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 user-written 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

 

Postestimation Selector*

View and run all postestimation features for your command

Automatically updated as estimation commands are run

Watch Postestimation Selector.

 

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

 

Additional resource

Generalized Linear Models and Extensions, Third Edition