Simultaneous systems

• three-stage least squares regression
• two-stage least squares regression
• linear constraints within & across equations
• accepts time-series operators
• models with selection

Seemingly unrelated regression

• linear constraints within & across equations
• accepts time-series operators

Fractional polynomial regression

• mean adjustment to variables
• component+residual plots

Quantile regression

• median regression
• least absolute deviations (LAD)
• regression of any quantile
• Koenker and Bassett or bootstrapped standard errors

Linear mixed models

• multilevel random effects
• BLUP estimation

Regression

• ordinary, constrained, 2SLS, and errors-in-variables
• influence statistics and fit diagnostics
  • Ramsey regression specification error test for omitted variables
  • variance inflation factors
  • Cook's distance
  • COVRATIO
  • DFBETAs
  • DFITs
  • diagonal elements of hat matrix
  • residuals, standardized residuals, studentized residuals
  • standard errors of the forecast, prediction, and residuals
  • Welsch distance
    
• tests for heteroskedasticity
  • Cook and Weisberg
  • Sroetzer's rank test
  • information matrix test
  • Cameron and Trevedi's decomposition
  • White's test
    
• tests for autocorrelation
  • Durbin-Watson
  • Durbin-Watson h statistic
  • Breusch-Godfrey
    
• diagnostic plots
  • added variable (leverage) plot
  • component versus residual plot
  • leverage vs squared residual plot
  • residual vs fitted plot
  • residual vs predictor plot
    
• fixed- and random-effects models
• traditional, robust (Huber/White/sandwich), bootstrap, or jackknife standard errors*
• robust regression
• graph estimates and confidence intervals
• Newey–West estimator of variance
• variance-weighted least squares
• GLM
• GLS for cross-sectional time-series data
• list estimates and confidence intervals