway line
  • From: "Lynn Lee" <[email protected]>
• Re: st: replacing zero length strings with missing values
  • From: Nick Cox <[email protected]>
• RE: st: twoway line
  • From: "Lynn Lee" <[email protected]>
• Re: st: Boxplots - avoiding the box in a strata with a small number of observations
  • From: Nick Cox <[email protected]>
• Re: st: replacing zero length strings with missing values
  • From: Nick Cox <[email protected]>
• Re: st: Balanced, unbalanced and weakly balanced definition
  • From: Glenn Landers <[email protected]>
• Re: st: Boxplots - avoiding the box in a strata with a small number of observations
  • From: Richard Hiscock <[email protected]>
• st: replacing zero length strings with missing values
  • From: [email protected]
• AW: st: bootstrapping with senspec
  • From: "Bains, Lauren" <[email protected]>
• Re: st: Problem with the results of "mfx" command
  • From: Maarten Buis <[email protected]>
• Re: st: bootstrapping with senspec
  • From: "Roger B. Newson" <[email protected]>
• st: Problem with the results of "mfx" command
  • From: Kai Huang <[email protected]>
• Re: st: twoway line
  • From: Nick Cox <[email protected]>
• Re: st: twoway line
  • From: Maarten Buis <[email protected]>
• Re: st: onespell
  • From: Nick Cox <[email protected]>
• st: twoway line
  • From: "Lynn Lee" <[email protected]>
• st: update for -labutil2- on SSC
  • From: daniel klein <[email protected]>
• st: onespell
  • From: "Fabian Schönenberger" <[email protected]>
• Re: st: bootstrapping with senspec
  • From: Nick Cox <[email protected]>
• st: bootstrapping with senspec
  • From: "Bains, Lauren" <[email protected]>
• Re: st: Threshold regression using NL - How to specify indicator variable?
  • From: Nick Cox <[email protected]>
• Re: st: Threshold regression using NL - How to specify indicator variable?
  • From: Ophelie Desmarais <[email protected]>
• Re: st: Boxplots - avoiding the box in a strata with a small number of observations
  • From: Nick Cox <[email protected]>
• Re: st: Boxplots - avoiding the box in a strata with a small number of observations
  • From: Nick Cox <[email protected]>
• Re: st: merging datasets
  • From: Maarten Buis <[email protected]>
• Re: st: Threshold regression using NL - How to specify indicator variable?
  • From: Maarten Buis <[email protected]>
• Re: st: merging datasets
  • From: Prakash Singh <[email protected]>
• Re: st: shell on Mac
  • From: Steven Archambault <[email protected]>
• st: Boxplots - avoiding the box in a strata with a small number of observations
  • From: Richard Hiscock <[email protected]>
• RE: st: Threshold regression using NL - How to specify indicator variable?
  • From: "Hoffman, George" <[email protected]>
• Re: st: Rolling correlation coefficients with panel data
  • From: Richard Herron <[email protected]>
• Re: st: prevent stata from wrap lines beyond 80 columns
  • From: Nick Cox <[email protected]>
• Re: st: RE: question on nested logit
  • From: "Data Analytics Corp." <[email protected]>
• st: prevent stata from wrap lines beyond 80 columns
  • From: [email protected]
• RE: st: RE: Mean test in a Likert Scale
  • From: Cameron McIntosh <[email protected]>
• st: Probability Tree
  • From: Francesco <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Richard Williams <[email protected]>
• st: RE: question on nested logit
  • From: "Lachenbruch, Peter" <[email protected]>
• Re: st: Threshold regression using NL - How to specify indicator variable?
  • From: Nick Cox <[email protected]>
• RE: st: Mean test in a Likert Scale
  • From: Cameron McIntosh <[email protected]>
• Re: st: Threshold regression using NL - How to specify indicator variable?
  • From: Ophelie Desmarais <[email protected]>
• st: nl command / no intercept
  • From: "Christoph Neumann" <[email protected]>
• st: Mean test in a Likert Scale
  • From: Dan Waldo <[email protected]>
• Re: st: RE: Difference-in-difference, serial correlation, and robust standard errors
  • From: Glenn Landers <[email protected]>
• Re: st: Threshold regression using NL - How to specify indicator variable?
  • From: Nick Cox <[email protected]>
• st: Threshold regression using NL - How to specify indicator variable?
