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 and Bayesian information criteria
• Covariance matrix analysis

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

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

Linear and nonlinear combinations of coefficients

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

Save and restore estimation results

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