This page contains Gauss statistical, utility, and graphic procedures. Larger packages I've written are available at my statistical software page. You may prefer a zip file containing all the procedures below (last update: 8/20/2005).
Statistics

Amelia, A package for imputing missing values
 cdfNorm, pdfNorm unstandardized CDF and PDF of the normal
 cMeanc, cMeanWc, meanSE, conditional means and other statistics
 dens, Kernel density estimation
 EI, a package for ecological inference
 fisherZ, fisherZi, Fisher's Z transformation and its inverse
 GEC, estimate the generalized event count model
 hyperg, hypergeometric pmf
 lcdfnormI, lncdfn2 for an unstandarized normal
 logit, logitI, Mlogit, MlogitI, univariate and multivariate logistic transformation and inverse
 lpdfNorm, lnpdfMN, lnpdfmt, log of the univariate and multivariate normal, and the Student's t pdfs
 MaxLik, various MLE models and sample datasets
 meanWc, weighted means (handles missings well)
 PDFs, David Baird's PDFs, CDFs, random numbers
 reg, regR, regV, regVr, regression, with linear restrictions, and both with Variable name entry
 regRand, regression with approximate randomization
 ReLogit, ReLogitQ, Rare Events Logistic Regression, logit with corrections for rare events and selection on Y
 rndCHI, random chisquare draws
 rndMN, rndMT, random (unstandardized) multivariate normal and Student's t draws
 rndSmpl, rndSmpl2, random samples with or without replacement
 sechol, shows how to take an approximate Cholesky decomposition for almost any matrix. Useful for optimization routines when the Hessian is not invertable. See Jeff Gill and Gary King. "What to do When Your Hessian is Not Invertible: Alternatives to Model Respecification in Nonlinear Estimation," Sociological Methods and Research, Vol. 32, No. 1 (2004): Pp. 5487.
 truncNorm, various truncated normal distributions & random numbers
Utilities
 bin2dec, dec2bin, [un]compress large binary matrices into a small decimal vectors
 delifAll, selifAll, trimAll, vputAll, delif, selif, trimr, or vput for vectors of variables
 exist, Does file exist on disk?
 ICPSR, change ICPSR to alphabetical state codes
 in, Tests whether one set is contained in another
 invRV, recode infinities
 ismissM, MKmissM, elementbyelement matrix version of ismiss and miss
 loadA, loadVars load ascii file into matrix or variables
 makeFac, makeFacN, creates factorial or labeled factorial designs
 mat2str, str2mat matrix to string and back
 missR, finds missing values in set of variables
 prtV, nicely print set of variables
 rndInx, randomly permute rows of a set of variables
 scalOne, scalZero, check for scalar one or zero
 seqaS, seqaSE creates vector of evenly spaced points without or with end points
 strStrip, strip and format a string
 subdat, subdatV loads submatrix of dataset into matrix or variables
 token2, more flexible string parser, faster for larger strings
 Vin, checks if variable is in a data buffer
 vreadAll, dumps data buffer to memory in stored variable names
 vrename, rename element in data buffer