Hypothesis testing

• Wald test for linear constraints
• Wald test (delta method) for nonlinear constraints
• Likelihood-ratio test after any ML estimation
• Bonferroni, Holm, and Šidák adjustments for multiple comparisons

• Ability to combine separate estimates into one combined estimate
  
• Robust covariance matrix of combined estimates
  
• Tests of linear and nonlinear combinations of estimates across fitted models
  
• Point estimates and confidence intervals of linear and nonlinear combinations of estimates across fitted models
  

Predictions

• Ability to obtain predicted values after all estimation commands
• Predictor types that are tightly coupled to the estimation command
• Default predicted value that is most relevant to the fitted model

Generalized predictions

• Linear and nonlinear combinations of
  
• Standard predictions
• Equation index values
• Estimated coefficients
• Data
  
• Inferential statistics for generalized predictions:
  
• Point estimates
• Standard errors
• Variances
• Wald test statistics
• Significance levels
• Pointwise confidence intervals
  

• Estimation sample summary statistics 
  
• Akaike and Bayesian information criteria 
  
• Covariance matrix analysis
  

Hausman test

• Test the independence of irrelevant alternatives (IIA) after
  
• Multinomial logit
• Conditional logistic regression
• Test exogeneity or overidentifying restrictions for
  
• Two-stage least squares (2SLS)
• Three-stage least squares (3SLS)
  

Specification link test for single-equation models

• Point estimates
• Standard errors
• Confidence intervals
• Tests of significance
• Covariances of transformations
• Support for survey and clustered data
  

Save and restore estimation results

• Save estimation results to disk
• Compare models
• Restore and perform predictions
• Restore and perform tests
  

• 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*