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------- regression program functions ------------------------
ar_g - Gibbs sampling Bayesian AR model
bma_g - Bayesian model averaging
egarchm - EGARCH(p,q)-in-Mean regression model
hmarkov_em - Hamilton's markov switching model
hwhite - White's hetero consistent estimates
lad - least-absolute deviation estimates
lmtest - LM test
logit - logit regression
nwest - Newey-West hetero/serial consistent estimates
ols - ordinary least-squares
ols_g - Gibbs sampling Bayesian regression model
olsar1 - max like for ols with AR(1) errors
olsc - Cochrane-Orcutt ols with AR(1) errors
olst - regression with t-distributed errors
probit - probit regression
probit_g - Gibbs sampling Bayesian probit regression
ridge - ridge regression
robust - robust regression
rtrace - ridge estimates vs parameters (plot)
sur - seemingly unrelated regression
theil - Theil-Goldberger mixed estimation
thsls - three-stage least-squares regression
tobit - tobit regression
tobit_g - Gibbs sampling Bayesian tobit regression
tsls - two-stage least-squares regression
waldf - Wald F-test
-------- Demonstration programs ---------------------------
ar_gd - demos ar_g
bma_gd - demos bma_g
demo_all - demos all regression functions
egarchm_d - demo of egarch(p,q)-in-mean regression
hmarkov_emd - demo of hamiltons markov model
hmarkov_emd2 - demo of hamiltons markov model
hwhite_d - H. White's hetero consistent estimates demo
lad_d - demonstrates lad regression
lmtest_d - demo of LM test
logit_d - demonstrates logit regression
neweyw_d - demonstrates Newey-West regression
ols_d - demonstrates ols regression
ols_d2 - Monte Carlo demo using ols regression
ols_gd - demonstrates ols_g regression
olsar1_d - demonstrates olsar1 regression
olsc_d - Cochrane-Orcutt demo program
olst_d - olst demo program
probit_d - probit regression demo
probit_gd - demo for probit_g
ridge_d - ridge regression demo
robust_d - robust regression demo
sur_d - sur regression demo using grun.data
mixed_d - demonstrates Theil mixed estimation
thsls_d - three-stage least-squares demo
tobit_d - tobit regression demo
tobit_d2 - tobit right-censoring regression demo
tobit_gd - demo for tobit_g
tobit_gd2 - right-censoring tobit_g demo
tsls_d - two-stage least-squares demo
waldf_d - Wald F-test
-------- Support routines ------------------------
ar1_like - used by olsar1 (likelihood)
bmapost - log posterior used by bma_g
hmarkov_llf - likelihood used by hmarkov_em
hmarkov_llf2 - likelihood used by hmarkov_em
egarchm_likm - likelihood used by egarchm
find_new - used by bma_g
grun.data - Grunfeld's data for sur_d
grun.doc - Grunfeld's data documentation
hessian - determines hessian for tobit
gradt - determines gradient for tobit
stepsize - used by tobit
lo_like - used by logit (likelihood)
mcov - used by hwhite
olse - ols routine used by sur
pr_like - used by probit (likelihood)
plt_eqs - plots multi-eqs regression output (thsls,sur)
plt_reg - plots any regression structure output
prt_eqs - prints multi-eqs regression output (thsls,sur)
prt_gibbs - prints Gibbs sampling model results
prt_reg - prints any regression structure output
sample - used by bma_g
to_like - used by tobit (likelihood)
chis_prb - computes chi-squared probabilities
fdis_prb - computes F-statistic probabilities
norm_cdf - used by probit, pr_like
norm_pdf - used by prt_reg, probit
stdn_cdf - used by norm_cdf
stdn_pdf - used by norm_pdf
tdis_prb - computes t-statistic probabilities