**[R] estimation options** -- Estimation options

__Syntax__

*estimation_cmd* ... [**,** *options*]

*options* Description
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Model
__nocons__**tant** suppress constant term
__off__**set(***varname_o***)** include *varname_o* in model with coefficient
constrained to 1
__exp__**osure(***varname_o***)** include ln(*varname_e*) in model with
coefficient constrained to 1
__const__**raints(***constraints***)** apply specified linear constraints
__col__**linear** keep collinear variables

Reporting
__l__**evel(***#***)** set confidence level; default is **level(95)**
**lrmodel** perform likelihood-ratio model test instead
of the default Wald test
__nocnsr__**eport** do not display constraints
**noci** suppress confidence intervals
__nopv__**alues** suppress p-values and their test statistics
__noomit__**ted** do not display omitted collinear variables
**vsquish** suppress blank space separating factor
variables or time-series variables
__noempty__**cells** do not display empty interaction cells of
factor variables
__base__**levels** report base levels for factor variables and
interactions
__allbase__**levels** display all base levels for factor variables
and interactions
__nofvlab__**el** display factor-variable level values rather
than value labels
**fvwrap(***#***)** allow *#* lines when wrapping long value
labels
**fvwrapon(***style***)** apply *style* for wrapping long value labels;
*style* may be **word** or **width**
**cformat(***%fmt***)** format for coefficients, standard errors,
and confidence limits
**pformat(***%fmt***)** format for p-values
**sformat(***%fmt***)** format for test statistics
**nolstretch** do not automatically widen coefficient table
for long variable names

Integration
__intm__**ethod(***intmethod***)** integration method for random-effects models
__intp__**oints(***#***)** use *#* integration (quadrature) points

__coefl__**egend** display legend instead of statistics
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__Description__

This entry describes the options common to many estimation commands. Not
all the options documented here work with all estimation commands. See
the documentation for the particular estimation command; if an option is
listed there, it is applicable.

__Options__

+-------+
----+ Model +------------------------------------------------------------

**noconstant** suppresses the constant term (intercept) in the model.

**offset(***varname_o***)** specifies that *varname_o* be included in the model with
the coefficient constrained to be 1.

**exposure(***varname_e***)** specifies a variable that reflects the amount of
exposure over which the *depvar* events were observed for each
observation; ln(*varname_e*) with coefficient constrained to be 1 is
entered into the log-link function.

**constraints(***numlist*|*matname***)** specifies the linear constraints to be
applied during estimation. The default is to perform unconstrained
estimation. See **[R] reg3** for the use of constraints in
multiple-equation contexts.

**constraints(***numlist***)** specifies the constraints by number after they
have been defined by using the **constraint** command; see **[R]**
**constraint**. Some commands (for example, **slogit**) allow only
**constraints(***numlist***)**.

**constraints(***matname***)** specifies a matrix containing the constraints;
see **[P] makecns**.

**constraints(***clist***)** is used by some estimation commands, such as
**mlogit**, where *clist* has the form *#*[**-***#*][**,***#*[**-***#*] *...* ].

**collinear** specifies that the estimation command not omit collinear
variables. Usually, there is no reason to leave collinear variables
in place, and, in fact, doing so usually causes the estimation to
fail because of the matrix singularity caused by the collinearity.
However, with certain models, the variables may be collinear, yet the
model is fully identified because of constraints or other features of
the model. In such cases, using the **collinear** option allows the
estimation to take place, leaving the equations with collinear
variables intact. This option is seldom used.

+-----------+
----+ Reporting +--------------------------------------------------------

**level(***#***)** specifies the confidence level, as a percentage, for confidence
intervals. The default is **level(95)** or as set by **set level**.

**lrmodel** specifies to conduct a likelihood-ratio test of the full
maximum-likelihood model versus the restricted model that includes
only a constant term in the regression equation instead of conducting
the default Wald test that all coefficients are zero. This option
can substantially increase estimation time.

**lrmodel** may not be specified with the **vce(robust)**, **vce(cluster**
*clustvar***)**, **vce(jackknife)**, **vce(bootstrap)**, or **noconstant** option.

**lrmodel** may not be combined with constraints; see
**constraints(***constraints***)**. In some cases, a likelihood-ratio test is
valid for models with constraints. To compute a likelihood-ratio
test when constraints have been applied during estimation, use
**lrtest**; see **[R] lrtest**.

**lrmodel** may not be specified with the **jackknife**, **bootstrap**, **svy**, or
**mi estimate** prefix.

**nocnsreport** specifies that no constraints be reported. The default is to
display user-specified constraints above the coefficient table.

**noci** suppresses confidence intervals from being reported in the
coefficient table.

**nopvalues** suppresses p-values and their test statistics from being
reported in the coefficient table.

**noomitted** specifies that variables that were omitted because of
collinearity not be displayed. The default is to include in the
table any variables omitted because of collinearity and to label them
as "(omitted)".

