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GMM and nonlinear regression

Generalized method of moments (GMM) Updated

  • Linear and nonlinear models
  • Single- and multiple-equation models
  • One-step, two-step, and iterative estimators
  • Cross-sectional, time-series, and panel models
  • Easily specify panel-style instruments
  • Interactive and programmable versions
  • Robust, cluster–robust, bootstrap, jackknife, and HAC standard errors

Nonlinear least-squares regression

  • Fit an arbitrary nonlinear function
  • Enter the function directly or write a program
  • Built-in exponential, logistic, and Gompertz functions
  • Robust, cluster–robust, bootstrap, jackknife, and HAC standard errors

Nonlinear seemingly unrelated regression

  • Fit a system of nonlinear equations
  • Enter the the system directly or write a program
  • Two-step or iterative feasible generalized nonlinear least squares
  • Robust, cluster–robust, bootstrap, and jackknife standard errors

Postestimation Selector New

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

Additional resource

See tests, predictions, and effects.

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

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