subject index - stata
TRANSCRIPT
Subject indexThis is the subject index for the Base Reference Manual.Readers may also want to consult the combined subjectindex (and the combined author index) in the Glossaryand Index.
A
about command, [R] aboutabsorption in regression, [R] aregacprplot command, [R] regress postestimation
diagnostic plotsadded-variable plots, [R] regress postestimation
diagnostic plotsadjusted
margins, [R] margins, [R] marginsplotmeans, [R] contrast, [R] margins, [R] marginsplotpartial residual plot, [R] regress postestimation
diagnostic plotsado command, [R] netado describe command, [R] netado dir command, [R] netado uninstall command, [R] netado, view subcommand, [R] viewado d, view subcommand, [R] viewado-files,
editing, [R] doeditinstalling, [R] net, [R] sj, [R] ssclocation of, [R] whichofficial, [R] updatesearching for, [R] search, [R] sscupdating user-written, [R] adoupdate
adosize, set subcommand, [R] setadoupdate command, [R] adoupdateagreement, interrater, [R] kappaAIC, see Akaike information criterionAkaike information criterion, [R] BIC note, [R] estat,
[R] estat ic, [R] estimates stats, [R] glm,[R] lrtest
all, update subcommand, [R] updatealternative-specific
conditional logit (McFadden’s choice) model,[R] asclogit
multinomial probit regression, [R] asmprobitrank-ordered probit regression, [R] asroprobit
alternatives, estat subcommand, [R] asclogitpostestimation, [R] asmprobit postestimation,[R] asroprobit postestimation, [R] nlogitpostestimation
ameans command, [R] ameansanalysis of covariance, [R] anovaanalysis of variance, [R] anova, [R] contrast, [R] icc,
[R] loneway, [R] onewayKruskal–Wallis, [R] kwallisplots, [R] marginsplotrepeated measures, [R] anova
analysis-of-variance test of normality, [R] swilk
ANCOVA, see analysis of covarianceANOVA, see analysis of varianceanova command, [R] anova, [R] anova postestimationARCH effects, testing for, [R] regress postestimation
time seriesarchlm, estat subcommand, [R] regress
postestimation time seriesarea under the curve, [R] lroc, also see pharmacokinetic
data, also see receiver operating characteristicanalysis
areg command, [R] areg, [R] areg postestimationasclogit command, [R] asclogit, [R] asclogit
postestimationasmprobit command, [R] asmprobit, [R] asmprobit
postestimationasroprobit command, [R] asroprobit, [R] asroprobit
postestimationassociation test, [R] correlate, [R] spearman,
[R] tabulate twoway, [R] tetrachoricassociation, measures of, [R] tabulate twowayasymmetry, see skewnessAUC, also see area under the curveaugmented
component-plus-residual plot, [R] regresspostestimation diagnostic plots
partial residual plot, [R] regress postestimationdiagnostic plots
autocorrelation, [R] regress postestimation time series,also see HAC variance estimate
autoregressive conditional heteroskedasticity test,[R] regress postestimation time series
autotabgraphs, set subcommand, [R] setaverage
marginal effects, [R] margins, [R] marginsplotpartial effects (APEs), [R] margins, [R] marginsplotpredictions, [R] margins, [R] marginsplot
averages, see meansavplot and avplots commands, [R] regress
postestimation diagnostic plots
Bbacked up message, [R] maximizeBartlett’s test for equal variances, [R] onewaybase, fvset subcommand, [R] fvsetBayesian information criterion, [R] BIC note, [R] estat,
[R] estat ic, [R] estimates stats, [R] glm,[R] lrtest
bcskew0 command, [R] lnskew0Berndt–Hall–Hall–Hausman algorithm, [R] mlbeta coefficients, [R] regressBFGS algorithm, see Broyden–Fletcher–Goldfarb–
Shanno algorithmbgodfrey, estat subcommand, [R] regress
postestimation time seriesBHHH algorithm, see Berndt–Hall–Hall–Hausman
algorithmbias corrected and accelerated, [R] bootstrap
postestimation, [R] bstat
1
2 Subject index
BIC, see Bayesian information criterionBickenboller test statistic, [R] symmetrybinary outcome model, see outcomes, binarybinomial
distribution, confidence intervals, [R] cifamily regression, [R] binregprobability test, [R] bitest
binreg command, [R] binreg, [R] binregpostestimation
bioequivalence test, [R] pk, [R] pkequivbiopharmaceutical data, see pharmacokinetic databiprobit command, [R] biprobit, [R] biprobit
postestimationbitest and bitesti commands, [R] bitestbivariate probit regression, [R] biprobitbiweight kernel function, [R] kdensity, [R] lpoly,
[R] qregbiweight regression estimates, [R] rregblogit command, [R] glogit, [R] glogit postestimationBonferroni’s multiple-comparison adjustment, see
multiple comparisons, Bonferroni’s methodbootstrap
sampling and estimation, [R] bootstrap,[R] bsample, [R] bstat, [R] qreg, [R] rocreg,[R] simulate
standard errors, [R] vce optionbootstrap prefix command, [R] bootstrap,
[R] bootstrap postestimationbootstrap, estat subcommand, [R] bootstrap
postestimationBoston College archive, see Statistical Software
Components archiveBox–Cox
power transformations, [R] lnskew0regression, [R] boxcox
boxcox command, [R] boxcox, [R] boxcoxpostestimation
Box’s conservative epsilon, [R] anovabprobit command, [R] glogit, [R] glogit
postestimationBreusch–Godfrey test, [R] regress postestimation time
seriesBreusch–Pagan test, [R] suregBreusch–Pagan/Cook–Weisberg test for
heteroskedasticity, [R] regress postestimationbrier command, [R] brierBrier score decomposition, [R] brierbrowse, view subcommand, [R] viewBroyden–Fletcher–Goldfarb–Shanno algorithm, [R] mlbsample command, [R] bsamplebsqreg command, [R] qreg, [R] qreg postestimationbstat command, [R] bstat
Cc(cformat) c-class value, [R] set cformatc(pformat) c-class value, [R] set cformatc(seed) c-class value, [R] set emptycells, [R] set seedc(sformat) c-class value, [R] set cformat
c(showbaselevels) c-class value, [R] setshowbaselevels
c(showemptycells) c-class value, [R] setshowbaselevels
c(showomitted) c-class value, [R] set showbaselevelscalculator, [R] displaycarryover effects, [R] pk, [R] pkcross, [R] pkshapecase–control data, [R] clogit, [R] logistic, [R] rocreg,
[R] symmetrycategorical, also see factor variables
contrasts after anova, [R] contrastcovariates, [R] anovadata, agreement, measures for, [R] kappagraphs, [R] grmeanby, [R] spikeplotoutcomes, see outcomes, categorical, also see
outcomes, binary, also see outcomes, ordinalregression, also see outcomes subentry
absorbing one categorical variable, [R] aregtabulations, [R] table, [R] tabstat, [R] tabulate
oneway, [R] tabulate twoway, [R] tabulate,summarize()
variable creation, [R] tabulate oneway, [R] xicchart command, [R] qccd, net subcommand, [R] netcensored observations, [R] heckman, [R] heckoprobit,
[R] heckprobit, [R] intreg, [R] ivtobit, [R] tobit,also see truncated observations
censored-normal regression, see interval regressioncentile command, [R] centilecentiles, see percentiles, displayingcentral tendency, measures of, see means, see medianscformat, set subcommand, [R] set, [R] set cformatcharset, set subcommand, [R] setcheck, ml subcommand, [R] mlchecksum, set subcommand, [R] setchi-squared
hypothesis test, [R] hausman, [R] lrtest, [R] sdtest,[R] tabulate twoway, [R] test, [R] testnl
probability plot, [R] diagnostic plotsquantile plot, [R] diagnostic plotstest for marginal homogeneity, [R] symmetrytest of independence, [R] tabulate twoway
choice models, [R] asclogit, [R] asmprobit,[R] asroprobit, [R] clogit, [R] cloglog,[R] exlogistic, [R] glm, [R] glogit,[R] heckoprobit, [R] heckprobit, [R] hetprobit,[R] ivprobit, [R] logistic, [R] logit, [R] mlogit,[R] mprobit, [R] nlogit, [R] ologit, [R] oprobit,[R] probit, [R] rologit, [R] scobit, [R] slogit,[R] suest
Chow test, [R] anova, [R] contrast, [R] lrtestci and cii commands, [R] ciclassification
data, see receiver operating characteristic analysisinterrater agreement, [R] kappatable, [R] estat classification
classification, estat subcommand, [R] estatclassification
Subject index 3
clear,estimates subcommand, [R] estimates storefvset subcommand, [R] fvsetml subcommand, [R] ml
clearing estimation results, [R] estimates storeclogit command, [R] bootstrap, [R] clogit, [R] clogit
postestimation, [R] exlogistic, [R] rologitcloglog command, [R] cloglog, [R] cloglog
postestimationclose,
cmdlog subcommand, [R] loglog subcommand, [R] log
cls command, [R] clscluster estimator of variance, [R] vce option
alternative-specificconditional logit model, [R] asclogitmultinomial probit regression, [R] asmprobitrank-ordered probit regression, [R] asroprobit
complementary log-log regression, [R] clogloggeneralized linear models, [R] glm
for binomial family, [R] binreggeneralized method of moments, [R] gmm,
[R] ivpoissonheckman selection model, [R] heckmaninstrumental-variables regression, [R] ivregressinterval regression, [R] intreglinear regression, [R] regress
constrained, [R] cnsregtruncated, [R] truncregwith dummy-variable set, [R] areg
logistic regression, [R] logistic, [R] logit, also seelogit regression subentryconditional, [R] clogitmultinomial, [R] mlogitordered, [R] ologitrank-ordered, [R] rologitskewed, [R] scobitstereotype, [R] slogit
logit regression, [R] logit, also see logistic regressionsubentryfor grouped data, [R] glogitnested, [R] nlogit
maximum likelihood estimation, [R] ml, [R] mlexpmultinomial
logistic regression, [R] mlogitprobit regression, [R] mprobit
negative binomial regressiontruncated, [R] nbregzero-inflated, [R] zinb
nonlinearleast-squares estimation, [R] nlsystems of equations, [R] nlsur
Poisson regression, [R] poissontruncated, [R] tpoissonwith endogenous regressors, [R] ivpoissonzero-inflated, [R] zip
cluster estimator of variance, continuedprobit regression, [R] probit
bivariate, [R] biprobitfor grouped data, [R] glogitheteroskedastic, [R] hetprobitmultinomial, [R] mprobitordered, [R] oprobitordered heckman selection model,
[R] heckoprobitwith endogenous regressors, [R] ivprobitwith sample selection, [R] heckprobit
summary statistics,mean, [R] meanproportion, [R] proportionratio, [R] ratiototal, [R] total
tobit model, [R] tobitwith endogenous regressors, [R] ivtobit
truncatednegative binomial regression, [R] tnbregPoisson regression, [R] tpoissonregression, [R] truncreg
with endogenous regressors,instrumental-variables regression, [R] ivregressPoisson regression, [R] ivpoissonprobit model, [R] ivprobittobit model, [R] ivtobit
zero-inflatednegative binomial regression, [R] zinbPoisson regression, [R] zip
cluster sampling, [R] bootstrap, [R] bsample,[R] jackknife
cmdlog
close command, [R] logcommand, [R] logoff command, [R] logon command, [R] logusing command, [R] log
cnsreg command, [R] cnsreg, [R] cnsregpostestimation
coefficient of variation, [R] tabstatcoefficients (from estimation),
cataloging, [R] estimateslinear combinations of, see linear combinations of
estimatorsnonlinear combinations of, see nonlinear
combinations of estimatorstesting equality of, [R] test, [R] testnl
coeftabresults, set subcommand, [R] setcollinearity,
display of omitted variables, [R] set showbaselevelshandling by regress, [R] regressretaining collinear variables, [R] estimation options,
[R] orthogvariance inflation factors, [R] regress postestimation
command line, launching dialog box from, [R] dbcommands, reviewing, [R] #review
