1 item has been added to your cart.

5. Cluster/factor analysis

Why do I sometimes get negative eigenvalues when using the pf and ipf options of factor?
Why does the cumulative proportion of variance sometimes exceed 1 when using the pf and ipf options of factor?

6. Conditional logistic regression

Why is there no intercept in the clogit model?
In clogit, why can't I use covariates that are constant within panel?
Why does clogit sometimes report a coefficient but missing value for the standard error, confidence interval, etc.?

7. Epidemiological tables

Why does Fisher’s exact test disagree with the confidence interval for the odds ratio?

Can I do n:1 matching with the mcc command?

8. Instrumental variables and simultaneous equations systems

How do I estimate recursive systems using a subset of available instruments?

Must I use all of my exogenous variables as instruments when estimating instrumental variables regression?

9. Lasso

Why is there no intercept in lasso inferential commands? Is it possible to get an intercept?

How do I fit a linear regression with interval (inequality) constraints in Stata?

How do I fit a regression with interval constraints in Stata?

How can I pool data (and perform Chow tests) in linear regression without constraining the residual variances to be equal?

For two-stage least-squares (2SLS/IV/ivregress) estimates,
why is the R-squared statistic not printed in some cases?
For two-stage least-squares (2SLS/IV/ivregress) estimates,
why is the model sum of squares sometimes negative?
For three-stage least-squares (3SLS/reg3) estimates,
why are the R-squared and model sum of squares sometimes negative?

What is the effect of specifying aweights with regress?

Why is the pseudo-R² for tobit negative or greater than one?

11. Marginal effects after estimation

How are average marginal effects and their standard errors computed by margins using the delta method?

When I use the eyex option of margins, what is it actually computing and how does it relate to the coefficients of the loglinear model?

I am using margins after an estimation that has time-series operators in the independent variable list. How does margins calculate the means of the independent variables?

I am using a probit model, and margins says that my marginal effect is greater than 1. Can that be correct?

How can I estimate proportional changes using margins for categorical variables?

12. Meta-analysis

Does Stata perform meta-analysis?

Why am I getting the error message “confidence intervals not symmetric” after I run meta set? How to avoid this error?

How do I meta set my data when the effect sizes are risk ratios (RRs), odds ratios (ORs), incidence-rate ratios (IRRs), or hazard ratios (HRs) with their confidence intervals?

13. Models with endogenous sample selection

How do I impose the restriction that rho is zero using the heckman command with full ml?

What is the difference between “endogeneity” and “sample selection bias”?

Why are observations that are noninformative about the dependent variable, but are known to be selected, excluded by heckman from the estimation sample?

How are estimates of rho outside the bounds [-1,1] handled in the two-step Heckman estimator? (Technical FAQ)

Why are there so many formulas for the inverse of Mills' ratio?
What if I have censoring from above/below in my Heckman selection model?

14. Models with time-series data

Where can I find a description of the various time-series operators?

15. Multiple imputation

Can mi estimate work with community-contributed and unsupported commands?

How can I combine results other than coefficients in e(b) with multiply imputed data?

How can I account for clustering when creating imputations with mi impute?

What is the relation between the official multiple-imputation command, mi, and the community-contributed ice and mim commands?

16. Multiple outcome qualitative dependent variable models

Is it possible to include a constant term (intercept) in ordered probit model within Stata?
What is the relationship between ordered probit and probit?

How are the standard errors and confidence intervals computed for relative risk ratios (RRRs) by mlogit?

How can I convert Stata's parameterization of ordered probit and logistic models to one in which a constant is estimated?
Why is there no constant term reported in ologit and oprobit?

How can I do logistic regression or multinomial logistic regression with grouped data?

17. Panel-data models

18. Probability distributions

How do I get the Euler–Mascheroni constant gamma = 0.57721 ... in Stata?

How do I calculate values of the beta function?

What is the delta method and how is it used to estimate the standard error of a transformed parameter?

How are the chi-squared and F distributions related?

19. Robust variance estimation

Which references should I cite when using the vce(cluster clustvar) option to obtain Stata's cluster-correlated robust estimate of variance?

