We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the...

Econometric estimation using simulation techniques, such as the efficient method of moments, may betime consuming. The use of ordinary matrix programming languages such as Gauss, Matlab, Ox or S-plus will very often cause extra delay. For the Efficient Method of Moments implemented to...

Identification of subgroups of patients for which treatment A is more effective than treatment B, and vice versa, is of key importance to the development of personalized medicine. Several tree-based algorithms have been developed for the detection of such treatment-subgroup interactions. In many...

The jackknife is a resampling method that uses subsets of the original database by leaving out one observation at a time from the sample. The paper outlines a procedure to obtain jackknife estimates for several inequality indices with only a few passes through the data. The number of passes is...

We show how the rootogram - a graphical tool associated with the work of J. W. Tukey and originally used for assessing goodness of fit of univariate distributions - can help to diagnose and treat issues such as overdispersion and/or excess zeros in regression models for count data. Two empirical...

The jackknife is a resampling method that uses subsets of the original database by leaving out one observation at a time from the sample. The paper develops fast algorithms for jackknifing inequality indices with only a few passes through the data. The number of passes is independent of the...

Estimation procedures for ordered categories usually assume that the estimated coefficients of independent variables do not vary between the categories (parallel-lines assumption). This view neglects possible heterogeneous effects of some explaining factors. This paper describes the use of an...

Cognitive diagnosis models (CDMs) are an increasingly popular method to assess mastery or nonmastery of a set of fine-grained abilities in educational or psychological assessments. Several inference techniques are available to quantify the uncertainty of model parameter estimates, to compare...

In seasonal adjustment a time series is considered as a juxtaposition of several components, the trend-cycle, and the seasonal and irregular components. The Bureau of the Census X-11 method, based on moving averages, correction of large errors and trading day adjustments, has long dominated....

In explaining wage or income by personal attributes (e.g. educational attainment, age, and ethnicity) in a regression model, many researchers choose to use the log of wage or income as the dependent variable and then to estimate the unknown coefficients by some version of the least-squares...