Stata Journal Volume 21 Number 2: Table of contents

(Click on the title to view the abstract or to order the article.)

Articles and Columns

Michael Hills (1934–2021)

 

The BDS test of independence

C. F. Baum, S. Hurn, and K. Lindsay

“What good is a volatility model?" A reexamination after 20 years

C. F. Baum and S. Hurn

Weighted mixed-effects dose–response models for tables of correlated contrasts

N. Orsini

Estimating and evaluating personalized treatment recommendations from randomized trials with ptr

M. Pierce and R. Emsley

Extending the Kitagawa–Oaxaca–Blinder decomposition approach to panel data

H. Kröger and J. Hartmann

Stacked linear regression analysis to facilitate testing of hypotheses across OLS regressions

M. Oberfichtner and H. Tauchmann

Maximum likelihood estimation of an across-regime correlation parameter

G. Calzolari, M. G. Campolo, A. Di Pino, and L. Magazzini

Event studies with daily stock returns in Stata: Which command to use?

T. Kaspereit

Bootstrap internal validation command for predictive logistic regression models

B. M. Fernandez-Felix, E. García-Esquinas, A. Muriel, A. Royuela, and J. Zamora

Determining relative importance in Stata using dominance analysis: domin and domme

J. N. Luchman

Speaking Stata: Front-and-back plots to ease spaghetti and paella problems

N. J. Cox

Erratum: Speaking Stata: Loops, again and again

N. J. Cox

Notes and Comments

Software Updates

Software Updates