Christopher F. BAUM - An Introduction To Modern Econometrics Using Stata

STATA GLOSSARY AND INDEX
RELEASE 15
A Stata Press Publication

StataCorp LLC
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Version 15
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StataCorp. 2017. Stata: Release 15 . Statistical Software. College Station, TX: StataCorp LLC.
Contents
Combined subject table of contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Acronym glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
Glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
Vignette index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
Author index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
Subject index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
i
Combined subject table of contents
This is the complete contents for all manuals. Every estimation command has a postestimation entry;
however, not all postestimation entries are listed here.
Getting started
Data manipulation and management
Basic data commands Reshaping datasets
Creating and dropping variables Labeling, display formats, and notes
Functions and expressions Changing and renaming variables
Strings Examining data
Dates and times File manipulation
Loading, saving, importing, and exporting data Miscellaneous data commands
Combining data Multiple imputation
Utilities
Basic utilities Internet
Error messages Data types and memory
Stored results Advanced utilities
Graphics
Common graphs Survival-analysis graphs
Distributional graphs Time-series graphs
Item response theory graphs More statistical graphs
Multivariate graphs Editing
Quality control Graph utilities
Regression diagnostic plots Graph schemes
ROC analysis Graph concepts
Smoothing and densities
Statistics
ANOVA and related Mixed models
Basic statistics Multidimensional scaling and biplots
Bayesian analysis Multilevel mixed-effects models
Binary outcomes Multiple imputation
Categorical outcomes Multivariate analysis of variance and
Censored and truncated regression models related techniques
Cluster analysis Nonlinear regression
Correspondence analysis Nonparametric statistics
Count outcomes Ordinal outcomes
Discriminant analysis Other statistics
Do-it-yourself generalized method of moments Pharmacokinetic statistics
Do-it-yourself maximum likelihood estimation Power and sample size
Dynamic stochastic general equilibrium models Quality control
Endogenous covariates ROC analysis
Epidemiology and related Rotation
Estimation related Sample selection models
Exact statistics Simulation/resampling
Extended regression models Spatial autoregressive models
Factor analysis and principal components Standard postestimation tests, tables,
Finite mixture models and other analyses
1
2 Combined subject table of contents
Fractional outcomes Structural equation modeling

Generalized linear models Survey data
Indicator and categorical variables Survival analysis
Item response theory Time series, multivariate
Latent class models Time series, univariate
Linear regression and related Transforms and normality tests
Logistic and probit regression Treatment effects
Longitudinal data/panel data
Matrix commands
Basics Other
Programming Mata
Programming
Basics Projects
Program control Advanced programming commands
Parsing and program arguments Special-interest programming commands
Console output File formats
Commonly used programming commands Mata
Debugging Automated document and report creation
Interface features
Getting started
[GSM] Getting Started with Stata for Mac . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[GSU] Getting Started with Stata for Unix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[GSW] Getting Started with Stata for Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[U] Chapter 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . Resources for learning and using Stata
[U] Chapter 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stata’s help and search facilities
[R] help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display help in Stata
[R] search . . . . . . . . . . . . . . . . . . . . . . . Search Stata documentation and other resources
Data manipulation and management

Basic data commands
[D] codebook . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe data contents
[D] data management . . . . . . . . . . . . . . . . . Introduction to data management commands
[D] data types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quick reference for data types
[D] datetime . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Date and time values and variables
[D] describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe data in memory or in file
[D] edit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Browse or edit data with Data Editor
[D] format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set variables’ output format
[D] insobs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Add or insert observations
[D] inspect . . . . . . . . . . . . . . . . . . . . . . . . . . Display simple summary of data’s attributes
[D] label . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manipulate labels
[D] list . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . List values of variables
[D] missing values . . . . . . . . . . . . . . . . . . . . . . . . . . . Quick reference for missing values
[D] rename . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rename variable
[D] save . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save Stata dataset
[D] sort . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sort data
Combined subject table of contents 3
[D] use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Load Stata dataset

[D] varmanage . . . . . . . . . . . . . . . . Manage variable labels, formats, and other properties
Creating and dropping variables

[FN] Date and time functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Mathematical functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Matrix functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Programming functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Random-number functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Selecting time-span functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Statistical functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] String functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[D] clear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clear memory
[D] compress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compress data in memory
[D] drop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Drop variables or observations
[D] dyngen . . . . . . . . . . . . . . . . . . . . . . . . . Dynamically generate new values of variables
[D] egen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extensions to generate
[D] generate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create or change contents of variable
[R] orthog . . . . . . . . . . . . Orthogonalize variables and compute orthogonal polynomials
Functions and expressions

[U] Section 12.4.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unicode string functions
[U] Chapter 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Functions and expressions
[FN] Date and time functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Mathematical functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Matrix functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Programming functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Random-number functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Selecting time-span functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Statistical functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Strings
[U] Section 12.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Strings
[U] Section 12.4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Handling Unicode strings
[U] Chapter 23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Working with strings
[D] unicode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unicode utilities
Dates and times

[U] Section 12.5.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Date and time formats
[U] Chapter 24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Working with dates and times
[D] bcal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Business calendar file manipulation
[D] datetime . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Date and time values and variables
[D] datetime business calendars . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Business calendars
[D] datetime business calendars creation . . . . . . . . . . . . . . . . Business calendars creation
[D] datetime display formats . . . . . . . . . . . . . . . . . . Display formats for dates and times
[D] datetime translation . . . . . . . . . . . . . . . . String to numeric date translation functions
Loading, saving, importing, and exporting data

[GS] Chapter 6 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . Using the Data Editor
[U] Chapter 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Entering and importing data
[D] export . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overview of exporting data from Stata
[D] import . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overview of importing data into Stata
[D] import dbase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import and export dBase files
[D] import delimited . . . . . . . . . . . . . . . . . . . . . . . . Import and export delimited text data
[D] import excel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import and export Excel files
[D] import fred . . . . . . . . . . . . . . . . . Import data from Federal Reserve Economic Data
[D] import haver . . . . . . . . . . . . . . . . . . . . . Import data from Haver Analytics databases
[D] import sasxport . . . . . . . . . . . . . . Import and export datasets in SAS XPORT format
[D] infile (fixed format) . . . . . . . . . . . . Read text data in fixed format with a dictionary
[D] infile (free format) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Read unformatted text data
[D] infix (fixed format) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Read text data in fixed format
[D] input . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Enter data from keyboard
[D] odbc . . . . . . . . . . . . . . . . . . . . . . . . . . Load, write, or view data from ODBC sources
[D] outfile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export dataset in text format
[P] putdocx . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generate Office Open XML (.docx) file
[P] putexcel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export results to an Excel file
[P] putexcel advanced . . . . . . . . Export results to an Excel file using advanced syntax
[P] putpdf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create a PDF file
[D] save . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save Stata dataset
[D] sysuse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Use shipped dataset
[D] webuse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Use dataset from Stata website
Combining data
[U] Chapter 22 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Combining datasets
[D] append . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Append datasets
[MI] mi append . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Append mi data
[D] cross . . . . . . . . . . . . . . . . . . . . . . . Form every pairwise combination of two datasets
[D] joinby . . . . . . . . . . . . . . . . . . . . . . . . . Form all pairwise combinations within groups
[D] merge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Merge datasets
[MI] mi merge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Merge mi data
Reshaping datasets
[D] collapse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Make dataset of summary statistics
[D] contract . . . . . . . . . . . . . . . . . . . . . . . . . Make dataset of frequencies and percentages
[D] expand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Duplicate observations
[D] expandcl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Duplicate clustered observations
[D] fillin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rectangularize dataset
[D] obs . . . . . . . . . . . . . . . . . . . . . . . . . . Increase the number of observations in a dataset
[D] reshape . . . . . . . . . . . . . . . . . . Convert data from wide to long form and vice versa
[MI] mi reshape . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Reshape mi data
[TS] rolling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rolling-window and recursive estimation
[D] separate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create separate variables
[SEM] ssd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Making summary statistics data (sem only)
[D] stack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stack data
[D] statsby . . . . . . . . . . . . . . . . . . . . . . . Collect statistics for a command across a by list

[D] xpose . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interchange observations and variables
Labeling, display formats, and notes

[GS] Chapter 7 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . Using the Variables Manager
[U] Section 12.5 . . . . . . . . . . . . . . . . . . . . . Formats: Controlling how data are displayed
[U] Section 12.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dataset, variable, and value labels
[D] format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set variables’ output format
[D] label . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manipulate labels
[D] label language . . . . . . . . . . . . Labels for variables and values in multiple languages
[D] labelbook . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Label utilities
[D] notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Place notes in data
Changing and renaming variables

[U] Chapter 25 . . . . . . . . . . . . . . . . . Working with categorical data and factor variables
[D] clonevar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clone existing variable
[D] destring . . . . . . . . . . . . Convert string variables to numeric variables and vice versa
[D] dyngen . . . . . . . . . . . . . . . . . . . . . . . . . Dynamically generate new values of variables
[D] encode . . . . . . . . . . . . . . . . . . . . . . . . . . . . Encode string into numeric and vice versa
[D] generate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create or change contents of variable
[D] mvencode . . . . . . . . . . . . . Change missing values to numeric values and vice versa
[D] order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Reorder variables in dataset
[D] recode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Recode categorical variables
[D] rename . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rename variable
[D] rename group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rename groups of variables
[D] split . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Split string variables into parts
Examining data
[D] cf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compare two datasets
[D] codebook . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe data contents
[D] compare . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compare two variables
[D] count . . . . . . . . . . . . . . . . . . . . . . Count observations satisfying specified conditions
[D] describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe data in memory or in file
[D] ds . . . . . . . . . . . . . . . . List variables matching name patterns or other characteristics
[D] duplicates . . . . . . . . . . . . . . . . . . . . . . . . Report, tag, or drop duplicate observations
[D] gsort . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ascending and descending sort
[D] inspect . . . . . . . . . . . . . . . . . . . . . . . . . . Display simple summary of data’s attributes
[D] isid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Check for unique identifiers
[D] lookfor . . . . . . . . . . . . . . . . . . . . . . . . . Search for string in variable names and labels
[R] lv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Letter-value displays
[R] misstable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate missing values
[MI] mi describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe mi data
[MI] mi misstable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate pattern of missing values
[D] pctile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create variable containing percentiles
[ST] stdescribe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe survival-time data
[R] summarize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summary statistics
[SVY] svy: tabulate oneway . . . . . . . . . . . . . . . . . . . . . . . . . One-way tables for survey data

[SVY] svy: tabulate twoway . . . . . . . . . . . . . . . . . . . . . . . . . Two-way tables for survey data
[P] tabdisp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display tables
[R] table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Flexible table of summary statistics
[R] tabstat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compact table of summary statistics
[R] tabulate oneway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One-way table of frequencies
[R] tabulate twoway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-way table of frequencies
[R] tabulate, summarize() . . . . . . . . . . . . One- and two-way tables of summary statistics
[XT] xtdescribe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe pattern of xt data
File manipulation
[D] cd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Change directory
[D] cf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compare two datasets
[D] changeeol . . . . . . . . . . . . . . . . . . . . . . . . . Convert end-of-line characters of text file
[D] checksum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculate checksum of file
[D] copy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy file from disk or URL
[D] dir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display filenames
[D] erase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Erase a disk file
[D] filefilter . . . . . . . . . . . . . . . . . . . . . . . . . . . Convert ASCII or binary patterns in a file
[D] mkdir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create directory
[D] rmdir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Remove directory
[D] type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display contents of a file
[D] unicode convertfile . . . . . . . . . . . . . . . . Low-level file conversion between encodings
[D] unicode translate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Translate files to Unicode
[D] zipfile . . . . . . Compress and uncompress files and directories in zip archive format
Miscellaneous data commands

[D] corr2data . . . . . . . . . . . . . . . . . . . . Create dataset with specified correlation structure
[D] drawnorm . . . . . . . . . . . . . . . . . . Draw sample from multivariate normal distribution
[R] dydx . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculate numeric derivatives and integrals
[D] icd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to ICD commands
[D] icd10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-10 diagnosis codes
[D] icd10cm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-10-CM diagnosis codes
[D] icd10pcs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-10-PCS procedure codes
[D] icd9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM diagnosis codes
[D] icd9p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM procedure codes
[D] ipolate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linearly interpolate (extrapolate) values
[D] range . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generate numerical range
[D] sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Draw random sample
Multiple imputation
[MI] mi add . . . . . . . . . . . . . . . . . . . . . . . . . . . . Add imputations from another mi dataset
[MI] mi append . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Append mi data
[MI] mi convert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Change style of mi data
[MI] mi copy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy mi flongsep data
[MI] mi describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe mi data
[MI] mi erase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Erase mi datasets
[MI] mi expand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Expand mi data
[MI] mi export . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export mi data
[MI] mi export ice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export mi data to ice format
[MI] mi export nhanes1 . . . . . . . . . . . . . . . . . . . . . . . Export mi data to NHANES format
[MI] mi extract . . . . . . . . . . . . . . . . . . . . . . Extract original or imputed data from mi data

[MI] mi import . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import data into mi
[MI] mi import flong . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import flong-like data into mi
[MI] mi import flongsep . . . . . . . . . . . . . . . . . . . . . . . . . Import flongsep-like data into mi
[MI] mi import ice . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import ice-format data into mi
[MI] mi import nhanes1 . . . . . . . . . . . . . . . . . . . . . . Import NHANES-format data into mi
[MI] mi import wide . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import wide-like data into mi
[MI] mi merge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Merge mi data
[MI] mi misstable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate pattern of missing values
[MI] mi passive . . . . . . . . . . . . . . . . . . . . . Generate/replace and register passive variables
[MI] mi ptrace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Load parameter-trace file into Stata
[MI] mi rename . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rename variable
[MI] mi replace0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Replace original data
[MI] mi reset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Reset imputed or passive variables
[MI] mi reshape . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Reshape mi data
[MI] mi set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare multiple-imputation data
[MI] mi stsplit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stsplit and stjoin mi data
[MI] mi update . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ensure that mi data are consistent
[MI] mi varying . . . . . . . . . . . . . . . . . . . . . Identify variables that vary across imputations
[MI] mi xeq . . . . . . . . . . . . . . . . . . . . . . . . Execute command(s) on individual imputations
[MI] mi XXXset . . . . . . . . . . . . . . . . . . . . . . . . . Declare mi data to be svy, st, ts, xt, etc.
[MI] noupdate option . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The noupdate option
[MI] styles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dataset styles
[MI] workflow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Suggested workflow
Utilities
Basic utilities
[GS] Chapter 13 (GSM, GSU, GSW) . . . . . . Using the Do-file Editor—automating Stata
[U] Chapter 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stata’s help and search facilities
[U] Chapter 15 . . . . . . . . . . . . . . . . . . . . . . . . . . . . Saving and printing output—log files
[U] Chapter 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Do-files
[R] about . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display information about your Stata
[D] by . . . . . . . . . . . . . . . . . . . . . . . . . . . . Repeat Stata command on subsets of the data
[R] cls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clear Results window
[R] copyright . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display copyright information
[R] do . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Execute commands from a file
[R] doedit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Edit do-files and other text files
[R] exit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exit Stata
[R] help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display help in Stata
[R] level . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set default confidence level
[R] log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Echo copy of session to file
[D] obs . . . . . . . . . . . . . . . . . . . . . . . . . . Increase the number of observations in a dataset
[R] postest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation Selector
[R] #review . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Review previous commands
[R] search . . . . . . . . . . . . . . . . . . . . . . . Search Stata documentation and other resources
[BAYES] set clevel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set default credible level
[R] translate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Print and translate logs
[R] view . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . View files and logs
[D] zipfile . . . . . . Compress and uncompress files and directories in zip archive format
Error messages
[U] Chapter 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Error messages and return codes
[P] error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display generic error message and exit
[R] error messages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Error messages and return codes
[P] rmsg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Return messages
Stored results
[U] Section 13.5 . . . . . . . . . . . . . . . . . . . . . . . Accessing coefficients and standard errors
[U] Section 18.8 . . . . . . . . . . . . . . . . . . . Accessing results calculated by other programs
[U] Section 18.9 . . . . . . . . . . . . . Accessing results calculated by estimation commands
[U] Section 18.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Storing results
[P] creturn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Return c-class values
[P] ereturn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Post the estimation results
[R] estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save and manipulate estimation results
[R] estimates describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe estimation results
[R] estimates for . . . . . . . . . . . . . . . . . . . Repeat postestimation command across models
[R] estimates notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Add notes to estimation results
[R] estimates replay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Redisplay estimation results
[R] estimates save . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save and use estimation results
[R] estimates stats . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Model-selection statistics
[R] estimates store . . . . . . . . . . . . . . . . . . . . . . . . . . . Store and restore estimation results
[R] estimates table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compare estimation results
[R] estimates title . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set title for estimation results
[P] return . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preserve stored results
[P] return . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Return stored results
[R] stored results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stored results
Internet
[U] Chapter 28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . Using the Internet to keep up to date
[R] adoupdate . . . . . . . . . . . . . . . . . . . . . . . . . . . Update community-contributed ado-files
[R] net . . . . . . . . Install and manage community-contributed additions from the Internet
[R] net search . . . . . . . . . . . . . . . . . . . . . . . . Search the Internet for installable packages
[R] netio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Control Internet connections
[R] news . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report Stata news
[R] sj . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Journal and STB installation instructions
[R] ssc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Install and uninstall packages from SSC
[R] update . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Check for official updates
Data types and memory

[U] Chapter 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Managing memory
[U] Section 12.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Numeric storage types
[U] Section 12.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Strings
[U] Section 13.12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Precision and problems therein
[U] Chapter 23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Working with strings
[D] compress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compress data in memory

[R] matsize . . . . . . . . . . . . . . . . . . . . Set the maximum number of variables in a model
[D] memory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Memory management
[D] missing values . . . . . . . . . . . . . . . . . . . . . . . . . . . Quick reference for missing values
[D] recast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Change storage type of variable
Advanced utilities
[D] assert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Verify truth of claim
[D] cd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Change directory
[D] changeeol . . . . . . . . . . . . . . . . . . . . . . . . . Convert end-of-line characters of text file
[P] datasignature . . . . . . . . . . . . . . . . . . . . . . . . . Determine whether data have changed
[D] datasignature . . . . . . . . . . . . . . . . . . . . . . . . . . Determine whether data have changed
[R] db . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Launch dialog
[P] dialog programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dialog programming
[D] dir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display filenames
[P] discard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Drop automatically loaded programs
[D] erase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Erase a disk file
[P] file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Read and write text and binary files
[D] filefilter . . . . . . . . . . . . . . . . . . . . . . . . . . . Convert ASCII or binary patterns in a file
[D] hexdump . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display hexadecimal report on file
[D] mkdir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create directory
[R] more . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The —more— message
[R] query . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display system parameters
[P] quietly . . . . . . . . . . . . . . . . . . . . . . . . . . Quietly and noisily perform Stata command
[D] rmdir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Remove directory
[R] set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overview of system parameters
[R] set cformat . . . . . . . . . . . . . . . . . . . . . . . . . . . . Format settings for coefficient tables
[R] set defaults . . . . . . . . . . . . . . . . . Reset system parameters to original Stata defaults
[R] set emptycells . . . . . . . . . . . . . . . . . . Set what to do with empty cells in interactions
[P] set locale functions . . . . . . . . . . . . . . . . . . . . . . Specify default locale for functions
[P] set locale ui . . . . . . . . . . . . . . . Specify a localization package for the user interface
[R] set rng . . . . . . . . . . . . . . . . . . . . . Set which random-number generator (RNG) to use
[R] set rngstream . . . . . . . Specify the stream for the stream random-number generator
[R] set seed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Specify random-number seed and state
[R] set showbaselevels . . . . . . . . . . . . . . . . . . . . . . Display settings for coefficient tables
[D] shell . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Temporarily invoke operating system
[P] signestimationsample . . . . . . Determine whether the estimation sample has changed
[P] smcl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Markup and Control Language
[P] sysdir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Query and set system directories
[D] type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display contents of a file
[D] unicode collator . . . . . . . . . . . . . . . . . . . . . . . . . Language-specific Unicode collators
[D] unicode encoding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unicode encoding utilities
[D] unicode locale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unicode locale utilities
[R] which . . . . . . . . . . . . . . . . . . . . . . . . . . . Display location and version for an ado-file
Graphics
Common graphs
[G-1] graph intro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to graphics
[G-2] graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The graph command
[G-2] graph bar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bar charts
[G-2] graph box . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Box plots
[G-2] graph close . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Close Graph windows
[G-2] graph combine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Combine multiple graphs
[G-2] graph copy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy graph in memory
[G-2] graph describe . . . . . . . . . . . . . . . Describe contents of graph in memory or on disk
[G-2] graph dir . . . . . . . . . . . . . . . . . . . . . . . List names of graphs in memory and on disk
[G-2] graph display . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display graph stored in memory
[G-2] graph dot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dot charts (summary statistics)
[G-2] graph drop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Drop graphs from memory
[G-2] graph export . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export current graph
[G-2] graph manipulation . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph manipulation commands
[G-2] graph matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Matrix graphs
[G-2] graph other . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Other graphics commands
[G-2] graph pie . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pie charts
[G-2] graph play . . . . . . . . . . . . . . . . . . . . . Apply edits from a recording on current graph
[G-2] graph print . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Print a graph
[G-2] graph query . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . List available schemes and styles
[G-2] graph rename . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rename graph in memory
[G-2] graph replay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Replay multiple graphs
[G-2] graph save . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save graph to disk
[G-2] graph set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set graphics options
[G-2] graph twoway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway graphs
[G-2] graph twoway area . . . . . . . . . . . . . . . . . . . . . . . Twoway line plot with area shading
[G-2] graph twoway bar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway bar plots
[G-2] graph twoway connected . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway connected plots
[G-2] graph twoway contour . . . . . . . . . . . . . . . . . Twoway contour plot with area shading
[G-2] graph twoway contourline . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway contour-line plot
[G-2] graph twoway dot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway dot plots
[G-2] graph twoway dropline . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway dropped-line plots
[G-2] graph twoway fpfit . . . . . . . . . . . . . . Twoway fractional-polynomial prediction plots
[G-2] graph twoway fpfitci . . . . Twoway fractional-polynomial prediction plots with CIs
[G-2] graph twoway function . . . . . . . . . . . . . . . . . . . . . . . . . Twoway line plot of function
[G-2] graph twoway histogram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Histogram plots
[G-2] graph twoway kdensity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kernel density plots
[G-2] graph twoway lfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway linear prediction plots
[G-2] graph twoway lfitci . . . . . . . . . . . . . . . . . . . Twoway linear prediction plots with CIs
[G-2] graph twoway line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway line plots
[G-2] graph twoway lowess . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Local linear smooth plots
[G-2] graph twoway lpoly . . . . . . . . . . . . . . . . . . . . . . . . . . Local polynomial smooth plots
[G-2] graph twoway lpolyci . . . . . . . . . . . . . . . . . Local polynomial smooth plots with CIs
[G-2] graph twoway mband . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway median-band plots
[G-2] graph twoway mspline . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway median-spline plots
[G-2] graph twoway pcarrow . . . . . . . . . . . . . . . . . . . . . Paired-coordinate plot with arrows
[G-2] graph twoway pcarrowi . . . . . . . . . . . . Twoway pcarrow with immediate arguments
[G-2] graph twoway pccapsym . . Paired-coordinate plot with spikes and marker symbols
[G-2] graph twoway pci . . . . . . Twoway paired-coordinate plot with immediate arguments
[G-2] graph twoway pcscatter . . . . . . . . . . . . . . . . . . . Paired-coordinate plot with markers
[G-2] graph twoway pcspike . . . . . . . . . . . . . . . . . . . . . . Paired-coordinate plot with spikes
[G-2] graph twoway qfit . . . . . . . . . . . . . . . . . . . . . . . . . Twoway quadratic prediction plots
[G-2] graph twoway qfitci . . . . . . . . . . . . . . . Twoway quadratic prediction plots with CIs
[G-2] graph twoway rarea . . . . . . . . . . . . . . . . . . . . . . . . . . . Range plot with area shading
[G-2] graph twoway rbar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Range plot with bars
[G-2] graph twoway rcap . . . . . . . . . . . . . . . . . . . . . . . . . . . Range plot with capped spikes
[G-2] graph twoway rcapsym . . . . . Range plot with spikes capped with marker symbols
[G-2] graph twoway rconnected . . . . . . . . . . . . . . . . . . . . Range plot with connected lines
[G-2] graph twoway rline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Range plot with lines
[G-2] graph twoway rscatter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Range plot with markers
[G-2] graph twoway rspike . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Range plot with spikes
[G-2] graph twoway scatter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway scatterplots
[G-2] graph twoway scatteri . . . . . . . . . . . . . . . . . . . . . . Scatter with immediate arguments
[G-2] graph twoway spike . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway spike plots
[G-2] graph twoway tsline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Twoway line plots
[G-2] graph use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display graph stored on disk
[R] histogram . . . . . . . . . . . . . . . . . Histograms for continuous and categorical variables
[R] marginsplot . . . . . . . . . . . . . . . . . . . . Graph results from margins (profile plots, etc.)
[G-2] palette . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display palettes of available selections
Distributional graphs
[R] cumul . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cumulative distribution
[R] diagnostic plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Distributional diagnostic plots
[R] dotplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Comparative scatterplots
[R] histogram . . . . . . . . . . . . . . . . . Histograms for continuous and categorical variables
[R] ladder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ladder of powers
[R] spikeplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spike plots and rootograms
[R] sunflower . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Density-distribution sunflower plots
Item response theory graphs

[MV] biplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biplots
[IRT] irtgraph icc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Item characteristic curve plot
[IRT] irtgraph iif . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Item information function plot
[IRT] irtgraph tcc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test characteristic curve plot
[IRT] irtgraph tif . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test information function plot
Multivariate graphs
[MV] ca postestimation . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for ca and camat
[MV] ca postestimation plots . . . . . . . . . . . . . . . . . . Postestimation plots for ca and camat
[MV] cluster dendrogram . . . . . . . . . . . . . . . Dendrograms for hierarchical cluster analysis
[MV] mca postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for mca
[MV] mca postestimation plots . . . . . . . . . . . . . . . . . . . . . . . . Postestimation plots for mca
[MV] mds postestimation . . . . . . . . . . Postestimation tools for mds, mdsmat, and mdslong
[MV] mds postestimation plots . . . . . Postestimation plots for mds, mdsmat, and mdslong
[MV] procrustes postestimation . . . . . . . . . . . . . . . . . . . Postestimation tools for procrustes
[MV] scoreplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Score and loading plots
[MV] screeplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scree plot
Quality control
[R] cusum . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cusum plots and tests for binary variables
[R] qc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quality control charts
[R] serrbar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph standard error bar chart
Regression diagnostic plots

[R] regress postestimation diagnostic plots . . . . . . . . . . . Postestimation plots for regress
ROC analysis
[R] estat classification . . . . . . . . . . . . . . . . . . . . . . . . . . . Classification statistics and table
[R] estat gof . . . . . . . . . . . . . . . . . . . Pearson or Hosmer–Lemeshow goodness-of-fit test
[R] logistic postestimation . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for logistic
[R] lroc . . . . . . . . . . . . . . . . . . . . . Compute area under ROC curve and graph the curve
[R] lsens . . . . . . . . . . . . . . . . Graph sensitivity and specificity versus probability cutoff
[R] roccomp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of equality of ROC areas
[R] rocfit postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for rocfit
[R] rocregplot . . . . . . . . . Plot marginal and covariate-specific ROC curves after rocreg
[R] roctab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonparametric ROC analysis
Smoothing and densities

[R] kdensity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Univariate kernel density estimation
[R] lowess . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lowess smoothing
[R] lpoly . . . . . . . . . . . . . . . . . . . . . . . . . . . Kernel-weighted local polynomial smoothing
Survival-analysis graphs
[ST] ltable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life tables for survival data
[ST] stci . . . . . . . . . . . . . Confidence intervals for means and percentiles of survival time
[ST] stcox PH-assumption tests . . . . . . . . . . . . . Tests of proportional-hazards assumption
[ST] stcurve . Plot survivor, hazard, cumulative hazard, or cumulative incidence function
[ST] strate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate failure rates and rate ratios
[ST] sts graph . . . . . . . . . . . . . Graph the survivor, hazard, or cumulative hazard function
Time-series graphs
[TS] corrgram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate and graph autocorrelations
[TS] cumsp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cumulative spectral distribution
[TS] estat acplot . . . . . . . . . Plot parametric autocorrelation and autocovariance functions
[TS] estat aroots . . . . . . . . . . . . . . . . . Check the stability condition of ARIMA estimates
[TS] estat sbcusum . . . . . . . . . . . . . . . . . . . . . Cumulative sum test for parameter stability
[TS] fcast graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph forecasts after fcast compute
[TS] irf cgraph . . Combined graphs of IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf graph . . . . . . . . . . . . Graphs of IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf ograph . . . . Overlaid graphs of IRFs, dynamic-multiplier functions, and FEVDs
[TS] pergram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Periodogram
[TS] tsline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Plot time-series data
[TS] varstable . . . . . . . . . . . . . Check the stability condition of VAR or SVAR estimates
[TS] vecstable . . . . . . . . . . . . . . . . . . . . Check the stability condition of VECM estimates
[TS] wntestb . . . . . . . . . . . . . . . . . . . . . Bartlett’s periodogram-based test for white noise
[TS] xcorr . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cross-correlogram for bivariate time series
More statistical graphs

[BAYES] bayesgraph . . . . . . . . . . . . . . . . . Graphical summaries and convergence diagnostics
[R] epitab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tables for epidemiologists
[R] fp postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for fp
[R] grmeanby . . . . . . . . . . . . . . . . . . Graph means and medians by categorical variables
[R] pkexamine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculate pharmacokinetic measures
[R] pksumm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize pharmacokinetic data
[PSS] power, graph . . . . . . . . . . . . . . . . . . . . . . . . . Graph results from the power command
[R] stem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stem-and-leaf displays
[TE] teffects overlap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overlap plots
[XT] xtline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data line plots
Editing
[G-1] graph editor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph Editor
Graph utilities
[G-2] set graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set whether graphs are displayed
[G-2] set printcolor . . . . . . . . . . . . . . . Set how colors are treated when graphs are printed
[G-2] set scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set default scheme
Graph schemes
[G-4] schemes intro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to schemes
[G-4] scheme economist . . . . . . . . . . . . . . . . . . . . . . . . . . . Scheme description: economist
[G-4] scheme s1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scheme description: s1 family
[G-4] scheme s2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scheme description: s2 family
[G-4] scheme sj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scheme description: sj
Graph concepts
[G-4] concept: gph files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Using gph files
[G-4] concept: lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Using lines
[G-4] concept: repeated options . . . . . . . . . . . . . . . . . . . Interpretation of repeated options
[G-4] text . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Text in graphs
Statistics
ANOVA and related
[U] Chapter 26 . . . . . . . . . . . . . . . . . . . . . . . . . Overview of Stata estimation commands
[R] anova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Analysis of variance and covariance
[R] contrast . . . . . . . . . . . . . . . . . . Contrasts and linear hypothesis tests after estimation
[R] icc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Intraclass correlation coefficients
[R] loneway . . . . . . . . . . . . . . . . Large one-way ANOVA, random effects, and reliability
[MV] manova . . . . . . . . . . . . . . . . . . . . . . Multivariate analysis of variance and covariance
[ME] meglm . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects generalized linear model
[ME] mixed . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects linear regression
[R] oneway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One-way analysis of variance
[R] pkcross . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Analyze crossover experiments
[R] pkshape . . . . . . . . . . . . . . . . . . . . . . . . . Reshape (pharmacokinetic) Latin-square data
[R] pwcompare . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pairwise comparisons
[R] regress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear regression
[XT] xtreg Fixed-, between-, and random-effects and population-averaged linear models
Basic statistics
[R] bitest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Binomial probability test
[R] ci . . . . . . . . . . . . . . . . . . Confidence intervals for means, proportions, and variances
[R] correlate . . . . . . . . . . . . . . . . . Correlations (covariances) of variables or coefficients
[R] esize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Effect size based on mean comparison
[R] mean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimate means
[R] misstable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate missing values
[MV] mvtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate tests
[R] oneway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One-way analysis of variance
[R] proportion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimate proportions
[R] prtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of proportions
[R] pwmean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pairwise comparisons of means
[R] ranksum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equality tests on unmatched data
[R] ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimate ratios
[R] sdtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Variance-comparison tests
[R] signrank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equality tests on matched data
[D] statsby . . . . . . . . . . . . . . . . . . . . . . . Collect statistics for a command across a by list
[R] summarize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summary statistics
[R] table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Flexible table of summary statistics
[R] tabstat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compact table of summary statistics
[R] tabulate oneway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One-way table of frequencies
[R] tabulate, summarize() . . . . . . . . . . . . One- and two-way tables of summary statistics
[R] total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimate totals
[R] ttest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . t tests (mean-comparison tests)
[R] ztest . . . . . . . . . . . . . . . . . . . . . . . . z tests (mean-comparison tests, known variance)
Bayesian analysis
[U] Section 26.30 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian analysis
[BAYES] bayes . . . . . . . . . . . . . . . . . . . . . . Bayesian regression models using the bayes prefix
[BAYES] bayes: betareg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian beta regression
[BAYES] bayes: binreg Bayesian generalized linear models: Extensions to the binomial family
[BAYES] bayes: biprobit . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian bivariate probit regression
[BAYES] bayes: clogit . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian conditional logistic regression
[BAYES] bayes: cloglog . . . . . . . . . . . . . . . . . . . . . Bayesian complementary log-log regression
[BAYES] bayes: fracreg . . . . . . . . . . . . . . . . . . . . . . . . Bayesian fractional response regression
[BAYES] bayes: glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian generalized linear models
[BAYES] bayes: gnbreg . . . . . . . . . . . . . . . Bayesian generalized negative binomial regression
[BAYES] bayes: heckman . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian Heckman selection model
[BAYES] bayes: heckoprobit . . . . . . . . . Bayesian ordered probit model with sample selection
[BAYES] bayes: heckprobit . . . . . . . . . . . . . . . . Bayesian probit model with sample selection
[BAYES] bayes: hetprobit . . . . . . . . . . . . . . . . . . . . Bayesian heteroskedastic probit regression
[BAYES] bayes: hetregress . . . . . . . . . . . . . . . . . . . . Bayesian heteroskedastic linear regression
[BAYES] bayes: intreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian interval regression
[BAYES] bayes: logistic . . . . . . . . . . . . . . . Bayesian logistic regression, reporting odds ratios
[BAYES] bayes: logit . . . . . . . . . . . . . . . . . Bayesian logistic regression, reporting coefficients
[BAYES] bayes: mecloglog . . . . . . . . . Bayesian multilevel complementary log-log regression
[BAYES] bayes: meglm . . . . . . . . . . . . . . . . . . . . Bayesian multilevel generalized linear model

[BAYES] bayes: meintreg . . . . . . . . . . . . . . . . . . . . . . . . Bayesian multilevel interval regression
[BAYES] bayes: melogit . . . . . . . . . . . . . . . . . . . . . . . . Bayesian multilevel logistic regression
[BAYES] bayes: menbreg . . . . . . . . . . . . . . . Bayesian multilevel negative binomial regression
[BAYES] bayes: meologit . . . . . . . . . . . . . . . . Bayesian multilevel ordered logistic regression
[BAYES] bayes: meoprobit . . . . . . . . . . . . . . . . Bayesian multilevel ordered probit regression
[BAYES] bayes: mepoisson . . . . . . . . . . . . . . . . . . . . . . Bayesian multilevel Poisson regression
[BAYES] bayes: meprobit . . . . . . . . . . . . . . . . . . . . . . . . Bayesian multilevel probit regression
[BAYES] bayes: mestreg . . . . . . . . . . . . . . . . . Bayesian multilevel parametric survival model
[BAYES] bayes: metobit . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian multilevel tobit regression
[BAYES] bayes: mixed . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian multilevel linear regression
[BAYES] bayes: mlogit . . . . . . . . . . . . . . . . . . . . . . . Bayesian multinomial logistic regression
[BAYES] bayes: mprobit . . . . . . . . . . . . . . . . . . . . . . . Bayesian multinomial probit regression
[BAYES] bayes: mvreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian multivariate regression
[BAYES] bayes: nbreg . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian negative binomial regression
[BAYES] bayes: ologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian ordered logistic regression
[BAYES] bayes: oprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian ordered probit regression
[BAYES] bayes: poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian Poisson regression
[BAYES] bayes: probit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian probit regression
[BAYES] bayes: regress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian linear regression
[BAYES] bayes: streg . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian parametric survival models
[BAYES] bayes: tnbreg . . . . . . . . . . . . . . . . . . Bayesian truncated negative binomial regression
[BAYES] bayes: tobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian tobit regression
[BAYES] bayes: tpoisson . . . . . . . . . . . . . . . . . . . . . . . . Bayesian truncated Poisson regression
[BAYES] bayes: truncreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian truncated regression
[BAYES] bayes: zinb . . . . . . . . . . . . . . . . Bayesian zero-inflated negative binomial regression
[BAYES] bayes: zioprobit . . . . . . . . . . . . . . . Bayesian zero-inflated ordered probit regression
[BAYES] bayes: zip . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian zero-inflated Poisson regression
[BAYES] bayesgraph . . . . . . . . . . . . . . . . . Graphical summaries and convergence diagnostics
[BAYES] bayesian commands . . . . . . . . . . . . Introduction to commands for Bayesian analysis
[BAYES] bayesian estimation . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian estimation commands
[BAYES] bayesian postestimation . . . . Postestimation tools for bayesmh and the bayes prefix
[BAYES] bayesmh . . . . . . . . . . . . . . . . Bayesian models using Metropolis–Hastings algorithm
[BAYES] bayesmh evaluators . . . . . . . . . . . . . . . . . . . . User-defined evaluators with bayesmh
[BAYES] bayesstats . . . . . . . . . . . . . . . . . . . . . . . Bayesian statistics after Bayesian estimation
[BAYES] bayesstats ess . . . . . . . . . . . . . . . . . . . . . Effective sample sizes and related statistics
[BAYES] bayesstats ic . . . . . . . . . . . . . . . . . . Bayesian information criteria and Bayes factors
[BAYES] bayesstats summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian summary statistics
[BAYES] bayestest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian hypothesis testing
[BAYES] bayestest interval . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interval hypothesis testing
[BAYES] bayestest model . . . . . . . . . . Hypothesis testing using model posterior probabilities
Binary outcomes
[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Binary outcomes
[R] binreg . . . . . . . . . . . . Generalized linear models: Extensions to the binomial family
[R] biprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bivariate probit regression
[R] cloglog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Complementary log-log regression
[ERM] eprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extended probit regression
[TE] eteffects . . . . . . . . . . . . . . . . . . . . . . . . . . . . Endogenous treatment-effects estimation
[R] exlogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact logistic regression

[FMM] fmm estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fitting finite mixture models
[R] glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models
[R] heckprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probit model with sample selection
[R] hetprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heteroskedastic probit model
[IRT] irt 1pl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One-parameter logistic model
[IRT] irt 2pl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-parameter logistic model
[IRT] irt 3pl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Three-parameter logistic model
[IRT] irt hybrid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hybrid IRT models
[R] ivprobit . . . . . . . . . . . . . . . . . . Probit model with continuous endogenous covariates
[R] logistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression, reporting odds ratios
[R] logit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression, reporting coefficients
[ME] mecloglog . . . . . . . . . . . Multilevel mixed-effects complementary log-log regression
[ME] melogit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects logistic regression
[ME] meprobit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects probit regression
[ME] meqrlogit . . . . . . . . Multilevel mixed-effects logistic regression (QR decomposition)
[R] probit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probit regression
[R] rocfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric ROC models
[R] rocreg . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) regression
[R] scobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Skewed logistic regression
[TE] teffects aipw . . . . . . . . . . . . . . . . . . . . . . . . Augmented inverse-probability weighting
[TE] teffects ipw . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Inverse-probability weighting
[TE] teffects ipwra . . . . . . . . . . . . . . . Inverse-probability-weighted regression adjustment
[TE] teffects nnmatch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nearest-neighbor matching
[TE] teffects psmatch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Propensity-score matching
[TE] teffects ra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Regression adjustment
[XT] xtcloglog . . . . . . . . . . . . . . Random-effects and population-averaged cloglog models
[XT] xtlogit . . . . . . . Fixed-effects, random-effects, and population-averaged logit models
[XT] xtprobit . . . . . . . . . . . . . . . . Random-effects and population-averaged probit models
Categorical outcomes
[U] Section 26.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordinal outcomes
[U] Section 26.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Categorical outcomes
[R] asclogit . . . . . . . . Alternative-specific conditional logit (McFadden’s choice) model
[R] asmixlogit . . . . . . . . . . . . . . . . . . . . . . . . . Alternative-specific mixed logit regression
[R] asmprobit . . . . . . . . . . . . . . . . . . . Alternative-specific multinomial probit regression
[R] clogit . . . . . . . . . . . . . . . . . . . . . . . . . . . Conditional (fixed-effects) logistic regression
[IRT] irt nrm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nominal response model
[R] mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . Multinomial (polytomous) logistic regression
[R] mprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multinomial probit regression
[R] nlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nested logit regression
[R] slogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stereotype logistic regression
Censored and truncated regression models

[R] churdle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cragg hurdle regression
[R] cpoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Censored Poisson regression
[ERM] eintreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extended interval regression
[R] heckman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model

[R] heckoprobit . . . . . . . . . . . . . . . . . . . . . . Ordered probit model with sample selection
[R] intreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interval regression
[ME] meintreg . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects interval regression
[ME] mestreg . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects parametric survival models
[ME] metobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects tobit regression
[ST] stintreg . . . . . . . . . . . . . Parametric models for interval-censored survival-time data
[ST] streg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric survival models
[TE] stteffects . . . . . . . . Treatment-effects estimation for observational survival-time data
[R] tnbreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated negative binomial regression
[R] tobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobit regression
[R] tpoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated Poisson regression
[R] truncreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated regression
[XT] xtintreg . . . . . . . . . . . . . . . . . . . . . . . Random-effects interval-data regression models
[XT] xtstreg . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects parametric survival models
[XT] xttobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects tobit models
Cluster analysis
[U] Section 26.20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate analysis
[MV] cluster . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to cluster-analysis commands
[MV] cluster dendrogram . . . . . . . . . . . . . . . Dendrograms for hierarchical cluster analysis
[MV] cluster generate . . Generate summary or grouping variables from a cluster analysis
[MV] cluster kmeans and kmedians . . . . . . . . . . . . Kmeans and kmedians cluster analysis
[MV] cluster linkage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hierarchical cluster analysis
[MV] cluster notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Place notes in cluster analysis
[MV] cluster programming subroutines . . . . . . . . . . . . . . . . . . Add cluster-analysis routines
[MV] cluster programming utilities . . . . . . . . . . . . . Cluster-analysis programming utilities
[MV] cluster stop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cluster-analysis stopping rules
[MV] cluster utility . . . . . . . . . . . . . . . . . . . . . List, rename, use, and drop cluster analyses
[MV] clustermat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to clustermat commands
[MV] matrix dissimilarity . . . . . . . . . . . . . . . Compute similarity or dissimilarity measures
[MV] measure option . . . . . . . . . . . . . . . Option for similarity and dissimilarity measures
[MV] multivariate . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to multivariate commands
Correspondence analysis
[MV] ca . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Simple correspondence analysis
[MV] mca . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multiple and joint correspondence analysis
Count outcomes
[U] Section 26.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Count outcomes
[U] Section 26.14.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . Discrete outcomes with panel data
[R] cpoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Censored Poisson regression
[TE] etpoisson . . . . . . . . . . . . . . . . . Poisson regression with endogenous treatment effects
[R] expoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact Poisson regression
[R] heckpoisson . . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression with sample selection
[ME] menbreg . . . . . . . . . . . . . . . . . Multilevel mixed-effects negative binomial regression
[ME] mepoisson . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects Poisson regression

[ME] meqrpoisson . . . . Multilevel mixed-effects Poisson regression (QR decomposition)
[R] nbreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Negative binomial regression
[R] poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression
[R] tpoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated Poisson regression
[XT] xtnbreg Fixed-effects, random-effects, & population-averaged negative binomial models
[XT] xtpoisson . . Fixed-effects, random-effects, and population-averaged Poisson models
[R] zinb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zero-inflated negative binomial regression
[R] zip . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zero-inflated Poisson regression
Discriminant analysis
[MV] candisc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Canonical linear discriminant analysis
[MV] discrim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Discriminant analysis
[MV] discrim estat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for discrim
[MV] discrim knn . . . . . . . . . . . . . . . . . . . . . . . . kth-nearest-neighbor discriminant analysis
[MV] discrim lda . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear discriminant analysis
[MV] discrim logistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic discriminant analysis
[MV] discrim qda . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quadratic discriminant analysis
Do-it-yourself generalized method of moments

[U] Section 26.21 . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments (GMM)
[R] gmm . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments estimation
[P] matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to matrix commands
Do-it-yourself maximum likelihood estimation

[R] ml . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Maximum likelihood estimation
[R] mlexp . . . . . . . . . . . . Maximum likelihood estimation of user-specified expressions
Dynamic stochastic general equilibrium models

[U] Section 26.26 . Linearized dynamic stochastic general equilibrium (DSGE) models
[DSGE] dsge . . . . . . . . . . . . . . . . . Linearized dynamic stochastic general equilibrium models
[DSGE] dsge postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for dsge
[DSGE] estat policy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display policy matrix
[DSGE] estat stable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Check stability of system
[DSGE] estat transition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display state transition matrix
Endogenous covariates
[ERM] eoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extended ordered probit regression
[ERM] eregress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extended linear regression
[TE] etregress . . . . . . . . . . . . . . . . . . Linear regression with endogenous treatment effects
[TS] forecast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Econometric model forecasting
[R] gmm . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments estimation
[R] ivpoisson . . . . . . . . . . . . . . . . Poisson model with continuous endogenous covariates
[R] ivregress . . . . . . . . . . . . . . . . . . . . Single-equation instrumental-variables regression
[R] ivtobit . . . . . . . . . . . . . . . . . . . . Tobit model with continuous endogenous covariates
[R] reg3 . . . . . . . . . . . . . . Three-stage estimation for systems of simultaneous equations
[XT] xtabond . . . . . . . . . . . . . . . . . . Arellano–Bond linear dynamic panel-data estimation
[XT] xtdpd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear dynamic panel-data estimation
[XT] xtdpdsys . . . . Arellano–Bover/Blundell–Bond linear dynamic panel-data estimation
[XT] xthtaylor . . . . . . . . . . . . . . Hausman–Taylor estimator for error-components models
[XT] xtivreg . . . Instrumental variables and two-stage least squares for panel-data models
Epidemiology and related

[R] brier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brier score decomposition
[R] dstdize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Direct and indirect standardization
[D] icd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to ICD commands
[D] icd10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-10 diagnosis codes
[D] icd10cm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-10-CM diagnosis codes
[D] icd10pcs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-10-PCS procedure codes
[D] icd9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM diagnosis codes
[D] icd9p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM procedure codes
[R] kappa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interrater agreement
[R] nbreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Negative binomial regression
[R] pk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic (biopharmaceutical) data
[R] pkcollapse . . . . . . . . . . . . . . . . . . . . . Generate pharmacokinetic measurement dataset
[R] pkequiv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Perform bioequivalence tests
[R] poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression
[R] roc . . . . . . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) analysis

[R] symmetry . . . . . . . . . . . . . . . . . . . . . . . . Symmetry and marginal homogeneity tests
Also see Multilevel mixed-effects models, Survival analysis, Structural equation modeling, and
Treatment effects.
Estimation related
[R] BIC note . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculating and interpreting BIC
[R] constraint . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Define and list constraints
[R] eform option . . . . . . . . . . . . . . . . . . . . . . . . . . . Displaying exponentiated coefficients
[R] estimation options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimation options
[R] fp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fractional polynomial regression
[R] maximize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Details of iterative maximization
[R] mfp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariable fractional polynomial models
[R] mkspline . . . . . . . . . . . . . . . . . . . . . . Linear and restricted cubic spline construction
[R] stepwise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stepwise estimation
[R] vce option . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Variance estimators
[XT] vce options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Variance estimators
Exact statistics
[U] Section 26.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Count outcomes
[U] Section 26.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact estimators
[R] centile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report centile and confidence interval
[R] ci . . . . . . . . . . . . . . . . . . Confidence intervals for means, proportions, and variances
[R] dstdize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Direct and indirect standardization
[R] ksmirnov . . . . . . . . . . . . . . . . . . . Kolmogorov – Smirnov equality-of-distributions test
[R] loneway . . . . . . . . . . . . . . . . Large one-way ANOVA, random effects, and reliability
[R] tetrachoric . . . . . . . . . . . . . . . . . . . . . . . . Tetrachoric correlations for binary variables
Extended regression models

[ERM] eintreg postestimation . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for eintreg
[ERM] eintreg predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . predict after eintreg
[ERM] eoprobit postestimation . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for eoprobit
[ERM] eoprobit predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . predict after eoprobit
[ERM] eprobit postestimation . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for eprobit
[ERM] eprobit predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . predict after eprobit
[ERM] eregress postestimation . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for eregress

[ERM] eregress predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . predict after eregress
[ERM] erm options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extended regression model options
[ERM] estat teffects . . . . . . . . . . Average treatment effects for extended regression models
[ERM] example 1a . . . . . . . . . . . . Linear regression with continuous endogenous covariate
[ERM] example 1b . . . . . . . . . . . Interval regression with continuous endogenous covariate
[ERM] example 1c . . . Interval regression with endogenous covariate and sample selection
[ERM] example 2a . . . . . . . . . . . . . . . . Linear regression with binary endogenous covariate
[ERM] example 2b . . . . . . . . . . . . . . . . . . . . . . . Linear regression with exogenous treatment
[ERM] example 2c . . . . . . . . . . . . . . . . . . . . . . Linear regression with endogenous treatment
[ERM] example 3a . . . . . . . . . . . . . Probit regression with continuous endogenous covariate
[ERM] example 3b . . . . . . . . . . Probit regression with endogenous covariate and treatment
[ERM] example 4a . . . . . . . . . . . . . . . . Probit regression with endogenous sample selection
[ERM] example 4b . . . . Probit regression with endogenous treatment and sample selection
[ERM] example 5 . . . . . . . . . . . . . . . . . Probit regression with endogenous ordinal treatment
[ERM] example 6a . . . . . . . . . . . . . . . Ordered probit regression with endogenous treatment
[ERM] example 6b Ordered probit regression with endogenous treatment and sample selection
[ERM] predict advanced . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . predict’s advanced features
[ERM] predict treatment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . predict for treatment statistics
[ERM] triangularize . . . . . . . . . . . . . . . . . . . . . . How to triangularize a system of equations
Factor analysis and principal components

[MV] alpha . . . . . . . . Compute interitem correlations (covariances) and Cronbach’s alpha
[MV] canon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Canonical correlations
[MV] factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Factor analysis
[MV] pca . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Principal component analysis
[MV] rotate . . . . . . . . . . . . . . . . . . . . Orthogonal and oblique rotations after factor and pca
[MV] rotatemat . . . . . . . . . . . . . . . . . . . Orthogonal and oblique rotations of a Stata matrix
[R] tetrachoric . . . . . . . . . . . . . . . . . . . . . . . . Tetrachoric correlations for binary variables
Finite mixture models

