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: Working with the name of the do file
  • From: Jeph Herrin <[email protected]>
• Re: st: A Tale of Two Macros: Why are these macros producing different results?
  • From: William Buchanan <[email protected]>
• Re: st: A Tale of Two Macros: Why are these macros producing different results?
  • From: William Sankey <[email protected]>
• Re: st: Working with the name of the do file
  • From: Eric DeRosia <[email protected]>
• Re: multilevel zero inflated negative binomial model [was: Re: st: stata 12]
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Working with the name of the do file
  • From: Sergiy Radyakin <[email protected]>
• st: how to get the good-of-fit for FGLS estimation
  • From: Nick Cox <[email protected]>
• Re: st: Working with the name of the do file
  • From: Nick Cox <[email protected]>
• multilevel zero inflated negative binomial model [was: Re: st: stata 12]
  • From: Nick Cox <[email protected]>
• Re: st: how to program an equivalent of "egen mean" for an equation
  • From: Nick Cox <[email protected]>
• Re: st: A Tale of Two Macros: Why are these macros producing different results?
  • From: Sergiy Radyakin <[email protected]>
• Re: st: Working with the name of the do file
  • From: daniel klein <[email protected]>
• st: stata 12
  • From: Genet Asmelash Medhanie <[email protected]>
• st: Working with the name of the do file
  • From: Eric DeRosia <[email protected]>
• Re: st: how to program an equivalent of "egen mean" for an equation
  • From: Francesca Colantuoni <[email protected]>
• Re: st: A Tale of Two Macros: Why are these macros producing different results?
  • From: William Buchanan <[email protected]>
• st: A Tale of Two Macros: Why are these macros producing different results?
  • From: William Sankey <[email protected]>
• Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
  • From: Stuart Buck <[email protected]>
• st: intraclass correlation?
  • From: Harrison Alter <[email protected]>
• Re: st: foreign language symbols not recognized in string variables
  • From: Audinga Baltrunaite <[email protected]>
• Re: st: Translate Google Trends date system into Stata date system
  • From: Nick Cox <[email protected]>
• st: sspecialreg updated on SSC
  • From: Christopher Baum <[email protected]>
• Re: st: Translate Google Trends date system into Stata date system
  • From: Stephen Cranney <[email protected]>
• st: Coeflabels/esttab shortening strings
  • From: Neesha Harnam <[email protected]>
• Re: st: Translate Google Trends date system into Stata date system
  • From: Phil Schumm <[email protected]>
• Re: st: Translate Google Trends date system into Stata date system
  • From: Nick Cox <[email protected]>
• st: Translate Google Trends date system into Stata date system
  • From: Stephen Cranney <[email protected]>
• Re: st: theory reg vs. qreg
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Multilevel zero inflated
  • From: Genet Asmelash Medhanie <[email protected]>
• Re: st: St: loop within a loop
  • From: Adam Guerrero <[email protected]>
• Re: st: Re: Labels and pie charts
  • From: Friedrich Huebler <[email protected]>
• Re: st: St: loop within a loop
  • From: Christopher Zbrozek <[email protected]>
• Re: st: loop within a loop
  • From: Adam Guerrero <[email protected]>
• Re: st: St: loop within a loop
  • From: Adam Guerrero <[email protected]>
• Re: st: St: loop within a loop
  • From: Nick Cox <[email protected]>
• Re: st: St: loop within a loop
  • From: Nick Cox <[email protected]>
• Re: st: St: loop within a loop
  • From: Adam Guerrero <[email protected]>
• Re: st: St: loop within a loop
  • From: Nick Cox <[email protected]>
• Re: st: loop within a loop
  • From: Ryan Stevens <[email protected]>
• Re: st: St: loop within a loop
  • From: Christopher Zbrozek <[email protected]>
• st: loop within a loop
  • From: Adam Guerrero <[email protected]>
• st: St: loop within a loop
  • From: Adam Guerrero <[email protected]>
• SV: st: Using values in an variable to save parts of an dataset
  • From: Andreas Dall Frøseth <[email protected]>
• Re: st: Using values in an variable to save parts of an dataset
  • From: Nick Cox <[email protected]>
• Re: st: Using values in an variable to save parts of an dataset
  • From: Sergiy Radyakin <[email protected]>
• Re: st: Defining Value labels from string values, not like -sencode-
  • From: Nick Cox <[email protected]>
• st: Using values in an variable to save parts of an dataset
  • From: Andreas Dall Frøseth <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Nick Cox <[email protected]>
• st: Defining Value labels from string values, not like -sencode-
  • From: Pedro Nakashima <[email protected]>
• Re: st: theory reg vs. qreg
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: how to program an equivalent of "egen mean" for an equation
  • From: Nick Cox <[email protected]>
• Re: st: Cox Regression - flat region resulting in a missing likelihood
  • From: Theresa Maria Andorfer <[email protected]>
• st: how to program an equivalent of "egen mean" for an equation
  • From: Francesca Colantuoni <[email protected]>
• Re: st: egen command, multiplication
  • From: Nick Cox <[email protected]>
• Re: st: egen command, multiplication
  • From: Scott Merryman <[email protected]>
• st: egen command, multiplication
  • From: André Gyllenram <[email protected]>
• st: censored Data, QUAIDS
  • From: "Aepli Matteo" <[email protected]>
• Re: Re: st: Rolling regression based on trading days
  • From: Christopher Baum <[email protected]>
• st: binary mediation
  • From: Sharon Sznitman <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• st: Non-linear model + More parameters than variables + -ml-
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: Power calculation for ZINB and Poisson Models
  • From: Nick Cox <[email protected]>
• st: RE: Power calculation for ZINB and Poisson Models
  • From: "MacLennan, Graeme" <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Maarten Buis <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Yuval Arbel <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• st: Power calculation for ZINB and Poisson Models
  • From: Chris Ansen <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Yuval Arbel <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Yuval Arbel <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• Re: st: Cox Regression - flat region resulting in a missing likelihood
  • From: [email protected]
• st: Cox Regression - flat region resulting in a missing likelihood
  • From: [email protected]
• st: Re: Labels and pie charts
  • From: "Patrick J. Flaherty" <[email protected]>
• Re: st: Labels and pie charts
  • From: Nick Cox <[email protected]>
• Re: st: Labels and pie charts
  • From: Nick Cox <[email protected]>
• st: Labels and pie charts
  • From: "Patrick J. Flaherty" <[email protected]>
• Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
  • From: Nick Cox <[email protected]>
• Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
  • From: Stuart Buck <[email protected]>
• Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
  • From: Nick Cox <[email protected]>
• Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
  • From: Sergiy Radyakin <[email protected]>
• Re: st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
  • From: Nick Cox <[email protected]>
• Re: st: GEOCHART - creates interactive map web page from Stata data using a Google-provided service
  • From: Sergiy Radyakin <[email protected]>
• st: How to generate lags where each variable to be lagged has multiple values in the previous time periods
  • From: Stuart Buck <[email protected]>
• st: Cox Regression - flat region resulting in a missing likelihood
  • From: T Andorfer <[email protected]>
• Re: st: GEOCHART - creates interactive map web page from Stata data using a Google-provided service
  • From: Amadou DIALLO <[email protected]>
• Re: st: Data management for drug study
  • From: Nick Cox <[email protected]>
• Re: st: Spmap and region labels.
  • From: Maurizio Pisati <[email protected]>
• st: Data management for drug study
  • From: "Pooja Desai" <[email protected]>
• st: Spmap and region labels.
  • From: Amadou DIALLO <[email protected]>
• st: Rtflink problem.
  • From: Amadou DIALLO <[email protected]>
• Re: st: Panel data and -spmap-
  • From: Nick Cox <[email protected]>
• st: Panel data and -spmap-
  • From: Jeremy Wells <[email protected]>
• st: GEOCHART - creates interactive map web page from Stata data using a Google-provided service
  • From: Sergiy Radyakin <[email protected]>
• Re: st: nested loop for mean and median
  • From: Nahla Betelmal <[email protected]>
• Re: st: nested loop for mean and median
  • From: Nick Cox <[email protected]>
• Re: st: nested loop for mean and median
  • From: Maarten Buis <[email protected]>
• st: nested loop for mean and median
  • From: Nahla Betelmal <[email protected]>
• st: Exposure/offset and independent variables
  • From: Evan Cole <[email protected]>
• st: nested logit with degenerate branches
  • From: Chiara Mussida <[email protected]>
• Re: st: theory reg vs. qreg
  • From: William Buchanan <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Maarten Buis <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Maarten Buis <[email protected]>
• Re: st: theory reg vs. qreg
  • From: David Hoaglin <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Nick Cox <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Nick Cox <[email protected]>
• st: MI Number of datasets issue
  • From: Afshin <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Nick Cox <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• Re: st: theory reg vs. qreg
  • From: Nick Cox <[email protected]>
• st: theory reg vs. qreg
  • From: Kasal Roman <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Bernice Mi <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Nick Cox <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Bernice Mi <[email protected]>
• Re: st: strange behavior of bootstrap over my ado file
  • From: Nick Cox <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Nick Cox <[email protected]>
• RE: st: Does ml require a non-linear function to have a linear part?
  • From: "Miguel Angel Duran" <[email protected]>
• st: Adding a time-invariant covariate in SEM builder
  • From: W Robert Long <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Bernice Mi <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Nick Cox <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Bernice Mi <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Nick Cox <[email protected]>
• Re: st: Egen to sum across rows (with an if across rows)
  • From: Nick Cox <[email protected]>
• RE: st: Egen to sum across rows (with an if across rows)
  • From: Lucy GELDER <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Bernice Mi <[email protected]>
• Re: st: Rolling regression based on trading days
  • From: Nick Cox <[email protected]>
• st: Rolling regression based on trading days
  • From: Bernice Mi <[email protected]>
• Re: st: Egen to sum across rows (with an if across rows)
  • From: Nick Cox <[email protected]>
• st: Egen to sum across rows (with an if across rows)
  • From: Lucy GELDER <[email protected]>
• st: strange behavior of bootstrap over my ado file
  • From: Benjamin Villena <[email protected]>
• Re: st: collinearity in categorical variables
  • From: "Mitchell F. Berman" <[email protected]>
• st: Latent Growth model and mixed effects random slopes model - equivalent ?
  • From: W Robert Long <[email protected]>
• st: How to make Pagan and Hall test of heteroskedasticity for IV in Random effect panel regression?
  • From: Qian Yu <[email protected]>
• st: Creation of Business Calendar
  • From: Lisa Wang <[email protected]>
• st: Problem conducting Newey West test for time series data
  • From: JimmisH <[email protected]>
• Re: st: Importing an Excel file directly from https URL
  • From: Scott Lee <[email protected]>
• st: Table with summary statistics and test coefficients
  • From: Chris <[email protected]>
• Re: st: How to use "by" or "if" in fill command
  • From: LI Mengjia <[email protected]>
• st: Monte Carlo Simulations
  • From: Pieter Tuytens <[email protected]>
• Re: st: serrbar command
  • From: Nick Cox <[email protected]>
• Re: st: serrbar command
  • From: Nick Cox <[email protected]>
• st: serrbar command
  • From: Fatma Romeh <[email protected]>
• Re: st: How to use "by" or "if" in fill command
  • From: Nick Cox <[email protected]>
• st: Problem with -denton- solved
  • From: Christopher Baum <[email protected]>
• st: How to use "by" or "if" in fill command
  • From: LI Mengjia <[email protected]>
• Re: st: competing risks with repeated ordered events
  • From: "Christophe J. GODLEWSKI" <[email protected]>
• re: Re: st: simulated value of a ratio does not compare to manually calculated value
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: Reshaping dataset
  • From: Andrea Molinari <[email protected]>
• Re: Re: st: foreign language symbols not recognized in string variables
  • From: Christopher Baum <[email protected]>
• st: Marginal effects plot for tobit with interaction term
  • From: Jan Duchoslav <[email protected]>
• Re: st: foreign language symbols not recognized in string variables
  • From: "Li Chuntao (Tony)" <[email protected]>
• Re: st: foreign language symbols not recognized in string variables
  • From: Sergiy Radyakin <[email protected]>
• Re: st: collinearity in categorical variables
  • From: Steve Samuels <[email protected]>
• Re: st: Importing an Excel file directly from https URL
  • From: Sergiy Radyakin <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Gabriel Nelson <[email protected]>
• st: foreign language symbols not recognized in string variables
  • From: Audinga Baltrunaite <[email protected]>
• Re: st: st :Endogenous variables in Survival analysis
  • From: Austin Nichols <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: David Hoaglin <[email protected]>
• Re: st: st :Endogenous variables in Survival analysis
  • From: Austin Nichols <[email protected]>
• Re: st: adding different text to each of a set of graphs
  • From: [email protected]
• st: st :Endogenous variables in Survival analysis
  • From: Ayman Farahat <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Gabriel Nelson <[email protected]>
• Re: st: adding different text to each of a set of graphs
  • From: Phil Schumm <[email protected]>
• Re: st: simulated value of a ratio does not compare to manually calculated value
  • From: Jeph Herrin <[email protected]>
• Re: st: gllamm and weight
  • From: Steve Samuels <[email protected]>
• Re: st: simulated value of a ratio does not compare to manually calculated value
  • From: Austin Nichols <[email protected]>
• st: simulated value of a ratio does not compare to manually calculated value
  • From: "Ariel Linden, DrPH" <[email protected]>
• st: RE: adding different text to each of a set of graphs
  • From: "Cohen, Elan" <[email protected]>
• st: adding different text to each of a set of graphs
  • From: [email protected]
• Re: st: ladder question for right-skewed variable
  • From: Nick Cox <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Nick Cox <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Nick Cox <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Gabriel Nelson <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Nick Cox <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Gabriel Nelson <[email protected]>
• Re: st: Interpretation of Cut Points in Ordered Probit (Logit) Model
  • From: Joerg Luedicke <[email protected]>
• Re: st: Reshaping dataset
  • From: Christopher Zbrozek <[email protected]>
• RE: st: Obtaining estimates for models with interactions in stata se 10
  • From: Orian Brook <[email protected]>
• st: Reshaping dataset
  • From: Andrea Molinari <[email protected]>
• st: conformability issue associated with mi impute and clustered data
  • From: Stephen Martin <[email protected]>
• RE: st: Inefficiency measures greater than one for frontier commands
  • From: ogundarikolawole <[email protected]>
• Re: st: collinearity in categorical variables
  • From: David Hoaglin <[email protected]>
• Re: st: Does ml requires a non-linear function to have a linear part?