What are some of the small sample adjustments to the sandwich estimate of variance?

Does test after estimating with regress, vce(robust) perform a Chow test?

How can the standard errors with the vce(cluster clustvar) option be smaller than those without the vce(cluster clustvar) option?

What are the advantages of using the robust variance estimator over the standard maximum-likelihood variance estimator in logistic regression?

How do the ML estimation commands (e.g., logit and probit) compute the model chi-squared test when they estimate robust standard errors on clustered data?

Are the estimates produced by probit and logit with the vce(cluster clustvar) option true maximum likelihood estimates?
Is there a difference between the estimates produced by the svy:  probit, with psu variable specified in svyset command and probit, vce(cluster clustvar) (and, similarly, between svy: logit, psu variable specified in svyset and logit, vce(cluster clustvar))?

Why should I not do a likelihood-ratio test after an ML estimation (e.g., logit, probit) with clustering or pweights?

20. Simple count dependent variable models

How do you specify the variance function in nbreg to coincide with Cameron and Trivedi's (Regression analysis of count data, page 62) NB1 and NB2 variance functions?
What is the difference between the models fit using nbreg, dispersion(mean) and nbreg, dispersion(constant)?

21. Structural equation models

Why did I get an error saying "no paths from latent variable to observed variables" from sem or gsem?

22. Survey-data analysis

What should I do when one of the survey estimators returns an error message, "Missing standard error because of stratum with single sampling unit"?

How is the number of observations computed for subpopulation estimation?

How do I obtain percentiles for survey data?

If we change the order of cluster sampling and stratification when sampling the population, would the svyset command be different?

Is there a way in Stata to do stepwise regression with svy: logit or any of the svy commands?

Do commands used with the svy prefix handle zero weights differently than commands used without the svy?

Are the estimates produced by probit and logit with the vce(cluster clustvar) option true maximum likelihood estimates?
Is there a difference between the estimates produced by the svy:  probit, with psu variable specified in svyset command and probit, vce(cluster clustvar) (and, similarly, between svy: logit, psu variable specified in svyset and logit, vce(cluster clustvar))?

Why doesn't summarize accept pweights? What does summarize calculate when you use aweights?

23. Survival-time (failure-time) models

What is the relationship between baseline hazard and baseline hazard contribution?

How are the standard errors and confidence intervals computed for hazard ratios (HRs) by stcox and streg?

How do I convert my spell-type data into a survival dataset?
How do I stset my spell-type data?

How do I analyze multiple failure-time data using Stata?

Why does stsum sometimes report missing values for the percentiles of survival time?

Why can't a subject die at time 0?
Why can't a subject enter and die at the same time in the Cox model?

What is the difference between sts list and ltable?

24. Tests and CIs

Is there a way to estimate a nonlinear combination with nlcom, when the error “expression too long” is displayed?

The results from estimation commands display only two-sided tests for the coefficients. How can I perform a one-sided test?

How do I bootstrap a vector of results?

Can you explain Chow tests?

How can I use Monte Carlo simulations to estimate power in Stata?
How can I integrate a simulation program into the power command?

How large should the bootstrapped samples be relative to the total number of cases in the dataset?

How can you specify a term other than residual error as the denominator in a single degree-of-freedom F test after ANOVA?

What are some of the small sample adjustments to the sandwich estimate of variance?

Why does the test command sometimes produce chi-squared and other times F statistics?

Does test after estimating with regress, vce(robust) perform a Chow test?

How can I compute the Chow test statistic?

25. General questions

Why do I get slightly different results when running a ml procedure on Stata/SE and Stata/MP?

Why do I see different p-values, etc., when I change the base level for a factor in my regression?

How can I get an R-squared value when a Stata command does not supply one?

How can I calculate percentile ranks?
How can I calculate plotting positions?

How do I estimate a nonlinear model using ml?

Why does bootstrap give a warning message for non-eclass commands?

How can I get the variance–covariance matrix or coefficient vector?

What are some of the problems with stepwise regression?