[U] Section 26.24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finite mixture models (FMMs)
[FMM] estat eform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display exponentiated coefficients
[FMM] estat lcmean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class marginal means
[FMM] estat lcprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class marginal probabilities
[FMM] example 1a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mixture of linear regression models
[FMM] example 1b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Covariates for class membership
[FMM] example 1c . . . . . . . . . . . . . . . . . . . . . . . . . . Testing coefficients across class models
[FMM] example 1d . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Component-specific covariates
[FMM] example 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mixture of Poisson regression models
[FMM] example 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zero-inflated models
[FMM] example 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mixture cure models for survival data
[FMM] fmm . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finite mixture models using the fmm prefix
[FMM] fmm postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for fmm
[FMM] fmm: betareg . . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of beta regression models
[FMM] fmm: cloglog . . . . . . . Finite mixtures of complementary log-log regression models
[FMM] fmm: glm . . . . . . . . . . . . . . Finite mixtures of generalized linear regression models
[FMM] fmm: intreg . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of interval regression models
[FMM] fmm: ivregress Finite mixtures of linear regression models with endogenous covariates
[FMM] fmm: logit . . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of logistic regression models
[FMM] fmm: mlogit Finite mixtures of multinomial (polytomous) logistic regression models
[FMM] fmm: nbreg . . . . . . . . . . . . . Finite mixtures of negative binomial regression models
[FMM] fmm: ologit . . . . . . . . . . . . . . . Finite mixtures of ordered logistic regression models
[FMM] fmm: oprobit . . . . . . . . . . . . . . . Finite mixtures of ordered probit regression models
[FMM] fmm: pointmass . . . . Finite mixtures models with a density mass at a single point
[FMM] fmm: poisson . . . . . . . . . . . . . . . . . . . Finite mixtures of Poisson regression models
[FMM] fmm: probit . . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of probit regression models
[FMM] fmm: regress . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of linear regression models
[FMM] fmm: streg . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of parametric survival models
[FMM] fmm: tobit . . . . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of tobit regression models
[FMM] fmm: tpoisson . . . . . . . . . . . Finite mixtures of truncated Poisson regression models
[FMM] fmm: truncreg . . . . . . . . . . . . . Finite mixtures of truncated linear regression models
Fractional outcomes
[BAYES] bayes: betareg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian beta regression
[BAYES] bayes: fracreg . . . . . . . . . . . . . . . . . . . . . . . . Bayesian fractional response regression
[R] betareg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beta regression
[FMM] fmm: betareg . . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of beta regression models
[R] fracreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fractional response regression
Generalized linear models

[U] Section 26.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models
[BAYES] bayes: glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian generalized linear models
[FMM] fmm: glm . . . . . . . . . . . . . . Finite mixtures of generalized linear regression models
[R] fracreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fractional response regression
[XT] xtgee . . . . . . . . . . . . . . . . Fit population-averaged panel-data models by using GEE
Indicator and categorical variables

[U] Section 11.4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Factor variables
[U] Chapter 25 . . . . . . . . . . . . . . . . . Working with categorical data and factor variables
[R] fvset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare factor-variable settings
Item response theory

[U] Section 26.25 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Item response theory (IRT)
[IRT] Control Panel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IRT Control Panel
[IRT] dif . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to differential item functioning
[IRT] diflogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression DIF
[IRT] difmh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mantel–Haenszel DIF
[IRT] estat report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report estimated IRT parameters
[IRT] irt grm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graded response model

[IRT] irt pcm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Partial credit model
[IRT] irt rsm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rating scale model
[IRT] irtgraph icc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Item characteristic curve plot
[IRT] irtgraph iif . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Item information function plot
[IRT] irtgraph tcc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test characteristic curve plot
[IRT] irtgraph tif . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test information function plot
Latent class models

[U] Section 26.23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class models
[SEM] estat lcmean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class marginal means
[SEM] estat lcprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class marginal probabilities
[SEM] example 50g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class model
[SEM] example 52g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent profile model
[SEM] example 53g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finite mixture Poisson regression
[SEM] intro 2 . . . . . . . . . . . Learning the language: Path diagrams and command language
[SEM] intro 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tour of models
Linear regression and related
[R] areg . . . . . . . . . . . . . . . . . . . . . . . Linear regression with a large dummy-variable set
[R] cnsreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Constrained linear regression
[R] constraint . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Define and list constraints
[R] eivreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Errors-in-variables regression
[R] frontier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stochastic frontier models
[R] hetregress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heteroskedastic linear regression
[R] ivpoisson . . . . . . . . . . . . . . . . Poisson model with continuous endogenous covariates
[R] ivregress . . . . . . . . . . . . . . . . . . . . Single-equation instrumental-variables regression
[R] ivtobit . . . . . . . . . . . . . . . . . . . . Tobit model with continuous endogenous covariates
[MV] mvreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate regression
[R] nestreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nested model statistics
[TS] newey . . . . . . . . . . . . . . . . . . . . . . . . . Regression with Newey–West standard errors
[TS] prais . . . . . . . . . . . . . . . . . . . . . . . . . Prais – Winsten and Cochrane – Orcutt regression
[R] qreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quantile regression
[R] reg3 . . . . . . . . . . . . . . Three-stage estimation for systems of simultaneous equations

[R] rreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robust regression
[ST] stcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cox proportional hazards model
[ST] stcrreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Competing-risks regression
[R] sureg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zellner’s seemingly unrelated regression
[R] vwls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Variance-weighted least squares
[XT] xtgls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fit panel-data models by using GLS
[XT] xtpcse . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors
[XT] xtrc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-coefficients model
[XT] xtregar . . . . . . . Fixed- and random-effects linear models with an AR(1) disturbance
Logistic and probit regression

[R] asclogit . . . . . . . . Alternative-specific conditional logit (McFadden’s choice) model
[R] asmixlogit . . . . . . . . . . . . . . . . . . . . . . . . . Alternative-specific mixed logit regression
[R] asmprobit . . . . . . . . . . . . . . . . . . . Alternative-specific multinomial probit regression
[R] asroprobit . . . . . . . . . . . . . . . . . . Alternative-specific rank-ordered probit regression
[R] biprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bivariate probit regression
[R] cloglog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Complementary log-log regression
[R] hetprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heteroskedastic probit model
[R] logit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression, reporting coefficients
[ME] meologit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression

[ME] meoprobit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression
[R] mlogit . . . . . . . . . . . . . . . . . . . . . . . . . . Multinomial (polytomous) logistic regression
[R] mprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multinomial probit regression
[R] nlogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nested logit regression
[R] ologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered logistic regression
[R] oprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered probit regression
[R] probit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probit regression
[R] rologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rank-ordered logistic regression
[R] scobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Skewed logistic regression
[R] slogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stereotype logistic regression
[XT] xtologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered logistic models
[XT] xtoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered probit models
[R] zioprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zero-inflated ordered probit regression
Longitudinal data/panel data

[U] Section 26.14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data models
[XT] quadchk . . . . . . . . . . . . . . . . . . . . . . . Check sensitivity of quadrature approximation
[XT] xt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to xt commands
[XT] xtcointtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data cointegration tests
[XT] xtdata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Faster specification searches with xt data
[XT] xtdescribe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe pattern of xt data
[XT] xtfrontier . . . . . . . . . . . . . . . . . . . . . . . . . . . Stochastic frontier models for panel data
[XT] xtgls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fit panel-data models by using GLS
[XT] xtline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data line plots
[XT] xtnbreg Fixed-effects, random-effects, & population-averaged negative binomial models
[XT] xtpcse . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors

[XT] xtpoisson . . Fixed-effects, random-effects, and population-averaged Poisson models
[XT] xtregar . . . . . . . Fixed- and random-effects linear models with an AR(1) disturbance
[XT] xtset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be panel data
[XT] xtsum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize xt data
[XT] xttab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate xt data
[XT] xtunitroot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data unit-root tests
Mixed models
[U] Section 26.15 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects models
[ME] estat df . . . . . . . . . . . . . . . . . . . . . . . . Calculate degrees of freedom for fixed effects
[ME] estat group . . . . . . . . . . . . . . . . . . Summarize the composition of the nested groups
[ME] estat icc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimate intraclass correlations
[ME] estat recovariance . . . . . . . . . Display estimated random-effects covariance matrices
[ME] estat sd . . . . . Display variance components as standard deviations and correlations
[ME] estat wcorrelation . . . . . Display within-cluster correlations and standard deviations
[ME] me . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to multilevel mixed-effects models
[ME] menl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonlinear mixed-effects regression
Multidimensional scaling and biplots

[MV] mds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multidimensional scaling for two-way data
[MV] mdslong . . . . . . . . . . . . . Multidimensional scaling of proximity data in long format
[MV] mdsmat . . . . . . . . . . . . . . . . Multidimensional scaling of proximity data in a matrix
[MV] measure option . . . . . . . . . . . . . . . Option for similarity and dissimilarity measures
Multilevel mixed-effects models

[U] Section 26.15 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects models
[ME] me . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to multilevel mixed-effects models
Multiple imputation
[U] Section 26.28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multiple imputation
[MI] estimation . . . . . . . . . . . . . . . . . . . . . Estimation commands for use with mi estimate
[MI] intro substantive . . . . . . . . . . . . . . . . . . . Introduction to multiple-imputation analysis
[MI] mi estimate . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimation using multiple imputations
[MI] mi estimate using . . . . . . . . . . Estimation using previously saved estimation results
[MI] mi estimate postestimation . . . . . . . . . . . . . . . . . Postestimation tools for mi estimate
[MI] mi impute . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Impute missing values
[MI] mi impute chained . . . . . . . . . . . . . . Impute missing values using chained equations
[MI] mi impute intreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . Impute using interval regression
[MI] mi impute logit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Impute using logistic regression
[MI] mi impute mlogit . . . . . . . . . . . . . . . . . Impute using multinomial logistic regression
[MI] mi impute monotone . . . . . . . . . . . . . . . . . Impute missing values in monotone data
[MI] mi impute mvn . . . . . . . . . . . . . . . . . . . Impute using multivariate normal regression
[MI] mi impute nbreg . . . . . . . . . . . . . . . . . . . . Impute using negative binomial regression
[MI] mi impute ologit . . . . . . . . . . . . . . . . . . . . . Impute using ordered logistic regression
[MI] mi impute pmm . . . . . . . . . . . . . . . . . . . . . . Impute using predictive mean matching
[MI] mi impute poisson . . . . . . . . . . . . . . . . . . . . . . . . . . Impute using Poisson regression
[MI] mi impute regress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Impute using linear regression
[MI] mi impute truncreg . . . . . . . . . . . . . . . . . . . . . . . . . Impute using truncated regression
[MI] mi impute usermethod . . . . . . . . . . . . . . . . . . . . . . User-defined imputation methods
[MI] mi predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . Obtain multiple-imputation predictions
[MI] mi test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test hypotheses after mi estimate
Multivariate analysis of variance and related techniques

[U] Section 26.20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate analysis
[MV] canon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Canonical correlations
[MV] hotelling . . . . . . . . . . . . . . . . . . . . . . . . Hotelling’s T-squared generalized means test
[MV] mvreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate regression
[MV] mvtest covariances . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate tests of covariances
[MV] mvtest means . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate tests of means
Nonlinear regression
[R] boxcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Box–Cox regression models
[R] nl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonlinear least-squares estimation
[R] nlsur . . . . . . . . . . . . . . . . . . . . . . . . . . Estimation of nonlinear systems of equations
Nonparametric statistics
[R] bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bootstrap sampling and estimation
[R] bsample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sampling with replacement
[R] bstat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report bootstrap results
[R] kdensity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Univariate kernel density estimation
[R] ksmirnov . . . . . . . . . . . . . . . . . . . Kolmogorov – Smirnov equality-of-distributions test
[R] kwallis . . . . . . . . . . . . . . . . . . . . . . Kruskal – Wallis equality-of-populations rank test
[R] lowess . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lowess smoothing
[R] npregress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonparametric regression
[R] npregress intro . . . . . . . . . . . . . . . . Introduction to nonparametric kernel regression
[R] nptrend . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test for trend across ordered groups
[R] prtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of proportions
[R] qreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quantile regression
[R] runtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test for random order
[R] signrank . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equality tests on matched data
[R] simulate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Monte Carlo simulations
[R] smooth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robust nonlinear smoother
[R] spearman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spearman’s and Kendall’s correlations
Ordinal outcomes
[R] asroprobit . . . . . . . . . . . . . . . . . . Alternative-specific rank-ordered probit regression

[R] ologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered logistic regression
[R] oprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered probit regression
[R] rologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rank-ordered logistic regression
[R] zioprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zero-inflated ordered probit regression
Other statistics
[MV] alpha . . . . . . . . Compute interitem correlations (covariances) and Cronbach’s alpha
[R] ameans . . . . . . . . . . . . . . . . . . . . . . . . . Arithmetic, geometric, and harmonic means
[R] brier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brier score decomposition
[R] kappa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interrater agreement
[MV] mvtest correlations . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate tests of correlations
[R] pcorr . . . . . . . . . . . . . . . . . . . . . . . . . . Partial and semipartial correlation coefficients
[D] pctile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create variable containing percentiles
[D] range . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generate numerical range
Pharmacokinetic statistics
[U] Section 26.19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic data
[R] pk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic (biopharmaceutical) data
[R] pkcollapse . . . . . . . . . . . . . . . . . . . . . Generate pharmacokinetic measurement dataset
[R] pkequiv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Perform bioequivalence tests
Power and sample size

[U] Section 26.29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Power and sample-size analysis
[PSS] GUI . . . . . . . . . . . . . . . Graphical user interface for power and sample-size analysis
[PSS] power . . . . . . . . . . . . . . . . . . . . Power and sample-size analysis for hypothesis tests
[PSS] power cmh . . . . . . . Power and sample size for the Cochran–Mantel–Haenszel test
[PSS] power cox . . . . . . . . . . . . . . Power analysis for the Cox proportional hazards model
[PSS] power exponential . . . . . . . . . . . . . . . . . . . . . Power analysis for the exponential test
[PSS] power logrank . . . . . . . . . . . . . . . . . . . . . . . . . . . Power analysis for the log-rank test
[PSS] power logrank, cluster . . . . . . . . . . . . . . . Power analysis for the log-rank test, CRD
[PSS] power mcc . . . . . . . . . . . . . . . . . . Power analysis for matched case–control studies
[PSS] power onecorrelation . . . . . . . . . . . Power analysis for a one-sample correlation test
[PSS] power onemean . . . . . . . . . . . . . . . . . . . . Power analysis for a one-sample mean test
[PSS] power onemean, cluster . . . . . . . . Power analysis for a one-sample mean test, CRD
[PSS] power oneproportion . . . . . . . . . . . Power analysis for a one-sample proportion test
[PSS] power oneproportion, cluster Power analysis for a one-sample proportion test, CRD
[PSS] power oneslope . . . . . . Power analysis for a slope test in a simple linear regression
[PSS] power onevariance . . . . . . . . . . . . . . . Power analysis for a one-sample variance test
[PSS] power oneway . . . . . . . . . . . . . . . . . Power analysis for one-way analysis of variance
[PSS] power pairedmeans . . . . . . . . . . . Power analysis for a two-sample paired-means test
[PSS] power pairedproportions . . . Power analysis for a two-sample paired-proportions test
[PSS] power pcorr Power analysis for a partial-correlation test in a multiple linear regression
[PSS] power repeated . . . . . . . . Power analysis for repeated-measures analysis of variance
[PSS] power rsquared . . . . . . Power analysis for an R2 test in a multiple linear regression
[PSS] power trend . . . . . . . . . . . . . . . Power analysis for the Cochran–Armitage trend test
[PSS] power twocorrelations . . . . . . . . . Power analysis for a two-sample correlations test
[PSS] power twomeans . . . . . . . . . . . . . . . . . . Power analysis for a two-sample means test
[PSS] power twomeans, cluster . . . . . . Power analysis for a two-sample means test, CRD
[PSS] power twoproportions . . . . . . . . . . Power analysis for a two-sample proportions test
[PSS] power twoproportions, cluster Power analysis for a two-sample proportions test, CRD
[PSS] power twovariances . . . . . . . . . . . . . Power analysis for a two-sample variances test
[PSS] power twoway . . . . . . . . . . . . . . . . . Power analysis for two-way analysis of variance
[PSS] power usermethod . . . . . . . . . . . . . Add your own methods to the power command
[PSS] power, table . . . . . . . . . . . . . . . . Produce table of results from the power command
[PSS] unbalanced designs . . . . . . . . . . . . . . . . . . . . . . Specifications for unbalanced designs
Quality control
[R] qc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quality control charts
[R] serrbar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph standard error bar chart
ROC analysis
[U] Section 26.4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ROC analysis
[R] rocfit postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for rocfit
[R] rocreg postestimation . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for rocreg
Rotation
[MV] procrustes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Procrustes transformation
[MV] rotate . . . . . . . . . . . . . . . . . . . . Orthogonal and oblique rotations after factor and pca
[MV] rotatemat . . . . . . . . . . . . . . . . . . . Orthogonal and oblique rotations of a Stata matrix
Sample selection models

[U] Section 26.12 . . . . . . . . . . . . . . . . . . . . . . Models with endogenous sample selection

[R] heckpoisson . . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression with sample selection
Simulation/resampling
[R] bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bootstrap sampling and estimation
[R] bsample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sampling with replacement
[R] jackknife . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Jackknife estimation
[R] permute . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Monte Carlo permutation tests
[R] simulate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Monte Carlo simulations
Spatial autoregressive models

[U] Section 26.17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spatial autoregressive models
[SP] estat moran . . . . . . . . . . . . . Moran test of residual correlation with nearby residuals
[SP] grmap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph choropleth maps
[SP] intro . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to spatial data and SAR models
[SP] intro 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A brief introduction to SAR models
[SP] intro 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The W matrix
[SP] intro 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preparing data for analysis
[SP] intro 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preparing data: Data with shapefiles
[SP] intro 5 . . . . . . . . . . . . . . . . Preparing data: Data containing locations (no shapefiles)
[SP] intro 6 . . . . . . . . . . . . . . . . . . . . Preparing data: Data without shapefiles or locations
[SP] intro 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Example from start to finish
[SP] intro 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The Sp estimation commands
[SP] spbalance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Make panel data strongly balanced
[SP] spcompress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compress Stata-format shapefile
[SP] spdistance . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculator for distance between places
[SP] spgenerate . . . . . . . . . . . . . . . . . . . . . Generate new variables containing spatial lags
[SP] spivregress . . . . . . . . . . . . Spatial autoregressive models with endogenous covariates
[SP] spmatrix . . . . . . . . . . . . . . . . . . . . . . . . Categorical guide to the spmatrix command
[SP] spmatrix copy . . . . . . . . . . . . . . . . Copy spatial weighting matrix stored in memory
[SP] spmatrix create . . . . . . . . . . . . . . . . . . . . . . . . . . . Create standard weighting matrices
[SP] spmatrix drop . . . . . . . . . . . . . List and delete weighting matrices stored in memory
[SP] spmatrix export . . . . . . . . . . . . . . . . . . . . . . . . . . Export weighting matrix to text file
[SP] spmatrix fromdata . . . . . . . . . . . . . . . . . Create custom weighting matrix from data
[SP] spmatrix import . . . . . . . . . . . . . . . . . . . . . . . Import weighting matrix from text file
[SP] spmatrix matafromsp . . . . . . . . . . . . . . . . . . . . . . . . Copy weighting matrix to Mata
[SP] spmatrix normalize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Normalize weighting matrix
[SP] spmatrix note . . . . . . . . . . . . . . . . . . . . . Put note on weighting matrix, or display it
[SP] spmatrix save . . . . . . . . . . . . . . . . . . . . . . . . . . . Save spatial weighting matrix to file
[SP] spmatrix spfrommata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy Mata matrix to Sp
[SP] spmatrix summarize . . . . . . . . . . . . Summarize weighting matrix stored in memory
[SP] spmatrix use . . . . . . . . . . . . . . . . . . . . . . . . . Load spatial weighting matrix from file
[SP] spmatrix userdefined . . . . . . . . . . . . . . . . . . . . . . . . Create custom weighting matrix
[SP] spregress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spatial autoregressive models
[SP] spset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be Sp spatial data
[SP] spshape2dta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Translate shapefile to Stata format
[SP] spxtregress . . . . . . . . . . . . . . . . . . . . . . Spatial autoregressive models for panel data
Standard postestimation tests, tables, and other analyses

[U] Section 13.5 . . . . . . . . . . . . . . . . . . . . . . . Accessing coefficients and standard errors
[R] contrast . . . . . . . . . . . . . . . . . . Contrasts and linear hypothesis tests after estimation
[R] correlate . . . . . . . . . . . . . . . . . Correlations (covariances) of variables or coefficients
[R] estat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation statistics
[R] estat ic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display information criteria
[R] estat summarize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize estimation sample
[R] estat vce . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display covariance matrix estimates
[R] estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save and manipulate estimation results
[R] estimates describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe estimation results
[R] estimates for . . . . . . . . . . . . . . . . . . . Repeat postestimation command across models
[R] estimates notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Add notes to estimation results
[R] estimates replay . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Redisplay estimation results
[R] estimates save . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save and use estimation results
[R] estimates stats . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Model-selection statistics
[R] estimates store . . . . . . . . . . . . . . . . . . . . . . . . . . . Store and restore estimation results
[R] estimates table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compare estimation results
[R] estimates title . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set title for estimation results
[TS] forecast adjust . . . . . . . . . . . . . . . . Adjust a variable by add factoring, replacing, etc.
[TS] forecast clear . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clear current model from memory
[TS] forecast coefvector . . . . . . . . . . . . . . . . . Specify an equation via a coefficient vector
[TS] forecast create . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create a new forecast model
[TS] forecast describe . . . . . . . . . . . . . . . . . . . . . . Describe features of the forecast model
[TS] forecast drop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Drop forecast variables
[TS] forecast estimates . . . . . . . . . . . . . . . . . . Add estimation results to a forecast model
[TS] forecast exogenous . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare exogenous variables
[TS] forecast identity . . . . . . . . . . . . . . . . . . . . . . . . . Add an identity to a forecast model
[TS] forecast list . . . . . . . . . . . . . . . . . List forecast commands composing current model
[TS] forecast query . . . . . . . . . . . . . . . . Check whether a forecast model has been started
[TS] forecast solve . . . . . . . . . . . . . . . . . . . . . . . . . . . Obtain static and dynamic forecasts
[R] hausman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hausman specification test
[R] lincom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear combinations of parameters
[R] linktest . . . . . . . . . . . . . . . . . . . . . . Specification link test for single-equation models
[R] lrtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Likelihood-ratio test after estimation
[R] margins . . . . . . . . . . . . . . Marginal means, predictive margins, and marginal effects
[R] margins, contrast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Contrasts of margins
[R] margins, pwcompare . . . . . . . . . . . . . . . . . . . . . . . Pairwise comparisons of margins
[R] marginsplot . . . . . . . . . . . . . . . . . . . . Graph results from margins (profile plots, etc.)
[MV] mvtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate tests
[R] nlcom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonlinear combinations of estimators
[R] postest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation Selector
[R] predict . . . . . . . . . . . . . . . . . . . . . Obtain predictions, residuals, etc., after estimation
[R] predictnl . . . . . . Obtain nonlinear predictions, standard errors, etc., after estimation
[R] pwcompare . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pairwise comparisons
[R] suest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Seemingly unrelated estimation
[R] test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test linear hypotheses after estimation
[R] testnl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test nonlinear hypotheses after estimation
Structural equation modeling
[U] Section 26.22 . . . . . . . . . . . . . . . . . . . . . . . . . . . Structural equation modeling (SEM)

[SEM] Builder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . SEM Builder
[SEM] Builder, generalized . . . . . . . . . . . . . . . . . . . . . SEM Builder for generalized models
[SEM] estat eform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display exponentiated coefficients
[SEM] estat eqgof . . . . . . . . . . . . . . . . . . . . . . . . . . Equation-level goodness-of-fit statistics
[SEM] estat eqtest . . . . . . . . . . . . . . . . . . . . Equation-level test that all coefficients are zero
[SEM] estat framework . . . . . . . . . . . . . Display estimation results in modeling framework
[SEM] estat ggof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Group-level goodness-of-fit statistics
[SEM] estat ginvariant . . . . . . . . . . . . . . . . Tests for invariance of parameters across groups
[SEM] estat gof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goodness-of-fit statistics
[SEM] estat lcgof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class goodness-of-fit statistics
[SEM] estat lcmean . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class marginal means
[SEM] estat lcprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class marginal probabilities
[SEM] estat mindices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Modification indices
[SEM] estat residuals . . . . . . . . . . . . . . . . . . . . . . . . . Display mean and covariance residuals
[SEM] estat scoretests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Score tests
[SEM] estat sd . . . . . Display variance components as standard deviations and correlations
[SEM] estat stable . . . . . . . . . . . . . . . . . . . . . . . . . . . Check stability of nonrecursive system
[SEM] estat stdize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test standardized parameters
[SEM] estat summarize . . . . . . . . . . . . . . . Report summary statistics for estimation sample
[SEM] estat teffects . . . . . . . . . . . . Decomposition of effects into total, direct, and indirect
[SEM] example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Single-factor measurement model
[SEM] example 2 . . . . . . . . . . . . . . . . . . . . . . Creating a dataset from published covariances
[SEM] example 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-factor measurement model
[SEM] example 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Goodness-of-fit statistics
[SEM] example 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Modification indices
[SEM] example 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear regression
[SEM] example 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonrecursive structural model
[SEM] example 8 . . . . . . . . . . . . Testing that coefficients are equal, and constraining them
[SEM] example 9 . . . . . . . . . . . . . . . . . . . . . Structural model with measurement component
[SEM] example 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MIMIC model
[SEM] example 11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . estat framework
[SEM] example 12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Seemingly unrelated regression
[SEM] example 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equation-level Wald test
[SEM] example 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Predicted values
[SEM] example 15 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Higher-order CFA
[SEM] example 16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Correlation
[SEM] example 17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Correlated uniqueness model
[SEM] example 18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent growth model
[SEM] example 19 . . . . . . . . . . . . . . . . . . . Creating multiple-group summary statistics data
[SEM] example 20 . . . . . . . . . . . . . . . . . . . . . . . . . Two-factor measurement model by group
[SEM] example 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Group-level goodness of fit
[SEM] example 22 . . . . . . . . . . . . . . . . . . . . . . . . . Testing parameter equality across groups
[SEM] example 23 . . . . . . . . . . . . . . . . . . . . Specifying parameter constraints across groups
[SEM] example 24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Reliability
[SEM] example 25 . . . . . . . . . . . . . . . . . . . Creating summary statistics data from raw data
[SEM] example 26 . . . . . . . . . . . . . . . . . . . . . . Fitting a model with data missing at random
[SEM] example 27g . . . . . . . . . . . Single-factor measurement model (generalized response)
[SEM] example 28g . . . . . . . . . . . . . . . . . . . . . . One-parameter logistic IRT (Rasch) model
[SEM] example 29g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-parameter logistic IRT model

[SEM] example 30g . . . . Two-level measurement model (multilevel, generalized response)
[SEM] example 31g . . . . . . . . . . . . . Two-factor measurement model (generalized response)
[SEM] example 32g . . . . . . . . . . . . . . Full structural equation model (generalized response)
[SEM] example 33g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression
[SEM] example 34g . . . . . . . . . . . . . . . . . . . . . . . Combined models (generalized responses)
[SEM] example 35g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered probit and ordered logit
[SEM] example 36g . . . . . . . . . . . . . . . . . . . . . . . . . . . MIMIC model (generalized response)
[SEM] example 37g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multinomial logistic regression
[SEM] example 38g . . . . . . . . . . . Random-intercept and random-slope models (multilevel)
[SEM] example 39g . . . . . . . . . . . . . . Three-level model (multilevel, generalized response)
[SEM] example 40g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Crossed models (multilevel)
[SEM] example 41g . . . . . . . . . . . . . Two-level multinomial logistic regression (multilevel)
[SEM] example 42g . . . . . . . . . . . . . . . . One- and two-level mediation models (multilevel)
[SEM] example 43g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobit regression
[SEM] example 44g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interval regression
[SEM] example 45g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model
[SEM] example 46g . . . . . . . . . . . . . . . . . . . . . . . . . . . . Endogenous treatment-effects model
[SEM] example 47g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exponential survival model
[SEM] example 48g . . . . . . . . Loglogistic survival model with censored and truncated data
[SEM] example 49g . . . . . . . . . . . . . . . . . . . . . . . . . . Multiple-group Weibull survival model
[SEM] example 50g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class model
[SEM] example 51g . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent class goodness-of-fit statistics
[SEM] example 52g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Latent profile model
[SEM] example 53g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Finite mixture Poisson regression
[SEM] example 54g . . . . . . . . . . . . . . Finite mixture Poisson regression, multiple responses
[SEM] gsem . . . . . . . . . . . . . . . Generalized structural equation model estimation command
[SEM] gsem estimation options . . . . . . . . . . . . . . . . . . . . . . . . . Options affecting estimation
[SEM] gsem family-and-link options . . . . . . . . . . . . . . . . . . . . . . . . Family-and-link options
[SEM] gsem group options . . . . . . . . . . . . . . . . . . . . . . . Fitting models on different groups
[SEM] gsem lclass options . . . . . . . . . . . . . . . . . . . . . . . . Fitting models with latent classes
[SEM] gsem model description options . . . . . . . . . . . . . . . . . . . . Model description options
[SEM] gsem path notation extensions . . . . . . . . . . . . . . Command syntax for path diagrams
[SEM] gsem postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for gsem
[SEM] gsem reporting options . . . . . . . . . . . . . . . . . . . Options affecting reporting of results
[SEM] intro 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction
[SEM] intro 2 . . . . . . . . . . . Learning the language: Path diagrams and command language
[SEM] intro 3 . . . . . . . . . . . . . Learning the language: Factor-variable notation (gsem only)
[SEM] intro 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Substantive concepts
[SEM] intro 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tour of models
[SEM] intro 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Comparing groups
[SEM] intro 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tests and predictions
[SEM] intro 8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robust and clustered standard errors
[SEM] intro 9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard errors, the full story
[SEM] intro 10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fitting models with survey data
[SEM] intro 11 . . . . . . . . . . . . . . . . Fitting models with summary statistics data (sem only)
[SEM] intro 12 . . . . . . . . . . . . . . . . . . . . . . . Convergence problems and how to solve them
[SEM] lincom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear combinations of parameters
[SEM] lrtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Likelihood-ratio test of linear hypothesis
[SEM] methods and formulas for gsem . . . . . . . . . . . . . . . Methods and formulas for gsem
[SEM] methods and formulas for sem . . . . . . . . . . . . . . . . . Methods and formulas for sem
[SEM] nlcom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonlinear combinations of parameters

[SEM] predict after gsem . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear predictions, etc.
[SEM] predict after sem . . . . . . . . . . . . . . . . . . . . . . . . Factor scores, linear predictions, etc.
[SEM] sem . . . . . . . . . . . . . . . . . . . . . . . . . . Structural equation model estimation command
[SEM] sem and gsem option constraints( ) . . . . . . . . . . . . . . . . . . . . . . Specifying constraints
[SEM] sem and gsem option covstructure( ) . . . . . . . . . . . Specifying covariance restrictions
[SEM] sem and gsem option from( ) . . . . . . . . . . . . . . . . . . . . . . . Specifying starting values
[SEM] sem and gsem option reliability( ) Fraction of variance not due to measurement error
[SEM] sem and gsem path notation . . . . . . . . . . . . . . . Command syntax for path diagrams
[SEM] sem and gsem syntax options . . . . . . . . . . Options affecting interpretation of syntax
[SEM] sem estimation options . . . . . . . . . . . . . . . . . . . . . . . . . . Options affecting estimation
[SEM] sem group options . . . . . . . . . . . . . . . . . . . . . . . . Fitting models on different groups
[SEM] sem model description options . . . . . . . . . . . . . . . . . . . . . Model description options
[SEM] sem option method( ) . . . . . . . . . . . . . . . Specifying method and calculation of VCE
[SEM] sem option noxconditional Computing means, etc., of observed exogenous variables
[SEM] sem option select( ) . . . . . . . . . . . . . . . . . . . Using sem with summary statistics data
[SEM] sem path notation extensions . . . . . . . . . . . . . . . Command syntax for path diagrams
[SEM] sem postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for sem
[SEM] sem reporting options . . . . . . . . . . . . . . . . . . . . Options affecting reporting of results
[SEM] sem ssd options . . . . . . . . . . . . . . . . . . Options for use with summary statistics data
[SEM] ssd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Making summary statistics data (sem only)
[SEM] test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wald test of linear hypotheses
[SEM] testnl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Wald test of nonlinear hypotheses
Survey data
[U] Section 26.27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survey data
[SVY] survey . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to survey commands
[SVY] bootstrap options . . . . . . . . . . . . . . . More options for bootstrap variance estimation
[SVY] brr options . . . . . . . . . . . . . . . . . . . . . . . More options for BRR variance estimation
[SVY] calibration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calibration for survey data
[SVY] direct standardization . . . . . Direct standardization of means, proportions, and ratios
[SVY] estat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation statistics for survey data
[SVY] jackknife options . . . . . . . . . . . . . . . More options for jackknife variance estimation
[SVY] ml for svy . . . . . . . . . . . . . . . Maximum pseudolikelihood estimation for survey data
[SVY] poststratification . . . . . . . . . . . . . . . . . . . . . . . . . . . . Poststratification for survey data
[P] robust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robust variance estimates
[SVY] sdr options . . . . . . . . . . . . . . . . . . . . . . . More options for SDR variance estimation
[SVY] subpopulation estimation . . . . . . . . . . . . . . Subpopulation estimation for survey data
[SVY] svy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . The survey prefix command
[SVY] svy bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bootstrap for survey data
[SVY] svy brr . . . . . . . . . . . . . . . . . . . . . . . . . Balanced repeated replication for survey data
[SVY] svy estimation . . . . . . . . . . . . . . . . . . . . . . . . . Estimation commands for survey data
[SVY] svy jackknife . . . . . . . . . . . . . . . . . . . . . . . . . . . Jackknife estimation for survey data
[SVY] svy postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for svy
[SVY] svy sdr . . . . . . . . . . . . . . . . . . . . . . Successive difference replication for survey data
[SVY] svy: tabulate oneway . . . . . . . . . . . . . . . . . . . . . . . . . One-way tables for survey data
[SVY] svy: tabulate twoway . . . . . . . . . . . . . . . . . . . . . . . . . Two-way tables for survey data
[SVY] svydescribe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe survey data
[SVY] svymarkout . Mark observations for exclusion on the basis of survey characteristics
[SVY] svyset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare survey design for dataset

[SVY] variance estimation . . . . . . . . . . . . . . . . . . . . . . . Variance estimation for survey data
Survival analysis
[U] Section 26.14.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival models with panel data
[U] Section 26.16 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival analysis models
[U] Section 26.18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Treatment-effects models
[U] Section 26.29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Power and sample-size analysis
[ST] survival analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to survival analysis
[BAYES] bayes: streg . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian parametric survival models
[ST] ct . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Count-time data
[ST] ctset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be count-time data
[ST] cttost . . . . . . . . . . . . . . . . . . . . . . . . . . Convert count-time data to survival-time data
[ST] discrete . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Discrete-time survival analysis
[FMM] fmm: streg . . . . . . . . . . . . . . . . . . . . . . Finite mixtures of parametric survival models
[ST] ltable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life tables for survival data
[ST] snapspan . . . . . . . . . . . . . . . . . . . . . . . . . . . Convert snapshot data to time-span data
[ST] st . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival-time data
[ST] st is . . . . . . . . . . . . . . . . . . . . . . . . . . Survival analysis subroutines for programmers
[ST] stbase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Form baseline dataset
[ST] stci . . . . . . . . . . . . . Confidence intervals for means and percentiles of survival time
[ST] stcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cox proportional hazards model
[ST] stcox PH-assumption tests . . . . . . . . . . . . . Tests of proportional-hazards assumption
[ST] stcrreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Competing-risks regression
[ST] stcurve . Plot survivor, hazard, cumulative hazard, or cumulative incidence function
[ST] stdescribe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe survival-time data
[ST] stfill . . . . . . . . . . . . . . . . . . . . . . . . . Fill in by carrying forward values of covariates
[ST] stgen . . . . . . . . . . . . . . . . . . . . . . . . . . . Generate variables reflecting entire histories
[ST] stir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report incidence-rate comparison
[ST] stptime . . . . . . . . . . . . . . . . . . . . . . Calculate person-time, incidence rates, and SMR
[ST] strate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate failure rates and rate ratios
[ST] sts . . . Generate, graph, list, and test the survivor and cumulative hazard functions
[ST] sts generate . . . . . . . . . . . Create variables containing survivor and related functions
[ST] sts graph . . . . . . . . . . . . . Graph the survivor, hazard, or cumulative hazard function
[ST] sts list . . . . . . . . . . . . . . . . . . . . . . . . List the survivor or cumulative hazard function
[ST] sts test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test equality of survivor functions
[ST] stset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be survival-time data
[ST] stsplit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Split and join time-span records
[MI] mi stsplit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stsplit and stjoin mi data
[ST] stsum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize survival-time data
[TE] stteffects ipw . . . . . . . . . . . . . . . . . . . . . . Survival-time inverse-probability weighting
[TE] stteffects ipwra . . Survival-time inverse-probability-weighted regression adjustment
[TE] stteffects ra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival-time regression adjustment
[TE] stteffects wra . . . . . . . . . . . . . . . . . . . . Survival-time weighted regression adjustment
[ST] sttocc . . . . . . . . . . . . . . . . . . . . . . . . Convert survival-time data to case–control data

[ST] sttoct . . . . . . . . . . . . . . . . . . . . . . . . . . Convert survival-time data to count-time data
[ST] stvary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report variables that vary over time
Also see Power and sample size.
Time series, multivariate

[U] Section 11.4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series varlists
[U] Section 13.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operators
[U] Section 26.13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series models
[TS] time series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to time-series commands
[TS] dfactor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dynamic-factor models
[TS] fcast compute . . . . . . . . . . . . . . . Compute dynamic forecasts after var, svar, or vec
[TS] fcast graph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph forecasts after fcast compute
[TS] irf . . . . . . . . . . . Create and analyze IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf add . . . . . . . . . . . . . . . . . . . . . Add results from an IRF file to the active IRF file
[TS] irf cgraph . . Combined graphs of IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf create . . . . . . . . . . . . . . . Obtain IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf ctable . . . . Combined tables of IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf describe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe an IRF file
[TS] irf drop . . . . . . . . . . . . . . . . . . . . . . . . . . . Drop IRF results from the active IRF file
[TS] irf graph . . . . . . . . . . . . Graphs of IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf ograph . . . . Overlaid graphs of IRFs, dynamic-multiplier functions, and FEVDs
[TS] irf rename . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rename an IRF result in an IRF file
[TS] irf set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set the active IRF file
[TS] irf table . . . . . . . . . . . . . . Tables of IRFs, dynamic-multiplier functions, and FEVDs
[TS] mgarch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate GARCH models
[TS] mgarch ccc . . . . . . . . Constant conditional correlation multivariate GARCH models
[TS] mgarch dcc . . . . . . . . Dynamic conditional correlation multivariate GARCH models
[TS] mgarch dvech . . . . . . . . . . . . . . . . . . . . Diagonal vech multivariate GARCH models
[TS] mgarch vcc . . . . . . . . . Varying conditional correlation multivariate GARCH models
[TS] sspace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State-space models
[TS] tsappend . . . . . . . . . . . . . . . . . . . . . . . . . . . Add observations to a time-series dataset
[TS] tsfill . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fill in gaps in time variable
[TS] tsreport . . . . . . . . . . . . Report time-series aspects of a dataset or estimation sample
[TS] tsrevar . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operator programming command

[TS] tsset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be time-series data
[TS] var intro . . . . . . . . . . . . . . . . . . . . . . . . Introduction to vector autoregressive models
[TS] var svar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Structural vector autoregressive models
[TS] var . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vector autoregressive models
[TS] varbasic . . . . . . . . . . . . . . . . . . . . . . . . Fit a simple VAR and graph IRFs or FEVDs
[TS] vargranger . . . . . . . . . . . . Perform pairwise Granger causality tests after var or svar
[TS] varlmar . . . . . . . . . . . Perform LM test for residual autocorrelation after var or svar
[TS] varnorm . . . . . . . . . . . . . Test for normally distributed disturbances after var or svar
[TS] varsoc . . . . . . . . . . . . . . Obtain lag-order selection statistics for VARs and VECMs
[TS] varstable . . . . . . . . . . . . . Check the stability condition of VAR or SVAR estimates
[TS] varwle . . . . . . . . . . . . . . . . . . . Obtain Wald lag-exclusion statistics after var or svar
[TS] vec intro . . . . . . . . . . . . . . . . . . . . . . . Introduction to vector error-correction models
[TS] vec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Vector error-correction models
[TS] veclmar . . . . . . . . . . . . . . . . . Perform LM test for residual autocorrelation after vec
[TS] vecnorm . . . . . . . . . . . . . . . . . . Test for normally distributed disturbances after vec
[TS] vecrank . . . . . . . . . . . . . . . . . . . . . . . . . Estimate the cointegrating rank of a VECM
[TS] vecstable . . . . . . . . . . . . . . . . . . . . Check the stability condition of VECM estimates
Time series, univariate

[U] Section 11.4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series varlists
[U] Section 13.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operators
[U] Section 26.13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series models
[TS] time series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to time-series commands
[TS] arch . . . Autoregressive conditional heteroskedasticity (ARCH) family of estimators
[TS] arfima . . . . . . . . . . . . Autoregressive fractionally integrated moving-average models
[TS] arima . . . . . . . . . . . . . . . . ARIMA, ARMAX, and other dynamic regression models
[TS] corrgram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate and graph autocorrelations
[TS] cumsp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cumulative spectral distribution
[TS] dfgls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . DF-GLS unit-root test
[TS] dfuller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Augmented Dickey–Fuller unit-root test
[TS] estat acplot . . . . . . . . . Plot parametric autocorrelation and autocovariance functions
[TS] estat aroots . . . . . . . . . . . . . . . . . Check the stability condition of ARIMA estimates
[TS] estat sbcusum . . . . . . . . . . . . . . . . . . . . . Cumulative sum test for parameter stability
[TS] estat sbknown . . . . . . . . . . . . . . Test for a structural break with a known break date
[TS] estat sbsingle . . . . . . . . . . . Test for a structural break with an unknown break date
[TS] mswitch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Markov-switching regression models

[TS] newey . . . . . . . . . . . . . . . . . . . . . . . . . Regression with Newey–West standard errors
[TS] pergram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Periodogram
[TS] pperron . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Phillips–Perron unit-root test
[TS] prais . . . . . . . . . . . . . . . . . . . . . . . . . Prais – Winsten and Cochrane – Orcutt regression
[TS] psdensity . . . . . Parametric spectral density estimation after arima, arfima, and ucm
[R] regress postestimation time series . Postestimation tools for regress with time series
[TS] sspace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State-space models
[TS] threshold . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Threshold regression
[TS] tsappend . . . . . . . . . . . . . . . . . . . . . . . . . . . Add observations to a time-series dataset
[TS] tsfill . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fill in gaps in time variable
[TS] tsfilter . . . . . . . . . . . . . . . . . . Filter a time-series, keeping only selected periodicities
[TS] tsfilter bk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Baxter–King time-series filter
[TS] tsfilter bw . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Butterworth time-series filter
[TS] tsfilter cf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Christiano–Fitzgerald time-series filter
[TS] tsfilter hp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hodrick–Prescott time-series filter
[TS] tsreport . . . . . . . . . . . . Report time-series aspects of a dataset or estimation sample
[TS] tsset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be time-series data
[TS] tssmooth . . . . . . . . . . . . . . . . . . . . . Smooth and forecast univariate time-series data
[TS] tssmooth dexponential . . . . . . . . . . . . . . . . . . . . . . . . . Double-exponential smoothing
[TS] tssmooth exponential . . . . . . . . . . . . . . . . . . . . . . . . . . Single-exponential smoothing
[TS] tssmooth hwinters . . . . . . . . . . . . . . . . . . . . . . . Holt–Winters nonseasonal smoothing
[TS] tssmooth ma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Moving-average filter
[TS] tssmooth nl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonlinear filter
[TS] tssmooth shwinters . . . . . . . . . . . . . . . . . . . . . . . . . Holt–Winters seasonal smoothing
[TS] ucm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unobserved-components model
[TS] wntestb . . . . . . . . . . . . . . . . . . . . . Bartlett’s periodogram-based test for white noise
[TS] wntestq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Portmanteau (Q) test for white noise
Transforms and normality tests

[R] boxcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Box–Cox regression models
[R] ladder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ladder of powers
[R] lnskew0 . . . . . . . . . . . . . . . . . . . . . . . Find zero-skewness log or Box – Cox transform
[MV] mvtest normality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate normality tests
[R] sktest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Skewness and kurtosis test for normality
[R] swilk . . . . . . . . . . . . . . . . . . Shapiro – Wilk and Shapiro – Francia tests for normality
Treatment effects
[U] Section 26.18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Treatment-effects models

[TE] stteffects . . . . . . . . Treatment-effects estimation for observational survival-time data
[TE] stteffects intro Introduction to treatment effects for observational survival-time data
[TE] stteffects ipw . . . . . . . . . . . . . . . . . . . . . . Survival-time inverse-probability weighting
[TE] stteffects ipwra . . Survival-time inverse-probability-weighted regression adjustment
[TE] stteffects ra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival-time regression adjustment
[TE] stteffects wra . . . . . . . . . . . . . . . . . . . . Survival-time weighted regression adjustment
[TE] tebalance . . . . . . . . . . . . . . . . . . Check balance after teffects or stteffects estimation
[TE] tebalance box . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Covariate balance box
[TE] tebalance density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Covariate balance density
[TE] tebalance overid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test for covariate balance
[TE] tebalance summarize . . . . . . . . . . . . . . . . . . . . Covariate-balance summary statistics
[TE] teffects . . . . . . . . . . . . . . . . . . . . . Treatment-effects estimation for observational data
[TE] teffects intro . . . . . . . . . . . . . Introduction to treatment effects for observational data
[TE] teffects intro advanced Advanced introduction to treatment effects for observational data
[TE] teffects multivalued . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivalued treatment effects
[TE] teffects overlap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overlap plots
[TE] treatment effects . . . . . . . . . . . . . . . . . . . Introduction to treatment-effects commands
Matrix commands
Basics
[U] Chapter 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Matrix expressions
[P] matlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display a matrix and control its format
[P] matrix define . . . . . . . . . . . . . . . . . . . . . . . Matrix definition, operators, and functions
[P] matrix utility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . List, rename, and drop matrices
Programming
[P] ereturn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Post the estimation results
[P] matrix accum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Form cross-product matrices
[P] matrix rownames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Name rows and columns
[P] matrix score . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Score data from coefficient vectors
[M] Mata Reference Manual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Other
[P] makecns . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Constrained estimation
[P] matrix dissimilarity . . . . . . . . . . . . . . . Compute similarity or dissimilarity measures
[P] matrix eigenvalues . . . . . . . . . . . . . . . . . . . . . Eigenvalues of nonsymmetric matrices
[P] matrix get . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Access system matrices
[P] matrix mkmat . . . . . . . . . . . . . . . . . . . . . . Convert variables to matrix and vice versa
[P] matrix svd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Singular value decomposition
[P] matrix symeigen . . . . . . . . . . . . Eigenvalues and eigenvectors of symmetric matrices
Mata
[D] putmata . . . . . . . . . . . . . . . . . . . . . . . . . Put Stata variables into Mata and vice versa
Programming
Basics
[U] Chapter 18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Programming Stata
[U] Section 18.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Macros
[U] Section 18.11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ado-files
[P] comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Add comments to programs
[P] fvexpand . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Expand factor varlists
[P] macro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Macro definition and manipulation
[P] program . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Define and manipulate programs
[P] return . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Return stored results
Program control
[U] Section 18.11.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Version
[P] capture . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Capture return code
[P] continue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Break out of loops
[P] error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display generic error message and exit
[P] foreach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Loop over items
[P] forvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Loop over consecutive values
[P] if . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . if programming command
[P] version . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Version control
[P] while . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Looping
Parsing and program arguments

[U] Section 18.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Program arguments
[P] confirm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Argument verification
[P] gettoken . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Low-level parsing
[P] levelsof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Levels of variable
[P] numlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parse numeric lists
[P] syntax . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parse Stata syntax
[P] tokenize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Divide strings into tokens
Console output
[P] display . . . . . . . . . . . . . . . . . . . . . . . Display strings and values of scalar expressions
[P] tabdisp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display tables
[D] unicode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unicode utilities
Commonly used programming commands

[P] byable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Make programs byable
[P] #delimit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Change delimiter
[P] exit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exit from a program or do-file
[R] fvrevar . . . . . . . . . . . . . . . . . . . . . . Factor-variables operator programming command
[P] mark . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Mark observations for inclusion

[P] more . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pause until key is pressed
[P] nopreserve option . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . nopreserve option
[P] preserve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preserve and restore data
[P] quietly . . . . . . . . . . . . . . . . . . . . . . . . . . Quietly and noisily perform Stata command
[P] scalar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scalar variables
[P] sortpreserve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sort within programs
[P] timer . . . . . . . . . . . . . Time sections of code by recording and reporting time spent
Debugging
[P] pause . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Program debugging command
[P] timer . . . . . . . . . . . . . Time sections of code by recording and reporting time spent
[P] trace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Debug Stata programs
Advanced programming commands

[U] Section 12.4.2.5 . . . . . . . . . . . . . . . . . Sorting strings containing Unicode characters
[M-5] Pdf*( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create a PDF file
[M-5] docx*( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generate Office Open XML (.docx) file
[P] automation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automation
[P] break . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Suppress Break key
[P] char . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Characteristics
[M-2] class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Object-oriented programming (classes)
[P] class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Class programming
[P] class exit . . . . . . . . . . . . . . . . . . . . . . . . Exit class-member program and return result
[P] classutil . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Class programming utility
[P] dynamic tags . . . . . . . . . . . . . . . . . . . . . . . . Dynamic tags for Markdown documents
[P] dyndoc . . . . . . . . . . . . . . . . Convert dynamic Markdown document to an HTML file
[P] dyntext . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Process Stata dynamic tags in text file
[P] estat programming . . . . . . Controlling estat after community-contributed commands
[P] estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manage estimation results
[P] estimation command . . . . . . . . . . . . . . . . . How to program an estimation command
[P] file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Read and write text and binary files
[P] findfile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Find file in path
[P] include . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Include commands from file
[P] java . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Java plugins
[P] javacall . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Call a Java plugin
[P] macro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Macro definition and manipulation
[P] macro lists . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manipulate lists
[P] markdown . . . . . . . . . . . . . . . . . . . . . Convert Markdown document to an HTML file
[M-5] moptimize( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Model optimization
[M-5] optimize( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Function optimization
[P] plugin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Load a plugin
[P] postfile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Post results in Stata dataset
[P] predict Obtain predictions, residuals, etc., after estimation programming command
[P] program properties . . . . . . . . . . . . . . . . . . . . . . . Properties of user-defined programs
[P] putexcel advanced . . . . . . . . Export results to an Excel file using advanced syntax
[D] putmata . . . . . . . . . . . . . . . . . . . . . . . . . Put Stata variables into Mata and vice versa
[P] return . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Preserve stored results
[P] rmcoll . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Remove collinear variables
[P] robust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robust variance estimates
[P] serset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create and manipulate sersets
[D] snapshot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save and restore data snapshots
[P] unab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unabbreviate variable list
[P] unabcmd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unabbreviate command name
[D] unicode collator . . . . . . . . . . . . . . . . . . . . . . . . . Language-specific Unicode collators
[P] varabbrev . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Control variable abbreviation
[P] viewsource . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . View source code
[M-5] xl( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Excel file I/O class
Special-interest programming commands

[R] bstat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report bootstrap results
[MV] cluster programming subroutines . . . . . . . . . . . . . . . . . . Add cluster-analysis routines
[MV] cluster programming utilities . . . . . . . . . . . . . Cluster-analysis programming utilities
[R] fvrevar . . . . . . . . . . . . . . . . . . . . . . Factor-variables operator programming command
[P] matrix dissimilarity . . . . . . . . . . . . . . . Compute similarity or dissimilarity measures
[MI] mi select . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Programmer’s alternative to mi extract
[ST] st is . . . . . . . . . . . . . . . . . . . . . . . . . . Survival analysis subroutines for programmers
[SVY] svymarkout . Mark observations for exclusion on the basis of survey characteristics
[MI] technical . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Details for programmers
Projects
[P] Project Manager . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Organize Stata files
File formats
[P] file formats .dta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Description of .dta file format
Mata
Automated document and report creation