  • From: Aljar Meesters <[email protected]>
• Re: st: collinearity in categorical variables
  • From: Steve Samuels <[email protected]>
• Re: st: Inefficiency measures greater than one for frontier commands
  • From: Federico Belotti <[email protected]>
• st: summary statistics for hierarchical data in one single table
  • From: Michael Tekle Palm <[email protected]>
• st: Diff-in-Diff Question
  • From: "Scott Holupka" <[email protected]>
• Re: st: Obtaining estimates for models with interactions in stata se 10
  • From: Maarten Buis <[email protected]>
• Re: st: Panel data using difference in difference with regard to reference yea
  • From: Austin Nichols <[email protected]>
• Re: st: Trouble plotting connected line with averages
  • From: Austin Nichols <[email protected]>
• st: runmplus does not recognize the Mplus version 7 demo
  • From: Garth Rauscher <[email protected]>
• RE: st: Interpretation of Cut Points in Ordered Probit (Logit) Model
  • From: "Auh, Jun Kyung" <[email protected]>
• Re: st: competing risks with repeated ordered events
  • From: Marina Daskalopoulou <[email protected]>
• st: Obtaining estimates for models with interactions in stata se 10
  • From: Orian Brook <[email protected]>
• Re: st: Inefficiency measures greater than one for frontier commands
  • From: Aljar Meesters <[email protected]>
• Re: st: collinearity in categorical variables
  • From: Maarten Buis <[email protected]>
• Re: st: collinearity in categorical variables
  • From: Nick Cox <[email protected]>
• Re: st: Diff in Diff using xtreg with respect to a base year
  • From: Nick Cox <[email protected]>
• st: Diff in Diff using xtreg with respect to a base year
  • From: "sebastian.blesse" <[email protected]>
• Re: st: collinearity in categorical variables
  • From: "Mitchell F. Berman" <[email protected]>
• st: Does ml requires a non-linear function to have a linear part?
  • From: "Miguel Angel Duran" <[email protected]>
• st: Some additional questions regarding -gllamm, link (mlogit)-
  • From: Andreas Schiffelholz <[email protected]>
• Re: Re: : st: Fwd: denton command
  • From: Lanciné Condé <[email protected]>
• Re: Re: : st: Fwd: denton command
  • From: Christopher Baum <[email protected]>
• st: Denton error message
  • From: Lanciné Condé <[email protected]>
• st: Panel data using difference in difference with regard to reference yea
  • From: "sebastian.blesse" <[email protected]>
• st: tsb: new command for implementing two-stage bootstrap for clustered data
  • From: "Ng, Edmond" <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Nick Cox <[email protected]>
• Re: st: FW: vecrank yields "too many literals" error in small Stata
  • From: Nick Cox <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: Nick Cox <[email protected]>
• st: 2013 Nordic and Baltic Stata Users Group meeting: call for presentations
  • From: Nicola Orsini <[email protected]>
• Re: st: Trouble plotting connected line with averages
  • From: Nick Cox <[email protected]>
• Re: : st: Fwd: denton command
  • From: Lanciné Condé <[email protected]>
• Re: st: Mata: Calculating conditional expectation
  • From: Ivan Png <[email protected]>
• Re: st: Interpretation of Cut Points in Ordered Probit (Logit) Model
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Importing an Excel file directly from https URL
  • From: Scott Lee <[email protected]>
• st: see matches using pscore
  • From: Alexey Lubimov <[email protected]>
• st: Interpretation of Cut Points in Ordered Probit (Logit) Model
  • From: "Auh, Jun Kyung" <[email protected]>
• Re: st: ladder question for right-skewed variable
  • From: David Hoaglin <[email protected]>
• Re: st: collinearity in categorical variables
  • From: David Hoaglin <[email protected]>
• st: ladder question for right-skewed variable
  • From: Gabriel Nelson <[email protected]>
• st: competing risks with repeated ordered events
  • From: [email protected]
• st: xtabond2 interpretation of the constant in system GMM?
  • From: Evan Markel <[email protected]>
• Re: st: gllamm and weight
  • From: Steve Samuels <[email protected]>
• Re: st: Extended Macro function -- dir, and case-sensitivity
  • From: daniel klein <[email protected]>
• Re: st: Trouble plotting connected line with averages
  • From: Peggy Fan <[email protected]>
• Re: st: RE: problem converting a string variable to a numeric variable
  • From: Donald Spady <[email protected]>
• st: collinearity in categorical variables
  • From: "Mitchell F. Berman" <[email protected]>
• st: collinearity in categorical variables
  • From: "Mitchell F. Berman" <[email protected]>
• Re: st: RE: problem converting a string variable to a numeric variable
  • From: Gwinyai Masukume <[email protected]>
• Re: st: RE: problem converting a string variable to a numeric variable
  • From: Nick Cox <[email protected]>
• Re: st: RE: problem converting a string variable to a numeric variable
  • From: Gwinyai Masukume <[email protected]>
• Re: st: collinearity in categorical variables
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: collinearity in categorical variables
  • From: Nick Cox <[email protected]>
• st: Multiple imputation of repeated examinations data
  • From: roland andersson <[email protected]>
• Re: st: How to normalize variables in stata
  • From: Xixi Lin <[email protected]>
• st: collinearity in categorical variables
  • From: "Mitchell F. Berman" <[email protected]>
• RE: st: FW: vecrank yields "too many literals" error in small Stata
  • From: Stephen Younger <[email protected]>
• Re: st: question about the interaction term
  • From: David Hoaglin <[email protected]>
• Re: st: How to normalize variables in stata
  • From: Nick Cox <[email protected]>
• st: How to normalize variables in stata
  • From: Xixi Lin <[email protected]>
• Re: st: Linearity assumption in polychoricpca
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: FW: vecrank yields "too many literals" error in small Stata
  • From: Nick Cox <[email protected]>
• Re: st: problem converting a string variable to a numeric variable
  • From: Gwinyai Masukume <[email protected]>
• st: FW: vecrank yields "too many literals" error in small Stata
  • From: Stephen Younger <[email protected]>
• Re: st: problem converting a string variable to a numeric variable
  • From: "Roger B. Newson" <[email protected]>
• st: RE: problem converting a string variable to a numeric variable
  • From: "Cohen, Elan" <[email protected]>
• st: Linearity assumption in polychoricpca
  • From: Shivani Wadehra <[email protected]>
• st: problem converting a string variable to a numeric variable
  • From: Gwinyai Masukume <[email protected]>
• st: ml non-linear model
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st:how to estimate translogarithmic cost function
  • From: Austin Nichols <[email protected]>
• Re: st: copying contents form existing to new variable
  • From: Patricia Biedermann <[email protected]>
• st: Extended Macro function -- dir, and case-sensitivity
  • From: Max <[email protected]>
• RE: st: question about the interaction term
  • From: ZHVictor <[email protected]>
• Re: st: question about the interaction term
  • From: Maarten Buis <[email protected]>
• RE: st: question about the interaction term
  • From: ZHVictor <[email protected]>
• st:how to estimate translogarithmic cost function
  • From: 王国红 <[email protected]>
• Re: st: question about the interaction term
  • From: Maarten Buis <[email protected]>
• RE: st: question about the interaction term
  • From: ZHVictor <[email protected]>
• RE: st: question about the interaction term
  • From: ZHVictor <[email protected]>
• Re: st: how to test significance for difference
  • From: Austin Nichols <[email protected]>
• st: competing risks with repeated ordered events
  • From: "Christophe J. GODLEWSKI" <[email protected]>
• Re: st: Re: st: Pseudo R² for xtlogit
  • From: Jeph Herrin <[email protected]>
• Re: st: Re: st: Pseudo R² for xtlogit
  • From: Andreas Schiffelholz <[email protected]>
• Re: st: Question about generating the weight of WLS
  • From: [email protected]
• st: Re: st: Pseudo R² for xtlogit
  • From: Nick Cox <[email protected]>
• Re: st: Pseudo R² for xtlogit
  • From: Andreas Schiffelholz <[email protected]>
• Re: st: Mata: Calculating conditional expectation
  • From: Nick Cox <[email protected]>
• Re: st: Mata: Calculating conditional expectation
  • From: Nick Cox <[email protected]>
• Re: st: Question about generating the weight of WLS
  • From: Nick Cox <[email protected]>
• st: Question about generating the weight of WLS
  • From: [email protected]
• Re: st: question about the interaction term
  • From: David Hoaglin <[email protected]>
• st: Mata: Calculating conditional expectation
  • From: Ivan Png <[email protected]>
• st: Outreg
  • From: Wameq Raza <[email protected]>
• Re: st: question about the interaction term
  • From: Maarten Buis <[email protected]>
• Re: st: Pseudo R² for xtlogit
  • From: Dirk Enzmann <[email protected]>
• Re: st: multinomial logistic regression with RE using gllamm
  • From: Nick Cox <[email protected]>
• RE: st: question about the interaction term
  • From: ZHVictor <[email protected]>
• st: multinomial logistic regression with RE using gllamm
  • From: Andreas Schiffelholz <[email protected]>
• Re: st: marginsplot and transformed dependent variable
  • From: Maarten Buis <[email protected]>
• Re: st: RE: cpm error "OneInds() not found"
  • From: Nick Cox <[email protected]>
• st: how to estimate superlog cost function
  • From: 王国红 <[email protected]>
• Re: st: question about the interaction term
  • From: Maarten Buis <[email protected]>
• RE: st: question about the interaction term
  • From: ZHVictor <[email protected]>
• Re: st: about summary statistics
  • From: Isabella King <[email protected]>
• Re: st: about summary statistics
  • From: Nick Cox <[email protected]>
• st: about summary statistics
  • From: Isabella King <[email protected]>
• Re: st: marginsplot and transformed dependent variable
  • From: Nick Cox <[email protected]>
• Re: st: question about the interaction term
  • From: Maarten Buis <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: Failing to reject Arellano-Bond test for AR(1) in first differences imply a random walk?
  • From: Evan Markel <[email protected]>
• st: marginsplot and transformed dependent variable
  • From: "Tom Robinson" <[email protected]>
• st: spatial ologit or spatial mlogit
  • From: plumsh <[email protected]>
• RE: st: question about the interaction term
  • From: ZHVictor <[email protected]>
• Re: st: question about the interaction term
  • From: David Hoaglin <[email protected]>
• st: question about the interaction term
  • From: ZHVictor <[email protected]>
• Re: st: multilevel analysis, ICC and MOR
  • From: yori novrianto <[email protected]>
• st: Failing to reject Arellano-Bond test for AR(1) in first differences imply a random walk?
  • From: Evan Markel <[email protected]>
• st: RE: cpm error "OneInds() not found"
  • From: "William Buchanan" <[email protected]>
• st: cpm error "OneInds() not found"
  • From: Alissa Louise Dubnicki <[email protected]>
• Re: st: Nearest neighbor information
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: Nearest neighbor information
  • From: Mauricio Andrés Vela <[email protected]>
• st: "graph box" takes a VERY VERY long time to run.
  • From: Ly Tran <[email protected]>
• st: From Ayi ayayi
  • From: [email protected]
• Re: st: Running analyses between two datasets
  • From: Mosi Ifatunji <[email protected]>
• Re: st: Running analyses between two datasets
  • From: Maarten Buis <[email protected]>
• st: Running analyses between two datasets
  • From: Mosi Ifatunji <[email protected]>
• Re: st: RE: xtivreg2 testing for regressor endogeneity
  • From: Costas Lambrinoudakis <[email protected]>
• Re: st: Inefficiency measures greater than one for frontier commands
  • From: Federico Belotti <[email protected]>
• Re: st: multilevel analysis, ICC and MOR
  • From: Jeph Herrin <[email protected]>
• st: Comparison of coefficients in two separate regressions with two-way clustering
  • From: "Swanquist, Quinn Thomas" <[email protected]>
• st: Fwd: Multiple imputation of repeated examinations at different time data
  • From: roland andersson <[email protected]>
• Re: st: copying contents form existing to new variable
  • From: Nick Cox <[email protected]>
• Re: st: copying contents form existing to new variable
  • From: Patricia Biedermann <[email protected]>
• Re: st: copying contents form existing to new variable
  • From: Nick Cox <[email protected]>
• Re: st: copying contents form existing to new variable
  • From: Patricia Biedermann <[email protected]>
• RE: st: Keepping observations that satisfy a concrete feature in the last period
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: standardizing scores by cohort
  • From: Paul Byatta <[email protected]>
• Re: st: Keepping observations that satisfy a concrete feature in the last period
  • From: Nick Cox <[email protected]>
• st: Keepping observations that satisfy a concrete feature in the last period
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: standardizing scores by cohort
  • From: Nick Cox <[email protected]>
• RE: st: Compute Z-score
  • From: Ebru Ozturk <[email protected]>
• st: standardizing scores by cohort
  • From: Paul Byatta <[email protected]>
• Re: st: RE; Summarise similar curves
  • From: Janet Hill <[email protected]>
• Re: st: RE; Summarise similar curves
  • From: Nick Cox <[email protected]>
• st: RE; Summarise similar curves
  • From: Janet Hill <[email protected]>
• st: how to test significance for difference
  • From: "Isabella King" <[email protected]>
• st: post to statalist
  • From: "Christine Chew" <[email protected]>
• Re: st: copying contents form existing to new variable
  • From: Nick Cox <[email protected]>
• Re: st: Constant parameters taken as constant in non-linear estimation
  • From: Nick Cox <[email protected]>
• st: copying contents form existing to new variable
  • From: Patricia Biedermann <[email protected]>
• st: Constant parameters taken as constant in non-linear estimation
  • From: "Miguel Angel Duran" <[email protected]>
• st: Three-way interaction with continouous dependent variable and categorical explanatory variables STATA 10
  • From: "O'Ceilleachair, Alan" <[email protected]>
• st: multilevel analysis, ICC and MOR
  • From: yori novrianto <[email protected]>
• st: gllamm and weight
  • From: ubuntu acdc <[email protected]>
• Re: st: expanding a large data set and merging with another data set
  • From: Nick Cox <[email protected]>
• Re: st: expanding a large data set and merging with another data set
  • From: Maarten Buis <[email protected]>
• Re: st: how do you re-categorize a string variable?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: Pseudo R² for xtlogit
  • From: Jörg Eulenberger <[email protected]>
• st: expanding a large data set and merging with another data set
  • From: David Jose <[email protected]>
• st: Pseudo R² for xtlogit
  • From: Andreas Schiffelholz <[email protected]>
• Re: st: how do you re-categorize a string variable?
  • From: daniel klein <[email protected]>
• st: Re: felsdvreg
  • From: VICENTE ROYUELA MORA <[email protected]>
• Re: st: how do you re-categorize a string variable?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: how do you re-categorize a string variable?
  • From: "Darren White" <[email protected]>
• st: how do you re-categorize a string variable?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: Cox survival-patients who die at entry
  • From: Adam Olszewski <[email protected]>
• Re: st: Cox survival-patients who die at entry
  • From: Steve Samuels <[email protected]>
• st: Can postfile use all types of newvarlist?
