stata

• minq.ado – A Stata function that calculates sharpened q-values from a two-stage FDR correction, based on the procedure described in Anderson (2008).
• sigstar.ado – Adds LaTeX-friendly significance stars to test statistics, p-values.

R

• covselect.r – Takes a Stata dataset and performs LASSO with repeated k-fold cross-validation. Essentially a wrapper for glmnet that can be called from Stata using shell commands.