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 chi-square 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. 54--87.
- 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, element-by-element 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