  • From: "Falk, Jonathan" <[email protected]>
• Re: st: Re: Problem with generating component plus residual plot
  • From: Nick Cox <[email protected]>
• Re: st: Re: Problem with generating component plus residual plot
  • From: W R Goe <[email protected]>
• Re: st: Inefficiency measures greater than one for frontier commands
  • From: Aljar Meesters <[email protected]>
• Re: st: Re: Problem with generating component plus residual plot
  • From: Nick Cox <[email protected]>
• st: Re: Problem with generating component plus residual plot
  • From: W R Goe <[email protected]>
• st: RE: xtivreg2 testing for regressor endogeneity
  • From: "Schaffer, Mark E" <[email protected]>
• RE: st: Inefficiency measures greater than one for frontier commands
  • From: Reut Levi <[email protected]>
• Re: st: Find the fiscal year for each obs
  • From: Devra Golbe <[email protected]>
• Re: st: Transition matrices and probabilities.
  • From: Austin Nichols <[email protected]>
• Re: st: general debugging question
  • From: Jeph Herrin <[email protected]>
• Re: st: Start/End dates to ongoing count indicators
  • From: Jeremy Wells <[email protected]>
• Re: st: general debugging question
  • From: Christopher Zbrozek <[email protected]>
• st: general debugging question
  • From: Jeph Herrin <[email protected]>
• Re: st: Inefficiency measures greater than one for frontier commands
  • From: Federico Belotti <[email protected]>
• Re: st: Inefficiency measures greater than one for frontier commands
  • From: Aljar Meesters <[email protected]>
• Re: st: mata orgtype
  • From: Matthew White <[email protected]>
• Re: st: Transition matrices and probabilities.
  • From: Nick Cox <[email protected]>
• Re: st: Start/End dates to ongoing count indicators
  • From: Nick Cox <[email protected]>
• st: Start/End dates to ongoing count indicators
  • From: Jeremy Wells <[email protected]>
• RE: st: Inefficiency measures greater than one for frontier commands
  • From: Reut Levi <[email protected]>
• Re: st: Regressing ranked variables for causality testing
  • From: Happy Phiri <[email protected]>
• Re: st: Regressing ranked variables for causality testing
  • From: Happy Phiri <[email protected]>
• st: xtivreg2 testing for regressor endogeneity
  • From: Costas Lambrinoudakis <[email protected]>
• Re: Re: st: xtlogit - lagged dependent variable as independent variable
  • From: Jeremy Wells <[email protected]>
• st: New command -scoregrp-
  • From: Paulo Guimaraes <[email protected]>
• Re: st: Regressing ranked variables for causality testing
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Transition matrices and probabilities.
  • From: Andreas Dall Frøseth <[email protected]>
• Re: st: Regressing ranked variables for causality testing
  • From: Nick Cox <[email protected]>
• Re: st: how do you merge a large dataset and small dataset together based on a unique id?
  • From: Gwinyai Masukume <[email protected]>
• st: felsdvreg
  • From: Robert Davidson <[email protected]>
• Re: st: Regressing ranked variables for causality testing
  • From: Happy Phiri <[email protected]>
• Re: st: how do you merge a large dataset and small dataset together based on a unique id?
  • From: Nick Cox <[email protected]>
• Re: st: how do you merge a large dataset and small dataset together based on a unique id?
  • From: Gwinyai Masukume <[email protected]>
• st: Re: Package -domin- now available in SSC
  • From: Joseph Luchman <[email protected]>
• Re: st: how do you merge a large dataset and small dataset together based on a unique id?
  • From: Maarten Buis <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: how do you merge a large dataset and small dataset together based on a unique id?
  • From: daniel klein <[email protected]>
• Re: st: mata orgtype
  • From: George Vega Yon <[email protected]>
• st: how do you merge a large dataset and small dataset together based on a unique id?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: Regressing ranked variables for causality testing
  • From: Nick Cox <[email protected]>
• RE: st: Log file with too much information
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: Log file with too much information
  • From: Ronan Conroy <[email protected]>
• st: Measuring spatial dependence in panel data/ Moran's I for panel data
  • From: Oana Mihaescu <[email protected]>
• st: Mata: Calculating conditional expectation
  • From: <[email protected]>
• Re: st: xtlogit - lagged dependent variable as independent variable
  • From: Andreas Schiffelholz <[email protected]>
• Re: st: mata orgtype
  • From: Nick Cox <[email protected]>
• st: Regressing ranked variables for causality testing
  • From: "Happy Phiri" <[email protected]>
• st: Mata: Calculating conditional expectation
  • From: Ivan Png <[email protected]>
• st: Ordered probit model: prediction exclusion?
  • From: Lisa Bryant <[email protected]>
• st: mata orgtype
  • From: Tomáš Houška <[email protected]>
• Re: st: Decoding expansion fields in dta files
  • From: Brian Quistorff <[email protected]>
• Re: Re: st: xtlogit - lagged dependent variable as independent variable
  • From: Jeremy Wells <[email protected]>
• Re: st: Cox survival-patients who die at entry
  • From: Adam Olszewski <[email protected]>
• Re: st: Log file with too much information
  • From: David Kantor <[email protected]>
• Re: st: marginal effects from probit with baseline using estout
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: xtlogit - lagged dependent variable as independent variable
  • From: Andreas Schiffelholz <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Nick Cox <[email protected]>
• Re: st: Histogramm Graph option Note
  • From: Nick Cox <[email protected]>
• st: xtlogit - lagged dependent variable as independent variable
  • From: Andreas Schiffelholz <[email protected]>
• Re: st: RE: Drop in R-squared when adding variables in xtreg
  • From: "Gaetano Dadamo" <[email protected]>
• Re: st: Log file with too much information
  • From: "Roger B. Newson" <[email protected]>
• Re: st: Cox survival-patients who die at entry
  • From: Steve Samuels <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Steven Young <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: Alan Acock <[email protected]>
• Re: st: Log file with too much information
  • From: Donald Spady <[email protected]>
• st: RE: Drop in R-squared when adding variables in xtreg
  • From: "Jacobs, David" <[email protected]>
• st: Cox survival-patients who die at entry
  • From: Po-Lin Chan <[email protected]>
• AW: st: Histogramm Graph option Note
  • From: "Meulemann Max" <[email protected]>
• Re: st: Log file with too much information
  • From: Nick Cox <[email protected]>
• st: Log file with too much information
  • From: "Miguel Angel Duran" <[email protected]>
• RE: st: Log file with too much information
  • From: "[email protected]" <[email protected]>
• Re: st: Decoding expansion fields in dta files
  • From: Nick Cox <[email protected]>
• st: Decoding expansion fields in dta files
  • From: Brian Quistorff <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Problems changing data into wide format
  • From: Nick Cox <[email protected]>
• Re: st: Histogramm Graph option Note
  • From: Joerg Luedicke <[email protected]>
• Re: st: Histogramm Graph option Note
  • From: Nick Cox <[email protected]>
• st: Histogramm Graph option Note
  • From: "Meulemann Max" <[email protected]>
• st: Problems changing data into wide format
  • From: Mash Hamid <[email protected]>
• Re: st: Identify observations within a variable
  • From: Jeph Herrin <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: John Antonakis <[email protected]>
• Re: st: Identify observations within a variable
  • From: Nick Cox <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: John Antonakis <[email protected]>
• Re: st: Identify observations within a variable
  • From: Estrella Gomez <[email protected]>
• Re: st: Nearstat competitor count
  • From: Edward Watkinson <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: W Robert Long <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: W Robert Long <[email protected]>
• Re: st: RE: disequilibrium model
  • From: Matt <[email protected]>
• Re: st: Hierarchical CFA problem
  • From: John Antonakis <[email protected]>
• st: RE: disequilibrium model
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: Identify observations within a variable
  • From: Nick Cox <[email protected]>
• st: New version of -factmerg- on SSC
  • From: "Roger B. Newson" <[email protected]>
• st: Identify observations within a variable
  • From: Estrella Gomez <[email protected]>
• Re: st: Constant term in Logit regression
  • From: Maarten Buis <[email protected]>
• st: New version of -sdecode- on SSC
  • From: "Roger B. Newson" <[email protected]>
• st: disequilibrium model
  • From: Matt <[email protected]>
• Re: st: Inefficiency measures greater than one for frontier commands
  • From: Federico Belotti <[email protected]>
• st: Hierarchical CFA problem
  • From: W Robert Long <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Nick Cox <[email protected]>
• st: Drop in R-squared when adding variables in xtreg
  • From: "Gaetano Dadamo" <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Steven Young <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Steven Young <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Nick Cox <[email protected]>
• st: marginal effects from probit with baseline using estout
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Steven Young <[email protected]>
• Re: st: Constant term in Logit regression
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Constant term in Logit regression
  • From: Athinagoras Konstantinidis <[email protected]>
• st: -scdensity- update available from SSC
  • From: Joerg Luedicke <[email protected]>
• Re: st: Obtaining predictions with margeff & gologit2
  • From: Richard Williams <[email protected]>
• Re: st: Re: "Meta-analysis" of Proportions
  • From: Steve Samuels <[email protected]>
• Re: st: Re: "Meta-analysis" of Proportions
  • From: kathryn dennick <[email protected]>
• st: Re: "Meta-analysis" of Proportions
  • From: Steve Samuels <[email protected]>
• Re: st: Interaction terms interpretation when one variable is omitted
  • From: David Hoaglin <[email protected]>
• Re: st: how do you drop repeated values in a variable to remain with only one?
  • From: Gwinyai Masukume <[email protected]>
• RE: st: how do you drop repeated values in a variable to remain with only one?
  • From: "Modesto Escobar" <[email protected]>
• Re: st: how do you drop repeated values in a variable to remain with only one?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: how do you drop repeated values in a variable to remain with only one?
  • From: Nick Cox <[email protected]>
• Re: st: how do you drop repeated values in a variable to remain with only one?
  • From: daniel klein <[email protected]>
• st: how do you drop repeated values in a variable to remain with only one?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: Does -strpos()- return the second occurrence of a string?
  • From: Pedro Nakashima <[email protected]>
• Re: st: selecting specific information from univar
  • From: andrews kolaou <[email protected]>
• st: RE: Stacking results
  • From: Abhradeep Maiti <[email protected]>
• st: Inefficiency measures greater than one for frontier commands
  • From: Reut Levi <[email protected]>
• Re: st: selecting specific information from univar
  • From: Nick Cox <[email protected]>
• st: extracting the output of univar to latex
  • From: stef ffgbsfdvs <[email protected]>
• Re: st: selecting specific information from univar
  • From: stef ffgbsfdvs <[email protected]>
• st: Stacking results
  • From: "Md. Alauddin Majumder" <[email protected]>
• Re: st: RE: selecting specific information from univar
  • From: Nick Cox <[email protected]>
• Re: st: selecting specific information from univar
  • From: Nick Cox <[email protected]>
• st: RE: selecting specific information from univar
  • From: "Khieu, Hinh" <[email protected]>
• st: selecting specific information from univar
  • From: stef ffgbsfdvs <[email protected]>
• st: selecting specific information from univar
  • From: stef ffgbsfdvs <[email protected]>
• Re: st: Treating ind. vars in logit
  • From: David Hoaglin <[email protected]>
• Re: st: Can I change the intercept in a linear regression model
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Does -strpos()- return the second occurrence of a string?
  • From: Nick Cox <[email protected]>
• st: Fractional Logit Model
  • From: Richard Bluhm <[email protected]>
• st: Does -strpos()- return the second occurrence of a string?
  • From: Pedro Nakashima <[email protected]>
• Re: st: non-central chi-square?
  • From: Stas Kolenikov <[email protected]>
• R: st: R: Treating ind. vars in logit
  • From: "Carlo Lazzaro" <[email protected]>
• Re: st: R: Treating ind. vars in logit
  • From: Richard Williams <[email protected]>
• st: R: Treating ind. vars in logit
  • From: "Carlo Lazzaro" <[email protected]>
• Re: st: Treating ind. vars in logit
  • From: Richard Williams <[email protected]>
• st: Treating ind. vars in logit
  • From: Athinagoras Konstantinidis <[email protected]>
• Re: st: non-central chi-square?
  • From: Dirk Enzmann <[email protected]>
• Re: st: Can I change the intercept in a linear regression model
  • From: Nick Cox <[email protected]>
• st: Can I change the intercept in a linear regression model
  • From: Daniel Herbert Opi <[email protected]>
• st: Interaction term (with empty cells) in ANOVA
  • From: Martin Korndoerfer <[email protected]>
• st: Identify group id in the random coefficient model
  • From: Lu Zhang <[email protected]>
• st: Re: (No subject header)
  • From: Phil Clayton <[email protected]>
• Re: st: Nearstat competitor count
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: mi estimate with wide data - "no imputations" error
  • From: daniel klein <[email protected]>
• Re: st: Stacked and Unstacked Variables in Graph Bar
  • From: Hendrik Worschech <[email protected]>
• Re: st: Stacked and Unstacked Variables in Graph Bar
  • From: Nick Cox <[email protected]>
• Re: st: mi estimate with wide data - "no imputations" error
  • From: Vanessa Harbin <[email protected]>
• Re: st: missing grid line when defining ylabel for a bar graph
  • From: Nick Cox <[email protected]>
• st: Obtaining predictions with margeff & gologit2
  • From: Tiainen Ossi <[email protected]>
• st: Stacked and Unstacked Variables in Graph Bar
  • From: Hendrik Worschech <[email protected]>
• st: missing grid line when defining ylabel for a bar graph
  • From: Jacob McDermott <[email protected]>
• Re: st: How to generate a time variable and merge with another file
  • From: LI Mengjia <[email protected]>
• Re: st: tsspell--end to include an event.
  • From: Nick Cox <[email protected]>
• Re: st: tsspell--end to include an event.
  • From: Steven Archambault <[email protected]>
• Re: st: tsspell--end to include an event.
  • From: Nick Cox <[email protected]>
• [no subject]
  • From: kathryn dennick <[email protected]>
• st: tsspell--end to include an event.