  • From: Ophelie Desmarais <[email protected]>
• st: RE: Difference-in-difference, serial correlation, and robust standard errors
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: Locals and Mata Script execution
  • From: Bruno Boynard <[email protected]>
• st: question on nested logit
  • From: "Data Analytics Corp." <[email protected]>
• Re: st: Locals and Mata Script execution
  • From: Nick Cox <[email protected]>
• Re: st: Locals and Mata Script execution
  • From: Nick Cox <[email protected]>
• st: Locals and Mata Script execution
  • From: Bruno Boynard <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Maarten Buis <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Nick Cox <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Yuval Arbel <[email protected]>
• Re: st: Balanced, unbalanced and weakly balanced definition
  • From: Phil Clayton <[email protected]>
• st: Balanced, unbalanced and weakly balanced definition
  • From: <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Maarten Buis <[email protected]>
• RE: st: Calculating months since entry into risk set by actor_id and month
  • From: Erik Aadland <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Nick Cox <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Yuval Arbel <[email protected]>
• Re: st: significance of the variables based on t-test or f-test
  • From: László Németh <[email protected]>
• Re: st: Generate a random double between -1 and 1
  • From: Aaron Kirkman <[email protected]>
• Re: st: Generate a random double between -1 and 1
  • From: Steve Samuels <[email protected]>
• Re: st: Generate a random double between -1 and 1
  • From: Nick Cox <[email protected]>
• st: Generate a random double between -1 and 1
  • From: Aaron Kirkman <[email protected]>
• Re: st: How to get P Values for sargan and abond in ereturn
  • From: Shan Ghimire <[email protected]>
• Re: st: variation in estimation sample with mi estimate & svy
  • From: [email protected] (Yulia Marchenko, StataCorp)
• Re: st: How to get P Values for sargan and abond in ereturn
  • From: daniel klein <[email protected]>
• Re: st: How to get P Values for sargan and abond in ereturn
  • From: Shan Ghimire <[email protected]>
• Re: st: How to get P Values for sargan and abond in ereturn
  • From: Nick Cox <[email protected]>
• Re: st: How to get P Values for sargan and abond in ereturn
  • From: Shan Ghimire <[email protected]>
• st: Graphing interactions after xtmixed
  • From: Martin Engeler <[email protected]>
• st: Difference-in-difference, serial correlation, and robust standard errors
  • From: Glenn Landers <[email protected]>
• Re: st: How to get P Values for sargan and abond in ereturn
  • From: daniel klein <[email protected]>
• Re: st: generalized Wilcoxon-Mann-Whitney ranksum test Interpretation
  • From: Nick Cox <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Nick Cox <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Nick Cox <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Ulrich Kohler <[email protected]>
• st: generalized Wilcoxon-Mann-Whitney ranksum test Interpretation
  • From: Caliph Omar Moumin <[email protected]>
• Re: st: SEM with categorical variables
  • From: Duru <[email protected]>
• st: Nonconvergence in subset of bootstrap samples doesn't show up in e(N_misreps)
  • From: Emilia Tjernström <[email protected]>
• st: How to get P Values for sargan and abond in ereturn
  • From: Shan Ghimire <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Reg Jordan <[email protected]>
• st: Rolling correlation coefficients with panel data
  • From: Alexandre Athanassiadis <[email protected]>
• RE: st: RE: Mean test in a Likert Scale
  • From: Cameron McIntosh <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Yuval Arbel <[email protected]>
• st: variation in estimation sample with mi estimate & svy
  • From: Marcus L Britton <[email protected]>
• Re: st: Sum variable over all countries excluding observations from nth country
  • From: Nick Cox <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Nick Cox <[email protected]>
• Re: st: How to export Mann-Whitney U Test output in rich text format
  • From: Carsten Sauer <[email protected]>
• Re: st: problems with installing the quaids command
  • From: Marly Tatiana Celis Galvez <[email protected]>
• Re: st: Sum variable over all countries excluding observations from nth country
  • From: sanjesh kumar <[email protected]>
• Re: st: Sum variable over all countries excluding observations from nth country
  • From: Olivia Bacha <[email protected]>
• Re: st: How to export Mann-Whitney U Test output in rich text format
  • From: Caliph Omar Moumin <[email protected]>
• Re: st: RE: Mean test in a Likert Scale
  • From: Ulrich Kohler <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: -wtp- command by Hole
  • From: Arne Risa Hole <[email protected]>
• st: merging datasets
  • From: Khalida Akhtar Choudhury <[email protected]>
• st: Sum variable over all countries excluding observations from nth country
  • From: sanjesh kumar <[email protected]>
• Re: st: How to export Mann-Whitney U Test output in rich text format
  • From: Nick Cox <[email protected]>
• RE: st: -wtp- command by Hole
  • From: Afif Naeem <[email protected]>
• Re: st: How to export Mann-Whitney U Test output in rich text format
  • From: Caliph Omar Moumin <[email protected]>
• Re: st: How to export Mann-Whitney U Test output in rich text format
  • From: William Buchanan <[email protected]>
• Re: st: How to export Mann-Whitney U Test output in rich text format
  • From: Nick Cox <[email protected]>
• st: How to export Mann-Whitney U Test output in rich text format
  • From: Caliph Omar Moumin <[email protected]>
• Re: st: -wtp- command by Hole
  • From: saqlain raza <[email protected]>