Relative distribution analysis in Stata

Meta-analysis in Stata using gllamm.

There are several user-written programs for performing meta-analysis in Stata (Stata Statistical Software: College Station, TX: Stata Corp LP). These include metan, metareg, mvmeta, and glst. However, there are several cases for which these programs do not suffice. For instance, there is no software for performing univariate meta-analysis with correlated estimates, for multilevel or hierarchica...

Bayesian Analysis in Stata using WinBUGS

WinBUGS is a program for Bayesian model fitting by Gibbs sampling. WinBUGS has very limited facilities for data handling while Stata has no routines for Bayesian analysis, and as a result there is a lot to be gained by running Stata and WinBUGS in combination. A set of ado files are presented that enable data to be processed in Stata, passed to WinBUGS for model fitting and the results read bac...

Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata

This paper considers two recently proposed semiparametric estimators for distribution-free binary response models under a conditional median restriction. It shows that these estimators can be implemented in Stata using nl through simple modifications to the nonlinear least squares probit criterion function. We then introduce dfbr, a new Stata command which implements these estimators, and provi...

A Handbook of Statistical Analysis Using Stata

Robust Regression in Stata

In regression analysis, the presence of outliers in the data set can strongly distort the classical least squares estimator and lead to unreliable results. To deal with this, several robust-to-outliers methods have been proposed in the statistical literature. In Stata, some of these methods are available through the commands rreg and qreg. Unfortunately, these methods only resist to some specif...