4 Subject index
comparative scatterplot, [R] dotplotcomparison test between nested models, [R] nestregcomplementary log-log regression, [R] cloglog, [R] glmcompletely determined outcomes, [R] logitcomponent-plus-residual plot, [R] regress
postestimation diagnostic plotsconditional
logistic regression, [R] asclogit, [R] clogit,[R] rologit, [R] slogit
marginal effects, [R] margins, [R] marginsplotmargins, [R] margins, [R] marginsplot
confidence intervalfor bioequivalence, [R] pkequivfor bootstrap statistics, [R] bootstrap
postestimation, [R] rocreg, [R] rocregpostestimation
for combinations of coefficients,linear, [R] lincomnonlinear, [R] nlcom
for contrasts, [R] contrastfor counts, [R] cifor false-positive rates, [R] rocregplotfor incidence-rate ratios, [R] expoisson, [R] glm,
[R] nbreg, [R] poisson, [R] tnbreg, [R] tpoisson,[R] zinb, [R] zip
for intragroup correlations, [R] lonewayfor margins, [R] marginsfor means, [R] ci, [R] ameans, [R] esize, [R] mean,
[R] ttestfor medians and percentiles, [R] centilefor odds ratios, [R] exlogistic, [R] glm, [R] glogit,
[R] logistic, [R] logit, [R] ologit, [R] scobitfor proportions, [R] ci, [R] proportionfor ratios, [R] ratiofor relative-risk ratios, [R] mlogitfor ROC area, [R] roccomp, [R] rocfit, [R] rocreg,
[R] roctabfor ROC values, [R] rocregplotfor standardized mortality ratios, [R] dstdizefor totals, [R] total
confidence interval, set default, [R] levelconfidence levels, [R] levelconjoint analysis, [R] rologitconren, set subcommand, [R] setconsole, controlling scrolling of output, [R] moreconstrained estimation, [R] constraint, [R] estimation
optionsalternative-specific
conditional logistic model, [R] asclogitmultinomial probit regression, [R] asmprobitrank-ordered probit regression, [R] asroprobit
complementary log-log regression, [R] clogloggeneralized linear models, [R] glm
for binomial family, [R] binreggeneralized negative binomial regression, [R] nbregheckman selection model, [R] heckman,
[R] heckoprobitinterval regression, [R] intreg
constrained estimation, continuedlinear regression, [R] cnsreg
seemingly unrelated, [R] suregstochastic frontier, [R] frontierthree-stage least squares, [R] reg3truncated, [R] truncreg
logistic regression, [R] logistic, [R] logit, also seelogit regression subentryconditional, [R] clogitmultinomial, [R] mlogitordered, [R] ologitskewed, [R] scobitstereotype, [R] slogit
logit regression, [R] logit, also see logistic regressionsubentryfor grouped data, [R] glogitnested, [R] nlogit
maximum likelihood estimation, [R] mlmultinomial
logistic regression, [R] mlogitprobit regression, [R] mprobit
negative binomial regression, [R] nbregtruncated, [R] tnbregzero-inflated, [R] zinb
Poisson regression, [R] poissontruncated, [R] tpoissonzero-inflated, [R] zip
probit regression, [R] probitbivariate, [R] biprobitfor grouped data, [R] glogitheteroskedastic, [R] hetprobitmultinomial, [R] mprobitordered, [R] oprobitwith endogenous regressors, [R] ivprobitwith sample selection, [R] heckprobit
tobit model with endogenous regressors, [R] ivtobittruncated
negative binomial regression, [R] tnbregPoisson regression, [R] tpoissonregression, [R] truncreg
with endogenous regressorsprobit regression, [R] ivprobittobit model, [R] ivtobit
zero-inflatednegative binomial regression, [R] zinbPoisson regression, [R] zip
constraint
command, [R] constraintdefine command, [R] constraintdir command, [R] constraintdrop command, [R] constraintfree command, [R] constraintget command, [R] constraintlist command, [R] constraint
contingency tables, [R] roctab, [R] symmetry,[R] table, [R] tabulate twoway
Subject index 5
contrast command, [R] anova postestimation,[R] contrast, [R] contrast postestimation,[R] margins, contrast
contrasts, [R] contrast, [R] margins, contrast,[R] marginsplot
control charts, [R] qcconvergence criteria, [R] maximizeCook–Weisberg test for heteroskedasticity, [R] regress
postestimationCook’s D, [R] glm postestimation, [R] regress
postestimationcopy, ssc subcommand, [R] ssccopycolor, set subcommand, [R] setcopyright
Apache, [R] copyright apacheboost, [R] copyright boostfreetype, [R] copyright freetypeicu, [R] copyright icuJagPDF, [R] copyright jagpdflapack, [R] copyright lapacklibpng, [R] copyright libpngMiG Layout, [R] copyright miglayoutscintilla, [R] copyright scintillattf2pt1, [R] copyright ttf2pt1zlib, [R] copyright zlib
copyright command, [R] copyrightcorrelate command, [R] correlatecorrelated errors, see robust, Huber/White/sandwich
estimator of variance, also see autocorrelationcorrelation, [R] correlate
binary variables, [R] tetrachoriccontinuous variables, [R] correlateintraclass, [R] iccintracluster, [R] lonewayKendall’s rank, [R] spearmanmatrices, [R] correlate, [R] estat, [R] estat vcepairwise, [R] correlatepartial and semipartial, [R] pcorrserial, [R] runtestSpearman’s rank, [R] spearmanstructure, [R] asmprobit, [R] asroprobit, [R] reg3tetrachoric, [R] tetrachoric
correlation, estat subcommand, [R] asmprobitpostestimation, [R] asroprobit postestimation
cosine kernel function, [R] kdensity, [R] lpoly,[R] qreg
cost frontier model, [R] frontiercount data,
confidence intervals for counts, [R] ciestimation, [R] expoisson, [R] glm, [R] gmm,
[R] ivpoisson, [R] nbreg, [R] poisson,[R] tnbreg, [R] tpoisson, [R] zinb, [R] zip
graphs, [R] histogram, [R] kdensity, [R] spikeplotinterrater agreement, [R] kappasummary statistics of, [R] table, [R] tabstat,
[R] tabulate oneway, [R] tabulate twoway,[R] tabulate, summarize()
count data, continuedsymmetry and marginal homogeneity tests,
[R] symmetrycount, ml subcommand, [R] mlcovariance
matrix of estimators, [R] estat, [R] estat vce,[R] estimates store
of variables or coefficients, [R] correlatecovariance, analysis of, [R] anovacovariance, estat subcommand, [R] asmprobit
postestimation, [R] asroprobit postestimationcovariate patterns, [R] logistic postestimation, [R] logit
postestimation, [R] probit postestimationCOVRATIO, [R] regress postestimationcprplot command, [R] regress postestimation
diagnostic plotsCramer’s V , [R] tabulate twowaycrossover designs, [R] pk, [R] pkcross, [R] pkshapecross-tabulations, see tablescumul command, [R] cumulcumulative distribution, empirical, [R] cumulcumulative incidence data, [R] poissoncusum command, [R] cusumcusum test, [R] cusum
D
data,autocorrelated, see autocorrelationcase–control, see case–control datacategorical, see categorical data, agreement,
measures forexperimental, see experimental datamatched case–control, see matched case–control dataobservational, see observational datarange of, see range of dataranking, see ranking datasampling, see samplingsummarizing, see summarizing datasurvival-time, see survival analysistime-series, see time-series analysis
data manipulation, [R] fvrevar, [R] fvsetDavidon–Fletcher–Powell algorithm, [R] mldb command, [R] dbdefault settings of system parameters, [R] query,
[R] set defaultsdefine,
constraint subcommand, [R] constrainttransmap subcommand, [R] translate
delta beta influence statistic, [R] clogit postestimation,[R] logistic postestimation, [R] logitpostestimation
delta chi-squared influence statistic, [R] clogitpostestimation, [R] logistic postestimation,[R] logit postestimation
delta deviance influence statistic, [R] clogitpostestimation, [R] logistic postestimation,[R] logit postestimation
6 Subject index
delta method, [R] margins, [R] nlcom, [R] predictnl,[R] testnl
density estimation, kernel, [R] kdensitydensity-distribution sunflower plot, [R] sunflowerderivatives, numeric, [R] dydx, [R] testnldescribe,
ado subcommand, [R] netestimates subcommand, [R] estimates describenet subcommand, [R] netssc subcommand, [R] ssc
descriptive statistics,CIs for means, proportions, and counts, [R] cicorrelations, [R] correlate, [R] pcorr,
[R] tetrachoricdisplaying, [R] grmeanby, [R] lv, [R] summarizeestimation, [R] mean, [R] proportion, [R] ratio,
[R] totalmeans, [R] ameans, [R] summarizepercentiles, [R] centilepharmacokinetic data,
make dataset of, [R] pkcollapsesummarize, [R] pksumm
tables, [R] table, [R] tabstat, [R] tabulate oneway,[R] tabulate twoway, [R] tabulate, summarize()
design, fvset subcommand, [R] fvsetdesign effects, [R] lonewaydeviance residual, [R] binreg postestimation, [R] fp
postestimation, [R] glm postestimation,[R] logistic postestimation, [R] logitpostestimation, [R] probit postestimation
DFBETA, [R] regress postestimationdfbeta command, [R] regress postestimationDFITS, [R] regress postestimationDFP algorithm, [R] mldiagnostic plots, [R] diagnostic plots, [R] logistic
postestimation, [R] regress postestimationdiagnostic plots
diagnostics, regression, see regression diagnosticsdialog box, [R] dbdichotomous outcome model, see outcomes, binarydifference of estimated coefficients, see linear
combinations of estimatorsdifficult option, [R] maximizedir,
ado subcommand, [R] netconstraint subcommand, [R] constraintestimates subcommand, [R] estimates store
direct standardization, [R] dstdize, [R] mean,[R] proportion, [R] ratio
dispersion, measures of, see percentiles, displaying, seerange of data, see standard deviations, displaying,see variance, displaying
displaysettings, [R] set showbaselevelswidth and length, [R] log
display command, as a calculator, [R] displaydisplay, ml subcommand, [R] ml
displaying, also see printing, logs (output)previously typed lines, [R] #reviewstored results, [R] stored results
distributions,examining, [R] ameans, [R] centile, [R] kdensity,
[R] mean, [R] pksumm, [R] summarize,[R] total
income, [R] inequalityplots, [R] cumul, [R] cusum, [R] diagnostic plots,
[R] dotplot, [R] histogram, [R] kdensity,[R] ladder, [R] lv, [R] spikeplot, [R] stem
standard population, [R] dstdizetesting equality of, [R] ksmirnov, [R] kwallis,
[R] ranksum, [R] signranktesting for normality, [R] sktest, [R] swilktransformations
to achieve normality, [R] boxcox, [R] ladderto achieve zero skewness, [R] lnskew0
do command, [R] dodockable, set subcommand, [R] setdockingguides, set subcommand, [R] setdocumentation, keyword search on, [R] searchdoedit command, [R] doeditdo-files, [R] do
editing, [R] doeditdose–response models, [R] binreg, [R] glm, [R] logisticdotplot command, [R] dotplotdoublebuffer, set subcommand, [R] setdp, set subcommand, [R] setdrop,
constraint subcommand, [R] constraintestimates subcommand, [R] estimates store
dstdize command, [R] dstdizedummy variables, see indicator variablesDuncan’s multiple-comparison adjustment, see multiple
comparisons, Duncan’s methodDunnett’s multiple comparison adjustment, see multiple
comparisons, Dunnett’s methodduration analysis, see survival analysisDurbin–Watson statistic, [R] regress postestimation
time seriesdurbinalt, estat subcommand, [R] regress
postestimation time seriesDurbin’s alternative test, [R] regress postestimation
time seriesdwatson, estat subcommand, [R] regress
postestimation time seriesdydx command, [R] dydx
Ee() stored results, [R] stored resultse(sample), resetting, [R] estimates savee-class command, [R] stored resultsediting
ado-files and do-files, [R] doeditfiles while in Stata, [R] doedit
efficiency, query subcommand, [R] query