**vsquish** specifies that the blank space separating factor-variable terms
or time-series-operated variables from other variables in the model
be suppressed.

**noemptycells** specifies that empty cells for interactions of factor
variables not be displayed. The default is to include in the table
interaction cells that do not occur in the estimation sample and to
label them as "(empty)".

**baselevels** and **allbaselevels** control whether the base levels of factor
variables and interactions are displayed. The default is to exclude
from the table all base categories.

**baselevels** specifies that base levels be reported for factor
variables and for interactions whose bases cannot be inferred
from their component factor variables.

**allbaselevels** specifies that all base levels of factor variables and
interactions be reported.

**nofvlabel** displays factor-variable level values rather than attached
value labels. This option overrides the **fvlabel** setting; see **[R] set**
**showbaselevels**.

**fvwrap(***#***)** specifies how many lines to allow when long value labels must
be wrapped. Labels requiring more than *#* lines are truncated. This
option overrides the **fvwrap** setting; see **[R] set showbaselevels**.

**fvwrapon(***style***)** specifies whether value labels that wrap will break at
word boundaries or break based on available space.

**fvwrapon(word)**, the default, specifies that value labels break at
word boundaries.

**fvwrapon(width)** specifies that value labels break based on available
space.

This option overrides the **fvwrapon** setting; see **[R] set**
**showbaselevels**.

**cformat(***%fmt***)** specifies how to format coefficients, standard errors, and
confidence limits in the coefficient table. The maximum format width
is 9. See **[R] set cformat**.

**pformat(***%fmt***)** specifies how to format p-values in the coefficient table.
The maximum format width is 5. See **[R] set cformat**.

**sformat(***%fmt***)** specifies how to format test statistics in the coefficient
table. The maximum format width is 8. See **[R] set cformat**.

**nolstretch** specifies that the width of the coefficient table not be
automatically widened to accommodate longer variable names. The
default, **lstretch**, is to automatically widen the coefficient table up
to the width of the Results window. To change the default, use **set**
**lstretch off**. **nolstretch** is not shown in the dialog box.

+-------------+
----+ Integration +------------------------------------------------------

**intmethod(***intmethod***)** specifies the integration method to be used for the
random-effects model. It accepts one of four arguments:
**mvaghermite**, the default for all but a crossed random-effects model,
performs mean and variance adaptive Gauss-Hermite quadrature;
**mcaghermite** performs mode and curvature adaptive Gauss-Hermite
quadrature; **ghermite** performs nonadaptive Gauss-Hermite quadrature;
and **laplace**, the default for crossed random-effects models, performs
the Laplacian approximation.

**intpoints(***#***)** specifies the number of integration points to use for
integration by quadrature. The default is **intpoints(12)**; the maximum
is **intpoints(195)**. Increasing this value improves accuracy but also
increases computation time. Computation time is roughly proportional
to its value.

The following option is not shown in the dialog box:

**coeflegend** specifies that the legend of the coefficients and how to
specify them in an expression be displayed rather than displaying the
statistics for the coefficients.

__Examples__

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Setup
**. webuse dollhill3**
**. generate double lnpyears = ln(pyears)**
**. constraint 1 smokes#3.agecat = smokes#4.agecat**

Fit a Poisson regression, specifying an exposure of **pyears**
**. poisson deaths smokes i.agecat, exposure(pyears)**

Same as above
**. poisson deaths smokes i.agecat, offset(lnpyears)**

Replay results, but with 99% confidence intervals
**. poisson, level(99)**

Replay results, suppressing the blank space separating factor-variable
terms from other variables
**. poisson, vsquish**

Replay results, showing coefficients, standard errors, and confidence
limits to 4 decimal places
**. poisson, cformat(%8.4f)**

Display coefficient legend, showing how to specify coefficients in an
expression
**. poisson, coeflegend**

Fit a Poisson regression, constraining the smoking effects on age
categories 3 and 4 to be equal
**. poisson deaths c.smokes#agecat i.agecat, exposure(pyears)**
**constraints(1)**

Same as above, but suppress the display of the constraint above the
coefficient table
**. poisson deaths c.smokes#agecat i.agecat, exposure(pyears)**
**constraints(1) nocnsreport**

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Setup
**. webuse union, clear**

Fit random-effects probit model, using 20 quadrature points instead of
the default of 12
**. xtprobit union age grade i.not_smsa south##c.year, intpoints(20)**

Fit random-effects probit model, specifying the **ghermite** integration
method be used
**. xtprobit union age grade i.not_smsa south##c.year,**
**intmethod(ghermite)**

Replay results, showing base levels of **not_smsa** and **south** in the table
**. xtprobit, baselevels**

Same as above, but also show the base level for **south#c.year**
**. xtprobit, allbaselevels**

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