[P] dynamic tags . . . . . . . . . . . . . . . . . . . . . . . . Dynamic tags for Markdown documents
[P] dyndoc . . . . . . . . . . . . . . . . Convert dynamic Markdown document to an HTML file
[P] dyntext . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Process Stata dynamic tags in text file
[P] markdown . . . . . . . . . . . . . . . . . . . . . Convert Markdown document to an HTML file
[P] putexcel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export results to an Excel file
Interface features
[GS] Chapter 1 (GSM, GSU, GSW) . . . . . . . . . . . . . . Introducing Stata—sample session
[GS] Chapter 2 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . The Stata user interface
[GS] Chapter 3 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . . . . . Using the Viewer
[GS] Chapter 13 (GSM, GSU, GSW) . . . . . . Using the Do-file Editor—automating Stata
[GS] Chapter 15 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Editing graphs
[R] doedit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Edit do-files and other text files
[P] set locale ui . . . . . . . . . . . . . . . Specify a localization package for the user interface
[P] sleep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pause for a specified time
[D] unicode locale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unicode locale utilities
[P] viewsource . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . View source code
[P] window fopen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display open/save dialog box
[P] window manage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manage window characteristics
[P] window menu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create menus
[P] window programming . . . . . . . . . . . . . . . . . . . . . Programming menus and windows
[P] window push . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy command into Review window
[P] window stopbox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display message box
Acronym glossary
2SIV two-step instrumental variables

2SLS two-stage least squares
3SLS three-stage least squares
ADF asymptotic distribution free

AF attributable fraction for the population
AFE attributable fraction among the exposed
AFT accelerated failure time
AIC Akaike information criterion
AIDS almost-ideal demand system
AIPW augmented inverse-probability weights
ANCOVA analysis of covariance
ANOVA analysis of variance
APE average partial effects
AR autoregressive
AR(1) first-order autoregressive
ARCH autoregressive conditional heteroskedasticity
ARFIMA autoregressive fractionally integrated moving average
ARIMA autoregressive integrated moving average
ARMA autoregressive moving average
ARMAX autoregressive moving-average exogenous
ASCII American Standard Code for Information Interchange
ASE asymptotic standard error
ASF average structural function
ASL achieved significance level
ASM average structural mean
ASP average structural probability
ATE average treatment effect
ATET average treatment effect on the treated
AUC area under the time-versus-concentration curve
BC bias corrected
BCa bias-corrected and accelerated
BCC boundary characteristic curve
BE between effects
BFGS Broyden–Fletcher–Goldfarb–Shanno
BHHH Berndt–Hall–Hall–Hausman
BIC Bayesian information criterion
BLOB binary large object
BLUP best linear unbiased prediction
BRR balanced repeated replication
45
46 Acronym glossary
CA correspondence analysis
CCC category characteristic curve
CCI conservative confidence interval
CCT controlled clinical trial
CD coefficient of determination
CDC Centers for Disease Control and Prevention
CDF cumulative distribution function
CES constant elasticity of substitution
CFA confirmatory factor analysis
CFI comparative fit index
CI conditional independence
CI confidence interval
CIF cumulative incidence function
CMI conditional mean independence
CMLE conditional maximum likelihood estimates
CRD cluster randomized design
ct count time
cusum cumulative sum
CV coefficient of variation
DA data augmentation
DDF denominator degrees of freedom
DDFs multiple denominator degrees of freedom
DEFF design effect
DEFT design effect (standard deviation metric)
DF dynamic factor
df / d.f. degree(s) of freedom
d.f. distribution function
DFAR dynamic factors with vector autoregressive errors
DFP Davidon–Fletcher–Powell
DPD dynamic panel data
DSGE dynamic stochastic general equilibrium
EBCDIC extended binary coded decimal interchange code

EGARCH exponential GARCH
EGLS estimated generalized least squares
EIM expected information matrix
EM expectation maximization
EPS Encapsulated PostScript
ERM extended regression model
ESS effective sample size
ESS error sum of squares
Acronym glossary 47
FCS fully conditional specification

FD first-differenced estimator
FDA Food and Drug Administration
FE fixed effects
FEVD forecast-error variance decomposition
FGLS feasible generalized least squares
FGNLS feasible generalized nonlinear least squares
FIML full information maximum likelihood
FIVE estimator full-information instrumental-variables efficient estimator
flong full long
flongsep full long and separate
FMI fraction of missing information
FMM finite mixture model
FP fractional polynomial
FPC finite population correction
GARCH generalized autoregressive conditional heteroskedasticity

GEE generalized estimating equations
GEV generalized extreme value
GHK Geweke–Hajivassiliou–Keane
GHQ Gauss–Hermite quadrature
GLIM generalized linear interactive modeling
GLLAMM generalized linear latent and mixed models
GLM generalized linear models
GLS generalized least squares
GMM generalized method of moments
GPCM generalized partial credit model
GRM graded response model
GS2SLS generalized spatial two-stage least squares
GSEM generalized structural equation modeling/model
GUI graphical user interface
HAC heteroskedasticity- and autocorrelation-consistent

HPD highest posterior density
HR hazard ratio
HRF human readable form
48 Acronym glossary
IC information criteria
ICC item characteristic curve
ICD-9 International Classification of Diseases, Ninth Revision
ICD-10 International Classification of Diseases, Tenth Revision
ICD-10-CM International Classification of Diseases, Tenth Revision, Clinical Modification
ICD-10-PCS International Classification of Diseases, Tenth Revision, Procedure Coding System
ICU International Components for Unicode
IIA independence of irrelevant alternatives
i.i.d. independent and identically distributed
IIF item information function
IPW inverse-probability weighting
IPWRA inverse-probability-weighted regression adjustment
IQR interquartile range
IR incidence rate
IRF impulse–response function
IRLS iterated, reweighted least squares
IRR incidence-rate ratio
IRT item response theory
IV instrumental variables
JAR Java Archive file

JCA joint correspondence analysis
JRE Java Runtime Environment
LAPACK linear algebra package

LAV least absolute value
LCA latent class analysis
LDA linear discriminant analysis
LIML limited-information maximum likelihood
LM Lagrange multiplier
LOO leave one out
LOWESS locally weighted scatterplot smoothing
LR likelihood ratio
LSB least-significant byte
MA moving average
MAD median absolute deviation
MANCOVA multivariate analysis of covariance
MANOVA multivariate analysis of variance
MAR missing at random
MCA multiple correspondence analysis
MCAGHQ mode-curvature adaptive Gauss–Hermite quadrature
MCAR missing completely at random
MCE Monte Carlo error
MCMC Markov chain Monte Carlo
MCSE MCMC standard errors
Acronym glossary 49
MDES minimum detectable effect size

MDS multidimensional scaling
MDES minimum detectable effect size
MDS multidimensional scaling
ME multiple equation
MEFF misspecification effect
MEFT misspecification effect (standard deviation metric)
MFP multivariable fractional polynomial
MI / mi multiple imputation
midp mid-p-value
MIMIC multiple indicators and multiple causes
MINQUE minimum norm quadratic unbiased estimation
MIVQUE minimum variance quadratic unbiased estimation
ML maximum likelihood
MLE maximum likelihood estimate
MLMV maximum likelihood with missing values
mlong marginal long
MM method of moments
MNAR missing not at random
MNP multinomial probit
MPL modified profile likelihood
MS mean square
MSAR Markov-switching autoregression
MSB most-significant byte
MSDR Markov-switching dynamic regression
MSE mean squared error
MSL maximum simulated likelihood
MSS model sum of squares
MUE median unbiased estimates
MVAGHQ mean–variance adaptive Gauss–Hermite quadrature
MVN multivariate normal
MVREG multivariate regression
NARCH nonlinear ARCH

NHANES National Health and Nutrition Examination Survey
NLS nonlinear least squares
NPARCH nonlinear power ARCH
NR Newton–Raphson
NRM nominal response model
ODBC Open DataBase Connectivity

OIM observed information matrix
OIRF orthogonalized impulse–response function
OLE Object Linking and Embedding (Microsoft product)
OLS ordinary least squares
OPG outer product of the gradient
OR odds ratio
50 Acronym glossary
PA population averaged
PARCH power ARCH
PCA principal component analysis
PCM partial credit model
PCSE panel-corrected standard error
p.d.f. probability density function
PF prevented fraction for the population
PFE prevented fraction among the exposed
PH proportional hazards
pk pharmacokinetic data
p.m.f. probability mass function
PMM predictive mean matching
PNG Portable Network Graphics
POM potential-outcome means
PSS power and sample size
PSU primary sampling unit
QDA quadratic discriminant analysis

QML quasimaximum likelihood
RA regression adjustment
rc return code
RCT randomized controlled trial
RE random effects
REML restricted (or residual) maximum likelihood
RESET regression specification-error test
RMSE root mean squared error
RMSEA root mean squared error of approximation
RNG random-number generator
ROC receiver operating characteristic
ROP rank-ordered probit
ROT rule of thumb
RR relative risk
RRR relative-risk ratio
RSM rating scale model
RSS residual sum of squares
RUM random utility maximization
RVI relative variance increase
Acronym glossary 51
SAARCH simple asymmetric ARCH

SAR spatial autoregressive, simultaneous autoregressive, or
spatial or simultaneous autoregression, depending on context
SARAR spatial autoregressive model with spatial autoregressive disturbances
SARIMA seasonal ARIMA
s.d. standard deviation
SE / s.e. standard error
SEM structural equation modeling/model
SF static factor
SFAR static factors with vector autoregressive errors
SIF Stata internal form
SIR standardized incidence ratio
SJ Stata Journal
SMCL Stata Markup and Control Language
SMR standardized mortality/morbidity ratio
SMSA standard metropolitan statistical area
SOR standardized odds ratio
SQL Structured Query Language
SRD standardized rate difference
SRMR standardized root mean squared residual
SRR standardized risk ratio
SRS simple random sample/sampling
SRSWR SRS with replacement
SSC Statistical Software Components
SSCP sum of squares and cross products
SSD summary statistics data
SSU secondary sampling unit
st survival time
STB Stata Technical Bulletin
STS structural time series
SUR seemingly unrelated regression
SURE seemingly unrelated regression estimation
SUTVA stable unit treatment value assumption
SVAR structural vector autoregressive model
SVD singular value decomposition
SVG scalable vector graphics
TAR target acceptance rate

TARCH threshold ARCH
TCC test characteristic curve
TDT transmission/disequilibrium test
TIF test information function
TIFF tagged image file format
TLI Tucker–Lewis index
TSS total sum of squares
52 Acronym glossary
UCA Unicode Collation Algorithm

UCM unobserved-components model
UI user interface
UTF-8 Universal character set + Transformation Format—8-bit
VAR vector autoregressive model

VAR(1) first-order vector autoregressive
VARMA vector autoregressive moving average
VARMA(1,1) first-order vector autoregressive moving average
VCE variance–covariance estimate
VECM vector error-correction model
VIF variance inflation factor
WLC worst linear combination

WLF worst linear function
WLS weighted least squares
WNLS weighted nonlinear least squares
wrt with respect to
XML Extensible Markup Language
ZINB zero-inflated negative binomial

ZIOP zero-inflated ordered probit
ZIP zero-inflated Poisson
ZTNB zero-truncated negative binomial
ZTP zero-truncated Poisson
Glossary
1PL. See one-parameter logistic model.
1 : M matched case–control study. See matched study.
2PL. See two-parameter logistic model.
2 × 2 contingency table. A 2 × 2 contingency table is used to describe the association between a
binary independent variable and a binary response variable of interest.
2 × 2 × K contingency table. See stratified 2 × 2 tables.
3PL. See three-parameter logistic model.
100% sample. See census.
a posteriori. In the context of Bayesian analysis, we use a posteriori to mean “after the sample is
observed”. For example, a posteriori information is any information obtained after the data sample
is observed. See posterior distribution, posterior.
a priori. In the context of Bayesian analysis, we use a priori to mean “before the sample is observed”.
For example, a priori information is any information obtained before the data sample is observed.
In a Bayesian model, a priori information about model parameters is specified by prior distributions.
ability. See latent trait.
accelerated failure-time model. A model in which everyone has, in a sense, the same survivor
function, S(τ ), and an individual’s τj is a function of his or her characteristics and of time, such
as τj = t ∗ exp(β0 + β1 x1j + β2 x2j ).
acceptance rate. In the context of the MH algorithm, acceptance rate is the fraction of the proposed
samples that is accepted. The optimal acceptance rate depends on the properties of the target
distribution and is not known in general. If the target distribution is normal, however, the opti-
mal acceptance rate is known to be 0.44 for univariate distributions and 0.234 for multivariate
distributions.
acceptance region. In hypothesis testing, an acceptance region is a set of sample values for which
the null hypothesis cannot be rejected or can be accepted. It is the complement of the rejection
region.
accrual period or recruitment period or accrual. The accrual period (or recruitment period) is the
period during which subjects are being enrolled (recruited) into a study. Also see follow-up period.
actual alpha, actual significance level. This is an attained or observed significance level.
adaptation. In the context of the MH algorithm, adaptation refers to the process of tuning or adapting the
proposal distribution to optimize the MCMC sampling. Typically, adaptation is performed periodically
during the MCMC sampling. The bayesmh command performs adaptation every # of iterations
as specified in option adaptation(every(#)) for a maximum of adaptation(maxiter())
iterations. In a continuous-adaptation regimes, the adaptation lasts during the entire process of the
MCMC sampling. See [BAYES] bayesmh.
adaptation period. Adaptation period includes all MH adaptive iterations. It equals the length of
the adaptation interval, as specified by adaptation(every()), times the maximum number of
adaptations, adaptation(maxiter()).
adaptive iteration. In the adaptive MH algorithm, adaptive iterations are iterations during which
adaptation is performed.
53
54 Glossary
add factor. An add factor is a quantity added to an endogenous variable in a forecast model. Add
factors can be used to incorporate outside information into a model, and they can be used to
produce forecasts under alternative scenarios.
ADF, method(adf). ADF stands for asymptotic distribution free and is a method used to obtain fitted
parameters for standard linear SEMs. ADF is used by sem when option method(adf) is specified.
Other available methods are ML, QML, and MLMV.
adjacent. Two areas are said to be adjacent if they share a border. Also see contiguity matrix.
administrative censoring. Administrative censoring is the right-censoring that occurs when the study
observation period ends. All subjects complete the course of the study and are known to have
experienced one of two outcomes at the end of the study: survival or failure. This type of censoring
should not be confused with withdrawal and loss to follow-up. Also see censored, censoring, left-
censoring, and right-censoring.
AFT, accelerated failure time. See accelerated failure-time model.
agglomerative hierarchical clustering methods. Agglomerative hierarchical clustering methods are
bottom-up methods for hierarchical clustering. Each observation begins in a separate group. The
closest pair of groups is agglomerated or merged in each iteration until all the data are in one
cluster. This process creates a hierarchy of clusters. Contrast to divisive hierarchical clustering
methods.
AIPW estimator. See augmented inverse-probability-weighted estimator.
Akaike information criterion, AIC. Akaike information criterion (AIC) is an information-based model-
selection criterion. It is given by the formula −2 × log likelihood + 2k , where k is the number
of parameters. AIC favors simpler models by penalizing for the number of model parameters. It
does not, however, account for the sample size. As a result, the AIC penalization diminishes as the
sample size increases, as does its ability to guard against overparameterization.
allocation ratio. This ratio n2 /n1 represents the number of subjects in the comparison, experimental
group relative to the number of subjects in the reference, control group. Also see [PSS] unbalanced
designs.
alpha. Alpha, α, denotes the significance level.
alternative hypothesis. In hypothesis testing, the alternative hypothesis represents the counterpoint to
which the null hypothesis is compared. When the parameter being tested is a scalar, the alternative
hypothesis can be either one sided or two sided.
alternative value, alternative parameter. This value of the parameter of interest under the alternative
hypothesis is fixed by the investigator in a power and sample-size analysis. For example, alternative
mean value and alternative mean refer to a value of the mean parameter under the alternative
hypothesis.
analysis of variance, ANOVA. This is a class of statistical models that studies differences between
means from multiple populations by partitioning the variance of the continuous outcome into
independent sources of variation due to effects of interest and random variation. The test statistic is
then formed as a ratio of the expected variation due to the effects of interest to the expected random
variation. Also see one-way ANOVA, two-way ANOVA, one-way repeated-measures ANOVA, and
two-way repeated-measures ANOVA.
analysis time. Analysis time is like time, except that 0 has a special meaning: t = 0 is the time of
onset of risk, the time when failure first became possible.
Analysis time is usually not what is recorded in a dataset. A dataset of patients might record
calendar time. Calendar time must then be mapped to analysis time.
Glossary 55
The letter t is reserved for time in analysis-time units. The term time is used for time measured
in other units.
The origin is the time corresponding to t = 0, which can vary subject to subject. Thus t =
time − origin.
anchoring, anchor variable. A variable is said to be the anchor of a latent variable if the path
coefficient between the latent variable and the anchor variable is constrained to be 1. sem and
gsem use anchoring as a way of normalizing latent variables and thus identifying the model.
ANOVA denominator degrees of freedom (DDF) method. This method uses the traditional ANOVA
for computing DDF. According to this method, the DDF for a test of a fixed effect of a given variable
depends on whether that variable is also included in any of the random-effects equations. For
traditional ANOVA models with balanced designs, this method provides exact sampling distributions
of the test statistics. For more complex mixed-effects models or with unbalanced data, this method
typically leads to poor approximations of the actual sampling distributions of the test statistics.
anti-image correlation matrix or anti-image covariance matrix. The image of a variable is defined
as that part which is predictable by regressing each variable on all the other variables; hence, the
anti-image is the part of the variable that cannot be predicted. The anti-image correlation matrix A
is a matrix of the negatives of the partial correlations among variables. Partial correlations represent
the degree to which the factors explain each other in the results. The diagonal of the anti-image
correlation matrix is the Kaiser–Meyer–Olkin measure of sampling adequacy for the individual
variables. Variables with small values should be eliminated from the analysis. The anti-image
covariance matrix C contains the negatives of the partial covariances and has one minus the
squared multiple correlations in the principal diagonal. Most of the off-diagonal elements should
be small in both anti-image matrices in a good factor model. Both anti-image matrices can be
calculated from the inverse of the correlation matrix R via
A = {diag(R)}−1 R{diag(R)}−1
C = {diag(R)}−1/2 R{diag(R)}−1/2
Also see Kaiser–Meyer–Olkin measure of sampling adequacy.

approximation denominator degrees of freedom (DDF) methods. The Kenward–Roger and Sat-
terthwaite DDF methods are referred to as approximation methods because they approximate the
sampling distributions of test statistics using t and F distributions with the DDF specific to the
method for complicated mixed-effects models and for simple mixed models with unbalanced data.
Also see exact denominator degrees of freedom (DDF) methods.
AR(1). See autoregressive errors.
arbitrary missing pattern. Any missing-value pattern. Some imputation methods are suitable only
when the pattern of missing values is special, such as a monotone-missing pattern. An imputation
method suitable for use with an arbitrary missing pattern may be used regardless of the pattern.
ARCH model. An autoregressive conditional heteroskedasticity (ARCH) model is a regression model
in which the conditional variance is modeled as an autoregressive (AR) process. The ARCH(m)
model is
yt = xt β + t
E(2t |2t−1 , 2t−2 , . . .) = α0 + α1 2t−1 + · · · + αm 2t−m
where t is a white-noise error term. The equation for yt represents the conditional mean of
the process, and the equation for E(2t |2t−1 , 2t−2 , . . .) specifies the conditional variance as an
autoregressive function of its past realizations. Although the conditional variance changes over
56 Glossary
time, the unconditional variance is time invariant because yt is a stationary process. Modeling
the conditional variance as an AR process raises the implied unconditional variance, making this
model particularly appealing to researchers modeling fat-tailed data, such as financial data.
areal data. Areal data is a term for data on areas. SAR models are appropriate for areal and lattice
data.
areas. Areas is an informal term for geographic units.
Arellano–Bond estimator. The Arellano–Bond estimator is a generalized method of moments (GMM)
estimator for linear dynamic panel-data models that uses lagged levels of the endogenous variables
as well as first differences of the exogenous variables as instruments. The Arellano–Bond estimator
removes the panel-specific heterogeneity by first-differencing the regression equation.
ARFIMA model. An autoregressive fractionally integrated moving-average (ARFIMA) model is a time-
series model suitable for use with long-memory processes. ARFIMA models generalize autoregressive
integrated moving-average (ARIMA) models by allowing the differencing parameter to be a real
number in (−0.5, 0.5) instead of requiring it to be an integer.
arguments. The values a function receives are called the function’s arguments. For instance, in
lud(A, L, U ), A, L, and U are the arguments.
ARIMA model. An autoregressive integrated moving-average (ARIMA) model is a time-series model
suitable for use with integrated processes. In an ARIMA(p, d, q) model, the data is differenced d
times to obtain a stationary series, and then an ARMA(p, q) model is fit to this differenced data.
ARIMA models that include exogenous explanatory variables are known as ARMAX models.
ARMA model. An autoregressive moving-average (ARMA) model is a time-series model in which

the current period’s realization is the sum of an autoregressive (AR) process and a moving-average
(MA) process. An ARMA(p, q) model includes p AR terms and q MA terms. ARMA models with
just a few lags are often able to fit data as well as pure AR or MA models with many more lags.
ARMAX model. An ARMAX model is a time-series model in which the current period’s realization is
an ARMA process plus a linear function of a set of exogenous variables. Equivalently, an ARMAX
model is a linear regression model in which the error term is specified to follow an ARMA process.
array. An array is any indexed object that holds other objects as elements. Vectors are examples
of 1-dimensional arrays. Vector v is an array, and v[1] is its first element. Matrices are 2-
dimensional arrays. Matrix X is an array, and X[1, 1] is its first element. In theory, one can have
3-dimensional, 4-dimensional, and higher arrays, although Mata does not directly provide them.
See [M-2] subscripts for more information on arrays in Mata.
Arrays are usually indexed by sequential integers, but in associative arrays, the indices are strings
that have no natural ordering. Associative arrays can be 1-dimensional, 2-dimensional, or higher.
If A were an associative array, then A[“first”] might be one of its elements. See [M-5] asarray( )
for associative arrays in Mata.
ASCII. ASCII stands for American Standard Code for Information Interchange. It is a way of
representing text and the characters that form text in computers. It can be divided into two sections:
plain, or lower, ASCII, which includes numbers, punctuation, plain letters without diacritical marks,
whitespace characters such as space and tab, and some control characters such as carriage return;
and extended ASCII, which includes letters with diacritical marks as well as other special characters.
Before Stata 14, datasets, do-files, ado-files, and other Stata files were encoded using ASCII.
at risk. A subject is at risk from the instant the first failure event becomes possible and usually stays
that way until failure, but a subject can have periods of being at risk and not at risk.
ATE. See average treatment effect.
Glossary 57
ATET. See average treatment effect on the treated.

attributable fraction. An attributable fraction is the reduction in the risk of a disease or other
condition of interest when a particular risk factor is removed.
attributes. Attributes is the name given to the variables included in standard-format shapefiles.
augmented inverse-probability-weighted estimator. An augmented inverse-probability-weighted
(AIPW) estimator is an inverse-probability-weighted estimator that includes an augmentation term
that corrects the estimator when the treatment model is misspecified. When the treatment is correctly
specified, the augmentation term vanishes as the sample size becomes large. An AIPW estimator
uses both an outcome model and a treatment model and is a doubly robust estimator.
augmented regression. Regression performed on the augmented data, the data with a few extra
observations with small weights. The data are augmented in a way that prevents perfect prediction,
which may arise during estimation of categorical data. See The issue of perfect prediction during
imputation of categorical data under Remarks and examples of [MI] mi impute.
autocorrelation function. The autocorrelation function (ACF) expresses the correlation between periods
t and t − k of a time series as function of the time t and the lag k . For a stationary time series,
the ACF does not depend on t and is symmetric about k = 0, meaning that the correlation between
periods t and t − k is equal to the correlation between periods t and t + k .
autoregressive errors. Spatially autoregressive errors account for spatially lagged correlation of the
residuals. ρ is the correlation parameter. It is not a correlation coefficient, but it shares certain
properties with correlation coefficients. It is bounded by −1 and 1, and 0 has the same meaning,
namely, no correlation.
autoregressive models. Spatially autoregressive models include a spatially lagged dependent variable
or spatially autoregressive errors. See [SP] intro 1.
autoregressive process. An autoregressive process is a time series in which the current value of a
variable is a linear function of its own past values and a white-noise error term. A first-order
autoregressive process, denoted as an AR(1) process, is yt = ρyt−1 + t . An AR(p) model contains
p lagged values of the dependent variable.
An autoregressive process can be extended to panel data. An AR(1) process in this is yit =
ρyi,t−1 + it , where i denotes panels, t denotes time, and it is white noise. In some applications,
the parameter ρ is written as ρi and is allowed to differ across panels.
average structural function. The average structural function (ASF) is used to calculate predicted
values of ERMs.
The ASF averages out the heterogeneity caused by the endogeneity from a conditional mean or a
conditional probability in a model with endogenous covariates. Applying the ASF to a conditional
mean produces an average structural mean (ASM). Applying the ASF to a conditional probability
produces an average structural probability (ASP). Contrasts of ASMs or ASPs produced by a covariate
change define a causal structural effect. Blundell and Powell (2003, 2004) and Wooldridge (2005,
2014) are seminal papers that define and extend the ASF. See Wooldridge (2010, 22–24) for a
textbook introduction.
average structural mean. The average structural mean (ASM) is the result of applying the average
structural function to a conditional mean.
average structural probability. The average structural probability (ASP) is the result of applying the
average structural function to a conditional probability.
average treatment effect. The average treatment effect is the average among all individuals in a
population.
58 Glossary
average treatment effect on the treated. The average treatment effect on the treated is the average
among those individuals who actually get the treatment.
average treatment effect on the untreated. See treatment effects.
average-linkage clustering. Average-linkage clustering is a hierarchical clustering method that uses
the average proximity of observations between groups as the proximity measure between the two
groups.
balanced and strongly balanced. Panel data are balanced if each panel contains the same number
of observations. They are strongly balanced if they record data for the same times (subcategory).
balanced data. A longitudinal or panel dataset is said to be balanced if each panel has the same
number of observations. See also weakly balanced and strongly balanced.
balanced design. A balanced design represents an experiment in which the numbers of treated and
untreated subjects are equal. For many types of two-sample hypothesis tests, the power of the test
is maximized with balanced designs.
balanced repeated replication. Balanced repeated replication (BRR) is a method of variance estimation
for designs with two PSUs in every stratum. The BRR variance estimator tends to give more reasonable
variance estimates for this design than does the linearized variance estimator, which can result in
large values and undesirably wide confidence intervals. The BRR variance estimator is described
in [SVY] variance estimation.
band-pass filter. Time-series filters are designed to pass or block stochastic cycles at specified
frequencies. Band-pass filters, such as those implemented in tsfilter bk and tsfilter cf,
pass through stochastic cycles in the specified range of frequencies and block all other stochastic
cycles.
baseline. In survival analysis, baseline is the state at which the covariates, usually denoted by the
row vector x, are zero. For example, if the only measured covariate is systolic blood pressure, the
baseline survivor function would be the survivor function for someone with zero systolic blood
pressure. This may seem ridiculous, but covariates are usually centered so that the mathematical
definition of baseline (covariate is zero) translates into something meaningful (mean systolic blood
pressure).
baseline model. A baseline model is a covariance model—a model of fitted means and covariances of
observed variables without any other paths—with most of the covariances constrained to 0. That
is, a baseline model is a model of fitted means and variances but typically not all the covariances.
Also see saturated model. Baseline models apply only to standard linear SEMs.
batch means. Batch means are means obtained from batches of sample values of equal size. Batch
means provide an alternative method for estimating MCMC standard errors (MCSE). The batch size
is usually chosen to minimize the correlation between different batches of means.
Bayes factor. Bayes factor is given by the ratio of the marginal likelihoods of two models, M1
and M2 . It is a widely used criterion for Bayesian model comparison. Bayes factor is used in
calculating the posterior odds ratio of model M1 versus M2 ,
P (M1 |y) P (y|M1 ) P (M1 )

=
P (M2 |y) P (y|M2 ) P (M2 )
where P (Mi |y) is a posterior probability of model Mi , and P (Mi ) is a prior probability of model
Mi . When the two models are equally likely, that is, when P (M1 ) = P (M2 ), the Bayes factor
equals the posterior odds ratio of the two models.
Glossary 59
Bayes’s rule. The Bayes’s rule is a formal method for relating conditional probability statements. For
two (random) events X and Y , the Bayes’s rule states that
P (X|Y ) ∝ P (Y |X)P (X)
that is, the probability of X conditional on Y is proportional to the probability of X and the
probability of Y conditional on X . In Bayesian analysis, the Bayes’s rule is used for combining
prior information about model parameters and evidence from the observed data to form the posterior
distribution.
Bayes’s theorem. Bayes’s theorem states that the probability of an event, A, conditional on another
event, B , is generally different from the probability of B conditional on A, although the two are
related. Bayes’s theorem is that
P (B|A)P (A)
P (A|B) =
P (B)
where P (A) is the marginal probability of A, and P (A|B) is the conditional probability of A
given B , and likewise for P (B) and P (B|A).
Bayesian analysis. Bayesian analysis is a statistical methodology that considers model parameters to
be random quantities and estimates their posterior distribution by combining prior knowledge about
parameters with the evidence from the observed data sample. Prior knowledge about parameters
is described by prior distributions and evidence from the observed data is incorporated through
a likelihood model. Using the Bayes’s rule, the prior distribution and the likelihood model are
combined to form the posterior distribution of model parameters. The posterior distribution is then
used for parameter inference, hypothesis testing, and prediction.
Bayesian estimation. Bayesian estimation consists of fitting Bayesian models and estimating their
parameters based on the resulting posterior distribution. Bayesian estimation in Stata can be done
using the convenient bayes prefix or the more general bayesmh command. See [BAYES] bayesian
estimation for details.
Bayesian estimation results. Estimation results obtained after the bayes prefix or the bayesmh
command.
Bayesian hypothesis testing. Bayesian hypothesis testing computes probabilities of hypotheses condi-
tional on the observed data. In contrast to the frequentist hypothesis testing, the Bayesian hypothesis
testing computes the actual probability of a hypothesis H by using the Bayes’s rule,
P (H|y) ∝ P (y|H)P (H)
where y is the observed data, P (y|H) is the marginal likelihood of y given H , and P (H) is
the prior probability of H . Two different hypotheses, H1 and H2 , can be compared by simply
comparing P (H1 |y) to P (H2 |y).
Bayesian information criterion, BIC. The Bayesian information criterion (BIC), also known as
Schwarz criterion, is an information based criterion used for model selection in classical statistics.
It is given by the formula −0.5 × log likelihood + k × lnn, where k is the number of parameters
and n is the sample size. BIC favors simpler, in terms of complexity, models and it is more
conservative than AIC.
BCC. See boundary characteristic curve.
60 Glossary
Bentler–Weeks formulation. The Bentler and Weeks (1980) formulation of standard linear SEMs places
the results in a series of matrices organized around how results are calculated. See [SEM] estat
framework.
Bentler’s invariant pattern simplicity rotation. Bentler’s (1977) rotation maximizes the invariant
pattern simplicity. It is an oblique rotation that minimizes the criterion function
c(Λ) = − log[|(Λ2 )0 Λ2 |] + log[|diag{(Λ2 )0 Λ2 }|]
See Crawford–Ferguson rotation for a definition of Λ. Also see oblique rotation.

beta. Beta, β , denotes the probability of committing a type II error, namely, failing to reject the null
hypothesis even though it is false.
between estimator. The between estimator is a panel-data estimator that obtains its estimates by
running OLS on the panel-level means of the variables. This estimator uses only the between-panel
variation in the data to identify the parameters, ignoring any within-panel variation. For it to
be consistent, the between estimator requires that the panel-level means of the regressors be
uncorrelated with the panel-specific heterogeneity terms.
between matrix and within matrix. The between and within matrices are SSCP matrices that measure
the spread between groups and within groups, respectively. These matrices are used in multivariate
analysis of variance and related hypothesis tests: Wilks’s lambda, Roy’s largest root, Lawley–
Hotelling trace, and Pillai’s trace.
Here we have k independent random samples of size n. The between matrix H is given by
k k
X X 1 1
H=n (yi• − y•• )(yi• − y•• )0 = 0
yi• yi• − 0
y•• y••
i=1 i=1
n kn
The within matrix E is defined as
k X n k X n k
X X X 1
E= (yij − yi• )(yij − yi• )0 = 0
yij yij − 0
yi• yi•
i=1 j=1 i=1 j=1 i=1
n
Also see SSCP matrix.

between–within denominator degrees of freedom (DDF) method. See repeated denominator degrees
of freedom (DDF) method.
between-subjects design. This is an experiment that has only between-subjects factors. See
[PSS] power oneway and [PSS] power twoway.
between-subjects factor. This is a factor for which each subject receives only one of the levels.
binary 0. Binary 0, also known as the null character, is traditionally used to indicate the end of a
string, such as an ASCII or UTF-8 string.
Binary 0 is obtained by using char(0) and is sometimes displayed as \0. See [U] 12.4.10 strL
variables and binary strings for more information.
binary item. A binary item is an item that is scored as either 0 or 1.
binary operator. A binary operator is an operator applied to two arguments. In 2-3, the minus sign
is a binary operator, as opposed to the minus sign in -9, which is a unary operator.
Glossary 61
binary string. A binary string is, technically speaking, any string that does not contain text. In Stata,
however, a string is only marked as binary if it contains binary 0, or if it contains the contents of
a file read in using the fileread() function, or if it is the result of a string expression containing
a string that has already been marked as binary.
In Stata, strL variables, string scalars, and Mata strings can store binary strings.
See [U] 12.4.10 strL variables and binary strings for more information.
binary variable. A binary variable is any variable that records two values, the two values representing
false and true, such as whether a person is sick. We usually speak of the two values as being 0 and 1
with 1 meaning true, but Stata requires merely that 0 means false and nonzero and nonmissing
mean true. Also see continuous variable, categorical variable, and interval variable.
binomial test. A binomial test is a test for which the exact sampling distribution of the test statistic
is binomial; see [R] bitest. Also see [PSS] power oneproportion.
biplot. A biplot is a scatterplot which represents both observations and variables simultaneously. There
are many different biplots; variables in biplots are usually represented by arrows and observations
are usually represented by points.
biquartimax rotation or biquartimin rotation. Biquartimax rotation and biquartimin rotation are
synonyms. They put equal weight on the varimax and quartimax criteria, simplifying the columns
and rows of the matrix. This is an oblique rotation equivalent to an oblimin rotation with γ = 0.5.
Also see varimax rotation, quartimax rotation, and oblimin rotation.
bisection method. This method finds a root x of a function f (x) such that f (x) = 0 by repeatedly
subdividing an interval on which f (x) is defined until the change in successive root estimates is
within the requested tolerance and function f (·) evaluated at the current estimate is sufficiently
close to zero.
BLOB. BLOB is database jargon for binary large object. In Stata, BLOBs can be stored in strLs.
Thus strLs can contain BLOBs such as Word documents, JPEG images, or anything else. See strL.
blocking. In the context of the MH algorithm, blocking refers to the process of separating model
parameters into different subsets or blocks to be sampled independently of each other. MH algorithm
generates proposals and applies the acceptance–rejection rule sequentially for each block. It is
recommended that correlated parameters are kept in one block. Separating less-correlated or
independent model parameters in different blocks may improve the mixing of the MH algorithm.
BLUPs. BLUPs are best linear unbiased predictions of either random effects or linear combinations of
random effects. In linear models containing random effects, these effects are not estimated directly
but instead are integrated out of the estimation. Once the fixed effects and variance components
have been estimated, you can use these estimates to predict group-specific random effects. These
predictions are called BLUPs because they are unbiased and have minimal mean squared errors
among all linear functions of the response.
border and vertex. Consider the following map:
+-------+
| |
+----------+ C |
| B | |
+----------------+-------+
| A |
+----------------+
A and B share a border because there is a line segment separating them. For the same reasons,
B and C share a border.
A and C share a vertex. They have only a single point in common.
62 Glossary
How should you treat vertex-only adjacency? This issue arises when constructing a contiguity
matrix. It is up to you whether a vertex in common is sufficient to label the areas as contiguous.
Vertex-only adjacency occurs frequently when the shapes of the geographic units are rectangular.
bootstrap. The bootstrap is a method of variance estimation. The bootstrap variance estimator for
survey data is described in [SVY] variance estimation.
bootstrap, vce(bootstrap). The bootstrap is a replication method for obtaining variance estimates.
Consider an estimation method E for estimating θ. Let θb be the result of applying E to dataset
D containing N observations. The bootstrap is a way of obtaining variance estimates for θb from
repeated estimates θb1 , θb2 , . . . , where each θbi is the result of applying E to a dataset of size N
drawn with replacement from D. See [SEM] sem option method( ) and [R] bootstrap.
vce(bootstrap) is allowed with sem but not gsem. You can obtain bootstrap results by prefixing
the gsem command with bootstrap:, but remember to specify bootstrap’s cluster() and
idcluster() options if you are fitting a multilevel model. See [SEM] intro 9.
boundary characteristic curve. A boundary characteristic curve (BCC) expresses the probability of
transitioning across a given boundary threshold that separates the ordered item categories into two
groups as a function of the latent trait.
boundary kernel. A boundary kernel is a special kernel used to smooth hazard functions in the
boundaries of the data range. Boundary kernels are applied when the epan2, biweight, or
rectangle kernel() is specified with stcurve, hazard or sts graph, hazard.
boundary solution or Heywood solution. See Heywood case.
broad type. Two matrices are said to be of the same broad type if the elements in each are numeric,
are string, or are pointers. Mata provides two numeric types, real and complex. The term broad
type is used to mask the distinction within numeric and is often used when discussing operators
or functions. One might say, “The comma operator can be used to join the rows of two matrices
of the same broad type,” and the implication of that is that one could join a real to a complex.
The result would be complex. Also see type, eltype, and orgtype.
BRR. See balanced repeated replication.
Builder. The Builder is Stata’s graphical interface for building sem and gsem models. The Builder is
also known as the SEM Builder. See [SEM] intro 2, [SEM] Builder, and [SEM] Builder, generalized.
burn-between period. The number of iterations between two draws of an MCMC sequence such that
these draws may be regarded as independent.
burn-in period. The burn-in period is the number of iterations it takes for an MCMC sequence to
reach stationarity.
byte. Formally, a byte is eight binary digits (bits), the units used to record computer data. Each byte
can also be considered as representing a value from 0 through 255. Do not confuse this with Stata’s
byte variable storage type, which allows values from −127 to 100 to be stored. With regard to
strings, all strings are composed of individual characters that are encoded using either one byte or
several bytes to represent each character.
For example, in UTF-8, the encoding system used by Stata, byte value 97 encodes “a”. Byte values
195 and 161 in sequence encode “á”.
CA. See correspondence analysis.
calibration. The procedure of estimating parameters of an IRT model.
Glossary 63
canonical correlation analysis. Canonical correlation analysis attempts to describe the relationships
between two sets of variables by finding linear combinations of each so that the correlation between
the linear combinations is maximized.
canonical discriminant analysis. Canonical linear discriminant analysis is LDA where describing how
groups are separated is of primary interest. Also see linear discriminant analysis.
canonical link. Corresponding to each family of distributions in a generalized linear model is a
canonical link function for which there is a sufficient statistic with the same dimension as the
number of parameters in the linear predictor. The use of canonical link functions provides the GLM
with desirable statistical properties, especially when the sample size is small.
canonical loadings. The canonical loadings are coefficients of canonical linear discriminant functions.
Also see canonical discriminant analysis and loading.
canonical variate set. The canonical variate set is a linear combination or weighted sum of variables
obtained from canonical correlation analysis. Two sets of variables are analyzed in canonical
correlation analysis. The first canonical variate of the first variable set is the linear combination
in standardized form that has maximal correlation with the first canonical variate from the second
variable set. The subsequent canonical variates are uncorrelated to the previous and have maximal
correlation under that constraint.
case–control studies. In case–control studies, cases meeting a fixed criterion are matched to noncases
ex post to study differences in possible covariates. Relative sample sizes are usually fixed at 1:1
or 1:2 but sometimes vary once the survey is complete. In any case, sample sizes do not reflect
the distribution in the underlying population.
case I interval-censored data or current status data. Case I interval-censored data occur when the
only survival information available is whether the event of interest occurred before or after the
observed time, leading to data in which an observation is either left-censored or right-censored.
Case I interval-censored data can be viewed as a special case of case II interval-censored data
without uncensored and interval-censored on (tl , tu ] observations.
case II interval-censored data or general interval-censored data. Case II interval censored data
occur when, for some observations, we do not know the exact failure time t, but only know that
the failure happened within a random time interval ( tl , tu ], or before the left endpoint of the time
interval tl , or after the right endpoint of the time interval tu .
casewise deletion. See listwise deletion.
categorical item. A categorical item is an item that is either ordinal or nominal.
categorical latent variable. A categorical latent variable has levels that represent unobserved groups
in the population. Latent classes are identified with the levels of the categorical latent variables
and may represent healthy and unhealthy individuals, consumers with different buying preferences,
or different motivations for delinquent behavior. Categorical latent variables are allowed in gsem
but not in sem. See [SEM] gsem lclass options and [SEM] intro 2.
categorical variable. A categorical variable is a variable that records the category number for, say,
lives in the United States, lives in Europe, and lives in Asia. Categorical variables play no special
role in this manual, but ordered categorical variables do. The example given is unordered. The
categories United States, Europe, and Asia have no natural ordering. We listed the United States
first only because the author of this manual happens to live in the United States.
The way we use the term, categorical variables usually record two or more categories, and the
term binary variable is used for categorical variables having two categories.
We usually speak of categorical variables as if they take on the values 1, 2, . . . . Stata does not
require that. However, the values do need to be integers.
64 Glossary
category boundary curve. See boundary characteristic curve.

category boundary location. See difficulty.
category characteristic curve. A category characteristic curve (CCC) expresses the probability of a
response in a given item category as a function of the latent trait.
category response function. See category characteristic curve.
cause-specific hazard. In a competing-risks analysis, the cause-specific hazard is the hazard function
that generates the events of a given type. For example, if heart attack and stroke are competing
events, then the cause-specific hazard for heart attacks describes the biological mechanism behind
heart attacks independently of that for strokes. Cause-specific hazards can be modeled using Cox
regression, treating the other events as censored.
CCC. See category characteristic curve.
c-conformability. Matrix, vector, or scalar A is said to be c-conformable with matrix, vector, or scalar
B if they have the same number of rows and columns (they are p-conformable), or if they have
the same number of rows and one is a vector, or if they have the same number of columns and
one is a vector, or if one or the other is a scalar. c stands for colon; c-conformable matrices are
suitable for being used with Mata’s :op operators. A and B are c-conformable if and only if
A B
r×c r×c
r×1 r×c
1×c r×c
1×1 r×c
r×c r×1
r×c 1×c
r×c 1×1
The idea behind c-conformability is generalized elementwise operation. Consider C=A:*B. If A and
B have the same number of rows and have the same number of columns, then ||Cij || = ||Aij *Bij ||.
Now say that A is a column vector and B is a matrix. Then ||Cij || = ||Ai *Bij ||: each element of
A is applied to the entire row of B. If A is a row vector, each column of A is applied to the entire
column of B. If A is a scalar, A is applied to every element of B. And then all the rules repeat,
with the roles of A and B interchanged. See [M-2] op colon for a complete definition.
CCT. See controlled clinical trial study.
cell means. These are means of the outcome of interest within cells formed by the cross-classification
of the two factors. See [PSS] power twoway and [PSS] power repeated.
cell-means model. A cell-means model is an ANOVA model formulated in terms of cell means.
censored, uncensored, censoring, left-censoring, right-censoring, and interval-censoring. An ob-
servation is censored when the exact time of failure is not known, and it is uncensored when the
exact time of failure is known.
An observation is left-censored when the exact time of failure is not known; it is merely known
that the failure occurred before tl . Suppose that the event of interest is becoming employed. If a
subject is already employed when first interviewed, his outcome is left-censored.
Glossary 65
An observation is right-censored when the time of failure is not known; it is merely known that
the failure occurred after tr . If a patient survives until the end of a study, the patient’s time of
death is right-censored.
An observation is interval-censored when the time of failure is not known; it is merely known
that the failure occurred after tl but before tr . Suppose that the event of interest is an onset of
breast cancer. Patients are assessed periodically during their yearly checkups. The actual time of
the onset of the disease, if present, is rarely known. Often, it is only known that the disease
happened between the last and the current checkups. The time to the onset of breast cancer is then
interval-censored.
In common usage, censored without a modifier means right-censoring.
Also see truncation, left-truncation, and right-truncation.
census. When a census of the population is conducted, every individual in the population participates
in the survey. Because of the time, cost, and other constraints, the data collected in a census are
typically limited to items that can be quickly and easily determined, usually through a questionnaire.
centered data. Centered data has zero mean. You can center data x by taking x − x.
central posterior interval. See equal-tailed credible interval.
centroid-linkage clustering. Centroid-linkage clustering is a hierarchical clustering method that
computes the proximity between two groups as the proximity between the group means.
CFA, CFA models. CFA stands for confirmatory factor analysis. It is a way of analyzing measurement
models. CFA models is a synonym for measurement models.
chained equations. See fully conditional specification.
chi-squared test, χ2 test. This test for which either an asymptotic sampling distribution or a sampling
distribution of a test statistic is χ2 . See [PSS] power onevariance and [PSS] power twoproportions.
Cholesky ordering. Cholesky ordering is a method used to orthogonalize the error term in a VAR or
VECM to impose a recursive structure on the dynamic model, so that the resulting impulse–response
functions can be given a causal interpretation. The method is so named because it uses the Cholesky
decomposition of the error-covariance matrix.
choropleth map. A choropleth map is a map in which shading or coloring is used to indicate values
of a variable within areas.
CI. CI is an abbreviation for confidence interval.
CI assumption. See conditional-independence assumption.
CIF. See cumulative incidence function.
class programming. See object-oriented programming.
classical scaling. Classical scaling is a method of performing MDS via an eigen decomposition. This
is contrasted to modern MDS, which is achieved via the minimization of a loss function. Also see
multidimensional scaling and modern scaling.
classification. Classification is the act of allocating or classifying observations to groups as part of
discriminant analysis. In some sources, classification is synonymous with cluster analysis.
classification function. Classification functions can be obtained after LDA or QDA. They are functions
based on Mahalanobis distance for classifying observations to the groups. See discriminant function
for an alternative. Also see linear discriminant analysis and quadratic discriminant analysis.
classification table. A classification table, also known as a confusion matrix, gives the count of
observations from each group that are classified into each of the groups as part of a discriminant
66 Glossary
analysis. The element at (i, j) gives the number of observations that belong to the ith group but
were classified into the j th group. High counts are expected on the diagonal of the table where
observations are correctly classified, and small values are expected off the diagonal. The columns
of the matrix are categories of the predicted classification; the rows represent the actual group
membership.
clinical trial. A clinical trials is an experiment testing a medical treatment or procedure on human
subjects.
clinically meaningful difference, clinically meaningful effect, clinically significant difference.
Clinically meaningful difference represents the magnitude of an effect of interest that is of clinical
importance. What is meant by “clinically meaningful” may vary from study to study. In clinical
trials, for example, if no prior knowledge is available about the performance of the considered
clinical procedure, a standardized effect size (adjusted for standard deviation) between 0.25 and
0.5 may be considered of clinical importance.
cluster. A cluster is a collection of individuals that are sampled as a group. Although the cost in time
and money can be greatly decreased, cluster sampling usually results in larger variance estimates
when compared with designs in which individuals are sampled independently.
cluster analysis. Cluster analysis is a method for determining natural groupings or clusters of
observations.
cluster randomized design, CRD, cluster randomized trial, CRT, group randomized trial, GRT.
Cluster randomized design is a type of randomized design in which groups of subjects or clusters
are sampled instead of individual subjects. A cluster is the randomization unit, and an individual
within a cluster is the analysis unit. Observations within a cluster tend to be correlated. The strength
of the correlation is measured by the intraclass correlation. Also see individual-level design.
cluster size. The number of subjects in a group or cluster in a cluster randomized design. If cluster
sizes vary between clusters, the coefficient of variation for cluster sizes is used for power and
sample-size determination.
cluster tree. See dendrogram.
clustered, vce(cluster clustvar). Clustered is the name we use for the generalized Hu-
ber/White/sandwich estimator of the VCE, which is the robust technique generalized to relax the
assumption that errors are independent across observations to be that they are independent across
clusters of observations. Within cluster, errors may be correlated.
Clustered standard errors are reported when sem or gsem option vce(cluster clustvar) is
specified. The other available techniques are OIM, OPG, robust, bootstrap, and jackknife. Also
available for sem only is EIM.
clustering. See cluster analysis.
Cochran–Armitage test. The Cochran–Armitage test is a test for a linear trend in a probability of
response in a J × 2 contingency table. The test statistic has an asymptotic χ2 distribution under
the null hypothesis. See [PSS] power trend.
Cochran–Mantel–Haenszel test. See Mantel–Haenszel test.
Cochrane–Orcutt estimator. This estimation is a linear regression estimator that can be used when the
error term exhibits first-order autocorrelation. An initial estimate of the autocorrelation parameter ρ
is obtained from OLS residuals, and then OLS is performed on the transformed data yet = yt − ρyt−1
and xet = xt − ρxt−1 .
code pages. A code page maps extended ASCII values to a set of characters, typically for a specific
language or set of languages. For example, the most commonly used code page is Windows-1252,
Glossary 67
which maps extended ASCII values to characters used in Western European languages. Code pages
are essentially encodings for extended ASCII characters.
code point. A code point is the numerical value or position that represents a single character in
a text system such as ASCII or Unicode. The original ASCII encoding system contains only 128
code points and thus can represent only 128 characters. Historically, the 128 additional bytes of
extended ASCII have been encoded in many different and inconsistent ways to provide additional
sets of 128 code points. The formal Unicode specification has 1,114,112 possible code points, of
which roughly 250,000 have been assigned to actual characters. Stata uses UTF-8 encoding for
Unicode. Note that the UTF-8–encoded version of a code point does not have the same numeric
value as the code point itself.
coefficient of determination. The coefficient of determination is the fraction (or percentage) of
variation (variance) explained by an equation of a model. The coefficient of determination is thus
like R2 in linear regression.
coefficient of variation, CV. Coefficient of variation measures the spread or the variability of the
observations relative to the mean.
cohort studies. In cohort studies, a group that is well defined is monitored over time to track the
transition of noncases to cases. Cohort studies differ from incidence studies in that they can be
retrospective as well as prospective.
cointegrating vector. A cointegrating vector specifies a stationary linear combination of nonstationary
variables. Specifically, if each of the variables x1 , x2 , . . . , xk is integrated of order one and there
exists a set of parameters β1 , β2 , . . . , βk such that zt = β1 x1 + β2 x2 + · · · + βk xk is a stationary
process, the variables x1 , x2 , . . . , xk are said to be cointegrated, and the vector β is known as a
cointegrating vector.
colon operators. Colon operators are operators preceded by a colon, and the colon indicates that
the operator is to be performed elementwise. A:*B indicates element-by-element multiplication,
whereas A*B indicates matrix multiplication. Colons may be placed in front of any operator.
Usually one thinks of elementwise as meaning cij = aij <op> bij , but in Mata, elementwise is
also generalized to include c-conformability. See [M-2] op colon.
column stripes. See row and column stripes.
column-major order. Matrices are stored as vectors. Column-major order specifies that the vector
form of a matrix is created by stacking the columns. For instance,
: A
1 2
1 1 4
2 2 5
3 3 6
is stored as
1 2 3 4 5 6
1 1 2 3 4 5 6
in column-major order. The LAPACK functions use column-major order. Mata uses row-major order.
See row-major order.
colvector. See vector, colvector, and rowvector.
68 Glossary
command language. Stata’s sem and gsem command provide a way to specify SEMs. The alternative
is to use the Builder to draw path diagrams; see [SEM] intro 2, [SEM] Builder, and [SEM] Builder,
generalized.
common factors. Common factors are found by factor analysis. They linearly reconstruct the original
variables. In factor analysis, reconstruction is defined in terms of prediction of the correlation
matrix of the original variables.
common odds ratio. A measure of association in stratified 2 × 2 tables. It can be viewed as a weighted
aggregate of stratum-specific odds ratios.
communality. Communality is the proportion of a variable’s variance explained by the common
factors in factor analysis. It is also “1 − uniqueness”. Also see uniqueness.
comparison value. See alternative value.
competing risks. Competing risks models are survival-data models in which the failures are generated
by more than one underlying process. For example, death may be caused by either heart attack or
stroke. There are various methods for dealing with competing risks. One direct way is to duplicate
failures for one competing risk as censored observations for the other risk and stratify on the risk
type. Another is to directly model the cumulative incidence of the event of interest in the presence
of competing risks. The former method uses stcox and the latter, stcrreg.
complementary log-log regression. Complementary log-log regression is a term for generalized linear
response functions that are family Bernoulli, link cloglog. It is used for binary outcome data.
Complementary log-log regression is also known in Stata circles as cloglog regression or just
cloglog. See generalized linear response functions.
complete and incomplete observations. An observation in the m = 0 data is said to be complete
if no imputed variable in the observation contains soft missing (.). Observations that are not
complete are said to be incomplete.
complete data. Data that do not contain any missing values.
complete degrees of freedom. The degrees of freedom that would have been used for inference if
the data were complete.
complete DF. See complete degrees of freedom.
complete-cases analysis. See listwise deletion.
completed data. See imputed data.
complete-data analysis. The analysis or estimation performed on the complete data, the data for
which all values are observed. This term does not refer to analysis or estimation performed on the
subset of complete observations. Do not confuse this with completed-data analysis.
completed-data analysis. The analysis or estimation performed on the made-to-be completed (imputed)
data. This term does not refer to analysis or estimation performed on the subset of complete
observations.
complete-linkage clustering. Complete-linkage clustering is a hierarchical clustering method that uses
the farthest pair of observations between two groups to determine the proximity of the two groups.
complex. A matrix is said to be complex if its elements are complex numbers. Complex is one of
two numeric types in Stata, the other being real. Complex is generally used to describe how a
matrix is stored and not the kind of numbers that happen to be in it: complex matrix Z might
happen to contain real numbers. Also see type, eltype, and orgtype.
component scores. Component scores are calculated after PCA. Component scores are the coordinates
of the original variables in the space of principal components.
Glossary 69
compound symmetry. A covariance matrix has a compound-symmetry structure if all the variances
are equal and all the covariances are equal. This is a special case of the sphericity assumption.
Comrey’s tandem 1 and 2 rotations. Comrey (1967) describes two rotations, the first (tandem 1) to
judge which “small” factors should be dropped, the second (tandem 2) for “polishing”.
Tandem principle 1 minimizes the criterion
c(Λ) = Λ2 , (ΛΛ0 )2 Λ2