Subject index 7
eform option, [R] eform optioneivreg command, [R] eivreg, [R] eivreg
postestimationempirical cumulative distribution function, [R] cumulemptycells, set subcommand, [R] set, [R] set
emptycellsending a Stata session, [R] exitendless loop, see loop, endlessendogeneity test, [R] ivregress postestimationendogenous covariates, [R] gmm, [R] ivpoisson,
[R] ivprobit, [R] ivregress, [R] ivtobit, [R] reg3endogenous, estat subcommand, [R] ivregress
postestimationEngle’s LM test, [R] regress postestimation time serieseolchar, set subcommand, [R] setEpanechnikov kernel function, [R] kdensity, [R] lpoly,
[R] qregepidemiology and related,
Brier score decomposition, [R] brierinterrater agreement, [R] kappameta-analysis, [R] metapharmacokinetic data, see pharmacokinetic dataROC analysis, see receiver operating characteristic
analysisstandardization, [R] dstdizesymmetry and marginal homogeneity tests,
[R] symmetrytables, [R] tabulate twoway
equality test ofbinomial proportions, [R] bitestcoefficients, [R] pwcompare, [R] sureg, [R] test,
[R] testnldistributions, [R] ksmirnov, [R] kwallis,
[R] ranksum, [R] signrankmargins, [R] margins, [R] pwcomparemeans, [R] contrast, [R] esize, [R] pwmean,
[R] ttestmedians, [R] ranksumproportions, [R] bitest, [R] prtestROC areas, [R] roccomp, [R] rocregvariances, [R] sdtest
equivalence test, [R] pk, [R] pkequivereturn list command, [R] stored resultserror messages and return codes, [R] error messages
searching, [R] searcherror-bar charts, [R] serrbarerrors-in-variables regression, [R] eivregesample, estimates subcommand, [R] estimates saveesize and esizei commands, [R] esizeesize, estat subcommand, [R] regress
postestimationestat
alternatives command, [R] asclogitpostestimation, [R] asmprobit postestimation,[R] asroprobit postestimation, [R] nlogitpostestimation
archlm command, [R] regress postestimation timeseries
estat, continuedbgodfrey command, [R] regress postestimation
time seriesbootstrap command, [R] bootstrap postestimationclassification command, [R] estat classificationcorrelation command, [R] asmprobit
postestimation, [R] asroprobit postestimationcovariance command, [R] asmprobit
postestimation, [R] asroprobit postestimationdurbinalt command, [R] regress postestimation
time seriesdwatson command, [R] regress postestimation time
seriesendogenous command, [R] ivregress
postestimationesize command, [R] regress postestimationfacweights command, [R] asmprobit
postestimation, [R] asroprobit postestimationfirststage command, [R] ivregress
postestimationgof command, [R] estat gof, [R] poisson
postestimationhettest command, [R] regress postestimationic command, [R] estat, [R] estat icimtest command, [R] regress postestimationmfx command, [R] asclogit postestimation,
[R] asmprobit postestimation, [R] asroprobitpostestimation
nproc command, [R] rocreg postestimationoverid command, [R] gmm postestimation,
[R] ivpoisson postestimation, [R] ivregresspostestimation
ovtest command, [R] regress postestimationpredict command, [R] exlogistic postestimationse command, [R] exlogistic postestimation,
[R] expoisson postestimationsummarize command, [R] estat, [R] estat
summarizeszroeter command, [R] regress postestimationvce command, [R] estat, [R] estat vcevif command, [R] regress postestimation
estimates
clear command, [R] estimates storecommand, [R] suest
introduction, [R] estimatesdescribe command, [R] estimates describedir command, [R] estimates storedrop command, [R] estimates storeesample command, [R] estimates savefor command, [R] estimates fornotes command, [R] estimates notesquery command, [R] estimates storereplay command, [R] estimates replayrestore command, [R] estimates storesave command, [R] estimates savestats command, [R] estimates statsstore command, [R] estimates storetable command, [R] estimates table
8 Subject index
estimates, continuedtitle command, [R] estimates titleuse command, [R] estimates save
estimationoptions, [R] estimation optionsresults,
clearing, [R] estimates storestoring and restoring, [R] estimates storetables of, [R] estimates table
sample, summarizing, [R] estat, [R] estatsummarize
estimators,covariance matrix of, [R] correlate, [R] estat,
[R] estat vcelinear combinations of, [R] lincomnonlinear combinations of, [R] nlcom
event history analysis, see survival analysisexact statistics,
binary confidence intervals, [R] ci, [R] exlogistic,[R] roctab
centiles, [R] centileindirect standardization, [R] dstdizeone-way anova, [R] lonewayregression, [R] exlogistic, [R] expoissontest,
binomial probability, [R] bitestequality of distributions, [R] ksmirnovequality of medians, [R] ranksumFisher’s, [R] tabulate twowaysymmetry and marginal homogeneity,
[R] symmetrytetrachoric correlations, [R] tetrachoric
exit command, [R] exitexiting Stata, see exit commandexlogistic command, [R] exlogistic, [R] exlogistic
postestimationexogeneity test, see endogeneity testexperimental data, [R] anova, [R] contrast,
[R] correlate, [R] kwallis, [R] logit, [R] mean,[R] regress, [R] summarize, [R] tabulateoneway, [R] tabulate twoway, [R] ttest
exploded logit model, [R] rologitexpoisson command, [R] expoisson, [R] expoisson
postestimationexponentiated coefficients, [R] eform option
Ffactor variables, [R] fvrevar, [R] fvsetfactorial design, [R] anovafactor-variable settings, [R] fvsetfacweights, estat subcommand, [R] asmprobit
postestimation, [R] asroprobit postestimationfailure-time model, see survival analysisfalse-positive rate, [R] estat classification, [R] roc,
[R] rocreg, [R] rocreg postestimation,[R] rocregplot
FAQs, search, [R] search
fastscroll, set subcommand, [R] setfeasible generalized least squares, [R] reg3, [R] suregfeasible generalized nonlinear least squares, [R] nlsurfences, [R] lvFGLS, see feasible generalized least squaresFGNLS, see feasible generalized nonlinear least squaresfiles, downloading, [R] adoupdate, [R] net, [R] sj,
[R] ssc, [R] updatefirststage, estat subcommand, [R] ivregress
postestimationFisher’s exact test, [R] tabulate twowayfixed-effects model, [R] anova, [R] areg, [R] asclogit,
[R] clogitflexible functional form, [R] boxcox, [R] fp, [R] mfpfloatwindows, set subcommand, [R] setfootnote, ml subcommand, [R] mlfor, estimates subcommand, [R] estimates forforecast, standard error of, [R] regress postestimationformat settings, [R] set cformatfp generate command, [R] fpfp plot command, [R] fp postestimationfp predict command, [R] fp postestimationfp prefix command, [R] fp, [R] fp postestimationfraction defective, [R] qcfractional polynomial regression, [R] fp
multivariable, [R] mfpfree, constraint subcommand, [R] constraintfrequencies,
graphical representation, [R] histogram,[R] kdensity
table of, [R] table, [R] tabstat, [R] tabulateoneway, [R] tabulate twoway, [R] tabulate,summarize()
from,net subcommand, [R] netupdate subcommand, [R] update
from() option, [R] maximizefrontier command, [R] frontier, [R] frontier
postestimationfrontier model, see stochastic frontier modelfunctions,
combinations of estimators, [R] lincom, [R] nlcomcumulative distribution, [R] cumulderivatives and integrals of, [R] dydxestimable, [R] marginsevaluator program, [R] gmm, [R] nl, [R] nlsurfractional polynomial, [R] fp, [R] mfpindex, [R] logistic postestimation, [R] logit
postestimation, [R] probit postestimationkernel, [R] kdensity, [R] lpolylink, [R] glmmaximizing likelihood, [R] maximize, [R] mlobtaining help for, [R] helporthogonalization, [R] orthogparameters, [R] nlcompiecewise cubic and piecewise linear, [R] mksplineprediction, [R] predict, [R] predictnl
Subject index 9
functions, continuedproduction and cost, [R] frontiervariance, [R] glm
fvlabel, set subcommand, [R] set, [R] setshowbaselevels
fvrevar command, [R] fvrevarfvset
base command, [R] fvsetclear command, [R] fvsetdesign command, [R] fvsetreport command, [R] fvset
fvwrap, set subcommand, [R] set, [R] setshowbaselevels
fvwrapon, set subcommand, [R] set, [R] setshowbaselevels
GGaussian kernel function, [R] kdensity, [R] lpoly,
[R] qreggeneralized
least squares,feasible, see feasible generalized least squares
linear latent and mixed models, [R] gllammlinear models, [R] binreg, [R] glmmethod of moments, see gmm commandnegative binomial regression, [R] nbreg
get,constraint subcommand, [R] constraintnet subcommand, [R] net
gladder command, [R] ladderGLLAMM, see generalized linear latent and mixed
modelsgllamm command, [R] gllammGLM, see generalized linear modelsglm command, [R] glm, [R] glm postestimationglogit command, [R] glogit, [R] glogit postestimationgmm command, [R] gmm, [R] gmm postestimationgnbreg command, [R] nbreg, [R] nbreg
postestimationgof, estat subcommand, [R] estat gof, [R] poisson
postestimationGoodman and Kruskal’s gamma, [R] tabulate twowaygoodness of fit, [R] brier, [R] diagnostic plots,
[R] estat gof, [R] ksmirnov, [R] linktest,[R] logistic postestimation, [R] lrtest,[R] poisson postestimation, [R] regresspostestimation, also see deviance residual, alsosee normal distribution and normality, test for
gprobit command, [R] glogit, [R] glogitpostestimation
gradient option, [R] maximizegraph, ml subcommand, [R] mlgraphics,
query subcommand, [R] queryset subcommand, [R] set
graphs,added-variable plot, [R] regress postestimation
diagnostic plots
graphs, continuedadjusted partial residual plot, [R] regress
postestimation diagnostic plotsaugmented component-plus-residual plot, [R] regress
postestimation diagnostic plotsaugmented partial residual plot, [R] regress
postestimation diagnostic plotsbinary variable cumulative sum, [R] cusumcomponent-plus-residual, [R] regress postestimation
diagnostic plotscumulative distribution, [R] cumuldensity, [R] kdensitydensity-distribution sunflower, [R] sunflowerderivatives, [R] dydx, [R] testnldiagnostic, [R] diagnostic plotsdotplot, [R] dotploterror-bar charts, [R] serrbarfractional polynomial, [R] fp postestimationhistograms, [R] histogram, [R] kdensityintegrals, [R] dydxinteraction plots, [R] marginsplotladder-of-power histograms, [R] ladderletter-value display, [R] lvleverage-versus-(squared)-residual, [R] regress
postestimation diagnostic plotslogistic diagnostic, [R] logistic postestimation,
[R] lsenslowess smoothing, [R] lowessmargins plots, [R] marginsplotmeans and medians, [R] grmeanbynormal probability, [R] diagnostic plotspartial residual, [R] regress postestimation
diagnostic plotspartial-regression leverage, [R] regress
postestimation diagnostic plotsprofile plots, [R] marginsplotquality control, [R] qcquantile, [R] diagnostic plotsquantile–normal, [R] diagnostic plotsquantile–quantile, [R] diagnostic plotsregression diagnostic, [R] regress postestimation
diagnostic plotsresidual versus fitted, [R] regress postestimation
diagnostic plotsresidual versus predictor, [R] regress postestimation
diagnostic plotsROC curve, [R] lroc, [R] roccomp, [R] rocfit
postestimation, [R] rocregplot, [R] roctabrootograms, [R] spikeplotsmoothing, [R] kdensity, [R] lowess, [R] lpolyspike plot, [R] spikeplotstem-and-leaf, [R] stemsunflower, [R] sunflowersymmetry, [R] diagnostic plotstime-versus-concentration curve, [R] pk,
[R] pkexamineGreenhouse–Geisser epsilon, [R] anova