  • From: Steven Archambault <[email protected]>
• st: error when attempting to calculate scores
  • From: Laura Yu <[email protected]>
• RE: st: AW: Logit maximum likelihood in mata code
  • From: nick bungy <[email protected]>
• st: Metandiplot
  • From: <[email protected]>
• Re: st: AW: Logit maximum likelihood in mata code
  • From: Aljar Meesters <[email protected]>
• RE: st: AW: Logit maximum likelihood in mata code
  • From: nick bungy <[email protected]>
• Re: st: Point-to-Polygon in Stata
  • From: Jeremy Wells <[email protected]>
• RE: st: t-test query
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: t-test query
  • From: Nick Cox <[email protected]>
• st: New version of -punafcc- on SSC
  • From: "Roger B. Newson" <[email protected]>
• st: New version of -punaf- on SSC
  • From: "Roger B. Newson" <[email protected]>
• st: t-test query
  • From: "Mirnezami, Oliver" <[email protected]>
• RE: st: Interaction terms when one variable is omitted - query
  • From: "Mirnezami, Oliver" <[email protected]>
• RE: st: Characters with accents in graph text
  • From: "Lythgoe, Dan" <[email protected]>
• Re: st: Characters with accents in graph text
  • From: Nick Cox <[email protected]>
• st: Characters with accents in graph text
  • From: "Lythgoe, Dan" <[email protected]>
• st: AW: Logit maximum likelihood in mata code
  • From: "Klaus Pforr" <[email protected]>
• Re: st: mi estimate with wide data - "no imputations" error
  • From: daniel klein <[email protected]>
• Re: st: Event time creation
  • From: Nick Cox <[email protected]>
• st: Nearstat competitor count
  • From: Edward Watkinson <[email protected]>
• RE: st: RE: How to overlay four Cox survival curves in one graph
  • From: Tim Evans <[email protected]>
• Re: st: Interaction terms when one variable is omitted - query
  • From: Maarten Buis <[email protected]>
• Re: st: Event time creation
  • From: Nick Cox <[email protected]>
• Re: st: Loop
  • From: Estrella Gomez <[email protected]>
• Re: st: error message: invalid numlist (tssmooth)
  • From: Nick Cox <[email protected]>
• st: Logit maximum likelihood in mata code
  • From: nick bungy <[email protected]>
• st: Dynamic random effect multinomial logit
  • From: may gadallah <[email protected]>
• Re: st: How to generate a time variable and merge with another file
  • From: "Li Chuntao (Tony)" <[email protected]>
• st: Event time creation
  • From: "Auh, Jun Kyung" <[email protected]>
• Re: st: RE: How to overlay four Cox survival curves in one graph
  • From: Nick Cox <[email protected]>
• Re: st: RE: How to overlay four Cox survival curves in one graph
  • From: agnes cheah <[email protected]>
• Re: st: Stata 13?
  • From: "Airey, David C" <[email protected]>
• st: mi estimate with wide data - "no imputations" error
  • From: Vanessa Harbin <[email protected]>
• Re: st: Bar graph with frequency
  • From: Nick Cox <[email protected]>
• st: Interaction terms when one variable is omitted - query
  • From: "Mirnezami, Oliver" <[email protected]>
• RE: st: Bar graph with frequency
  • From: "Ray Hawkins" <[email protected]>
• Re: st: forest plot of diagnostic studies
  • From: Shehzad Ali <[email protected]>
• Re: st: Stata 13?
  • From: Stas Kolenikov <[email protected]>
• st: How to generate a time variable and merge with another file
  • From: 李 梦佳 <[email protected]>
• Re: st: calculation 'cross differences'
  • From: Mario Jose <[email protected]>
• Re: st: Stata 13?
  • From: "Airey, David C" <[email protected]>
• re: st: ELIXHAUSER Comorbidity: choosing covariates, colinearity, elix_cnt
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: How to display independent variables after regression
  • From: Nick Cox <[email protected]>
• Re: st: Question About Evaluating Expressions
  • From: Erika Kociolek <[email protected]>
• Re: st: How to display independent variables after regression
  • From: Xixi Lin <[email protected]>
• Re: st: Question About Evaluating Expressions
  • From: Nick Cox <[email protected]>
• Re: st: Question About Evaluating Expressions
  • From: Nick Cox <[email protected]>
• Re: st: Fractional Logit Model
  • From: samuel opoku <[email protected]>
• st: Question About Evaluating Expressions
  • From: Erika Kociolek <[email protected]>
• Re: st: How to display independent variables after regression
  • From: Nick Cox <[email protected]>
• Re: st: Fractional Logit Model
  • From: Nick Cox <[email protected]>
• st: How to display independent variables after regression
  • From: Xixi Lin <[email protected]>
• Re: st: error message: invalid numlist (tssmooth)
  • From: Nick Cox <[email protected]>
• Re: st: Fractional Logit Model
  • From: samuel opoku <[email protected]>
• RE: st: Multinomial logistic regression using GEE or random intercepts
  • From: Jo-Anna Baxter <[email protected]>
• Re: st: RE: How to easily insert all tab statistics into matrix for export
  • From: Stephen Cranney <[email protected]>
• Re: st: Stata 13?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Stata 13?
  • From: Ronan Conroy <[email protected]>
• Re: st: Problem with -gdecomp- using probit
  • From: "Bartus Tamás" <[email protected]>
• st: error message: invalid numlist (tssmooth)
  • From: Nick Bornschein <[email protected]>
• st: Apparent bug of -insheet- command [option Automatically determine the delimiter]
  • From: Pedro Nakashima <[email protected]>
• st: Problem with -gdecomp- using probit
  • From: <[email protected]>
• RE: st: xtoverid error for "operator not allowed"
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: forest plot of diagnostic studies
  • From: Phil Clayton <[email protected]>
• Re: st: Quantile regression: determine to which quantile an individual belongs
  • From: Alex Olssen <[email protected]>
• Re: st: Quantile regression: determine to which quantile an individual belongs
  • From: Nick Cox <[email protected]>
• Re: st: calculation 'cross differences'
  • From: Nick Cox <[email protected]>
• Re: st: Quantile regression: determine to which quantile an individual belongs
  • From: Alex Olssen <[email protected]>
• Re: Re: st: Quantile regression: determine to which quantile an individual belongs
  • From: Nick Cox <[email protected]>
• st: calculation 'cross differences'
  • From: Mario Jose <[email protected]>
• Re: Re: st: Quantile regression: determine to which quantile an individual belongs
  • From: "Maria Juul Hansen" <[email protected]>
• st: Graphing odds ratios
  • From: "McGrath, Andrew (Psychology)" <[email protected]>
• Re: st: RE: How to overlay four Cox survival curves in one graph
  • From: Nick Cox <[email protected]>
• st: RE: How to overlay four Cox survival curves in one graph
  • From: Tim Evans <[email protected]>
• st: How to overlay four Cox survival curves in one graph
  • From: agnes cheah <[email protected]>
• st: forest plot of diagnostic studies
  • From: Shehzad Ali <[email protected]>
• Re: st: Fractional Logit Model
  • From: Nick Cox <[email protected]>
• Re: st: survey answers imported from google, checkbox type
  • From: Nick Cox <[email protected]>
• Re: st: How to do Pseudo-class draws in STATA?
  • From: Nick Cox <[email protected]>
• st: survey answers imported from google, checkbox type
  • From: Steven Young <[email protected]>
• st: Fractional Logit Model
  • From: samuel opoku <[email protected]>
• Re: st: xtoverid error for "operator not allowed"
  • From: John Antonakis <[email protected]>
• st: xtoverid error for "operator not allowed"
  • From: Qian Yu <[email protected]>
• st: How to do Pseudo-class draws in STATA?
  • From: ChengShi Shiu <[email protected]>
• Re: st: Quantile regression: determine to which quantile an individual belongs
  • From: Alex Olssen <[email protected]>
• Re: st: Stata 13?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Stata 13?
  • From: Stas Kolenikov <[email protected]>
• Re: st: Multinomial logistic regression using GEE or random intercepts
  • From: Steve Samuels <[email protected]>
• Re: st: -prtest- interpreting 1/2 as variable in one sample proportion test
  • From: Jorge Eduardo Pérez Pérez <[email protected]>
• RE: R: st: problem of data management
  • From: Iodice Federico <[email protected]>
• Re: st: marginsplot of marginal effects of a factor variable from a probit, including the baseline
  • From: "Dimitriy V. Masterov" <[email protected]>
• RE: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• st: Multinomial logistic regression using GEE or random intercepts
  • From: Jo-Anna Baxter <[email protected]>
• Re: st: -prtest- interpreting 1/2 as variable in one sample proportion test
  • From: Richard Goldstein <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: Nick Cox <[email protected]>
• st: -prtest- interpreting 1/2 as variable in one sample proportion test
  • From: Jorge Eduardo Pérez Pérez <[email protected]>
• Re: st: How to easily insert all tab statistics into matrix for export
  • From: Nick Cox <[email protected]>
• Re: st: RE: How to easily insert all tab statistics into matrix for export
  • From: William Buchanan <[email protected]>
• st: RE: How to easily insert all tab statistics into matrix for export
  • From: "David Radwin" <[email protected]>
• st: How to easily insert all tab statistics into matrix for export
  • From: Stephen Cranney <[email protected]>
• RE: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• RE: R: st: problem of data management
  • From: "Sarah Edgington" <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: Nick Cox <[email protected]>
• Re: R: st: problem of data management
  • From: Nick Cox <[email protected]>
• Re: R: st: problem of data management
  • From: William Buchanan <[email protected]>
• RE: R: st: problem of data management
  • From: Iodice Federico <[email protected]>
• Re: st: Loop
  • From: Nick Cox <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: Nick Cox <[email protected]>
• Re: st: Loop
  • From: Jeph Herrin <[email protected]>
• st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• Re: st: how to save the estimation from "xtoverid, noi robust"
  • From: Austin Nichols <[email protected]>
• st: new packages -sfcross- and -sfpanel- available on SSC
  • From: Federico Belotti <[email protected]>
• Re: st: Loop
  • From: Nick Cox <[email protected]>
• Re: st: Stata 13?
  • From: Nick Cox <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: Nick Cox <[email protected]>
• st: Stata 13?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: how to save the estimation from "xtoverid, noi robust"
  • From: William Buchanan <[email protected]>
• st: how to save the estimation from "xtoverid, noi robust"
  • From: Qian Yu <[email protected]>
• Re: st: Loop
  • From: Estrella Gomez <[email protected]>
• st: esttab first stage of xtivreg, RE-panel random effect
  • From: Qian Yu <[email protected]>
• Re: st: Loop
  • From: Jeph Herrin <[email protected]>
• Re: st: Loop
  • From: Ryan Stevens <[email protected]>
• st: Loop
  • From: Estrella Gomez <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: Clyde B Schechter <[email protected]>
• Re: st: create new variable from weighted counts?
  • From: Nick Cox <[email protected]>
• RE: st: create new variable from weighted counts?
  • From: "Rossen, Lauren M. (CDC/OSELS/NCHS)" <[email protected]>
• st: Re: Snowball sampling
  • From: "Joseph Coveney" <[email protected]>
• st: Quantile regression: determine to which quantile an individual belongs
  • From: "Maria Juul Hansen" <[email protected]>
• Re: st: Query..
  • From: John Antonakis <[email protected]>
• Re: st: Query..
  • From: Nick Cox <[email protected]>
• Re: st: Query..
  • From: John Antonakis <[email protected]>
• Re: FW: st: Query..
  • From: "Roger B. Newson" <[email protected]>
• Re: st: Labelling axes as percentages
  • From: Nick Cox <[email protected]>
• Re: st: Labelling axes as percentages
  • From: Nick Cox <[email protected]>
• st: Labelling axes as percentages
  • From: Ronan Conroy <[email protected]>
• Re: st: quantile-quantile plots
  • From: Ronan Conroy <[email protected]>
• Re: st: marginsplot of marginal effects of a factor variable from a probit, including the baseline
  • From: Maarten Buis <[email protected]>
• st: ELIXHAUSER Comorbidity: choosing covariates, colinearity, elix_cnt
  • From: Mike Butterfield <[email protected]>
• Re: : st: Fwd: denton command
  • From: Lanciné Condé <[email protected]>
• RE: st: Query..
  • From: "Lachenbruch, Peter" <[email protected]>
• FW: st: Query..
  • From: "Lachenbruch, Peter" <[email protected]>
• st: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Joseph Coveney" <[email protected]>
• st: marginsplot of marginal effects of a factor variable from a probit, including the baseline
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: Query..
  • From: Richard Goldstein <[email protected]>
• Re: st: se
  • From: Steve Samuels <[email protected]>
• Re: st: Query..
  • From: Nick Cox <[email protected]>
• Re: st: Query..
  • From: David Hoaglin <[email protected]>
• RE: st: Query..
  • From: "Lachenbruch, Peter" <[email protected]>
• Re: st: Query..
  • From: John Antonakis <[email protected]>
• Re: st: comparing biprobit marginal effects CIs
  • From: "Dimitriy V. Masterov" <[email protected]>
• RE: st: Query..
  • From: "Lachenbruch, Peter" <[email protected]>
• st: correlation circle after pca or mca
  • From: Pierre Braquet <[email protected]>
• st: esttab query
  • From: "Mirnezami, Oliver" <[email protected]>
• [no subject]
  • From: Unknown
• st: comparing biprobit marginal effects CIs
  • From: "Garrido, Melissa" <[email protected]>
• RE: st: Interaction terms interpretation when one variable is omitted
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: Trouble plotting connected line with averages
  • From: Nick Cox <[email protected]>
• st: Trouble plotting connected line with averages
  • From: Peggy Fan <[email protected]>
• Re: st: Point-to-Polygon in Stata
  • From: William Buchanan <[email protected]>
• Re: st: create new variable from weighted counts?
  • From: Nick Cox <[email protected]>
• Re: Re: st: Point-to-Polygon in Stata
  • From: Jeremy Wells <[email protected]>
• st: create new variable from weighted counts?
  • From: "Rossen, Lauren M. (CDC/OSELS/NCHS)" <[email protected]>
• Re: st: Query..
  • From: John Antonakis <[email protected]>
• RE: st: Query..
