SOFTWARE/STATA

 

Binary and discrete outcomes

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
 
 

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

* New in Stata 12

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