10 Subject index
grmeanby command, [R] grmeanbygroup-data regression, [R] glogit, [R] intreg
H
HAC variance estimate, [R] binreg, [R] glm, [R] gmm,[R] ivregress, [R] nl
Hansen’s J statistic, [R] gmm, [R] gmmpostestimation, [R] ivpoisson, [R] ivpoissonpostestimation, [R] ivregress
harmonic mean, [R] ameanshat matrix, see projection matrix, diagonal elements ofhausman command, [R] hausmanHausman specification test, [R] hausmanhaverdir, set subcommand, [R] sethazard ratio, [R] eform option, [R] lincomhealth ratio, [R] binregheckman command, [R] heckman, [R] heckman
postestimationHeckman selection model, [R] heckman,
[R] heckoprobit, [R] heckprobitheckoprobit command, [R] heckoprobit,
[R] heckoprobit postestimationheckprobit command, [R] heckprobit,
[R] heckprobit postestimationHelmert contrasts, [R] contrasthelp command, [R] helphelp, view subcommand, [R] viewhelp d, view subcommand, [R] viewhessian option, [R] maximizeheteroskedastic probit regression, [R] hetprobitheteroskedasticity, also see HAC variance estimate
conditional, [R] regress postestimation time seriesrobust variances, see robust, Huber/White/sandwich
estimator of variancetest, [R] hetprobit, [R] regress postestimation,
[R] regress postestimation time seriesheteroskedasticity test, [R] sdtesthetprobit command, [R] hetprobit, [R] hetprobit
postestimationhettest, estat subcommand, [R] regress
postestimationhierarchical
regression, [R] nestreg, [R] stepwisesamples, [R] anova, [R] gllamm, [R] loneway,
[R] areghistogram command, [R] histogramhistograms, [R] histogram
dotplots, [R] dotplotkernel density estimator, [R] kdensityladder-of-powers, [R] ladderof categorical variables, [R] histogramrootograms, [R] spikeplotstem-and-leaf, [R] stem
Holm’s multiple-comparison adjustment, see multiplecomparisons, Holm’s method
homogeneity of variances, [R] oneway, [R] sdtesthomoskedasticity tests, [R] regress postestimation
Hosmer–Lemeshowdelta chi-squared influence statistic, see delta chi-
squared influence statisticdelta deviance influence statistic, see delta deviance
influence statisticgoodness-of-fit test, [R] estat gof
hot, ssc subcommand, [R] sschttpproxy, set subcommand, [R] netio, [R] sethttpproxyauth, set subcommand, [R] netio, [R] sethttpproxyhost, set subcommand, [R] netio, [R] sethttpproxyport, set subcommand, [R] netio, [R] sethttpproxypw, set subcommand, [R] netio, [R] sethttpproxyuser, set subcommand, [R] netio, [R] setHuber weighting, [R] rregHuber/White/sandwich estimator of variance, see robust,
Huber/White/sandwich estimator of varianceHuynh–Feldt epsilon, [R] anovahypertext help, [R] help
Iic, estat subcommand, [R] estat, [R] estat icicc command, [R] iccIIA, see independence of irrelevant alternativesimmediate commands, [R] bitest, [R] ci, [R] esize,
[R] prtest, [R] sdtest, [R] symmetry,[R] tabulate twoway, [R] ttest
imtest, estat subcommand, [R] regresspostestimation
incidence rate,negative binomial regression, [R] nbreg
postestimation, [R] tnbreg postestimation,[R] zinb postestimation
Poisson regression, [R] poisson postestimation,[R] tpoisson postestimation, [R] zippostestimation
incidence-rate ratio, [R] eform optionestimation,
negative binomial regression, [R] nbreg,[R] tnbreg, [R] zinb
Poisson regression, [R] expoisson, [R] ivpoisson,[R] poisson, [R] tpoisson, [R] zip
postestimation, [R] contrast, [R] expoissonpostestimation, [R] lincom
include bitmap, set subcommand, [R] setincome distributions, [R] inequalityindependence of irrelevant alternatives,
assumption, [R] clogit, [R] mlogitrelaxing assumption, [R] asclogit, [R] asmprobit,
[R] asroprobit, [R] nlogittest for, [R] hausman, [R] nlogit, [R] suest
independence test, [R] correlate, [R] spearman,[R] tabulate twoway
index of probit and logit, [R] logit postestimation,[R] predict, [R] probit postestimation
index search, [R] searchindicator variables, [R] tabulate oneway, [R] xi, also
see factor variablesindirect standardization, [R] dstdize
Subject index 11
inequality measures, [R] inequalityinfluence statistics, see delta beta influence statistic,
see delta chi-squared influence statistic, see deltadeviance influence statistic, see DFBETA
informationcriteria, see Akaike information criterion, see
Bayesian information criterionmatrix, [R] correlate, [R] maximizematrix test, [R] regress postestimation
init, ml subcommand, [R] mlinner fence, [R] lvinstall,
net subcommand, [R] netssc subcommand, [R] ssc
installationof official updates, [R] updateof SJ and STB, [R] net, [R] sjof user-written commands (updating), [R] adoupdate
instrumental-variables regression, [R] gmm,[R] ivpoisson, [R] ivprobit, [R] ivregress,[R] ivtobit, [R] reg3
integ command, [R] dydxintegrals, numeric, [R] dydxinteraction, [R] anova, [R] contrast, [R] fvrevar,
[R] margins, [R] margins, contrast,[R] margins, pwcompare, [R] marginsplot,[R] pwcompare, [R] set emptycells, [R] xi
interaction expansion, [R] xiinteraction plots, [R] marginsplotinterface, query subcommand, [R] queryInternet,
commands to control connections to, [R] netioinstallation of updates from, [R] adoupdate, [R] net,
[R] sj, [R] updatesearch, [R] net search
interquantile range, [R] qreginterquartile range, [R] lv, [R] table, [R] tabstatinterrater agreement, [R] kappainterval regression, [R] intregintraclass correlation, see correlation, intraclassintracluster correlation, see correlation, intraclusterintreg command, [R] intreg, [R] intreg
postestimationIQR, see interquartile rangeiqreg command, [R] qreg, [R] qreg postestimationIRLS, see iterated, reweighted least squaresistdize command, [R] dstdizeiterate() option, [R] maximizeiterated, reweighted least squares, [R] binreg, [R] glm,
[R] reg3, [R] suregiterations, controlling the maximum number,
[R] maximizeivpoisson command, [R] ivpoisson, [R] ivpoisson
postestimationivprobit command, [R] ivprobit, [R] ivprobit
postestimationivregress command, [R] ivregress, [R] ivregress
postestimation
ivtobit command, [R] ivtobit, [R] ivtobitpostestimation
Jjackknife
estimation, [R] jackknifestandard errors, [R] vce option
jackknife prefix command, [R] jackknife,[R] jackknife postestimation
jackknifed residuals, [R] regress postestimation
Kkap command, [R] kappakappa command, [R] kappakapwgt command, [R] kappakdensity command, [R] kdensityKendall’s tau, [R] spearman, [R] tabulate twowaykernel density estimator, [R] kdensitykernel-weighted local polynomial estimator, [R] lpolyKish design effects, [R] lonewayKolmogorov–Smirnov test, [R] ksmirnovKruskal–Wallis test, [R] kwallisksmirnov command, [R] ksmirnovktau command, [R] spearmankurtosis, [R] lv, [R] pksumm, [R] regress
postestimation, [R] sktest, [R] summarize,[R] tabstat
kwallis command, [R] kwallis
LL1-norm models, [R] qregLAD regression, [R] qregladder command, [R] ladderladder of powers, [R] ladderLagrange multiplier test, [R] regress postestimation
time seriesLatin-square designs, [R] anova, [R] pkshapeLAV regression, [R] qregleast absolute
deviations, [R] qregresiduals, [R] qregvalue regression, [R] qreg
least squared deviations, see linear regressionleast squares, see linear regression
generalized, see feasible generalized least squaresleast-squares means, [R] margins, [R] marginsplotletter values, [R] lvlevel, set subcommand, [R] level, [R] setLevene’s robust test statistic, [R] sdtestleverage, [R] logistic postestimation, [R] regress
postestimation diagnostic plotsleverage-versus-(squared)-residual plot, [R] regress
postestimation diagnostic plotslicense, [R] aboutlikelihood, see maximum likelihood estimation
12 Subject index
likelihood-ratiochi-squared of association, [R] tabulate twowaytest, [R] lrtest
limited dependent variables, [R] asclogit,[R] asmprobit, [R] asroprobit, [R] binreg,[R] biprobit, [R] brier, [R] clogit, [R] cloglog,[R] cusum, [R] exlogistic, [R] expoisson,[R] glm, [R] glogit, [R] heckoprobit,[R] heckprobit, [R] hetprobit, [R] ivpoisson,[R] ivprobit, [R] logistic, [R] logit, [R] mlogit,[R] mprobit, [R] nbreg, [R] nlogit, [R] ologit,[R] oprobit, [R] poisson, [R] probit, [R] rocfit,[R] rocreg, [R] rologit, [R] scobit, [R] slogit,[R] tnbreg, [R] tpoisson, [R] zinb, [R] zip
limits, [R] limits, [R] matsizelincom command, [R] lincomlinear
combinations of estimators, [R] lincomhypothesis test after estimation, [R] contrast,
[R] lrtest, [R] margins, [R] margins, contrast,[R] margins, pwcompare, [R] pwcompare,[R] test
regression, [R] anova, [R] areg, [R] binreg,[R] cnsreg, [R] eivreg, [R] frontier,[R] glm, [R] gmm, [R] heckman, [R] intreg,[R] ivregress, [R] ivtobit, [R] qreg, [R] reg3,[R] regress, [R] rreg, [R] sureg, [R] tobit,[R] vwls
splines, [R] mksplinelinegap, set subcommand, [R] setlinesize, set subcommand, [R] log, [R] setlink function, [R] glmlink, net subcommand, [R] netlinktest command, [R] linktestlist,
constraint subcommand, [R] constraintereturn subcommand, [R] stored resultsreturn subcommand, [R] stored resultssreturn subcommand, [R] stored results
lnskew0 command, [R] lnskew0local linear, [R] lpolylocal polynomial, [R] lpolylocally weighted smoothing, [R] lowesslocation, measures of, [R] lv, [R] summarize, [R] tablelocksplitters, set subcommand, [R] setlog
close command, [R] logcommand, [R] log, [R] viewoff command, [R] logon command, [R] logquery command, [R] logusing command, [R] log
log files, printing, [R] translate, also see log commandlog or nolog option, [R] maximizelog transformations, [R] boxcox, [R] lnskew0
logistic and logit regression, [R] logistic, [R] logitcomplementary log-log, [R] cloglogconditional, [R] asclogit, [R] clogit, [R] rologitexact, [R] exlogisticfixed-effects, [R] asclogit, [R] clogitfractional polynomial, [R] fpgeneralized linear model, [R] glmmultinomial, [R] asclogit, [R] clogit, [R] mlogitnested, [R] nlogitordered, [R] ologitpolytomous, [R] mlogitrank-ordered, [R] rologitskewed, [R] scobitstereotype, [R] slogitwith grouped data, [R] glogit
logistic command, [R] logistic, [R] logisticpostestimation
logit command, [R] logit, [R] logit postestimationlogit regression, see logistic and logit regressionlog-linear model, [R] expoisson, [R] glm, [R] ivpoisson,
[R] poisson, [R] tpoisson, [R] ziplogtype, set subcommand, [R] log, [R] setloneway command, [R] lonewayloop, endless, see endless loopLorenz curve, [R] inequalitylowess, see locally weighted smoothinglowess command, [R] lowesslpoly command, [R] lpolyL-R plots, [R] regress postestimation diagnostic plotslroc command, [R] lroclrtest command, [R] lrtestlsens command, [R] lsenslstat command, see estat classification
commandlstretch, set subcommand, [R] setltolerance() option, [R] maximizelv command, [R] lvlvr2plot command, [R] regress postestimation
diagnostic plots
MMAD regression, [R] qregmain effects, [R] anovaman command, [R] helpMann–Whitney two-sample statistics, [R] ranksummarginal
effects, [R] margins, [R] marginsplothomogeneity, test of, [R] symmetrymeans, [R] contrast, [R] margins, [R] margins,
contrast, [R] margins, pwcompare,[R] marginsplot, [R] pwcompare
margins command, [R] margins, [R] marginspostestimation, [R] margins, contrast,[R] margins, pwcompare, [R] marginsplot