  • From: "Lachenbruch, Peter" <[email protected]>
• st: Wald chi2 test not computed for xtnbreg
  • From: Nicholas Klein <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: David Kantor <[email protected]>
• Re: st: Point-to-Polygon in Stata
  • From: Nick Cox <[email protected]>
• st: RE: Point-to-Polygon in Stata
  • From: "William Buchanan" <[email protected]>
• Re:st: problems with ssc install
  • From: Christopher Baum <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: Nick Cox <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Point-to-Polygon in Stata
  • From: Jeremy Wells <[email protected]>
• st: RE: Re: Snowball sampling
  • From: "Ray Hawkins" <[email protected]>
• SV: st: Removing outliers from my dataset
  • From: Andreas Dall Frøseth <[email protected]>
• RE: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• Re: st: drop duplicates iff
  • From: Nick Cox <[email protected]>
• re: st: quantile-quantile plots
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: drop duplicates iff
  • From: Joel Jönsson <[email protected]>
• Re: st: Power Analysis in 2-Level Hierarchical Linear Model
  • From: Jeph Herrin <[email protected]>
• Re: st: Removing outliers from my dataset
  • From: Nick Cox <[email protected]>
• Re: st: Power Analysis in 2-Level Hierarchical Linear Model
  • From: William Buchanan <[email protected]>
• st: Removing outliers from my dataset
  • From: Andreas Dall Frøseth <[email protected]>
• Re: st: xsmle error
  • From: Federico Belotti <[email protected]>
• Re: y versus x, or x versus y? [was: Re: st: quantile-quantile plots]
  • From: Nick Cox <[email protected]>
• Re: st: clustering sequences - problem with cluster and clustermat
  • From: Nick Cox <[email protected]>
• st: clustering sequences - problem with cluster and clustermat
  • From: "BUSSI, Margherita" <[email protected]>
• RE: st: Windows Environment Variable from the local system when running Stata via RemoteApp
  • From: Jean-François Morazzani <[email protected]>
• y versus x, or x versus y? [was: Re: st: quantile-quantile plots]
  • From: Nick Cox <[email protected]>
• Re: st: xsmle error
  • From: Oana Mihaescu <[email protected]>
• Re: st: xsmle error
  • From: Federico Belotti <[email protected]>
• st: xsmle error
  • From: Oana Mihaescu <[email protected]>
• st: Power Analysis in 2-Level Hierarchical Linear Model
  • From: Anthony Fulginiti <[email protected]>
• Re: st: how to merge three dataset to facilitate subsequent calculation
  • From: "Darren White" <[email protected]>
• st: how to merge three dataset to facilitate subsequent calculation
  • From: 李 梦佳 <[email protected]>
• Re: st: quantile-quantile plots
  • From: "Yu Chen, PhD" <[email protected]>
• Fwd: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: Nick Cox <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: Nick Cox <[email protected]>
• Re: R: st: problem of data management
  • From: Nick Cox <[email protected]>
• RE: R: st: problem of data management
  • From: Iodice Federico <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: William Buchanan <[email protected]>
• RE: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• RE: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: William Buchanan <[email protected]>
• RE: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• Re: st: Copying structures
  • From: Matthew White <[email protected]>
• Re: : st: Fwd: denton command
  • From: Christopher Baum <[email protected]>
• st: Treatreg regression with endogenous interaction term
  • From: "Dr.Maria-Teresa Marchica" <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: William Buchanan <[email protected]>
• st: disequilibrium model of Maddala and Nelson (1974)
  • From: Matt <[email protected]>
• Re: st: Windows Environment Variable from the local system when running Stata via RemoteApp
  • From: Phil Schumm <[email protected]>
• Re: st: Copying structures
  • From: "William Gould, StataCorp LP" <[email protected]>
• Re: st: Windows Environment Variable from the local system when running Stata via RemoteApp
  • From: William Buchanan <[email protected]>
• st: Package -domin- now available in SSC
  • From: Joseph Luchman <[email protected]>
• RE: st: Windows Environment Variable from the local system when running Stata via RemoteApp
  • From: Jean-François Morazzani <[email protected]>
• st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Stas Kolenikov <[email protected]>
• Re: st: Copying structures
  • From: Matthew Baker <[email protected]>
• Re: st: Combining and repeating value from another dataset
  • From: Michael LeGower <[email protected]>
• RE: st: Calculating what week of the year a day is
  • From: "Md. Alauddin Majumder" <[email protected]>
• Re: st: How do I demonstrate that a sample is randomly drawn from a population?
  • From: Dan Waldo <[email protected]>
• Re: st: -egen total()- function and indexing within the -if- condition
  • From: A Loumiotis <[email protected]>
• Re: st: -egen total()- function and indexing within the -if- condition
  • From: Nick Cox <[email protected]>
• Re: st: How do I demonstrate that a sample is randomly drawn from a population?
  • From: David Hoaglin <[email protected]>
• Re: st: -egen total()- function and indexing within the -if- condition
  • From: Maarten Buis <[email protected]>
• st: -egen total()- function and indexing within the -if- condition
  • From: A Loumiotis <[email protected]>
• st: quantile-quantile plots
  • From: Nick Cox <[email protected]>
• Re: st: Calculating what week of the year a day is
  • From: Nick Cox <[email protected]>
• st: estimates store after xtivreg on an unbalanced panel
  • From: nicolas87 <[email protected]>
• Re: st: median without current observation
  • From: Andres Silva <[email protected]>
• Re: st: median without current observation
  • From: Nick Cox <[email protected]>
• Re: st: FW: Wrong skeweness for stochastic frontier analysis - impose it in MLE
  • From: Nick Cox <[email protected]>
• Re: st: drop duplicates iff
  • From: Nick Cox <[email protected]>
• AW: st: Query..
  • From: "Hutagalung, Robert" <[email protected]>
• Re: R: st: problem of data management
  • From: Nick Cox <[email protected]>
• st: how to manage my data
  • From: Abrhaley Tsehaye <[email protected]>
• Re: st: se
  • From: Nick Cox <[email protected]>
• Re: st: median without current observation
  • From: Nick Cox <[email protected]>
• st: se
  • From: Abrhaley Tsehaye <[email protected]>
• Re: st: problems with ssc install
  • From: Federico Belotti <[email protected]>
• st: FW: Wrong skeweness for stochastic frontier analysis - impose it in MLE
  • From: "[email protected]" <[email protected]>
• RE: R: st: problem of data management
  • From: Iodice Federico <[email protected]>
• st: problems with ssc install
  • From: "Zanghieri Paolo" <[email protected]>
• Re: st: drop duplicates iff
  • From: Joel Jönsson <[email protected]>
• Re: st: median without current observation
  • From: Federico Belotti <[email protected]>
• st: median without current observation
  • From: Andres Silva <[email protected]>
• st: R: RE: R: RE: ivreg2: endogeneity & AP F test in esttab
  • From: "Zanghieri Paolo" <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Mike Butterfield <[email protected]>
• Re: st: How do I demonstrate that a sample is randomly drawn from a population?
  • From: Yuval Arbel <[email protected]>
• st: Calculating what week of the year a day is
  • From: "Md. Alauddin Majumder" <[email protected]>
• st: Copying structures
  • From: Matthew White <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: How to calculate kurtosis on left tail and right tail separately?
  • From: David Hoaglin <[email protected]>
• st: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Joseph Coveney" <[email protected]>
• Re: st: How to calculate kurtosis on left tail and right tail separately?
  • From: 李 梦佳 <[email protected]>
• Re: st: How do I demonstrate that a sample is randomly drawn from a population?
  • From: David Hoaglin <[email protected]>
• Re: st: Fwd: how to use the label of oldvar to name newvar
  • From: Nick Cox <[email protected]>
• Re: st: drop duplicates iff
  • From: Nick Cox <[email protected]>
• Re: st: How do I demonstrate that a sample is randomly drawn from a population?
  • From: Nick Cox <[email protected]>
• st: drop duplicates iff
  • From: Joel Jönsson <[email protected]>
• Re: st: Fwd: how to use the label of oldvar to name newvar
  • From: anne broe <[email protected]>
• Re: st: How do I demonstrate that a sample is randomly drawn from a population?
  • From: Yuval Arbel <[email protected]>
• Re: st: Fwd: how to use the label of oldvar to name newvar
  • From: Nick Cox <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Richard Goldstein <[email protected]>
• Re: st: Fwd: how to use the label of oldvar to name newvar
  • From: anne broe <[email protected]>
• st: How do I demonstrate that a sample is randomly drawn from a population?
  • From: Yuval Arbel <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Mike Butterfield <[email protected]>
• Re: st: Combining and repeating value from another dataset
  • From: Christopher Zbrozek <[email protected]>
• Re: st: Combining and repeating value from another dataset
  • From: Rahber Thariani <[email protected]>
• st: Oaxaca: error with 2 large sets of categorical variables
  • From: "Yigit Aydede" <[email protected]>
• re: Re: st: Compute Z-score
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Steve Samuels <[email protected]>
• Re: st: Fwd: how to use the label of oldvar to name newvar
  • From: Nick Cox <[email protected]>
• Re: st: Fwd: how to use the label of oldvar to name newvar
  • From: Nick Cox <[email protected]>
• st: Fwd: how to use the label of oldvar to name newvar
  • From: anne broe <[email protected]>
• Re: st: How to calculate kurtosis on left tail and right tail separately?
  • From: David Hoaglin <[email protected]>
• Re: st: comparing contents of two columns (variables)
  • From: Nick Cox <[email protected]>
• Re: st: Combining and repeating value from another dataset
  • From: Nick Cox <[email protected]>
• Re: st: How to make a contingency table and chi-square test?
  • From: Nick Cox <[email protected]>
• Re: st: How to calculate kurtosis on left tail and right tail separately?
  • From: Nick Cox <[email protected]>
• st: comparing contents of two columns (variables)
  • From: James Bernard <[email protected]>
• st: RE: foreach/forvalue-loop
  • From: "Modesto Escobar" <[email protected]>
• st: Fwd: denton command
  • From: Lanciné Condé <[email protected]>
• st: How to make a contingency table and chi-square test?
  • From: 李 梦佳 <[email protected]>
• st: How to calculate kurtosis on left tail and right tail separately?
  • From: 李 梦佳 <[email protected]>
• st: Combining and repeating value from another dataset
  • From: Rahber Thariani <[email protected]>
• st: outreg2: appending Poisson regression with different DVs
  • From: "Schmidt, William" <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: Joerg Luedicke <[email protected]>
• Re: st: Compute Z-score
  • From: Joerg Luedicke <[email protected]>
• st: foreach/forvalue-loop
  • From: "Künzel Sven" <[email protected]>
• st: could this be done with tssmooth
  • From: Phil Stata <[email protected]>
• Re: st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: William Buchanan <[email protected]>
• st: Compute Z-score
  • From: Ebru Ozturk <[email protected]>
• st: RE: Re: xtmixed with log-transfered dependent variable: back to non-log on margins and marginsplot
  • From: "Sun, Wensheng" <[email protected]>
• st: Fwd: Dangers of using MS Excel for statistical work [SEC=UNCLASSIFIED]
  • From: Stas Kolenikov <[email protected]>
• st: SSC Archive activity, March 2013
  • From: Christopher Baum <[email protected]>
• Re: st: How to assign class membership in latent growth curve (SEM)
  • From: Clyde B Schechter <[email protected]>
• st: Re: RE: Geocoding points into regions in Stata
  • From: Jeremy Wells <[email protected]>
• Re: st: troubles with -import excel-
  • From: William Buchanan <[email protected]>
• st: Tests for statistical significance of means
  • From: Kai Huang <[email protected]>
• st: troubles with -import excel-
  • From: Stas Kolenikov <[email protected]>
• Re: st: Query..
  • From: David Hoaglin <[email protected]>
• Re: st: Interaction terms interpretation when one variable is omitted
  • From: David Hoaglin <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Richard Goldstein <[email protected]>
• st: SV: Re: xtreg (Panel fixed effects model): inflation adjustment
  • From: <[email protected]>
• Re: st: tsfill
  • From: Nick Cox <[email protected]>
• Re: st: tsfill
  • From: Steven Archambault <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Mike Butterfield <[email protected]>
• Re: st: tsfill
  • From: Steven Archambault <[email protected]>
• st: Parallel lines assumption violated in gologit2
  • From: Boudewijn Vermolen <[email protected]>
• Re: st: Number format in -summarize-
  • From: Hendrik Worschech <[email protected]>
• Re: st: Number format in -summarize-
  • From: Nick Cox <[email protected]>
• Re: st: tsfill
  • From: Nick Cox <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Geomina Turlea <[email protected]>
• Re: st: A new dataset with means by period
  • From: Geomina Turlea <[email protected]>
• st: tsfill
  • From: Steven Archambault <[email protected]>
• Re: st: Making a bar graph from the row of a matrix
  • From: Mauricio Esteban Cuak <[email protected]>
• Re: st: Windows Environment Variable from the local system when running Stata via RemoteApp
  • From: Phil Schumm <[email protected]>
• st: RE: RE: Error message while renaming
  • From: "Md. Alauddin Majumder" <[email protected]>
• st: RE: Error message while renaming
  • From: "Sarah Edgington" <[email protected]>
• st: Error message while renaming
  • From: "Md. Alauddin Majumder" <[email protected]>
• Re: st: How to assign class membership in latent growth curve (SEM)
  • From: Austin Nichols <[email protected]>
• st: How to assign class membership in latent growth curve (SEM)
  • From: Mark Ward <[email protected]>
• st: xtregdhp" matrix operation not found" error
  • From: "Choi, Jaewon" <[email protected]>
• st: Wrong skeweness for stochastic frontier analysis - impose it in MLE
  • From: "[email protected]" <[email protected]>
• st: Number format in -summarize-
  • From: Hendrik Worschech <[email protected]>
• re: Re: st: generating a variable that requires comparing two dates
  • From: "Ariel Linden, DrPH" <[email protected]>
• st: Windows Environment Variable from the local system when running Stata via RemoteApp
  • From: Jean-François Morazzani <[email protected]>
• st: Update of -landemets- on SSC
  • From: Ignacio López De Ullibarri Galparsoro <[email protected]>
• Re: st: generating a variable that requires comparing two dates
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: RE: RE: sample size reduced significantly
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: RE: RE: sample size reduced significantly
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: RE: sample size reduced significantly
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: sample size reduced significantly
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: Problem with bar chart
  • From: Nick Cox <[email protected]>
• st: Fwd: Dangers of using MS Excel for statistical work [SEC=UNCLASSIFIED]
  • From: Stas Kolenikov <[email protected]>
• Re: st: Imputing for missing proportions
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Problem with bar chart
  • From: Merve Akbas <[email protected]>
• st: RE: RE: RE: RE: RE: Unexpected error message with xtivreg2 - xtfevd already defined
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: generating a variable that requires comparing two dates
  • From: Clyde B Schechter <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Maarten Buis <[email protected]>
• st: Likelihood Ratio test for IV regressions
  • From: Cory Smith <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Nick Cox <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Alan Acock <[email protected]>
• st: AW: R: Query..
  • From: "Hutagalung, Robert" <[email protected]>
• st: AW: R: Query..
  • From: "Hutagalung, Robert" <[email protected]>
• RE: st: Problem with bar chart
  • From: "Barclay Matthew (SHEFFIELD TEACHING HOSPITALS NHS FOUNDATION TRUST)" <[email protected]>
• st: R: Query..
  • From: "Carlo Lazzaro" <[email protected]>
• st: RE: R: RE: ivreg2: endogeneity & AP F test in esttab
  • From: "Schaffer, Mark E" <[email protected]>
• RE: st: Interaction terms interpretation when one variable is omitted
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: Problem with bar chart
  • From: William Buchanan <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Stas Kolenikov <[email protected]>
• st: Problem with bar chart
  • From: Merve Akbas <[email protected]>
• Re: st: Replace with missing value
  • From: Nick Cox <[email protected]>
• RE: st: Replace with missing value
  • From: André Gyllenram <[email protected]>
• Re: st: Event study
  • From: Nick Cox <[email protected]>
• Re: st: Event study
  • From: "Künzel Sven" <[email protected]>
• Re: st: Event study
  • From: Nick Cox <[email protected]>
• st: Query..
