Search
   >> Home >> Products >> Features >> Linear models

Linear models

Linear regression

  • Influence statistics and fit diagnostics
    • Ramsey regression specification-error test for omitted variables
    • Variance-inflation factors
    • Cook’s distance
    • COVRATIO
    • DFBETAs
    • DFITs
    • Diagonal elements of hat matrix
    • Residuals, standardized residuals, studentized residuals
    • Standard errors of the forecast, prediction, and residuals
    • Welsch distance
  • Constraints
  • Instrumental variables
  • Truncated regression
  • Errors in variables
  • Tests for heteroskedasticity
    • Cook and Weisberg test
    • Szroetzer’s rank test
    • Information matrix test
    • Cameron and Trivedi’s decomposition
    • White’s test
  • Tests for autocorrelation
    • Durbin–Watson
    • Durbin–Watson d statistic
    • Breusch–Godfrey
  • ARCH LM test
  • Diagnostic plots
    • Added variable (leverage) plot
    • Component plus residual plot
    • Leverage vs. squared residual plot
    • Residual vs. fitted plot
    • Residual vs. predictor
  • Effect sizes
    • Eta-squared—η 2
    • Omega-squared—ω2
    • Confidence intervals
  • Fixed- and random-effects models for panel data
  • Traditional, robust (Huber/White/sandwich), cluster–robust, bootstrap, or jackknife standard errors
  • Robust regression
  • Graph predictions and confidence intervals
  • Newey–West estimator of variance
  • Variance-weighted least squares
  • GLM
  • GLS for cross-sectional time-series data
  • Multiple imputation

Censored outcomes

  • Interval censored (such as income reported in ranges)
  • Tobit model
  • Correlated data corrections to standard errors
  • Heteroskedastic consistent standard errors
  • Model heteroskedasticity
  • McDonald Moffitt decomposition of predictions
  • Predictions
    • Outcome in the absence of censoring
    • Outcome conditional on being in the censoring interval
    • Outcome with censoring imposed
    • Probability of censoring

Stochastic frontier models

  • Production and cost frontiers
  • Half-normal, exponential, and truncated-normal distributions
  • Modelling of conditional heteroskedasticity

Quantile regression

  • Median regression
  • Least absolute deviations (LAD)
  • Regression of any quantile
  • Interquantile range regression
  • Standard errors
    • Koenker and Bassett
    • Robust — choose bandwidth and kernel
    • Bootstrap

Linear mixed models

  • Multilevel random effects
  • BLUP estimation
  • Residual-error structures for linear models
  • Standard errors of BLUPs

Fractional polynomial regression Updated

  • Support for a wide variety of models
  • Component-plus-residual plots
  • Support for zero-inflated regressors

Endogeneity and simultaneous systems

  • Two-stage least-squares regression
  • Poisson with endogenous regressors
  • LIML estimation
  • GMM estimation
  • Instrumental variables
  • Tests of instrumental relevance
  • Tests of overidentifying restrictions
  • Three-stage least-squares regression
  • Linear constraints within and across equations

Seemingly unrelated regressions

  • Linear constraints within and across equations

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
  • Contrasts of margins
  • Pairwise comparisons of margins
  • Profile plots
  • Interaction plots
  • Graphs of margins and marginal effects
Watch Introduction to margins in Stata tutorials
Watch Profile plots and interaction plots in Stata tutorials

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

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
See tests, predictions, and effects.

See New in Stata 13 for more about what was added in Stata 13.

The Stata Blog: Not Elsewhere Classified Find us on Facebook Follow us on Twitter LinkedIn Google+ Watch us on YouTube