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Link functions
- identity
- log
- logit
- probit
- complementary log-log
- odds power
- power
- negative binomial
- log-log
- log-compliment
Families
- Gaussian (normal)
- inverse Gaussian
- Bernoulli/binomial
- Poisson
- negative binomial
- gamma
Choice of estimation method
- maximum likelihood
- iteratively reweighted least squares (IRLS)
Choice of variance estimates and standard errors
- inverse Hessian
- outer product of the gradients (OPG)
- observed information matrix
- expected information matrix
- robust Huber/White/sandwich estimator
- robust variance with clustered/correlated data
- heteroskedasticity- and autocorrelation-consistent (HAC) with Newey–West, Gallant, Anderson, or user-written kernel
- jackknife
- bootstrap
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
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GEE estimation for panel data
Customizable functions
- user-defined link functions
- user-defined variance functions
- user-defined HAC kernels
Predicts
- expected value of dependent variable
- Anscombe residual
- Cook's distance
- deviance residual
- diagonal of hat matrix
- likelihood residual
- Pearson residual
- response residual
- score residual
- working residual
Factor variables
- Automatically create indicators based on categorical variables
- Form interactions among discrete and continuous variables
- Include polynomial terms
- Perform contrasts of categories/levels
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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