Logistic/logit regression
- basic (dichotomous) ML logistic regression with influence statistics
- fit diagnostics and ROC curve
- Skewed logistic regression
- grouped data logistic regression
- Robust, cluster–robust, bootstrap, and jackknife standard errors
- Linear constraints
Conditional logistic regression
- McFadden's choice model
- 1:1 and 1:k matching
- conditional fixed-effects logit models (m:k matching) with exact
likelihood (no limit on panel size)
- robust, cluster–robust, bootstrap, and jackknife standard errors
- linear constraints
- Predictions for influence and lack-of-fit statistics and Pearson residuals
Multinomial logistic regression
- robust, cluster–robust, bootstrap, and jackknife standard errors
- linear constraints
Probit regression
- dichotomous outcome with ML estimates
- bivariate probit regression
- endogenous regressors
- grouped data probit regression
- heteroskedastic probit regression
- Robust, cluster–robust, bootstrap, and jackknife standard errors
- Linear constraints
Ordinal regression models
- ordered logistic (proportional odds model)
- ordered probit
- robust, cluster–robust, bootstrap, and jackknife standard errors
- Linear constraints
Tobit regression and truncated regression
- lower and upper limits of censoring
- differing limits each observation
- predictions available for expected value, conditional expected
value, censored expected value, and probability of censoring
- endogenous regressors
- robust, cluster–robust, bootstrap, and jackknife standard errors for truncated regression
- linear constraints
Interval regression
- open and closed intervals
- robust, cluster–robust, bootstrap, and jackknife standard errors for interval regression
- linear constraints
Poisson and negative-binomial regression
- Robust, cluster–robust, bootstrap, and jackknife standard errors
- Linear constraints
- Predict expected counts, incidence rates, and probabilities of counts
- Poisson goodness-of-fit tests
Rank-ordered logistic regression
- Plackett–Luce model, exploded logit, choice-based conjoint analysis
- Alternative- and case-specific variables
- Complete rankings of ordered outcome
- Incomplete rankings of ordered outcome
- Ties (“indifference”)
- Robust, cluster–robust, bootstrap, and jackknife standard errors
- Prediction of probability that alternatives are ranked first
Stereotype logistic regression
- Predictions of probabilities of outcomes
- Robust, cluster–robust, bootstrap, and jackknife standard errors
- Linear constraints
Pairwise comparisons*
- Compare estimated means, intercepts, and slopes
- Compare marginal means, intercepts, and slopes
- Balanced and unbalanced data
- Nonlinear responses
- Multiple-comparison adjustments: Bonferroni, Šidák, Scheffé, Tukey HSD, Duncan, and Student-Newman-Keuls adjustments
- Group comparisons that are significant
- Graphs of pairwise comparisons
Factor variables
- Automatically create indicators based on categorical variables
- Form interactions among discrete and continuous variables
- Include polynomial terms
- Perform contrasts of categories/levels
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Nested logit
- Random-utilities maximization model
- Full maximum-likelihood estimation
- Up to eight nested levels
- fFacilities to set up the data and display the tree structure
- Linear constraints, including constraints on inclusive value parameters
- Predictions available for utility functions, probabilities, conditional probabilities, and inclusive values
- Robust, cluster–robust, bootstrap, and jackknife standard errors
Multinomial probit regression
- alternative- and case-specific variables
- homo- or heteroskedastic variances
- various correlation structures, including user-specified
- probabilities based on GHK simulator
- robust, cluster–robust, bootstrap, and jackknife standard errors
- linear constraints
Heckman selection models
- Two-step and maximum likelihood (ML)
- pRobust, cluster–robust, bootstrap, and jackknife standard errors (ML only)
- Bootstrap and jackknife standard errors (two-step)
- Linear constraints (ML only)
- Predictions available for Mills’ ratio,
expected value, conditional expected value, probability of selection,
nonselection hazard, and more
Heckman selection with a binary outcome
- Robust, cluster–robust, bootstrap, and jackknife standard errors
- Linear constraints
- Predictions available for probability of binary outcome, all four
combinations of outcome and selection, probability of selection,
conditional probability of outcome, and more
Zero-inflated count models
- zero-inflated Poisson
- zero-inflated negative binomial
- robust, cluster–robust, bootstrap, and jackknife standard errors
- linear constraints
- Predict expected counts, incidence rates, and probabilities of counts
Left-truncated count models
- zero-truncated Poisson
- zero-truncated negative binomial
- Left-truncated Poisson*
- Left-truncated negative binomial*
- Truncation varying by observation*
- robust, cluster–robust, bootstrap, and jackknife standard errors
- linear constraints
- Predict expected counts, incidence rates, and probabilities of counts
Treatment-effects model
- Two-step and maximum likelihood (ML)
- Fitted values and their standard errors (SEs)
- Expected value given treatment or nontreatment and their SEs
- Probability of treatment and its SE
- Robust, cluster–robust, bootstrap, and jackknife standard errors (ML only)
- Bootstrap and jackknife standard errors (two-step)
- Linear constraints (ML only)
Marginal analysis
- Estimated marginal means
- Marginal and partial effects
- Average marginal and partial effects
- Least-squares means
- Predictive margins
- Adjusted predictions, means, and effects
- Contrasts of margins*
- Pairwise comparisons of margins*
- Profile plots*
- Graphs of margins and marginal effects*
Contrasts*
- Analysis of main effects, simple effects, interaction effects, partial interaction effects, and nested effects
- Comparisons against reference groups, of adjacent levels, or against the grand mean
- Orthogonal polynomials
- Helmert contrasts
- Custom contrasts
- ANOVA-style tests
- Contrasts of nonlinear responses
- Multiple-comparison adjustments
- Balanced and unbalanced data
- Contrasts in odds-ratio metric
- Contrasts of means, intercepts, and slopes
- Graphs of contrasts
- Interaction plots
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