  • From: "Hutagalung, Robert" <[email protected]>
• Re: st: Event study
  • From: Nick Cox <[email protected]>
• Re: st: Event study
  • From: Richard Goldstein <[email protected]>
• Re: st: Replace with missing value
  • From: Nick Cox <[email protected]>
• st: Event study
  • From: "Künzel Sven" <[email protected]>
• RE: st: A new dataset with means by period
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: A new dataset with means by period
  • From: William Buchanan <[email protected]>
• RE: st: A new dataset with means by period
  • From: "Miguel Angel Duran" <[email protected]>
• RE: st: Replace with missing value
  • From: André Gyllenram <[email protected]>
• Re: st: A new dataset with means by period
  • From: Geomina Turlea <[email protected]>
• [no subject]
  • From: Unknown
• st: A new dataset with means by period
  • From: "Miguel Angel Duran" <[email protected]>
• st: Calculations in panel data
  • From: Andreas Dall Frøseth <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Geomina Turlea <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Nick Cox <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Geomina Turlea <[email protected]>
• Re: st: Replace with missing value
  • From: Nick Cox <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Nick Cox <[email protected]>
• Re: st: Problems with the version control
  • From: Nick Cox <[email protected]>
• Re: st: Replace with missing value
  • From: Nick Cox <[email protected]>
• Re: st: Replace with missing value
  • From: Alex Olssen <[email protected]>
• st: R: RE: ivreg2: endogeneity & AP F test in esttab
  • From: "Zanghieri Paolo" <[email protected]>
• st: Problems with the version control
  • From: Kamira Sanchez Nicosia <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Geomina Turlea <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Richard Goldstein <[email protected]>
• st: Replace with missing value
  • From: André Gyllenram <[email protected]>
• st: Re: st: How does Stata’s ml handle missing log-likelihood values?
  • From: Maarten Buis <[email protected]>
• st: Generating the individual contribution to log likelihood?
  • From: Nick Chandler-Klein <[email protected]>
• st: RE: RE: RE: RE: Unexpected error message with xtivreg2 - xtfevd already defined
  • From: "[email protected]" <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Mike Butterfield <[email protected]>
• st: RE: Geocoding points into regions in Stata
  • From: VICENTE ROYUELA MORA <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Mike Butterfield <[email protected]>
• st: How does Stata’s ml handle missing log-likelihood values?
  • From: <[email protected]>
• st: Hausman test, rank of the differenced variance matrix, (V_b-V_B is not positive definite)
  • From: Massimiliano Sassone <[email protected]>
• Re: st: Is there an -mi drop- command?
  • From: Richard Williams <[email protected]>
• st: comparing biprobit marginal effects CIs
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?
  • From: Sheila Vakharia <[email protected]>
• Re: st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?
  • From: Richard Williams <[email protected]>
• Re: st: Interaction terms interpretation when one variable is omitted
  • From: David Hoaglin <[email protected]>
• Re: st: generating a variable that requires comparing two dates
  • From: Nick Cox <[email protected]>
• Re: st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: how to find a second largest element in a matrix
  • From: Nick Cox <[email protected]>
• Re: st: sample size reduced significantly
  • From: Nick Cox <[email protected]>
• st: Logit and ReLogit Coefficients the Same, But Intervals Differ. Which do I report?
  • From: Sheila Vakharia <[email protected]>
• st: RE: RE: RE: Unexpected error message with xtivreg2 - xtfevd already defined
  • From: "Schaffer, Mark E" <[email protected]>
• RE: st: Graphing multiple series groups
  • From: Arya Eskamani <[email protected]>
• st: how to find a second largest element in a matrix
  • From: Wu Zhang <[email protected]>
• st: RE: RE: Unexpected error message with xtivreg2 - xtfevd already defined
  • From: "[email protected]" <[email protected]>
• Re: st: Stochastic Frontier
  • From: Federico Belotti <[email protected]>
• RE: st: Graphing multiple series groups
  • From: "David Radwin" <[email protected]>
• Re: st: RE: RE: sample size reduced significantly
  • From: Richard Goldstein <[email protected]>
• st: RE: Unexpected error message with xtivreg2 - xtfevd already defined
  • From: "Schaffer, Mark E" <[email protected]>
• st: RE: RE: sample size reduced significantly
  • From: "David Radwin" <[email protected]>
• st: RE: sample size reduced significantly
  • From: Arya Eskamani <[email protected]>
• RE: st: Graphing multiple series groups
  • From: Arya Eskamani <[email protected]>
• st: RE: sample size reduced significantly
  • From: Arya Eskamani <[email protected]>
• st: sample size reduced significantly
  • From: "Yu Chen, PhD" <[email protected]>
• st: RE: generating a variable that requires comparing two dates
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: Stata Editor for Mac with Code Folding
  • From: Phil Schumm <[email protected]>
• Re: st: Stochastic Frontier
  • From: Alexander <[email protected]>
• st: generating a variable that requires comparing two dates
  • From: "Ariel Linden, DrPH" <[email protected]>
• RE: st: Bootstrapping and predicted probabilities
  • From: "Mohan, Deepika" <[email protected]>
• Re: st: Stata Editor for Mac with Code Folding
  • From: June Bridge <[email protected]>
• Re: st: RE: Re: z-score diff plots
  • From: Nikos Kakouros <[email protected]>
• Re: st: Bootstrapping and predicted probabilities
  • From: Jeph Herrin <[email protected]>
• st: RE: Re: z-score diff plots
  • From: "Lachenbruch, Peter" <[email protected]>
• RE: st: Removing variables if missing a particular observation
  • From: "Lachenbruch, Peter" <[email protected]>
• st: Geocoding points into regions in Stata
  • From: Jeremy Wells <[email protected]>
• st: Unexpected error message with xtivreg2 - xtfevd already defined
  • From: "[email protected]" <[email protected]>
• st: SQ-Ados sequence analysis: problems in clustering
  • From: "BUSSI, Margherita" <[email protected]>
• Re: Re: st: Is there an -mi drop- command?
  • From: Clyde B Schechter <[email protected]>
• Re: st: Imputing for missing proportions
  • From: Maarten Buis <[email protected]>
• Re: st: Removing variables if missing a particular observation
  • From: Nick Cox <[email protected]>
• Re: st: Removing variables if missing a particular observation
  • From: Nick Baker <[email protected]>
• Re: st: Re: z-score diff plots
  • From: Nick Cox <[email protected]>
• Re: st: Removing variables if missing a particular observation
  • From: Nick Cox <[email protected]>
• Re: st: Re: z-score diff plots
  • From: Nikos Kakouros <[email protected]>
• Re: st: Bootstrapping and predicted probabilities
  • From: Steve Samuels <[email protected]>
• st: Removing variables if missing a particular observation
  • From: Nick Baker <[email protected]>
• Re: st: Re: z-score diff plots
  • From: Nick Cox <[email protected]>
• Re: st: Re: z-score diff plots
  • From: Nikos Kakouros <[email protected]>
• st: Imputing for missing proportions
  • From: Geomina Turlea <[email protected]>
• Re: st: Bootstrapping and predicted probabilities
  • From: Jeph Herrin <[email protected]>
• Re: st: Constructing matrix regressors with thousands of dummy variables
  • From: Nick Cox <[email protected]>
• Re: st: Constructing matrix regressors with thousands of dummy variables
  • From: Matthew Baker <[email protected]>
• st: RE: ivreg2: endogeneity & AP F test in esttab
  • From: "Schaffer, Mark E" <[email protected]>
• st: ivreg2: endogeneity & AP F test in esttab
  • From: "Zanghieri Paolo" <[email protected]>
• st: Re: xtreg (Panel fixed effects model): inflation adjustment
  • From: Christopher Baum <[email protected]>
• st: Bootstrapping and predicted probabilities
  • From: "Mohan, Deepika" <[email protected]>
• st: Interaction terms interpretation when one variable is omitted
  • From: "Mirnezami, Oliver" <[email protected]>
• st: Hausman test, rank of the differenced variance matrix not equal to the number of coefficients
  • From: Massimiliano Sassone <[email protected]>
• Re: st: egen nth highest or lowest value
  • From: Nick Cox <[email protected]>
• Re: st: egen nth highest or lowest value
  • From: "Bartus Tamás" <[email protected]>
• st: egen nth highest or lowest value
  • From: <[email protected]>
• st: xtreg (Panel fixed effects model): inflation adjustment
  • From: <[email protected]>
• st: RE: Re: Making panel format
  • From: "Md. Alauddin Majumder" <[email protected]>
• Re: st: CMMs Online Multilevel Modelling Course Three Level Cross Classified and Multiple Membership Models
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Re: z-score diff plots
  • From: "Joseph Coveney" <[email protected]>
• st: Re: Making panel format
  • From: "Joseph Coveney" <[email protected]>
• st: Making panel format
  • From: "Md. Alauddin Majumder" <[email protected]>
• st: z-score diff plots
  • From: Nikos Kakouros <[email protected]>
• st: Software update: swain (and swaini)
  • From: John Antonakis <[email protected]>
• Re: st: Stata Editor for Mac with Code Folding
  • From: Steve Samuels <[email protected]>
• st: Fwd: Error standards for margins effects in multinomial logistic regression
  • From: Beatriz Rodriguez Prado <[email protected]>
• Re: st: Dropping 1% observations, but numbers do not match
  • From: Nick Cox <[email protected]>
• RE: st: Dropping 1% observations, but numbers do not match
  • From: "Miguel Angel Duran" <[email protected]>
• RE: st: Exact Matching
  • From: Alexander James <[email protected]>
• st: Breusch-Pagan test after a fixed-effects panel estimation
  • From: nicolas87 <[email protected]>
• RE: st: Exact Matching
  • From: "[email protected]" <[email protected]>
• Re: st: Stata Editor for Mac with Code Folding
  • From: Phil Schumm <[email protected]>
• Re: Re: st: Is there an -mi drop- command?
  • From: Clyde B Schechter <[email protected]>
• Re: st: Stata Editor for Mac with Code Folding
  • From: Federico Belotti <[email protected]>
• st: Stata Editor for Mac with Code Folding
  • From: June Bridge <[email protected]>
• Re: st: Sum up different values/inputs from different issues in a new variable
  • From: Maarten Buis <[email protected]>
• st: test of two var in 41 category
  • From: Ahmad Derakhshan <[email protected]>
• st: Sum up different values/inputs from different issues in a new variable
  • From: "h0650669 (Abdullah Uenal)" <[email protected]>
• Re: st: Stochastic Frontier
  • From: Federico Belotti <[email protected]>
• st: Exact Matching
  • From: Alexander James <[email protected]>
• Re: st: Is there an -mi drop- command?
  • From: daniel klein <[email protected]>
• st: Stochastic Frontier
  • From: wdawd awdadw <[email protected]>
• Re: st: difference b/w corr and pwcorr
  • From: David Hoaglin <[email protected]>
• Re: st: Dopping 1% observations, but numbers do not match
  • From: Nick Cox <[email protected]>
• RE: st: Dopping 1% observations, but numbers do not match
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: Size of dots in a scatter plot
  • From: Estrella Gomez <[email protected]>
• Re: st: Size of dots in a scatter plot
  • From: Nick Cox <[email protected]>
• st: Size of dots in a scatter plot
  • From: Estrella Gomez <[email protected]>
• Re: st: Dopping 1% observations, but numbers do not match
  • From: Nick Cox <[email protected]>
• st: Dopping 1% observations, but numbers do not match
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: options for syntax checking do files before running
  • From: Nick Cox <[email protected]>
• st: CMMs Online Multilevel Modelling Course Three Level Cross Classified and Multiple Membership Models
  • From: g leckie <[email protected]>
• st: New documentation for the runmlwin command Run MLwiN from within Stata
  • From: g leckie <[email protected]>
• Re: st: difference b/w corr and pwcorr
  • From: Maarten Buis <[email protected]>
• st: 2013 German Stata Users Group Meeting -- Program
  • From: Ulrich Kohler <[email protected]>
• RE: st: qreg (median regression)
  • From: "Santos Silva, J.M.C." <[email protected]>
• st: creating tables after -vec command
  • From: Paulo Regis <[email protected]>
• Re: st: difference b/w corr and pwcorr
  • From: Wu Zhang <[email protected]>
• Re: st: qreg (median regression)
  • From: Yuval Arbel <[email protected]>
• st: Why does specifying "ml search" results in different estimates?
  • From: <[email protected]>
• st: predicted probabilities with mnvp command
  • From: Omar David Stabridis Arana <[email protected]>
• Re: st: options for syntax checking do files before running
  • From: Christopher Zbrozek <[email protected]>
• Re: st: difference b/w corr and pwcorr
  • From: Alan Acock <[email protected]>
• Re: st: Is there an -mi drop- command?
  • From: [email protected] (Yulia Marchenko, StataCorp LP)
• Re: st: qreg (median regression)
  • From: Nick Cox <[email protected]>
• Re: st: qreg (median regression)
  • From: John Antonakis <[email protected]>
• st: RE: difference b/w corr and pwcorr
  • From: "Sarah Edgington" <[email protected]>
• st: difference b/w corr and pwcorr
  • From: Wu Zhang <[email protected]>
• RE: st: saving coefficients and P-value of individual regressions as new variables
  • From: Dechuan Li <[email protected]>
• st: the best way to elaborate the data that will be imported in STATA
  • From: "nicolescu i. (in3g10)" <[email protected]>
• Re: st: reg2hdfe error
  • From: Nick Cox <[email protected]>
• st: reg2hdfe error
  • From: Manasi Deshpande <[email protected]>
• Re: st: saving coefficients and P-value of individual regressions as new variables
  • From: Nick Cox <[email protected]>
• st: Is there an -mi drop- command?
  • From: Clyde B Schechter <[email protected]>
• Re: st: Stata date
  • From: Nick Cox <[email protected]>
• Re: st: Stata date
  • From: Nick Cox <[email protected]>
• Re: st: Stata date
  • From: Rebecca Pope <[email protected]>
• st: Hausman test on FE2SLS vs. EC2SLS with xtoverid?
  • From: cbusl <[email protected]>
• st: Stata date
  • From: "Ray Hawkins" <[email protected]>
• st: saving coefficients and P-value of individual regressions as new variables
  • From: Dechuan Li <[email protected]>
• st: Two-stage IV with xtpcse
  • From: Mark Millstone <[email protected]>
• RE: st: Lagged variables query
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: how to summarize a big matrix
  • From: Matthew Baker <[email protected]>
• Re: st: Lagged variables query
  • From: Nick Cox <[email protected]>
• Re: st: Odd ratio / relative risk in logistic regression
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Lagged variables query
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: Odd ratio / relative risk in logistic regression
  • From: Srinivas <[email protected]>
• Re: st: Odd ratio / relative risk in logistic regression
  • From: David Hoaglin <[email protected]>
• st: assetindex
  • From: Srinivas <[email protected]>
• Re: st: problem of data management
  • From: Nick Cox <[email protected]>
• st: problem of data management
  • From: Iodice Federico <[email protected]>
• Re: st: How to apply sktest to panel data?
  • From: Nick Cox <[email protected]>
• RE: st: RE: Dropping all subjects but those in the last period
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: How to apply sktest to panel data?
  • From: LI Mengjia <[email protected]>
• Re: st: How to apply sktest to panel data?
