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

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

Marginal effects

• marginal effects and elasticities
• standard errors and confidence intervals
• computed at means or specified covariate values
• computed for any predicted statistic