llrtest: performs a likelihood ratio test between two nested models. To use this program you will need either to install Jim LeSage's Econometrics toolbox or to install his chis_prb m-file.
waldtest: performs a wald test on the parameters of a model. Does not require from the user to specify the complete matrix of constraints. You can simply tell it for which parameters you want to test if they equal some value for instance. Or, you could also very easily test for the equality of a group of parameters. To use this program you will need either to install Jim LeSage's Econometrics toolbox or to install his chis_prb m-file.
subjectid: creates a matrix z with on each row random integers between 1 and width(z). I use this if, for instance, I need random subject numbers for 7 subjects over 20 periods for an experiment (z=subjectid(7,20)).
openrule: this gives the stationary subgame perfect equilibrium outcome (it computes the number of members in the coalition, the share to the proposer, and the share to the other coalition members) for the open rule game described in Baron and Ferejohn (1989), Bargaining in Legislatures, APSR, pp. 1181-1206.
Abstract: The program reoprob that estimates a random-effects ordered probit model is presented and shown to be significantly faster than gllam6. This increase in speed stems from the use of analytical first derivatives in the computation of the quasi-newton step.
To dowload my program which estimates a random-effets ordered probit just type "findit reoprob" from the Stata command window.
A new version is available (you will see it using findit). This new version corrects a small glitch which sometimes made reoprob unexpectedly exit. Special thanks to David Cooper for pointing it out and Vince Wiggins for suggesting a way to fix the problem. It was published as sg158.1 in the STB 61.
Superxt is simply going through different starting values and different number of quadrature points to find a solution when the default does not converge. It only goes through 6 possible starting values, failure to converge by superxt does not mean there isn't a starting value or number of quadrature points for which it would converge. You can also use superxt to force the xt command to start with the estimate from the associated non-xt command and a rho of your choice.
Simply download the ado and help file to your ado/personal folder: superxt.ado and superxt.hlp.
apsa.shl: If you want to submit a paper to a journal affiliated with the APSA such as the APSR, you can use this shell. Download the apsa shell to your ..\Shells\Journal Articles directory. When you open a new document, select Journal Articles and apsa.
SWP Survival Guide: something David Hineline and I wrote as graduate students but never finished. Nonetheless, it might has some useful information.