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https://github.com/junyuan-chen/posthdf

Stata module that posts estimation results from HDF5 files
https://github.com/junyuan-chen/posthdf

hdf5 stata

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Stata module that posts estimation results from HDF5 files

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# POSTHDF: Post estimation results from HDF5 files



[![GitHub release (latest by date)](https://img.shields.io/github/v/release/junyuan-chen/posthdf)](https://github.com/junyuan-chen/posthdf/releases)

[![view changelog](https://img.shields.io/badge/view-changelog-informational.svg)](https://github.com/junyuan-chen/posthdf/blob/master/CHANGELOG.md)

[![stata version](https://img.shields.io/badge/Stata%20version-≥%2016-informational)](https://www.stata.com/)

[![made-with-python](https://img.shields.io/badge/made%20with-Python-informational.svg)](https://www.python.org/)



`posthdf` is a [Stata](https://www.stata.com/) module

that posts scalars, macros and matrices in `e()`

using estimation results stored in [HDF5](https://www.hdfgroup.org/solutions/hdf5/) files.



## Why `posthdf`?

`posthdf` makes it easy to load estimation results

obtained from any statistical software into Stata

for producing tables and plots.



- Use the widely supported [HDF5](https://www.hdfgroup.org/solutions/hdf5/) file format to collect results generated from virtually any tool.



- Load groups of results into Stata with a simple one-line command.



- Access results in Stata with  [`estimates restore`](https://www.stata.com/help.cgi?estimates) and group names.



- Optionally specify and transform coefficient names with flexible customization.



- Streamline the editing process with [`estout`](http://repec.sowi.unibe.ch/stata/estout/index.html)

and [`coefplot`](http://repec.sowi.unibe.ch/stata/coefplot/index.html).



## Installation

The latest release is on the `stable` branch of this repository

and can be obtained by running the following command in Stata:



    net install posthdf, replace from(https://raw.githubusercontent.com/junyuan-chen/posthdf/stable/)



The `master` branch contains the latest development

that might have not been tagged for release.



**Note:**

To check the version of the current installation of `posthdf`,

run `which posthdf` in Stata.



Since the functionality relies on Python integration introduced in Stata 16,

a Python installation is required (Python version 3.7 or above is recommended)

and it needs to be linked to Stata with

[`python set exec`](https://www.stata.com/help.cgi?python).



The following Python packages are required:

- [NumPy](https://numpy.org/)  

- [h5py](https://www.h5py.org/)



If you do not already have a Python installation,

a simple way to set up the Python environment

is to install [Miniconda](https://docs.conda.io/en/latest/miniconda.html),

which provides Python and a package manager called

[conda](https://docs.conda.io/projects/conda/en/latest/).



## Usage

Once estimation results are saved in an HDF5 file,

posting them in Stata is very simple with `posthdf`.



#### Saving estimation results in an HDF5 file

An HDF5 file consists of `groups` and `datasets`.

Each collection of estimation results should be saved

in the same HDF5 group with each item being an HDF5 dataset named appropriately.



- An HDF5 `group` is just like a folder.

Results saved in the same group

will be posted in the same collection in Stata

as if they were generated from an e-class command.

The group name will also be used to save the results

through [`estimates store`](https://www.stata.com/help.cgi?estimates).

A group name that is invalid for being used as a Stata name

will be converted automatically.



- An HDF5 `dataset` holds the data as an array.

Each object such as the coefficient vector,

the variance-covariance matrix,

the number of observations, etc.,

should be saved separately in its own HDF5 dataset.

The name of each dataset will be used

when the object is posted as `e(name)` in Stata.



- Certain objects provide special information for

[`ereturn post`](https://www.stata.com/help.cgi?ereturn).

It is best to name the datasets containing these objects

using the default values listed in the help file (run `help posthdf` in Stata)

so that no further specification is needed to inform their locations.



#### Posting the estimation results in Stata

To post all the groups of estimation results in Stata, simply run



    posthdf using file_name



Each group of results are now saved under the group name (with any `/` replaced by `_`).



Note that `posthdf` also provides the following features:



- If an array of coefficient names are found,

they will be used to specify the column names and row names

for coefficient vector `b` and variance-covariance matrix `V`.



- If the coefficient names indicate

levels and interactions for [`factor variables`](https://www.stata.com/help.cgi?fvvarlist)

and [`time-series operators`](https://www.stata.com/help.cgi?tsvarlist)

such as leads and lags,

they can be converted into a format that Stata understands

using a parser specified by option `parser`.

Users can provide their own parsers if desired.



Please see the help files for details on available options and more examples.



## Contributing



Contributors are welcome.

If you find any bug or have suggestions for improvement,

please open an issue or make a pull request.