margins test, [R] margins, [R] pwcomparemarginsplot command, [R] marginsplot
Subject index 13
mata
query command, [R] setset matacache command, [R] setset matafavor command, [R] setset matalibs command, [R] setset matalnum command, [R] setset matamofirst command, [R] setset mataoptimize command, [R] setset matastrict command, [R] set
mata, query subcommand, [R] querymatched case–control data, [R] asclogit, [R] clogit,
[R] symmetrymatched-pairs tests, [R] signrank, [R] ttestmatsize, set subcommand, [R] matsize, [R] setmax memory, set subcommand, [R] setmaxdb, set subcommand, [R] db, [R] setmaximization technique explained, [R] maximize,
[R] mlmaximize, ml subcommand, [R] mlmaximum
likelihood estimation, [R] maximize, [R] ml,[R] mlexp
limits, [R] limitsnumber of variables in a model, [R] matsize
maximums and minimums, reporting, [R] lv,[R] summarize, [R] table
maxiter, set subcommand, [R] maximize, [R] setmaxvar, set subcommand, [R] setMcFadden’s choice model, [R] asclogitMcNemar’s chi-squared test, [R] clogitmean command, [R] mean, [R] mean postestimationmeans,
arithmetic, geometric, and harmonic, [R] ameansconfidence interval and standard error, [R] cidisplaying, [R] ameans, [R] summarize, [R] table,
[R] tabstat, [R] tabulate, summarize()estimating, [R] meangraphing, [R] grmeanbymarginal, [R] marginspairwise comparisons of, [R] pwmeanpharmacokinetic data, [R] pksummrobust, [R] rregtesting equality of, see equality test of means
measurement error, [R] vwlsmeasures of
association, [R] tabulate twowaycentral tendency, see means, see mediansdispersion, see percentiles, displaying, see range
of data, see standard deviations, displaying, seevariance, displaying
inequality, [R] inequalitylocation, [R] lv, [R] summarize
median command, [R] ranksummedian regression, [R] qregmedian test, [R] ranksum
medians,displaying, [R] centile, [R] lv, [R] summarize,
[R] table, [R] tabstatgraphing, [R] grmeanbytesting equality of, see equality test of medians
memory, matsize, see matsize, set subcommandmemory, query subcommand, [R] querymessages and return codes, see error messages and
return codesmeta-analysis, [R] metamfp prefix command, [R] mfp, [R] mfp postestimationmfx, estat subcommand, [R] asclogit postestimation,
[R] asmprobit postestimation, [R] asroprobitpostestimation
midsummaries, [R] lvmild outliers, [R] lvMills’ ratio, [R] heckman, [R] heckman
postestimationmin memory, set subcommand, [R] setminimum
absolute deviations, [R] qregsquared deviations, [R] areg, [R] cnsreg, [R] nl,
[R] regress, [R] regress postestimationminimums and maximums, see maximums and
minimums, reportingmissing values, [R] misstablemisstable
nested command, [R] misstablepatterns command, [R] misstablesummarize command, [R] misstabletree command, [R] misstable
mixed designs, [R] anovamkspline command, [R] mksplineml
check command, [R] mlclear command, [R] mlcount command, [R] mldisplay command, [R] mlfootnote command, [R] mlgraph command, [R] mlinit command, [R] mlmaximize command, [R] mlmodel command, [R] mlplot command, [R] mlquery command, [R] mlreport command, [R] mlscore command, [R] mlsearch command, [R] mltrace command, [R] ml
mleval command, [R] mlmlexp command, [R] mlexp, [R] mlexp postestimationmlmatbysum command, [R] mlmlmatsum command, [R] mlmlogit command, [R] mlogit, [R] mlogit
postestimationmlsum command, [R] mlmlvecsum command, [R] ml
14 Subject index
MNP, see outcomes, multinomialmodel coefficients test, [R] lrtest, [R] test, [R] testnlmodel specification test, see specification testmodel, ml subcommand, [R] mlmodels, maximum number of variables in, [R] matsizemodulus transformations, [R] boxcoxmonotone-missing pattern, [R] misstableMonte Carlo simulations, [R] permute, [R] simulatemore command and parameter, [R] moremore, set subcommand, [R] more, [R] setmprobit command, [R] mprobit, [R] mprobit
postestimationmultilevel model, [R] gllammmultinomial outcome model, see outcomes, multinomialmultiple comparisons, [R] contrast, [R] margins,
[R] pwcompare, [R] pwmean, [R] anovapostestimation, [R] correlate, [R] oneway,[R] regress postestimation, [R] roccomp,[R] spearman, [R] test, [R] testnl,[R] tetrachoric
Bonferroni’s method, [R] contrast, [R] margins,[R] pwcompare, [R] pwmean, [R] anovapostestimation, [R] correlate, [R] oneway,[R] regress postestimation, [R] roccomp,[R] spearman, [R] test, [R] testnl,[R] tetrachoric
Duncan’s method, [R] pwcompare, [R] pwmeanDunnett’s method, [R] pwcompare, [R] pwmeanHolm’s method, [R] anova postestimation,
[R] regress postestimation, [R] test, [R] testnlmultiple-range method, see Dunnett’s method
subentryScheffe’s method, [R] contrast, [R] margins,
[R] pwcompare, [R] pwmean, [R] onewaySidak’s method, [R] contrast, [R] margins,
[R] pwcompare, [R] pwmean, [R] anovapostestimation, [R] correlate, [R] oneway,[R] regress postestimation, [R] roccomp,[R] spearman, [R] test, [R] testnl,[R] tetrachoric
Studentized-range method, see Tukey’s methodsubentry
Student–Newman–Keuls’ method, [R] pwcompare,[R] pwmean
Tukey’s method, [R] pwcompare, [R] pwmeanmultiple regression, see linear regressionmultiple-range multiple-comparison adjustment, see
multiple comparisons, Dunnett’s methodmultivariable fractional polynomial regression, [R] mfpmultivariate analysis,
bivariate probit, [R] biprobitthree-stage least squares, [R] reg3Zellner’s seemingly unrelated, [R] nlsur, [R] sureg
Nnatural splines, [R] mksplinenbreg command, [R] nbreg, [R] nbreg postestimationneedle plot, [R] spikeplot
negative binomial regression, [R] nbreggeneralized linear models, [R] glmtruncated, [R] tnbregzero-inflated, [R] zinb
nesteddesigns, [R] anovaeffects, [R] anovalogit, [R] nlogitmodel statistics, [R] nestregregression, [R] nestreg
nested, misstable subcommand, [R] misstablenestreg prefix command, [R] nestregnet
cd command, [R] netdescribe command, [R] netfrom command, [R] netget command, [R] netinstall command, [R] netlink command, [R] netquery command, [R] netsearch command, [R] net searchset ado command, [R] netset other command, [R] netsj command, [R] netstb command, [R] net
net, view subcommand, [R] viewnet d, view subcommand, [R] viewnetwork, query subcommand, [R] querynew, ssc subcommand, [R] sscNewey–West standard errors, [R] glmnews command, [R] newsnews, view subcommand, [R] viewNewton–Raphson algorithm, [R] mlniceness, set subcommand, [R] setnl command, [R] nl, [R] nl postestimationnlcom command, [R] nlcomnlogit command, [R] nlogit, [R] nlogit
postestimationnlogitgen command, [R] nlogitnlogittree command, [R] nlogitnlsur command, [R] nlsur, [R] nlsur postestimationnolog or log option, [R] maximizenonconformities, quality control, [R] qcnonconstant variance, see robust, Huber/White/sandwich
estimator of variancenonlinear
combinations of estimators, [R] nlcomhypothesis test after estimation, [R] lrtest,
[R] margins, [R] margins, contrast,[R] margins, pwcompare, [R] nlcom,[R] predictnl, [R] testnl
least squares, [R] nlregression, [R] boxcox, [R] nl, [R] nlsur
nonparametric analysis,hypothesis tests,
agreement, [R] kappaassociation, [R] spearman, [R] tabulate twoway
Subject index 15
nonparametric analysis, hypothesis tests, continuedcusum, [R] cusumequality of distributions, [R] ksmirnov,
[R] kwallis, [R] ranksum, [R] signrankmedians, [R] ranksumproportions, [R] bitest, [R] prtestrandom order, [R] runtesttrend, [R] nptrend
percentiles, [R] centilequantile regression, [R] qregROC analysis, [R] roc
estimation, [R] rocreggraphs, [R] rocregplottest equality of areas, [R] roccompwithout covariates, [R] roctab
smoothing, [R] kdensity, [R] lowess, [R] lpoly,[R] smooth
nonrtolerance option, [R] maximizenonselection hazard, [R] heckman, [R] heckman
postestimationnormal distribution and normality,
examining distributions for, [R] diagnostic plots,[R] lv
probability and quantile plots, [R] diagnostic plotstest for, [R] sktest, [R] swilktransformations to achieve, [R] boxcox, [R] ladder,
[R] lnskew0not concave message, [R] maximizenotes on estimation results, [R] estimates notesnotes, estimates subcommand, [R] estimates notesnotifyuser, set subcommand, [R] setnproc, estat subcommand, [R] rocreg postestimationnptrend command, [R] nptrendNR algorithm, [R] mlnrtolerance() option, [R] maximizeN-way analysis of variance, [R] anova
Oobs, set subcommand, [R] setobservational data, [R] correlate, [R] heckman,
[R] ivregress, [R] logit, [R] mean, [R] regress,[R] summarize, [R] tabulate oneway,[R] tabulate twoway, [R] ttest
observed information matrix, [R] ml, [R] vce optionodbcmgr, set subcommand, [R] setodds ratio, [R] eform option
estimation, [R] asclogit, [R] binreg, [R] clogit,[R] cloglog, [R] exlogistic, [R] glm, [R] glogit,[R] logistic, [R] logit, [R] mlogit, [R] scobit
postestimation, [R] contrast, [R] exlogisticpostestimation, [R] lincom
off,cmdlog subcommand, [R] loglog subcommand, [R] log
OIM, see observed information matrixologit command, [R] ologit, [R] ologit postestimation
OLS regression, see linear regressionomitted variables test, [R] regress postestimation, also
see specification teston,
cmdlog subcommand, [R] loglog subcommand, [R] log
one-way analysis of variance, [R] kwallis, [R] loneway,[R] oneway
oneway command, [R] onewayOPG, see outer product of the gradientoprobit command, [R] oprobit, [R] oprobit
postestimationorder statistics, [R] lvordered
logit, [R] ologitprobit, [R] heckoprobit, [R] oprobit
ordinal outcome model, see outcomes, ordinalordinary least squares, see linear regressionorthog command, [R] orthogorthogonal polynomial, [R] contrast, [R] margins,
contrast, [R] orthogorthpoly command, [R] orthogother, query subcommand, [R] queryoutcomes,
binary,complementary log-log, [R] cloglogglm for binomial family, [R] binreg, [R] glmgrouped data, [R] glogitlogistic, [R] exlogistic, [R] logistic, [R] logit,
[R] scobitprobit, [R] biprobit, [R] heckprobit,
[R] hetprobit, [R] ivprobit, [R] probitROC analysis, [R] rocfit, [R] rocreg
categorical,logistic, [R] asclogit, [R] clogit, [R] mlogit,
[R] nlogit, [R] slogitprobit, [R] asmprobit, [R] mprobit
count,negative binomial, [R] nbreg, [R] tnbreg,
[R] zinbPoisson, [R] expoisson, [R] ivpoisson,
[R] poisson, [R] tpoisson, [R] zipmultinomial, see categorical subentry, see ordinal
subentry, see rank subentryordinal,
logistic, [R] ologit, [R] slogitprobit, [R] heckoprobit, [R] oprobit
polytomous, see categorical subentry, see ordinalsubentry, see rank subentry
rank,logistic, [R] rologitprobit, [R] asroprobit
outer fence, [R] lvouter product of the gradient, [R] ml, [R] vce optionoutliers, [R] lv, [R] qreg, [R] regress postestimation,
[R] rregout-of-sample predictions, [R] predict, [R] predictnl
16 Subject index
output,query subcommand, [R] queryset subcommand, [R] set
output,coefficient table,
automatically widen, [R] setdisplay settings, [R] set showbaselevelsformat settings, [R] set cformat
controlling the scrolling of, [R] moreprinting, [R] translaterecording, [R] log
outside values, [R] lvoverid, estat subcommand, [R] gmm postestimation,
[R] ivpoisson postestimation, [R] ivregresspostestimation
overidentifying restrictions test, [R] gmmpostestimation, [R] ivpoisson postestimation,[R] ivregress postestimation
