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

GENERALIZED TESTING

  • 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

POSTESTIMATION STATISTICS

  • Estimation sample summary statistics
  • Akaike (AIC, CAIC, AICc) and Bayesian information criteria
  • Covariance matrix analysis

LINEAR AND NONLINEAR COMBINATIONS OF COEFFICIENTS

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

EFFECT SIZES

  • Comparison of means
    • Cohen’s d
    • Hedge’s g
    • Glass’s Δ
    • Point/biserial correlation
    • Confidence intervals
  • Variance explained by regression and ANOVA
    • Eta-squared—η2
    • Omega-squared—ω2
    • Confidence intervals

 

MARGINAL ANALYSIS

  • Estimated marginal means
  • Marginal and partial effects
  • Average marginal and partial effects
  • Least-squares means

 

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  • 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

POSTESTIMATION SELECTOR

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

 

FORECAST MODELS

  • Combine results from multiple estimation commands
  • Specify identities and declare exogenous variables
  • Obtain dynamic and static forecasts
  • Use simulation methods to obtain prediciction intervals
  • Specify alternative scenarios and perform “what-if” analyses

 

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

 

SAVE AND RESTORE ESTIMATION RESULTS

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

BAYESIAN POSTESTIMATION

  • Hypothesis testing
  • Predictions
  • Model comparison (Bayes factors)
  • Model goodness of fit
  • Bayesian dynamic forecast after VAR
  • And more