Stata Parmest. In stata use the ssc command to do this or adoupdate if you already have an old version of parmest. The parmest package is described as below on my website.
If you then type help parmest then you will get the on line help for parmest including the options escal emac and evec. The new version fixes a bug which sometimes caused the parmby module to fail when processing very large datasets eg tens of millions of observations. A typical parmest resultsset.
Ado files can be used in interactive mode.
If you then type help parmest then you will get the on line help for parmest including the options escal emac and evec. Thanks as always to kit baum a new version of the parmest 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 parmest. The download facility on this website is mainly provided for.
