The cendif module is part of the somersd package, and calculates confidence intervals for the Hodges–Lehmann median difference between values of a variable in two subpopulations. The traditional Lehmann formula, unlike the formula used by cendif, assumes that the two subpopulation...

In an attempt to learn Mata I have translated the LARS package, written for R by Trevor Hastie and Brad Efron, into Mata. The LARS package is an efficient implementation of an entire lasso sequence with the cost of a single least-squares estimation. Mata and R/S+ are incredibly similar in terms...

Distributive analysis typically consists in estimating summary measures capturing aspects of the distribution of sample points beyond central tendency. Stochastic dominance analysis is also central for comparisons of distributions. Unfortunately, data contamination, and extreme data more...

This article presents a Stata program (sensatt) that implements the sensitivity analysis for matching estimators proposed by Ichino, Mealli and Nannicini (2007). The analysis simulates a potential confounder in order to assess the robustness of the estimated treatment effects with respect to...

Three different methods have been suggested in the econometrics literature to deal with the initial conditions problem in dynamic Probit models for panel data. Heckman (1981) suggest to approximate the reduced form marginal probability of the initial state with a Probit model and allow free...

An overview of using Stata to perform candidate gene association analysis will be presented. Areas covered will include data manipulation, Hardy–Weinberg equilibrium, calculating and plotting linkage disequilibrium, estimating haplotypes, and interfacing with external programs.

A new command metamiss performs meta-analysis when some or all studies have missing data. A variety of assumptions are available, including missing-at-random, missing=failure, worst and best cases, and incorporating a user-specified prior distribution for the degree of informative missingness....

This talk discusses ineqrbd, a program for OLS regression-based decomposition suggested by G.S. Fields (“Accounting for Income Inequality and Its Change: A New Method, with Application to the Distribution of Earnings in the United States”, Research in Labor Economics, 2003). It provides an...

WinBUGS is a program for Bayesian model fitting by Gibbs sampling. WinBUGS has limited facilities for data handling, whereas Stata has excellent data handling but no routines for Bayesian analysis; therefore, much can be gained by running Stata and WinBUGS together. This talk explains the use of...

Stata has for a long time the capability of imposing the constraint that parameters are a linear function of one another. It does not have the capability to impose the constraint that if a set of parameters change (due to interaction terms) they will maintain the relative differences among them....