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This page announced updates in Stata 12. See a complete overview of all of Stata's longitudinal data/panel data features.


What’s new in longitudinal data/panel data

  • MI support for panel-data and multilevel models includes xtcloglog, xtgee, xtlogit, xtmelogit, xtmepoisson, xtmixed, xtnbreg, xtpoisson, xtprobit, xtrc, and xtreg.
  • Survey feature support for multilevel models, xtmixed, including multilevel sampling weights and robust variance estimators.
  • Documentation for xtmixed, xtmelogit, and xtmepoisson has been modified to adopt the standard “level” terminology from the literature on hierarchical models. For example, what in previous Stata versions was considered a one-level model is now called a two-level model with the observations now being counted as “level one”.
  • Contrasts, which is to say, tests of linear hypotheses involving factor variables and their interactions from the most recently fit model, and that model can be virtually any model that Stata can fit. Tests include ANOVA-style tests of main effects, simple effects, interactions, and nested effects. Effects can be decomposed into comparisons with reference categories, comparisons of adjacent levels, comparisons with the grand mean, and more. New commands contrast and margins, contrast are available after most xt estimation commands.
  • Pairwise comparisons of means, estimated cell means, estimated marginal means, predictive margins of linear and nonlinear responses, intercepts, and slopes. In addition to ANOVA-style comparisons, comparisons can be made of population averages. New commands pwcompare and margins, pwcompare are available after most xt estimation commands.
  • Graphs of margins, marginal effects, contrasts, and pairwise comparisons. Margins and effects can be obtained from linear or nonlinear (for example, probability) responses. New command marginsplot is available after all xt estimation commands.
  • xtmixed now uses maximum likelihood (ML) as the default method of estimation, where previously it used restricted maximum likelihood (REML). REML is still available with the reml option, and previous behavior is preserved under version control.
  • Estimation output improved.

    • Implied zero coefficients now shown. When a coefficient is omitted, it is now shown as being zero, and the reason it was omitted—collinearity, base, empty—is shown in the standard-error column. (The word “omitted” is shown if the coefficient was omitted because of collinearity.)
    • You can set displayed precision for all values in coefficient tables using set cformat, set pformat, and set sformat. Or you may use options cformat(), pformat(), and sformat() now allowed on all estimation commands.
    • Estimation commands now respect the width of the Results window. This feature may be turned off by new display option nolstretch.
    • You can now set whether base levels, empty cells, and omitted are shown using set showbaselevels, set showemptycells, and set showomitted.
  • Robust and cluster–robust SEs after fixed-effects xtpoisson.
  • New residual covariance structures for multilevel models include exponential, banded, and Toeplitz.
  • Probability predictions now available. predict after random-effects and population-averaged count-data models, such as xtpoisson and xtgee, can now predict the probability of any count or count range.
  • Option addplot() now places added graphs above or below. Commands that allow option addplot() can now place the added plots above or below the command’s plots. Affected is the command xtline.

Back to highlights

See New in Stata 18 to learn about what was added in Stata 18.