Stata 11 help for estimation_command

help estimation commands -------------------------------------------------------------------------------

Title

[I] estimation commands -- Quick reference for estimation commands

Description

This entry provides a quick reference for Stata's estimation commands. Because enhancements to Stata are continually being made, type search estimation commands for possible additions to this list; see [R] search.

For a discussion of properties shared by all estimation commands, see estcom.

For a list of prefix commands that can be used with many of these estimation commands, see [U] 11.1.10 Prefix commands.

command description ------------------------------------------------------------------------- anova Analysis of variance and covariance arch ARCH family of estimators areg Linear regression with a large dummy-variable set arima ARIMA, ARMAX, and other dynamic regression models asclogit Alternative-specific conditional logit (McFadden's choice) model asmprobit Alternative-specific multinomial probit regression asroprobit Alternative-specific rank-ordered probit regression

binreg Generalized linear models: Extensions to the binomial family biprobit Bivariate probit regression blogit Logistic regression for grouped data boxcox Box-Cox regression models bprobit Probit regression for grouped data bsqreg Quantile regression with bootstrap standard errors

ca Simple correspondence analysis camat Simple correspondence analysis of a matrix candisc Canonical linear discriminant analysis canon Canonical correlations clogit Conditional (fixed-effects) logistic regression cloglog Complementary log-log regression cnsreg Constrained linear regression

dfactor Dynamic-factor models discrim knn kth-nearest-neighbor discriminant analysis discrim lda Linear discriminant analysis discrim logistic Logistic discriminant analysis discrim qda Quadratic discriminant analysis dvech Diagonal vech GARCH models

eivreg Errors-in-variables regression exlogistic Exact logistic regression expoisson Exact Poisson regression

factor Factor analysis factormat Factor analysis of a correlation matrix frontier Stochastic frontier models

glm Generalized linear models glogit Logit and probit for grouped data gmm Generalized method of moments estimation gnbreg Generalized negative binomial model gprobit Weighted least-squares probit regression for grouped data

heckman Heckman selection model heckprob Probit model with selection hetprob Heteroskedastic probit model

intreg Interval regression iqreg Interquantile range regression ivprobit Probit model with endogenous regressors ivregress Single-equation instrumental-variables estimation ivtobit Tobit model with endogenous regressors

logistic Logistic regression, reporting odds ratios logit Logistic regression, reporting coefficients

manova Multivariate analysis of variance and covariance mca Multiple and joint correspondence analysis mds Multidimensional scaling for two-way data mdsmat Multidimensional scaling of proximity data in a matrix mdslong Multidimensional scaling of proximity data in long format mean Estimate means mlogit Multinomial (polytomous) logistic regression mprobit Multinomial probit regression mvreg Multivariate regression

nbreg Negative binomial regression newey Regression with Newey-West standard errors nl Nonlinear least-squares estimation nlogit Nested logit model (RUM-consistent and nonnormalized) nlsur System of nonlinear equations

ologit Ordered logistic regression oprobit Ordered probit regression

pca Principal component analysis pcamat Principal component analysis of a correlation or covariance matrix poisson Poisson regression prais Prais-Winsten and Cochrane-Orcutt regression probit Probit regression procrustes Procrustes transformation proportion Estimate proportions

_qreg Internal estimation command for quantile regression qreg Quantile regression

ratio Estimate ratios reg3 Three-stage estimation for systems of simultaneous equations regress Linear regression rocfit Fit ROC models rologit Rank-ordered logistic regression rreg Robust regression

scobit Skewed logistic regression slogit Stereotype logistic regression sqreg Simultaneous-quantile regression sspace State-space models stcox Cox proportional hazards model stcrreg Competing-risks regression streg Parametric survival models sureg Zellner's seemingly unrelated regression svy: Estimation commands for survey data svy: tabulate oneway One-way tables for survey data svy: tabulate twoway Two-way tables for survey data

tobit Tobit regression total Estimate totals treatreg Treatment-effects model truncreg Truncated regression

var Vector autoregressive models var svar Structural vector autoregressive models varbasic Fit a simple VAR and graph IRFs and FEVDs vec Vector error-correction models vwls Variance-weighted least squares

xtabond Arellano-Bond linear dynamic panel-data estimation xtcloglog Random-effects and population-averaged cloglog models xtdpd Linear dynamic panel-data estimation xtdpdsys Arellano-Bond/Blundell-Bond estimation xtfrontier Stochastic frontier models for panel data xtgee Fit population-averaged panel-data models by using GEE xtgls Fit panel-data models using GLS xthtaylor Hausman-Taylor estimator for error-components models xtintreg Random-effects interval data regression models xtivreg Instrumental variables and two-stage least squares for panel-data models xtlogit Fixed-effects, random-effects, and population-averaged logit models xtmelogit Multilevel mixed-effects logistic regression xtmepoisson Multilevel mixed-effects Poisson regression xtmixed Multilevel mixed-effects linear regression xtnbreg Fixed-effects, random-effects, and population-averaged negative binomial models xtpcse OLS or Prais-Winsten models with panel-corrected standard errors xtpoisson Fixed-effects, random-effects, and population-averaged Poisson models xtprobit Random-effects and population-averaged probit models xtrc Random-coefficients models xtreg Fixed-, between-, and random-effects, and population-averaged linear models xtregar Fixed- and random-effects linear models with an AR(1) disturbance xttobit Random-effects tobit models

zinb Zero-inflated negative binomial regression zip Zero-inflated Poisson regression ztnb Zero-truncated negative binomial regression ztp Zero-truncated Poisson regression -------------------------------------------------------------------------

Also see

Manual: [I] estimation commands

Help: [U] 20 Estimation and postestimation commands (estimation), [U] 20 Estimation and postestimation commands (postestimation)


© Copyright 1996–2009 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index