  • From: Nick Cox <[email protected]>
• RE: st: calculating PAR when there are >2 categories within a variable
  • From: "Benjamin, Laura" <[email protected]>
• Re: st: Beginning question
  • From: Maarten Buis <[email protected]>
• Re: st: movestay or heckman selection
  • From: Ahmad Derakhshan <[email protected]>
• st: Odd ratio / relative risk in logistic regression
  • From: Ching Wong <[email protected]>
• Re: st: How to apply sktest to panel data?
  • From: LI Mengjia <[email protected]>
• st: Xttest3 chi2
  • From: [email protected]
• st: Constructing matrix regressors with thousands of dummy variables
  • From: Ivan Png <[email protected]>
• Re: st: Treatment by propensity score interaction
  • From: Adam Olszewski <[email protected]>
• st: dropped time variable
  • From: "Tirone, Vanessa" <[email protected]>
• Re: st: movestay or heckman selection
  • From: Nick Cox <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: Rodrigo Badilla <[email protected]>
• Re: st: Beginning question
  • From: Nick Cox <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: Nick Cox <[email protected]>
• Re: st: calculating PAR when there are >2 categories within a variable
  • From: "Roger B. Newson" <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Steve Samuels <[email protected]>
• RE: st: calculating PAR when there are >2 categories within a variable
  • From: "Benjamin, Laura" <[email protected]>
• st: Beginning question
  • From: "Hurley, Sharon" <[email protected]>
• st: movestay or heckman selection
  • From: Ahmad Derakhshan <[email protected]>
• Re: st: calculating PAR when there are >2 categories within a variable
  • From: "Roger B. Newson" <[email protected]>
• st: how to summarize a big matrix
  • From: Wu Zhang <[email protected]>
• st: calculating PAR when there are >2 categories within a variable
  • From: "Benjamin, Laura" <[email protected]>
• Re: st: options for syntax checking do files before running
  • From: Nick Cox <[email protected]>
• Re: st: RE: Dropping all subjects but those in the last period
  • From: Nick Cox <[email protected]>
• st: RE: Dropping all subjects but those in the last period
  • From: "Cohen, Elan" <[email protected]>
• st: options for syntax checking do files before running
  • From: Christopher Zbrozek <[email protected]>
• st: Dropping all subjects but those in the last period
  • From: "Miguel Angel Duran" <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: Rodrigo Badilla <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: David Hoaglin <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: Nick Cox <[email protected]>
• Re: st: Making a bar graph from the row of a matrix
  • From: Nick Cox <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: How to apply sktest to panel data?
  • From: Nick Cox <[email protected]>
• st: How to use local Windows Environment Variable when running Stata via RemoteApp ?
  • From: Jean-François Morazzani <[email protected]>
• Re: st: Making a bar graph from the row of a matrix
  • From: Mauricio Esteban Cuak <[email protected]>
• Re: st: How to apply sktest to panel data?
  • From: LI Mengjia <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: chuong huynh <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: David Hoaglin <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: Nick Cox <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: Rodrigo Badilla <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• Re: st: How to apply sktest to panel data?
  • From: Nick Cox <[email protected]>
• st: How to apply sktest to panel data?
  • From: LI Mengjia <[email protected]>
• Re: st: xtserial error: "no observations"
  • From: Nick Cox <[email protected]>
• st: Treatment by propensity score interaction
  • From: Perry Wilson <[email protected]>
• Re: st: Do Files and Arguments
  • From: Erika Kociolek <[email protected]>
• RE: st: import csv, retain headers Stata11.2
  • From: Tim Evans <[email protected]>
• Re: st: import csv, retain headers Stata11.2
  • From: [email protected]
• st: import csv, retain headers Stata11.2
  • From: Tim Evans <[email protected]>
• st: xtserial error: "no observations"
  • From: Rodrigo Badilla <[email protected]>
• Re: re: st: Package -r2c- now available in SSC
  • From: Joseph Luchman <[email protected]>
• Re: st: Why am I getting this error: "V1: string variables may not be used as factor variables"
  • From: Nick Cox <[email protected]>
• st: Why am I getting this error: "V1: string variables may not be used as factor variables"
  • From: Peter Wielhouwer <[email protected]>
• Re: st: Setting some coefficients to zero in a panel probit regression
  • From: Maarten Buis <[email protected]>
• Re: st: Setting some coefficients to zero in a panel probit regression
  • From: Nick Baker <[email protected]>
• Re: st: Compare scores of one mean score across another variable
  • From: Nick Cox <[email protected]>
• st: Compare scores of one mean score across another variable
  • From: Mash Hamid <[email protected]>
• st: Thread-Index: Ac40QXFVob8moG+8QRmUq+rho14ISQ==
  • From: Mash Hamid <[email protected]>
• Re: st: Autocorrelation in Panel Data, xtregar and xtreg
  • From: Nick Cox <[email protected]>
• Re: st: Autocorrelation in Panel Data, xtregar and xtreg
  • From: Massimiliano Sassone <[email protected]>
• st: update qenv available from SSC
  • From: Maarten Buis <[email protected]>
• Re: st: Autocorrelation in Panel Data, xtregar and xtreg
  • From: Nick Cox <[email protected]>
• Re: st: Autocorrelation in Panel Data, xtregar and xtreg
  • From: "Roger B. Newson" <[email protected]>
• Re: st: How to maximize an approximated likelihood
  • From: Nick Cox <[email protected]>
• Re: st: Autocorrelation in Panel Data, xtregar and xtreg
  • From: Nick Cox <[email protected]>
• st: How to maximize an approximated likelihood
  • From: Feddag Mohand-Larbi <[email protected]>
• Re: st: spregsdmxt - where is it?
  • From: Nick Cox <[email protected]>
• Re: st: Multiple single-variable stacked bar charts on the one axis
  • From: Nick Cox <[email protected]>
• st: spregsdmxt - where is it?
  • From: Jennifer Day <[email protected]>
• st: spregsdmxt - where is it?
  • From: Jennifer Day <[email protected]>
• st: Autocorrelation in Panel Data, xtregar and xtreg
  • From: Massimiliano Sassone <[email protected]>
• Re: st: Setting some coefficients to zero in a panel probit regression
  • From: Maarten Buis <[email protected]>
• Re: st: matrix operations in STATA and MATA do not match!
  • From: Wu Zhang <[email protected]>
• st: nestregsvycommand
  • From: Srinivas <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Stas Kolenikov <[email protected]>
• Re: st: Multiple single-variable stacked bar charts on the one axis
  • From: Natalie Herd <[email protected]>
• Re: st: Panel Data Within Outside Region Effects
  • From: Massimiliano Sassone <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: David Hoaglin <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: [email protected]
• Re: st: Do Files and Arguments
  • From: Phil Clayton <[email protected]>
• Re: st: Do Files and Arguments
  • From: Nick Cox <[email protected]>
• st: Do Files and Arguments
  • From: Erika Kociolek <[email protected]>
• Re: st: SVY medians and Elixhauser
  • From: Steve Samuels <[email protected]>
• Re: st: Newey-West adjusted
  • From: Nick Cox <[email protected]>
• Re: st: qreg (median regression)
  • From: Nick Cox <[email protected]>
• Re: st: Partitioning a main file in several with a speficied number of variables
  • From: Nick Cox <[email protected]>
• st: qreg (median regression)
  • From: John Antonakis <[email protected]>
• st: Partitioning a main file in several with a speficied number of variables
  • From: Nuno Soares <[email protected]>
• Re: st: ML program in Stata 12.1 for a nonlinear equation of the form Y=F(x)*G(z)
  • From: Antony Chapoto <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• st: SVY medians and Elixhauser
  • From: Mike Butterfield <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• st: Newey-West adjusted
  • From: vikramfinavker1 <[email protected]>
• Re: st: Find the fiscal year for each obs
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: Bootstrapping for model validation
  • From: "Roger B. Newson" <[email protected]>
• st: Setting some coefficients to zero in a panel probit regression
  • From: Nick Baker <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: David Hoaglin <[email protected]>
• Re: st: Multiple single-variable stacked bar charts on the one axis
  • From: Nick Cox <[email protected]>
• Re: st: Multiple single-variable stacked bar charts on the one axis
  • From: David Hoaglin <[email protected]>
• RE: st: Find the fiscal year for each obs
  • From: "Seed, Paul" <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Nahla Betelmal <[email protected]>
• st: Multiple single-variable stacked bar charts on the one axis
  • From: Natalie Herd <[email protected]>
• Re: st: Finding the corresponding variable
  • From: Nick Cox <[email protected]>
• Re: st: Fine-tuning -ring- legend placement to avoid overprinting on plot
  • From: Nick Cox <[email protected]>
• st: Fine-tuning -ring- legend placement to avoid overprinting on plot
  • From: [email protected]
• Re: st: Newey-West(1987)
  • From: daniel klein <[email protected]>
• Re: st: Fwd: Fine-tuning -ring- legend placement to avoid overprinting on plot
  • From: Nick Cox <[email protected]>
• Re: st: Finding the corresponding variable
  • From: Nick Cox <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• st: Finding the corresponding variable
  • From: Ching Wong <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: David Hoaglin <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• Re: st: ML program in Stata 12.1 for a nonlinear equation of the form Y=F(x)*G(z)
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: Fwd: Fine-tuning -ring- legend placement to avoid overprinting on plot
  • From: [email protected]
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Nahla Betelmal <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Richard Williams <[email protected]>
• st: Bootstrapping for model validation
  • From: Suraj Sharma <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Anthony Fulginiti <[email protected]>
• st: Newey-West(1987)
  • From: vikramfinavker1 <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Nahla Betelmal <[email protected]>
• Re: st: indicator variable and interaction term different signs but both significant
  • From: Anthony Fulginiti <[email protected]>
• st: indicator variable and interaction term different signs but both significant
  • From: Nahla Betelmal <[email protected]>
• st: ML program in Stata 12.1 for a nonlinear equation of the form Y=F(x)*G(z)
  • From: Antony Chapoto <[email protected]>
• Re: st: Find the fiscal year for each obs
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: Identify Closest Subsequent Date
  • From: Julia Laskorunsky <[email protected]>
• Re: st: Find the fiscal year for each obs
  • From: Tom <[email protected]>
• Re: st: Find the fiscal year for each obs
  • From: Nick Cox <[email protected]>
• Re: st: Find the fiscal year for each obs
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: Find the fiscal year for each obs
  • From: Nick Cox <[email protected]>
• st: Find the fiscal year for each obs
  • From: "Yu Chen, PhD" <[email protected]>
• Re: st: New variable based on two other variable
  • From: David Ashcraft <[email protected]>
• Re: st: New variable based on two other variable
  • From: Nick Cox <[email protected]>
• Re: st: New variable based on two other variable
  • From: David Ashcraft <[email protected]>
• Re: st: New variable based on two other variable
  • From: Nick Cox <[email protected]>
• Re: st: New variable based on two other variable
  • From: David Ashcraft <[email protected]>
• Re: st: New variable based on two other variable
  • From: Nick Cox <[email protected]>
• Re: st: New variable based on two other variable
  • From: daniel klein <[email protected]>
• Re: st: the Heteroskedastic Extreme Value (HEV) model
  • From: Nick Cox <[email protected]>
• st: New variable based on two other variable
  • From: David Ashcraft <[email protected]>
• st: the Heteroskedastic Extreme Value (HEV) model
  • From: "Lin Lin" <[email protected]>
• Re: st: 2SLS with first stage duration model
  • From: Jorge Eduardo Pérez Pérez <[email protected]>
• Re: st: Statistical significance of standardized rates
  • From: Steve Samuels <[email protected]>
• st: 2SLS with first stage duration model
  • From: Karen Ruckman <[email protected]>
• st: mata in stata loop
  • From: Tomáš Houška <[email protected]>
• st: RE: descriptive statistics of imputed data using by
  • From: "David Radwin" <[email protected]>
• st: descriptive statistics of imputed data using by
  • From: Caitlin Hamrock <[email protected]>
• st: CFA and clustered estimator
  • From: [email protected]
• Re: st: Panel Data Within Outside Region Effects
  • From: Aljar Meesters <[email protected]>
• Re: st: how to create a loop with variables starting with the same prefix
  • From: Nick Cox <[email protected]>
• Re: st: relation between 2 coefficients in a regression analysis
  • From: Rodrigo Badilla <[email protected]>
• Re: st: In Mata: Referring to an instance of a class inside an external function?
  • From: Aljar Meesters <[email protected]>
• st: how to create a loop with variables starting with the same prefix
  • From: Joanne Lacsina <[email protected]>
• Re: st: matrix operations in STATA and MATA do not match!
  • From: "William Gould, StataCorp LP" <[email protected]>
• [no subject]
  • From: Unknown
• RE: st: Geocode failed
  • From: Sui Zhang <[email protected]>
• RE: st: forval query
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: forval query
  • From: Nick Cox <[email protected]>
• RE: st: forval query
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: forval query
  • From: Maarten Buis <[email protected]>
• Re: st: forval query
  • From: William Buchanan <[email protected]>
• RE: st: forval query
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: forval query
  • From: Nick Cox <[email protected]>
• RE: st: forval query
  • From: "Mirnezami, Oliver" <[email protected]>
• Re: st: forval query
  • From: William Buchanan <[email protected]>
• re: Re: Re: Re: st: replicating 2 X 2 data from a paper
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: forval query
  • From: Maarten Buis <[email protected]>
• st: forval query
  • From: "Mirnezami, Oliver" <[email protected]>
• st: In Mata: Referring to an instance of a class inside an external function?
  • From: YutaoSun <[email protected]>
• st: Stata Journal, 13:1
  • From: Christopher Baum <[email protected]>
• RE: st: Mata - extracting various vectors of different sizes in one loop
  • From: nick bungy <[email protected]>
• st: Panel Data Within Outside Region Effects
  • From: Massimiliano Sassone <[email protected]>
• RE: st: LM (score) test for omitted variable after probit
  • From: nick bungy <[email protected]>
• st: matrix operations in STATA and MATA do not match!
  • From: Wu Zhang <[email protected]>
• Re: st: Re: export matrix from mata to stata
  • From: Wu Zhang <[email protected]>
• Re: st: relation between 2 coefficients in a regression analysis
  • From: Maarten Buis <[email protected]>
• Re: st: replacing missing values in one variable with values of another variable
  • From: Nick Cox <[email protected]>
• st: replacing missing values in one variable with values of another variable
  • From: Alison McCarthy <[email protected]>
• st: Re: Table command
  • From: "Joseph Coveney" <[email protected]>
• st: Re: export matrix from mata to stata
  • From: "Joseph Coveney" <[email protected]>
• st: Table command
  • From: Ching Wong <[email protected]>
• st: export matrix from mata to stata
  • From: Wu Zhang <[email protected]>
• st: relation between 2 coefficients in a regression analysis
  • From: Rodrigo Badilla <[email protected]>
• Re: st: Stata vs SAS Survey Risk Ratios
  • From: Steve Samuels <[email protected]>
• st: LM (score) test for omitted variable after probit
  • From: Jamie Banurji <[email protected]>
• Re: st: Stata vs SAS Survey Risk Ratios
  • From: "Joshua Josephs" <[email protected]>
• Re: st: Plotting and testing of interaction effects (continuous variables)
  • From: William Buchanan <[email protected]>
• st: Plotting and testing of interaction effects (continuous variables)
  • From: Roman Wörner <[email protected]>
• Re: Re: Re: st: replicating 2 X 2 data from a paper
  • From: David Hoaglin <[email protected]>
• Re: st: Stata vs SAS Survey Risk Ratios
  • From: Steve Samuels <[email protected]>
• Re: st: How do you select and describe a single variable of interest from a merged dataset but avoiding duplication (due to the merge)?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: Identify Closest Subsequent Date
  • From: Nick Cox <[email protected]>
• Re: st: How do you select and describe a single variable of interest from a merged dataset but avoiding duplication (due to the merge)?
