Dirk Enzmann - Statistical Software (Some Useful Things)
Below you find some small executables, SPSS macros, EXCEL-templates, R functions (see: http://www.r-project.org/) and Stata ado-files I wrote for special calculations in statistical analyses. The executable programs are written in Pascal 7.0 and run under Windows (3.x, 9x, NT4, XP). The files can be downloaded and spread without further permisson under the condition that they remain unchanged. They have been tested as virus free. The author is not liable to any damages caused by their use. Comments on improvements are welcome.
BetaDiff:
Executable program for calculating confidence intervals and testing the significance of
the difference of two beta-coefficients from independent samples
BetaDiff.zip ( description
) ( download
)
Center:
SPSS macro for centering a set of variables (with listwise deletion of
missing cases); useful for computing products of variables for
interaction terms in regression analyses.
Center.sps ( download
)
CorrTot:
Executable program and R function for computing pooled means, standard
deviations and a pooled
correlation matrix from means, standard deviations and correlation
matrices of two independent samples
CorrTot.zip ( description
) ( download
) corrtot.r (R-function)
CovMat:
SPSS macro for writing a covariance matrix of a set of variables (with
listwise deletion of missing cases) to a text file
CovMat.sps ( download
)
Crosstabs:
R function to simulate the SPSS procedure
CROSSTABS.
crosstabs.r ( download
)
DumCode:
SPSS macro for creating dummy variables (indicator coding) of a nominal
variable. Useful for regression analyses with independent variables
that are categorical.
DumCode.sps ( download
)
Fa.promax:
R function to compute maximum likelihood factor analysis with varimax
and promax rotation; allows specification of promax power and sorting
of loadings; output
includes correlation matrix of factors and (optionally) matrices of
factor scores
fa.promax ( download
)
Freq:
R function to simulate the SPSS procedure
FREQUENCIES.
freq.r ( download
)
Hist.KDNC:
R function to plot a histogram overlayed by a
kernel density and a normal curve.
hist.kdnc.r ( download
)
IntGraph:
Excel-template for drawing interaction plots of a regression equation
with interaction term.
IntGraph.xlt ( description
) ( download
)
Kurtosis:
R function to compute the unbiased population
estimate or biased sample statistic of kurtosis.
kurtosis.r ( download
)
LogRegR2:
R function to calculate ChiČ model fit and RČ analogs (pseudo
RČ: McFadden's RČ, Cox & Snell index, Nagelkerke index)
of a logistic regression model obtained by glm(..., family =
'binomial').
LogRegR2.r ( download
)
MeanSD:
Executable program or computing interactively the mean and standard deviation of a
combined sample from up to 50 independent samples.
MeanSD.zip ( download
)
MeanSDF:
Same as MeanSD for up to 1000 samples and input file as input.
MeanSDF.zip ( description
) ( download
)
Median:
SPSS-macro for calculating the median and quartiles of a variable
(optionally for all values of a break variable) according to one of six
different methods.
Median.sps ( description
) ( download
)
Miss2Sys:
SPSS-script to recode all missing values of all numeric variables to
system missing values (useful if you want to import an SPSS data file
with different missing values in R).
Miss2Sys.sbs ( description
) ( download
)
Part_tst:
SPSS-macro for testing the difference between two standardized
regression coefficients of the same equation (one sample).
part_tst.sps ( description
) ( download
)
PCA
R-function to compute a principal components "factor" analysis (PCA)
with varimax
and promax rotation; different options for the number of
components (factors): direct specification, parallel test
criteria (random eigenvalues), or minimum eigenvalue;
optionally specification of promax power, sorting
of loadings, and matrices of factor scores (see also: RanEigen and
Fa.promax)
pca.r
( download
)
Plot.fitPoisNegb:
R function to plot the proportion of the observed counts and the fitted
(expected)
probabilities of the poisson and negative binomial distributed counts
of a variable.
plot.fitPoisNegb.r ( download
)
Plot.KDNC:
R function to plot a kernel density curve
overlayed by a normal curve.
plot.kdnc.r ( download
)
Plot.power:
R function to calculate and plot power of a one sample z-test of a
sample mean
plot.power.r ( download
)
ProfSim:
SPSS-macro for calculating different measures of profile similarity
based on two sets of variables.
ProfSim.sps (description: see comments at the end of the macro) ( download
)
prop.CI: R function to calculate the confidence interval of a single proportion according to one of eleven methods (default: likelihood ratio method).
prop.CI.r (description: see comments of source file) ( download ) Example: ex_prop.CI.r ( download )
RanEigen
(Version 2.0):
Executable program for determining the number of components (factors) to retain in a
principal component analysis (PCA) by using random eigenvalues
(parallel analysis).
