Researchers often want to examine the relationship between a variable of interest and multiple related outcomes. To avoid problems of inference that arise from testing multiple hypotheses, one can create a summary index of the outcomes. Summary indices facilitate generalizing findings and can be more powerful than individual tests. In this article, we introduce a command, swindex, that implements the generalized least-squares method of index construction proposed by Anderson (2008, Journal of the American Statistical Association 103: 1481–1495). We describe the command and its options and provide an example based on Blattman, Fiala, and Martinez’s (2014, Quarterly Journal of Economics 129: 697–752) evaluation of a cash transfer program in Uganda.

研究人员通常希望检查兴趣变量与多个相关结果之间的关系。为了避免因测试多个假设而引起的推理问题，可以创建结果的摘要索引。汇总索引有助于概括发现结果，并且比单独的测试功能强大。在这篇文章中，我们介绍了一个命令，swindex，实现由Anderson提出的指数构建的广义最小二乘法（2008年，杂志的美国统计协会103：1481年至1495年）。我们描述命令及其选项，并提供一个基于Blattman，Fiala和Martinez的示例（2014年，《经济学季刊》 129：697-752）对乌干达现金转移计划的评估。