Tandem principle 2 minimizes the criterion
c(Λ) = Λ2 , {110 − (ΛΛ0 )2 }Λ2

See Crawford–Ferguson rotation for a definition of Λ.

concordant pairs. In a 2 × 2 contingency table, a concordant pair is a pair of observations that are
both either successes or failures. Also see discordant pairs and Introduction under Remarks and
examples in [PSS] power pairedproportions.
condition number. The condition number associated with a numerical problem is a measure of that
quantity’s amenability to digital computation. A problem with a low condition number is said to
be well conditioned, whereas a problem with a high condition number is said to be ill conditioned.
Sometimes reciprocals of condition numbers are reported and yet authors will still refer to them
sloppily as condition numbers. Reciprocal condition numbers are often scaled between 0 and 1,
with values near epsilon(1) indicating problems.
conditional conjugacy. See semiconjugate prior.
conditional fixed-effects model. In general, including panel-specific dummies to control for fixed
effects in nonlinear models results in inconsistent estimates. For some nonlinear models, the fixed-
effect term can be removed from the likelihood function by conditioning on a sufficient statistic.
For example, the conditional fixed-effect logit model conditions on the number of positive outcomes
within each panel.
conditional hazard function. In the context of mixed- and random-effects survival models, the
conditional hazard function is the hazard function computed conditionally on the random effects.
Even within the same covariate pattern, the conditional hazard function varies among individuals
who belong to different random-effects clusters.
conditional hazard ratio. In the context of mixed- and random effects survival models, the conditional
hazard ratio is the ratio of two conditional hazard functions evaluated at different values of the
covariates. Unless stated differently, the denominator corresponds to the conditional hazard function
at baseline, that is, with all the covariates set to zero.
conditional imputation. Imputation performed using a conditional sample, a restricted part of the
sample. Missing values outside the conditional sample are replaced with a conditional constant,
the constant value of the imputed variable in the nonmissing observations outside the conditional
sample. See Conditional imputation under Remarks and examples of [MI] mi impute.
conditional independence. The assumption that responses are not correlated after controlling for the
latent trait.
70 Glossary
conditional mean. The conditional mean expresses the average of one variable as a function of some
other variables. More formally, the mean of y conditional on x is the mean of y for given values
of x; in other words, it is E(y|x).
A conditional mean is also known as a regression or as a conditional expectation.
conditional normality assumption. See normality assumption, joint and conditional.
conditional overdispersion. In a negative binomial mixed-effects model, conditional overdispersion
is overdispersion conditional on random effects. Also see overdispersion.
conditional variance. Although the conditional variance is simply the variance of a conditional
distribution, in time-series analysis the conditional variance is often modeled as an autoregressive
process, giving rise to ARCH models.
conditional-independence assumption. The conditional-independence assumption requires that the
common variables that affect treatment assignment and treatment-specific outcomes be observable.
The dependence between treatment assignment and treatment-specific outcomes can be removed
by conditioning on these observable variables.
This assumption is also known as a selection-on-observables assumption because its central tenet
is the observability of the common variables that generate the dependence.
configuration. The configuration in MDS is a representation in a low-dimensional (usually 2-
dimensional) space with distances in the low-dimensional space approximating the dissimilarities
or disparities in high-dimensional space. Also see multidimensional scaling, dissimilarity, and
disparity.
configuration plot. A configuration plot after MDS is a (usually 2-dimensional) plot of labeled points
showing the low-dimensional approximation to the dissimilarities or disparities in high-dimensional
space. Also see multidimensional scaling, dissimilarity, and disparity.
conformability. Conformability refers to row-and-column matching between two or more matrices.
For instance, to multiply A*B, A must have the same number of columns as B has rows. If that
is not true, then the matrices are said to be nonconformable (for multiplication).
Three kinds of conformability are often mentioned in the Mata documentation: p-conformability,
c-conformability, and r-conformability.
confounding. In the analysis of epidemiological tables, factor or interaction effects are said to be
confounded when the effect of one factor is combined with that of another. For example, the
effect of alcohol consumption on esophageal cancer may be confounded with the effects of age,
smoking, or both. In the presence of confounding, it is often useful to stratify on the confounded
factors that are not of primary interest, in the above example, age and smoking.
confounding variable, confounder. A confounding variable is an omitted explanatory variable in
a model that is correlated with variables included in the model. The fitted coefficients on the
observed variables will include the effect of the variables, as intended, plus the effect of being
correlated with the omitted variable.
Confounders are often omitted from the model because they are unobserved. See [ERM] intro 3.
confusion matrix. A confusion matrix is a synonym for a classification table after discriminant
analysis. See classification table.
conjugate. If z = a + bi, the conjugate of z is conj(z) = a − bi. The conjugate is obtained by reversing
the sign of the imaginary part. The conjugate of a real number is the number itself.
conjugate prior. A prior distribution is conjugate for a family of likelihood distributions if the prior
and posterior distributions belong to the same family of distributions. For example, the gamma
Glossary 71
distribution is a conjugate prior for the Poisson likelihood. Conjugacy may provide an efficient
way of sampling from posterior distributions and is used in Gibbs sampling.
conjugate transpose. See transpose.
constraints. See parameter constraints.
containment denominator degrees of freedom (DDF) method. See ANOVA denominator degrees
of freedom (DDF) method.
contiguity matrix and ex post contiguity matrix. A contiguity matrix is a symmetric matrix containing
0s and 1s before normalization, with 1s indicating that areas are adjacent.
spmatrix create contiguity creates contiguity matrices and other matrices that would not be
considered contiguity matrices by the above definition. It can create first-order neighbor matrices
containing 0s and 1s. That is a contiguity matrix. It can create first- and second-order neighbor
matrices containing 0s and 1s. That is not a contiguity matrix strictly speaking. And it can create
other matrices where second-order neighbors are recorded as 0.5 or any other value of your
choosing.
And finally, even if the matrix started out as a contiguity matrix strictly speaking, after normalization
the two values that it contains are 0 and c.
As a result, commands like spmatrix summarize use a different definition for contiguity matrix.
An ex post contiguity matrix is any matrix in which all values are either 0 or c, a positive constant.
It is meaningful to count neighbors in such cases. Thus, the matrix W2 created by typing
. spmatrix create contiguity W2, second
is an ex post contiguity matrix, and the matrix W created by typing
. spmatrix create contiguity W, first second(0.5)
is not.
continuous latent variable. A continuous latent variable is an unobserved variable, such as mathe-
matical ability, with values that are assumed to follow a continuous distribution. Both sem and
gsem allow continuous latent variables that are assumed to follow a Gaussian distribution with a
mean and variance that are either estimated or constrained to a specific value for identification.
See identification.
continuous parameters. Continuous parameters are parameters with continuous prior distributions.
continuous variable. A continuous variable is a variable taking on any value on the number line.
In this manual, however, we use the term to mean the variable is not a binary variable, not a
categorical variable, and not an interval variable.
contrast or contrasts. In ANOVA, a contrast in k population means is defined as a linear combination
δ = c1 µ1 + c2 µ2 + · · · + ck µk
where the coefficients satisfy

k
X
ci = 0
i=1
In the multivariate setting (MANOVA), a contrast in k population mean vectors is defined as
δ = c1 µ1 + c2 µ2 + · · · ck µk
72 Glossary
where the coefficients again satisfy

k
X
ci = 0
i=1
The univariate hypothesis δ = 0 may be tested with contrast (or test) after ANOVA. The
multivariate hypothesis δ = 0 may be tested with manovatest after MANOVA.
control covariates. See reduced model.
control group. A control group comprises subjects that are randomly assigned to a group where
they receive no treatment or receives a standard treatment. In hypothesis testing, this is usually a
reference group. Also see experimental group.
control variable. A control variable is an endogenous variable. Control variables can be observed or
unobserved.
In a structural DSGE model, the current value of a control variable depends on the current value of
other control variables, on the expected future values of any control variable, and on the current
values of state variables. The current value of a control variable is found by solving the model
for the state-space form.
controlled clinical trial study. This is an experimental study in which treatments are assigned to two
or more groups of subjects without the randomization.
coordinate system. A coordinate system is the encoding used by numbers used to designate locations.
Latitude and longitude are a coordinate system. As far as Sp is concerned, the only other coordinate
system is planar. Planar coordinates are also known as rectangular or Cartesian coordinates. In
theory, standard-format shapefiles provide planar coordinates. In practice, they sometimes use
latitude and longitude, but standards for encoding the system used are still developing. See
[SP] spdistance for a more complete description, and see [SP] intro 4 for how you can determine
whether coordinates are planar or latitude and longitude.
correlated uniqueness model. A correlated uniqueness model is a kind of measurement
model in which the errors of the measurements has a structured correlation. See [SEM] intro 5.
correlation structure. A correlation structure is a set of assumptions imposed on the within-panel
variance–covariance matrix of the errors in a panel-data model. See [XT] xtgee for examples of
different correlation structures.
correlogram. A correlogram is a table or graph showing the sample autocorrelations or partial
autocorrelations of a time series.
correspondence analysis. Correspondence analysis (CA) gives a geometric representation of the rows
and columns of a two-way frequency table. The geometric representation is helpful in understanding
the similarities between the categories of variables and associations between variables. CA is
calculated by singular value decomposition. Also see singular value decomposition.
correspondence analysis projection. A correspondence analysis projection is a line plot of the row
and column coordinates after CA. The goal of this graph is to show the ordering of row and column
categories on each principal dimension of the analysis. Each principal dimension is represented
by a vertical line; markers are plotted on the lines where the row and column categories project
onto the dimensions. Also see correspondence analysis.
costs. Costs in discriminant analysis are the cost of misclassifying observations.
counterfactual. A counterfactual is an outcome a subject would have obtained had that subject
received a different level of treatment. In the binary-treatment case, the counterfactual outcome
for a person who received treatment is the outcome that person would have obtained had the
Glossary 73
person instead not received treatment; similarly, the counterfactual outcome for a person who did
not receive treatment is the outcome that person would have obtained had the person received
treatment.
Also see potential outcome.
counterfactual predictions. Counterfactual predictions are used when you have endogenous covariates
in your main equation and you wish to estimate either counterfactuals or the effect on the outcome
of changing the values of covariates. They are obtained using predict options base() and fix().
count-time data. See ct data.
covariance stationarity. A process is covariance stationary if the mean of the process is finite and
independent of t, the unconditional variance of the process is finite and independent of t, and the
covariance between periods t and t − s is finite and depends on t − s but not on t or s themselves.
Covariance-stationary processes are also known as weakly stationary processes.
covariance structure. In a mixed-effects model, covariance structure refers to the variance–covariance
structure of the random effects.
covariates. Covariates are the explanatory variables that appear in a model. For instance, if survival
time were to be explained by age, sex, and treatment, then those variables would be the covariates.
Also see time-varying covariates.
covarimin rotation. Covarimin rotation is an orthogonal rotation equivalent to varimax. Also see
varimax rotation.
Crawford–Ferguson rotation. Crawford–Ferguson (1970) rotation is a general oblique rotation with
several interesting special cases.
Special cases of the Crawford–Ferguson rotation include
κ Special case
0 quartimax / quartimin
1/p varimax / covarimin
f /(2p) equamax
(f − 1)/(p + f − 2) parsimax
1 factor parsimony
p = number of rows of A.
f = number of columns of A.
Where A is the matrix to be rotated, T is the rotation and Λ = AT. The Crawford–Ferguson
rotation is achieved by minimizing the criterion
1−κ
2 2 κ
2
Λ , Λ (110 − I) + Λ , (110 − I)Λ2

c(Λ) =
4 4
Also see oblique rotation.
CRD. See cluster randomized design.
credible interval. In Bayesian analysis, the credible interval of a scalar model parameter is an interval
from the domain of the marginal posterior distribution of that parameter. Two types of credible
intervals are typically used in practice: equal-tailed credible intervals and HPD credible intervals.
credible level. The credible level is a probability level between 0% and 100% used for calculating
credible intervals in Bayesian analysis. For example, a 95% credible interval for a scalar parameter
is an interval the parameter belongs to with the probability of 95%.
74 Glossary
critical region. See rejection region.

critical value. In hypothesis testing, a critical value is a boundary of the rejection region.
cross-correlation function. The cross-correlation function expresses the correlation between one series
at time t and another series at time t − k as a function of the time t and lag k . If both series
are stationary, the function does not depend on t. The function is not symmetric about k = 0:
ρ12 (k) 6= ρ12 (−k).
crossed variables or stacked variables. In CA and MCA crossed categorical variables may be formed
from the interactions of two or more existing categorical variables. Variables that contain these
interactions are called crossed or stacked variables.
crossed-effects model. A crossed-effects model is a mixed-effects model in which the levels of
random effects are not nested. A simple crossed-effects model for cross-sectional time-series data
would contain a random effect to control for panel-specific variation and a second random effect
to control for time-specific random variation. Rather than being nested within panel, in this model
a random effect due to a given time is the same for all panels.
crossed-random effects. See crossed-effects model.
crossing variables or stacking variables. In CA and MCA, crossing or stacking variables are the
existing categorical variables whose interactions make up a crossed or stacked variable.
cross-sectional or prevalence studies. Cross-sectional studies sample distributions of healthy and
diseased subjects in the population at one point in time.
cross-sectional data. Cross-sectional data refers to data collected over a set of individuals, such as
households, firms, or countries sampled from a population at a given point in time.
cross-sectional study. This type of observational study measures various population characteristics at
one point in time or over a short period of time. For example, a study of the prevalence of breast
cancer in the population is a cross-sectional study.
cross-sectional time-series data. Cross-sectional time-series data is another name for panel data. The
term cross-sectional time-series data is sometimes reserved for datasets in which a relatively small
number of panels were observed over many periods. See also panel data.
CRT. See cluster randomized design.
crude estimate. A crude estimate has not been adjusted for the effects of other variables. Disregarding
a stratification variable, for example, yields a crude estimate.
ct data. ct stands for count time. ct data are an aggregate organized like a life table. Each observation
records a time, the number known to fail at that time, the number censored, and the number of
new entries. See [ST] ctset.
cumulative hazard. See hazard, cumulative hazard, and hazard ratio.
cumulative incidence estimator. In a competing-risks analysis, the cumulative incidence estimator
estimates the cumulative incidence function (CIF). Assume for now that you have one event of
interest (type 1) and one competing event (type 2). The cumulative incidence estimator for type
1 failures is then obtained by
X
c 1 (t)
CIF = h1 (tj )S(t
b b j−1 )
j:tj ≤t
with Y n o
S(t)
b = 1−b
h1 (tj ) − b
h2 (tj )
j:tj ≤t
Glossary 75
The tj index the times at which events (of any type) occur, and b
h1 (tj ) and b
h2 (tj ) are the cause-
specific hazard contributions for type 1 and type 2, respectively. S(t) estimates the probability
b
that you are event free at time t.
The above generalizes to multiple competing events in the obvious way.
cumulative incidence function. In a competing-risks analysis, the cumulative incidence function, or
CIF, is the probability that you will observe the event of primary interest before a given time.
Formally,
CIF(t) = P (T ≤ t and event type of interest)
for time-to-failure, T .
cumulative subhazard. See subhazard, cumulative subhazard, and subhazard ratio.
current status data. See case I interval-censored data.
curse of dimensionality. The curse of dimensionality is a term coined by Richard Bellman (1961)
to describe the problem caused by the exponential increase in size associated with adding extra
dimensions to a mathematical space. On the unit interval, 10 evenly spaced points suffice to sample
with no more distance than 0.1 between them; however a unit square requires 100 points, and a
unit cube requires 1000 points. Many multivariate statistical procedures suffer from the curse of
dimensionality. Adding variables to an analysis without adding sufficient observations can lead to
imprecision.
curved path. See path.
cusum plot, CUSUM plot. The cusum (CUSUM) plot of an MCMC sample is a plot of cumulative
sums of the differences between sample values and their overall mean against the iteration number.
Cusum plots are useful graphical summaries for detecting early drifts in MCMC samples.
CV. See coefficient of variation.
cyclical component. A cyclical component is a part of a time series that is a periodic function of
time. Deterministic functions of time are deterministic cyclical components, and random functions
of time are stochastic cyclical components. For example, fixed seasonal effects are deterministic
cyclical components and random seasonal effects are stochastic seasonal components.
Random coefficients on time inside of periodic functions form an especially useful class of stochastic
cyclical components; see [TS] ucm.
DA. See data augmentation.
data augmentation. An MCMC method used for the imputation of missing data.
data matrix. A dataset containing n observations on k variables in often stored in an n × k matrix.
An observation refers to a row of that matrix; a variable refers to a column. When the rows are
observations and the columns are variables, the matrix is called a data matrix.
.dbf files. See shapefiles.
declarations. Declarations state the eltype and orgtype of functions, arguments, and variables. In
real matrix myfunc(real vector A, complex scalar B)
{
real scalar i
...
}
the real matrix is a function declaration, the real vector and complex scalar are argument
declarations, and real scalar i is a variable declaration. The real matrix states the function
76 Glossary
returns a real matrix. The real vector and complex scalar state the kind of arguments
myfunc() expects and requires. The real scalar i helps Mata to produce more efficient
compiled code.
Declarations are optional, so the above could just as well have read
function myfunc(A, B)
{
...
}
When you omit the function declaration, you must substitute the word function.
When you omit the other declarations, transmorphic matrix is assumed, which is fancy jargon
for a matrix that can hold anything. The advantages of explicit declarations are that they reduce
the chances you make a mistake either in coding or in using the function, and they assist Mata in
producing more efficient code. Working interactively, most people omit the declarations.
See [M-2] declarations for more information.
defective matrix. An n × n matrix is defective if it does not have n linearly independent eigenvectors.
DEFF and DEFT. DEFF and DEFT are design effects. Design effects compare the sample-to-sample
variability from a given survey dataset with a hypothetical SRS design with the same number of
individuals sampled from the population.
DEFF is the ratio of two variance estimates. The design-based variance is in the numerator; the
hypothetical SRS variance is in the denominator.
DEFT is the ratio of two standard-error estimates. The design-based standard error is in the
numerator; the hypothetical SRS with-replacement standard error is in the denominator. If the given
survey design is sampled with replacement, DEFT is the square root of DEFF.
degree-of-freedom adjustment. In estimates of variances and covariances, a finite-population degree-
of-freedom adjustment is sometimes applied to make the estimates unbiased.
Let’s write an estimated variance as σ bii and write the “standard” formula for the variance as
σ
bii = Sii /N . If σ
bii is the variance of observable variable xi , it can readily be proven that Sii /N
is a biased estimate of the variances in samples of size N and that Sii /(N − 1) is an unbiased
estimate. It is usual to calculate variances using Sii /(N − 1), which is to say, the “standard”
formula has a multiplicative degree-of-freedom adjustment of N/(N − 1) applied to it.
If σ
bii is the variance of estimated parameter βi , a similar finite-population degree-of-freedom
adjustment can sometimes be derived that will make the estimate unbiased. For instance, if βi is a
coefficient from a linear regression, an unbiased estimate of the variance of regression coefficient
βi is Sii /(N − p − 1), where p is the total number of regression coefficients estimated excluding
the intercept. In other cases, no such adjustment can be derived. Such estimators have no derivable
finite-sample properties and one is left only with the assurances provided by its provable asymptotic
properties. In such cases, the variance of coefficient βi is calculated as Sii /N , which can be
derived on theoretical grounds. SEM is an example of such an estimator.
SEM is a remarkably flexible estimator and can reproduce results that can sometimes be obtained by
other estimators. SEM might produce asymptotically equivalent results, or it might produce identical
results depending on the estimator. Linear regression is an example in which sem and gsem produce
the same results as regress. The reported standard errors, however, will not look identical because
the linear-regression estimates have the finite-population degree-of-freedom adjustment applied to
them and the SEM estimates do not. To see the equivalence, you must p undo the adjustment on the
reported linear regression standard errors by multiplying them by {(N − p − 1)/N }.
Glossary 77
delta. Delta, δ , in the context of power and sample-size calculations, denotes the effect size.
delta method. See linearization.
dendrogram or cluster tree. A dendrogram or cluster tree graphically presents information about
how observations are grouped together at various levels of (dis)similarity in hierarchical cluster
analysis. At the bottom of the dendrogram, each observation is considered its own cluster. Vertical
lines extend up for each observation, and at various (dis)similarity values, these lines are connected
to the lines from other observations with a horizontal line. The observations continue to combine
until, at the top of the dendrogram, all observations are grouped together. Also see hierarchical
clustering.
dependent variable. A dependent variable is a variable appearing on the left-hand side of an equation
in a model. It is the variable to be explained. Every equation of a model has a dependent variable.
The term “the dependent variable” is often used in this manual to refer to the dependent variable
of the main equation. Also see [ERM] intro 3 and outcome variable.
dereference. Dereferencing is an action performed on pointers. Pointers contain memory addresses,
such as 0x2a1228. One assumes something of interest is stored at 0x2a1228, say, a real scalar
equal to 2. When one accesses that 2 via the pointer by coding *p, one is said to be dereferencing
the pointer. Unary * is the dereferencing operator.
design effects. See DEFF and DEFT.
deterministic trend. A deterministic trend is a deterministic function of time that specifies the long-run
tendency of a time series.
deviance information criterion, DIC. The deviance information criterion (DIC) is an information
based criterion used for Bayesian model selection. It is an analog of AIC and is given by the
formula D(θ) + 2 × pD , where D(θ) is the deviance at the sample mean and pD is the effective
complexity, a quantity equivalent to the number of parameters in the model. Models with smaller
DIC are preferred.
DFBETA. A DFBETA measures the change in the regressor’s coefficient because of deletion of that
subject. Also see partial DFBETA.
diagonal matrix. A matrix is diagonal if its off-diagonal elements are zero; A is diagonal if A[i, j]==0
for i!=j. Usually, diagonal matrices are also square. Some definitions require that a diagonal matrix
also be a square matrix.
diagonal of a matrix. The diagonal of a matrix is the set of elements A[i,j].
dichotomous item. See binary item.
difference operator. The difference operator ∆ denotes the change in the value of a variable
from period t − 1 to period t. Formally, ∆yt = yt − yt−1 , and ∆2 yt = ∆(yt − yt−1 ) =
(yt − yt−1 ) − (yt−1 − yt−2 ) = yt − 2yt−1 + yt−2 .
difficulty. A level of the latent trait needed to pass an item or an item category.
dilation. A dilation stretches or shrinks distances in Procrustes rotation.
dimension. A dimension is a parameter or measurement required to define a characteristic of an object
or observation. Dimensions are the variables in the dataset. Weight, height, age, blood pressure,
and drug dose are examples of dimensions in health data. Number of employees, gross income,
net income, tax, and year are examples of dimensions in data about companies.
diminishing adaptation. Diminishing adaptation of the adaptive algorithm is the type of adaptation
in which the amount of adaptation decreases with the size of the MCMC chain.
78 Glossary
direct, indirect, and total effects. Consider the following system of equations:
y1 = b10 + b11 y2 + b12 x1 + b13 x3 + e1

y2 = b20 + b21 y3 + b22 x1 + b23 x4 + e2
y3 = b30 + b32 x1 + b33 x5 + e3
The total effect of x1 on y1 is b12 + b11 b22 + b11 b21 b32 . It measures the full change in y1 based
on allowing x1 to vary throughout the system.
The direct effect of x1 on y1 is b12 . It measures the change in y1 caused by a change in x1
holding other endogenous variables—namely, y2 and y3 —constant.
The indirect effect of x1 on y1 is obtained by subtracting the total and direct effect and is thus
b11 b22 + b11 b21 b32 .
direct standardization. Direct standardization is an estimation method that allows comparing rates
that come from different frequency distributions.
Estimated rates (means, proportions, and ratios) are adjusted according to the frequency distribution
from a standard population. The standard population is partitioned into categories called standard
strata. The stratum frequencies for the standard population are called standard weights. The
standardizing frequency distribution typically comes from census data, and the standard strata are
most commonly identified by demographic information such as age, sex, and ethnicity.
directional test. See one-sided test.
disambiguation: characters, and bytes, and display columns. A character is simply the letter or
symbol that you want to represent—the letter “a”, the punctuation mark “.”, or a Chinese logogram.
A byte or sequence of bytes is how that character is stored in the computer. And, a display column
is the space required to display one typical character in the fixed-width display used by Stata’s
Results window and Viewer. Some characters are too wide for one display column. Each character
is displayed in one or two display columns.
For plain ASCII characters, the number of characters always equals the number of bytes and equals
the number of display columns.
For UTF-8 characters that are not plain ASCII, there are usually two bytes per character but there
are sometimes three or even four bytes per character, such as for Chinese, Japanese, and Korean
(CJK) characters. Characters that are too wide to fit in one display column (such as CJK characters)
are displayed in two display columns.
In general, for Unicode characters, the relationship between the number of characters and the
number of bytes and the relationship between the number of characters and the number of display
columns is more ambiguous. All characters can be stored in four or fewer bytes and are displayed
in Stata using two or fewer display columns.
See [U] 12.4.2.1 Unicode string functions and [U] 12.4.2.2 Displaying Unicode characters to
learn how to deal with the distinction between characters, bytes, and display columns in your code.
discordant pairs. In a 2 × 2 contingency table, discordant pairs are the success-failure or failure-
success pairs of observations. Also see concordant pairs and Introduction under Remarks and
discordant proportion. This is a proportion of discordant pairs or discordant sets. Also see Introduction
under Remarks and examples in [PSS] power pairedproportions as well as Introduction under
Remarks and examples in [PSS] power mcc.
Glossary 79
discordant sets. In a matched study with multiple controls matched to a case, discordant sets are
the sets in which there is any success–failure or failure–success match between the case and any
matched control. Also see Introduction under Remarks and examples in [PSS] power mcc.
discrete parameters. Discrete parameters are parameters with discrete prior distributions.
discriminant analysis. Discriminant analysis is used to describe the differences between groups and to
exploit those differences when allocating (classifying) observations of unknown group membership.
Discriminant analysis is also called classification in many references.
discriminant function. Discriminant functions are formed from the eigenvectors from Fisher’s approach
to LDA. See linear discriminant analysis. See classification function for an alternative.
discriminating variables. Discriminating variables in a discriminant analysis are analyzed to determine
differences between groups where group membership is known. These differences between groups
are then exploited when classifying observations to the groups.
discrimination. A measure of how well an item can distinguish between contiguous latent trait levels
near the inflection point of an item characteristic curve.
disparity. Disparities are transformed dissimilarities, that is, dissimilarity values transformed by some
function. The class of functions to transform dissimilarities to disparities may either be (1) a class
of metric, or known functions such as linear functions or power functions that can be parameterized
by real scalars or (2) a class of more general (nonmetric) functions, such as any monotonic function.
Disparities are used in MDS. Also see dissimilarity, multidimensional scaling, metric scaling, and
nonmetric scaling.
display column. A display column is the space required to display one typical character in the
fixed-width display used by Stata’s Results window and Viewer. Some characters are too wide for
one display column. Each character is displayed in one or two display columns.
All plain ASCII characters (for example, “M” and “9”) and many UTF-8 characters that are not
plain ASCII (for example, “é”) require the same space when using a fixed-width font. That is to
say, they all require a single display column.
Characters from non-Latin alphabets, such as Chinese, Cyrillic, Japanese, and Korean, may require
two display columns.
See [U] 12.4.2.2 Displaying Unicode characters for more information.
dissimilarity, dissimilarity matrix, and dissimilarity measure. Dissimilarity or a dissimilarity measure
is a quantification of the difference between two things, such as observations or variables or groups
of observations or a method for quantifying that difference. A dissimilarity matrix is a matrix
containing dissimilarity measurements. Euclidean distance is one example of a dissimilarity measure.
Contrast to similarity. Also see proximity and Euclidean distance.
distance matrix. A distance matrix is a spatial weighting matrix based on some function of distance.
Usually that function is 1/distance, and the matrix is then called an inverse-distance spatial
weighting matrix.
disturbance term. The disturbance term encompasses any shocks that occur to the dependent variable
that cannot be explained by the conditional (or deterministic) portion of the model.
divisive hierarchical clustering methods. Divisive hierarchical clustering methods are top-down
methods for hierarchical clustering. All the data begin as a part of one large cluster; with each
iteration, a cluster is broken into two to create two new clusters. At the first iteration there are two
clusters, then three, and so on. Divisive methods are very computationally expensive. Contrast to
agglomerative hierarchical clustering methods.
80 Glossary
doubly robust estimator. A doubly robust estimator only needs one of two auxiliary models to be
correctly specified to estimate a parameter of interest.
Doubly robust estimators for treatment effects are consistent when either the outcome model or
the treatment model is correctly specified.
drift. Drift is the constant term in a unit-root process. In
yt = α + yt−1 + t
α is the drift when t is a stationary, zero-mean process.

dropout. Dropout is the withdrawal of subjects before the end of a study and leads to incomplete or
missing data.
dyadic operator. Synonym for binary operator.
dynamic forecast. A dynamic forecast uses forecast values wherever lagged values of the endogenous
variables appear in the model, allowing one to forecast multiple periods into the future.
dynamic model. A dynamic model is one in which prior values of the dependent variable or disturbance
term affect the current value of the dependent variable.
dynamic stochastic general equilibrium model. A dynamic stochastic general equilibrium model is
a multivariate time-series model that specifies the structural relationship between state variables
and control variables and is typically derived from economic theory.
dynamic-multiplier function. A dynamic-multiplier function measures the effect of a shock to an
exogenous variable on an endogenous variable. The k th dynamic-multiplier function of variable i
on variable j measures the effect on variable j in period t + k in response to a one-unit shock to
variable i in period t, holding everything else constant.
EB. See empirical Bayes.
EE estimator. See estimating-equation estimator.
effect size. The effect size is the size of the clinically significant difference between the treatments
being compared, often expressed as the hazard ratio (or the log of the hazard ratio) in survival
analysis.
effective sample size, ESS. Effective sample size (ESS) is the MCMC sample size T adjusted for the
autocorrelation in the sample. It represents the number of independent observations in an MCMC
sample. ESS is used instead of T in calculating MCSE. Small ESS relative to T indicates high
autocorrelation and consequently poor mixing of the chain.
effect-size curve. The effect-size curve is a graph of the estimated effect size or target parameter
as a function of some other study parameter such as the sample size. The effect size or target
parameter is plotted on the y axis, and the sample size or other parameter is plotted on the x axis.
effect-size determination. This pertains to the computation of an effect size or a target parameter
given power, sample size, and other study parameters.
efficiency. In the context of MCMC, efficiency is a term used for assessing the mixing quality of
an MCMC procedure. Efficient MCMC algorithms are able to explore posterior domains in less
time (using fewer iterations). Efficiency is typically quantified by the sample autocorrelation and
effective sample size. An MCMC procedure that generates samples with low autocorrelation and
consequently high ESS is more efficient.
Glossary 81
eigenvalues and eigenvectors. A scalar, λ, is said to be an eigenvalue of square matrix A: n × n if

there is a nonzero column vector x: n × 1 (called an eigenvector) such that
Ax = λx (1)
Equation (1) can also be written

(A − λI)x = 0
where I is the n × n identity matrix. A nontrivial solution to this system of n linear homogeneous
equations exists if and only if
det(A − λI) = 0 (2)
This nth-degree polynomial in λ is called the characteristic polynomial or characteristic equation
of A, and the eigenvalues λ are its roots, also known as the characteristic roots.
The eigenvector defined by (1) is also known as the right eigenvector, because matrix A is
postmultiplied by eigenvector x. See [M-5] eigensystem( ) and left eigenvectors.
EIM, vce(eim). EIM stands for expected information matrix, defined as the inverse of the negative
of the expected value of the matrix of second derivatives, usually of the log-likelihood function.
The EIM is an estimate of the VCE. EIM standard errors are reported when sem option vce(eim)
is specified. EIM is available only with sem. The other available techniques are OIM, OPG, robust,
clustered, bootstrap, and jackknife.
eltype. See type, eltype, and orgtype.
EM. See expectation-maximization algorithm.
empirical Bayes. In generalized linear mixed-effects models, empirical Bayes refers to the method
of prediction of the random effects after the model parameters have been estimated. The empirical
Bayes method uses Bayesian principles to obtain the posterior distribution of the random effects,
but instead of assuming a prior distribution for the model parameters, the parameters are treated
as given.
In IRT models, empirical Bayes refers to the method of prediction of the latent trait after the model
parameters have been estimated. The empirical Bayes method uses Bayesian principles to obtain
the posterior distribution of the latent trait. However, instead of assuming a prior distribution for
the model parameters, one treats the parameters as given.
empirical Bayes mean. See posterior mean.
empirical Bayes mode. See posterior mode.
encodings. An encoding is a way of representing a character as a byte or series of bytes. Examples
of encoding systems are ASCII and UTF-8. Stata uses UTF-8 encoding.
For more information, see [U] 12.4.2.3 Encodings.
endogenous and exogenous treatment assignment. See treatment assignment.
endogenous covariate. An endogenous covariate is a covariate appearing in a model 1) that is
correlated with omitted variables that also affect the outcome; 2) that is measured with error;
3) that is affected by the dependent variable; or 4) that is correlated with the model’s error. See
[ERM] intro 3.
endogenous sample selection. Endogenous sample selection refers to situations in which the subset
of the data used to fit a model has been selected in a way correlated with the model’s outcome.
Mechanically, the subset used is the subset containing nonmissing values of variables used by the
model. A variable is unobserved—contains missing values—because a potential worker chooses
82 Glossary
not to work, because a potential patient chooses not to be a patient, because a potential subject
was not prescribed the treatment, etc. Such censored outcomes cause difficulty when there is an
unobserved component to the reason they are censored that is correlated with the outcome being
studied.
ERM option select() can address these issues when the dataset contains observations for which
the dependent variable was missing.
endogenous variable. An endogenous variable is a regressor that is correlated with the unobservable
error term. Equivalently, an endogenous variable is one whose values are determined by the
equilibrium or outcome of a structural model.
In the context of structural equation modeling and path diagrams, a variable, either observed or
latent, is endogenous if any paths point to it.
Also see exogenous variable.
epsilon(1), etc.. epsilon(1) refers to the unit roundoff error associated with a computer, also informally
called machine precision. It is the smallest amount by which a number may differ from 1. For
IEEE double-precision variables, epsilon(1) is approximately 2.22045e–16.
epsilon(x) is the smallest amount by which a real number can differ from x, or an approximation
thereof; see [M-5] epsilon( ).
equal-allocation design. See balanced design.
equal-tailed credible interval. An equal-tailed credible interval is a credible interval defined in
such a way that both tails of the marginal posterior distribution have the same probability. A
{100 × (1 − α)}% equal-tailed credible interval is defined by the α/2th and {(1 − α)/2}th
quantiles of the marginal posterior distribution.
equamax rotation. Equamax rotation is an orthogonal rotation whose criterion is a weighted sum of
the varimax and quartimax criteria. Equamax reflects a concern for simple structure within the rows
and columns of the matrix. It is equivalent to oblimin with γ = p/2, or to the Crawford–Ferguson
family with κ = f /2p, where p is the number of rows of the matrix to be rotated, and f is the
number of columns. Also see orthogonal rotation, varimax rotation, quartimax rotation, oblimin
rotation, and Crawford–Ferguson rotation.
equilibrium. The equilibrium values of variables in a model are the values that satisfy all the model’s
equations simultaneously.
error, error variable. The error is random disturbance e in a linear equation:
y = b0 + b1 x1 + b2 x2 + · · · + e
An error variable is an unobserved exogenous variable in path diagrams corresponding to e.

Mathematically, error variables are just another example of latent exogenous variables, but in sem
and gsem, error variables are considered to be in a class by themselves. All (Gaussian) endogenous
variables—observed and latent—have a corresponding error variable. Error variables automatically
and inalterably have their path coefficients fixed to be 1. Error variables have a fixed naming
convention in the software. If a variable is the error for (observed or latent) endogenous variable
y, then the residual variable’s name is e.y.
In sem and gsem, error variables are uncorrelated with each other unless explicitly indicated
otherwise. That indication is made in path diagrams by drawing a curved path between the error
variables and is indicated in command notation by including cov(e.name1*e.name2) among the
options specified on the sem command. In gsem, errors for family Gaussian, link log responses
are not allowed to be correlated.
Glossary 83
error-components model. The error-components model is another name for the random-effects model.
See also random-effects model.
estimating-equation estimator. An estimating-equation (EE) estimator calculates parameters estimates
by solving a system of equations. Each equation in this system is the sample average of a function
that has mean zero.
These estimators are also known as M estimators or Z estimators in the statistics literature and
as generalized method of moments (GMM) estimators in the econometrics literature.
estimation method. There are a variety of ways that one can solve for the parameters of an SEM.
Different methods make different assumptions about the data-generation process, and so it is
important that you choose a method appropriate for your model and data; see [SEM] intro 4.
Euclidean distance. The Euclidean distance between two observations is the distance one would mea-
sure with a ruler. The distance between vector P = (P1 , P2 , . . . , Pn ) and Q = (Q1 , Q2 , . . . , Qn )
is given by
v
u n
p uX
D(P, Q) = (P1 − Q1 )2 + (P2 − Q2 )2 + · · · + (Pn − Qn )2 = t (Pi − Qi )2
i=1
event. An event is something that happens at an instant in time, such as being exposed to an
environmental hazard, being diagnosed as myopic, or becoming employed.
The failure event is of special interest in survival analysis, but there are other equally important
events, such as the exposure event, from which analysis time is defined.
In st data, events occur at the end of the recorded time span.
event of interest. In a competing-risks analysis, the event of interest is the event that is the focus
of the analysis, that for which the cumulative incidence in the presence of competing risks is
estimated.
exact denominator degrees of freedom (DDF) methods. Residual, repeated, and ANOVA DDF methods
are referred to as exact methods because they provide exact t and F sampling distributions of
test statistics for special classes of mixed-effects models—linear regression, repeated-measures
designs, and traditional ANOVA models—with balanced data. Also see approximation denominator
degrees of freedom (DDF) methods.
exact test. An exact test is one for which the probability of observing the data under the null
hypothesis is calculated directly, often by enumeration. Exact tests do not rely on any asymptotic
approximations and are therefore widely used with small datasets. See [PSS] power oneproportion
and [PSS] power twoproportions.
exogenous covariate. An exogenous covariate is a covariate that is uncorrelated with the error term
in the model. See [ERM] intro 3.
exogenous variable. An exogenous variable is a regressor that is not correlated with any of the
unobservable error terms in the model. Equivalently, an exogenous variable is one whose values
change independently of the other variables in a structural model.
In the context of structural equation modeling and path diagrams, a variable, either observed or
latent, is exogenous if paths only originate from it, or, equivalently, no paths point to it.
Also see endogenous variable.
exp. exp is used in syntax diagrams to mean “any valid expression may appear here”; see [M-2] exp.
84 Glossary
expectation-maximization algorithm. In the context of MI, an iterative procedure for obtaining

maximum likelihood or posterior-mode estimates in the presence of missing data.
expected future value. An expected future value is a forecast of the value of a variable in the future
based on current information. In DSGE models, expected future values are computed under rational
expectations.
Under rational expectations, Et (yt+1 ) is the condition mean of yt+1 conditional on the complete
history of all variables in the model and the structure of the model itself.
experimental group. An experimental group is a group of subjects that receives a treatment or
procedure of interest defined in a controlled experiment. In hypothesis testing, this is usually a
comparison group. Also see control group.
experimental study. In an experimental study, as opposed to an observational study, the assignment
of subjects to treatments is controlled by investigators. For example, a study that compares a
new treatment with a standard treatment by assigning each treatment to a group of subjects is an
experimental study.
explanatory variable. An explanatory variable is a variable that appears on the right-hand side of
the equation used to “explain” the values of the outcome variable.
exponential smoothing. Exponential smoothing is a method of smoothing a time series in which the
smoothed value at period t is equal to a fraction α of the series value at time t plus a fraction 1 − α
of the previous period’s smoothed value. The fraction α is known as the smoothing parameter.
exponential test. The exponential test is the parametric test comparing the hazard rates, λ1 and λ2 ,
(or log hazards) from two independent exponential (constant only) regression models with the null
hypothesis H0: λ2 − λ1 = 0 [or H0: ln(λ2 ) − ln(λ1 ) = ln(λ2 /λ1 ) = 0].
exposure odds ratio. An odds ratio of exposure in cases relative to controls in a case–control study.
extended ASCII. Extended ASCII, also known as higher ASCII, is the byte values 128 to 255, which
were not defined as part of the original ASCII specification. Various code pages have been defined
over the years to map the extended ASCII byte values to many characters not supported in the
original ASCII specification, such as Latin letters with diacritical marks, such as “á” and “Á”;
non-Latin alphabets, such as Chinese, Cyrillic, Japanese, and Korean; punctuation marks used in
non-English languages, such as “<”, complex mathematical symbols such as “±”, and more.
Although extended ASCII characters are stored in a single byte in ASCII encoding, UTF-8 stores the
same characters in two to four bytes. Because each code page maps the extended ASCII values
differently, another distinguishing feature of extended ASCII characters is that their meaning can
change across fonts and operating systems.
extended regression models. Extended regression models (ERMs) are generalized structural equation
models that allow identity and probit links and Gaussian, binomial, and ordinal families for the
main outcome. They extend interval regression, ordered probit, probit, and linear regression models
by accommodating endogenous covariates, nonrandom and endogenous treatment assignment, and
endogenous sample selection.
external variable. See global variable.
f test. An f test is a test for which a sampling distribution of a test statistic is an F distribution.
See [PSS] power twovariances.
factor. A factor is an unobserved random variable that is thought to explain variability among observed
random variables.
Glossary 85
factor analysis. Factor analysis is a statistical technique used to explain variability among observed
random variables in terms of fewer unobserved random variables called factors. The observed
variables are then linear combinations of the factors plus error terms.
If the correlation matrix of the observed variables is R, then R is decomposed by factor analysis
as
R = ΛΦΛ0 + Ψ
Λ is the loading matrix, and Ψ contains the specific variances, for example, the variance specific
to the variable not explained by the factors. The default unrotated form assumes uncorrelated
common factors, Φ = I.
factor loading plot. A factor loading plot produces a scatter plot of the factor loadings after factor
analysis.
factor loadings. Factor loadings are the regression coefficients which multiply the factors to produce
the observed variables in the factor analysis.
factor parsimony. Factor parsimony is an oblique rotation, which maximizes the column simplicity
of the matrix. It is equivalent to a Crawford–Ferguson rotation with κ = 1. Also see oblique
rotation and Crawford–Ferguson rotation.
factor scores. Factor scores are computed after factor analysis. Factor scores are the coordinates of
the original variables, x, in the space of the factors. The two types of scoring are regression
scoring (Thomson 1951) and Bartlett (1937, 1938) scoring.
Using the symbols defined in factor analysis, the formula for regression scoring is
f = Λ0 R−1 x
b
In the case of oblique rotation the formula becomes
f = ΦΛ0 R−1 x
b
The formula for Bartlett scoring is

f = Γ−1 Λ0 Ψ−1 x
b
where
Γ = Λ0 Ψ−1 Λ
Also see factor analysis.

failure event. Survival analysis is really time-to-failure analysis, and the failure event is the event
under analysis. The failure event can be death, heart attack, myopia, or finding employment. Many
authors—including Stata—write as if the failure event can occur only once per subject, but when
we do, we are being sloppy. Survival analysis encompasses repeated failures, and all of Stata’s
survival analysis features can be used with repeated-failure data.
family distribution. See generalized linear response functions.
FCS. See fully conditional specification.
feasible initial value. An initial-value vector is feasible if it corresponds to a state with a positive
posterior probability.
fictional data. Fictional data are data that have no basis in reality even though they might look real;
they are data that are made up for use in examples.
86 Glossary
finite mixture model. A finite mixture model (FMM) is a latent class model in which parameters of
a regression model are allowed to vary across classes. The regression model may have a linear or
generalized linear response function.
finite population correction. Finite population correction (FPC) is an adjustment applied to the variance
of a point estimator because of sampling without replacement, resulting in variance estimates that
are smaller than the variance estimates from comparable with-replacement sampling designs.
FIPS codes. FIPS stands for federal information processing standard. FIPS codes are used for designating
areas of the United States. At the most detailed level is the five-digit FIPS county codes, which
range from 01001 for Autauga County in Alabama to 78030 for St. Thomas Island in the Virgin
Islands. The FIPS county code includes counties, U.S. possessions, and freely associated areas.
The first two digits of the five-digit code are FIPS state codes. The two-digit code covers states,
U.S. possessions, and freely associated areas.
The five-digit code appears in some datasets as the two-digit state code plus a three-digit county
code. The full five-digit code is formed by joining the two-digit and three-digit codes.
first- and second-order latent variables. If a latent variable is measured by other latent variables
only, the latent variable that does the measuring is called first-order latent variable, and the latent
variable being measured is called the second-order latent variable.
first-, second-, and higher-level (latent) variables. Consider a multilevel model of patients within
doctors within hospitals. First-level variables are variables that vary at the observational (patient)
level. Second-level variables vary across doctors but are constant within doctors. Third-level
variables vary across hospitals but are constant within hospitals. This jargon is used whether
variables are latent or not.
Fisher–Irwin’s exact test. See Fisher’s exact test.
Fisher’s exact test. Fisher’s exact test is an exact small-sample test of independence between rows
and columns in a 2 × 2 contingency table. Conditional on the marginal totals, the test statistic
has a hypergeometric distribution under the null hypothesis. See [PSS] power twoproportions and
[R] tabulate twoway.
Fisher’s z test. This is a z test comparing one or two correlations. See [PSS] power onecorrelation
and [PSS] power twocorrelations. Also see Fisher’s z transformation.
Fisher’s z transformation. Fisher’s z transformation applies an inverse hyperbolic tangent transfor-
mation to the sample correlation coefficient. This transformation is useful for testing hypothesis
concerning Pearson’s correlation coefficient. The exact sampling distribution of the correlation
coefficient is complicated, while the transformed statistic is approximately standard normal.
fixed effects. In the context of multilevel mixed-effects models, fixed effects represent effects that
are constant for all groups at any level of nesting. In the ANOVA literature, fixed effects represent
the levels of a factor for which the inference is restricted to only the specific levels observed in
the study. See also fixed-effects model in [XT] Glossary.
fixed-effects model. The fixed-effects model is a model for panel data in which the panel-specific
errors are treated as fixed parameters. These parameters are panel-specific intercepts and therefore
allow the conditional mean of the dependent variable to vary across panels. The linear fixed-
effects estimator is consistent, even if the regressors are correlated with the fixed effects. See also
random-effects model.
fixed-effects parameters. In the Bayesian context, the term “fixed effects” or “fixed-effects parameters”
is a misnomer, because all model parameters are inherently random. We use this term in the context
of Bayesian multilevel models to refer to regression model parameters and to distinguish them from
Glossary 87
the random-effects parameters. You can think of fixed-effects parameters as parameters modeling
population averaged or marginal relationship of the response and the variables of interest.
flong data. See style.
flongsep data. See style.
FMI. See fraction of missing information.
follow-up period or follow-up. The (minimum) follow-up period is the period after the last subject
entered the study until the end of the study. The follow-up defines the phase of a study during
which subjects are under observation and no new subjects enter the study. If T is the total duration
of a study, and R is the accrual period of the study, then follow-up period f is equal to T − R.
Also see accrual period.
follow-up study. See cohort study.
forecast-error variance decomposition. Forecast-error variance decompositions measure the fraction
of the error in forecasting variable i after h periods that is attributable to the orthogonalized shocks
to variable j .
forward operator. The forward operator F denotes the value of a variable at time t + 1. Formally,
F yt = yt+1 , and F 2 yt = F yt+1 = yt+2 .
FPC. See finite population correction.
fraction of missing information. The ratio of information lost due to the missing data to the total
information that would be present if there were no missing data.
An equal FMI test is a test under the assumption that FMIs are equal across parameters.
An unrestricted FMI test is a test without the equal FMI assumption.
fractional polynomial. A polynomial that may include logarithms, noninteger powers, and repeated
powers.
Each time a power repeats in a fractional polynomial of x, it is multiplied by another ln(x).
We write a fractional polynomial in x as
x(p1 ,p2 ,...,pm )0 β
A fractional polynomial in x with powers (−1, 0, 0.5, 3, 3) and coefficients β has the following
form:
x(−1,0,0.5,3,3)0 β = β0 + β1 x−1 + β2 ln(x) + β3 x.5 + β4 x3 + β5 x3 ln(x)
The notation x(−2,3) , for example, means the variable x−2 and the variable x3 .
frailty. In survival analysis, it is often assumed that subjects are alike—homogeneous—except for
their observed differences. The probability that subject j fails at time t may be a function of j ’s
covariates and random chance. Subjects j and k , if they have equal covariate values, are equally
likely to fail.
Frailty relaxes that assumption. The probability that subject j fails at time t becomes a function of
j ’s covariates and j ’s unobserved frailty value, νj . Frailty ν is assumed to be a random variable.
Parametric survival models can be fit even in the presence of such heterogeneity.
Shared frailty refers to the case in which groups of subjects share the same frailty value. For
instance, subjects 1 and 2 may share frailty value ν because they are genetically related. Both
parametric and semiparametric models can be fit under the shared-frailty assumption.
88 Glossary
frequency-domain analysis. Frequency-domain analysis is analysis of time-series data by considering

its frequency properties. The spectral density and distribution functions are key components of
frequency-domain analysis, so it is often called spectral analysis. In Stata, the cumsp and pergram
commands are used to analyze the sample spectral distribution and density functions, respectively.
psdensity estimates the spectral density or the spectral distribution function after estimating the
parameters of a parametric model using arfima, arima, or ucm.
frequentist analysis. Frequentist analysis is a form of statistical analysis where model parameters are
considered to be unknown but fixed constants and the observed data are viewed as a repeatable
random sample. Inference is based on the sampling distribution of the data.
full conditionals. A full conditional is the probability distribution of a random variate conditioned
on all other random variates in a joint probability model. Full conditional distributions are used
in Gibbs sampling.
full Gibbs sampling. See Gibbs sampling, Gibbs sampler.
full joint and conditional normality assumption. See normality assumption, joint and conditional.
full model. In the regression context, a full model is a regression model that includes all covariates
of interest. Also see reduced model.
fully conditional specification. Consider imputation variables X1 , X2 , . . . , Xp . Fully conditional
specification of the prediction equation for Xj includes all variables except Xj ; that is, variables
X−j = (X1 , X2 , . . . , Xj−1 , Xj+1 , . . . , Xp ).
function. The words program and function are used interchangeably. The programs that you write
in Mata are in fact functions. Functions receive arguments and optionally return results.
Examples of functions that are included with Mata are sqrt(), ttail(), and substr(). Such
functions are often referred to as the built-in functions or the library functions. Built-in functions
refer to functions implemented in the C code that implements Mata, and library functions refer to
functions written in the Mata programming language, but many users use the words interchangeably
because how functions are implemented is of little importance. If you have a choice between using
a built-in function and a library function, however, the built-in function will usually execute more
quickly and the library function will be easier to use. Mostly, however, features are implemented
one way or the other and you have no choice.
Also see underscore functions.
For a list of the functions that Mata provides, see [M-4] intro.
future history. Future history is information recorded after a subject is no longer at risk. The word
history is often dropped, and the term becomes simply future. Perhaps the failure event is cardiac
infarction, and you want to know whether the subject died soon in the future, in which case you
might exclude the subject from analysis.
Also see past history.
gain (of a linear filter). The gain of a linear filter scales the spectral density of the unfiltered series
into the spectral density of the filtered series for each frequency. Specifically, at each frequency,
multiplying the spectral density of the unfiltered series by the square of the gain of a linear filter
yields the spectral density of the filtered series. If the gain at a particular frequency is 1, the filtered
and unfiltered spectral densities are the same at that frequency and the corresponding stochastic
cycles are passed through perfectly. If the gain at a particular frequency is 0, the filter removes
all the corresponding stochastic cycles from the unfiltered series.
Glossary 89
gamma regression. Gamma regression is a term for generalized linear response functions that are
family gamma, link log. It is used for continuous, nonnegative, positively skewed data. Gamma
regression is also known as log-gamma regression. See generalized linear response functions.
gaps. Gaps refers to gaps in observation between entry time and exit time; see under observation.
GARCH model. A generalized autoregressive conditional heteroskedasticity (GARCH) model is a re-
gression model in which the conditional variance is modeled as an ARMA process. The GARCH(m, k)
model is
yt = xt β + t
σt2 = γ0 + γ1 2t−1 + · · · + γm 2t−m + δ1 σt−1
2 2
+ · · · + δk σt−k
where the equation for yt represents the conditional mean of the process and σt represents the
conditional variance. See [TS] arch or Hamilton (1994, chap. 21) for details on how the conditional
variance equation can be viewed as an ARMA process. GARCH models are often used because the
ARMA specification often allows the conditional variance to be modeled with fewer parameters
than are required by a pure ARCH model. Many extensions to the basic GARCH model exist; see
[TS] arch for those that are implemented in Stata. See also ARCH model.
Gauss–Hermite quadrature. In the context of generalized linear mixed models, Gauss–Hermite
quadrature is a method of approximating the integral used in the calculation of the log likelihood.
The quadrature locations and weights for individual clusters are fixed during the optimization
process.
In the context of IRT models, Gauss–Hermite quadrature (GHQ) is a method of approximating the
integral used in the calculation of the log likelihood. The quadrature locations and weights for
individuals are fixed during the optimization process.
Gaussian regression. Gaussian regression is another term for linear regression. It is most often used
when referring to generalized linear response functions. In that framework, Gaussian regression is
family Gaussian, link identity. See generalized linear response functions.
general interval-censored data. See case II interval-censored data.
generalized eigenvalues. A scalar, λ, is said to be a generalized eigenvalue of a pair of n × n
square numeric matrices A, B if there is a nonzero column vector x: n × 1 (called a generalized
eigenvector) such that
Ax = λBx (1)
Equation (1) can also be written
(A − λB)x = 0
A nontrivial solution to this system of n linear homogeneous equations exists if and only if
det(A − λB) = 0 (2)
In practice, the generalized eigenvalue problem for the matrix pair (A, B) is usually formulated
as finding a pair of scalars (w, b ) and a nonzero column vector x such that
wAx = bBx
The scalar w/b is a generalized eigenvalue if b is not zero.

