This page announced updates in Stata 11. See a complete overview of all of Stata's multivariate methods features. |
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What’s new in multivariate statistics
- New command mvtest performs multivariate tests on means, covariances, and correlations (both one-sample and multiple-sample), and it performs tests of univariate, bivariate, and multivariate normality. Included are Box’s M test for covariances, and for tests of normality, the Doornik–Hansen omnibus test, Henze–Zirkler test, Mardia’s multivariate kurtosis test, and Mardia’s multivariate skewness test.
- The new factor-variable syntax allowed
throughout Stata affects manova even though manova always
allowed factor variables.
- manova has an all-new syntax. The old syntax continues to work under version control.
- manova, just like anova, adopts the new factor-variable syntax, but with a twist. In other Stata commands, continuous is assumed and you use i.varname to indicate a categorical variable. In manova and anova, categorical is assumed and you use c.varname to indicate continuous. Thus the options category(), class(), and continuous() are no longer used.
- To form an interaction, you use varname1#varname2. Previously, you used varname1*varname2. A * now means variable-name expansion, just as it does on other commands, so you could type manova y* = a b* a#b*. The | symbol continues to be used for nesting.
- You can now use varname1##varname2 as a shorthand for full factorial, meaning varname1 varname2 varname1#varname2. You can use varname1##varname2##varname3 for three-way factorial, and so on.
- Existing command mvreg may now be used after manova to show results in regression-style format, just as regress can be used after anova.
- Existing command test after manova, in addition to allowing the special syntax previously provided, now allows all the standard test syntax, too.
- Existing commands predictnl, nlcom, testnl, and testparm may now be used after manova.
- New postestimation command margins may be used after manova.
- manova now requires that categorical variables take on nonnegative integer values. Previously, a categorical variable could take on values -1, 2.5, 3.14159, etc., although few did. Arbitrary values are still allowed under version control.
- manova’s new option dropemptycells removes unobserved levels from the model rather than setting their coefficients to zero. Statistically, the approaches are equivalent. Computationally, a larger matsize is required when empty cells are retained. In models with many interactions, you may need to specify this option.
- Programmers: The row and column names on e(b), e(V), etc., after manova are now meaningful and follow standard factor-variable notation.
- Existing command biplot
has several improvements:
- biplot can now be used with larger datasets. Previously, the row dimension was limited by Stata’s maximum matsize.
- biplot has new option generate(), which saves the coordinates of observations in variables.
- biplot has new options rowover() and row#opts(), which allow highlighting groups of observations on the graph and customizing the look of the graph.
- New option rowlabel() makes customizing rows easier.
- biplot now drops constant variables from the computation.
- biplot now uses an improved version of the singular value decomposition, which may result in sign differences and slight differences in values.
- rowopts(), colopts(), and negcolopts() now allow names to contain simple and compound quotes.
- biplot did not honor option scheme(economist) for separate graphs (option separate). This has been fixed.
- Existing command canon’s default output has changed. It previously displayed something that looked like estimation output but was not because standard errors were conditional. The output now looks like you would expect. The conditional output can be obtained by specifying new option stderr or under version control (set version to 10 or earlier).
- The manual now includes a glossary.
