THE STATA NEWS
STATA
Volume 18 Number 2 www.stata.com
April/May/June 2003
Searchable Statalist archives P. 2
From the Stata Bookstore P. 2
Stata Users’ Group meetings P. 4
Inside this issue:
Stata software for generalized linear measurement
error models 1
Stata 8 now supports plug-ins 1
Do you subscribe to the Stata Journal? 1
Searchable Stata archives now available 2
What is Statalist? 2
Coming soon from Stata Press 2
From the Stata Bookstore 2
Latest NetCourse schedule 3
Stata Users’ Group meetings 4
Stata software for generalized linear
measurement error models
Three new commands are available to download and use with Stata 8
to t generalized linear models when one or more covariates are
measured with error. These new commands allow adjustments to
be made using
• Instrumental variables
• Regression calibration
• Simulation/extrapolation (SIMEX)
The software was developed by R. J. Carroll, J. Hardin, and
H. Schmiediche and its development was partly funded by the National
Institutes of Health, National Center for Research Resources, Grant
Number 5R44RR12435-03. The SIMEX method is very computationally
intensive, and this new implementation of it is the fastest ever.
For those interested in this topic, we also recommend the book
Measurement Error in Nonlinear Models by R. J. Carroll, D. Ruppert,
and L. A. Stefanski (Chapman & Hall, 1995), which is available from
the Stata Bookstore.
To download the new commands, type
. net from http://www.stata.com/merror
. net install merror
These commands are implemented using Stata 8’s new plug-in features,
which allow code written in C to be added to Stata. This means that
the new commands are fast.
For further discussion on measurement error and the software, point
your browser to http://www.stata.com/merror/. In addition to a brief
discussion, you will nd the 162 slides from the one-day workshop
on measurement error presented at the North American Users’ Group
Meeting by Ray Carroll, James Hardin, and Henrik Schmiediche, along
with drafts of four papers to appear in the Stata Journal.
Stata 8 now supports plug-ins
Developers at StataCorp have long followed a programming model
that involves writing the majority of code in the ado language, while
relegating computationally-intensive tasks to the Stata executable,
which is written in the C programming language. With Stata’s newly-
added plug-in support, users can now follow this programming model
as well.
A “plug-in” is generally dened as a piece of software that adds extra
features to a software package. In the context of Stata, a plug-in
consists of compiled code (written in C) that a user may attach to the
Stata executable, thus, in effect, creating a new and customized Stata
executable.
Plug-ins can serve as useful and integral parts of Stata user-written
commands. Because they consist of compiled code, plug-ins run just
as fast as if they were part of the ofcial Stata executable. As such,
they can speed up the execution of computationally intensive portions
of commands that would otherwise have to be written using Stata’s
ado language. Plug-ins can be used to speed up calculations that
require looping over the observations in the data, require looping
over the elements of large matrices, or are otherwise too intricate to
be efciently coded in the ado language.
An easy-to-use syntax provides a straightforward method for passing
data and communicating results between plug-ins and the Stata
executable.
For more information, including documentation on the use of plug-ins,
see http://www.stata.com/support/plugins/.
Do you subscribe to the Stata Journal?
The Stata Journal is a refereed publication that focuses on articles
of interest to all Stata users, from beginner to advanced. The most
recent issue includes articles about kernel density estimation, two-stage
probit least squares, multiple-test procedures and smile plots, serial
correlation in linear panel-data models, and odds ratios and logistic
regression. For more information, visit the Stata Journal web site at
http://www.stata-journal.com.
To subscribe to the Stata Journal, use the
enclosed bookstore order form or subscribe
online at
http://www.stata.com/bookstore/sj.html.
2
Coming soon from Stata Press
Title: Applied Longitudinal Data
Analysis for Epidemiology
Author: Jos W. R. Twisk
Publisher: Cambridge University Press
Copyright: 2003
Pages: 301; paperback
ISBN: 0-521-52580-2
Price: $34.75
Maximum Likelihood Estimation with Stata
(2nd edition)
Maximum Likelihood Estimation with Stata, second edition, is written
for researchers in all disciplines who need to t models using the
method of maximum likelihood. The second edition offers a wealth of
new material with most chapters updated to reect new features added
to the ml command since the publication of the rst edition.
Stata 8 introduced a host of new features for maximum likelihood
estimation, and the authors cover these features in detail. The new
features include
• linear constraints
• three new optimization algorithms (DFP, BFGS, and BHHH)
• outer product of gradients (OPG) variance estimator
• complete and automatic support for survey data analysis
In the nal chapter, the authors illustrate the major steps required to get
from log-likelihood function to fully operational estimation command.