ovtest, estat subcommand, [R] regresspostestimation
P
P–P plot, [R] diagnostic plotspagesize, set subcommand, [R] more, [R] setpaging of screen output, controlling, [R] morepairwise comparisons, [R] margins, pwcompare,
[R] marginsplot, [R] pwcompare, [R] pwmeanpairwise correlation, [R] correlateparameters, system, see system parameterspartial
correlation, [R] pcorreffects, [R] margins, [R] marginsplotregression leverage plot, [R] regress postestimation
diagnostic plotsregression plot, [R] regress postestimation
diagnostic plotsresidual plot, [R] regress postestimation diagnostic
plotsParzen kernel function, [R] kdensity, [R] lpoly,
[R] qregpattern of missing values, [R] misstablepatterns, misstable subcommand, [R] misstablepausing until key is pressed, [R] morepchart command, [R] qcpchi command, [R] diagnostic plotspcorr command, [R] pcorrPDF, [R] translatePearson goodness-of-fit test, [R] estat gof, [R] logistic
postestimation, [R] poisson postestimationPearson product-moment correlation coefficient,
[R] correlatePearson residual, [R] binreg postestimation, [R] estat
gof, [R] glm postestimation, [R] logisticpostestimation, [R] logit postestimation
percentiles, displaying, [R] centile, [R] lv,[R] summarize, [R] table, [R] tabstat
permutation test, [R] permute
permute prefix command, [R] permutepformat, set subcommand, [R] set, [R] set cformatpharmaceutical statistics, [R] pk, [R] pksummpharmacokinetic data, [R] pk, [R] pkcollapse,
[R] pkcross, [R] pkequiv, [R] pkexamine,[R] pkshape, [R] pksumm
piecewisecubic functions, [R] mksplinelinear functions, [R] mkspline
pinnable, set subcommand, [R] setpk, see pharmacokinetic datapkcollapse command, [R] pkcollapsepkcross command, [R] pkcrosspkequiv command, [R] pkequivpkexamine command, [R] pkexamine.pkg filename suffix, [R] netpkshape command, [R] pkshapepksumm command, [R] pksummPlackett–Luce model, [R] rologitplaysnd, set subcommand, [R] setplot, ml subcommand, [R] mlpnorm command, [R] diagnostic plotspoisson command, [R] nbreg, [R] poisson,
[R] poisson postestimationPoisson distribution,
confidence intervals, [R] ciregression, see Poisson regression
Poisson regression, [R] nbreg, [R] poissongeneralized linear model, [R] glmtruncated, [R] tpoissonzero-inflated, [R] zip
polynomials,fractional, [R] fp, [R] mfporthogonal, [R] orthogsmoothing, see local polynomial
polytomous outcome model, see outcomes, polytomouspopulations,
diagnostic plots, [R] diagnostic plotsexamining, [R] histogram, [R] lv, [R] spikeplot,
[R] stem, [R] summarize, [R] tablestandard, [R] dstdizetesting equality of, see distributions, testing equality
oftesting for normality, [R] sktest, [R] swilk
postestimation command, [R] contrast, [R] estat,[R] estat ic, [R] estat summarize, [R] estatvce, [R] estimates, [R] hausman, [R] lincom,[R] linktest, [R] lrtest, [R] margins,[R] margins, contrast, [R] margins,pwcompare, [R] marginsplot, [R] nlcom,[R] predict, [R] predictnl, [R] pwcompare,[R] suest, [R] test, [R] testnl
poverty indices, [R] inequalitypower transformations, [R] boxcox, [R] lnskew0predict command, [R] predict, [R] regress
postestimationpredict, estat subcommand, [R] exlogistic
postestimation
Subject index 17
predictions, [R] predict, [R] predictnlpredictions, standard error of, [R] glm, [R] predict,
[R] regress postestimationpredictnl command, [R] predictnlprefix command, [R] bootstrap, [R] fp, [R] jackknife,
[R] mfp, [R] nestreg, [R] permute, [R] simulate,[R] stepwise, [R] xi
Pregibon delta beta influence statistic, see delta betainfluence statistic
preprocessor commands, [R] #reviewprevalence studies, see case–control dataprint command, [R] translateprintcolor, set subcommand, [R] setprinting, logs (output), [R] translateprobit command, [R] probit, [R] probit
postestimationprobit regression, [R] probit
alternative-specific multinomial probit,[R] asmprobit
alternative-specific rank-ordered, [R] asroprobitbivariate, [R] biprobitgeneralized linear model, [R] glmheteroskedastic, [R] hetprobitmultinomial, [R] mprobitordered, [R] heckoprobit, [R] oprobittwo-equation, [R] biprobitwith endogenous regressors, [R] ivprobitwith grouped data, [R] glogitwith sample selection, [R] heckprobit
processors, set subcommand, [R] setproduction frontier model, [R] frontierproduct-moment correlation, [R] correlate
between ranks, [R] spearmanprofile plots, [R] marginsplotprogramming, limits, [R] limitsprograms, user-written, see ado-filesprojection matrix, diagonal elements of, [R] binreg
postestimation, [R] clogit postestimation,[R] glm postestimation, [R] logisticpostestimation, [R] logit postestimation,[R] regress postestimation, [R] rregpostestimation
proportion command, [R] proportion,[R] proportion postestimation
proportionalhazards models, see survival analysisodds assumption, [R] ologit
relaxed, [R] slogitodds model, [R] ologitsampling, [R] bootstrap
proportions,confidence intervals for, [R] ciestimating, [R] proportiontesting equality of, [R] bitest, [R] prtest
prtest command, [R] prtestprtesti command, [R] prtestpseudo R-squared, [R] maximizepseudosigmas, [R] lv
pwcompare command, [R] pwcompare,[R] pwcompare postestimation
pwcorr command, [R] correlatepwmean command, [R] pwmean, [R] pwmean
postestimation
QQ–Q plot, [R] diagnostic plotsqc charts, see quality control chartsqchi command, [R] diagnostic plotsqladder command, [R] ladderqnorm command, [R] diagnostic plotsqqplot command, [R] diagnostic plotsqreg command, [R] qreg, [R] qreg postestimationqtolerance() option, [R] maximizequalitative dependent variables, [R] asclogit,
[R] asmprobit, [R] asroprobit, [R] binreg,[R] biprobit, [R] brier, [R] clogit, [R] cloglog,[R] cusum, [R] exlogistic, [R] glm, [R] glogit,[R] heckoprobit, [R] heckprobit, [R] hetprobit,[R] ivprobit, [R] logistic, [R] logit, [R] mlogit,[R] mprobit, [R] nlogit, [R] ologit, [R] oprobit,[R] probit, [R] rocfit, [R] rocreg, [R] rologit,[R] scobit, [R] slogit
quality control charts, [R] qc, [R] serrbarquantile command, [R] diagnostic plotsquantile–normal plots, [R] diagnostic plotsquantile plots, [R] diagnostic plotsquantile–quantile plots, [R] diagnostic plotsquantile regression, [R] qregquantiles, see percentiles, displayingquery
command, [R] queryefficiency command, [R] querygraphics command, [R] queryinterface command, [R] querymata command, [R] querymemory command, [R] querynetwork command, [R] queryother command, [R] queryoutput command, [R] querytrace command, [R] queryupdate command, [R] query
query,estimates subcommand, [R] estimates storelog subcommand, [R] logml subcommand, [R] mlnet subcommand, [R] nettranslator subcommand, [R] translatetransmap subcommand, [R] translateupdate subcommand, [R] update
quitting Stata, see exit command
Rr() stored results, [R] stored resultsRamsey test, [R] regress postestimation
18 Subject index
randomorder, test for, [R] runtestsample, [R] bootstrap
random-effects model, [R] anova, [R] lonewayrandom-order test, [R] runtestrange chart, [R] qcrange of data, [R] lv, [R] stem, [R] summarize,
[R] table, [R] tabstatrank correlation, [R] spearmanranking data, [R] rologitrank-order statistics, [R] signrank, [R] spearmanrank-ordered logistic regression, see outcomes, rankranksum command, [R] ranksumrate ratio, see incidence-rate ratioratio command, [R] ratio, [R] ratio postestimationratios, estimating, [R] ratiorc (return codes), see error messages and return codesrchart command, [R] qcreceiver operating characteristic analysis, [R] roc
area under ROC curve, [R] lrocnonparametric analysis without covariates,
[R] roctabparametric analysis without covariates, [R] rocfitregression models, [R] rocregROC curves after rocfit, [R] rocfit postestimationROC curves after rocreg, [R] rocregplottest equality of ROC areas, see equality test of ROC
areasrectangle kernel function, [R] kdensity, [R] lpoly,
[R] qregreexpression, [R] boxcox, [R] ladder, [R] lnskew0reg3 command, [R] reg3, [R] reg3 postestimationregress command, [R] regress, [R] regress
postestimation, [R] regress postestimationdiagnostic plots, [R] regress postestimation timeseries
regressiondiagnostics, [R] estat classification, [R] estat gof,
[R] logistic postestimation, [R] lroc, [R] lsens,[R] poisson postestimation, [R] predict,[R] predictnl, [R] regress postestimationdiagnostic plots, [R] regress postestimation timeseries
function, estimating, [R] lpolyregression,
constrained, [R] cnsregcreating orthogonal polynomials for, [R] orthogdummy variables, with, [R] anova, [R] areg, [R] xifixed-effects, [R] aregfractional polynomial, [R] fp, [R] mfpgraphing, [R] logistic, [R] regress postestimation
diagnostic plotsgrouped data, [R] intregincreasing number of variables allowed, [R] matsizeinstrumental variables, [R] gmm, [R] ivpoisson,
[R] ivprobit, [R] ivregress, [R] ivtobitlinear, see linear regression
regression, continuedsystem, [R] gmm, [R] ivpoisson, [R] ivregress,
[R] nlsur, [R] reg3, [R] suregtruncated, [R] truncreg
relative-risk ratio, [R] eform option, [R] lincom,[R] mlogit
reliability, [R] brier, [R] eivreg, [R] icc, [R] intreg,[R] loneway, [R] poisson
reliability theory, see survival analysisrepeated measures ANOVA, [R] anovarepeating and editing commands, [R] #reviewreplay, estimates subcommand, [R] estimates
replayreport, fvset subcommand, [R] fvsetreport, ml subcommand, [R] mlRESET test, [R] regress postestimationreset, translator subcommand, [R] translateresiduals, [R] logistic, [R] predict, [R] regress
postestimation diagnostic plots, [R] rregpostestimation
residual-versus-fitted plot, [R] regress postestimationdiagnostic plots
residual-versus-predictor plot, [R] regresspostestimation diagnostic plots
resistant smoothers, [R] smoothrestore, estimates subcommand, [R] estimates
storerestricted cubic splines, [R] mksplineResults window, clearing, [R] clsresults,
saving, [R] estimates savestored, [R] stored results
return codes, see error messages and return codesreturn list command, [R] stored resultsreventries, set subcommand, [R] set#review command, [R] #reviewrevkeyboard, set subcommand, [R] setrisk ratio, [R] binregrmsg, set subcommand, [R] setrobust regression, [R] regress, [R] rreg, also see robust,
Huber/White/sandwich estimator of variancerobust test for equality of variance, [R] sdtestrobust, Huber/White/sandwich estimator of variance,
[R] vce optionalternative-specific
conditional logit model, [R] asclogitmultinomial probit regression, [R] asmprobitrank-ordered probit regression, [R] asroprobit
complementary log-log regression, [R] clogloggeneralized linear models, [R] glm
for binomial family, [R] binreggeneralized method of moments, [R] gmm,
[R] ivpoissonheckman selection model, [R] heckmaninstrumental-variables regression, [R] ivregressinterval regression, [R] intreg
Subject index 19
robust, Huber/White/sandwich estimator of variance,continued
linear regression, [R] regressconstrained, [R] cnsregtruncated, [R] truncregwith dummy-variable set, [R] areg
logistic regression, [R] logistic, [R] logit, also seelogit regression subentryconditional, [R] clogitmultinomial, [R] mlogitordered, [R] ologitrank-ordered, [R] rologitskewed, [R] scobitstereotype, [R] slogit