90 Glossary
Infinity is a generalized eigenvalue if b is zero or numerically close to zero. This situation may
arise if B is singular.
The Mata functions that compute generalized eigenvalues return them in two complex vectors,
w and b of length n. If b[i] = 0, the ith generalized eigenvalue is infinite, otherwise the ith
generalized eigenvalue is w[i]/b[i].
generalized estimating equations (GEE). The method of generalized estimating equations is used
to fit population-averaged panel-data models. GEE extends the GLM method by allowing the user
to specify a variety of different within-panel correlation structures.
generalized least-squares estimator. A generalized least-squares (GLS) estimator is used to estimate
the parameters of a regression function when the error term is heteroskedastic or autocorrelated.
In the linear case, GLS is sometimes described as “OLS on transformed data” because the GLS
estimator can be implemented by applying an appropriate transformation to the dataset and then
using OLS.
generalized linear mixed-effects model. A generalized linear mixed-effects model is an extension of
a generalized linear model allowing for the inclusion of random deviations (effects).
generalized linear model. The generalized linear model is an estimation framework in which the
user specifies a distributional family for the dependent variable and a link function that relates the
dependent variable to a linear combination of the regressors. The distribution must be a member of
the exponential family of distributions. The generalized linear model encompasses many common
models, including linear, probit, and Poisson regression.
generalized linear response functions. Generalized linear response functions include linear functions
and include functions such as probit, logit, multinomial logit, ordered probit, ordered logit, Poisson,
and more.
These generalized linear functions are described by a link function g(·) and statistical distribution
F . The link function g(·) specifies how the response variable yi is related to a linear equation of
the explanatory variables, xi β, and the family F specifies the distribution of yi :
g{E(yi )} = xi β, yi ∼ F
If we specify that g(·) is the identity function and F is the Gaussian (normal) distribution, then we
have linear regression. If we specify that g(·) is the logit function and F the Bernoulli distribution,
then we have logit (logistic) regression.
In this generalized linear structure, the family may be Gaussian, gamma, Bernoulli, binomial,
Poisson, negative binomial, ordinal, or multinomial. The link function may be the identity, log,
logit, probit, or complementary log-log.
gsem fits models with generalized linear response functions.
generalized method of moments. Generalized method of moments (GMM) is a method used to obtain
fitted parameters. In this documentation, GMM is referred to as ADF, which stands for asymptotic
distribution free and is available for use with sem. Other available methods for use with sem are
ML, QML, ADF, and MLMV.
The SEM moment conditions are cast in terms of second moments, not the first moments used in
many other applications associated with GMM.
generalized partial credit model. The generalized partial credit model (GPCM) is an IRT model for
ordinal responses. The categories within each item vary in their difficulty and share the same
discrimination parameter.
Glossary 91
generalized SEM. Generalized SEM is a term we have coined to mean SEM optionally allowing
generalized linear response functions, multilevel models, or categorical latent variables. gsem fits
generalized SEMs.
geographic units. Geographic units is the generic term for places or areas such as zip-code areas,
census blocks, cities, counties, countries, and the like. The units do not need to be based on
geography. They could be network nodes, for instance. In this manual, we also use the words
places and areas for the geographic units. Also see spatial units.
GHQ. See Gauss–Hermite quadrature.
Gibbs sampling, Gibbs sampler. Gibbs sampling is an MCMC method, according to which each
random variable from a joint probability model is sampled according to its full conditional
distribution.
GIS data. GIS is an acronym for geographic information system. Some of the information in shapefiles
is from such systems.
GLM. See generalized linear model.
GLME model. See generalized linear mixed-effects model.
GLMM. Generalized linear mixed model. See generalized linear mixed-effects model.
global variable. Global variables, also known as external variables and as global external variables,
refer to variables that are common across programs and which programs may access without the
variable being passed as an argument.
The variables you create interactively are global variables. Even so, programs cannot access those
variables without engaging in another step, and global variables can be created without your
creating them interactively.
To access (and create if necessary) global external variables, you declare the variable in the body
of your program:
function myfunction(. . . )
{
external real scalar globalvar
...
}
See Linking to external globals in [M-2] declarations.

There are other ways of creating and accessing global variables, but the declaration method
is recommended. The alternatives are crexternal(), findexternal(), and rmexternal()
documented in [M-5] findexternal( ) and valofexternal() documented in [M-5] valofexternal( ).
GMM. See generalized method of moments.
goodness-of-fit statistic. A goodness-of-fit statistic is a value designed to measure how well the
model reproduces some aspect of the data the model is intended to fit. SEM reproduces the first-
and second-order moments of the data, with an emphasis on the second-order moments, and thus
goodness-of-fit statistics appropriate for use after sem compare the predicted covariance matrix
(and mean vector) with the matrix (and vector) observed in the data.
GPCM. See generalized partial credit model.
graded response model. The graded response model (GRM) is an extension of the two-parameter
logistic model to ordinal responses. The categories within each item vary in their difficulty and
share the same discrimination parameter.
92 Glossary
Granger causality. The variable x is said to Granger-cause variable y if, given the past values of y,
past values of x are useful for predicting y.
Greenhouse–Geisser correction. See nonsphericity correction.
group randomized trial, GRT. See cluster randomized design.
GRM. See graded response model.
gsem. gsem is the Stata command that fits generalized SEMs. Also see sem.
guessing. The guessing parameter incorporates the impact of chance on an observed response. The
parameter lifts the lower asymptote of the item characteristic curve above zero.
GUI. See Builder.
Hadamard matrix. A Hadamard matrix is a square matrix with r rows and columns that has the
property
Hr0 Hr = rIr
where Ir is the identity matrix of order r. Generating a Hadamard matrix with order r = 2p
is easily accomplished. Start with a Hadamard matrix of order 2 (H2 ), and build your Hr by
repeatedly applying Kronecker products with H2 .
hard missing and soft missing. A hard missing value is a value of .a, .b, . . . , .z in m = 0 in an
imputed variable. Hard missing values are not replaced in m > 0.
A soft missing value is a value of . in m = 0 in an imputed variable. If an imputed variable
contains soft missing, then that value is eligible to be imputed, and perhaps is imputed, in m > 0.
Although you can use the terms hard missing and soft missing for passive, regular, and unregistered
variables, it has no special significance in terms of how the missing values are treated.
hashing, hash functions, and hash tables. Hashing refers to a technique for quickly finding information
corresponding to an identifier. The identifier might be a name, a Social Security number, fingerprints,
or anything else on which the information is said to be indexed. The hash function returns a many-
to-one mapping of identifiers onto a dense subrange of the integers. Those integers, called hashes,
are then used to index a hash table. The selected element of the hash table specifies a list
containing identifiers and information. The list is then searched for the particular identifier desired.
The advantage is that rather than searching a single large list, one need only search one of K
smaller lists. For this to be fast, the hash function must be quick to compute and produce roughly
equal frequencies of hashes over the range of identifiers likely to be observed.
hazard, cumulative hazard, and hazard ratio. The hazard or hazard rate at time t, h(t), is the
instantaneous rate of failure at time t conditional on survival until time t. Hazard rates can exceed 1.
Say that the hazard rate were 3. If an individual faced a constant hazard of 3 over a unit interval
and if the failure event could be repeated, the individual would be expected to experience three
failures during the time span.
The cumulative hazard, H(t), is the integral of the hazard function h(t), from 0 (the onset of
risk) to t. It is the total number of failures that would be expected to occur up until time t, if the
failure event could be repeated. The relationship between the cumulative hazard function, H(t),
and the survivor function, S(t), is
S(t) = exp{−H(t)}
H(t) = −ln{S(t)}
Glossary 93
The hazard ratio is the ratio of the hazard function evaluated at two different values of the covariates:
h(t | x)/h(t | x0 ). The hazard ratio is often called the relative hazard, especially when h(t | x0 )
is the baseline hazard function.
hazard contributions. Hazard contributions are the increments of the estimated cumulative hazard
function obtained through either a nonparametric or semiparametric analysis. For these analysis
types, the estimated cumulative hazard is a step function that increases every time a failure occurs.
The hazard contribution for that time is the magnitude of that increase.
Because the time between failures usually varies from failure to failure, hazard contributions do
not directly estimate the hazard. However, one can use the hazard contributions to formulate an
estimate of the hazard function based on the method of smoothing.
Hermitian matrix. Matrix A is Hermitian if it is equal to its conjugate transpose; A = A0 ; see
transpose. This means that each off-diagonal element aij must equal the conjugate of aji , and
that the diagonal elements must be real. The following matrix is Hermitian:

2 4 + 5i
4 − 5i 6
The definition A = A0 is the same as the definition for a symmetric matrix, although usually the
word symmetric is reserved for real matrices and Hermitian, for complex matrices. In this manual,
we use the word symmetric for both; see symmetric matrices.
Hessenberg decomposition. The Hessenberg decomposition of a matrix, A, can be written as
Q0 AQ = H
where H is in upper Hessenberg form and Q is orthogonal if A is real or unitary if A is complex.
See [M-5] hessenbergd( ).
Hessenberg form. A matrix, A, is in upper Hessenberg form if all entries below the first subdiagonal
are zero: Aij = 0 for all i > j + 1.
A matrix, A, is in lower Hessenberg form if all entries above the first superdiagonal are zero:
Aij = 0 for all j > i + 1.
Heywood case or Heywood solution. A Heywood case can appear in factor analysis output; this
indicates that a boundary solution, called a Heywood solution, was produced. The geometric
assumptions underlying the likelihood-ratio test are violated, though the test may be useful if
interpreted cautiously.
hierarchical clustering and hierarchical clustering methods. In hierarchical clustering, the data is
placed into clusters via iterative steps. Contrast to partition clustering. Also see agglomerative
hierarchical clustering methods and divisive hierarchical clustering methods.
hierarchical model. A hierarchical model is one in which successively more narrowly defined groups
are nested within larger groups. For example, in a hierarchical model, patients may be nested
within doctors who are in turn nested within the hospital at which they practice.
higher ASCII. See extended ASCII.
highest posterior density credible interval, HPD credible interval. The highest posterior density
(HPD) credible interval is a type of a credible interval with the highest marginal posterior density.
An HPD interval has the shortest width among all other credible intervals. For some multimodal
marginal distributions, HPD may not exists. See highest posterior density region, HPD region.
highest posterior density region, HPD region. The highest posterior density (HPD) region for model
parameters has the highest marginal posterior probability among all domain regions. Unlike an
HPD credible interval, an HPD region always exist.
94 Glossary
high-pass filter. Time-series filters are designed to pass or block stochastic cycles at specified
frequencies. High-pass filters, such as those implemented in tsfilter bw and tsfilter hp, pass
through stochastic cycles above the cutoff frequency and block all other stochastic cycles.
Holt–Winters smoothing. A set of methods for smoothing time-series data that assume that the value
of a time series at time t can be approximated as the sum of a mean term that drifts over time,
as well as a time trend whose strength also drifts over time. Variations of the basic method allow
for seasonal patterns in data, as well.
Hotelling’s T-squared generalized means test. Hotelling’s T-squared generalized means test is a
multivariate test that reduces to a standard t test if only one variable is specified. It tests whether
one set of means is zero or if two sets of means are equal.
hybrid MH sampling, hybrid MH sampler. A hybrid MH sampler is an MCMC method in which
some blocks of parameters are updated using the MH algorithms and other blocks are updated
using Gibbs sampling.
hybrid model. A hybrid IRT model is a model that performs a single calibration of an instrument
consisting of different response formats.
hyperparameter. In Bayesian analysis, hyperparameter is a parameter of a prior distribution, in
contrast to a model parameter.
hyperprior. In Bayesian analysis, hyperprior is a prior distribution of hyperparameters. See hyper-
parameter.
hypothesis. A hypothesis is a statement about a population parameter of interest.
hypothesis testing, hypothesis test. This method of inference evaluates the validity of a hypothesis
based on a sample from the population. See Hypothesis testing under Remarks and examples in
[PSS] intro.
hypothesized value. See null value.
ICC. See item characteristic curve.
ID variable. An ID variable identifies groups; equal values of an ID variable indicate that the
observations are for the same group. For instance, a stratification ID variable would indicate the
strata to which each observation belongs.
When an ID variable is referred to without modification, it means subjects, and usually this occurs in
multiple-record st data. In multiple-record data, each physical observation in the dataset represents
a time span, and the ID variable ties the separate observations together:
idvar t0 t
1 0 5
1 5 7
ID variables are usually numbered 1, 2, . . . , but that is not required. An ID variable might be
numbered 1, 3, 7, 22, . . . , or −5, −4, . . . , or even 1, 1.1, 1.2, . . . .
identification. Identification refers to the conceptual constraints on parameters of a model that are
required for the model’s remaining parameters to have a unique solution. A model is said to be
unidentified if these constraints are not supplied. These constraints are of two types: substantive
constraints and normalization constraints.
Normalization constraints deal with the problem that one scale works as well as another for each
continuous latent variable in the model. One can think, for instance, of propensity to write software
as being measured on a scale of 0 to 1, 1 to 100, or any other scale. The normalization constraints
Glossary 95
are the constraints necessary to choose one particular scale. The normalization constraints are
provided automatically by sem and gsem by anchoring with unit loadings.
Substantive constraints are the constraints you specify about your model so that it has substantive
content. Usually, these constraints are zero constraints implied by the paths omitted, but they can
include explicit parameter constraints as well. It is easy to write a model that is not identified for
substantive reasons; See [SEM] intro 4.
identified. Identified is a condition required to estimate the parameters of a model. In other words,
only identified parameters can be estimated.
In DSGE models, the parameters are identified when there is a unique parameter vector that
maximizes the likelihood function. For a discussion of identification, see [DSGE] intro 6.
idiosyncratic error term. In longitudinal or panel-data models, the idiosyncratic error term refers to
the observation-specific zero-mean random-error term. It is analogous to the random-error term of
cross-sectional regression analysis.
idistance spatial weighting matrix. An idistance spatial weighting matrix is Sp jargon for an inverse-
distance spatial weighting matrix.
ignorable missing-data mechanism. The missing-data mechanism is said to be ignorable if missing
data are missing at random and the parameters of the data model and the parameters of the
missing-data mechanism are distinct; that is, the joint distribution of the model and the missing-
data parameters can be factorized into two independent marginal distributions of model parameters
and of missing-data parameters.
i.i.d. sampling assumption. See independent and identically distributed sampling assumption.
IIF. See item information function.
imported spatial weighting matrix. An imported spatial weighting matrix is a spatial weighting
matrix created with the spmatrix import command.
improper prior. A prior is said to be improper if it does not integrate to a finite number. Uniform
distributions over unbounded intervals are improper. Improper priors may still yield proper posterior
distributions. When using improper priors, however, one has to make sure that the resulting posterior
distribution is proper for Bayesian inference to be invalid.
impulse–response function. An impulse–response function (IRF) measures the effect of a shock to an
endogenous variable on itself or another endogenous variable. The k th impulse–response function
of variable i on variable j measures the effect on variable j in period t + k in response to a
one-unit shock to variable i in period t, holding everything else constant.
imputed, passive, and regular variables. An imputed variable is a variable that has missing values
and for which you have or will have imputations.
A passive variable is a varying variable that is a function of imputed variables or of other passive
variables. A passive variable will have missing values in m = 0 and varying values for observations
in m > 0.
A regular variable is a variable that is neither imputed nor passive and that has the same values,
whether missing or not, in all m.
Imputed, passive, and regular variables can be registered using the mi register command;
see [MI] mi set. You are required to register imputed variables, and we recommend that you
register passive variables. Regular variables can also be registered. See registered and unregistered
variables.
imputed data. Data in which all missing values are imputed.
96 Glossary
incidence and incidence rate. Incidence is the number of new failures (for example, number of new
cases of a disease) that occur during a specified period in a population at risk (for example, of the
disease).
Incidence rate is incidence divided by the sum of the length of time each individual was exposed
to the risk.
Do not confuse incidence with prevalence. Prevalence is the fraction of a population that has the
disease. Incidence refers to the rate at which people contract a disease, whereas prevalence is the
total number actually sick at a given time.
incidence studies, longitudinal studies, and follow-up studies. Whichever word is used, these studies
monitor a population for a time to track the transition of noncases into cases. Incidence studies
are prospective. Also see cohort studies.
incomplete observations. See complete and incomplete observations.
independent a posteriori. Parameters are considered independent a posteriori if their marginal
posterior distributions are independent; that is, their joint posterior distribution is the product of
their individual marginal posterior distributions.
independent a priori. Parameters are considered independent a priori if their prior distributions are
independent; that is, their joint prior distribution is the product of their individual marginal prior
distributions.
independent and identically distributed. A series of observations is independent and identically
distributed (i.i.d.) if each observation is an independent realization from the same underlying
distribution. In some contexts, the definition is relaxed to mean only that the observations are
independent and have identical means and variances; see Davidson and MacKinnon (1993, 42).
independent and identically distributed sampling assumption. The independent and identically
distributed (i.i.d.) sampling assumption specifies that each observation is unrelated to (independent
of) all the other observations and that each observation is a draw from the same (identical)
distribution.
indicator variables, indicators. The term “indicator variable” has two meanings. An indicator variable
is a 0/1 variable that contains whether something is true. The other usage is as a synonym for
measurement variables.
indirect effects. See direct, indirect, and total effects.
individual-level design. Individual-level design is a classical randomized design in which individual
subjects or observations are sampled; thus they represent both units of randomization and units of
analysis. In contrast, see cluster randomized design.
individual-level treatment effect. An individual-level treatment effect is the difference in an individ-
ual’s outcome that would occur because this individual is given one treatment instead of another. In
other words, an individual-level treatment effect is the difference between two potential outcomes
for an individual.
For example, the blood pressure an individual would obtain after taking a pill minus the blood
pressure an individual would obtain had that person not taken the pill is the individual-level
treatment effect of the pill on blood pressure.
ineligible missing value. An ineligible missing value is a missing value in a to-be-imputed variable
that is due to inability to calculate a result rather than an underlying value being unobserved. For
instance, assume that variable income had some missing values and so you wish to impute it.
Because income is skewed, you decide to impute the log of income, and you begin by typing
. generate lnincome = log(income)
Glossary 97
If income contained any zero values, the corresponding missing values in lnincome would be
ineligible missing values. To ensure that values are subsequently imputed correctly, it is of vital
importance that any ineligible missing values be recorded as hard missing. You would do that by
typing
. replace lnincome = .a if lnincome==. & income!=.
As an aside, if after imputing lnincome using mi impute (see [MI] mi impute), you wanted to
fill in income, income surprisingly would be a passive variable because lnincome is the imputed
variable and income would be derived from it. You would type
. mi register passive income
. mi passive: replace income = cond(lnincome==.a, 0, exp(lnincome))
In general, you should avoid using transformations that produce ineligible missing values to avoid
the loss of information contained in other variables in the corresponding observations. For example,
in the above, for zero values of income we could have assigned the log of income, lnincome,
to be the smallest value that can be stored as double, because the logarithm of zero is negative
infinity:
. generate lnincome = cond(income==0, mindouble(), log(income))
This way, all observations for which income==0 will be used in the imputation model for lnincome.
inertia. In CA, the inertia is related to the definition in applied mathematics of “moment of inertia”,
which is the integral of the mass times the squared distance to the centroid. Inertia is defined as
the total Pearson chi-squared for the two-way table divided by the total number of observations
or the sum of the squared singular values found in the singular value decomposition.
1 2 X 2
total inertia = χ = λk
n
k
In MCA, the inertia is defined analogously. In the case of the indicator or Burt matrix approach,
it is given by the formula
X
q (J − q)
total inertia = φ2t −
q−1 q2
where q is the number of active variables, J is the number of categories and φt is the tth
(unadjusted) eigenvalue of the eigen decomposition. In JCA the total inertia of the modified Burt
matrix is defined as the sum of the inertias of the off-diagonal blocks. Also see correspondence
analysis and multiple correspondence analysis.
information. Precision with which an item or an instrument measures the latent trait; also see item
information function and test information function.
informative missingness. See missingness.
informative prior. An informative prior is a prior distribution that has substantial influence on the
posterior distribution.
initial values. Initial values specify the starting place for the iterative maximization algorithm used
by DSGE. Also see starting values.
instance and realization. Instance and realization are synonyms for variable, as in Mata variable.
For instance, consider a real scalar variable X. One can equally well say that X is an instance
of a real scalar or a realization of a real scalar. Authors represent a variable this way when they
98 Glossary
wish to emphasize that X is not representative of all real scalars but is just one of many real
scalars. Instance is often used with structures and classes when the writer wishes to emphasize
the difference between the values contained in the variable and the definition of the structure or
the class. It is confusing to say that V is a class C, even though it is commonly said, because
the reader might confuse the definition of C with the specific values contained in V. Thus careful
authors say that V is an instance of class C.
instrument. A collection of items, usually called a test, a survey, or a questionnaire.
instrumental variables. Instrumental variables are exogenous variables that are correlated with one
or more of the endogenous variables in a structural model. The term instrumental variable is often
reserved for those exogenous variables that are not included as regressors in the model.
instrumental-variables (IV) estimator. An instrumental variables estimator uses instrumental variables
to produce consistent parameter estimates in models that contain endogenous variables. IV estimators
can also be used to control for measurement error.
integrated process. A nonstationary process is integrated of order d, written I(d), if the process must
be differenced d times to produce a stationary series. An I(1) process yt is one in which ∆yt is
stationary.
interaction effects. Interaction effects measure the dependence of the effects of one factor on the
levels of the other factor. Mathematically, they can be defined as the differences among treatment
means that are left after main effects are removed from these differences.
intercept. An intercept for the equation of endogenous variable y , observed or latent, is the path
coefficient from cons to y . cons is Stata-speak for the built-in variable containing 1 in all
observations. In SEM-speak, cons is an observed exogenous variable.
interval data. Interval data are data in which the true value of the dependent variable is not observed.
Instead, all that is known is that the value lies within a given interval.
interval hypothesis testing. Interval hypothesis testing performs interval hypothesis tests for model
parameters and functions of model parameters.
interval measurement. Interval measurement is a synonym for interval-censoring. See censoring.
interval variable. An interval variable is actually a pair of variables that record the lower and upper
bounds for a variable whose precise values are unobserved. ylb and yub might record such values
for a variable y . Then it is known that, for each observation i, ylbi ≤ y ≤ yubi . ERM estimation
command eintreg fits such models. Also see censoring.
interval test. In Bayesian analysis, an interval test applied to a scalar model parameter calculates the
marginal posterior probability for the parameter to belong to the specified interval.
interval-censored data. See case I interval-censored data or current status data and case II interval-
censored data of general interval-censored data.
interval-censoring. See censoring.
intraclass correlation. In the context of mixed-effects models, intraclass correlation refers to the
correlation for pairs of responses at each nested level of the model. In the context of power and
sample-size analysis, intraclass correlation measures the dependence of observations in the same
group or cluster.
invariance. When an IRT model fits the data exactly in the population, then the estimated item
parameters should be the same, within sampling error, regardless of what sample the data were
derived from, and the estimated person latent traits should be the same regardless of what items
they are based on.
Glossary 99
inverse-distance spatial weighting matrix. An inverse-distance spatial weighting matrix is a matrix

in which the elements Wi,j before normalization contain the reciprocal of the distance between
places j and i. The term is also used for inverse-distance matrices in which places farther apart
than a specified distance are set to 0.
inverse-probability-weighted estimators. Inverse-probability-weighted (IPW) estimators use weighted
averages of the observed outcome variable to estimate the potential-outcome means. The weights
are the reciprocals of the treatment probabilities estimated by a treatment model.
inverse-probability-weighted regression-adjustment estimators.
Inverse-probability-weighted regression-adjustment (IPWRA) estimators use the reciprocals of the
estimated treatment probability as weights to estimate missing-data-corrected regression coefficients
that are subsequently used to compute the potential-outcome means.
IPW estimators. See inverse-probability-weighted estimators.
IPWRA estimators. See inverse-probability-weighted regression-adjustment estimators.
IRT. See item response theory.
istmt. An istmt is an interactive statement, a statement typed at Mata’s colon prompt.
item. An item is a single question or task on a test or an instrument.
item characteristic curve. An item characteristic curve (ICC) expresses the probability for a given
response to a binary item as a function of the latent trait.
item information function. An item information function (IIF) indicates the precision of an item
along the latent trait continuum.
item location. Location of an item on the difficulty scale.
item response function. See item characteristic curve.
item response theory. Item response theory (IRT) is a theoretical framework organized around the
concept of the latent trait. IRT encompasses a set of models and associated statistical procedures
that relate observed responses on an instrument to a person’s level of the latent trait.
iterated principal-factor method. The iterated principal-factor method is a method for performing
h2i are estimated iteratively from the loadings in Λ
factor analysis in which the communalities b b
using
m
X
h2i =
b b2
λ ij
j=1
Also see factor analysis and communality.

J × 2 contingency table. A J × 2 contingency table is used to describe the association between an
ordinal independent variable with J levels and a binary response variable of interest.
J(r, c, value). J() is the function that returns an r × c matrix with all elements set to value;
see [M-5] J( ). Also, J() is often used in the documentation to describe the various types of
void matrices; see void matrix. Thus the documentation might say that such-and-such returns
J(0, 0, .) under certain conditions. That is another way of saying that such-and-such returns a
0 × 0 real matrix.
When r or c is 0, there are no elements to be filled in with value, but even so, value is used
to determine the type of the matrix. Thus J(0, 0, 1i) refers to a 0 × 0 complex matrix,
J(0, 0, "") refers to a 0 × 0 string matrix, and J(0, 0, NULL) refers to a 0 × 0 pointer
matrix.
100 Glossary
In the documentation, J() is used for more than describing 0 × 0 matrices. Sometimes, the
matrices being described are r × 0 or are 0 × c. Say that a function example(X) is supposed
to return a column vector; perhaps it returns the last column of X. Now say that X is 0 × 0.
Function example() still should return a column vector, and so it returns a 0 × 1 matrix. This
would be documented by noting that example() returns J(0, 1, .) when X is 0 × 0.
jackknife. The jackknife is a data-dependent way to estimate the variance of a statistic, such as a
mean, ratio, or regression coefficient. Unlike BRR, the jackknife can be applied to practically any
survey design. The jackknife variance estimator is described in [SVY] variance estimation.
jackknife, vce(jackknife). The jackknife is a replication method for obtaining variance estimates.
Consider an estimation method E for estimating θ. Let θb be the result of applying E to dataset
D containing N observations. The jackknife is a way of obtaining variance estimates for θb from
repeated estimates θb1 , θb2 , . . . , θbN , where each θbi is the result of applying E to D with observation
i removed. See [SEM] sem option method( ) and [R] jackknife.
vce(jackknife) is allowed with sem but not gsem. You can obtain jackknife results by prefixing
the gsem command with jackknife:, but remember to specify jackknife’s cluster() and
idcluster() options if you are fitting a multilevel model. See [SEM] intro 9.
jackknifed standard error. See Monte Carlo error.
JCA. An acronym for joint correspondence analysis; see multiple correspondence analysis.
Jeffreys prior. The Jeffreys prior of a vector of model parameters θ is proportional to the square
root of the determinant of its Fisher information matrix I(θ). Jeffreys priors are locally uniform
and, by definition, agree with the likelihood function. Jeffreys priors are considered noninformative
priors that have minimal impact on the posterior distribution.
joint correspondence analysis. See multiple correspondence analysis.
joint normality assumption. See normality assumption, joint and conditional.
Kaiser–Meyer–Olkin measure of sampling adequacy. The Kaiser–Meyer–Olkin (KMO) measure
of sampling adequacy takes values between 0 and 1, with small values meaning that the variables
have too little in common to warrant a factor analysis or PCA. Historically, the following labels
have been given to values of KMO (Kaiser 1974):
0.00 to 0.49 unacceptable
0.50 to 0.59 miserable
0.60 to 0.69 mediocre
0.70 to 0.79 middling
0.80 to 0.89 meritorious
0.90 to 1.00 marvelous
Kalman filter. The Kalman filter is a recursive procedure for predicting the state vector in a state-space
model.
Kaplan–Meier product-limit estimate. This is an estimate of the survivor function, which is the
product of conditional survival to each time at which an event occurs. The simple form of the
calculation, which requires tallying the number at risk and the number who die and at each time,
makes accounting for censoring easy. The resulting estimate is a step function with jumps at the
event times.
Kenward–Roger denominator degrees of freedom (DDF) method. This method implements the
Kenward and Roger (1997) method, which is designed to approximate unknown sampling distri-
butions of test statistics for complex linear mixed-effects models. This method is supported only
with restricted maximum-likelihood estimation.
Glossary 101
kmeans. Kmeans is a method for performing partition cluster analysis. The user specifies the number
of clusters, k , to create using an iterative process. Each observation is assigned to the group whose
mean is closest, and then based on that categorization, new group means are determined. These
steps continue until no observations change groups. The algorithm begins with k seed values,
which act as the k group means. There are many ways to specify the beginning seed values. Also
see partition clustering.
kmedians. Kmedians is a variation of kmeans. The same process is performed, except that medians
instead of means are computed to represent the group centers at each step. Also see kmeans and
partition clustering.
KMO. See Kaiser–Meyer–Olkin measure of sampling adequacy.
KNN. See kth nearest neighbor.
Kruskal stress. The Kruskal stress measure (Kruskal 1964; Cox and Cox 2001, 63) used in MDS is
given by
(P )1/2
b )2
(Eij − D
Kruskal(D,
b E) = P 2 ij
Eij
where Dij is the dissimilarity between objects i and j , 1 ≤ i, j ≤ n, and D b ij is the disparity,
that is, the transformed dissimilarity, and Eij is the Euclidean distance between rows i and j of
the matching configuration. Kruskal stress is an example of a loss function in modern MDS. After
classical MDS, estat stress gives the Kruskal stress. Also see classical scaling, multidimensional
scaling, and stress.
kth nearest neighbor. k th-nearest-neighbor (KNN) discriminant analysis is a nonparametric discrimi-
nation method based on the k nearest neighbors of each observation. Both continuous and binary
data can be handled through the different similarity and dissimilarity measures. KNN analysis can
distinguish irregular-shaped groups, including groups with multiple modes. Also see discriminant
analysis and nonparametric methods.
lag operator. The lag operator L denotes the value of a variable at time t − 1. Formally, Lyt = yt−1 ,
and L2 yt = Lyt−1 = yt−2 .
Lagrange multiplier test. Synonym for score test.
lags. See spatial lags.
LAPACK LAPACK stands for Linear Algebra PACKage and forms the basis for many of Mata’s linear
algebra capabilities; see [M-1] LAPACK.
Laplacian approximation. Laplacian approximation is a technique used to approximate definite
integrals without resorting to quadrature methods. In the context of mixed-effects models, Laplacian
approximation is as a rule faster than quadrature methods at the cost of producing biased parameter
estimates of variance components.
latent class analysis. Latent class analysis is useful for identifying and understanding unobserved
groups in a population. When performing a latent class analysis, we fit models that include a
categorical latent variable with levels called latent classes that correspond to the unobserved
groups. In latent class analysis, we can compare models with differing numbers of latent classes
and different sets of constraints on parameters to determine the best-fitting model. For a given
model, we can compare parameter estimates across classes. We can estimate the proportion of the
population in each latent class. And we can predict the probabilities that the individuals in our
sample belong to each latent class.
latent class model. Any model with a categorical latent variable that is fit as part of a latent
class analysis. In some literature, latent class models are more narrowly defined to include only
102 Glossary
categorical latent variables and the binary or categorical observed variables that are indicators of
class membership, but we do not make such a restriction. See [SEM] intro 5.
latent cluster model. A type of latent class model with continuous observed outcomes.
latent growth model. A latent growth model is a kind of measurement model in which the observed
values are collected over time and are allowed to follow a trend. See [SEM] intro 5.
latent profile model. A type of latent class model with continuous observed outcomes.
latent space. Number of latent traits that are measured by an instrument. All IRT models described
in this manual assume a unidimensional latent space or, in other words, that a single latent trait
explains the response pattern.
latent trait. A variable or construct that cannot be directly observed.
latent variable. A variable is latent if it is not observed. A variable is latent if it is not in your dataset
but you wish it were. You wish you had a variable recording the propensity to commit violent
crime, or socioeconomic status, or happiness, or true ability, or even income accurately recorded.
Latent variables are sometimes described as imagined variables.
In the software, latent variables are usually indicated by having at least their first letter capitalized.
Also see continuous latent variable, categorical latent variable, first- and second-order latent
variables, first-, second-, and higher-level (latent) variables, and observed variables.
latitude and longitude. See coordinate system.
lattice data. Lattice data are a kind of area data. In lattice data, all places are vertices appearing on
a grid. SAR models are appropriate for lattice data and areal data.
Lawley–Hotelling trace. The Lawley–Hotelling trace is a test statistic for the hypothesis test H0 :
µ1 = µ2 = · · · = µk based on the eigenvalues λ1 , λ2 , . . . , λs of E−1 H. It is defined as
s
X
U (s) = trace(E−1 H) = λi
i=1
where H is the between matrix and E is the within matrix, see between matrix.
LDA. See linear discriminant analysis.
leave one out. In discriminant analysis, classification of an observation while leaving it out of the
estimation sample is done to check the robustness of the analysis; thus the phrase “leave one out”
(LOO). Also see discriminant analysis.
left eigenvectors. A vector x: n × 1 is said to be a left eigenvector of square matrix A: n × n if there
is a nonzero scalar, λ, such that
xA = λx
left-censoring. See censored, censoring, left-censoring, and right-censoring.

left-hand-side (LHS) variable. A left-hand-side variable is a another word for dependent variable.
left-truncation. See truncation, left-truncation, and right-truncation.
life table. Also known as a mortality table or actuarial table, a life table is a table that shows for
each analysis time the fraction that survive to that time. In mortality tables, analysis time is often
age.
likelihood displacement value. A likelihood displacement value is an influence measure of the effect
of deleting a subject on the overall coefficient vector. Also see partial likelihood displacement
value.
Glossary 103
likelihood-ratio test. The likelihood-ratio (LR) test is one of the three classical testing procedures used
to compare the fit of two models, one of which, the constrained model, is nested within the full
(unconstrained) model. Under the null hypothesis, the constrained model fits the data as well as the
full model. The LR test requires one to determine the maximal value of the log-likelihood function
for both the constrained and the full models. See [PSS] power twoproportions and [R] lrtest.
linear discriminant analysis. Linear discriminant analysis (LDA) is a parametric form of discriminant
analysis. In Fisher’s (1936) approach to LDA, linear combinations of the discriminating variables
provide maximal separation between the groups. The Mahalanobis (1936) formulation of LDA
assumes that the observations come from multivariate normal distributions with equal covariance
matrices. Also see discriminant analysis and parametric methods.
linear filter. A linear filter is a sequence of weights used to compute a weighted average of a time
series at each time period. More formally, a linear filter α(L) is
∞
X
2
α(L) = α0 + α1 L + α2 L + · · · = ατ Lτ
τ =0
where L is the lag operator. Applying the linear filter α(L) to the time series xt yields a sequence
of weighted averages of xt :
X∞
α(L)xt = ατ Lτ xt−τ
τ =0
linear mixed model. See linear mixed-effects model.

linear mixed-effects model. A linear mixed-effects model is an extension of a linear model allowing
for the inclusion of random deviations (effects).
linear regression. Linear regression is a kind of SEM in which there is a single equation. See
[SEM] intro 5.
linearization. Linearization is short for Taylor linearization. Also known as the delta method or
the Huber/White/robust sandwich variance estimator, linearization is a method for deriving an
approximation to the variance of a point estimator, such as a ratio or regression coefficient. The
linearized variance estimator is described in [SVY] variance estimation.
linearized model. A linearized model is an approximation to a model that is nonlinear in the variables
and nonlinear in the parameters. The approximation is linear in variables but potentially nonlinear
in the parameters.
link function. See generalized linear response functions.
linkage. In cluster analysis, the linkage refers to the measure of proximity between groups or clusters.
listwise deletion, casewise deletion. Omitting from analysis observations containing missing values.
LMAX value. An LMAX value is an influence measure of the effect of deleting a subject on the
overall coefficient vector and is based on an eigensystem analysis of efficient score residuals. Also
see partial LMAX value.
LME model. See linear mixed-effects model.
loading. A loading is a coefficient or weight in a linear transformation. Loadings play an impor-
tant role in many multivariate techniques, including factor analysis, PCA, MANOVA, LDA, and
canonical correlations. In some settings, the loadings are of primary interest and are examined
for interpretability. For many multivariate techniques, loadings are based on an eigenanalysis of a
correlation or covariance matrix. Also see eigenvalues and eigenvector.
104 Glossary
loading plot. A loading plot is a scatter plot of the loadings after LDA, factor analysis or PCA.
local independence. See conditional independence.
locale. A locale is a code that identifies a community with a certain set of rules for how their language
should be written. A locale can refer to something as general as an entire language (for example,
“en” for English) or something as specific as a language in a particular country (for example,
“en HK” for English in Hong Kong).
A locale specifies a set of rules that govern how the language should be written. Stata uses locales
to determine how certain language-specific operations are carried out. For more information, see
[U] 12.4.2.4 Locales in Unicode.
logistic discriminant analysis. Logistic discriminant analysis is a form of discriminant analysis based
on the assumption that the likelihood ratios of the groups have an exponential form. Multinomial
logistic regression provides the basis for logistic discriminant analysis. Because multinomial logistic
regression can handle binary and continuous regressors, logistic discriminant analysis is also
appropriate for binary and continuous discriminating variables. Also see discriminant analysis.
logit regression. Logit regression is a term for generalized linear response functions that are family
Bernoulli, link logit. It is used for binary outcome data. Logit regression is also known as logistic
regression and also simply as logit. See generalized linear response functions.
longitudinal data. Longitudinal data is another term for panel data. See also panel data.
long-memory process. A long-memory process is a stationary process whose autocorrelations decay
at a slower rate than a short-memory process. ARFIMA models are typically used to represent
long-memory processes, and ARMA models are typically used to represent short-memory processes.
LOO. See leave one out.
loss. Modern MDS is performed by minimizing a loss function, also called a loss criterion. The loss
quantifies the difference between the disparities and the Euclidean distances.
Loss functions include Kruskal’s stress and its square, both normalized with either disparities or
distances, the strain criterion which is equivalent to classical metric scaling when the disparities
equal the dissimilarities, and the Sammon (1969) mapping criterion which is the sum of the
scaled, squared differences between the distances and the disparities, normalized by the sum of
the disparities.
Also see multidimensional scaling, Kruskal stress, classical scaling, and disparity.
loss to follow-up. Subjects are lost to follow-up if they do not complete the course of the study for
reasons unrelated to the event of interest. For example, loss to follow-up occurs if subjects move
to a different area or decide to no longer participate in a study. Loss to follow-up should not be
confused with administrative censoring. If subjects are lost to follow-up, the information about
the outcome these subjects would have experienced at the end of the study, had they completed
the study, is unavailable. Also see withdrawal, administrative censoring, and follow-up period or
follow-up.
lost due to follow up. Lost due to follow up refers to patients who are actively participating in a
clinical trial but have been lost later. The statistical fear is that they are lost for reasons correlated
with how well the experimental treatment was working for them.
lower ASCII. See plain ASCII.
lower asymptote. See guessing.
lower one-sided test, lower one-tailed test. A lower one-sided test is a one-sided test of a scalar
parameter in which the alternative hypothesis is lower one sided, meaning that the alternative
Glossary 105
hypothesis states that the parameter is less than the value conjectured under the null hypothesis.
Also see One-sided test versus two-sided test under Remarks and examples in [PSS] intro.
lval. lval stands for left-hand-side value and is defined as the property of being able to appear on the
left-hand side of an equal-assignment operator. Matrices are lvals in Mata, and thus
X = ...
is valid. Functions are not lvals; thus, you cannot code
substr(mystr,1,3) = "abc"
lvals would be easy to describe except that pointers can also be lvals. Few people ever use pointers.
See [M-2] op assignment for a complete definition.
M, m. M is the number of imputations. m refers to a particular imputation, m = 1, 2, . . . , M . In
mi, m = 0 is used to refer to the original data, the data containing the missing values. Thus mi
data in effect contain M + 1 datasets, corresponding to m = 0, m = 1, . . . , and m = M .
machine precision. See epsilon(1), etc.
Mahalanobis distance. The Mahalanobis distance measure is a scale-invariant way of measuring
distance. It takes into account the correlations of the dataset.
Mahalanobis transformation. The Mahalanobis transformation takes a Cholesky factorization of the
inverse of the covariance matrix S−1 in the formula for Mahalanobis distance and uses it to
transform the data. If we have the Cholesky factorization S−1 = L0 L, then the Mahalanobis
transformation of x is z = Lx, and z0 z = DM
2
(x).
main effects. These are average, additive effects that are associated with each level of each factor.
For example, the main effect of level j of a factor is the difference between the mean of all
observations on the outcome of interest at level j and the grand mean.
main equation. The main equation in an ERM is the first equation specified, the equation appearing
directly after the eregress, eintreg, eprobit, or eoprobit command. The purpose of ERMs is to
produce valid estimates of the coefficients in the main equation, meaning the structural coefficients,
in the presence of complications such as endogeneity, selection, or treatment assignment.
MANCOVA. MANCOVA is multivariate analysis of covariance. See multivariate analysis of variance.
manifest variables. Synonym for observed variables.
MANOVA. multivariate analysis of variance.
Mantel–Haenszel test. The Mantel–Haenszel test evaluates whether the overall degree of association
in stratified 2 × 2 tables is significant assuming that the exposure effect is the same across strata.
See [PSS] power cmh.
MAR. See missing at random.
marginal distribution. In Bayesian context, a distribution of the data after integrating out parameters
from the joint distribution of the parameters and the data.
marginal homogeneity. Marginal homogeneity refers to the equality of one or more row marginal
proportions with the corresponding column proportions. Also see Introduction under Remarks and
marginal likelihood. In the context of Bayesian model comparison, a marginalized
R over model param-
eters θ likelihood of data y for a given model M , P (y|M ) = m(y) = P (y|θ, M )P (θ|M )dθ.
Also see Bayes factor.
marginal posterior distribution. In Bayesian context, a marginal posterior distribution is a distribution
resulting from integrating out all but one parameter from the joint posterior distribution.
106 Glossary
marginal proportion. This represents a ratio of the number of observations in a row or column
of a contingency table relative to the total number of observations. Also see Introduction under
Remarks and examples in [PSS] power pairedproportions.
Markov chain. Markov chain is a random process that generates sequences of random vectors (or
states) and satisfies the Markov property: the next state depends only on the current state and not
on any of the previous states. MCMC is the most common methodology for simulating Markov
chains.
mass. In CA and MCA, the mass is the marginal probability. The sum of the mass over the active row
or column categories equals 1.
.mata file. By convention, we store the Mata source code for function function() in file function.mata;
see [M-1] source.
matched case–control study. Also known as a retrospective study, a matched case–control study is
a study in which persons with positive outcomes are each matched with one or more persons with
negative outcomes but with similar characteristics.
matched study. In a matched study, an observation from one group is matched to one or more
observations from another group with respect to one or more characteristics of interest. When
multiple matches occur, the study design is 1 : M , where M is the number of matches. Also see
paired data, also known as 1 : 1 matched data.
matching coefficient. The matching similarity coefficient is used to compare two binary variables. If
a is the number of observations that both have value 1, and d is the number of observations that
both have value 0, and b, c are the number of (1, 0) and (0, 1) observations, respectively, then the
matching coefficient is given by
a+d
a+b+c+d
Also see similarity measure.
matching configuration. In MDS, the matching configuration is the low dimensional configuration
whose distances approximate the high-dimensional dissimilarities or disparities. Also see multidi-
mensional scaling, dissimilarity, and disparity.
matching configuration plot. After MDS, this is a scatter plot of the matching configuration.
matching estimator. An estimator that compares differences between the outcomes of similar—that is,
matched—individuals. Each individual that receives a treatment is matched to a similar individual
that does not get the treatment, and the difference in their outcomes is used to estimate the
individual-level treatment effect. Likewise, each individual that does not receive a treatment is
matched to a similar individual that does get the treatment, and the difference in their outcomes
is used to estimate the individual-level treatment effect.
matrix. The most general organization of data, containing r rows and c columns. Vectors, column
vectors, row vectors, and scalars are special cases of matrices.
matrix model parameter. A matrix model parameter is any model parameter that is a matrix. Matrix
elements, however, are viewed as scalar model parameters.
Matrix model parameters are defined and referred to within the bayesmh command as
{param,matrix} or {eqname:param,matrix} with the equation name eqname. For example,
{Sigma, matrix} and {Scale:Omega, matrix} are matrix model parameters. Individual matrix
elements cannot be referred to within the bayesmh command, but they can be referred within postes-
timation commands accepting parameters. For example, to refer to the individual elements of the de-
fined above, say, 2 × 2 matrices, use {Sigma 1 1}, {Sigma 2 1}, {Sigma 1 2}, {Sigma 2 2}
Glossary 107
and {Scale:Omega 1 1}, {Scale:Omega 2 1}, {Scale:Omega 1 2}, {Scale:Omega 2 2},

respectively. See [BAYES] bayesmh.
matrix parameter. See matrix model parameter.
maximum likelihood factor method. The maximum likelihood factor method is a method for per-
forming factor analysis that assumes multivariate normal observations. It maximizes the determinant
of the partial correlation matrix; thus, this solution is also meaningful as a descriptive method for
nonnormal data. Also see factor analysis.
MCA. See multiple correspondence analysis.
MCAGHQ. See mode-curvature adaptive Gauss–Hermite quadrature.
MCAR. See missing completely at random.
MCE. See Monte Carlo error.
MCMC, Markov chain Monte Carlo. MCMC is a class of simulation-based methods for generating
samples from probability distributions. Any MCMC algorithm simulates a Markov chain with a
target distribution as its stationary or equilibrium distribution. The precision of MCMC algorithms
increases with the number of iterations. The lack of a stopping rule and convergence rule, however,
makes it difficult to determine for how long to run MCMC. The time needed to converge to the
target distribution within a prespecified error is referred to as mixing time. Better MCMC algorithms
have faster mixing times. Some of the popular MCMC algorithms are random-walk Metropolis,
Metropolis–Hastings, and Gibbs sampling.
MCMC sample. An MCMC sample is obtained from MCMC sampling. An MCMC sample approximates
a target distribution and is used for summarizing this distribution.
MCMC sample size. MCMC sample size is the size of the MCMC sample. It is specified in bayesmh’s
option mcmcsize(); see [BAYES] bayesmh.
MCMC sampling, MCMC sampler. MCMC sampling is an MCMC algorithm that generates samples
from a target probability distribution.
MCMC standard error, MCSE MCSE is the standard error of the posterior mean estimate. It is
defined as the standard deviation divided by the square root of ESS. MCSEs are analogs of standard
errors in frequentist statistics and measure the accuracy of the simulated MCMC sample.
McNemar’s test. McNemar’s test is a test used to compare two dependent binary populations. The
null hypothesis is formulated in the context of a 2 × 2 contingency table as a hypothesis of marginal
homogeneity. See [PSS] power pairedproportions and the mcc command in [R] epitab.
MDES. See minimum detectable effect size.
MDS. See multidimensional scaling.
MDS configuration plot. See configuration plot.
mean contrasts. See contrasts.
mean–variance adaptive Gauss–Hermite quadrature. In the context of generalized linear mixed
models, mean–variance adaptive Gauss–Hermite quadrature is a method of approximating the
individual clusters are updated during the optimization process by using the posterior mean and
the posterior standard deviation.
In the context of IRT models, mean–variance adaptive Gauss–Hermite quadrature (MVAGHQ) is a
method of approximating the integral used in the calculation of the log likelihood. The quadrature
locations and weights for individuals are updated during the optimization process by using the
posterior mean and the posterior standard deviation.
108 Glossary
measure. A measure is a quantity representing the proximity between objects or method for determining
the proximity between objects. Also see proximity.
measurement, x a measurement of X, x measures X. See measurement variables.
measurement error, measured with error. A variable measured with error has recorded value equal
to x + , where x is the true value. The error is presumably uncorrelated with all other errors in
the model. In that case, fitted coefficients will be biased toward zero. See [ERM] intro 3.
measurement models, measurement component. A measurement model is a particular kind of
model that deals with the problem of translating observed values to values suitable for modeling.
Measurement models are often combined with structural models and then the measurement model
part is referred to as the measurement component. See [SEM] intro 5.
measurement variables, measure, measurement, x a measurement of X, x measures X. Observed
variable x is a measurement of latent variable X if there is a path connecting x ← X . Measurement
variables are modeled by measurement models. Measurement variables are also called indicator
variables.
median-linkage clustering. Median-linkage clustering is a hierarchical clustering method that uses
the distance between the medians of two groups to determine the similarity or dissimilarity of the
two groups. Also see cluster analysis and agglomerative hierarchical clustering methods.
MEFF and MEFT. MEFF and MEFT are misspecification effects. Misspecification effects compare
the variance estimate from a given survey dataset with the variance from a misspecified model. In
Stata, the misspecified model is fit without weighting, clustering, or stratification.
MEFF is the ratio of two variance estimates. The design-based variance is in the numerator; the
misspecified variance is in the denominator.
MEFT is the ratio of two standard-error estimates. The design-based standard error is in the
numerator; the misspecified standard error is in the denominator. MEFT is the square root of MEFF.
method. Method is just an English word and should be read in context. Nonetheless, method is used
here usually to refer to the method used to solve for the fitted parameters of an SEM. Those
methods are ML, QML, MLMV, and ADF. Also see technique.
metric scaling. Metric scaling is a type of MDS, in which the dissimilarities are transformed to
disparities via a class of known functions. This is contrasted to nonmetric scaling. Also see
multidimensional scaling.
Metropolis–Hastings (MH) sampling, MH sampler. A Metropolis–Hastings (MH) sampler is an
MCMC method for simulating probability distributions. According to this method, at each step
of the Markov chain, a new proposal state is generated from the current state according to a
prespecified proposal distribution. Based on the current and new state, an acceptance probability
is calculated and then used to accept or reject the proposed state. Important characteristics of MH
sampling is the acceptance rate and mixing time. The MH algorithm is very general and can be
applied to an arbitrary target distribution. However, its efficiency is limited, in terms of mixing
time, and decreases as the dimension of the target distribution increases. Gibbs sampling, when
available, can provide much more efficient sampling than MH sampling.
mi data. Any data that have been mi set (see [MI] mi set), whether directly by mi set or indirectly
by mi import (see [MI] mi import). The mi data might have no imputations (have M = 0) and
no imputed variables, at least yet, or they might have M > 0 and no imputed variables, or vice
versa. An mi dataset might have M > 0 and imputed variables, but the missing values have not
yet been replaced with imputed values. Or mi data might have M > 0 and imputed variables and
the missing values of the imputed variables filled in with imputed values.
MIMIC. See multiple indicators and multiple causes.
Glossary 109
minimum detectable effect size. The minimum detectable effect size is the smallest effect size that
can be detected by hypothesis testing for a given power and sample size.
minimum detectable value. The minimum detectable value represents the smallest amount or con-
centration of a substance that can be reliably measured.
minimum entropy rotation. The minimum entropy rotation is an orthogonal rotation achieved by
minimizing the deviation from uniformity (entropy). The minimum entropy criterion (Jennrich 2004)
is
1
2
Λ , logΛ2

c(Λ) = −
2
See Crawford–Ferguson rotation for a definition of Λ. Also see orthogonal rotation.

