In this article, I introduce new commands to calculate second-generation p-values (SGPVs) for common estimation commands in Stata. The sgpv command and its companions allow the easy calculation of SGPVs and their associated diagnostics, as well as the plotting of SGPVs against the standard p-values.
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BlumeJ. D.GreevyR. A.WeltyV. F.SmithJ. R.DupontW. D.2019. An introduction to second-generation p-values. American Statistician73: 157–167. https://doi.org/10.1080/00031305.2018.1537893.
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StewartT. G.BlumeJ. D.2019. Second-generation p-values, shrinkage, and regularized models. Frontiers in Ecology and Evolution7: 486. https://doi.org/10.3389/fevo.2019.00486.