logit regression, [R] logistic, [R] logit, also seelogistic regression subentryfor grouped data, [R] glogitnested, [R] nlogit
maximum likelihood estimation, [R] ml, [R] mlexpmultinomial
logistic regression, [R] mlogitprobit regression, [R] mprobit
negative binomial regression, [R] nbregtruncated, [R] tnbregzero-inflated, [R] zinb
nonlinearleast-squares estimation, [R] nlsystems of equations, [R] nlsur
Poisson regression, [R] poissontruncated, [R] tpoissonwith endogenous regressors, [R] ivpoissonzero-inflated, [R] zip
probit regression, [R] probitbivariate, [R] biprobitfor grouped data, [R] glogitheteroskedastic, [R] hetprobitmultinomial, [R] mprobitordered, [R] heckoprobit, [R] oprobitwith endogenous regressors, [R] ivprobitwith sample selection, [R] heckprobit
quantile regression, [R] qregsummary statistics,
mean, [R] meanproportion, [R] proportionratio, [R] ratiototal, [R] total
tobit model, [R] tobitwith endogenous regressors, [R] ivtobit
truncatednegative binomial regression, [R] tnbregPoisson regression, [R] tpoissonregression, [R] truncreg
with endogenous regressors,instrumental-variables regression, [R] ivregressPoisson regression, [R] ivpoissonprobit regression, [R] ivprobittobit regression, [R] ivtobit
robust, Huber/White/sandwich estimator of variance,continued
zero-inflatednegative binomial regression, [R] zinbPoisson regression, [R] zip
robust, other methods of, [R] rreg, [R] smoothrobvar command, [R] sdtestROC, see receiver operating characteristic analysisroccomp command, [R] roc, [R] roccomprocfit command, [R] rocfit, [R] rocfit postestimationrocgold command, [R] roc, [R] roccomprocplot command, [R] rocfit postestimationrocreg command, [R] rocreg, [R] rocreg
postestimation, [R] rocregplotrocregplot command, [R] rocregplotroctab command, [R] roc, [R] roctabroh, [R] lonewayrologit command, [R] rologit, [R] rologit
postestimationrootograms, [R] spikeplotrreg command, [R] rreg, [R] rreg postestimationrun command, [R] doruniform() function, [R] set seedruntest command, [R] runtestrvfplot command, [R] regress postestimation
diagnostic plotsrvpplot command, [R] regress postestimation
diagnostic plots
S
s() stored results, [R] stored resultssample, random, see random samplesampling, [R] bootstrap, [R] bsample, also see cluster
samplingsandwich/Huber/White estimator of variance, see robust,
Huber/White/sandwich estimator of variancesave, estimates subcommand, [R] estimates savesaved results, see stored resultssaving results, [R] estimates saveScheffe’s multiple-comparison adjustment, see multiple
comparisons, Scheffe’s methodscheme, set subcommand, [R] setSchwarz information criterion, see Bayesian information
criterions-class command, [R] stored resultsscobit command, [R] scobit, [R] scobit
postestimationscore, ml subcommand, [R] mlscores, [R] predictscrollbufsize, set subcommand, [R] setscrolling of output, controlling, [R] moresdtest command, [R] sdtestsdtesti command, [R] sdtestse, estat subcommand, [R] exlogistic postestimation,
[R] expoisson postestimation
20 Subject index
search,ml subcommand, [R] mlnet subcommand, [R] netview subcommand, [R] view
search command, [R] searchsearch Internet, [R] net searchsearch d, view subcommand, [R] viewsearchdefault, set subcommand, [R] search, [R] setseed, set subcommand, [R] set, [R] set seedseemingly unrelated
estimation, [R] suestregression, [R] nlsur, [R] reg3, [R] sureg
segmentsize, set subcommand, [R] setselection models, [R] heckman, [R] heckoprobit,
[R] heckprobitsensitivity, [R] estat classification, [R] lroc, [R] lsens,
also see receiver operating characteristic analysismodel, [R] regress postestimation, [R] rreg
serial correlation, see autocorrelationserial independence test, [R] runtestserrbar command, [R] serrbarsession, recording, [R] logset
adosize command, [R] setautotabgraphs command, [R] setcformat command, [R] set, [R] set cformatcharset command, [R] setchecksum command, [R] setcoeftabresults command, [R] setcommand, [R] query, [R] setconren command, [R] setcopycolor command, [R] setdockable command, [R] setdockingguides command, [R] setdoublebuffer command, [R] setdp command, [R] setemptycells command, [R] set, [R] set emptycellseolchar command, [R] setfastscroll command, [R] setfloatwindows command, [R] setfvlabel command, [R] set, [R] set showbaselevelsfvwrap command, [R] set, [R] set showbaselevelsfvwrapon command, [R] set, [R] set
showbaselevelsgraphics command, [R] sethaverdir command, [R] sethttpproxy command, [R] netio, [R] sethttpproxyauth command, [R] netio, [R] sethttpproxyhost command, [R] netio, [R] sethttpproxyport command, [R] netio, [R] sethttpproxypw command, [R] netio, [R] sethttpproxyuser command, [R] netio, [R] setinclude bitmap command, [R] setlevel command, [R] level, [R] setlinegap command, [R] setlinesize command, [R] log, [R] setlocksplitters command, [R] set
set, continuedlogtype command, [R] log, [R] setlstretch command, [R] setmatsize command, [R] matsize, [R] setmaxdb command, [R] db, [R] setmaxiter command, [R] maximize, [R] setmax memory command, [R] setmaxvar command, [R] setmin memory command, [R] setmore command, [R] more, [R] setniceness command, [R] setnotifyuser command, [R] setobs command, [R] setodbcmgr command, [R] setoutput command, [R] setpagesize command, [R] more, [R] setpformat command, [R] set, [R] set cformatpinnable command, [R] setplaysnd command, [R] setprintcolor command, [R] setprocessors command, [R] setreventries command, [R] setrevkeyboard command, [R] setrmsg command, [R] setscheme command, [R] setscrollbufsize command, [R] setsearchdefault command, [R] search, [R] setseed command, [R] set, [R] set seedsegmentsize command, [R] setsformat command, [R] set, [R] set cformatshowbaselevels command, [R] set, [R] set
showbaselevelsshowemptycells command, [R] set, [R] set
showbaselevelsshowomitted command, [R] set, [R] set
showbaselevelssmoothfonts command, [R] settimeout1 command, [R] netio, [R] settimeout2 command, [R] netio, [R] settrace command, [R] settracedepth command, [R] settraceexpand command, [R] settracehilite command, [R] settraceindent command, [R] settracenumber command, [R] settracesep command, [R] settype command, [R] setupdate interval command, [R] set, [R] updateupdate prompt command, [R] set, [R] updateupdate query command, [R] set, [R] updatevarabbrev command, [R] setvarkeyboard command, [R] set
set ado, net subcommand, [R] netset matacache, mata subcommand, [R] setset matafavor, mata subcommand, [R] setset matalibs, mata subcommand, [R] setset matalnum, mata subcommand, [R] set
Subject index 21
set matamofirst, mata subcommand, [R] setset mataoptimize, mata subcommand, [R] setset matastrict, mata subcommand, [R] setset other, net subcommand, [R] netset, translator subcommand, [R] translateset defaults command, [R] set defaultssettings,
display, [R] set showbaselevelsformat, [R] set cformat
sformat, set subcommand, [R] set, [R] set cformatsfrancia command, [R] swilkShapiro–Francia test for normality, [R] swilkShapiro–Wilk test for normality, [R] swilkshewhart command, [R] qcshowbaselevels, set subcommand, [R] set, [R] set
showbaselevelsshowemptycells, set subcommand, [R] set, [R] set
showbaselevelsshownrtolerance option, [R] maximizeshowomitted, set subcommand, [R] set, [R] set
showbaselevelsshowstep option, [R] maximizeshowtolerance option, [R] maximizeSidak’s multiple-comparison adjustment, see multiple
comparisons, Sidak’s methodsignrank command, [R] signranksigntest command, [R] signranksimulate prefix command, [R] simulatesimulation, Monte Carlo, [R] permute, [R] simulatesimultaneous
quantile regression, [R] qregsystems, [R] reg3
SIR, see standardized incidence ratioSJ, see Stata Journal and Stata Technical Bulletinsj, net subcommand, [R] netskewed logistic regression, [R] scobitskewness, [R] ladder, [R] regress postestimation,
[R] summarize, [R] lnskew0, [R] lv,[R] pksumm, [R] sktest, [R] tabstat
sktest command, [R] sktestslogit command, [R] slogit, [R] slogit postestimationSmall Stata, [R] limitssmooth command, [R] smoothsmoothfonts, set subcommand, [R] setsmoothing, [R] lpoly, [R] smooth
graphs, [R] kdensity, [R] lowessSMR, see standardized mortality ratiospearman command, [R] spearmanSpearman’s rho, [R] spearmanspecification test, [R] gmm postestimation,
[R] hausman, [R] ivpoisson postestimation,[R] ivregress postestimation, [R] linktest,[R] lnskew0, [R] regress postestimation,[R] suest
specificity, [R] estat classification, [R] lroc, [R] lsens,also see receiver operating characteristic analysis
Spiegelhalter’s Z statistic, [R] brierspike plot, [R] spikeplot
spikeplot command, [R] spikeplotsplines
linear, [R] mksplinerestricted cubic, [R] mkspline
split-plot designs, [R] anovaspread, [R] lvsqreg command, [R] qreg, [R] qreg postestimationsreturn list command, [R] stored resultsssc
copy command, [R] sscdescribe command, [R] sschot command, [R] sscinstall command, [R] sscnew command, [R] ssctype command, [R] sscuninstall command, [R] ssc
SSC archive, see Statistical Software Componentsarchive
standard deviations,displaying, [R] lv, [R] summarize, [R] table,
[R] tabstat, [R] tabulate, summarize()testing equality of, [R] sdtest
standard errors,for general predictions, [R] predictnlforecast, [R] predict, [R] regress postestimationmean, [R] ci, [R] meanprediction, [R] glm, [R] predict, [R] regress
postestimationresiduals, [R] predict, [R] regress postestimationrobust, see robust, Huber/White/sandwich estimator
of variancestandardized
incidence ratio, [R] dstdizemargins, [R] marginsmeans, [R] meanmortality ratio, [R] dstdizeproportions, [R] proportionrates, [R] dstdizeratios, [R] ratioresiduals, [R] binreg postestimation, [R] glm
postestimation, [R] logistic postestimation,[R] logit postestimation, [R] predict, [R] regresspostestimation
Stata Journal and Stata Technical Bulletininstallation of, [R] net, [R] sjkeyword search of, [R] search
Stata limits, [R] limitsStata/IC, [R] limitsStata/MP, [R] limitsStata/SE, [R] limitsstata.key file, [R] searchStatistical Software Components archive, [R] sscstats, estimates subcommand, [R] estimates statsSTB, see Stata Journal and Stata Technical Bulletinstb, net subcommand, [R] netstcox, fractional polynomials, [R] fp, [R] mfpstem command, [R] stem
22 Subject index
stem-and-leaf displays, [R] stemstepwise estimation, [R] stepwisestepwise prefix command, [R] stepwisestereotype logistic regression, [R] slogitstochastic frontier model, [R] frontierstore, estimates subcommand, [R] estimates storestored results, [R] stored resultsstoring and restoring estimation results, [R] estimates
storestratified
graphs, [R] dotplotmodels, [R] asclogit, [R] asmprobit, [R] asroprobit,
[R] clogit, [R] exlogistic, [R] expoisson,[R] rocreg, [R] rologit
resampling, [R] bootstrap, [R] bsample, [R] bstat,[R] permute
standardization, [R] dstdizesummary statistics, [R] mean, [R] proportion,
[R] ratio, [R] totalstructural vector autoregressive
postestimation, [R] regress postestimation timeseries
Stuart–Maxwell test statistic, [R] symmetryStudentized residuals, [R] predict, [R] regress
postestimationStudentized-range multiple-comparison adjustment, see