misclassification rate. The misclassification rate calculated after discriminant analysis is, in its simplest
form, the fraction of observations incorrectly classified. See discriminant analysis.
missing at random. Missing data are said to be missing at random (MAR) if the probability that data
are missing does not depend on unobserved data but may depend on observed data. Under MAR,
the missing-data values do not contain any additional information given observed data about the
missing-data mechanism. Thus the process that causes missing data can be ignored.
missing completely at random. Missing data are said to be missing completely at random (MCAR)
if the probability that data are missing does not depend on observed or unobserved data. Under
MCAR, the missing data values are a simple random sample of all data values, so any analysis that
discards the missing values remains consistent, albeit perhaps inefficient.
missing not at random. Missing data are missing not at random (MNAR) if the probability that data
are missing depends on unobserved data. Under MNAR, a missing-data mechanism (the process
that causes missing data) must be modeled to obtain valid results.
missingness. Missingness refers to how missing observations in data occur. The categories are 1) miss-
ing not at random (MNAR), 2) missing at random (MAR), and 3) missing completely at random
(MCAR).
In what follows we will refer to missing observations to mean not only observations entirely
missing from a dataset but also the omitted observations because of missing values when fitting
models.
MNAR observations refer to cases in which the missingness depends on the outcome under study.
The solution in this case is to model that dependency. When observations are missing because of
missing values, ERM option select() can be used to model the missingness.
MAR observation refer to cases in which the missingness does not depend on the outcome under
study but does depend on other variables correlated with the outcome. The solution for some of
the problems raised is to include those other variables as covariates in your model. Importantly,
you do not need to model the reason for missingness.
MCAR observations are just that and obviously not a problem other than to cause loss of efficiency.
The MNAR and MAR cases are known jointly as informative missingness.
misspecification effects. See MEFF and MEFT.
mixed design. A mixed design is an experiment that has at least one between-subjects factor and one
within-subject factor. See [PSS] power repeated.
mixed model. See mixed-effects model.
110 Glossary
mixed-effects model. A mixed-effects model contains both fixed and random effects. The fixed effects
are estimated directly, whereas the random effects are summarized according to their (co)variances.
Mixed-effects models are used primarily to perform estimation and inference on the regression
coefficients in the presence of complicated within-subject correlation structures induced by multiple
levels of grouping.
mixing of Markov chain. Mixing refers to the rate at which a Markov chain traverses the parameter
space. It is a property of the Markov chain that is different from convergence. Poor mixing indicates
a slow rate at which the chain explores the stationary distribution and will require more iterations to
provide inference at a given precision. Poor (slow) mixing is typically a result of high correlation
between model parameters or of weakly-defined model specifications.
ML, method(ml). ML stands for maximum likelihood. It is a method to obtain fitted parameters. ML
is the default method used by sem and gsem. Other available methods for sem are QML, MLMV,
and ADF. Also available for gsem is QML.
.mlib library. The object code of functions can be collected and stored in a library. Most Mata
functions, in fact, are located in the official libraries provided with Stata. You can create your own
libraries. See [M-3] mata mlib.
MLMV, method(mlmv). MLMV stands for maximum likelihood with missing values. It is an ML
method used to obtain fitted parameters in the presence of missing values. MLMV is the method
used by sem when the method(mlmv) option is specified; method(mlmv) is not available with
gsem. Other available methods for use with sem are ML, QML, and ADF. These methods omit from
the calculation observations that contain missing values.
mlong data. See style.
MNAR. See missing not at random.
.mo file. The object code of a function can be stored in a .mo file, where it can be later reused. See
[M-1] how and [M-3] mata mosave.
mode-curvature adaptive Gauss–Hermite quadrature. In the context of generalized linear mixed
models, mode-curvature adaptive Gauss–Hermite quadrature is a method of approximating the
individual clusters are updated during the optimization process by using the posterior mode and
the standard deviation of the normal density that approximates the log posterior at the mode.
In the context of IRT models, mode-curvature adaptive Gauss–Hermite quadrature (MCAGHQ) is a
method of approximating the integral used in the calculation of the log likelihood. The quadrature
locations and weights for individuals are updated during the optimization process by using the
posterior mode and the standard deviation of the normal density that approximates the log posterior
at the mode.
model hypothesis testing. Model hypothesis testing tests hypotheses about models by computing
model posterior probabilities.
model parameter. A model parameter refers to any (random) parameter in a Bayesian model. Model
parameters can be scalars or matrices. Examples of model parameters as defined in bayesmh are
{mu}, {scale:s}, {Sigma,matrix}, and {Scale:Omega,matrix}. See [BAYES] bayesmh and,
specifically, Declaring model parameters and Referring to model parameters in that entry. Also
see Different ways of specifying model parameters in [BAYES] bayesian postestimation.
model posterior probability. Model posterior probability is probability of a model M computed
conditional on the observed data y,
P (M |y) = P (M )P (y|M ) = P (M )m(y)

Glossary 111
where P (M ) is the prior probability of a model M and m(y) is the marginal likelihood under
model M .
model solution. A model solution is a function for the endogenous variables in terms of the exogenous
variables. A model solution is also known as the reduced form of a model.
In DSGE terminology, a model solution expresses the control variables as a function of the state
variables alone and expresses the state variables as a function of their values in the previous period
and shocks. The reduced form of a DSGE model is also known as the state-space form of the DSGE
model.
model-consistent expectation. A model-consistent expectation is the conditional mean of a variable
implied by the model under consideration.
For example, under rational expectations the model-consistent expectation of Et (yt+1 ) is the mean
of yt+1 implied by the model, conditional on the realizations of variables dated time t or previously.
modern scaling. Modern scaling is a form of MDS that is achieved via the minimization of a
loss function that compares the disparities (transformed dissimilarities) in the higher-dimensional
space and the distances in the lower-dimensional space. Contrast to classical scaling. Also see
dissimilarity, disparity, multidimensional scaling, and loss.
modification indices. Modification indices are score tests for adding paths where none appear. The
paths can be for either coefficients or covariances.
moments (of a distribution). The moments of a distribution are the expected values of powers of a
random variable or centralized (demeaned) powers of a random variable. The first moments are
the expected or observed means, and the second moments are the expected or observed variances
and covariances.
monadic operator. Synonym for unary operator.
monotone-missing pattern, monotone missingness. A special pattern of missing values in which if
the variables are ordered from least to most missing, then all observations of a variable contain
missing in the observations in which the prior variable contains missing.
Monte Carlo error. Within the multiple-imputation context, a Monte Carlo error is defined as the
standard deviation of the multiple-imputation results across repeated runs of the same imputation
procedure using the same data. The Monte Carlo error is useful for evaluating the statistical
reproducibility of multiple-imputation results. See Example 6: Monte Carlo error estimates under
Remarks and examples of [MI] mi estimate.
moving-average process. A moving-average process is a time-series process in which the current
value of a variable is modeled as a weighted average of current and past realizations of a white-
noise process and, optionally, a time-invariant constant. By convention, the weight on the current
realization of the white-noise process is equal to one, and the weights on the past realizations are
known as the moving-average (MA) coefficients. A first-order moving-average process, denoted as
an MA(1) process, is yt = θt−1 + t .
multiarm trial. A multiarm trial is a trial comparing survivor functions of more than two groups.
multidimensional scaling. Multidimensional scaling (MDS) is a dimension-reduction and visualization
technique. Dissimilarities (for instance, Euclidean distances) between observations in a high-
dimensional space are represented in a lower-dimensional space which is typically two dimensions
so that the Euclidean distance in the lower-dimensional space approximates in some sense the
dissimilarities in the higher-dimensional space. Often the higher-dimensional dissimilarities are
first transformed to disparities, and the disparities are then approximated by the distances in the
lower-dimensional space. Also see dissimilarity, disparity, classical scaling, loss, modern scaling,
metric scaling, and nonmetric scaling.
112 Glossary
multilevel models. Multilevel models are models that include unobserved effects (latent variables)
for different groups in the data. For instance, in a dataset of students, groups of students might
share the same teacher. If the teacher’s identity is recorded in the data, then one can introduce
a latent variable that is constant within teacher and that varies across teachers. This is called a
two-level model.
If teachers could in turn be grouped into schools, and school identities were recorded in the data,
then one can introduce another latent variable that is constant within school and varies across
schools. This is called a three-level (nested-effects) model.
In the above example, observations (students) are said to be nested within teacher nested within
school. Sometimes there is no such subsequent nesting structure. Consider workers nested within
occupation and industry. The same occupations appear in various industries and the same industries
appear within various occupations. We can still introduce latent variables at the occupation and
industry level. In such cases, the model is called a crossed-effects model.
The latent variables that we have discussed are also known as random effects. Any coefficients on
observed variables in the model are known as the fixed portion of the model. Models that contain
fixed and random portions are known as mixed-effects models.
multinomial logit regression. Multinomial logit regression is a term for generalized linear response
functions that are family multinomial, link logit. It is used for categorical-outcome data when the
outcomes cannot be ordered. Multinomial logit regression is also known as multinomial logistic
regression and as mlogit in Stata circles. See generalized linear response functions.
multiple correlation. The multiple correlation is the correlation between endogenous variable y and
its linear prediction.
multiple correspondence analysis. Multiple correspondence analysis (MCA) and joint correspondence
analysis (JCA) are methods for analyzing observations on categorical variables. MCA and JCA
analyze a multiway table and are usually viewed as an extension of CA. Also see correspondence
analysis.
multiple indicators and multiple causes. Multiple indicators and multiple causes is a kind of structural
model in which observed causes determine a latent variable, which in turn determines multiple
indicators. See [SEM] intro 4.
multiple partial correlation. In the regression context, multiple partial correlation is the measure
of association between the dependent variable and one or more independent variables of interest,
while controlling for the effect of other variables in the model.
multiple-record st data. See st data.
multivalued treatment effect. A multivalued treatment refers to a treatment that has more than two
values. For example, a person could have taken a 20 mg dose of a drug, a 40 mg dose of the
drug, or not taken the drug at all.
multivariate analysis of covariance. See multivariate analysis of variance.
multivariate analysis of variance. Multivariate analysis of variance (MANOVA) is used to test hy-
potheses about means. Four multivariate statistics are commonly computed in MANOVA: Wilks’s
lambda, Pillai’s trace, Lawley–Hotelling trace, and Roy’s largest root. Also see Wilks’s lambda,
Pillai’s trace, Lawley–Hotelling trace, and Roy’s largest root.
multivariate GARCH models. Multivariate GARCH models are multivariate time-series models in
which the conditional covariance matrix of the errors depends on its own past and its past shocks.
The acute trade-off between parsimony and flexibility has given rise to a plethora of models; see
[TS] mgarch.
Glossary 113
multivariate regression. A multivariate regression is a linear regression model in which the regressand
is vector valued. Equivalently, a multivariate regression is a linear regression model in which multiple
left-hand-side variables are regressed on the same set of explanatory variables simultaneously,
allowing the disturbance terms to be contemporaneously correlated. Multivariate regression is
a special case of seemingly unrelated regression in which all equations share the same set of
explanatory variables.
MVAGHQ. See mean–variance adaptive Gauss–Hermite quadrature.
NaN. NaN stands for Not a Number and is a special computer floating-point code used for results
that cannot be calculated. Mata (and Stata) do not use NaNs. When NaNs arise, they are converted
into . (missing value).
nearest neighbor. See kth nearest neighbor.
nearest-neighbor matching. Nearest-neighbor matching uses the distance between observed variables
to find similar individuals.
negative binomial regression. Negative binomial regression is a term for generalized linear response
functions that are family negative binomial, link log. It is used for count data that are overdispersed
relative to Poisson. Negative binomial regression is also known as nbreg in Stata circles. See
generalized linear response functions.
negative binomial regression model. The negative binomial regression model is for applications
in which the dependent variable represents the number of times an event occurs. The negative
binomial regression model is an alternative to the Poisson model for use when the dependent
variable is overdispersed, meaning that the variance of the dependent variable is greater than its
mean.
negative effect size. In power and sample-size analysis, we obtain a negative effect size when the
postulated value of the parameter under the alternative hypothesis is less than the hypothesized
value of the parameter under the null hypothesis. Also see positive effect size.
neighbors, first- and second-order. First-order neighbors share borders. Second-order neighbors are
neighbors of neighbors.
nested random effects. In the context of mixed-effects models, nested random effects refer to the
nested grouping factors for the random effects. For example, we may have data on students who
are nested in classes that are nested in schools.
nested-effects models. See multilevel models.
Newey–West covariance matrix. The Newey–West covariance matrix is a member of the class of
heteroskedasticity- and autocorrelation-consistent (HAC) covariance matrix estimators used with
time-series data that produces covariance estimates that are robust to both arbitrary heteroskedasticity
and autocorrelation up to a prespecified lag.
nominal alpha, nominal significance level. This is a desired or requested significance level.
nominal item. A nominal item is an item scored in categories that have no natural ordering.
nominal response model. The nominal response model (NRM) is an IRT model for nominal responses.
The categories within each item vary in their difficulty and discrimination.
noncentrality parameter. In power and sample-size analysis, a noncentrality parameter is the expected
value of the test statistic under the alternative hypothesis.
nondirectional test. See two-sided test.
noninformative prior. A noninformative prior is a prior with negligible influence on the posterior
distribution. See, for example, Jeffreys prior.
114 Glossary
nonmetric scaling. Nonmetric scaling is a type of modern MDS in which the dissimilarities may be
transformed to disparities via any monotonic function as opposed to a class of known functions.
Contrast to metric scaling. Also see multidimensional scaling, dissimilarity, disparity, and modern
scaling.
nonparametric methods. Nonparametric statistical methods, such as KNN discriminant analysis, do
not assume the population fits any parameterized distribution.
nonpredetermined variable. A nonpredetermined variable is a variable whose value at time t is
determined by the system of equations in the model. Contrast with predetermined variable.
nonrecursive (structural) model (system), recursive (structural) model (system). A structural model
(system) is said to be nonrecursive if there are paths in both directions between one or more pairs
of endogenous variables. A system is recursive if it is a system—it has endogenous variables that
appear with paths from them—and it is not nonrecursive.
A nonrecursive model may be unstable. Consider, for instance,
y1 = 2y2 + 1x1 + e1
y2 = 3y1 − 2x2 + e2
This model is unstable. To see this, without loss of generality, treat x1 + e1 and 2x2 + e2 as if
they were both 0. Consider y1 = 1 and y2 = 1. Those values result in new values y1 = 2 and
y2 = 3, and those result in new values y1 = 6 and y2 = 6, and those result in new values, . . . .
Continue in this manner, and you reach infinity for both endogenous variables. In the jargon of the
mathematics used to check for this property, the eigenvalues of the coefficient matrix lie outside
the unit circle.
On the other hand, consider these values:
y1 =0.5y2 + 1x1 + e1
y2 =1.0y1 − 2x2 + e2
These results are stable in that the resulting values converge to y1 = 0 and y2 = 0. In the jargon
of the mathematics used to check for this property, the eigenvalues of the coefficients matrix lie
inside the unit circle. Finally, consider the values
y1 =0.5y2 + 1x1 + e1
y2 =2.0y1 − 2x2 + e2
Start with y1 = 1 and y2 = 1 and that yields new values y1 = 0.5 and y2 = 2 and that yields new
values y1 = 1 and y2 = 1, and that yields y1 = 0.5 and y2 = 2, and it will oscillate forever. In
the jargon of the mathematics used to check for this property, the eigenvalues of the coefficients
matrix lie on the unit circle. These coefficients are also considered to be unstable.
nonsphericity correction. This is a correction used for the degrees of freedom of a regular F test
in a repeated-measures ANOVA to compensate for the lack of sphericity of the repeated-measures
covariance matrix.
norm. A norm is a real-valued function f(x) satisfying
Glossary 115
f (0) = 0
f (x) > 0 for all x 6= 0
f (cx) = |c| f (x)
f (x+y) ≤ f (x ) + f (y)
The word norm applied to a vector x usually refers to its Euclidean norm, p = 2 norm, or length:
the square root of the sum of its squared elements. The are other norms, the popular ones being
p = 1 (the sum of the absolute values of its elements) and p = infinity (the maximum element).
Norms can also be generalized to deal with matrices. See [M-5] norm( ).
normality assumption, joint and conditional. The derivation of the standard, linear SEM estimator
usually assumes the full joint normality of the observed and latent variables. However, full joint
normality can replace the assumption of normality conditional on the values of the exogenous
variables, and all that is lost is one goodness-of-fit test (the test reported by sem on the output) and
the justification for use of optional method MLMV for dealing with missing values. This substitution
of assumptions is important for researchers who cannot reasonably assume normality of the observed
variables. This includes any researcher including, say, variables age and age-squared in his or her
model.
Meanwhile, the generalized SEM makes only the conditional normality assumption.
Be aware that even though the full joint normality assumption is not required for the standard
linear SEM, sem calculates the log-likelihood value under that assumption. This is irrelevant except
that log-likelihood values reported by sem cannot be compared with log-likelihood values reported
by gsem, which makes the lesser assumption.
See [SEM] intro 4.
normalization. Normalization presents information in a standard form for interpretation. In CA the
row and column coordinates can be normalized in different ways depending on how one wishes
to interpret the data. Normalization is also used in rotation, MDS, and MCA.
normalization constraints. See identification.
normalized residuals. See standardized residuals.
normalized spatial weighting matrix. A normalized spatial weighting matrix is a spatial weight-
ing matrix multiplied by a constant to improve numerical accuracy and to make nonexplosive
autoregressive parameters bounded by −1 and 1. See Choosing weighting matrices and their
normalization in [SP] spregress for details about normalization.
NRM. See nominal response model.
NULL. A special value for a pointer that means “points to nothing”. If you list the contents of a
pointer variable that contains NULL, the address will show as 0x0. See pointer.
null hypothesis. In hypothesis testing, the null hypothesis typically represents the conjecture that one
is attempting to disprove. Often the null hypothesis is that a treatment has no effect or that a
statistic is equal across populations.
null value, null parameter. This value of the parameter of interest under the null hypothesis is fixed
by the investigator in a power and sample-size analysis. For example, null mean value and null
mean refer to the value of the mean parameter under the null hypothesis.
null-terminator. See binary 0.
number of clusters. The number of independent sampling units, groups or clusters, in a cluster
randomized design.
116 Glossary
numeric. A matrix is said to be numeric if its elements are real or complex; see type, eltype, and
orgtype.
object code. Object code refers to the binary code that Mata produces from the source code you type
as input. See [M-1] how.
objective prior. See noninformative prior.
object-oriented programming. Object-oriented programming is a programming concept that treats
programming elements as objects and concentrates on actions affecting those objects rather than
merely on lists of instructions. Object-oriented programming uses classes to describe objects.
Classes are much like structures with a primary difference being that classes can contain functions
(known as methods) as well as variables. Unlike structures, however, classes may inherit variables
and functions from other classes, which in theory makes object-oriented programs easier to extend
and modify than non–object-oriented programs.
oblimax rotation. Oblimax rotation is a method for oblique rotation which maximizes the number of
high and low loadings. When restricted to orthogonal rotation, oblimax is equivalent to quartimax
rotation. Oblimax minimizes the oblimax criterion
c(Λ) = − log( Λ2 , Λ2 ) + 2 log(hΛ, Λi)

See Crawford–Ferguson rotation for a definition of Λ. Also see oblique rotation, orthogonal
rotation, and quartimax rotation.
oblimin rotation. Oblimin rotation is a general method for oblique rotation, achieved by minimizing
the oblimin criterion
1
2
Λ , {I − (γ/p)110 }Λ2 (110 − I)

c(Λ) =
4
Oblimin has several interesting special cases:
γ Special case
0 quartimax / quartimin
1/2 biquartimax / biquartimin
1 varimax / covarimin
p/2 equamax
p = number of rows of A.
See Crawford–Ferguson rotation for a definition of Λ and A. Also see oblique rotation.
oblique rotation or oblique transformation. An oblique rotation maintains the norms of the rows of
the matrix but not their inner products. In geometric terms, this maintains the lengths of vectors,
but not the angles between them. In contrast, in orthogonal rotation, both are preserved.
observational data. In observational data, treatment assignment is not controlled by those who
collected the data; thus some common variables affect treatment assignment and treatment-specific
outcomes.
observational study. In an observational study, as opposed to an experimental study, the assignment of
subjects to treatments happens naturally and is thus beyond the control of investigators. Investigators
can only observe subjects and measure their characteristics. For example, a study that evaluates
the effect of exposure of children to household pesticides is an observational study.
Glossary 117
observations and variables. A dataset containing n observations on k variables in often stored in an

n × k matrix. An observation refers to a row of that matrix; a variable refers to a column.
observed level of significance. See p-value.
observed variables. A variable is observed if it is a variable in your dataset. In this documentation,
we often refer to observed variables by using x1, x2, . . . , y1, y2, and so on; in reality, observed
variables have names such as mpg, weight, testscore, etc.
In the software, observed variables are usually indicated by having names that are all lowercase.
Also see latent variable.
odds and odds ratio. The odds in favor of an event are o = p/(1 − p), where p is the probability
of the event. Thus if p = 0.2, the odds are 0.25, and if p = 0.8, the odds are 4.
The log of the odds is ln(o) = logit(p) = ln{p/(1 − p)}, and logistic-regression models, for
instance, fit ln(o) as a linear function of the covariates.
The odds ratio is a ratio of two odds: o1 /o0 . The individual odds that appear in the ratio are
usually for an experimental group and a control group, or two different demographic groups.
offset variable and exposure variable. An offset variable is a variable that is to appear on the
right-hand side of a model with coefficient 1:
yj = offsetj + b0 + b1 xj + · · ·
In the above, b0 and b1 are to be estimated. The offset is not constant. Offset variables are often
included to account for the amount of exposure. Consider a model where the number of events
observed over a period is the length of the period multiplied by the number of events expected in
a unit of time:
nj = Tj e(Xj )
When we take logs, this becomes
log(nj ) = log(Tj ) + log{e(Xj )}
ln(Tj ) is an offset variable in this model.

When the log of a variable is an offset variable, the variable is said to be an exposure variable.
In the above, Tj is an exposure variable.
OIM, vce(oim). OIM stands for observed information matrix, defined as the inverse of the negative
of the matrix of second derivatives, usually of the log likelihood function. The OIM is an estimate
of the VCE. OIM is the default VCE that sem and gsem report. The other available techniques are
EIM, OPG, robust, clustered, bootstrap, and jackknife.
omitted variables. Omitted variables is an informal term for covariates that should appear in the
model but do not. They do not because they are unmeasured, because of ignorance or other reasons.
Problems arise when the variables that are not omitted are correlated with the omitted variables.
one-at-a-time MCMC sampling. A one-at-a-time MCMC sample is an MCMC sampling procedure in
which random variables are sampled individually, one at a time. For example, in Gibbs sampling,
individual variates are sampled one at a time, conditionally on the most recent values of the rest
of the variates.
one-level model. A one-level model has no multilevel structure and no random effects. Linear
regression is a one-level model.
118 Glossary
one-parameter logistic model. The one-parameter logistic (1PL) model is an IRT model for binary
responses where items vary in their difficulty but share the same discrimination parameter.
one-sample test. A one-sample test compares a parameter of interest from one sample with a reference
value. For example, a one-sample mean test compares a mean of the sample with a reference
value.
one-sided test, one-tailed test. A one-sided test is a hypothesis test of a scalar parameter in which the
alternative hypothesis is one sided, meaning that the alternative hypothesis states that the parameter
is either less than or greater than the value conjectured under the null hypothesis but not both.
one-step-ahead forecast. See static forecast.
one-way ANOVA, one-way analysis of variance. A one-way ANOVA model has a single factor. Also
see [PSS] power oneway.
one-way repeated-measures ANOVA. A one-way repeated-measures ANOVA model has a single
within-subject factor. Also see [PSS] power repeated.
operating characteristic curve. See category characteristic curve.
operator. An operator is +, -, and the like. Most operators are binary (or dyadic), such as + in A+B
and * in C*D. Binary operators also include logical operators such as & and | (“and” and “or”)
in E&F and G|H. Other operators are unary (or monadic), such as ! (not) in !J, or both unary
and binary, such as - in -K and in L-M. When we say “operator” without specifying which, we
mean binary operator. Thus colon operators are in fact colon binary operators. See [M-2] exp.
OPG, vce(opg). OPG stands for outer product of the gradients, defined as the cross product of the
observation-level first derivatives, usually of the log likelihood function. The OPG is an estimate of
the VCE. The other available techniques are OIM, EIM, robust, clustered, bootstrap, and jackknife.
optimization. Mata compiles the code that you write. After compilation, Mata performs an optimization
step, the purpose of which is to make the compiled code execute more quickly. You can turn off
the optimization step—see [M-3] mata set—but doing so is not recommended.
ordered categorical variable. An ordered categorical variable is a categorical variable in which the
categories can be ordered, such as healthy, sick, and very sick. Actually recorded in the variable
are integers such as 1, 2, and 3. The integers need not be sequential, but they must reflect the
ordering. Also see binary variable and continuous variable.
ordered complementary log-log regression. Ordered complementary log-log regression is a term
for generalized linear response functions that are family ordinal, link cloglog. It is used for
ordinal-outcome data. Ordered complementary log-log regression is also known as ocloglog in
Stata circles. See generalized linear response functions.
ordered logit regression. Ordered logit regression is a term for generalized linear response functions
that are family ordinal, link logit. It is used for ordinal outcome data. Ordered logit regression is
also known as ordered logistic regression, as just ordered logit, and as ologit in Stata circles. See
generalized linear response functions.
ordered probit regression. Ordered probit regression is a term for generalized linear response functions
that are family ordinal, link probit. It is used for ordinal-outcome data. Ordered probit regression
is also known as just ordered probit and known as oprobit in Stata circles. See generalized linear
response functions.
ordinal item. An ordinal item is an item scored on a scale where a higher score indicates a “higher”
outcome.
Glossary 119
ordination. Ordination is the ordering of a set of data points with respect to one or more axes. MDS
is a form of ordination.
orgtype. See type, eltype, and orgtype.
original data. Original data are the data as originally collected, with missing values in place. In mi
data, the original data are stored in m = 0. The original data can be extracted from mi data by
using mi extract; see [MI] mi extract.
orthogonal matrix and unitary matrix. A is orthogonal if A is square and A0 A==I. The word
orthogonal is usually reserved for real matrices; if the matrix is complex, it is said to be unitary
(and then transpose means conjugate-transpose). We use the word orthogonal for both real and
complex matrices.
If A is orthogonal, then det(A) = ±1.
orthogonal rotation or orthogonal transformation. Orthogonal rotation maintains both the norms of
the rows of the matrix and also inner products of the rows of the matrix. In geometric terms, this
maintains both the lengths of vectors and the angles between them. In contrast, oblique rotation
maintains only the norms, that is, the lengths of vectors.
orthogonalized impulse–response function. An orthogonalized impulse–response function (OIRF)
measures the effect of an orthogonalized shock to an endogenous variable on itself or another
endogenous variable. An orthogonalized shock is one that affects one variable at time t but no
other variables. See [TS] irf create for a discussion of the difference between IRFs and OIRFs.
outcome model. An outcome model is a model used to predict the outcome as a function of covariates
and parameters.
outcome variable (dependent variable). The outcome variable of a model is the variable appearing
on the left-hand side of the equation. It is the variable being “explained” or predicted.
overdispersion. In count-data models, overdispersion occurs when there is more variation in the data
than would be expected if the process were Poisson.
overidentifying restrictions. The order condition for model identification requires that the number
of exogenous variables excluded from the model be at least as great as the number of endogenous
regressors. When the number of excluded exogenous variables exceeds the number of endogenous
regressors, the model is overidentified, and the validity of the instruments can then be checked via
a test of overidentifying restrictions.
overlap assumption. The overlap assumption requires that each individual have a positive probability
of each possible treatment level.
paired data. Paired data consist of pairs of observations that share some characteristics of interest. For
example, measurements on twins, pretest and posttest measurements, before and after measurements,
repeated measurements on the same individual. Paired data are correlated and thus must be analyzed
by using a paired test.
paired observations. See paired data.
paired test. A paired test is used to test whether the parameters of interest of two paired populations are
equal. The test takes into account the dependence between measurements. For this reason, paired
tests are usually more powerful than their two-sample counterparts. For example, a paired-means
or paired-difference test is used to test whether the means of two paired (correlated) populations
are equal.
panel data. Panel data are data in which the same units were observed over multiple periods. The
units, called panels, are often firms, households, or patients who were observed at several points
120 Glossary
in time. In a typical panel dataset, the number of panels is large, and the number of observations
per panel is relatively small.
panel-corrected standard errors (PCSEs). The term panel-corrected standard errors refers to a class
of estimators for the variance–covariance matrix of the OLS estimator when there are relatively few
panels with many observations per panel. PCSEs account for heteroskedasticity, autocorrelation, or
cross-sectional correlation.
parameter constraints. Parameter constraints are restrictions placed on the parameters of the model.
These constraints are typically in the form of 0 constraints and equality constraints. A 0 constraint
is implied, for instance, when no path is drawn connecting x with y . An equality constraint is
specified when one path coefficient is forced to be equal to another or one covariance is forced
to be equal to another.
Also see identification.
parameters, ancillary parameters. The parameters are the to-be-estimated coefficients of a model.
These include all path coefficients, means, variances, and covariances. In mathematical notation,
the theoretical parameters are often written as θ = (α, β, µ, Σ), where α is the vector of intercepts,
β is the vector of path coefficients, µ is the vector of means, and Σ is the matrix of variances
and covariances. The resulting parameters estimates are written as b θ.
Ancillary parameters are extra parameters beyond the ones just described that concern the distribution.
These include the scale parameter of gamma regression, the dispersion parameter for negative
binomial regression, and the cutpoints for ordered probit, logit, and cloglog regression, and the
like. These parameters are also included in θ.
parametric methods. Parametric statistical methods, such as LDA and QDA, assume the population
fits a parameterized distribution. For example, for LDA we assume the groups are multivariate
normal with equal covariance matrices.
parsimax rotation. Parsimax rotation is an orthogonal rotation that balances complexity between the
rows and the columns. It is equivalent to the Crawford–Ferguson family with κ = (f −1)/(p+f −2),
where p is the number of rows of the original matrix, and f is the number of columns. See orthogonal
rotation and Crawford–Ferguson rotation.
partial autocorrelation function. The partial autocorrelation function (PACF) expresses the correlation
between periods t and t − k of a time series as a function of the time t and lag k , after controlling
for the effects of intervening lags. For a stationary time series, the PACF does not depend on t.
The PACF is not symmetric about k = 0: the partial autocorrelation between yt and yt−k is not
equal to the partial autocorrelation between yt and yt+k .
partial correlation. Partial correlation is the measure of association between two continuous variables,
while controlling for the effect of other variables.
partial credit model. The partial credit model (PCM) is an IRT model for ordinal responses. The
categories across all items vary in their difficulty and share the same discrimination parameter.
partial DFBETA. A partial DFBETA measures the change in the regressor’s coefficient because of
deletion of that individual record. In single-record data, the partial DFBETA is equal to the DFBETA.
Also see DFBETA.
partial likelihood displacement value. A partial likelihood displacement value is an influence measure
of the effect of deleting an individual record on the coefficient vector. For single-record data, the
partial likelihood displacement value is equal to the likelihood displacement value. Also see
likelihood displacement value.
partial LMAX value. A partial LMAX value is an influence measure of the effect of deleting an
individual record on the overall coefficient vector and is based on an eigensystem analysis of
Glossary 121
efficient score residuals. In single-record data, the partial LMAX value is equal to the LMAX value.
Also see LMAX value.
partially specified target rotation. Partially specified target rotation minimizes the criterion
c(Λ) = kW ⊗ (Λ − H)k2
for a given target matrix H and a nonnegative weighting matrix W (usually zero–one valued).
partition clustering and partition cluster-analysis methods. Partition clustering methods break the
observations into a distinct number of nonoverlapping groups. This is accomplished in one step,
unlike hierarchical cluster-analysis methods, in which an iterative procedure is used. Consequently,
this method is quicker and will allow larger datasets than the hierarchical clustering methods.
Contrast to hierarchical clustering. Also see kmeans and kmedians.
passive variable. See imputed, passive, and regular variables.
past history. Past history is information recorded about a subject before the subject was both at risk
and under observation. Consider a dataset that contains information on subjects from birth to death
and an analysis in which subjects became at risk once diagnosed with a particular kind of cancer.
The past history on the subject would then refer to records before the subjects were diagnosed.
The word history is often dropped, and the term becomes simply past. For instance, we might
want to know whether a subject smoked in the past.
Also see future history.
path. A path, typically shown as an arrow drawn from one variable to another, states that the first
variable determines the second variable, at least partially. If x → y , or equivalently y ← x, then
yj = α + · · · + βxj + · · · + e.yj , where β is said to be the x → y path coefficient. The ellipses
are included to account for paths to y from other variables. α is said to be the intercept and is
automatically added when the first path to y is specified.
A curved path is a curved line connecting two variables, and it specifies that the two variables are
allowed to be correlated. If there is no curved path between variables, the variables are usually
assumed to be uncorrelated. We say usually because correlation is assumed among observed
exogenous variables and, in the command language, assumed among latent exogenous variables,
and if some of the correlations are not desired, they must be suppressed. Many authors refer to
covariances rather than correlations. Strictly speaking, the curved path denotes a nonzero covariance.
A correlation is often called a standardized covariance.
A curved path can connect a variable to itself and in that case, indicates a variance. In path
diagrams in this manual, we typically do not show such variance paths even though variances are
assumed.
path coefficient. The path coefficient is associated with a path; see path. Also see intercept.
path diagram. A path diagram is a graphical representation that shows the relationships among a set
of variables using paths. See [SEM] intro 2 for a description of path diagrams.
path notation. Path notation is a syntax defined by the authors of Stata’s sem and gsem commands
for entering path diagrams in a command language. Models to be fit may be specified in path
notation or they may be drawn using path diagrams into the Builder.
PCA. See principal component analysis.
PCM. See partial credit model.
122 Glossary
p-conformability. Matrix, vector, or scalar A is said to be p-conformable with matrix, vector, or scalar
B if rows(A)==rows(B) and cols(A)==cols(B). p stands for plus; p-conformability is one
of the properties necessary to be able to add matrices together. p-conformability, however, does
not imply that the matrices are of the same type. Thus (1,2,3) is p-conformable with (4,5,6)
and with ("this","that","what") but not with (4\5\6).
Pearson’s correlation. Pearson’s correlation ρ, also known as the product-moment correlation, mea-
sures the degree of association between two variables. Pearson’s correlation equals the variables’
covariance divided by their respective standard deviations, and ranges between −1 and 1. Zero
indicates no correlation between the two variables.
penalized log-likelihood function. This is a log-likelihood function that contains an added term,
usually referred to as a roughness penalty, that reduces its value when the model overfits the data.
In Cox models with frailty, such functions are used to prevent the variance of the frailty from
growing too large, which would allow the individual frailty values to perfectly fit the data.
periodogram. A periodogram is a graph of the spectral density function of a time series as a function
of frequency. The pergram command first standardizes the amplitude of the density by the sample
variance of the time series, and then plots the logarithm of that standardized density. Peaks in the
periodogram represent cyclical behavior in the data.
permutation matrix and permutation vector. A permutation matrix is an n × n matrix that is a row
(or column) permutation of the identity matrix. If P is a permutation matrix, then P*A permutes
the rows of A and A*P permutes the columns of A. Permutation matrices also have the property
that P−1 = P0 .
A permutation vector is a 1 × n or n × 1 vector that contains a permutation of the integers 1,
2, . . . , n. Permutation vectors can be used with subscripting to reorder the rows or columns of a
matrix. Permutation vectors are a memory-conserving way of recording permutation matrices; see
[M-1] permutation.
person location. Location of a person on the latent trait scale.
phase function. The phase function of a linear filter specifies how the filter changes the relative
importance of the random components at different frequencies in the frequency domain.
Pillai’s trace. Pillai’s trace is a test statistic for the hypothesis test H0 : µ1 = µ2 = · · · = µk based
on the eigenvalues λ1 , . . . , λs of E−1 H. It is defined as
s
X λi
V (s) = trace[(E + H)−1 H] =
i=1
1 + λi
where H is the between matrix and E is the within matrix. See between matrix.
places. Places is an informal term for geographic units.
plain ASCII. We use plain ASCII as a nontechnical term to refer to what computer programmers call
lower ASCII. These are the plain Latin letters “a” to “z” and “A” to “Z”; numbers “0” through “9”;
many punctuation marks, such as “!”; simple mathematical symbols, such as “+”; and whitespace
and control characters such as space (“ ”), tab, and carriage return.
Each plain ASCII characters is stored as a single byte with a value between 0 and 127. Another
distinguishing feature is that the byte values used to encode plain ASCII characters are the same
across different operating systems and are common between ASCII and UTF-8.
Also see ASCII and encodings.
planar coordinates. See coordinate system.
Glossary 123
point estimate. A point estimate is another name for a statistic, such as a mean or regression
coefficient.
pointer. A matrix is said to be a pointer matrix if its elements are pointers.
A pointer is the address of a variable. Say that variable X contains a matrix. Another variable p
might contain 137,799,016 and, if 137,799,016 were the address at which X were stored, then p
would be said to point to X. Addresses are seldom written in base 10, and so rather than saying
p contains 137,799,016, we would be more likely to say that p contains 0x836a568, which is the
way we write numbers in base 16. Regardless of how we write addresses, however, p contains a
number and that number corresponds to the address of another variable.
In our program, if we refer to p, we are referring to p’s contents, the number 0x836a568. The
monadic operator * is defined as “refer to the address” or “dereference”: *p means X. We could
code Y = *p or Y = X, and either way, we would obtain the same result. In our program, we could
refer to X[i, j] or (*p)[i, j], and either way, we would obtain the i, j element of X.
The monadic operator & is how we put addresses into p. To load p with the address of X, we code
p = &X.
The special address 0 (zero, written in hexadecimal as 0 × 0), also known as NULL, is how we
record that a pointer variable points to nothing. A pointer variable contains NULL or it contains a
valid address of another variable.
See [M-2] pointers for a complete description of pointers and their use.
Poisson regression. Poisson regression is a term for generalized linear response functions that are
family Poisson, link log. It is used for count data. See generalized linear response functions.
Poisson regression model. The Poisson regression model is used when the dependent variable
represents the number of times an event occurs. In the Poisson model, the variance of the
dependent variable is equal to the conditional mean.
policy matrix. The policy matrix in the reduced form of a DSGE model is the matrix that expresses
control variables as a function of state variables.
polytomous item. See categorical item.
POMs. See potential-outcome means.
pooled estimator. A pooled estimator ignores the longitudinal or panel aspect of a dataset and treats
the observations as if they were cross-sectional.
population-averaged model. A population-averaged model is used for panel data in which the
parameters measure the effects of the regressors on the outcome for the average individual in the
population. The panel-specific errors are treated as uncorrelated random variables drawn from a
population with zero mean and constant variance, and the parameters measure the effects of the
regressors on the dependent variable after integrating over the distribution of the random effects.
portmanteau statistic. The portmanteau, or Q, statistic is used to test for white noise and is calculated
using the first m autocorrelations of the series, where m is chosen by the user. Under the null
hypothesis that the series is a white-noise process, the portmanteau statistic has a χ2 distribution
with m degrees of freedom.
positive effect size. In power and sample-size analysis, we obtain a positive effect size when the
postulated value of the parameter under the alternative hypothesis is greater than the hypothesized
value of the parameter under the null hypothesis. Also see negative effect size.
124 Glossary
posterior distribution, posterior. A posterior distribution is a probability distribution of model

parameters conditional on observed data. The posterior distribution is determined by the likelihood
of the parameters and their prior distribution. For a parameter vector θ and data y, the posterior
distribution is given by
P (θ)P (y|θ)
P (θ|y) =
P (y)
where P (θ) is the prior distribution, P (y|θ) is the model likelihood, and P (y) is the marginal
distribution for y. Bayesian inference is based on a posterior distribution.
posterior independence. See independent a posteriori.
posterior interval. See credible interval.
posterior mean. In generalized linear mixed-effects models, posterior mean refers to the predictions
of random effects based on the mean of the posterior distribution.
In IRT models, posterior mean refers to the predictions of the latent trait based on the mean of the
posterior distribution.
posterior mode. In generalized linear mixed-effects models, posterior mode refers to the predictions
of random effects based on the mode of the posterior distribution.
In IRT models, posterior mode refers to the predictions of the latent trait based on the mode of
the posterior distribution.
posterior odds. Posterior odds for θ1 compared with θ2 is the ratio of posterior density evaluated at
θ1 and θ2 under a given model,
p(θ1 |y) p(θ1 ) p(y|θ1 )
=
p(θ2 |y) p(θ2 ) p(y|θ2 )
In other words, posterior odds are prior odds times the likelihood ratio.
posterior predictive distribution. A posterior predictive distribution is a distribution of unobserved
(future) data conditional on the currently observed data. Posterior predictive distribution is derived by
marginalizing the likelihood function with respect to the posterior distribution of model parameters.
posterior probabilities. After discriminant analysis, the posterior probabilities are the probabilities
of a given observation being assigned to each of the groups based on the prior probabilities, the
training data, and the particular discriminant model. Contrast to prior probabilities.
poststratification. Poststratification is a method for adjusting sampling weights, usually to account
for underrepresented groups in the population. This usually results in decreased bias because of
nonresponse and underrepresented groups in the population. Poststratification also tends to result
in smaller variance estimates.
The population is partitioned into categories, called poststrata. The sampling weights are adjusted
so that the sum of the weights within each poststratum is equal to the respective poststratum size.
The poststratum size is the number of individuals in the population that are in the poststratum.
The frequency distribution of the poststrata typically comes from census data, and the poststrata
are most commonly identified by demographic information such as age, sex, and ethnicity.
postulated value. See alternative value.
potential outcome. Potential outcome is a term used in the treatment-effects literature. It is the
outcome an individual would have had if given a specific treatment. Individual in this case means
conditional on the individual’s covariates, which are in the main equation in models fit by ERMs.
It is the outcome that would have been observed for that individual. For instance, each patient in
a study has one potential blood pressure after taking a pill and another had he or she not taken
it. Also see treatment effects.
Glossary 125
For example, an individual has one potential blood pressure after taking a pill and another potential
blood pressure had that person not taken the pill.
potential-outcome means. Potential-outcome means (POMs) is a term used in the treatment-effects
literature. They are the means (averages) of potential outcomes. The average treatment effect (see
treatment effects) is the difference between the potential-outcome mean for treated and untreated
over the population.
The mean blood pressure if everyone takes a pill and the mean blood pressure if no one takes a
pill are two examples.
The average treatment effect is the difference between potential-outcome mean for the treated and
the potential-outcome mean for the not treated.
power. The power of a test is the probability of correctly rejecting the null hypothesis when it is
false. It is often denoted as 1 − β in statistical literature, where β is the type II error probability.
Commonly used values for power are 80% and 90%. Also see type I error and type II error. power
and sample-size analysis. Power and sample-size analysis investigates the optimal allocation of
study resources to increase the likelihood of the successful achievement of a study objective. See
[PSS] intro.
power curve. A power curve is a graph of the estimated power as a function of some other study
parameter such as the sample size. The power is plotted on the y axis, and the sample size or
other parameter is plotted on the x axis. See [PSS] power, graph.
power determination. This pertains to the computation of a power given sample size, effect size,
and other study parameters.
power function. The power functions is a function of the population parameter θ, defined as the
probability that the observed sample belongs to the rejection region of a test for given θ. See
Hypothesis testing under Remarks and examples in [PSS] intro.
power graph. See power curve.
pragma. “(Pragmatic information) A standardised form of comment which has meaning to a compiler.
It may use a special syntax or a specific form within the normal comment syntax. A pragma
usually conveys non-essential information, often intended to help the compiler to optimise the
program.” See The Free On-line Dictionary of Computing, http://foldoc.org/, Editor Denis Howe.
For Mata, see [M-2] pragma.
Prais–Winsten estimator. A Prais–Winsten estimator is a linear regression estimator that is used
when the error term exhibits first-order autocorrelation; see p
also Cochrane–Orcutt estimator.
p Here
the first observation in the dataset is transformed as ye1 = 1 − ρ2 y1 and x e1 = 1 − ρ2 x1 ,
so that the first observation is not lost. The Prais–Winsten estimator is a generalized least-squares
estimator.
predetermined variable. A predetermined variable is a regressor in which its contemporaneous and
future values are not correlated with the unobservable error term but past values are correlated
with the error term.
In DSGE, a predetermined variable is a variable whose value is fixed at time t, given everything
that has occurred previously.
predictive margins. Predictive margins provide a way of exploring the response surface of a fitted
model in any response metric of interest—means, linear predictions, probabilities, marginal effects,
risk differences, and so on. Predictive margins are estimates of responses (or outcomes) for
the groups represented by the levels of a factor variable, controlling for the differing covariate
distributions across the groups. They are the survey-data and nonlinear response analogue to what
are often called estimated marginal means or least-squares means for linear models.
126 Glossary
Because these margins are population-weighted averages over the estimation sample or subsamples,
and because they take account of the sampling distribution of the covariates, they can be used to
make inferences about treatment effects for the population.
prevented fraction. A prevented fraction is the reduction in the risk of a disease or other condition
of interest caused by including a protective risk factor or public-health intervention.
prewhiten. To prewhiten is to apply a transformation to a time series so that it becomes white noise.
primary sampling unit. Primary sampling unit (PSU) is a cluster that was sampled in the first sampling
stage; see cluster.
priming values. Priming values are the initial, preestimation values used to begin a recursive process.
principal component analysis. Principal component analysis (PCA) is a statistical technique used for
data reduction. The leading eigenvectors from the eigen decomposition of the correlation or the
covariance matrix of the variables describe a series of uncorrelated linear combinations of the
variables that contain most of the variance. In addition to data reduction, the eigenvectors from a
PCA are often inspected to learn more about the underlying structure of the data.
principal factor method. The principal factor method is a method for factor analysis in which
the factor loadings, sometimes called factor patterns, are computed using the squared multiple
correlations as estimates of the communality. Also see factor analysis and communality.
prior distribution, prior. In Bayesian statistics, prior distributions are probability distributions of
model parameters formed based on some a priori knowledge about parameters. Prior distributions
are independent of the observed data.
prior independence. See independent a priori.
prior odds. Prior odds for θ1 compared with θ2 is the ratio of prior density evaluated at θ1 and θ2
under a given model, p(θ1 )/p(θ2 ). Also see posterior odds.
prior probabilities Prior probabilities in discriminant analysis are the probabilities of an observation
belonging to a group before the discriminant analysis is performed. Prior probabilities are often
based on the prevalence of the groups in the population as a whole. Contrast to posterior probabilities.
probability of a type I error. This is the probability of committing a type I error of incorrectly
rejecting the null hypothesis. Also see significance level.
probability of a type II error. This is the probability of committing a type II error of incorrectly
accepting the null hypothesis. Common values for the probability of a type II error are 0.1 and
0.2 or, equivalently, 10% and 20%. Also see beta and power.
probability weight. Probability weight is another term for sampling weight.
probit regression. Probit regression is a term for generalized linear response functions that are family
Bernoulli, link probit. It is used for binary outcome data. Probit regression is also known simply
as probit. See generalized linear response functions.
Procrustes rotation. A Procrustes rotation is an orthogonal or oblique transformation, that is, a
restricted Procrustes transformation without translation or dilation (uniform scaling).
Procrustes transformation. The goal of Procrustes transformation is to transform the source matrix
X to be as close as possible to the target Y. The permitted transformations are any combination of
dilation (uniform scaling), rotation and reflection (that is, orthogonal or oblique transformations),
and translation. Closeness is measured by residual sum of squares. In some cases, unrestricted
Procrustes transformation is desired; this allows the data to be transformed not just by orthogonal or
oblique rotations, but by all conformable regular matrices A. Unrestricted Procrustes transformation
is equivalent to a multivariate regression.
Glossary 127
The name comes from Procrustes of Greek mythology; Procrustes invited guests to try his iron
bed. If the guest was too tall for the bed, Procrustes would amputate the guest’s feet, and if the
guest was too short, he would stretch the guest out on a rack.
Also see orthogonal rotation, oblique rotation, dilation, and multivariate regression.
production function. A production function describes the maximum amount of a good that can be
produced, given specified levels of the inputs.
promax power rotation. Promax power rotation is an oblique rotation. It does not fit in the minimizing-
a-criterion framework that is at the core of most other rotations. The promax method (Hendrickson
and White 1964) was proposed before computing power became widely available. The promax
rotation consists of three steps:
1. Perform an orthogonal rotation.
2. Raise the elements of the rotated matrix to some power, preserving the sign of the elements.
Typically the power is in the range 2 ≤ power ≤ 4. This operation is meant to distinguish
clearly between small and large values.
3. The matrix from step two is used as the target for an oblique Procrustean rotation from the
original matrix.
propensity score. The propensity score is the probability that an individual receives a treatment.
propensity-score matching. Propensity-score matching uses the distance between estimated propensity
scores to find similar individuals.
proportional hazards model. This is a model in which, between individuals, the ratio of the
instantaneous failure rates (the hazards) is constant over time.
proposal distribution. In the context of the MH algorithm, a proposal distribution is used for defining
the transition steps of the Markov chain. In the standard random-walk Metropolis algorithm, the
proposal distribution is a multivariate normal distribution with zero mean and adaptable covariance
matrix.
prospective study. In a prospective study, the population or cohort is classified according to specific
risk factors, such that the outcome of interest, typically various manifestations of a disease, can
be observed over time and tied in to the initial classification. Also see retrospective study.
Also known as a prospective longitudinal study, a prospective study is a study based on observations
over the same subjects for a given period.
proximity, proximity matrix, and proximity measure. Proximity or a proximity measure means the
nearness or farness of two things, such as observations or variables or groups of observations or a
method for quantifying the nearness or farness between two things. A proximity is measured by a
similarity or dissimilarity. A proximity matrix is a matrix of proximities. Also see similarity and
dissimilarity.
pseudoconvergence. A Markov chain may appear to converge when in fact it did not. We refer to
this phenomenon as pseudoconvergence. Pseudoconvergence is typically caused by multimodality
of the stationary distribution, in which case the chain may fail to traverse the weakly connected
regions of the distribution space. A common way to detect pseudoconvergence is to run multiple
chains using different starting values and to verify that all of the chain converge to the same target
distribution.
pseudolikelihood. A pseudolikelihood is a weighted likelihood that is used for point estimation.
Pseudolikelihoods are not true likelihoods because they do not represent the distribution function
for the sample data from a survey. The sampling distribution is instead determined by the survey
design.
128 Glossary
PSS analysis. See power and sample-size analysis.

