Stata 15 help for estimation commands

Title

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 arfima Autoregressive fractionally integrated moving-average models arima ARIMA, ARMAX, and other dynamic regression models asclogit Alternative-specific conditional logit (McFadden's choice) model asmixlogit Alternative-specific mixed logit regression asmprobit Alternative-specific multinomial probit regression asroprobit Alternative-specific rank-ordered probit regression

bayes: Bayesian regression commands bayesmh Bayesian regression using Metropolis-Hastings algorithm betareg Beta regression binreg Generalized linear models: Extensions to the binomial family biprobit Bivariate probit regression boxcox Box-Cox regression models bsqreg Bootstrapped quantile regression

ca Simple correspondence analysis camat Simple correspondence analysis of a matrix candisc Canonical linear discriminant analysis canon Canonical correlations churdle Cragg hurdle regression clogit Conditional (fixed-effects) logistic regression cloglog Complementary log-log regression cnsreg Constrained linear regression contrast, post Post contrasts as estimation results cpoisson Censored Poisson 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 dsge Linearized dynamic stochastic general equilibrium models

eintreg Extended interval regression eivreg Errors-in-variables regression eoprobit Extended ordered probit regression eprobit Extended probit regression eregress Extended linear regression eteffects Endogenous treatment-effects estimation etpoisson Poisson regression with endogenous treatment effects etregress Linear regression with endogenous treatment effects exlogistic Exact logistic regression expoisson Exact Poisson regression

factor Factor analysis factormat Factor analysis of a correlation matrix fmm: Finite mixture modeling commands fracreg Fractional response regression frontier Stochastic frontier models

glm Generalized linear models gmm Generalized method of moments estimation gnbreg Generalized negative binomial model gsem Generalized structural equation model estimation command

heckman Heckman selection model heckoprobit Ordered probit model with sample selection heckpoisson Poisson regression with endogenous sample selection heckprobit Probit model with sample selection hetprobit Heteroskedastic probit model hetregress Heteroskedastic linear regression

intreg Interval regression iqreg Interquantile range regression irt 1pl One-parameter logistic model irt 2pl Two-parameter logistic model irt 3pl Three-parameter logistic model irt gpcm Generalized partial credit model irt grm Graded response model irt hybrid Hybrid IRT models irt nrm Nominal response model irt pcm Partial credit model irt rsm Rating scale model ivpoisson Poisson model with continuous endogenous covariates ivprobit Probit model with continuous endogenous covariates ivregress Single-equation instrumental-variables estimation ivtobit Tobit model with continuous endogenous covariates

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

manova Multivariate analysis of variance and covariance margins, post Post margins as estimation results mca Multiple and joint correspondence analysis mds Multidimensional scaling for two-way data mdslong Multidimensional scaling of proximity data in long format mdsmat Multidimensional scaling of proximity data in a matrix mean Estimate means mecloglog Multilevel mixed-effects complementary log-log regression meglm Multilevel mixed-effects generalized linear model meintreg Multilevel mixed-effects interval regression melogit Multilevel mixed-effects logistic regression menbreg Multilevel mixed-effects negative binomial regression menl Nonlinear mixed-effects regression meologit Multilevel mixed-effects ordered logistic regression meoprobit Multilevel mixed-effects ordered probit regression mepoisson Multilevel mixed-effects Poisson regression meprobit Multilevel mixed-effects probit regression meqrlogit Multilevel mixed-effects logistic regression (QR decomposition) meqrpoisson Multilevel mixed-effects Poisson regression (QR decomposition) mestreg Multilevel mixed-effects parametric survival models metobit Multilevel mixed-effects tobit regression mgarch ccc Constant conditional correlation multivariate GARCH model mgarch dcc Dynamic conditional correlation multivariate GARCH model mgarch dvech Diagonal vech multivariate GARCH model mgarch vcc Varying conditional correlation multivariate GARCH model mixed Multilevel mixed-effects linear regression ml Maximum likelihood estimation mlexp Maximum likelihood estimation of user-specified expressions mlogit Multinomial (polytomous) logistic regression mprobit Multinomial probit regression mswitch Markov-switching regression models 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 npregress Nonparametric regression

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 pwcompare, post Post pairwise comparisons as estimation results pwmean Perform pairwise comparisons of means

qreg Quantile regression

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

scobit Skewed logistic regression sem Structural equation model estimation command slogit Stereotype logistic regression spivregress Spatial autoregressive models with endogenous covariates spregress Spatial autoregressive models spxtregress Spatial autoregressive models for panel data sqreg Simultaneous-quantile regression sspace State-space models stcox Cox proportional hazards model stcrreg Competing-risks regression stintreg Parametric models for interval-censored survival-time data stteffects ipw Survival-time inverse-probability weighting stteffects ipwra Survival-time inverse-probability-weighted regression adjustment stteffects ra Survival-time regression adjustment stteffects wra Survival-time weighted regression adjustment streg Parametric survival models sureg Zellner's seemingly unrelated regression svy: Estimation commands for survey data

teffects aipw Treatment effects via augmented inverse-probability weighting teffects ipw Treatment effects via probability weighting teffects ipwra Treatment effects via inverse-probability-weighted regression adjustment teffects nnmatch Treatment effects via nearest-neighbors matching teffects psmatch Treatment effects via propensity-score matching teffects ra Treatment effects using regression adjustment threshold Threshold regression tnbreg Truncated negative binomial regression tobit Tobit regression total Estimate totals tpoisson Truncated Poisson regression truncreg Truncated regression

ucm Unobserved-components model

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 xtnbreg Fixed-effects, random-effects, and population-averaged negative binomial models xtologit Random-effects ordered logistic models xtoprobit Random-effects ordered probit 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 xtstreg Random-effects parametric survival models xttobit Random-effects tobit models

zinb Zero-inflated negative binomial regression zioprobit Zero-inflated ordered probit regression zip Zero-inflated Poisson regression -------------------------------------------------------------------------


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