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
Updated
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 17 to learn about what was added in Stata 17.