PSS Control Panel. The PSS Control Panel is a point-and-click graphical user interface for power
and sample-size analysis. See [PSS] GUI.
PSU. See primary sampling unit.
p-value. P -value is a probability of obtaining a test statistic as extreme or more extreme as the one
observed in a sample assuming the null hypothesis is true.
QDA. See quadratic discriminant analysis.
QML, method(ml) vce(robust). QML stands for quasimaximum likelihood. It is a method used to
obtain fitted parameters, and a technique used to obtain the corresponding VCE. QML is used by sem
and gsem when options method(ml) and vce(robust) are specified. Other available methods
are ML, MLMV, and ADF. Other available techniques are OIM, EIM, OPG, clustered, bootstrap, and
jackknife.
QR decomposition. QR decomposition is an orthogonal-triangular decomposition of an augmented
data matrix that speeds up the calculation of the log likelihood; see Methods and formulas in
[ME] mixed for more details.
quadratic discriminant analysis. Quadratic discriminant analysis (QDA) is a parametric form of
discriminant analysis and is a generalization of LDA. Like LDA, QDA assumes that the observations
come from a multivariate normal distribution, but unlike LDA, the groups are not assumed to
have equal covariance matrices. Also see discriminant analysis, linear discriminant analysis, and
parametric methods.
quadrature. Quadrature is generic method for performing numerical integration. gsem uses quadrature
in any model including latent variables (excluding error variables). sem, being limited to linear
models, does not need to perform quadrature.
quartimax rotation. Quartimax rotation maximizes the variance of the squared loadings within the
rows of the matrix. It is an orthogonal rotation that is equivalent to minimizing the criterion
XX 1
2 2
c(Λ) = λ4ir = − Λ ,Λ
i r
4

quartimin rotation. Quartimin rotation is an oblique rotation that is equivalent to quartimax rotation
when quartimin is restricted to orthogonal rotations. Quartimin is equivalent to oblimin rotation
with γ = 0. Also see quartimax rotation, oblique rotation, orthogonal rotation, and oblimin rotation.
R2 . See coefficient of determination.
random coefficient. In the context of mixed-effects models, a random coefficient is a counterpart to
a slope in the fixed-effects equation. You can think of a random coefficient as a randomly varying
slope at a specific level of nesting.
random effects. In the context of mixed-effects models, random effects represent effects that may
vary from group to group at any level of nesting. In the ANOVA literature, random effects represent
the levels of a factor for which the inference can be generalized to the underlying population
represented by the levels observed in the study. See also random-effects model in [XT] Glossary.
For a information related to Bayesian analysis, see random-effects parameters.
random intercept. In the context of mixed-effects models, a random intercept is a counterpart to the
intercept in the fixed-effects equation. You can think of a random intercept as a randomly varying
intercept at a specific level of nesting.
Glossary 129
random walk. A random walk is a time-series process in which the current period’s realization is
equal to the previous period’s realization plus a white-noise error term: yt = yt−1 + t . A random
walk with drift also contains a nonzero time-invariant constant: yt = δ + yt−1 + t . The constant
term δ is known as the drift parameter. An important property of random-walk processes is that
the best predictor of the value at time t + 1 is the value at time t plus the value of the drift
parameter.
random-coefficients model. A random-coefficients model is a panel-data model in which group-
specific heterogeneity is introduced by assuming that each group has its own parameter vector,
which is drawn from a population common to all panels.
random-effects linear form. A linear form representing a random-effects variable that can be used
in substitutable expressions.
random-effects model. A random-effects model for panel data treats the panel-specific errors as
uncorrelated random variables drawn from a population with zero mean and constant variance.
The regressors must be uncorrelated with the random effects for the estimates to be consistent.
See also fixed-effects model.
random-effects parameters. In the context of Bayesian multilevel models, random-effects parameters
are parameters associated with a random-effects variable. Random-effects parameters are assumed
to be conditionally independent across levels of the random-effects variable given all other model
parameters. Often, random-effects parameters are assumed to be normally distributed with a zero
mean and an unknown variance–covariance matrix.
random-effects variable. A variable identifying the group structure for the random effects at a specific
level of hierarchy.
randomized controlled trial. In this experimental study, treatments are randomly assigned to two or
more groups of subjects.
rank. Terms in common use are rank, row rank, and column rank. The row rank of a matrix A: m ×
n is the number of rows of A that are linearly independent. The column rank is defined similarly,
as the number of columns that are linearly independent. The terms row rank and column rank,
however, are used merely for emphasis; the ranks are equal and the result is simply called the
rank of A.
For a square matrix A (where m==n), the matrix is invertible if and only if rank(A)==n. One
often hears that A is of full rank in this case and rank deficient in the other. See [M-5] rank( ).
rating scale model. The rating scale model (RSM) is an IRT model for ordinal responses. The
categories within each item vary in their difficulty; however, the distances between adjacent
difficulty parameters are constrained to be the same across the items. The categories across all
items share the same discrimination parameter.
rational expectations. A rational expectation of a variable does not deviate from the mean of that
variable in a predictable way. More technically, a rational expectation of a variable is the conditional
mean of the variable implied by the model.
r-conformability. A set of two or more matrices, vectors, or scalars A, B, . . . , are said to be
r-conformable if each is c-conformable with a matrix of max(rows(A), rows(B), . . . ) rows
and max(cols(A), cols(B), . . . ) columns.
r-conformability is a more relaxed form of c-conformability in that, if two matrices are c-
conformable, they are r-conformable, but not vice versa. For instance, A: 1 × 3 and B: 3 × 1 are
r-conformable but not c-conformable. Also, c-conformability is defined with respect to a pair of
matrices only; r-conformability can be applied to a set of matrices.
130 Glossary
r-conformability is often required of the arguments for functions that would otherwise naturally be
expected to require scalars. See R-conformability in [M-5] normal( ) for an example. RCT. See
randomized controlled trial.
real. A matrix is said to be a real matrix if its elements are all reals and it is stored in a real matrix.
Real is one of the two numeric types in Mata, the other being complex. Also see type, eltype, and
orgtype.
realization. The realization of a random variable is the value it takes on when drawn.
recursive regression analysis. A recursive regression analysis involves performing a regression at
time t by using all available observations from some starting time t0 through time t, performing
another regression at time t + 1 by using all observations from time t0 through time t + 1, and
so on. Unlike a rolling regression analysis, the first period used for all regressions is held fixed.
recursive (structural) model. ERMs fit recursive models. A model is not recursive when one endoge-
nous variable depends (includes its equation) on another endogenous variable that depends on the
first. Said in symbols, when A depends on B, which depends on A. A model is also not recursive
when A depends on B depends on C, which depends on A, and so on. See [ERM] triangularize.
reduced form. The reduced form of a model expresses the endogenous variables as functions of the
exogenous variables.
The reduced form of a DSGE model expresses the control variables as a function of the state
variables alone and expresses the state variables as a function of their values in the previous period
and shocks. The reduced form of a DSGE model is a state-space model.
reduced model. In the regression context, a reduced model is a regression model that contains only a
subset of covariates from the corresponding full model. These covariates are referred to as “control
covariates”. The covariates that are not in the reduced model are referred to as “tested covariates”.
reference prior. See noninformative prior.
reference value. See null value.
reflection. A reflection is an orientation reversing orthogonal transformation, that is, a transforma-
tion that involves negating coordinates in one or more dimensions. A reflection is a Procrustes
transformation.
registered and unregistered variables. Variables in mi data can be registered as imputed, passive,
or regular by using the mi register command; see [MI] mi set.
You are required to register imputed variables.
You should register passive variables; if your data are style wide, you are required to register them.
The mi passive command (see [MI] mi passive) makes creating passive variables easy, and it
automatically registers them for you.
Whether you register regular variables is up to you. Registering them is safer in all styles except
wide, where it does not matter. By definition, regular variables should be the same across m. In
the long styles, you can unintentionally create variables that vary. If the variable is registered, mi
will detect and fix your mistakes.
Super-varying variables, which rarely occur and can be stored only in flong and flongsep data,
should never be registered.
The registration status of variables is listed by the mi describe command; see [MI] mi describe.
regressand. The regressand is the variable that is being explained or predicted in a regression model.
Synonyms include dependent variable, left-hand-side variable, and endogenous variable.
Glossary 131
regression. A regression is a model in which an endogenous variable is written as a function of other

variables, parameters to be estimated, and a random disturbance.
regression-adjustment estimators. Regression-adjustment estimators use means of predicted outcomes
for each treatment level to estimate each potential-outcome mean.
regressor. Regressors are variables in a regression model used to predict the regressand. Synonyms
include independent variable, right-hand-side variable, explanatory variable, predictor variable, and
exogenous variable.
regular variable. See imputed, passive, and regular variables.
rejection region. In hypothesis testing, a rejection region is a set of sample values for which the null
hypothesis can be rejected.
relative efficiency. Ratio of variance of a parameter given estimation with finite M to the variance
if M were infinite.
relative risk. See risk ratio.
relative variance increase. The increase in variance of a parameter estimate due to nonresponse.
reliability. Reliability is the proportion of the variance of a variable not due to measurement error.
A variable without measure error has reliability 1.
REML. See restricted maximum likelihood.
repeated denominator degrees of freedom (DDF) method. This method uses the repeated-measures
ANOVA for computing DDF. It is used with balanced repeated-measures designs with spherical
correlation error structures. It partitions the residual degrees of freedom into the between-subject
degrees of freedom and the within-subject degrees of freedom. The repeated method is supported
only with two-level models. For more complex mixed-effects models or with unbalanced data,
this method typically leads to poor approximations of the actual sampling distributions of the test
statistics.
repeated measures. Repeated measures data have repeated measurements for the subjects over some
dimension, such as time—for example test scores at the start, midway, and end of the class. The
repeated observations are typically not independent. Repeated-measures ANOVA is one approach
for analyzing repeated measures data, and MANOVA is another. Also see sphericity.
replicate-weight variable. A replicate-weight variable contains sampling weight values that were
adjusted for resampling the data; see [SVY] variance estimation for more details.
resampling. Resampling refers to the process of sampling from the dataset. In the delete-one jackknife,
the dataset is resampled by dropping one PSU and producing a replicate of the point estimates. In
the BRR method, the dataset is resampled by dropping combinations of one PSU from each stratum.
The resulting replicates of the point estimates are used to estimate their variances and covariances.
residual. In this manual, we reserve the word “residual” for the difference between the observed and
fitted moments of an SEM model. We use the word error for the disturbance associated with a
(Gaussian) linear equation; see error. Also see standardized residuals.
residual denominator degrees of freedom (DDF) method. This method uses the residual degrees of
freedom, n − rank(X), as the DDF for all tests of fixed effects. For a linear model without random
effects with independent and identically distributed errors, the distributions of the test statistics
for fixed effects are t or F distributions with the residual DDF. For other mixed-effects models,
this method typically leads to poor approximations of the actual sampling distributions of the test
statistics.
132 Glossary
restricted maximum likelihood. Restricted maximum likelihood is a method of fitting linear mixed-
effects models that involves transforming out the fixed effects to focus solely on variance–component
estimation.
retrospective study. In a retrospective study, a group with a disease of interest is compared with a
group without the disease, and information is gathered in a retrospective way about the exposure in
each group to various risk factors that might be associated with the disease. Also see prospective
study.
reverse causation and simultaneous causation. We use the term reverse causation in this manual
when the dependent variable in the main equation of an ERM affects a covariate as well as when
the covariate affects the dependent variable. Stressed persons may be physically unhealthy because
they are stressed and further stressed because they are unhealthy. When a covariate suffers from
reverse causation, the solution is to make it endogenous and find instruments for it.
Our use of the term reverse causation is typical of how it is used elsewhere. Reverse causation is
a reason to make a variable endogenous. Reverse causation is discussed in [ERM] intro 3.
The term simultaneous causation is sometimes used as a synonym for reverse causation elsewhere,
but we draw a distinction. We use the term when two already endogenous variables affect each
other. Simultaneous causation is discussed in [ERM] triangularize.
right-censoring. See censored, censoring, left-censoring, and right-censoring.
right-hand-side (RHS) variable. A right-hand-side variable is a another word for covariate.
right-truncation. See truncation, left-truncation, and right-truncation.
risk difference. A risk difference is defined as the probability of an event occurring when a risk
factor is increased by one unit minus the probability of the event occurring without the increase
in the risk factor.
When the risk factor is binary, the risk difference is the probability of the outcome when the risk
factor is present minus the probability when the risk factor is not present.
When one compares two populations, a risk difference is defined as a difference between the
probabilities of an event in the two groups. It is typically a difference between the probability in
the comparison group or experimental group and the probability in the reference group or control
group.
risk factor. This is a variable associated with an increased or decreased risk of failure.
risk pool. At a particular point in time, this is the subjects at risk of failure.
risk ratio. In a log-linear model, this is the ratio of probability of survival associated with a
one-unit increase in a risk factor relative to that calculated without such an increase, that is,
R(x + 1)/R(x). Given the exponential form of the model, R(x + 1)/R(x) is constant and is
given by the exponentiated coefficient.
robust, vce(robust). Robust is the name we use here for the Huber/White/sandwich estimator of
the VCE. This technique requires fewer assumptions than most other techniques. In particular, it
merely assumes that the errors are independently distributed across observations and thus allows
the errors to be heteroskedastic. Robust standard errors are reported when the sem (gsem) option
vce(robust) is specified. The other available techniques are OIM, EIM, OPG, clustered, bootstrap,
and jackknife.
robust standard errors. Robust standard errors, also known as Huber/White or Taylor linearization
standard errors, are based on the sandwich estimator of variance. Robust standard errors can be
interpreted as representing the sample-to-sample variability of the parameter estimates, even when
the model is misspecified. See also semirobust standard errors.
Glossary 133
rolling regression analysis. A rolling, or moving window, regression analysis involves performing
regressions for each period by using the most recent m periods’ data, where m is known as the
window size. At time t the regression is fit using observations for times t − 19 through time t; at
time t + 1 the regression is fit using the observations for time t − 18 through t + 1; and so on.
rotation. A rotation is an orientation preserving orthogonal transformation. A rotation is a Procrustes
transformation.
row and column stripes. Stripes refer to the labels associated with the rows and columns of a Stata
matrix; see Stata matrix.
row-major order. Matrices are stored as vectors. Row-major order specifies that the vector form of
a matrix is created by stacking the rows. For instance,
: A
1 2 3
1 1 2 3
2 4 5 6
is stored as
1 2 3 4 5 6
1 1 2 3 4 5 6
in row-major order. Mata uses row-major order. The LAPACK functions use column-major order.
See column-major order.
rowvector. See vector, colvector, and rowvector.
Roy’s largest root. Roy’s largest root test is a test statistic for the hypothesis test H0 : µ1 = · · · = µk
based on the largest eigenvalue of E−1 H. It is defined as
λ1
θ=
1 + λ1
Here H is the between matrix, and E is the within matrix. See between matrix.
RSM. See rating scale model.
RVI. See relative variance increase.
saddle-path stable. A saddle-path stable model is a structural model that can be solved for its
state-space form. The existence of a saddle-path stable solution depends on the parameter values
of the model. For a discussion of saddle-path stability, see [DSGE] intro 5.
Sammon mapping criterion. The Sammon (1969) mapping criterion is a loss criterion used with
MDS; it is the sum of the scaled, squared differences between the distances and the disparities,
normalized by the sum of the disparities. Also see multidimensional scaling, modern scaling, and
loss.
sample. A sample is the collection of individuals in the population that were chosen as part of the
survey. Sample is also used to refer to the data, typically in the form of answered questions,
collected from the sampled individuals.
sample selection. Sample selection is another term for endogenous sample selection.
sample size. This is the number of subjects in a sample. See [PSS] intro to learn more about the
relationship between sample size and the power of a test.
134 Glossary
sample-size curve. A sample-size curve is a graph of the estimated sample size as a function of some
other study parameter such as power. The sample size is plotted on the y axis, and the power or
other parameter is plotted on the x axis.
sample-size determination. This pertains to the computation of a sample size given power, effect size,
and other study parameters. In a cluster randomized design, sample-size determination consists of
determining the number of clusters given the cluster size or the cluster size given the number of
clusters.
sampling stage. Complex survey data are typically collected using multiple stages of clustered
sampling. In the first stage, the PSUs are independently selected within each stratum. In the second
stage, smaller sampling units are selected within the PSUs. In later stages, smaller and smaller
sampling units are selected within the clusters from the previous stage.
sampling unit. A sampling unit is an individual or collection of individuals from the population that
can be selected in a specific stage of a given survey design. Examples of sampling units include
city blocks, high schools, hospitals, and houses.
sampling weight. Given a survey design, the sampling weight for an individual is the reciprocal of
the probability of being sampled. The probability for being sampled is derived from stratification
and clustering in the survey design. A sampling weight is typically considered to be the number
of individuals in the population represented by the sampled individual.
sampling with and without replacement. Sampling units may be chosen more than once in designs
that use sampling with replacement. Sampling units may be chosen at most once in designs that
use sampling without replacement. Variance estimates from with-replacement designs tend to be
larger than those from corresponding without-replacement designs.
SAR. SAR stands for spatial autoregressive or simultaneous autoregressive, which themselves mean
the same thing but are used by researchers in different fields. See autoregressive models and
autoregressive errors.
Satterthwaite denominator degrees of freedom (DDF) method. This method implements a gener-
alization of the Satterthwaite (1946) approximation of the unknown sampling distributions of test
statistics for complex linear mixed-effects models. This method is supported only with restricted
maximum-likelihood estimation.
Satterthwaite’s t test. Satterthwaite’s t test is a modification of the two-sample t test to account for
unequal variances in the two populations. See Methods and formulas in [PSS] power twomeans
for details.
saturated model. A saturated model is a full covariance model—a model of fitted means and
covariances of observed variables without any restrictions on the values. Also see baseline model.
Saturated models apply only to standard linear SEMs.
scalar. A special case of a matrix with one row and one column. A scalar may be substituted
anywhere a matrix, vector, column vector, or row vector is required, but not vice versa.
scalar model parameter. A scalar model parameter is any model parameter that is a scalar. For
example, {mean} and {hape:alpha} are scalar parameters, as declared by the bayesmh command.
Elements of matrix model parameters are viewed as scalar model parameters. For example, for
a 2 × 2 matrix parameter {Sigma,matrix}, individual elements {Sigma 1 1}, {Sigma 2 1},
{Sigma 1 2}, and {Sigma 2 2} are scalar parameters. If a matrix parameter contains a label, the
label should be included in the specification of individual elements as well. See [BAYES] bayesmh.
scalar parameter. See scalar model parameter.
Schur decomposition. The Schur decomposition of a matrix, A, can be written as
Q0 AQ = T
Glossary 135
where T is in Schur form and Q, the matrix of Schur vectors, is orthogonal if A is real or unitary
if A is complex. See [M-5] schurd( ).
Schur form. There are two Schur forms: real Schur form and complex Schur form.
A real matrix is in Schur form if it is block upper triangular with 1 × 1 and 2 × 2 diagonal blocks.
Each 2 × 2 diagonal block has equal diagonal elements and opposite sign off-diagonal elements.
The real eigenvalues are on the diagonal and complex eigenvalues can be obtained from the 2 × 24
diagonal blocks.
A complex square matrix is in Schur form if it is upper triangular with the eigenvalues on the
diagonal.
score. A score for an observation after factor analysis, PCA, or LDA is derived from a column of the
loading matrix and is obtained as the linear combination of that observation’s data by using the
coefficients found in the loading.
score plot. A score plot produces scatterplots of the score variables after factor analysis, PCA, or LDA.
score test, Lagrange multiplier test. A score test is a test based on first derivatives of a likelihood
function. Score tests are especially convenient for testing whether constraints on parameters should
be relaxed or parameters should be added to a model. Also see Wald test.
scores. Scores has two unrelated meanings. First, scores are the observation-by-observation first-
derivatives of the (quasi) log-likelihood function. When we use the word “scores”, this is what
we mean. Second, in the factor-analysis literature, scores (usually in the context of factor scores)
refers to the expected value of a latent variable conditional on all the observed variables. We refer
to this simply as the predicted value of the latent variable.
scree plot. A scree plot is a plot of eigenvalues or singular values ordered from greatest to least after
an eigen decomposition or singular value decomposition. Scree plots help determine the number
of factors or components in an eigen analysis. Scree is the accumulation of loose stones or rocky
debris lying on a slope or at the base of a hill or cliff; this plot is called a scree plot because it
looks like a scree slope. The goal is to determine the point where the mountain gives way to the
fallen rock.
SDR. See successive difference replication.
seasonal difference operator. The period-s seasonal difference operator ∆s denotes the difference
in the value of a variable at time t and time t − s. Formally, ∆s yt = yt − yt−s , and ∆2s yt =
∆s (yt − yt−s ) = (yt − yt−s ) − (yt−s − yt−2s ) = yt − 2yt−s + yt−2s .
secondary sampling unit. Secondary sampling unit (SSU) is a cluster that was sampled from within a
PSU in the second sampling stage. SSU is also used as a generic term unit to indicate any sampling
unit that is not from the first sampling stage.
second-level latent variable. See first-, second-, and higher-order latent variables.
second-order latent variable. See first- and second-order latent variables.
seemingly unrelated regression. Seemingly unrelated regression is a kind of structural model in
which each member of a set of observed endogenous variables is a function of a set of observed
exogenous variables and a unique random disturbance term. The disturbances are correlated and
the sets of exogenous variables may overlap. If the sets of exogenous variables are identical, this
is referred to as multivariate regression.
selection. Selection is another term for endogenous sample selection.
selection on unobservables. Selection on unobservables is another term for endogenous sample
selection.
136 Glossary
SEM. SEM stands for structural equation modeling and for structural equation model. We use SEM
in capital letters when writing about theoretical or conceptual issues as opposed to issues of the
particular implementation of SEM in Stata with the sem or gsem commands.
sem. sem is the Stata command that fits standard linear SEMs. Also see gsem.
semiconjugate prior. A prior distribution is semiconjugate for a family of likelihood distributions if
the prior and (full) conditional posterior distributions belong to the same family of distributions.
For semiconjugacy to hold, parameters must typically be independent a priori; that is, their joint
prior distribution must be the product of the individual marginal prior distributions. For example,
the normal prior distribution for a mean parameter of a normal data distribution with an unknown
variance (which is assumed to be independent of the mean a priori) is a semiconjugate prior.
Semiconjugacy may provide an efficient way of sampling from posterior distributions and is used
in Gibbs sampling.
semiparametric model. This is a model that is not fully parameterized. The Cox proportional hazards
model is such a model:
h(t) = h0 (t) exp(β1 x1 + · · · + βk xk )
In the Cox model, ho (t) is left unparameterized and not even estimated. Meanwhile, the relative
effects of covariates are parameterized as exp(β1 x1 + · · · + βk xk ).
semirobust standard errors. Semirobust standard errors are closely related to robust standard errors
and can be interpreted as representing the sample-to-sample variability of the parameter estimates,
even when the model is misspecified, as long as the mean structure of the model is specified
correctly. See also robust standard errors.
sensitivity analysis. Sensitivity analysis investigates the effect of varying study parameters on power,
sample size, and other components of a study. The true values of study parameters are usually
unknown, and power and sample-size analysis uses best guesses for these values. It is therefore
important to evaluate the sensitivity of the computed power or sample size in response to changes
in study parameters. See [PSS] power, table and [PSS] power, graph for details.
sequential limit theory. The sequential limit theory is a method of determining asymptotic properties
of a panel-data statistic in which one index, say, N , the number of panels, is held fixed, while T ,
the number of time periods, goes to infinity, providing an intermediate limit. Then one obtains a
final limit by studying the behavior of this intermediate limit as the other index (N here) goes to
infinity.
serial correlation. Serial correlation refers to regression errors that are correlated over time. If a
regression model does not contained lagged dependent variables as regressors, the OLS estimates
are consistent in the presence of mild serial correlation, but the covariance matrix is incorrect.
When the model includes lagged dependent variables and the residuals are serially correlated, the
OLS estimates are biased and inconsistent. See, for example, Davidson and MacKinnon (1993,
chap. 10) for more information.
serial correlation tests. Because OLS estimates are at least inefficient and potentially biased in the
presence of serial correlation, econometricians have developed many tests to detect it. Popular ones
include the Durbin–Watson (1950, 1951, 1971) test, the Breusch–Pagan (1980) test, and Durbin’s
(1970) alternative test. See [R] regress postestimation time series.
shape parameter. A shape parameter governs the shape of a probability distribution. One example
is the parameter p of the Weibull model.
shapefiles. Shapefiles are files defining maps and more that you find on the web. A shapefile might
be name.zip. name.zip contains name.shp, name.dbf, and files with other suffixes.
Glossary 137
In this manual, shapefiles are also the shapefiles as described above translated into Stata format.
They are Stata datasets named name shp.dta.
To distinguish the two meanings, we refer to standard-format and Stata-format shapefiles.
Shepard diagram. A Shepard diagram after MDS is a 2-dimensional plot of high-dimensional dissim-
ilarities or disparities versus the resulting low-dimensional distances. Also see multidimensional
scaling.
shock variable. A shock variable is a random variable whose value is specified as an independently
and identically distributed (i.i.d.) random variable. The maximum likelihood estimator is derived
under normally distributed shocks but remains consistent under i.i.d. shocks. Robust standard errors
must be specified when the errors are i.i.d. but not normally distributed.
sign test. A sign test is used to test the null hypothesis that the median of a distribution is equal to
some reference value. A sign test is carried out as a test of binomial proportion with a reference
value of 0.5. See [PSS] power oneproportion and [R] bitest.
significance level. In hypothesis testing, the significance level α is an upper bound for a probability
of a type I error. See [PSS] intro to learn more about the relationship between significance level
and the power of a test.
similarity, similarity matrix, and similarity measure. A similarity or a similarity measure is a
quantification of how alike two things are, such as observations or variables or groups of observations,
or a method for quantifying that alikeness. A similarity matrix is a matrix containing similarity
measurements. The matching coefficient is one example of a similarity measure. Contrast to
dissimilarity. Also see proximity and matching coefficient.
simple random sample. In a simple random sample (SRS), individuals are independently sampled—
each with the same probability of being chosen.
simultaneous causation. See recursive (structural) model.
simultaneous system. A simultaneous system is a multiple-equation model in which dependent
variables can affect each other freely. The equation for y1 could include y2, and the equation
for y2 include y1. ERMs cannot fit simultaneous systems. Because the focus of ERMs is on one
equation in particular—the main equation—you can substitute the covariates for y1 into the y2
equation to form the reduced-form result and still obtain estimates of the structural parameters
of the y1 equation. In this manual, we discuss this issue using the terms reverse causation and
recursive (structural) model. In the manual, it is discussed in [ERM] triangularize.
single-linkage clustering. Single-linkage clustering is a hierarchical clustering method that computes
the proximity between two groups as the proximity between the closest pair of observations between
the two groups.
single-record st data. See st data.
singleton-group data. A singleton is a frailty group that contains only 1 observation. A dataset
containing only singletons is known as singleton-group data.
singular value decomposition. A singular value decomposition (SVD) is a factorization of a rectangular
matrix. It says that if M is an m × n matrix, there exists a factorization of the form
M = UΣV∗
where U is an m × m unitary matrix, Σ is an m × n matrix with nonnegative numbers on the

diagonal and zeros off the diagonal, and V∗ is the conjugate transpose of V, an n × n unitary
matrix. If M is a real matrix, then so is V, and V∗ = V0 .
size of test. See significance level.
138 Glossary
slope. See discrimination.

smooth treatment-effects estimator. A smooth treatment-effects estimator is a smooth function of
the data so that standard methods approximate the distribution of the estimator. The RA, IPW,
AIPW, and IPWRA estimators are all smooth treatment-effects estimators while the nearest-neighbor
matching estimator and the propensity-score matching estimator are not.
smoothing. Smoothing a time series refers to the process of extracting an overall trend in the data.
The motivation behind smoothing is the belief that a time series exhibits a trend component as
well as an irregular component and that the analyst is interested only in the trend component.
Some smoothers also account for seasonal or other cyclical patterns.
SMR. See standardized mortality (morbidity) ratio.
snapshot data. Snapshot data are those in which each record contains the values of a set of variables
for a subject at an instant in time. The name arises because each observation is like a snapshot of
the subject.
In snapshot datasets, one usually has a group of observations (snapshots) for each subject.
Snapshot data must be converted to st data before they can be analyzed. This requires making
assumptions about what happened between the snapshots. See [ST] snapspan.
source code. Source code refers to the human-readable code that you type into Mata to define a
function. Source code is compiled into object code, which is binary. See [M-1] how.
Sp. Sp stands for spatial and refers to the SAR system described in this manual.
Sp data. Sp data are data that have been spset, whether directly or indirectly. You can type spset
without arguments to determine whether your data are spset.
spatial lags. Spatial lags are the spatial analogy of time-series lags. In time series, the lag of xt is
xt−1 . In spatial analysis, the lag of xi —x in place i—is a weighted sum of x in nearby places
given by Wx. See [SP] intro 1.
spatial units. Spatial units is the term we use for the units measuring distance when the coordinates
are planar. For instance, New York and Boston might be recorded in planar units as being at
( CX, CY) = (1.3, 7.836) and (1.447, 7.118). In that case, the distance between them is 0.0284
spatial units. Because they are about 190 miles apart, evidently a spatial unit is 6,690 miles. Also
see [SP] spdistance.
spatial weighting matrix. A spatial weighting matrix is square matrix W. Wx plays the same role in
spatial analysis that L.x plays in time-series analysis. One can think of W’s elements as recording
the potential spillover for place j to i.
Spatial weighting matrices have zero on the diagonal and nonzero or zero values elsewhere. A
contiguity spatial weighting matrix would have 0s and 1s. Wi,j = Wj,i would equal 1 when i
and j were neighbors.
The scale in which the elements of spatial weighting matrices are recorded is irrelevant. See
[SP] intro 2.
spatially autoregressive errors. See autoregressive errors.
spectral analysis. See frequency-domain analysis.
spectral density function. The spectral density function is the derivative of the spectral distribution
function. Intuitively, the spectral density function f (ω) indicates the amount of variance in a time
series that is attributable to sinusoidal components with frequency ω . See also spectral distribution
function. The spectral density function is sometimes called the spectrum.
Glossary 139
spectral distribution function. The (normalized) spectral distribution function F (ω) of a process
describes the proportion of variance that can be explained by sinusoids with frequencies in the
range (0, ω), where 0 ≤ ω ≤ π . The spectral distribution and density functions used in frequency-
domain analysis are closely related to the autocorrelation function used in time-domain analysis;
see Chatfield (2004, chap. 6) and Wei (2006, chap. 12).
spectrum. See spectral density function.
spell data. Spell data are survival data in which each record represents a fixed period, consisting of a
begin time, an end time, possibly a censoring/failure indicator, and other measurements (covariates)
taken during that specific period.
sphericity. Sphericity is the state or condition of being a sphere. In repeated measures ANOVA,
sphericity concerns the equality of variance in the difference between successive levels of the
repeated measure. The multivariate alternative to ANOVA, called MANOVA, does not require the
assumption of sphericity. Also see repeated measures.
spillover effects. Spillover effects and potential spillover effects are the informal words we use to
describe the elements of a spatial weighting matrix. Wi,j records the (potential) spillover from
place j to i. See [SP] intro 2.
square matrix. A matrix is square if it has the same number of rows and columns. A 3 × 3 matrix
is square; a 3 × 4 matrix is not.
SRS. See simple random sample.
SSCP matrix. SSCP is an acronym for the sums of squares and cross products. Also see between
matrix.
SSD, ssd. See summary statistics data.
SSU. See secondary sampling unit.
st data. st stands for survival time. In survival-time data, each observation represents a span of
survival, recorded in variables t0 and t. For instance, if in an observation t0 were 3 and t were
5, the span would be (t0, t ], meaning from just after t0 up to and including t.
Sometimes variable t0 is not recorded; t0 is then assumed to be 0. In such a dataset, an observation
that had t = 5 would record the span (0, 5 ].
Each observation also includes a variable d, called the failure variable, which contains 0 or nonzero
(typically, 1). The failure variable records what happened at the end of the span: 0, the subject
was still alive (had not yet failed) or 1, the subject died (failed).
Sometimes variable d is not recorded; d is then assumed to be 1. In such a dataset, all time-span
observations would be assumed to end in failure.
Finally, each observation in an st dataset can record the entire history of a subject or each can
record a part of the history. In the latter case, groups of observations record the full history. One
observation might record the period (0, 5 ] and the next, (5, 8 ]. In such cases, there is a variable
ID that records the subject for which the observation records a time span. Such data are called
multiple-record st data. When each observation records the entire history of a subject, the data are
called single-record st data. In the single-record case, the ID variable is optional.
See [ST] stset.
stacked variables. See crossed variables.
stacking variables. See crossing variables.
140 Glossary
standard linear SEM. An SEM without multilevel effects in which all response variables are given
by a linear equation. Standard linear SEM is what most people mean when they refer to just SEM.
Standard linear SEMs are fit by sem, although they can also be fit by gsem; see generalized SEM.
standard strata. See direct standardization.
standard weights. See direct standardization.
standard-format shapefile. See shapefiles.
standardized coefficient. In a linear equation y = . . . bx + . . . , the standardized coefficient β is
(b
σy /b
σx )b. Standardized coefficients are scaled to units of standard deviation change in y for a
standard deviation change in x.
standardized covariance. A standardized covariance between y and x is equal to the correlation of
y and x, which is to say, it is equal to σxy /σx σy . The covariance is equal to the correlation when
variables are standardized to have variance 1.
standardized data. Standardized data has a mean of zero and a standard deviation of one. You can
standardize data x by taking (x − x)/σ , where σ is the standard deviation of the data.
standardized mortality (morbidity) ratio. Standardized mortality (morbidity) ratio (SMR) is the
observed number of deaths divided by the expected number of deaths. It is calculated using
indirect standardization: you take the population of the group of interest—say, by age, sex, and
other factors—and calculate the expected number of deaths in each cell (expected being defined
as the number of deaths that would have been observed if those in the cell had the same mortality
as some other population). You then take the ratio to compare the observed with the expected
number of deaths. For instance,
(1) (2) (1)×(2) (4)

Population Deaths per 100,000 Expected # Observed
Age of group in general pop. of deaths deaths
25–34 95,965 105.2 100.9 92
34–44 78,280 203.6 159.4 180
44–54 52,393 428.9 224.7 242
55–64 28,914 964.6 278.9 312
Total 763.9 826
SMR = 826/763.9 = 1.08
standardized residuals, normalized residuals. Standardized residuals are residuals adjusted so that
they follow a standard normal distribution. The difficulty is that the adjustment is not always
possible. Normalized residuals are residuals adjusted according to a different formula that roughly
follow a standard normal distribution. Normalized residuals can always be calculated.
starting values. The estimation methods provided by sem and gsem are iterative. The starting values
are values for each of the parameters to be estimated that are used to initialize the estimation
process. The sem software provides starting values automatically, but in some cases, these are not
good enough and you must (1) diagnose the problem and (2) provide better starting values. See
[SEM] intro 12.
Stata matrix. Stata itself, separate from Mata, has matrix capabilities. Stata matrices are separate
from those of Mata, although Stata matrices can be gotten from and put into Mata matrices; see
[M-5] st matrix( ). Stata matrices are described in [P] matrix and [U] 14 Matrix expressions.
Stata matrices are exclusively numeric and contain real elements only. Stata matrices also differ
from Mata matrices in that, in addition to the matrix itself, a Stata matrix has text labels on the
Glossary 141
rows and columns. These labels are called row stripes and column stripes. One can think of rows
and columns as having names. The purpose of these names is discussed in [U] 14.2 Row and
column names. Mata matrices have no such labels. Thus three steps are required to get or to put
all the information recorded in a Stata matrix: 1) getting or putting the matrix itself; 2) getting
or putting the row stripe from or into a string matrix; and 3) getting or putting the column stripe
from or into a string matrix. These steps are discussed in [M-5] st matrix( ).
Stata-format shapefile. See shapefiles.
state transition matrix. The state transition matrix in the reduced form of a DSGE model is the matrix
that expresses how the future values of state variables depend on their current values.
state variable. A state variable is an unobserved exogenous variable.
In DSGE models, a state variable is an unobserved exogenous variable that may depend on its own
previous value, the previous values of other state variables, and shocks.
state-space model. A state-space model describes the relationship between an observed time series
and an unobservable state vector that represents the “state” of the world. The measurement equation
expresses the observed series as a function of the state vector, and the transition equation describes
how the unobserved state vector evolves over time. By defining the parameters of the measurement
and transition equations appropriately, one can write a wide variety of time-series models in the
state-space form.
For DSGE models, the state-space form is the reduced form of the structural model.
The DSGE framework changes the jargon and the structure of state-space models. The measurement
equation is the vector of equations for the control variables, and the transition equation is the
vector of equations for the state variables. In contrast to the standard state-space model, DSGE
models allow a control variable to be unobserved.
static forecast. A static forecast uses actual values wherever lagged values of the endogenous variables
appear in the model. As a result, static forecasts perform at least as well as dynamic forecasts,
but static forecasts cannot produce forecasts into the future if lags of the endogenous variables
appear in the model.
Because actual values will be missing beyond the last historical time period in the dataset, static
forecasts can forecast only one period into the future (assuming only first lags appear in the model);
thus they are often called one-step-ahead forecasts.
stationary distribution. Stationary distribution of a stochastic process is a joint distribution that does
not change over time. In the context of MCMC, stationary distribution is the target probability
distribution to which the Markov chain converges. When MCMC is used for simulating a Bayesian
model, the stationary distribution is the target joint posterior distribution of model parameters.
steady-state equilibrium. The steady-state equilibrium is the predicted value of a variable in a dynamic
model, ignoring the effects of past shocks, or, equivalently, the value of a variable, assuming that
the effects of past shocks have fully died out and no longer affect the variable of interest.
More technically, a steady-state equilibrium is a set of values for the endogenous variables to
which the dynamic system will return after an exogenous variable is changed or a random shock
occurs. This set of values is time invariant in that it does not depend on the time period in which
the change or shock occurs. Multistep dynamic forecasts converge to these values. A steady-state
equilibrium is also known as a long-run equilibrium because it specifies time-invariant values for
the endogenous variables to which the dynamic system will return, if left unshocked.
stochastic equation. A stochastic equation, in contrast to an identity, is an equation in a forecast model
that includes a random component, most often in the form of an additive error term. Stochastic
equations include parameters that must be estimated from historical data.
142 Glossary
stochastic trend. A stochastic trend is a nonstationary random process. Unit-root process and random
coefficients on time are two common stochastic trends. See [TS] ucm for examples and discussions
of more commonly applied stochastic trends.
stopping rules. Stopping rules for hierarchical cluster analysis are used to determine the number of
clusters. A stopping-rule value (also called an index) is computed for each cluster solution, that
is, at each level of the hierarchy in hierarchical cluster analysis. Also see hierarchical clustering.
str1, str2, . . . , str2045. See strL.
stratification. The population is partitioned into well-defined groups of individuals, called strata.
In the first sampling stage, PSUs are independently sampled from within each stratum. In later
sampling stages, SSUs are independently sampled from within each stratum for that stage.
Survey designs that use stratification typically result in smaller variance estimates than do similar
designs that do not use stratification. Stratification is most effective in decreasing variability when
sampling units are more similar within the strata than between them.
stratified 2 × 2 tables. Describe the association between a binary independent variable and a binary
response variable of interest. The analysis is stratified by a nominal (categorical) variable with K
levels.
stratified model. A stratified survival model constrains regression coefficients to be equal across
levels of the stratification variable, while allowing other features of the model to vary across strata.
stratified test. A stratified test is performed separately for each stratum. The stratum-specific results
are then combined into an overall test statistic.
stress. See Kruskal stress and loss.
strict stationarity. A process is strictly stationary if the joint distribution of y1 , . . . , yk is the same
as the joint distribution of y1+τ , . . . , yk+τ for all k and τ . Intuitively, shifting the origin of the
series by τ units has no effect on the joint distributions.
string. A matrix is said to be a string matrix if its elements are strings (text); see type, eltype, and
orgtype. In Mata, a string may be text or binary and may be up to 2,147,483,647 characters (bytes)
long.
strL. strL is a storage type for string variables. The full list of string storage types is str1, str2,
. . . , str2045, and strL.
str1, str2, . . . , str2045 are fixed-length storage types. If variable mystr is str8, then 8 bytes
are allocated in each observation to store mystr’s value. If you have 2,000 observations, then
16,000 bytes in total are allocated.
Distinguish between storage length and string length. If myvar is str8, that does not mean the
strings are 8 characters long in every observation. The maximum length of strings is 8 characters.
Individual observations may have strings of length 0, 1, . . . , 8. Even so, every string requires
8 bytes of storage.
You need not concern yourself with the storage length because string variables are automatically
promoted. If myvar is str8, and you changed the contents of myvar in the third observation to
“Longer than 8”, then myvar would automatically become str13.
If you changed the contents of myvar in the third observation to a string longer than 2,045
characters, myvar would become strL.
strL variables are not necessarily longer than 2,045 characters; they can be longer or shorter than
2,045 characters. The real difference is that strL variables are stored as varying length. Pretend that
myothervar is a strL and its third observation contains “this”. The total memory consumed by
the observation would be 64 + 4 + 1 = 69 bytes. There would be 64 bytes of tracking information,
Glossary 143
4 bytes for the contents (there are 4 characters), and 1 more byte to terminate the string. If the fifth
observation contained a 2,000,000-character string, then 64 + 2,000,000 + 1 = 2,000,069 bytes
would be used to store it.
Another difference between str1, str2, . . . , str2045, and strLs is that the str# storage types
can store only ASCII strings. strL can store ASCII or binary strings. Thus a strL variable could
contain, for instance, the contents of a Word document or a JPEG image or anything else.
strL is pronounce sturl.
strongly balanced. A longitudinal or panel dataset is said to be strongly balanced if each panel has
the same number of observations, and the observations for different panels were all made at the
same times.
structural equation model. Different authors use the term “structural equation model” in different
ways, but all would agree that an SEM sometimes carries the connotation of being a structural
model with a measurement component, that is, combined with a measurement model.
structural model. A structural model is one that describes the relationship among a set of variables,
based on underlying theoretical considerations. In particular, the parameters of a structural model
are posited to quantify an actual causal relationship among the variables rather than a mere
description of the variables’ correlations.
Structural models often have multiple equations and dependencies between endogenous variables,
although that is not a requirement.
Structural models can be viewed in a structural equation modeling (SEM) framework and can thus
be fitted by sem and gsem, though these commands are not limited to fitting just structural models.
See [SEM] intro 5 and structural equation model.
Structural models are also used in econometric forecasting applications. See [TS] forecast for
information about forecasting from structural models based on time-series data.
structure (programming version). A structure is an eltype, indicating a set of variables tied together
under one name. struct mystruct might be
struct mystruct {
real scalar n1, n2
real matrix X
}
If variable a was declared a struct mystruct scalar, then the scalar a would contain three
pieces: two real scalars and one real matrix. The pieces would be referred to as a.n1, a.n2, and
a.X. If variable b were also declared a struct mystruct scalar, it too would contain three
pieces, b.n1, b.n2, and b.X. The advantage of structures is that they can be referred to as a
whole. You can code a.n1=b.n1 to copy one piece, or you can code a=b if you wanted to copy
all three pieces. In all ways, a and b are variables. You may pass a to a subroutine, for instance,
which amounts to passing all three values.
Structures variables are usually scalar, but they are not limited to being so. If A were a struct
mystruct matrix, then each element of A would contain three pieces, and one could refer, for
instance, to A[2,3].n1, A[2,3].n2, and A[2,3].X, and even to A[2,3].X[3,2].
See [M-2] struct.
structure (statistics version). Structure, as in factor structure, is the correlations between the variables
and the common factors after factor analysis. Structure matrices are available after factor analysis
and LDA. Also see factor analysis and linear discriminant analysis.
144 Glossary
structured (correlation or covariance). See unstructured and structured (correlation or covariance).

style. Style refers to the format in which the mi data are stored. There are four styles: flongsep,
flong, mlong, and wide. You can ignore styles, except for making an original selection, because
all mi commands work regardless of style. You will be able to work more efficiently, however,
if you understand the details of the style you are using; see [MI] styles. Some tasks are easier in
one style than another. You can switch between styles by using the mi convert command; see
[MI] mi convert.
The flongsep style is best avoided unless your data are too big to fit into one of the other styles.
In flongsep style, a separate .dta set is created for m = 0, for m = 1, . . . , and for m = M .
Flongsep is best avoided because mi commands work more slowly with it.
In all the other styles, the M + 1 datasets are stored in one .dta file. The other styles are both
more convenient and more efficient.
The most easily described of these .dta styles is flong; however, flong is also best avoided because
mlong style is every bit as convenient as flong, and mlong is memorywise more efficient. In flong,
each observation in the original data is repeated M times in the .dta dataset, once for m = 1,
again for m = 2, and so on. Variable mi m records m and takes on values 0, 1, 2, . . . , M .
Within each value of m, variable mi id takes on values 1, 2, . . . , N and thus connects imputed
with original observations.
The mlong style is recommended. It is efficient and easy to use. Mlong is much like flong except
that complete observations are not repeated.
Equally recommended is the wide style. In wide, each imputed and passive variable has an
additional M variables associated with it, one for the variable’s value in m = 1, another for its
value in m = 2, and so on. If an imputed or passive variable is named vn, then the values of vn
in m = 1 are stored in variable 1 vn; the values for m = 2, in 2 vn; and so on.
What makes mlong and wide so convenient? In mlong, there is a one-to-one correspondence of
your idea of a variable and Stata’s idea of a variable—variable vn refers to vn for all values
of m. In wide, there is a one-to-one correspondence of your idea of an observation and Stata’s
idea—physical observation 5 is observation 5 in all datasets.
Choose the style that matches the problem at hand. If you want to create new variables or modify
existing ones, choose mlong. If you want to drop observations or create new ones, choose wide.
You can switch styles with the mi convert command; see [MI] mi convert.
For instance, if you want to create new variable ageXexp equal to age*exp and your data are
mlong, you can just type generate ageXexp = age*exp, and that will work even if age and exp
are imputed, passive, or a mix. Theoretically, the right way to do that is to type mi passive:
generate agexExp = age*exp, but concerning variables, if your data are mlong, you can work
the usual Stata way.
If you want to drop observation 20 or drop if sex==2, if your data are wide, you can just type
drop in 20 or drop if sex==2. Here the “right” way to do the problem is to type the drop
command and then remember to type mi update so that mi can perform whatever machinations
are required to carry out the change throughout m > 0; however, in the wide form, there are no
machinations required.
Glossary 145
subhazard, cumulative subhazard, and subhazard ratio. In a competing-risks analysis, the hazard
of the subdistribution (or subhazard for short) for the event of interest (type 1) is defined formally
as
h1 (t) =

