LINK FUNCTIONS

  • Identity
  • Log
  • Logit
  • Probit
  • Complementary log-log
  • Power
  • Odds power
  • Negative binomial
  • Log-log
  • Log-complement

FAMILIES

  • Gaussian (normal)
  • Inverse Gaussian
  • Bernoulli/binomial
  • Poisson
  • Negative binomial
  • Gamma

CHOICE OF ESTIMATION METHOD

  • Maximum likelihood
  • Iteratively reweighted least squares (IRLS)

CUSTOMIZABLE FUNCTIONS

  • User-defined link functions
  • User-defined variance functions
  • User-defined HAC kernels

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 community-contributed kernel
  • Jackknife
  • Bootstrap

Bayesian estimation

 

GEE ESTIMATION FOR PANEL DATA

  • Correlation structures
    • Exchangeable
    • Independent
    • Unstructured
    • Autoregressive
    • Stationary
    • Nonstationary
    • Fixed
  • Conventional, robust, bootstrap, and jackknife standard errors

MULTILEVEL MIXED-EFFECTS GLMS

  • Two-, three-, and higher-level models
  • Nested (hierarchical) and crossed models
  • Random intercepts and slopes
  • Bayesian estimation

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POSTESTIMATION SELECTOR

  • View and run all postestimation features for your command
  • Automatically updated as estimation commands are run

 

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
Watch Introduction to Factor Variables in Stata tutorials

MARGINAL ANALYSIS

  • Estimated marginal means
  • Marginal and partial effects
  • Average marginal and partial effects
  • Least-squares means
  • Predictive margins
  • Adjusted predictions, means, and effects
  • Works with multiple outcomes simultaneously
  • Contrasts of margins
  • Pairwise comparisons of margins
  • Profile plots
  • Graphs of margins and marginal effects
Watch Introduction to margins in Stata tutorials
Watch Profile plots and interaction plots in Stata tutorials