New version of parmest on SSC

[Roger Newson]

Thanks yet again to Kit Baum, a new version of the parmest package is now available for download from SSC. In Stata, use the ssc command to do this, or adoupdate if you already have an old version of parmest.

The parmest package is described as below on my website The new version has been updated to Stata Version 16 (using data frames), and the modules parmest, parmby and metaparm now have a frame() option, allowing the user to save resultssets to new data frames This version is only the first Stata 16 version of parmest, and I will be thinking about further improvements as I experiment with the new version and Stata 16 develops.

Users of obsolete versions of Stata can still download the Stata 11, 10, 9, 8, 7, 6 and 5 versions of parmest by typing, in Stata,

net from "http://www.rogernewsonresources.org.uk/"

and selecting and downloading the version required.

Best wishes

Roger

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package parmest from http://www.rogernewsonresources.org.uk/stata16
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TITLE
parmest: Create datasets with 1 observation per estimated parameter

DESCRIPTION/AUTHOR(S)
The parmest package has 4 modules: parmest, parmby, parmcip and metaparm.
parmest creates an output dataset, with 1 observation per parameter of the
most recent estimation results, and variables corresponding to parameter names,
estimates, standard errors, z- or t-test statistics, P-values, confidence
limits and other parameter attributes. parmby is a quasi-byable extension to
parmest, which calls an estimation command, and creates a new dataset, with 1
observation per parameter if the by() option is unspecified, or 1 observation
per parameter per by-group if the by() option is specified. parmcip inputs
variables containing estimates, standard errors and (optionally) degrees of
freedom, and computes new variables containing confidence intervals and
P-values. metaparm inputs a parmest-type dataset with 1 observation for each
of a set of independently-estimated parameters, and outputs a dataset with
1 observation for each of a set of linear combinations of these parameters,
with confidence intervals and P-values, as for a meta-analysis. The output
datasets created by parmest, parmby or metaparm may be listed to the Stata
log and/or saved to a new data frame and/or saved to a file and/or retained
in the current data frame (overwriting any pre-existing dataset).

Author: Roger Newson
Distribution-Date: 11april2020
Stata-Version: 16

INSTALLATION FILES (click here to install)
metaparm.ado
parmby.ado
parmcip.ado
parmest.ado
metaparm.sthlp
metaparm_content_opts.sthlp
metaparm_outdest_opts.sthlp
metaparm_resultssets.sthlp
parmby.sthlp
parmby_only_opts.sthlp
parmcip.sthlp
parmcip_opts.sthlp
parmest.sthlp
parmest_ci_opts.sthlp
parmest_outdest_opts.sthlp
parmest_resultssets.sthlp
parmest_varadd_opts.sthlp
parmest_varmod_opts.sthlp
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(click here to return to the previous screen)

[Abdur Rub]

Hi Mr. Newson,

Thank you for the post. I was wondering if you could help me out a bit on the parmest command.
I am using STATA 15 and when I use the code below

forvalues s = 1/2 {
  est use "$dt\RegModel"
  nlcom exp((DD0_30_S`s'-DD0_30_S0)*_b[DD0_30]+(DD30_45_S`s'-DD30_45_S0)*_b[DD30_45]+(DD45_inf_S`s'-DD45_inf_S0)*_b[DD45_inf]) - 1, post
  parmest, format(estimate min95 max95 %10.0g p %8.le) saving ("$dt\WarmImpactS`s'.dta", replace)
}

I get the following error:

this is version 15.1 of Stata; it cannot run version 16.0 programs
You can purchase the latest version of Stata by visiting http://www.stata.com.

Could you please help me find a way to run this code on STATA15?

[Luca Salerno]

I have the same problem with Stata14.2

A workaround is, as Roger Newson described for Stata 11 and older, to use:
net from "http://www.rogernewsonresources.org.uk/"
and then select parmest from Stata 11 (Stata12-15 do not contain the command) and install it.

[Joshua Mandell]

Thank you for the update.

Is it possible for the frames created by parmest and parmby to include the labels of the x and y variables from the svy estimation command they are writing to a frame?

I'm using Stata 18.