SOFTWARE/STATA

 

Generalized linear mod

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
 

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

* New in Stata 12

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