Stata Parmest. These can be downloaded from two sites namely from the the statistical software components ssc archive site and from this website. In stata use the ssc command to do this or adoupdate if you already have an old version of parmest.
Parmest and parmby my first response to this problem was parmest which saves the results of the most recent stata estimation command as a data set with 1 observation per parameter and data on parameter names labels estimates confidence limits and p values. If you then type help parmest then you will get the on line help for parmest including the options escal emac and evec. A user who wants the latest version of a package should download from ssc if the user s version of stata is ccompatible with the latest version of the package.
The new version fixes a bug which sometimes caused the parmby module to fail when processing very large datasets eg tens of millions of observations.
Some of roger newson s stata packages. Variable name storage type variable label parm str9 parameter name label str8 parameter label. The parmest package is described as below on my website. Descsave list name type varlab clean noobs subvar abbr 32.
