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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


  • 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

  • Correlation structures
    • Exchangeable
    • Independent
    • Unstructured
    • Autoregressive
    • Stationary
    • Nonstationary
    • Fixed
  • Conventional, robust, bootstrap, and jackknife standard errors

Multilevel mixed-effects GLMs Updated

  • Two-, three-, and higher-level models
  • Nested (hierarchical) and crossed models
  • Random intercepts and slopes

Postestimation Selector New

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


  • 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 New
  • 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

See test, predictions, and effects.

See New in Stata 14 for more about what was added in Stata 14.





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