This is done using several different models: logit and probit, linear
regression, Weibull regression, Cox proportional hazards model,
random-effects regression, and seemingly unrelated regression.
This new text is currently in press and will be available in July. Visit
http://www.stata-press.com/books/ml.html. Orders may be placed
now online or using the enclosed bookstore order form.
From the Stata Bookstore
Applied Longitudinal Data Analysis for
Epidemiology
In Applied Longitudinal Data Analysis for Epidemiology: A
Practical Guide, Jos W. R. Twisk provides an intuitive introduction
to estimation techniques that are widely applied to longitudinal data
by epidemiologists. Twisk covers ANOVA, MANOVA, generalized
estimating equations estimators for longitudinal data, and random
coefcient estimators. Rather than developing a rigorous introduction
to each method, Twisk builds an intuitive foundation for each of the
estimation frameworks and then uses these foundations to discuss how
to choose an estimation framework and interpret the estimates. In
addition, not only does Twisk discuss the available software for these
estimators, but he compares the different implementations available
in various packages, including Stata.
A complete table of contents, as well as online ordering information,
can be found at http://www.stata.com/bookstore/ldae.html. You
may also order using the enclosed bookstore order form.
Title: Maximum Likelihood
Estimation with Stata
(2nd edition)
Author: William Gould, Jeffrey Pitblado,
William Sribney
Publisher: Stata Press
Copyright: 2003 (available in July)
Pages: approximately 300; paperback
ISBN: 0-881228-83-5
Price: $42.00
Searchable Statalist archives now available
StataCorp now provides a searchable archive of all postings to Statalist.
The archive also allows you to view individual postings by thread or
by date. The archive is available at
http://www.stata.com/statalist/archive/
What is Statalist?
Statalist is a large, active group of users who exchange information
via email about using Stata. The list is not moderated, although it is
maintained by Marcello Pagano, Harvard School of Public Health.
We recommend that all Stata users (or even non-users who
have an interest in Stata) subscribe to Statalist. To subscribe,
unsubscribe, or obtain more information about Statalist, visit
http://www.stata.com/support/statalist/.
3
NC-101. Introduction to Stata
NC-101 is designed to take smart, knowledgeable people and turn them
into procient interactive users of Stata. The course covers not just
the obvious, such as getting data into Stata, but also covers detailed
techniques and tricks to make you a powerful Stata user. From web
update features and match-merging to using by groups and explicit
subscripting, many of Stata’s key concepts are explored.
NC-151. Introduction to Stata programming
NC-151 is intended for all Stata users. Through a combination of
lectures, example applications, and carefully chosen problems, the
course addresses the full range of methods and techniques necessary
to be most productive in the Stata environment. Beginning with
effective ways to organize both simple and complicated analyses
in Stata, NetCourse 151 then moves into programming elements
that can be used to work more efciently. Key programming topics
include macro processing, program ow of control, using do-les,
programming ado-les, Monte-Carlo simulations, and bootstrapped
standard errors.
Latest NetCourse
TM
schedule
The Stata NetCourses
TM
have been well-received by participants, as is
reected in the following remarks:
• “I thought the material was excellent. I was also impressed by the
opportunity the students had to ask questions and the efforts made
by the Course Leaders to answer them, regardless of how complicated
the question.”
• “I thought the NetCourse was superior because of the quality of the
notes and the emphasis on intuition.”
A NetCourse is a “lecture” posted to the NetCourse web site on Friday.
After reading the lecture over the weekend or on Monday, participants
can post questions and comments to the course discussion area.
Course Leaders respond to the questions and comments on Tuesday
and Thursday. The other participants are encouraged to amplify or
otherwise respond to the questions or comments as well. The next
lecture is then posted on Friday, and the process repeats. After the
last lecture, discussion continues for a few additional weeks until the
course concludes.
A brief summary of the upcoming NetCourses is listed below. For
more details on how NetCourses work and for course syllabi, visit
http://www.stata.com/info/products/netcourse.
From the Stata Bookstore
Introduction to Stata
Prerequisites
Stata 8
Dates offered
September 12 – October 24
Course Leaders
James Hassell, Allen McDowell, and Derek Wagner
Enrollment Deadlines
September 8
Price
$95
Introduction to Stata programming
Prerequisites
Stata 8; basic knowledge of using Stata interactively
Dates offered
September 12 – October 24
Course Leaders
Allen McDowell and Kevin Crow
Enrollment Deadlines
September 8
Price
$125
The Statistical Evaluation of Medical Tests
for Classication and Prediction
The Statistical Evaluation of Medical Tests for Classication and
Prediction by Margaret Sullivan Pepe begins with an overview of clinical
studies: their purpose, the two basic types of sample selection, paired
and unpaired observations, internal validity, and sources of bias. Eight
datasets that serve as motivation for examples are then introduced.
