ORDER STATA
Nonlinear regression, GMM and other systems of equations
Generalized method of moments (GMM) 
- 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
- Bayesian estimation
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
- Bayesian estimation
Demand system estimation New
- Fit eight different demand system models
- Cobb–Douglas
- Linear expenditure system
- Translog demand system
- Generalized translog demand system
- Almost ideal demand system (AIDS)
- Generalized AIDS
- Quadratic AIDS (QUAIDS)
- Generalized QUAIDS
- Compute expenditure and price elasticities
Postestimation Selector
- View and run all postestimation features for your command
- Automatically updated as estimation commands are run
Additional resources
See tests, predictions, and effects.
See New in Stata 18 to learn about what was added in Stata 18.
