Thanks as always to Kit Baum, a new version of the parmhet 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 parmhet.
The parmhet package is described as below on my website. The new version has been updated to Stata Version 16, and has a frame() option, enabling the resultsset to be saved to a data frame, like my other resultsset-generating commands.
Users of Stata Versions 10 to 15 can still download the old Stata 10 version of parmhet from my website by typing, in Stata,
net from https://www.rogernewsonresources.org.uk/stata10
and selecting and downloading parmhet.
Best wishes
Roger
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package parmhet from https://www.rogernewsonresources.org.uk/stata16
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TITLE
parmhet: Heterogeneity tests in parmest resultssets
DESCRIPTION/AUTHOR(S)
parmhet and parmiv are designed for use with parmest resultssets,
which have one observation per estimated parameter and data on
parameter estimates. parmhet inputs variables containing parameter
estimates, standard errors and (optionally) degrees of freedom, and
outputs an output dataset (or resultsset) with one observation, or one
observation per by-group, and data on heterogeneity test statistics on
the input parameters in the dataset or by-group. The output dataset
can be listed to the Stata log, saved to a data frame, saved to a disk
file, or written to memory, overwriting the existing dataset.
Optionally, parmhet may also add variables to the existing dataset,
containing inverse-variance weights and/or semi-weights and/or
semi-weight-based standard errors. These additional variables may
then be input to the metaparm module of the parmest package, to
produce summary meta-analysed parameter estimates, using the
fixed-effect method or the DerSimonian-Laird randomly-variable-effect
method. parmiv is a routine intended for use by programmers, and
inputs variables containing estimates, standard errors and
(optionally) degrees of freedom, and outputs additional variables in
the existing dataset, containing inverse-variance weights and/or
semi-weights and/or semi-weight-based standard errors and/or
heterogeneity test statistics for the dataset or by-group.
Author: Roger Newson
Distribution-Date: 16november2025
Stata-Version: 16
INSTALLATION FILES (click here to install)
parmhet.ado
parmiv.ado
parmhet.sthlp
parmhet_basic_opts.sthlp
parmhet_resultsset_opts.sthlp
parmhet_hettest_opts.sthlp
parmhet_resultsset.sthlp
parmiv.sthlp
ANCILLARY FILES (click here to get)
parmhet_example1.dta
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(click here to return to the previous screen)
The parmhet package is described as below on my website. The new version has been updated to Stata Version 16, and has a frame() option, enabling the resultsset to be saved to a data frame, like my other resultsset-generating commands.
Users of Stata Versions 10 to 15 can still download the old Stata 10 version of parmhet from my website by typing, in Stata,
net from https://www.rogernewsonresources.org.uk/stata10
and selecting and downloading parmhet.
Best wishes
Roger
-----------------------------------------------------------------------------------------------------------------------------------------------------------
package parmhet from https://www.rogernewsonresources.org.uk/stata16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
TITLE
parmhet: Heterogeneity tests in parmest resultssets
DESCRIPTION/AUTHOR(S)
parmhet and parmiv are designed for use with parmest resultssets,
which have one observation per estimated parameter and data on
parameter estimates. parmhet inputs variables containing parameter
estimates, standard errors and (optionally) degrees of freedom, and
outputs an output dataset (or resultsset) with one observation, or one
observation per by-group, and data on heterogeneity test statistics on
the input parameters in the dataset or by-group. The output dataset
can be listed to the Stata log, saved to a data frame, saved to a disk
file, or written to memory, overwriting the existing dataset.
Optionally, parmhet may also add variables to the existing dataset,
containing inverse-variance weights and/or semi-weights and/or
semi-weight-based standard errors. These additional variables may
then be input to the metaparm module of the parmest package, to
produce summary meta-analysed parameter estimates, using the
fixed-effect method or the DerSimonian-Laird randomly-variable-effect
method. parmiv is a routine intended for use by programmers, and
inputs variables containing estimates, standard errors and
(optionally) degrees of freedom, and outputs additional variables in
the existing dataset, containing inverse-variance weights and/or
semi-weights and/or semi-weight-based standard errors and/or
heterogeneity test statistics for the dataset or by-group.
Author: Roger Newson
Distribution-Date: 16november2025
Stata-Version: 16
INSTALLATION FILES (click here to install)
parmhet.ado
parmiv.ado
parmhet.sthlp
parmhet_basic_opts.sthlp
parmhet_resultsset_opts.sthlp
parmhet_hettest_opts.sthlp
parmhet_resultsset.sthlp
parmiv.sthlp
ANCILLARY FILES (click here to get)
parmhet_example1.dta
-----------------------------------------------------------------------------------------------------------------------------------------------------------
(click here to return to the previous screen)