Why doesn't summarize accept pweights?
What does summarize calculate when you use aweights?

Why do estimation commands sometimes omit variables?

How do I keep all levels of my categorical variable in my model?
How do I specify a cell means model?

26. FAQs concerning releases before Stata 18

Does Stata provide a test for trend?

What meta-analysis features are available in Stata?

How do you fit a model when the dependent variable is a proportion?

How do I calculate row medians?

How can I estimate correlations and their level of significance with survey data?

How do I obtain the standard error of the predicted probability with logistic regression analysis?

What are the divisors used in xtgee? (Technical FAQ)

How can I form various tests comparing the different levels of a categorical variable after anova or regress?

Why do Stata’s xtgee standard errors differ from those reported by SAS’s PROC GENMOD?

I am using a model with interactions. How can I obtain marginal effects and their standard errors?

I need to run mfx more than once on my dataset, and it's taking a long time. What can I do to make it run as fast as possible?

Can I use mfx on survey data with unweighted means?

I am using mfx after an estimation that has an offset. How does mfx take that into account?

Running mfx on my dataset takes a long time, and I am worried it may have crashed. How can I tell if it is still running?

I am only interested in obtaining a few of the marginal effects for a few independent variables. How can I do that?

When I run mfx, I am getting the warning message "warning: predict() expression unsuitable for standard-error calculation; option nose imposed". What does that mean?

When I run mfx, I am getting the error message "predict() option unsuitable for marginal effects". What does that mean?

When I run mfx, I am getting the warning message "warning: derivative missing; try rescaling variable mpg". What does that mean?

What is the difference between the linear and nonlinear methods that mfx uses?

How do I calculate least square means in Stata?

What does “completely determined” mean in my logistic regression output?

How can I produce adjusted means after ANOVA?

Why does stcox sometimes produce missing standard errors?

What are the differences between predict and adjust?

How can I obtain the correlation matrix as a Stata matrix?

Why does my mlogit take so long to converge?

How can I get robust standard errors for tobit?

Why do Stata and SAS differ in the results that they report for the stratified generalized Wilcoxon test for time-to-event data?

Is there any difference between using tsset and iis and tis before xt commands?

How can I get robust standard errors for tobit?

How do I estimate a nonlinear model using ml?

Why do I get an "unbalanced data" error message when I run nlogit?

How do you test the equality of regression coefficients that are generated from two different regressions, estimated on two different samples?

How can I obtain the correlation between the factors after an oblique rotation?

Is it possible to analyze survey data with two or more levels of clustering with the svy commands?

How can I calculate moving averages for panel data?

Does Stata support any multiple comparison tests following two-way ANOVA?

How do I get the correct variance–covariance matrix from the bs routine?

How can I estimate stepwise Cox models?

How can I estimate a fixed-effects regression with instrumental variables?

Why were the timings in the American Statistician (August 1997) review of the svy commands so slow?

How do I estimate a Cox model with a continuously time-varying parameter?

What are completely determined panels?

What is the difference between biprobit/heckprob and the STB commands?

Where are the Wald tests for zinb that appear in the manual?

Why do Stata's cc and cci commands report different confidence intervals than Epi Info?

How can I get one-tailed probabilities for the Student's t distribution?

How can I simulate random multivariate normal observations from a given correlation matrix?

Why does Weibull with entry and exit times produce different results from Weibull with duration?

How does Stata's xtgee handle singletons with exchangeable correlation?

I am running clogit and get the message "Note: multiple positive outcomes within groups encountered." Is this something I should worry about or is this a normal message?

Can Stata's ml routine converge and produce answers that look good even when it shouldn't?

Why don't the old huber results match the new robust versions?

How can I get predicted probabilities for different x values after probit?

How can I get predicted probabilities after svylogit, svyprobt, svymlog, svyolog, or svyoprob?

Why does the goodness-of-fit chi-squared test reported by poisson change when the counts and exposures are grouped differently?

What is the pseudo R² in the weibull output?

How can I get the Mills' ratios for my heckman model?

How do I test endogeneity?
How do I perform a Durbin–Wu–Hausman test?