The next three chapters of the book discuss the different methods for
measuring accuracy, including the receiver operating characteristic
curve (ROC curve). The rest of the book discusses estimating these
measures of accuracy, accounting for covariates, dealing with various
forms of bias, and the phases of research for a medical test. Each
chapter contains concluding remarks and exercises for readers to test
their understanding of the material. Although the text itself does not
show how to use Stata to reproduce results presented in the book,
the book provides access to a web site that contains Stata datasets and
programs for that purpose.
A complete table of contents, as well as online ordering information,
can be found at http://www.stata.com/bookstore/pepe.html. You
may also order using the enclosed bookstore order form.
Title: The Statistical Evaluation
of Medical Tests for
Classication and Prediction
Author: Margaret Sullivan Pepe
Publisher: Oxford University Press
Copyright: 2003
Pages: 302; hardcover
ISBN: 0-198-50984-7
Price: $114.75
An enrollment form for the upcoming NetCourses has been
enclosed with the Stata News. You can also enroll online at
http://www.stata.com/info/products/netcourse/enrollment.html.
Introduction to Stata programming
Prerequisites
Stata 8; basic knowledge of using Stata interactively
Dates offered
September 12 – October 24
Course Leaders
Allen McDowell and Kevin Crow
Enrollment Deadlines
September 8
Price
$125
Introduction to Stata programming
Prerequisites
Stata 8; basic knowledge of using Stata interactively
Dates offered
September 12 – October 24
Course Leaders
Allen McDowell and Kevin Crow
Enrollment Deadlines
September 8
Price
$125
Introduction to Stata programming
Prerequisites
Stata 8; basic knowledge of using Stata interactively
Dates offered
September 12 – October 24
Course Leaders
Allen McDowell and Kevin Crow
Enrollment Deadlines
September 8
Price
$125
4
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USA WEB www.stata.com
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First Stata Users’ Group meeting in Germany
announcement and call for papers
The rst Stata users meeting ever held in Germany will take place at
Humboldt University in Berlin on 12 August 2003, which is one day
before the 54th session of the International Statistical Institute.
William Gould, President of Stata Corporation, will participate in the
meeting, along with Ulrich Kohler, author of Datenanalyse mit Stata.
This meeting provides a great opportunity for Stata users in Germany
to meet each other, share their experiences, and learn more about the
power of Stata from speakers and scientic papers.
The meeting is being organized by Dittrich & Partner
(http://www.dpc.de/), the German distributor of Stata. For more
information about attending the meeting or presenting talks or papers,
please contact Anke Mrosek ([email protected]).
When: 12 August 2003, 10:00 – 4:30
Where: Humboldt University, Berlin
Cost: To be announced
9th annual UK Stata Users’ Group meeting
proceedings
The ninth UK Stata Users’ Group meeting was hosted at the Royal
Statistical Society in London on 19–20 May 2003. The meeting was
organized by Sophia Rabe-Hesketh, Institute of Psychiatry, King’s
College London, and Stephen Jenkins, University of Essex, UK, with the
administrative support of Timberlake Consultants, who also generously
sponsored the speakers. William Gould, Roberto Gutierrez, and Chinh
Nguyen from StataCorp attended. This year’s meeting was distinctive
because of the record number of presentations from users with an
economics background (8 out of 18) and because of the international
nature of the audience. For example, there were participants from
Hungary, Germany, Norway, Luxembourg, and the United States, as
well as the UK.
Abstracts for the presented papers and a detailed summary of the
meeting can be found by visiting the Stata web site,
http://www.stata.com/support/meeting/9uk/.
Dublin Stata Users’ Group meeting
proceedings
The rst Dublin Stata users’ meeting was held at Trinity College Dub-
lin on 22 May 2003. The scientic organizers of the meeting were
Ronan Conroy, Royal College of Surgeons in Ireland, and Alan Kelly,
Trinity College Dublin, with some logistical help from Timberlake
Consultants.
Abstracts for the presented papers and a detailed summary of the
meeting can be found by visiting the Stata web site,
http://www.stata.com/support/meeting/1dublin/.
Stata Users’ Group meetings
