- Path diagrams
- Graphical model builder
- Standardized and unstandardized estimates
- Modification indices
- Direct and indirect effects
- Score tests and Wald tests
- Factors scores and other predictions
- Goodness of fit
- Estimation with groups and tests of invariance
- Survey data and clustered data
- Raw or statistical summary data
- FIML estimation with missing at random (MAR) data
- Maximum likelihood, ADF, and GMM estimation
- Flexible extension of multivariate regression, instrumental variables,
and simultaneous systems
- Confirmatory factor analysis (CFA), correlated uniqueness models, latent
growth models, multiple indicators and multiple causes (MIMIC), ...
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- Compare reference or adjacent categories
- Compare to grand mean
- Orthogonal polynomials
- Treatment effects
- More ...
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- Compare means, intercepts, or slopes
- Compare odds ratios
- Bonferroni, Scheffé, Tukey, Dunnett, and other adjustments
- More ...
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- Profile and interaction plots
- Margins, contrasts, and pairwise comparisons
- Potential outcomes
- Comparative graphs
- More ...
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- Chained equations
- Conditional imputation
- Impute separately within groups
- Linear and nonlinear predictions
- Measure simulation error
- Panel data and multilevel models
- Impute continuous, ordinal, cardinal, and count variables
- More ...
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- Parametric and nonparametric
- Adjustments for covariates
- Case-control regression models
- Bootstrap and model-based SEs
- Area under the curve (AUC) and partial AUC
- More ...
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- Complex survey data
- Frequency and sampling weights
- Robust and clustered SEs
- Weighting at each level
- Residual covariance structures: exponential, banded, and Toeplitz
- More ...
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- Preview tool
- Adjust import based on preview
- More data management: ODBC connections strings, EBCDIC, rename groups of
variables, ...
- More ...
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- Trend, seasonal, and cyclical components
- Static and dynamic forecasts of components
- Stochastic cycles
- More ...
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- Automatically adjusts to dataset size
- Tunable
- Up to 1 terabyte of memory
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- Long-memory processes
- Fractional integration
- Robust variance estimates
- Static and dynamic forecasts
- Linear constraints
- More ...
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- Manage variables, storage types, notes,
and formats without leaving the main interface
- Select variables using filters
- Filter prior commands and search results
- Tabbed Viewer
- Jump to dialogs, related commands,
and sections in the online help
- Hide, show, reorder, and filter variables
in the Data Editor
- Preview before pasting data
- PDF export of results and graphs
- New Mac interface
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- Constant conditional correlations (CCC)
- Dynamic conditional correlations (DCC)
- Varying conditional correlations (VCC)
- Multivariate normal and Students’ t errors
- Robust variance estimates
- Level and variance predictions
- Static and dynamic forecasts
- More ...
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- Parametric estimates after ARIMA, ARFIMA, and UCM
- Assess importance of frequencies
- More ...
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- Downloadable tool
- Report for submission to regulatory agencies
- More ...
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- Trend and cycle decompositions
- Christiano–Fitzgerald band-pass filter
- Baxter–King band-pass filter
- Hodrick–Prescott high-pass filter
- Butterworth high-pass filter
- More ...
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- Trading days
- User definable
- Lags and leads using business days
- Conversions from standard calendar
- More ...
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More
- General statistics: functions for Tukey's Studentized range and Dunnett's
multiple range, baseline odds for logistic regression, ...
- Survey data: support for SEM, bootstrap and successive difference
replicate (SDR) weights, goodness of fit after binary models, coefficient of variation,
- Count data: truncated count-data regressions, probability predictions,
robust and cluster-robust SEs for fixed-effects Poisson regression, ...
- Panel data: probability predictions, multiple imputation support, ...
- Survival data: goodness-of-fit statistic that is robust to censoring
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