multiple comparisons, Tukey’s methodStudent–Newman–Keuls’ multiple-comparison
adjustment, see multiple comparisons, Student–Newman–Keuls’ method
Student’s t distribution, see t distributionsubhazard ratio, [R] eform option, [R] lincomsuest command, [R] suestsummarize,
estat subcommand, [R] estat, [R] estat summarizemisstable subcommand, [R] misstable
summarize command, [R] summarize, [R] tabulate,summarize()
summarizing data, [R] summarize, [R] tabstat, [R] lv,[R] table, [R] tabulate oneway, [R] tabulatetwoway, [R] tabulate, summarize()
summary statistics, see descriptive statisticssums, over observations, [R] summarizesunflower command, [R] sunflowersunflower plots, [R] sunflowersureg command, [R] sureg, [R] sureg postestimationsurvey sampling, see cluster samplingsurvival analysis, [R] intreg, [R] logistic, [R] poissonsurvival-time data, see survival analysisswilk command, [R] swilksymbolic forms, [R] anovasymmetry command, [R] symmetrysymmetry plots, [R] diagnostic plotssymmetry test, [R] symmetrysymmi command, [R] symmetrysymplot command, [R] diagnostic plotssyntax diagrams explained, [R] intro
systemestimators, [R] gmm, [R] ivpoisson, [R] ivregress,
[R] nlsur, [R] reg3, [R] suregparameters, [R] query, [R] set, [R] set defaults
szroeter, estat subcommand, [R] regresspostestimation
Szroeter’s test for heteroskedasticity, [R] regresspostestimation
Tt distribution
confidence interval for mean, [R] ci, [R] meantesting equality of means, [R] esize, [R] ttest
tab1 command, [R] tabulate onewaytab2 command, [R] tabulate twowaytabi command, [R] tabulate twowaytable command, [R] tabletable, estimates subcommand, [R] estimates tabletables,
coefficient,display in exponentiated form, [R] eform optiondisplay settings, [R] estimation options, [R] set
showbaselevelsformat settings, [R] set cformatmaximum likelihood display options, [R] mlsystem parameter settings, [R] set
contingency, [R] table, [R] tabulate twowayestimation results, [R] estimates tablefrequency, [R] tabulate oneway, [R] tabulate
twoway, [R] table, [R] tabstat, [R] tabulate,summarize()
missing values, [R] misstablesummary statistics, [R] table, [R] tabstat,
[R] tabulate, summarize()tabstat command, [R] tabstattabulate command, [R] tabulate oneway,
[R] tabulate twowaysummarize(), [R] tabulate, summarize()
tau, [R] spearmanTDT test, see transmission-disequilibrium testtechnique() option, [R] maximizetest,
ARCH, see autoregressive conditionalheteroskedasticity test
association, see association testautoregressive conditional heteroskedasticity, see
autoregressive conditional heteroskedasticity testbinomial probability, see binomial probability testbioequivalence, see bioequivalence testBreusch–Godfrey, see Breusch–Godfrey testBreusch–Pagan, see Breusch–Pagan testchi-squared hypothesis, see chi-squared hypothesis
testChow, see Chow testcomparison (between nested models), see
comparison test between nested modelscusum, see cusum test
Subject index 23
test, continuedDurbin’s alternative, see Durbin’s alternative testendogeneity, see endogeneity testEngle’s LM, see Engle’s LM testequality of
binomial proportions, see equality test ofbinomial proportions
coefficients, see equality test of coefficientsdistributions, see distributions, testing equality ofmargins, see equality test of marginsmeans, see equality test of meansmedians, see equality test of mediansproportions, see equality test of proportionsROC areas, see equality test of ROC areasvariances, see equality test of variances
equivalence, see equivalence testexogeneity, see endogeneity testFisher’s exact, see Fisher’s exact testgoodness-of-fit, see goodness of fitHausman specification, see Hausman specification
testheteroskedasticity, see heteroskedasticity testindependence, see independence test, also see
Breusch–Pagan testindependence of irrelevant alternatives, see
independence of irrelevant alternativesinformation matrix, see information matrix testinterrater agreement, see interrater agreementKolmogorov–Smirnov, see Kolmogorov–Smirnov testKruskal–Wallis, see Kruskal–Wallis testkurtosis, see kurtosislikelihood-ratio, see likelihood-ratio testlinear hypotheses after estimation, see linear
hypothesis test after estimationmarginal homogeneity, see marginal homogeneity,
test ofmargins, see margins testmodel coefficients, see model coefficients testmodel specification, see specification testnonlinear hypotheses after estimation, see nonlinear
hypothesis test after estimationnormality, see normal distribution and normalityomitted variables, see omitted variables testoveridentifying restrictions, see overidentifying
restrictions testpermutation, see permutation testRamsey, see Ramsey testrandom-order, see random-order testRESET, see RESET testserial correlation, see autocorrelationserial independence, see serial independence testShapiro–Francia, see Shapiro–Francia test for
normalityShapiro–Wilk, see Shapiro–Wilk test for normalityskewness, see skewnesssymmetry, see symmetry testSzroeter’s, see Szroeter’s test for heteroskedasticityTDT, see transmission-disequilibrium test
test, continuedtransmission-disequilibrium test, see transmission-
disequilibrium testtrend, see trend, test forvariance-comparison, see variance-comparison testVuong, see Vuong testweak instrument, see weak instrument test
test command, [R] anova postestimation, [R] testtestnl command, [R] testnltestparm command, [R] testtetrachoric command, [R] tetrachoricthree-stage least squares, [R] reg3timeout1, set subcommand, [R] netio, [R] settimeout2, set subcommand, [R] netio, [R] settime-series analysis, [R] regress postestimation time
seriestime-versus-concentration curve, [R] pktitle, estimates subcommand, [R] estimates titletnbreg command, [R] tnbreg, [R] tnbreg
postestimationtobit command, [R] tobit, [R] tobit postestimationtobit regression, [R] ivtobit, [R] tobit, also see intreg
command, also see truncreg command.toc filename suffix, [R] nettolerance() option, [R] maximizetotal command, [R] total, [R] total postestimationtotals, estimation, [R] totaltpoisson command, [R] tpoisson, [R] tpoisson
postestimationtrace,
ml subcommand, [R] mlquery subcommand, [R] queryset subcommand, [R] set
trace option, [R] maximizetracedepth, set subcommand, [R] settraceexpand, set subcommand, [R] settracehilite, set subcommand, [R] settraceindent, set subcommand, [R] settracenumber, set subcommand, [R] settracesep, set subcommand, [R] settracing iterative maximization process, [R] maximizetransformations
log, [R] lnskew0modulus, [R] boxcoxpower, [R] boxcox, [R] lnskew0to achieve normality, [R] boxcox, [R] ladderto achieve zero skewness, [R] lnskew0
translate command, [R] translatetranslate logs, [R] translatetranslator
query command, [R] translatereset command, [R] translateset command, [R] translate
transmap
define command, [R] translatequery command, [R] translate
transmission-disequilibrium test, [R] symmetry
24 Subject index
tree, misstable subcommand, [R] misstabletrend, test for, [R] nptrend, [R] symmetrytriangle kernel function, [R] kdensity, [R] lpoly,
[R] qregtruncated
negative binomial regression, [R] tnbregobservations, [R] truncreg, also see censored
observationsPoisson regression, [R] tpoissonregression, [R] truncreg
truncreg command, [R] truncreg, [R] truncregpostestimation
ttest and ttesti commands, [R] ttestTukey’s multiple-comparison adjustment, see multiple
comparisons, Tukey’s methodtuning constant, [R] rregtwo-stage least squares, [R] ivregresstwo-way
analysis of variance, [R] anovascatterplots, [R] lowess
type,set subcommand, [R] setssc subcommand, [R] ssc
U
U statistic, [R] ranksumuniformly distributed random-number function, [R] set
seeduninstall,
net subcommand, [R] netssc subcommand, [R] ssc
unique values, counting, [R] table, [R] tabulate onewayunivariate
distributions, displaying, [R] cumul, [R] diagnosticplots, [R] histogram, [R] ladder, [R] lv,[R] stem
kernel density estimation, [R] kdensityupdate
all command, [R] updatecommand, [R] updatefrom command, [R] updatequery command, [R] update
update,query subcommand, [R] queryview subcommand, [R] view
update d, view subcommand, [R] viewupdate interval, set subcommand, [R] set,
[R] updateupdate prompt, set subcommand, [R] set,
[R] updateupdate query, set subcommand, [R] set, [R] updateupdates to Stata, [R] adoupdate, [R] net, [R] sj,
[R] updateuse, estimates subcommand, [R] estimates save
user-written additions,installing, [R] net, [R] sscsearching for, [R] net search, [R] ssc
using,cmdlog subcommand, [R] loglog subcommand, [R] log
Vvarabbrev, set subcommand, [R] setvariables,
categorical, see categorical data, agreement,measures for
dummy, see indicator variablesfactor, see factor variablesin model, maximum number, [R] matsizeorthogonalize, [R] orthog
variance,analysis of, [R] anova, [R] loneway, [R] onewaydisplaying, [R] summarize, [R] tabstatestimators, [R] vce optionHuber/White/sandwich estimator, see robust,
Huber/White/sandwich estimator of varianceinflation factors, [R] regress postestimationnonconstant, see robust, Huber/White/sandwich
estimator of variancestabilizing transformations, [R] boxcoxtesting equality of, [R] sdtest
variance–covariance matrix of estimators, [R] correlate,[R] estat, [R] estat vce
variance-comparison test, [R] sdtestvariance-weighted least squares, [R] vwlsvarkeyboard, set subcommand, [R] setvce, estat subcommand, [R] estat, [R] estat vcevce() option, [R] vce optionversion of ado-file, [R] whichversion of Stata, [R] aboutview
ado command, [R] viewado d command, [R] viewbrowse command, [R] viewcommand, [R] viewhelp command, [R] viewhelp d command, [R] viewnet command, [R] viewnet d command, [R] viewnews command, [R] viewsearch command, [R] viewsearch d command, [R] viewupdate command, [R] viewupdate d command, [R] viewview d command, [R] view
view d, view subcommand, [R] viewviewing previously typed lines, [R] #reviewvif, estat subcommand, [R] regress postestimationVuong test, [R] zinb, [R] zipvwls command, [R] vwls, [R] vwls postestimation
Subject index 25
WWald test, [R] contrast, [R] predictnl, [R] test,
[R] testnlweak instrument test, [R] ivregress postestimationweighted least squares, [R] regress
for grouped data, [R] glogitgeneralized linear models, [R] glmgeneralized method of moments estimation,
[R] gmm, [R] ivpoissoninstrumental-variables regression, [R] gmm,
[R] ivregressnonlinear least-squares estimation, [R] nlnonlinear systems of equations, [R] nlsurvariance, [R] vwls
Welsch distance, [R] regress postestimationwhich command, [R] whichWhite/Huber/sandwich estimator of variance, see robust,
Huber/White/sandwich estimator of varianceWhite’s test for heteroskedasticity, [R] regress
postestimationWilcoxon
rank-sum test, [R] ranksumsigned-ranks test, [R] signrank
Xxchart command, [R] qcxi prefix command, [R] xi
ZZellner’s seemingly unrelated regression, [R] sureg,
[R] reg3, [R] suestzero-altered, see zero-inflatedzero-inflated
negative binomial regression, [R] zinbPoisson regression, [R] zip
zero-skewness transform, [R] lnskew0zinb command, [R] zinb, [R] zinb postestimationzip command, [R] zip, [R] zip postestimation