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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
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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
- Pairwise comparisons of margins
- Profile plots
- Graphs of margins and marginal effects
Contrasts
- 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
- 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
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