Features

Stata - Features

  • Linear Models
    regression  |  censored outcomes  |  endogenous regressors  |  bootstrap, jackknife, and robust and cluster-robust variance  | 
    instrumental variables  |  three-stage least squares  |  constraints  |  quantile regression  |  GLS

  • Longitudinal/Panel Data
    random and fixed effects with robust standard errors  |  linear mixed models  |  random-effects probit  |  GEE  |  random- and fixed-effects Poisson  |  dynamic panel-data models  |  instrumental variables  |  panel unit-root tests
  • Multilevel Mixed-Effects Models
    continuous, binary, count, and survival outcomes  |  two-, three-, and higher-level models  |  generalized linear models  |  random-intercepts  |  random-slopes  |  crossed random effects  |  BLUPs of effects and fitted values  |  hierarchical models  |  residual error structures  |  DDF adjustments  |  support for survey data

  • Binary, Count, and Limited Outcomes
    logistic, probit, tobit  |  Poisson and negative binomial  |  conditional, multinomial, nested, ordered, rank-ordered, and stereotype logistic  |  multinomial probit  |  zero-inflated and left-truncated count models  |  selection models  |  marginal effects

  • Generalized Linear Models
    ten link functions  |  user-defined links  |  seven distributions  |  ML and IRLS estimation  |  nine variance estimators  |  seven residuals

  • ANOVA/MANOVA
    balanced and unbalanced designs | factorial, nested, and mixed designs | repeated measures | marginal means | contrasts

  • Exact Statistics
    exact logistic and Poisson regression  |  exact case-control statistics  |  binomial tests  |  Fisher's exact test for r x c tables

  • Tests, Predictions, and Effects
    Wald tests  |  LR tests  |  linear and nonlinear combinations  |  predictions and generalized predictions  |  marginal means  |  least-squares means  |  adjusted means  |  marginal and partial effects  |  forecast models  |  Hausman tests
  • Contrasts, Pairwise Comparisons, and Margins
    compare means, intercepts, or slopes | compare to reference category, adjacent category, grand mean, etc. | orthogonal polynomials | multiple-comparison adjustments | graph estimated means and contrasts | interaction plots

  • GMM and Nonlinear Regression
    generalized method of moments (GMM) | nonlinear regression

  • Maximum Likelihood
    specify likelihood using simple expressions  |  no programming required  |  survey data  |  standard, robust, bootstrap, and jackknife SEs  |  matrix estimators

  • Programmable Maximum Likelihood
    user-specified functions  |  NR, DFP, BFGS, BHHH  |  OIM, OPG, robust, bootstrap, and jackknife SEs  |  Wald tests  |  survey data  |  numeric or analytic derivatives

  • Resampling and Simulation Methods
    bootstrap  |  jackknife  |  Monte Carlo simulation  |  permutation tests
  • Time Series
    ARIMA | ARFIMA | ARCH/GARCH | VAR | VECM | multivariate GARCH | unobserved-components model | dynamic factors | state-space models | Markov-switching models | business calendars | correlograms | periodograms | forecasts | impulse-response functions | unit-root tests | filters and smoothers | rolling and recursive estimation

  • Survival Analysis
    Kaplan-Meier and Nelson-Aalen estimators | Cox regression (frailty) | parametric models (frailty, random effects) | competing risks | hazards | time-varying covariates | left- and right-censoring, Weibull, exponential, and Gompertz models
  • Bayesian Analysis
    thousands of built-in models | univariate and multivariate models | linear and nonlinear models | continuous, binary, ordinal, and count outcomes | continuous univariate, multivariate, and discrete priors | add your own models | adaptive Metropolis-Hastings sampling | Gibbs sampling | convergence diagnostics | posterior summaries | hypothesis testing | model comparison

  • Power and Sample Size
    power | sample size | effect size | minimum detectable effect | means | proportions | variances | correlations | ANOVA | case-control studies | cohort studies | contingency tables | survival analysis | balanced or unbalanced designs | results in tables or graphs

