Thanks once again to Kit Baum, new version of the parmest package (superseding last week's version) 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 parmest package is described as below on my website. The new version fixes a bug/feature in the parmby module, which crept in in last week's version and which caused parmby not to output a by-group header when echoing the estimation command results for a by-group. This has been fixed.

Best wishes

Roger

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package parmest from http://www.rogernewsonresources.org.uk/stata16
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TITLE
parmest: Create datasets with 1 observation per estimated parameter

DESCRIPTION/AUTHOR(S)
The parmest package has 4 modules: parmest, parmby, parmcip and metaparm.
parmest creates an output dataset, with 1 observation per parameter of the
most recent estimation results, and variables corresponding to parameter names,
estimates, standard errors, z- or t-test statistics, P-values, confidence
limits and other parameter attributes. parmby is a quasi-byable extension to
parmest, which calls an estimation command, and creates a new dataset, with 1
observation per parameter if the by() option is unspecified, or 1 observation
per parameter per by-group if the by() option is specified. parmcip inputs
variables containing estimates, standard errors and (optionally) degrees of
freedom, and computes new variables containing confidence intervals and
P-values. metaparm inputs a parmest-type dataset with 1 observation for each
of a set of independently-estimated parameters, and outputs a dataset with
1 observation for each of a set of linear combinations of these parameters,
with confidence intervals and P-values, as for a meta-analysis. The output
datasets created by parmest, parmby or metaparm may be listed to the Stata
log and/or saved to a new data frame and/or saved to a file and/or retained
in the current data frame (overwriting any pre-existing dataset).

Author: Roger Newson
Distribution-Date: 12november2020
Stata-Version: 16

INSTALLATION FILES (click here to install)
metaparm.ado
parmby.ado
parmcip.ado
parmest.ado
metaparm.sthlp
metaparm_content_opts.sthlp
metaparm_outdest_opts.sthlp
metaparm_resultssets.sthlp
parmby.sthlp
parmby_only_opts.sthlp
parmcip.sthlp
parmcip_opts.sthlp
parmest.sthlp
parmest_ci_opts.sthlp
parmest_outdest_opts.sthlp
parmest_resultssets.sthlp
parmest_varadd_opts.sthlp
parmest_varmod_opts.sthlp
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