Thanks as always to Kit Baum, a new version of the factext 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 factext.

The factext package is described as below on my website. The new version is updated to Stata Version 16 and uses frames instead of files. It also fails without error if there are no factors to be found in the parmest resultsset..

Best wishes

Roger


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package factext from http://www.rogernewsonresources.org.uk/stata16
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TITLE
factext: Extract factor values from a label variable created by parmest

DESCRIPTION/AUTHOR(S)
factext is intended for use after the programs parmest or parmby.
These are part of the parmest package, which can be downloaded from
SSC, and which create output datasets (or resultssets) with one
observation per parameter of the most recently fitted model. It is
used when the fitted model contains factors (categorical
variables), in which case some of the parameters correspond to
dummy variables in the original dataset, indicating individual
values of these factors. These dummy variables are usually created
by xi, by tabulate, by John Hendrickx's desmat package. For
continuous predictor variables, similar dummy-like variables, known
as reference splines, can be created using the SSC package
polyspline, or the flexcurv and frencurv modules of the SSC package
bspline, with the labprefix() option. factext is used to create
new factors with the same names in the new dataset created by
parmest. These new factors can be used to make confidence interval
plots and/or tables. Each new factor is assigned the appropriate
value in observations belonging to parameters belonging to the
factor, and missing values in other observations. The values of
these factors are usually extracted from the label variable in the
dataset created by parmby or parmest. If the model contains
categorical factors, then the :label variable will have values of
the form

"factor_name==value"

in observations belonging to parameters belonging to these factors.
The names of the factors to be re-created are specified in the
newvarlist if it is present, and otherwise are specified by the
factor_names. The factor values are specified in the values.

Author: Roger Newson
Distribution-Date: 19november2020
Stata-Version: 16

INSTALLATION FILES (click here to install)
factext.ado
factext.sthlp
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