  • Treatment Effects
    inverse probability weight (IPW) | doubly robust methods | propensity score matching | regression adjustment | covariate matching | multilevel treatments | endogenous treatments | average treatment effects (ATEs) | ATEs on the treated (ATETs) | potential-outcome means (POMs) | continuous, binary, count, fractional, and survival outcomes
  • SEM (Structural Equation Modeling)
    graphical path diagram builder | standardized and unstandardized estimates | modification indices | direct and indirect effects | continuous, binary, count, ordinal, and survival outcomes | multilevel models | random slopes and intercepts | factors scores, empirical Bayes, and other predictions | groups and tests of invariance | goodness of fit | handles MAR data by FIML | correlated data | survey data

  • Multiple Imputation
    nine univariate imputation methods | multivariate normal imputation | chained equations | explore pattern of missingness | manage imputed datasets | fit model and pool results | transform parameters | joint tests of parameter estimates | predictions
  • Survey Methods
    multistage designs | bootstrap, BRR, jackknife, linearized, and SDR variance estimation | poststratification | DEFF | predictive margins | means, proportions, ratios, totals | summary tables | regression, instrumental variables, probit, Cox regression
  • Cluster Analysis
    hierarchical clustering  |  kmeans and kmedian nonhierarchical clustering  |  dendrograms  |  stopping rules  |  user-extensible analyses
  • IRT (Item Response Theory)
    binary (1PL, 2PL, 3PL), ordinal, and categorical response models | item characteristic curves | test characteristic curves | item information functions | test information functions | differential item functioning (DIF)

  • Multivariate Methods
    factor analysis | principal components | discriminant analysis | rotation | multidimensional scaling | Procrustean analysis | correspondence analysis | biplots | dendrograms | user-extensible analyses

  • Nonparametric Methods
    Wilcoxon-Mann-Whitney, Wilcoxon signed ranks, and Kruskal-Wallis tests | Spearman and Kendall correlations | Kolmogorov-Smirnov tests | exact binomial CIs | survival data | ROC analysis | smoothing | bootstrapping

  • Epidemiology
    standardization of rates | case-control | cohort | matched case-control | Mantel-Haenszel | pharmacokinetics | ROC analysis | ICD-10
  • Data Management
    data transformations | match-merge | import/export data | ODBC | SQL | XML | by-group processing | append files | sort | row-column transposition | labeling | saving results

  • Graphics
    line charts  |  scatterplots  |  bar charts  |  pie charts  |  hi-lo charts  |  contour plots  |  GUI Editor  |  regression diagnostic graphs  |  survival plots  |  nonparametric smoothers  |  distribution Q-Q plots

  • Graphical User Interface
    menus and dialogs for all features  |  Data Editor  |  Variables Manager  |  Graph Editor  |  Project Manager  |  Do-file Editor  |  Clipboard Preview Tool  |  multiple preference sets

  • Documentation
    23 manuals  |  12,000+ pages  |  seamless navigation  |  thousands of worked examples  |  quick starts  |  methods and formulas  |  references

  • Basic Statistics
    summaries  |  cross-tabulations  |  correlations  |  z and t tests  |  equality-of-variance tests  |  tests of proportions  |  confidence intervals  |  factor variables

  • Other Statistical Methods
    kappa measure of interrater agreement  |  Cronbach's alpha  |  stepwise regression  |  tests of normality

  • Functions
    statistical  |  random-number  |  mathematical  |  string  |  date and time

  • Internet Capabilities
    ability to install new commands  |  web updating  |  web file sharing  |  latest Stata news

  • User-written Commands
    user-written commands for meta-analysis, data management, survival, econometrics

  • Programming Features
    adding new commands | command scripting | object-oriented programming | menu and dialog-box programming | Project Manager | plugins

  • Matrix-Programming - MATA
    interactive sessions | large-scale development projects | optimization | matrix inversions | decompositions | eigenvalues and eigenvectors | LAPACK engine | real and complex numbers | string matrices | interface to Stata datasets and matrices | numerical derivatives | object-oriented programming

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