Testing for the presence of autocorrelation in a time series is a common task for researchers working with time series data. The standard Q test statistic, introduced by Box and Pierce (1970) and refined by Ljung and Box (1978), is applicable to univariate time series and to testing for...

Network meta-analysis involves synthesising the scientific literature comparing several treatments. Typically, two-arm and three-arm randomized trials are synthesized, and the aim is to compare treatments that have not been directly compared and often to rank the treatments. A difficulty is that...

Factor variables are defined as categorical variables with integer values, which may represent values of some other kind, specified by a value label. We frequently want to generate such variables in Stata datasets, especially resultssets, which are output Stata datasets produced by Stata...

Social scientists are increasingly fitting multilevel models to datasets in which a large number of individuals (N ~ several thousands) are nested within each of a small number of countries (C ~ 25). The researchers are particularly interested in “country effectsâ€, as summarized by...

Math, when written carefully, can represent a model perfectly. Stata syntax, when written correctly, can represent a model perfectly. Everyone is supposed to understand math, but I have encountered those who do not. I personally think everyone should understand Stata syntax, but again, I have...

The "workhorse" model for analysing discrete choice data, the conditional logit model, can be implemented in Stata using the official clogit and asclogit commands. While widely used, this model has several well-known limitations that have led researchers in various disciplines to consider more...

The simsam package, released earlier this year, allows versatile sample-size calculation (calculating sample size required to achieve given statistical power) using simulation for any method of analysis under any statistical model that can be programmed in Stata. Simulation is particularly...

Stata 13's new power command performs power and sample-size analysis. The power command expands the statistical methods that were previously available in Stata's sampsi command. I will demonstrate the power command and its additional features, including the support of multiple study scenarios...

Because impact evaluation is an important tool that guides public policy decisions and because applying impact evaluation is a rigorous process, we must generate examples of how impact evaluation methodologies apply to the Mexican context. To this end, we have used nonexperimental methodologies...

The main purpose of this work is to discuss Stata’s capability to implement customized likelihood functions compared with Gauss’s. I compare these two high-level programming languages with built-in function libraries and graphic routines. Overall, Stata’s features seem best suited for...