  • From: Jeph Herrin <[email protected]>
• st: Identify Closest Subsequent Date
  • From: Julia Laskorunsky <[email protected]>
• Re: Re: Re: st: replicating 2 X 2 data from a paper
  • From: Clyde B Schechter <[email protected]>
• Re: st: How do you select and describe a single variable of interest from a merged dataset but avoiding duplication (due to the merge)?
  • From: Nick Cox <[email protected]>
• st: How do you select and describe a single variable of interest from a merged dataset but avoiding duplication (due to the merge)?
  • From: Gwinyai Masukume <[email protected]>
• Re: st: Statistical significance of standardized rates
  • From: Nick Cox <[email protected]>
• Re: st: Bar graph with frequency
  • From: William Buchanan <[email protected]>
• Re: Re: st: replicating 2 X 2 data from a paper
  • From: Nick Cox <[email protected]>
• Re: st: Statistical significance of standardized rates
  • From: Karman Tandon <[email protected]>
• RE: st: Bar graph with frequency
  • From: "Ray Hawkins" <[email protected]>
• Re: st: Statistical significance of standardized rates
  • From: Nick Cox <[email protected]>
• st: Re: xttest2
  • From: Christopher Baum <[email protected]>
• st: Statistical significance of standardized rates
  • From: Karman Tandon <[email protected]>
• st: Calculating days between starts in MLB.
  • From: Nicholas Miceli <[email protected]>
• Re: st: Bar graph with frequency
  • From: William Buchanan <[email protected]>
• st: Bar graph with frequency
  • From: "Ray Hawkins" <[email protected]>
• Re: st: Mata - extracting various vectors of different sizes in one loop
  • From: Nick Cox <[email protected]>
• st: Stata vs SAS Survey Risk Ratios
  • From: "Joshua Josephs" <[email protected]>
• Re: st: Mata - extracting various vectors of different sizes in one loop
  • From: George Vega Yon <[email protected]>
• re: Re: Re: st: replicating 2 X 2 data from a paper
  • From: "Ariel Linden, DrPH" <[email protected]>
• st: How to maximize an approximated likelihood
  • From: Feddag Mohand-Larbi <[email protected]>
• re: Re: st: where's the code for -total- ?
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: Mata - extracting various vectors of different sizes in one loop
  • From: Matthew Baker <[email protected]>
• Re: st: Re: select three non-identical random elements
  • From: Tomáš Houška <[email protected]>
• st: Re: select three non-identical random elements
  • From: "Joseph Coveney" <[email protected]>
• Re: st: select three non-identical random elements
  • From: Tomáš Houška <[email protected]>
• st: Mata - extracting various vectors of different sizes in one loop
  • From: nick bungy <[email protected]>
• Re: st: select three non-identical random elements
  • From: Nick Cox <[email protected]>
• st: select three non-identical random elements
  • From: Tomáš Houška <[email protected]>
• Re: st: do-file editor: syntax highlighting for user written commands
  • From: Nick Cox <[email protected]>
• st: cannot open cschdist.spmat
  • From: Wu Zhang <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: Geocode failed
  • From: Matt Vivier <[email protected]>
• Re: st: Chow test quadratic effect
  • From: David Hoaglin <[email protected]>
• [no subject]
  • From: Unknown
• Re: Re: st: replicating 2 X 2 data from a paper
  • From: David Hoaglin <[email protected]>
• Re: st: save table output to a matrix
  • From: Nick Cox <[email protected]>
• Re: st: save table output to a matrix
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: save table output to a matrix
  • From: Nick Cox <[email protected]>
• st: save table output to a matrix
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: Making a bar graph from the row of a matrix
  • From: Nick Cox <[email protected]>
• st: RE: Estimating Smooth Transition AutoRegressive Models
  • From: "Lachenbruch, Peter" <[email protected]>
• st: do-file editor: syntax highlighting for user written commands
  • From: Werner Wackernagel <[email protected]>
• Re: st: RE: how do we jointly test coefficients (fuller specification) from diff
  • From: Arthur Boman <[email protected]>
• st: Making a bar graph from the row of a matrix
  • From: Mauricio Esteban Cuak <[email protected]>
• Re: st: second set of x-axis labels for a scatter graph
  • From: Jacob McDermott <[email protected]>
• Re: st: second set of x-axis labels for a scatter graph
  • From: Nick Cox <[email protected]>
• st: second set of x-axis labels for a scatter graph
  • From: Jacob McDermott <[email protected]>
• RE: st: Bootstrapping: Comparing the difference between means
  • From: "Fleming, Fiona M" <[email protected]>
• RE: st: Bootstrapping: Comparing the difference between means
  • From: "Fleming, Fiona M" <[email protected]>
• RE: st: playing a media sound (.wav) from Stata in Windows 7
  • From: <[email protected]>
• st: movestay or heckman
  • From: Ahmad Derakhshan <[email protected]>
• st: Newey-west errors for ordered probit?
  • From: Mattia Landoni <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Nick Cox <[email protected]>
• Re: st: playing a media sound (.wav) from Stata in Windows 7
  • From: <[email protected]>
• Re: st: Bootstrapping: Comparing the difference between means
  • From: Scott Merryman <[email protected]>
• Re: st: Bootstrapping: Comparing the difference between means
  • From: Nick Cox <[email protected]>
• st: Geocode failed
  • From: Sui Zhang <[email protected]>
• st: Bootstrapping: Comparing the difference between means
  • From: "Fleming, Fiona M" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Nick Cox <[email protected]>
• Re: st: playing a media sound (.wav) from Stata in Windows 7
  • From: William Buchanan <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• Re: st: Choosing the Minimum Value and Recording Variable Name
  • From: Nick Cox <[email protected]>
• st: Hurray for Stata Journal - they went green!
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Nick Cox <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• Re: st: where's the code for -total- ?
  • From: Richard Williams <[email protected]>
• Re: st: Choosing the Minimum Value and Recording Variable Name
  • From: Ryan Kessler <[email protected]>
• re: Re: st: where's the code for -total- ?
  • From: "Ariel Linden, DrPH" <[email protected]>
• st: playing a media sound (.wav) from Stata in Windows 7
  • From: <[email protected]>
• st: Choosing the Minimum Value and Recording Variable Name
  • From: Erika Kociolek <[email protected]>
• re: Re: st: replicating 2 X 2 data from a paper
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: The error "initial values not feasible, r(1400)" in mvtobit model
  • From: Nick Cox <[email protected]>
• st: The error "initial values not feasible, r(1400)" in mvtobit model
  • From: Nimanthika Lokuge <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Nick Cox <[email protected]>
• Re: st: Multiple Sequential Merges
  • From: Steve Nakoneshny <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• Re: st: Terminating a loop when a certain value is reached.
  • From: Stephen Cranney <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Nick Cox <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Nick Cox <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• st: RE: Re: xttest2
  • From: Nicolas Francois <[email protected]>
• Re: st: Multiple Sequential Merges
  • From: Maarten Buis <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Nick Cox <[email protected]>
• Re: st: Loop through to Import Multiple Excel Files
  • From: daniel klein <[email protected]>
• Re: st: where's the code for -total- ?
  • From: Maarten Buis <[email protected]>
• [no subject]
  • From: Unknown
• Re: st: Loop through to Import Multiple Excel Files
  • From: Nick Cox <[email protected]>
• Re: st: where's the code for -total- ?
  • From: Nick Cox <[email protected]>
• Re: st: Calculating days between starts in MLB.
  • From: Nick Cox <[email protected]>
• st: Loop through to Import Multiple Excel Files
  • From: Lisa Wang <[email protected]>
• st: Multiple Sequential Merges
  • From: Lisa Wang <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: "JVerkuilen (Gmail)" <[email protected]>
• st: assumption test in panel-data
  • From: chuong huynh <[email protected]>
• Re: st: replicating 2 X 2 data from a paper
  • From: David Hoaglin <[email protected]>
• Re: st: where's the code for -total- ?
  • From: Richard Williams <[email protected]>
• st: where's the code for -total- ?
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: replicating 2 X 2 data from a paper
  • From: Adam Olszewski <[email protected]>
• st: Calculating days between starts in MLB.
  • From: "N. S. Miceli, Ph.D." <[email protected]>
• Re: st: question about Weighted Least Square(WLS)
  • From: Wu Zhang <[email protected]>
• st: replicating 2 X 2 data from a paper
  • From: "Ariel Linden, DrPH" <[email protected]>
• Re: st: RE: Re: Stata appears to be eating some string IDs when saving a file
  • From: "Dimitriy V. Masterov" <[email protected]>
• st: RE: Re: Stata appears to be eating some string IDs when saving a file
  • From: "David Radwin" <[email protected]>
• st: Re: Stata appears to be eating some string IDs when saving a file
  • From: "Dimitriy V. Masterov" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• Re: st: calculate column sum with survey weights
  • From: Stas Kolenikov <[email protected]>
• st: calculate column sum with survey weights
  • From: "Holod, Aleksandra" <[email protected]>
• Re: st: question about Weighted Least Square(WLS)
  • From: Richard Goldstein <[email protected]>
• st: question about Weighted Least Square(WLS)
  • From: Wu Zhang <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• Re: st: Re: Problem with graphs in separate tabs (Windows)
  • From: Dirk Enzmann <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: Re: Problem with graphs in separate tabs (Windows)
  • From: Scott Merryman <[email protected]>
• [no subject]
  • From: Unknown
• [no subject]
  • From: Unknown
• [no subject]
  • From: Unknown
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• st: quasi-GLS
  • From: Wu Zhang <[email protected]>
• Re: st: misreading excel numbers when imported in Stata 11.2
  • From: Dirk Enzmann <[email protected]>
• st: Re: Re: Dealing with missing values
  • From: Nick Cox <[email protected]>
• st: Re: Problem with graphs in separate tabs (Windows)
  • From: Dirk Enzmann <[email protected]>
• st: RE: Problem with graphs in separate tabs (Windows)
  • From: "David Radwin" <[email protected]>
• Re: st: Chow test quadratic effect
  • From: natalia malancu <[email protected]>
• st: Problem with graphs in separate tabs (Windows)
  • From: Dirk Enzmann <[email protected]>
• st: misreading excel numbers when imported in Stata 11.2
  • From: <[email protected]>
• st: Re: Re: Dealing with missing values
  • From: Clyde B Schechter <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Jeph Herrin <[email protected]>
• st: Re: xttest2
  • From: Christopher Baum <[email protected]>
• st: IV with multiple dummy endogenous variables
  • From: Phanwin Yokying <[email protected]>
• AW: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: "Klaus Pforr" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Maarten Buis <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: "JVerkuilen (Gmail)" <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• st: Two way fixed effect model - constant term
  • From: David Ashcraft <[email protected]>
• Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Maarten Buis <[email protected]>
• st: VAR - Impulse response to multiple shocks with different volume
  • From: "Vasilev, Konstantin" <[email protected]>
• st: xtlogit: panel data transformation's recast to double makes model incomputable
  • From: Tom <[email protected]>
• st: 19th UK Stata User Group meeting: Second Announcement and Call for Presentations
  • From: "Roger B. Newson" <[email protected]>
• Re: st: Auto-collapse all "quietly" blocks in .do file
  • From: Maarten Buis <[email protected]>
• Re: st: Terminating a loop when a certain value is reached.
  • From: Maarten Buis <[email protected]>
• Re: st: Re: Dealing with missing values
  • From: [email protected]
• st: running xttest2 (Breusch-Pagan)
  • From: nicolas87 <[email protected]>
• Re: st: Re: ivqreg
  • From: Hossein Zare <[email protected]>
• st: Increasing the size of the results window
  • From: Frank D Lopresti <[email protected]>
• Re: st: Re: ivqreg
  • From: William Buchanan <[email protected]>
• Re: st: Re: ivqreg
  • From: Hossein Zare <[email protected]>
• st: Re: Re: Stata appears to be eating some string IDs when saving a file
  • From: "Joseph Coveney" <[email protected]>
• st: Re: Dealing with missing values
  • From: "Joseph Coveney" <[email protected]>
• Re: st: Re: ivqreg
  • From: William Buchanan <[email protected]>
• st: Re: Dealing with missing values
  • From: "Joseph Coveney" <[email protected]>
• Re: st: Re: ivqreg
  • From: Hossein Zare <[email protected]>
• st: Dealing with missing values
  • From: Ching Wong <[email protected]>
• Re: st: Plotting results from Cox regression with a time-varying covariate
  • From: Adam Olszewski <[email protected]>
• st: Plotting results from Cox regression with a time-varying covariate
  • From: Erik Voeten <[email protected]>
• st: Estimating Smooth Transition AutoRegressive Models
  • From: Stata Andrzej <[email protected]>
• st: Auto-collapse all "quietly" blocks in .do file
  • From: Philip Longoni <[email protected]>
• st: RE: partialling out exogenous singleton fixed effects in iv-model (ivreg, ivregress)
  • From: "Schaffer, Mark E" <[email protected]>
• Re: st: Terminating a loop when a certain value is reached.
  • From: Jeph Herrin <[email protected]>
• Re: st: Terminating a loop when a certain value is reached.
  • From: Stephen Cranney <[email protected]>
• Re: st: Terminating a loop when a certain value is reached.
  • From: [email protected]
• Re: st: Stata Module with binary mata matrix files
  • From: [email protected]
• st: Instrumental Variables: discrete endogenous & continuous outcome
  • From: Phanwin Yokying <[email protected]>
• st: Stata Module with binary mata matrix files
  • From: George Vega Yon <[email protected]>
• Re: st: Terminating a loop when a certain value is reached.
  • From: Stephen Cranney <[email protected]>
• Re: st: proportion meta-analysis
  • From: David Hoaglin <[email protected]>
• Re: st: Chow test quadratic effect
  • From: David Hoaglin <[email protected]>
• Re: st: Terminating a loop when a certain value is reached.
  • From: Nick Cox <[email protected]>
• st: Terminating a loop when a certain value is reached.
  • From: Stephen Cranney <[email protected]>
• st: Re: Stata appears to be eating some string IDs when saving a file
  • From: "Dimitriy V. Masterov" <[email protected]>