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