PACrit.zip ( how
to install RanEigen? ) ( download self-extracting file ) ( APM article
describing
version 1.0 )
RelDiff:
Executable program for computing the reliability of a difference score (gain score)
according to Zimmerman & Williams (1982).
RelDiff.zip ( download
)
Reliability:
R function to simulate the SPSS procedure RELIABILITY.
reliability.r ( download
)
r_bis:
SPSS macro for computing a biserial correlation coefficient and its
significance.
r_bis.sps ( download
) Example for using the macros r_bis and r_tetra: Examp_r.sps
( download
)
R_Prob:
Execcutable program for calculating the significance, 95%-confidence interval, and Fisher's
Z value of a Pearson correlation coefficient r (given sample size n).
R_Prob.zip ( download
)
r_tetra:
SPSS macro for computing a tetrachoric correlation coefficient and its
significance (see also: TetCorr).
r_tetra.sps ( download
) Example for using the macros r_bis and r_tetra: Examp_r.sps ( download
)
scores (R):
R-function to create scores (min, max, sum, sd, or
mean) of variables. The user can specify the minimum number of valid
values
necessary for the score to be valid. If mean scores are requested it is
possible to center them at the overall mean, to transform them to
z-scores, or to transform them to POMP (percent of maximum
possible) scores.
scores.r ( download
) Example: test_sc.r ( download )
scores (Stata):
Stata ado-file to create a new variable of scores (min, max, sum, sd,
or
mean) of variables. The user can specify the minimum number of valid
values
necessary for the score to be valid. If mean scores are requested it is
possible to center them at the overall mean, to transfrom the to
z-scores, or to transform them to POMP (percent of maximum
possible) scores. (To install you may copy the .ado- and the .hlp-file
into
your "\ado\plus\s\" folder - the recommended method, however, is to
enter ssc install scores in
Stata's command window.)
scores.ado ( download
) scores.hlp ( download )
sim_CI:
R function to simulate and create (animated) plots of confidence
intervals (employing either t- or normal-distribution) by drawing a
user
specified number of samples of user specified size from the normal
distribution with user specified mu and sigma. Optional output contains
sample statistics and coverage rate of confidence intervals.
sim_CI.r ( download
) Example: CI_demo.r ( download )
Skewness:
R function to compute the unbiased population
estimate or biased sample statistic of skewness.
skewness.r ( download
)
sortl (Stata):
Stata
ado-file to sort rotated factor loadings (pattern matrix) or components
previously created by the postestimation command -rotate-. Sorting of
loadings or components by size facilitates the interpretation of a
factor solution. (To
install you may copy the .ado- and the .hlp-file
into
your "\ado\plus\s\" folder - the recommended method, however, is to
enter ssc install sortl in
Stata's command window.)
sortl.ado ( download
) sortl.hlp ( download )
SPSS2Stata:
SPSS script for converting an SPSS data file (.sav) into a Stata/SE
data
file (.dta). The script now supports variable names longer than 8
characters. Nevertheless, you may find the Stata ado -usespss- useful,
too (to install enter ssc install
usespss in Stata's command window).
However, in contrast to the script and similar to StatTransfer
-usespss- ignores value labels of missing values.
spss2stata.sbs ( description
) ( download
)
t_Test:
Executable program for testing the difference in means between two indepedent samples
(given means, standard deviations and sample sizes of both samples).
t_Test.zip ( description
) ( download
)
TabNotes:
Windows program to convert .not-files created by the data entry software EpiData (see: http://www.epidata.dk/index.htm) containing data entry notes into a tabulator-delimited file (for example, to export the notes into an Excel file).
TabNotes.zip ( description
) ( download
)
TetCorr:
DOS program and source code (Pascal) for computing a matrix of
tetrachoric correlation coefficients of up to 50 variables and a
maximum of 8,000 cases (see also: r_tetra).
TetCorr.zip ( description
) ( download
)
TRd:
For computing the Satorra-Bentler scaled chi-square difference test
(TRd) based on the MLM estimators obtained by MPlus, see: http://www.statmodel.com/chidiff.html
TRd.zip ( download
)
VDef2SPS:
SPSS script for creating SPSS syntax to define the variables (variable
labels, value labels, and missing values) according to the definitions
of a specific SPSS data file (*.sav).
VDef2SPS.sbs ( description
) ( download
)
Some other useful things:
- A very useful utility is the "real-time codebook" ViewSav written by Karel Asselberghs that allows to view the variables of SPSS and Stata data files including labels and basic statistics, see: http://www.asselberghs.nl/stuff.htm
- For an extremely useful source of SPSS macros see: http://www.spsstools.net
