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Generalized linear models

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

GEE estimation for panel data

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

Marginal analysis

  • 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 New
  • Pairwise comparisons of margins New
  • Profile plots New
  • Graphs of margins and marginal effects New

Contrasts New

  • Analysis of main effects, simple effects, interaction effects, partial interaction effects, and nested effects
  • Comparisons against reference groups, of adjacent levels, or against the grand mean
  • Orthogonal polynomials
  • Helmert contrasts
  • Custom contrasts
  • ANOVA-style tests
  • Contrasts of nonlinear responses
  • Multiple-comparison adjustments
  • Balanced and unbalanced data
  • Contrasts in odds-ratio metric
  • Contrasts of means, intercepts, and slopes
  • Graphs of contrasts
  • Interaction plots

Pairwise comparisons New

  • Compare estimated means, intercepts, and slopes
  • Compare marginal means, intercepts, and slopes
  • Balanced and unbalanced data
  • Nonlinear responses
  • Multiple-comparison adjustments: Bonferroni, Šidák, Scheffé, Tukey HSD, Duncan, and Student–Newman–Keuls adjustments
  • Group comparisons that are significant
  • Graphs of pairwise comparisons

See New in Stata 12 for more about what was added in Stata Release 12.

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