Thanks as always to Kit Baum, a new version of the esetran 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 esetran.
The esetran package is described as below on my website. The new version adds 2 additional transformations for estimates of proportions, namely the decreasing log-log transformation and the increasing complementary log-log transformation.
Best wishes
Roger
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package esetran from http://www.rogernewsonresources.org.uk/stata10
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TITLE
esetran: Transforming estimates and standard errors in parmest resultssets
DESCRIPTION/AUTHOR(S)
esetran is designed for use in parmest resultssets, which have one
observation per estimated parameter and data on parameter estimates.
It inputs 2 user-specified variables, containing the estimates and the
standard errors, and replaces them with the estimates and standard
errors of the same parameters after a user-specified transformation,
promoting their storage types to double precision if necessary.
Parameter values at the boundaries of the parameter range (such as the
logit of 1 or 0 or the hyperbolic arctangent of 1 or -1) are set to
sensible non-missing boundary values. The user can then use the
parmcip option of the parmest package to recalculate the t- and
z-statistics, symmetric confidence limits and P-values for the
transformed parameters, and use endpoint transformations on the
estimates and confidence limits to produce asymmetric confidence
intervals for back-transformed parameters. This practice is
especially useful if the user has produced symmetric confidence
intervals for scenario proportions and their differences, using
margins after a logistic regression, and needs to replace them with
asymmetric confidence intervals, which are more likely to have the
correct coverage probability.
Author: Roger Newson
Distribution-Date: 31july2015
Stata-Version: 10
INSTALLATION FILES (click here to install)
esetran.ado
esetran.sthlp
---------------------------------------------------------------------------------
(click here to return to the previous screen)
The esetran package is described as below on my website. The new version adds 2 additional transformations for estimates of proportions, namely the decreasing log-log transformation and the increasing complementary log-log transformation.
Best wishes
Roger
---------------------------------------------------------------------------------
package esetran from http://www.rogernewsonresources.org.uk/stata10
---------------------------------------------------------------------------------
TITLE
esetran: Transforming estimates and standard errors in parmest resultssets
DESCRIPTION/AUTHOR(S)
esetran is designed for use in parmest resultssets, which have one
observation per estimated parameter and data on parameter estimates.
It inputs 2 user-specified variables, containing the estimates and the
standard errors, and replaces them with the estimates and standard
errors of the same parameters after a user-specified transformation,
promoting their storage types to double precision if necessary.
Parameter values at the boundaries of the parameter range (such as the
logit of 1 or 0 or the hyperbolic arctangent of 1 or -1) are set to
sensible non-missing boundary values. The user can then use the
parmcip option of the parmest package to recalculate the t- and
z-statistics, symmetric confidence limits and P-values for the
transformed parameters, and use endpoint transformations on the
estimates and confidence limits to produce asymmetric confidence
intervals for back-transformed parameters. This practice is
especially useful if the user has produced symmetric confidence
intervals for scenario proportions and their differences, using
margins after a logistic regression, and needs to replace them with
asymmetric confidence intervals, which are more likely to have the
correct coverage probability.
Author: Roger Newson
Distribution-Date: 31july2015
Stata-Version: 10
INSTALLATION FILES (click here to install)
esetran.ado
esetran.sthlp
---------------------------------------------------------------------------------
(click here to return to the previous screen)