P (t < T ≤ t + δ and event type 1)| T > t or (T ≤ t and not event type 1)
limδ→0
δ
Less formally, think of this hazard as that which generates failure events of interest while keeping
subjects who experience competing events “at risk” so that they can be adequately counted as not
having any chance of failing.
The cumulative subhazard H 1 (t) is the integral of the subhazard function h1 (t), from 0 (the onset
of risk) to t. The cumulative subhazard plays a very important role in competing-risks analysis.
The cumulative incidence function (CIF) is a direct function of the cumulative subhazard:
CIF1 (t) = 1 − exp{−H 1 (t)}
The subhazard ratio is the ratio of the subhazard function evaluated at two different values of the
covariates: h1 (t|x)/h1 (t|x0 ). The subhazard ratio is often called the relative subhazard, especially
when h1 (t|x0 ) is the baseline subhazard function.
subjective prior. See informative prior.
subpopulation estimation. Subpopulation estimation focuses on computing point and variance esti-
mates for part of the population. The variance estimates measure the sample-to-sample variability,
assuming that the same survey design is used to select individuals for observation from the
population. This approach results in a different variance than measuring the sample-to-sample vari-
ability by restricting the samples to individuals within the subpopulation; see [SVY] subpopulation
estimation.
subsampling the chain. See thinning.
subscripts. Subscripts are how you refer to an element or even a submatrix of a matrix.
Mata provides two kinds of subscripts, known as list subscripts and range subscripts.
In list subscripts, A[2,3] refers to the (2,3) element of A. A[(2\3), (4,6)] refers to the
submatrix made up of the second and third rows, fourth and sixth columns, of A.
In range subscripts, A[|2,3|] also refers to the (2,3) element of A. A[|2,3\4,6|] refers to the
submatrix beginning at the (2,3) element and ending at the (4,6) element.
See [M-2] subscripts for more information.
substantive constraints. See identification.
successive difference replication. Successive difference replication (SDR) is a method of variance
typically applied to systematic samples, where the observed sampling units are somehow ordered.
The SDR variance estimator is described in [SVY] variance estimation.
summary statistics data. Data are sometimes available only in summary statistics form, as (1) means
and covariances, (2) means, standard deviations or variances, and correlations, (3) covariances,
(4) standard deviations or variances and correlations, or (5) correlations. SEM can be used to fit
models using such data in place of the underlying raw data. The ssd command creates datasets
containing summary statistics.
super-varying variables. See varying and super-varying variables.
146 Glossary
supplementary rows or columns or supplementary variables. Supplementary rows or columns can

be included in CA, and supplementary variables can be included in MCA. They do not affect the
CA or MCA solution, but they are included in plots and tables with statistics of the corresponding
row or column points. Also see correspondence analysis and multiple correspondence analysis.
survey data. Survey data consist of information about individuals that were sampled from a population
according to a survey design. Survey data distinguishes itself from other forms of data by the
complex nature under which individuals are selected from the population.
In survey data analysis, the sample is used to draw inferences about the population. Furthermore,
the variance estimates measure the sample-to-sample variability that results from the survey design
applied to the fixed population. This approach differs from standard statistical analysis, in which the
sample is used to draw inferences about a physical process and the variance measures the sample-
to-sample variability that results from independently collecting the same number of observations
from the same process.
survey design. A survey design describes how to sample individuals from the population. Survey
designs typically include stratification and cluster sampling at one or more stages.
survival-time data. See st data.
survivor function. Also known as the survivorship function and the survival function, the survivor
function, S(t), is 1) the probability of surviving beyond time t, or equivalently, 2) the probability
that there is no failure event prior to t, 3) the proportion of the population surviving to time t,
or equivalently, 4) the reverse cumulative distribution function of T , the time to the failure event:
S(t) = Pr(T > t). Also see hazard.
SVAR. A structural vector autoregressive (SVAR) model is a type of VAR in which short- or long-run
constraints are placed on the resulting impulse–response functions. The constraints are usually
motivated by economic theory and therefore allow causal interpretations of the IRFs to be made.
SVD. See singular value decomposition.
symmetric matrices. Matrix A is symmetric if A = A0 . The word symmetric is usually reserved for
real matrices, and in that case, a symmetric matrix is a square matrix with aij ==aji .
Matrix A is said to be Hermitian if A = A0 , where the transpose operator is understood to mean
the conjugate-transpose operator; see Hermitian matrix. In Mata, the 0 operator is the conjugate-
transpose operator, and thus, in this manual, we will use the word symmetric both to refer to real,
symmetric matrices and to refer to complex, Hermitian matrices.
Sometimes, you will see us follow the word symmetric with a parenthesized Hermitian, as in, “the
resulting matrix is symmetric (Hermitian)”. That is done only for emphasis.
The inverse of a symmetric (Hermitian) matrix is symmetric (Hermitian).
symmetriconly. Symmetriconly is a word we have coined to refer to a square matrix whose corre-
sponding off-diagonal elements are equal to each other, whether the matrix is real or complex.
Symmetriconly matrices have no mathematical significance, but sometimes, in data-processing and
memory-management routines, it is useful to be able to distinguish such matrices.
symmetry. In a 2 × 2 contingency table, symmetry refers to the equality of the off-diagonal elements.
For a 2 × 2 table, a test of marginal homogeneity reduces to a test of symmetry.
t test. A t test is a test for which the sampling distribution of the test statistic is a Student’s t
distribution.
A one-sample t test is used to test whether the mean of a population is equal to a specified value
when the variance must also be estimated. The test statistic follows Student’s t distribution with
N − 1 degrees of freedom, where N is the sample size.
Glossary 147
A two-sample t test is used to test whether the means of two populations are equal when the
variances of the populations must also be estimated. When the two populations’ variances are
unequal, a modification to the standard two-sample t test is used; see Satterthwaite’s t test.
target parameter. In power and sample-size analysis, the target parameter is the parameter of interest
or the parameter in the study about which hypothesis tests are conducted.
target rotation. Target rotation minimizes the criterion
1
c(Λ) = kΛ − Hk2
2
for a given target matrix H.
taxonomy. Taxonomy is the study of the general principles of scientific classification. It also denotes
classification, especially the classification of plants and animals according to their natural relation-
ships. Cluster analysis is a tool used in creating a taxonomy and is synonymous with numerical
taxonomy. Also see cluster analysis.
Taylor linearization. See linearization.
TCC. See test characteristic curve.
TE. See treatment effect.
technique. Technique is just an English word and should be read in context. Nonetheless, technique
is usually used here to refer to the technique used to calculate the estimated VCE. Those techniques
are OIM, EIM, OPG, robust, clustered, bootstrap, and jackknife.
Technique is also used to refer to the available techniques used with ml, Stata’s optimizer and
likelihood maximizer, to find the solution.
test characteristic curve. A test characteristic curve (TCC) is the sum of item characteristic curves
and represents the expected score on the instrument.
test information function A test information function (TIF) is the sum of item information functions
and indicates the precision of the entire instrument along the latent trait continuum.
test statistic. In hypothesis testing, a test statistic is a function of the sample that does not depend
on any unknown parameters.
tested covariates. See reduced model.
tetrachoric correlation. A tetrachoric correlation estimates the correlation coefficients of binary
variables by assuming a latent bivariate normal distribution for each pair of variables, with a
threshold model for manifest variables.
thinning. Thinning is a way of reducing autocorrelation in the MCMC sample by subsampling the MCMC
chain every prespecified number of iterations determined by the thinning interval. For example,
the thinning interval of 1 corresponds to using the entire MCMC sample; the thinning interval of 2
corresponds to using every other sample value; and the thinning interval of 3 corresponds to using
values from iterations 1, 4, 7, 10, and so on. Thinning should be applied with caution when used
to reduce autocorrelation because it may not always be the most appropriate way of improving
the precision of estimates.
thrashing. Subjects are said to thrash when they are censored and immediately reenter with different
covariates.
three-level model. A three-level mixed-effects model has one level of observations and two levels of
grouping. Suppose that you have a dataset consisting of patients overseen by doctors at hospitals,
148 Glossary
and each doctor practices at one hospital. Then a three-level model would contain a set of random
effects to control for hospital-specific variation, a second set of random effects to control for
doctor-specific random variation within a hospital, and a random-error term to control for patients’
random variation.
three-parameter logistic model. The three-parameter logistic (3PL) model is an IRT model for binary
responses where items vary in their difficulty and discrimination and can share or have their own
guessing parameter.
ties. After discriminant analysis, ties in classification occur when two or more posterior probabilities
are equal for an observation. They are most common with KNN discriminant analysis.
TIF. See test information function.
time variable. The time variable is the variable in panel data that identifies the second level of the
panel. The variable is not required to measure time, but it usually does.
time-domain analysis. Time-domain analysis is analysis of data viewed as a sequence of observations
observed over time. The autocorrelation function, linear regression, ARCH models, and ARIMA
models are common tools used in time-domain analysis.
time-series–operated variable. Time-series–operated variables are a Stata concept. The term refers
to op.varname combinations such as L.gnp to mean the lagged value of variable gnp. Mata’s
[M-5] st data( ) function works with time-series–operated variables just as it works with other
variables, but many other Stata-interface functions do not allow op.varname combinations. In
those cases, you must use [M-5] st tsrevar( ).
time-varying covariates. Time-varying covariates appear in a survival model whose values vary over
time. The values of the covariates vary, not the effect. For instance, in a proportional hazards
model, the log hazard at time t might be b × aget + c × treatmentt . Variable age might be time
varying, meaning that as the subject ages, the value of age changes, which correspondingly causes
the hazard to change. The effect b, however, remains constant.
Time-varying variables are either continuously varying or discretely varying.
In the continuously varying case, the value of the variable x at time t is xt = xo + f (t), where
f () is some function and often is the identity function, so that xt = xo + t.
In the discretely varying case, the value of x changes at certain times and often in no particular
pattern:
idvar t0 t bp
1 0 5 150
1 5 7 130
1 7 9 135
In the above data, the value of bp is 150 over the period (0, 5 ], then 130 over (5, 7 ], and 135
over (7, 9 ].
titlecase, title-cased string, and Unicode title-cased string. In grammar, titlecase refers to the
capitalization of the key words in a phrase. In Stata, titlecase refers to (a) the capitalization of
the first letter of each word in a string and (b) the capitalization of each letter after a nonletter
character. There is no judgment of the word’s importance in the string or whether the letter after
a nonletter character is part of the same word. For example, “it’s” in titlecase is “It’S”.
A title-cased string is any string to which the above rules have been applied. For example, if we
used the strproper() function with the book title Zen and the Art of Motorcycle Maintenance,
Stata would return the title-cased string Zen And The Art Of Motorcycle Maintenance.
Glossary 149
A Unicode title-cased string is a string that has had Unicode title-casing rules applied to Unicode
words. This is almost, but not exactly, like capitalizing the first letter of each Unicode word. Like
capitalization, title-casing letters is locale-dependent, which means that the same letter might have
different titlecase forms in different locales. For example, in some locales, capital letters at the
beginning of words are not supposed to have accents on them, even if that capital letter by itself
would have an accent.
If you do not have characters beyond plain ASCII and your locale is English, there is no distinction in
results. For example, ustrtitle() with an English locale locale also would return the title-cased
string Zen And The Art Of Motorcyle Maintenance.
Use the ustrtitle() function to apply the appropriate capitalization rules for your language
(locale).
tobit estimator. Tobit is an estimation technique for dealing with dependent variables that are censored.
The classic tobit model dealt with left-censoring, in which the outcome variable was recorded as
zero if it would have been zero or below. The estimator has since been generalized to dealing
with models in which observations can be left-censored, right-censored, or interval-censored. See
censoring.
total characteristic curve. See test characteristic curve.
total effects. See direct, indirect, and total effects.
total inertia or total principal inertia. The total (principal) inertia in CA and MCA is the sum of
the principal inertias. In CA, total inertia is the Pearson χ2 /n. In CA, the principal inertias are
the singular values; in MCA the principal inertias are the eigenvalues. Also see correspondence
analysis and multiple correspondence analysis.
total information function. See test information function.
traceback log. When a function fails—either because of a programming error or because it was used
incorrectly—it produces a traceback log:
: myfunction(2,3)
solve(): 3200 conformability error
mysub(): - function returned error
myfunction(): - function returned error
<istmt>: - function returned error
r(3200);
The log says that solve() detected the problem—arguments are not conformable—and that
solve() was called by mysub() was called by myfunction() was called by what you typed
at the keyboard. See [M-2] errors for more information.
transmorphic. Transmorphic is an eltype. A scalar, vector, or matrix can be transmorphic, which
indicates that its elements may be real, complex, string, pointer, or even a structure. The elements
are all the same type; you are just not saying which they are. Variables that are not declared
are assumed to be transmorphic, or a variable can be explicitly declared to be transmorphic.
Transmorphic is just fancy jargon for saying that the elements of the scalar, vector, or matrix can
be anything and that, from one instant to the next, the scalar, vector, or matrix might change from
holding elements of one type to elements of another.
See [M-2] declarations.
transpose. The transpose operator is written different ways in different books, including 0 , superscript
*, superscript T, and superscript H. Here we use the 0 notation: A0 means the transpose of A, A
with its rows and columns interchanged.
150 Glossary
In complex analysis, the transpose operator, however it is written, is usually defined to mean the
conjugate transpose; that is, one interchanges the rows and columns of the matrix and then one
takes the conjugate of each element, or one does it in the opposite order—it makes no difference.
Conjugation simply means reversing the sign of the imaginary part of a complex number: the
conjugate of 1+2i is 1-2i. The conjugate of a real is the number itself; the conjugate of 2 is 2.
In Mata, 0 is defined to mean conjugate transpose. Since the conjugate of a real is the number itself,
A0 is regular transposition when A is real. Similarly, we have defined 0 so that it performs regular
transposition for string and pointer matrices. For complex matrices, however, 0 also performs
conjugation.
If you have a complex matrix and simply want to transpose it without taking the conjugate of
its elements, see [M-5] transposeonly( ). Or code conj(A’). The extra conj() will undo the
undesired conjugation performed by the transpose operator.
Usually, however, you want transposition and conjugation to go hand in hand. Most mathematical
formulas, generalized to complex values, work that way.
treatment. A treatment is a drug, government program, or anything else administered to a patient,
job seeker, etc., in hopes of improving an outcome.
treatment arms. Sometimes, experiments are run on more than one treatment simultaneously. Each
different treatment is called an arm of the treatment. The controls (those not treated) are also an
arm of the treatment.
treatment assignment. Treatment assignment is the process by which subjects are assigned to a
treatment arm. That process can be endogenous or exogenous, meaning that the random component
(error) in the assignment is correlated or is not correlated with the outcomes of the treatments. It is
often endogenous because doctors assign subjects or subjects choose based in part on unobserved
factors correlated with the treatment’s outcome.
treatment effects. A treatment effect (TE) is the effect of a treatment in terms of a measured outcome
such as blood pressure, ability to walk, likelihood of finding employment, etc. The statistical
problem is to measure the effect of a treatment in the presence of complications such as censoring,
treatment assignment, and so on.
ERMs fit treatment-effect models when one of the options entreat() or extreat() is specified
for endogenous or exogenous treatment assignment. Meanwhile, the outcome model is specified
in the main equation.
The TE is, for each person, the difference in the predicted outcomes based on the covariates in
the main equation given that treatment is locked at treated or untreated.
The treatment effect on the treated (TET) is, for each person who was treated, the difference in
the predicted outcomes based on the covariates in the main equation and the fact that they were
assigned to or choose to be treated.
The treatment effect on the untreated (TEU) is, for each person who was not treated, the difference
in predicted outcomes based on the covariates in the main equation and the fact that they were
assigned to or choose not to be treated.
The average treatment effect (ATE) is an estimate of the average effect in a population after
accounting for statistical issues.
The average effect on the treated (ATET) is an estimate of the average effect that would have been
observed for those who were in fact treated in the data.
The average effect on the untreated (ATEU) is an estimate of the average effect that would have
been observed for those who were in fact not treated in the data.
Glossary 151
treatment model. A treatment model is a model used to predict treatment-assignment probabilities

as a function of covariates and parameters.
trend. The trend specifies the long-run behavior in a time series. The trend can be deterministic or
stochastic. Many economic, biological, health, and social time series have long-run tendencies to
increase or decrease. Before the 1980s, most time-series analysis specified the long-run tendencies
as deterministic functions of time. Since the 1980s, the stochastic trends implied by unit-root
processes have become a standard part of the toolkit.
triangular matrix. A triangular matrix is a matrix with all elements equal to zero above the diagonal
or all elements equal to zero below the diagonal.
A matrix A is lower triangular if all elements are zero above the diagonal, that is, if A[i, j]==0,
j > i.
A matrix A is upper triangular if all elements are zero below the diagonal, that is, if A[i, j]==0,
j < i.
A diagonal matrix is both lower and upper triangular. That is worth mentioning because any
function suitable for use with triangular matrices is suitable for use with diagonal matrices.
A triangular matrix is usually square.
The inverse of a triangular matrix is a triangular matrix. The determinant of a triangular matrix
is the product of the diagonal elements. The eigenvalues of a triangular matrix are the diagonal
elements.
triangular system. See recursive (structural) model.
truncation, left-truncation, and right-truncation. In survival analysis, truncation occurs when sub-
jects are observed only if their failure times fall within a certain observational period of a study.
Censoring, on the other hand, occurs when subjects are observed for the whole duration of a study,
but the exact times of their failures are not known; it is known only that their failures occurred
within a certain time span.
Left-truncation occurs when subjects come under observation only if their failure times exceed
some time tl . It is only because they did not fail before tl that we even knew about their existence.
Left-truncation differs from left-censoring in that, in the censored case, we know that the subject
failed before time tl , but we just do not know exactly when.
Imagine a study of patient survival after surgery, where patients cannot enter the sample until they
have had a post-surgical test. The patients’ survival times will be left-truncated. This is a “delayed
entry” problem, one common type of left-truncation.
Right-truncation occurs when subjects come under observation only if their failure times do not
exceed some time tr . Right-truncated data typically occur in registries. For example, a cancer
registry includes only subjects who developed a cancer by a certain time, and thus survival data
from this registry will be right-truncated.
two-independent-samples test. See two-sample test.
two-level model. A two-level mixed-effects model has one level of observations and one level of
grouping. Suppose that you have a panel dataset consisting of patients at hospitals; a two-level
model would contain a set of random effects at the hospital level (the second level) to control for
hospital-specific random variation and a random-error term at the observation level (the first level)
to control for within-hospital variation.
two-parameter logistic model. The two-parameter logistic (2PL) model is an IRT model for binary
responses where items vary in their difficulty and discrimination.
two-sample paired test. See paired test.
152 Glossary
two-sample test. A two-sample test is used to test whether the parameters of interest of the two
independent populations are equal. For example, two-sample means test, two-sample variances,
two-sample proportions test, two-sample correlations test.
two-sided test, two-tailed test. A two-sided test is a hypothesis test of a parameter in which the
alternative hypothesis is the complement of the null hypothesis. In the context of a test of a scalar
parameter, the alternative hypothesis states that the parameter is less than or greater than the value
conjectured under the null hypothesis.
two-way ANOVA, two-way analysis of variance. A two-way ANOVA model contains two factors.
Also see [PSS] power twoway.
two-way repeated-measures ANOVA, two-factor ANOVA. This is a repeated-measures ANOVA model
with one within-subject factor and one between-subjects factor. The model can be additive (contain
only main effects of the factors) or can contain main effects and an interaction between the two
factors. Also see [PSS] power repeated.
type, eltype, and orgtype. The type of a matrix (or vector or scalar) is formally defined as the
matrix’s eltype and orgtype, listed one after the other—such as real vector—but it can also
mean just one or the other—such as the eltype real or the orgtype vector.
eltype refers to the type of the elements. The eltypes are
real numbers such as 1, 2, 3.4
complex numbers such as 1+2i, 3+0i
string strings such as "bill"
pointer pointers such as &varname
struct structures
numeric meaning real or complex
transmorphic meaning any of the above
orgtype refers to the organizational type. orgtype specifies how the elements are organized. The
orgtypes are
matrix two-dimensional arrays
vector one-dimensional arrays
colvector one-dimensional column arrays
rowvector one-dimensional row arrays
scalar single items
The fully specified type is the element and organization types combined, as in real vector.
type I error or false-positive result. The type I error of a test is the error of rejecting the null
hypothesis when it is true. The probability of committing a type I error, significance level of a
test, is often denoted as α in statistical literature. One traditionally used value for α is 5%. Also
see type II error and power.
type I error probability. See probability of a type I error.
type I study. A type I study is a study in which all subjects fail (or experience an event) by the end
of the study; that is, no censoring of subjects occurs.
type II error or false-negative result. The type II error of a test is the error of not rejecting the null
hypothesis when it is false. The probability of committing a type II error is often denoted as β
in statistical literature. Commonly used values for β are 20% or 10%. Also see type I error and
power.
type II error probability. See probability of a type II error.
Glossary 153
type II study. A type II study is a study in which there are subjects who do not fail (or do not
experience an event) by the end of the study. These subjects are known to be censored.
unary operator. A unary operator is an operator applied to one argument. In -2, the minus sign is
a unary operator. In !(a==b | a==c), ! is a unary operator.
unbalanced data. A longitudinal or panel dataset is said to be unbalanced if each panel does not
have the same number of observations. See also weakly balanced and strongly balanced.
unbalanced design. An unbalanced design indicates an experiment in which the numbers of treated
and untreated subjects differ. Also see [PSS] unbalanced designs.
unconfoundedness. See conditional-independence assumption.
under observation. A subject is under observation when failure events, should they occur, would be
observed (and so recorded in the dataset). Being under observation does not mean that a subject is
necessarily at risk. Subjects usually come under observation before they are at risk. The statistical
concern is with periods when subjects are at risk but not under observation, even when the subject
is (later) known not to have failed during the hiatus.
In such cases, since failure events would not have been observed, the subject necessarily had to
survive the observational hiatus, and that leads to bias in statistical results unless the hiatus is
accounted for properly.
Entry time and exit time record when a subject first and last comes under observation, between
which there may be observational gaps, but usually there are not. There is only one entry time and
one exit time for each subject. Often, entry time corresponds to analysis time t = 0, or before,
and exit time corresponds to the time of failure.
Delayed entry means that the entry time occurred after t = 0.
underscore functions. Functions whose names start with an underscore are called underscore functions,
and when an underscore function exists, usually a function without the underscore prefix also
exists. In those cases, the function is usually implemented in terms of the underscore function,
and the underscore function is harder to use but is faster or provides greater control. Usually, the
difference is in the handling of errors.
For instance, function fopen() opens a file. If the file does not exist, execution of your program
is aborted. Function fopen() does the same thing, but if the file cannot be opened, it returns a
special value indicating failure, and it is the responsibility of your program to check the indicator
and to take the appropriate action. This can be useful when the file might not exist, and if it does
not, you wish to take a different action. Usually, however, if the file does not exist, you will wish
to abort, and use of fopen() will allow you to write less code.
unequal-allocation design. See unbalanced design.
Unicode. Unicode is a standard for encoding and dealing with text written in almost any conceivable
living or dead language. Unicode specifies a set of encoding systems that are designed to hold
(and, unlike extended ASCII, to keep separate) characters used in different languages. The Unicode
standard defines not only the characters and encodings for them, but also rules on how to perform
various operations on words in a given language (locale), such as capitalization and ordering. The
most common Unicode encodings are mUTF-8, UTF-16, and UTF-32. Stata uses UTF-8.
Unicode character. Technically, a Unicode character is any character with a Unicode encoding.
Colloquially, we use the term to refer to any character other than the plain ASCII characters.
Unicode normalization. Unicode normalization allows us to use a common representation and therefore
compare Unicode strings that appear the same when displayed but could have more than one way
of being encoded. This rarely arises in practice, but because it is possible in theory, Stata provides
154 Glossary
the ustrnormalize() function for converting between different normalized forms of the same
string.
For example, suppose we wish to search for “ñ” (the lowercase n with a tilde over it from the Spanish
alphabet). This letter may have been encoded with the single code point U+00F1. However, the
sequence U+006E (the Latin lowercase “n”) followed by U+0303 (the tilde) is defined by Unicode
to be equivalent to U+00F1. This type of visual identicalness is called canonical equivalence. The
one-code-point form is known as the canonical composited form, and the multiple-code-point form
is known as the canonical decomposed form. Normalization modifies one or the other string to the
opposite canonical equivalent form so that the underlying byte sequences match. If we had strings
in a mixture of forms, we would want to use this normalization when sorting or when searching
for strings or substrings.
Another form of Unicode normalization allows characters that appear somewhat different to be
given the same meaning or interpretation. For example, when sorting or indexing, we may want
the code point U+FB00 (the typographic ligature “ff”) to match the sequence of two Latin “f”
letters encoded as U+0066 U+0066. This is called compatible equivalence.
Unicode title-cased string. See titlecase, title-cased string, and Unicode title-cased string.
unidimensionality. See latent space.
uniqueness. In factor analysis, the uniqueness is the percentage of a variable’s variance that is not
explained by the common factors. It is also “1 − communality”. Also see communality.
unitary matrix. See orthogonal matrix.
unit-root process. A unit-root process is one that is integrated of order one, meaning that the process
is nonstationary but that first-differencing the process produces a stationary series. The simplest
example of a unit-root process is the random walk. See Hamilton (1994, chap. 15) for a discussion
of when general ARMA processes may contain a unit root.
unit-root tests. Whether a process has a unit root has both important statistical and economic
ramifications, so a variety of tests have been developed to test for them. Among the earliest
tests proposed is the one by Dickey and Fuller (1979), though most researchers now use an
improved variant called the augmented Dickey–Fuller test instead of the original version. Other
common unit-root tests implemented in Stata include the DF–GLS test of Elliott, Rothenberg, and
Stock (1996) and the Phillips–Perron (1988) test. See [TS] dfuller, [TS] dfgls, and [TS] pperron.
Variants of unit-root tests suitable for panel data have also been developed; see [XT] xtunitroot.
unregistered variables. See registered and unregistered variables.
unrestricted transformation. An unrestricted transformation is a Procrustes transformation that allows
the data to be transformed, not just by orthogonal and oblique rotations, but by all conformable
regular matrices. This is equivalent to a multivariate regression. Also see Procrustes transformation
and multivariate regression.
unstandardized coefficient. A coefficient that is not standardized. If mpg = −0.006 × weight +
39.44028, then −0.006 is an unstandardized coefficient and, as a matter of fact, is measured in
mpg-per-pound units.
unstructured and structured (correlation or covariance). A set of variables, typically error variables,
is said to have an unstructured correlation or covariance if the covariance matrix has no particular
pattern imposed by theory. If a pattern is imposed, the correlation or covariance is said to be
structured.
upper one-sided test, upper one-tailed test. An upper one-sided test is a one-sided test of a scalar
parameter in which the alternative hypothesis is upper one sided, meaning that the alternative
Glossary 155
hypothesis states that the parameter is greater than the value conjectured under the null hypothesis.
user-defined matrix. A user-defined matrix is a spatial weighting matrix created by typing
spmatrix userdefined
spmatrix fromdata
spmatrix spfrommata
UTF-8. UTF-8 stands for Universal character set + Transformation Format—8-bit. It is a type of
Unicode encoding system that was designed for backward compatibility with ASCII and is used by
Stata 14.
vague prior. See noninformative prior.
valid initial state. See feasible initial value.
vanishing adaptation. See diminishing adaptation.
VAR. A vector autoregressive (VAR) model is a multivariate regression technique in which each
dependent variable is regressed on lags of itself and on lags of all the other dependent variables
in the model. Occasionally, exogenous variables are also included in the model.
variable. In a program, the entities that store values (a, b, c, . . . , x, y, z) are called variables.
Variables are given names of 1 to 32 characters long. To be terribly formal about it: a variable is
a container; it contains a matrix, vector, or scalar and is referred to by its variable name or by
another variable containing a pointer to it.
Also, variable is sometimes used to refer to columns of data matrices; see data matrix.
variance components. In a mixed-effects model, the variance components refer to the variances and
covariances of the various random effects.
variance estimation. Variance estimation refers to the collection of methods used to measure the
amount of sample-to-sample variation of point estimates; see [SVY] variance estimation.
variance–covariance matrix of the estimator. The estimator is the formula used to solve for the fitted
parameters, sometimes called the fitted coefficients. The VCE is the estimated variance–covariance
matrix of the parameters. The diagonal elements of the VCE are the variances of the parameters
or equivalent, the square root of those elements are the reported standard errors of the parameters.
varimax rotation. Varimax rotation maximizes the variance of the squared loadings within the columns
of the matrix. It is an orthogonal rotation equivalent to oblimin with γ = 1 or to the Crawford–
Ferguson family with κ = 1/p, where p is the number of rows of the matrix to be rotated. Also
see orthogonal rotation, oblimin rotation, and Crawford–Ferguson rotation.
varying and super-varying variables. A variable is said to be varying if its values in the incomplete
observations differ across m. Imputed and passive variables are varying. Regular variables are
nonvarying. Unregistered variables can be either.
Imputed variables are supposed to vary because their incomplete values are filled in with different
imputed values, although an imputed variable can be temporarily nonvarying if you have not
imputed its values yet. Similarly, passive variables should vary because they are or will be filled
in based on values of varying imputed variables.
VCE. See variance–covariance matrix of the estimator.
VECM. A vector error-correction model (VECM) is a type of VAR that is used with variables that
are cointegrated. Although first-differencing variables that are integrated of order one makes them
stationary, fitting a VAR to such first-differenced variables results in misspecification error if the
156 Glossary
variables are cointegrated. See The multivariate VECM specification in [TS] vec intro for more
on this point.
vector, colvector, and rowvector. A special case of a matrix with either one row or one column. A
vector may be substituted anywhere a matrix is required. A matrix, however, may not be substituted
for a vector.
A colvector is a vector with one column.
A rowvector is a vector with one row.
A vector is either a rowvector or colvector, without saying which.
vertex. See border and vertex.
view. A view is a special type of matrix that appears to be an ordinary matrix, but in fact the values
in the matrix are the values of certain or all variables and observations in the Stata dataset that
is currently in memory. Its values are not just equal to the dataset’s values; they are the dataset’s
values: if an element of the matrix is changed, the corresponding variable and observation in the
Stata dataset also changes. Views are obtained by st view() and are efficient; see [M-5] st view( ).
void function. A function is said to be void if it returns nothing. For instance, the function [M-5] printf( )
is a void function; it prints results, but it does not return anything in the sense that, say, [M-5] sqrt( )
does. It would not make any sense to code x = printf("hi there"), but coding x = sqrt(2)
is perfectly logical.
void matrix. A matrix is said to be void if it is 0 × 0, r × 0, or 0 × c; see [M-2] void.
Wald test. A Wald test is a statistical test based on the estimated variance–covariance matrix of the
parameters. Wald tests are especially convenient for testing possible constraints to be placed on
the estimated parameters of a model. Also see score test.
Ward’s linkage clustering. Ward’s-linkage clustering is a hierarchical clustering method that joins
the two groups resulting in the minimum increase in the error sum of squares.
weakly balanced. A longitudinal or panel dataset is said to be weakly balanced if each panel has
the same number of observations but the observations for different panels were not all made at
the same times.
weakly stationary. A process is weakly stationary if the mean of the process is finite and independent
of t, the unconditional variance of the process is finite and independent of t, and the covariance
between periods t and t − s is finite and depends on t − s but not on t or s themselves.
Weakly-stationary processes are also known as covariance stationary processes.
weighted least squares. Weighted least squares (WLS) is a method used to obtain fitted parameters.
In this documentation, WLS is referred to as ADF, which stands for asymptotic distribution free.
Other available methods are ML, QML, and MLMV. ADF is, in fact, a specific kind of the more
generic WLS.
weighted-average linkage clustering. Weighted-average linkage clustering is a hierarchical clustering
method that uses the weighted average similarity or dissimilarity of the two groups as the measure
between the two groups.
weighted-regression-adjustment estimator. Weighted-regression-adjustment estimators use means of
predicted outcomes for each treatment level to estimate each potential-outcome mean. The weights
are used to estimate censoring-adjusted regression coefficients.
white noise. A variable ut represents a white-noise process if the mean of ut is zero, the variance
of ut is σ 2 , and the covariance between ut and us is zero for all s 6= t.
wide data. See style.
Glossary 157
Wilks’s lambda. Wilks’s lambda is a test statistic for the hypothesis test H0 : µ1 = µ2 = · · · = µk
based on the eigenvalues λ1 , . . . , λs of E−1 H. It is defined as
s
|E| Y 1
Λ= =
|E + H| i=1 1 + λi
where H is the between matrix and E is the within matrix. See between matrix.
Wishart distribution. The Wishart distribution is a family of probability distributions for nonnegative-
definite matrix-valued random variables (“random matrices”). These distributions are of great
importance in the estimation of covariance matrices in multivariate statistics.
withdrawal. Withdrawal is the process under which subjects withdraw from a study for reasons
unrelated to the event of interest. For example, withdrawal occurs if subjects move to a different
area or decide to no longer participate in a study. Withdrawal should not be confused with
administrative censoring. If subjects withdraw from the study, the information about the outcome
those subjects would have experienced at the end of the study, had they completed the study, is
unavailable. Also see loss to follow-up and administrative censoring.
within estimator. The within estimator is a panel-data estimator that removes the panel-specific
heterogeneity by subtracting the panel-level means from each variable and then performing ordinary
least squares on the demeaned data. The within estimator is used in fitting the linear fixed-effects
model.
within matrix. See between matrix.
within-subject design. This is an experiment that has at least one within-subject factor. See [PSS] power
repeated.
within-subject factor. This is a factor for which each subject receives several or all the levels.
WLF. See worst linear function.
WLS. See weighted least squares.
worst linear function. A linear combination of all parameters being estimated by an iterative procedure
that is thought to converge slowly.
Yule–Walker equations. The Yule–Walker equations are a set of difference equations that describe the
relationship among the autocovariances and autocorrelations of an autoregressive moving-average
(ARMA) process.
z test. A z test is a test for which a potentially asymptotic sampling distribution of the test statistic
is a normal distribution. For example, a one-sample z test of means is used to test whether the
mean of a population is equal to a specified value when the variance is assumed to be known.
The distribution of its test statistic is normal. See [PSS] power onemean, [PSS] power twomeans,
and [PSS] power pairedmeans.
Zellner’s g-prior. Zellner’s g -prior is a form of a weakly informative prior for the regression
coefficients in a linear model. It accounts for the correlation between the predictor variables and
controls the impact of the prior of the regression coefficients on the posterior with parameter g .
For example, g = 1 means that prior weight is 50% and g → ∞ means diffuse prior.
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Vignette index Halton, J. H. (1931– ), [M-5] halton( )
Hammersley, J. M. (1920–2004), [M-5] halton( )
Aalen, O. O. (1947– ), [ST] sts Hartley, H. O. (1912–1980), [MI] mi impute
Agnesi, M. G. (1718–1799), [R] dydx Harvey, A. C. (1947– ), [TS] ucm
Akaike, H. (1927–2009), [R] estat ic Hastings, W. K. (1930–2016), [BAYES] bayesmh
Arellano, M. (1957– ), [XT] xtabond Hausman, J. A. (1946– ), [R] hausman
Hays, W. L. (1926–1995), [R] esize
Bartlett, M. S. (1910–2002), [TS] wntestb Heckman, J. J. (1944– ), [R] heckman
Bayes, T. (1701(?)–1761), [BAYES] intro Henderson, C. R. (1911–1989), [ME] mixed
Berkson, J. (1899–1982), [R] logit Hermite, C. (1822–1901), [M-5] issymmetric( )
Bliss, C. I. (1899–1979), [R] probit Hesse, L. O. (1811–1874), [M-5] moptimize( )
Bond, S. R. (1963– ), [XT] xtabond Hessenberg, K. A. (1904–1959), [M-5] hessenbergd( )
Bonferroni, C. E. (1892–1960), [R] correlate Hilbert, D. (1862–1943), [M-5] Hilbert( )
Box, G. E. P. (1919–2013), [TS] arima Hopper, G. M. (1906–1992), [P] trace
Breusch, T. S. (1953– ), [R] regress postestimation Hotelling, H. (1895–1973), [MV] hotelling
time series Householder, A. S. (1904–1993), [M-5] qrd( )
Brier, G. W. (1913–1998), [R] brier Huber, P. J. (1934– ), [U] 20 Estimation and
postestimation commands
Cholesky, A.-L. (1875–1918), [M-5] cholesky( )
Cleveland, W. S. (1943– ), [R] lowess Jaccard, P. (1868–1944), [MV] measure option
Cochran, W. G. (1909–1980), [SVY] survey Jacobi, C. G. J. (1804–1851), [M-5] deriv( )
Cochrane, D. (1917–1983), [TS] prais Jeffreys, H. (1891–1989), [BAYES] bayesmh
Cohen, J. (1923–1998), [R] kappa Jenkins, G. M. (1933–1982), [TS] arima
Cornfield, J. (1912–1979), [R] epitab Johansen, S. (1939– ), [TS] vecrank
Cox, D. R. (1924– ), [ST] stcox
Cox, G. M. (1900–1978), [R] anova Kaiser, H. F. (1927–1992), [MV] rotate
Cronbach, L. J. (1916–2001), [MV] alpha Kaplan, E. L. (1920–2006), [ST] sts
Cunliffe, S. (1917–2012), [R] ttest Kendall, M. G. (1907–1983), [R] spearman
Kerlinger, F. N. (1910–1991), [R] esize
David, F. N. (1909–1993), [R] correlate King, A. A. (1815–1852), [M-2] intro
Dickey, D. A. (1945– ), [TS] dfuller Kish, L. (1910–2000), [SVY] survey
Dunn, O. J. (1915–2008), [R] correlate Kolmogorov, A. N. (1903–1987), [R] ksmirnov
Dunnett, C. W. (1921–2007), [FN] Statistical functions Kronecker, L. (1823–1891), [M-2] op kronecker
Durbin, J. (1923–2012), [R] regress postestimation time Kruskal, J. B. (1928–2010), [MV] mds
series Kruskal, W. H. (1919–2005), [R] kwallis
Kublanovskaya, V. N. (1920–2012), [M-5] qrd( )
Efron, B. (1938– ), [R] bootstrap
Engle, R. F. (1942– ), [TS] arch Lane-Claypon, J. E. (1877–1967), [R] epitab
Laplace, P.-S. (1749–1827), [R] regress
Fisher, R. A. (1890–1962), [R] anova Legendre, A.-M. (1752–1833), [R] regress
Fourier, J. B. J. (1768–1830), [R] cumul Lexis, W. (1837–1914), [ST] stsplit
Fuller, W. A. (1931– ), [TS] dfuller Lorenz, M. O. (1876–1959), [R] inequality
Loutit, I. (1909–2009), [R] qc
Gabriel, K. R. (1929–2003), [MV] biplot Lovelace, A. (1815–1852), [M-2] intro
Galton, F. (1822–1911), [R] regress
Gauss, J. C. F. (1777–1855), [R] regress Mahalanobis, P. C. (1893–1972), [MV] hotelling
Gnanadesikan, R. (1932–2015), [R] diagnostic plots Mann, H. B. (1905–2000), [R] ranksum
Godfrey, L. G. (1946– ), [R] regress postestimation Mantel, N. (1919–2002), [ST] strate
time series Markov, A. (1856–1922), [BAYES] intro
Gompertz, B. (1779–1865), [ST] streg Marquardt, D. W. (1929–1997), [M-5] moptimize( )
Gosset, W. S. (1876–1937), [R] ttest Martin, M. E. (1912–2012), [SVY] svy: tabulate oneway
Granger, C. W. J. (1934–2009), [TS] vargranger martingale, [ST] stcox postestimation
Greenwood, M. (1880–1949), [ST] sts McFadden, D. L. (1937– ), [R] asclogit
McNemar, Q. (1900–1986), [R] epitab
Hadamard, J. S. (1865–1963), [FN] Matrix functions Meier, P. (1924–2011), [ST] sts
Haenszel, W. M. (1910–1998), [ST] strate Metropolis, N. C. (1915–1999), [BAYES] bayesmh
160
Vignette index 161
Moore, E. H. (1862–1932), [M-5] pinv( ) Weibull, E. H. W. (1887–1979), [ST] streg

Murrill, W. A. (1867–1957), [MV] discrim knn West, K. D. (1953– ), [TS] newey
White, H. L., Jr. (1950–2012), [U] 20 Estimation and
Nelder, J. A. (1924–2010), [R] glm postestimation commands
Nelson, W. B. (1936– ), [ST] sts Whitney, D. R. (1915–2007), [R] ranksum
Newey, W. K. (1954– ), [TS] newey Wilcoxon, F. (1892–1965), [R] signrank
Newton, I. (1643–1727), [M-5] optimize( ) Wilk, M. B. (1922–2013), [R] diagnostic plots
Neyman, J. (1894–1981), [R] ci Wilks, S. S. (1906–1964), [MV] manova
Nightingale, F. (1820–1910), [G-2] graph pie Wilson, E. B. (1879–1964), [R] ci
Winsten, C. B. (1923–2005), [TS] prais
Woolf, B. (1902–1983), [R] epitab
Orcutt, G. H. (1917–2006), [TS] prais
Zellner, A. (1927–2010), [R] sureg

Pearson, K. (1857–1936), [R] correlate
Penrose, R. (1931– ), [M-5] pinv( )
Perron, P. (1959– ), [TS] pperron
Phillips, P. C. B. (1948– ), [TS] pperron
Playfair, W. (1759–1823), [G-2] graph pie
Poisson, S.-D. (1781–1840), [R] poisson
Prais, S. J. (1928–2014), [TS] prais
Raphson, J. (1648–1715), [M-5] optimize( )

Rubin, D. B. (1943– ), [MI] intro substantive
Scheffé, H. (1907–1977), [R] oneway

Schur, I. (1875–1941), [M-5] schurd( )
Schwarz, G. E. (1933–2007), [R] estat ic
Scott, E. L. (1917–1988), [R] intro
scree, [MV] screeplot
Shapiro, S. S. (1930– ), [R] swilk
Shepard, R. N. (1929– ), [MV] mds postestimation
plots
Shewhart, W. A. (1891–1967), [R] qc
Šidák, Z. (1933–1999), [R] correlate
Simpson, T. (1710–1761), [M-5] optimize( )
singular value decompositions, [M-5] svd( )
Smirnov, N. V. (1900–1966), [R] ksmirnov
Sneath, P. H. A. (1923–2011), [MV] measure option
Snow, J. (1813–1858), [R] epitab
Sokal, R. R. (1926–2012), [MV] measure option
Spearman, C. E. (1863–1945), [R] spearman
Theil, H. (1924–2000), [R] reg3

Thiele, T. N. (1838–1910), [R] summarize
Tobin, J. (1918–2002), [R] tobit
Toeplitz, O. (1881–1940), [M-5] Toeplitz( )
Tukey, J. W. (1915–2000), [R] jackknife
Vandermonde, A.-T. (1735–1796),

[M-5] Vandermonde( )
Wald, A. (1902–1950), [TS] varwle

Wallis, W. A. (1912–1998), [R] kwallis
Ward, J. H., Jr. (1926–2011), [MV] cluster linkage
Watson, G. S. (1921–1998), [R] regress postestimation
time series
Wedderburn, R. W. M. (1947–1975), [R] glm
Author index Aitchison, J., [BAYES] intro, [R] ologit, [R] oprobit
Aitken, A. C., [R] reg3
Aitkin, M. A., [MV] mvtest correlations
A B C D E F G H I J K L M Aivazian, S. A., [R] ksmirnov
N O P Q R S T U V W X Y Z Akaike, H., [MV] factor postestimation, [R] BIC
note, [R] estat ic, [R] glm, [SEM] estat
gof, [SEM] estat lcgof, [SEM] methods and
formulas for sem, [ST] streg, [TS] varsoc
A Akman, V. E., [BAYES] bayesmh
Albert, A., [MI] mi impute, [MV] discrim,
Aalen, O. O., [ST] stcrreg postestimation, [ST] sts [MV] discrim logistic
Abadie, A., [TE] teffects intro advanced, [TE] teffects Albert, P. S., [XT] xtgee
multivalued, [TE] teffects nnmatch,
Aldenderfer, M. S., [MV] cluster
[TE] teffects psmatch
Alderman, M. H., [PSS] intro, [PSS] power repeated
Abayomi, K. A., [MI] intro substantive, [MI] mi
Aldrich, J. H., [R] logit, [R] probit
impute
Alejo, J., [R] qc, [R] sktest, [XT] xtreg, [XT] xtreg
Abe, M., [R] asmixlogit
postestimation
Abraham, B., [TS] tssmooth, [TS] tssmooth
Alexander, J. T., [R] mlexp
dexponential, [TS] tssmooth exponential,
[TS] tssmooth hwinters, [TS] tssmooth Alexandersson, A., [R] regress
shwinters Alf, E., Jr., [R] rocfit, [R] rocreg
Abraira, V., [R] logit postestimation Alfaro, R., [MI] intro
Abraira-Garcı́a, L., [R] epitab Algina, J., [R] esize
Abramowitz, M., [FN] Mathematical functions, Alldredge, J. R., [R] pk, [R] pkcross
[ME] meqrlogit, [ME] meqrpoisson, Allen, M. J., [MV] alpha
[R] contrast, [R] orthog ALLHAT Officers and Coordinators for the ALLHAT
Abramowitz, S. K., [R] anova, [R] oneway, [R] ttest Collaborative Research Group, [PSS] intro,
Abrams, K. R., [R] meta, [ST] streg [PSS] power repeated
Abrevaya, J., [R] boxcox postestimation Allison, M. J., [MV] manova
Abrigo, M. R. M., [TS] var Allison, P. D., [MI] intro substantive, [MI] mi
Achen, C. H., [R] scobit impute, [R] rologit, [R] testnl, [ST] discrete,
[ST] stcox PH-assumption tests, [XT] xtlogit,
Achenback, T. M., [MV] mvtest
[XT] xtologit, [XT] xtoprobit, [XT] xtpoisson,
Acock, A. C., [MV] alpha, [R] anova, [R] correlate,
[XT] xtreg
[R] nestreg, [R] oneway, [R] prtest,
Almås, I., [R] inequality
[R] ranksum, [R] ttest, [SEM] intro 4,
[SEM] intro 5, [SEM] intro 6, [SEM] intro 11, Aloisio, K. M., [MI] mi estimate, [MI] mi impute,
[SEM] example 1, [SEM] example 3, [XT] xtgee
[SEM] example 7, [SEM] example 9, Alonzo, T. A., [R] rocreg, [R] rocreg postestimation,
[SEM] example 18, [SEM] example 20 [R] rocregplot
Adkins, L. C., [R] heckman, [R] regress, [R] regress Altman, D. G., [R] anova, [R] fp, [R] kappa,
postestimation, [TS] arch [R] kwallis, [R] meta, [R] mfp, [R] nptrend,
Afifi, A. A., [MV] canon, [MV] discrim, [MV] factor, [R] oneway
[MV] pca, [R] anova, [R] stepwise, Alvarez, J., [XT] xtabond
[U] 20.26 References Alwin, D. F., [SEM] example 9
Agnesi, M. G., [R] dydx Ambler, G., [R] fp, [R] fp postestimation, [R] mfp,
Agresti, A., [ME] me, [PSS] intro, [PSS] power [R] regress
oneproportion, [PSS] power twoproportions, Amemiya, T., [ERM] eintreg, [ERM] eoprobit,
[PSS] power pairedproportions, [PSS] power [ERM] eprobit, [ERM] eregress, [R] ivprobit,
trend, [R] ci, [R] epitab, [R] expoisson, [R] nlogit, [R] tobit, [TS] varsoc,
[R] tabulate twoway [XT] xthtaylor, [XT] xtivreg
Ahn, C., [PSS] power onemean, cluster, [PSS] power Amisano, G., [TS] irf create, [TS] var intro, [TS] var
twomeans, cluster, [PSS] power oneproportion, svar, [TS] vargranger, [TS] varwle
cluster, [PSS] power twoproportions, cluster, Ampe, B., [ME] meintreg
[R] prtest, [R] ztest An, S., [TS] arfima
Ahn, S. K., [TS] vec intro Anderberg, M. R., [MV] cluster,
Ahrens, J. H., [FN] Random-number functions [MV] measure option
Aielli, G. P., [TS] mgarch, [TS] mgarch dcc Andersen, A., [MI] mi impute chained
Aigner, D. J., [R] frontier, [XT] xtfrontier Andersen, E. B., [R] clogit
Aiken, L. S., [R] pcorr Andersen, P. K., [R] glm, [ST] stcox, [ST] stcrreg
Aisbett, C. W., [ST] stcox, [ST] streg Anderson, B. D. O., [TS] sspace
162
Author index 163
Anderson, E., [M-1] LAPACK, [M-5] lapack( ), Armitage, P., [PSS] intro, [PSS] power twomeans,
[MV] clustermat, [MV] discrim estat, [PSS] power pairedmeans, [PSS] power cmh,
[MV] discrim lda, [MV] discrim lda [PSS] power trend, [R] ameans, [R] expoisson,
postestimation, [MV] mvtest, [MV] mvtest [R] pkcross, [R] sdtest
normality, [P] matrix eigenvalues Armstrong, R. D., [R] qreg
Anderson, J. A., [MI] mi impute, [R] ologit, [R] slogit Arnold, B. C., [MI] intro substantive, [MI] mi impute
Anderson, K. M., [ST] stintreg chained
Anderson, M. L., [ST] stcrreg Arnold, S. F., [MV] manova
Anderson, R. E., [R] rologit Aronow, W. S., [ME] mestreg
Anderson, R. L., [R] anova Arora, S. S., [XT] xtivreg, [XT] xtreg
Anderson, S., [R] pkequiv Arraiz, I., [SP] intro, [SP] spivregress, [SP] spregress
Anderson, S. J., [R] zioprobit Arseven, E., [MV] discrim lda
Anderson, T. W., [MI] intro substantive, Arthur, M., [R] symmetry
[MV] discrim, [MV] manova, [MV] pca, Atchadé, Y. F., [BAYES] intro, [BAYES] bayesmh
[PSS] intro, [PSS] power onecorrelation, Atella, V., [R] frontier, [XT] xtfrontier
[PSS] power twocorrelations, [R] ivregress Aten, B., [XT] xtunitroot
postestimation, [TS] vec, [TS] vecrank, Atkinson, A. C., [FN] Random-number functions,
[XT] xtabond, [XT] xtdpd, [XT] xtdpdsys, [R] boxcox, [R] nl
[XT] xtivreg
Austin, P. C., [TE] tebalance
Andersson, T. M.-L., [ST] stcox
Azen, S. P., [R] anova, [U] 20.26 References
Andrews, D. F., [D] egen, [MV] discrim lda
Aznar, A., [TS] vecrank
postestimation, [MV] discrim qda,
[MV] discrim qda postestimation,
[MV] manova, [R] rreg, [SEM] example 52g
Andrews, D. W. K., [R] gmm, [R] ivregress, [TS] estat B
sbsingle
Babiker, A. G., [PSS] intro, [PSS] power cox,
Andrews, M. J., [ME] meglm, [ME] melogit, [R] epitab, [ST] sts test
[ME] meoprobit, [ME] mepoisson,
Babin, B. J., [R] rologit
[ME] meqrlogit, [ME] meqrpoisson,
[ME] mestreg, [ME] mixed, [XT] xtreg Babu, A. J. G., [FN] Random-number functions
Andrich, D., [IRT] irt rsm, [SEM] example 28g Badinger, H., [SP] intro, [SP] spivregress,
[SP] spmatrix spfrommata, [SP] spregress
Andrieu, C., [BAYES] intro, [BAYES] bayesmh
Badunenko, O., [R] frontier
Ängquist, L., [G-2] graph combine, [R] bootstrap,
[R] permute Bago D’Uva, T., [FMM] fmm intro
Angrist, J. D., [ERM] eintreg, [ERM] eprobit, Bagozzi, B. E., [R] zioprobit
[R] ivregress, [R] ivregress postestimation, Bai, X., [TE] stteffects intro, [TE] stteffects
[R] qreg, [R] regress, [TE] stteffects ipw, [TE] stteffects ipwra, [TE] stteffects
ipw, [TE] stteffects ipwra, [TE] stteffects postestimation, [TE] stteffects ra, [TE] stteffects
postestimation, [TE] stteffects ra, [TE] stteffects wra
wra, [TE] teffects intro advanced, Bai, Z., [M-1] LAPACK, [M-5] lapack( ), [P] matrix
[U] 20.26 References eigenvalues
Anscombe, F. J., [R] binreg postestimation, [R] glm, Baillie, R. T., [TS] arfima
[R] glm postestimation Baker, F. B., [IRT] irt, [IRT] irt nrm
Anselin, L., [SP] intro, [SP] estat moran, Baker, M. J., [BAYES] bayesian commands
[SP] spregress, [SP] spxtregress Baker, R. J., [R] glm
Ansley, C. F., [TS] arima Baker, R. M., [R] ivregress postestimation
Aragon, J., [ST] stintreg Bakker, A., [R] mean
Arbuthnott, J., [R] signrank Balaam, L. N., [R] pkcross
Archer, K. J., [R] estat gof, [R] logistic, [R] logit, Balakrishnan, N., [FN] Statistical functions
[SVY] estat Baldus, W. P., [ST] stcrreg
Arellano, M., [R] areg postestimation, [R] gmm, Balestra, P., [XT] xtivreg
[XT] xtabond, [XT] xtcloglog, [XT] xtdpd, Balia, S., [FMM] fmm intro
[XT] xtdpd postestimation, [XT] xtdpdsys, Baller, R. D., [SP] estat moran, [SP] spregress,
[XT] xtdpdsys postestimation, [XT] xtivreg, [SP] spxtregress
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, Balov, N., [BAYES] bayesmh
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg,
[XT] xtstreg
Arendt, J. N., [ERM] eprobit
Arminger, G., [R] suest
164 Author index
Baltagi, B. H., [ME] mixed, [R] hausman, [SP] intro, Bauwens, L., [TS] mgarch
[SP] spxtregress, [XT] xt, [XT] xtabond, Baxter, M., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter
[XT] xtdpd, [XT] xtdpdsys, [XT] xthtaylor, cf
[XT] xthtaylor postestimation, [XT] xtivreg, Bayart, D., [R] qc
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg, Bayes, T., [BAYES] intro
[XT] xtreg postestimation, [XT] xtregar, Beal, S. L., [ME] menl
[XT] xtunitroot
Beale, E. M. L., [R] stepwise, [R] test
Bamber, D., [R] rocfit, [R] rocregplot, [R] roctab
Beall, G., [MV] mvtest, [MV] mvtest covariances
Bancroft, T. A., [R] stepwise
Bean, J. A., [PSS] power cmh
Banerjee, A., [XT] xtunitroot
Beaton, A. E., [R] rreg
Bang, H., [TE] teffects intro advanced
Beck, N. L., [XT] xtgls, [XT] xtpcse
Barbin, É., [M-5] cholesky( )
Becker, R. A., [G-2] graph matrix
Barlow, R. E., [BAYES] intro
Becker, S. O., [TE] teffects intro advanced
Barnard, G. A., [R] spearman, [R] ttest
Becketti, S., [P] pause, [R] fp, [R] fp postestimation,
Barnard, J., [MI] intro substantive, [MI] mi estimate, [R] regress, [R] runtest, [R] spearman,
[MI] mi estimate using, [MI] mi predict, [TS] time series, [TS] arch, [TS] arima,
[MI] mi test [TS] corrgram, [TS] dfuller, [TS] irf,
Barnett, A. G., [R] glm [TS] prais, [TS] tssmooth, [TS] var intro,
Barnow, B. S., [TE] etregress [TS] var svar, [TS] vec intro, [TS] vec
Baron, R. M., [SEM] example 42g Beerstecher, E., [MV] manova
Barrett, J. H., [PSS] intro Beggs, S., [R] rologit
Barrison, I. G., [R] binreg Belanger, A. J., [R] sktest, [R] swilk
Barthel, F. M.-S., [PSS] intro, [PSS] power cox, Bellman, R. E., [ I ] Glossary, [MV] Glossary
[ST] stcox PH-assumption tests Bellocco, R., [R] epitab, [R] glm, [R] logit, [XT] xtgee
Bartlett, J. W., [MI] mi impute, [MI] mi impute Belotti, F., [R] churdle, [R] frontier, [R] tobit,
chained [XT] xtfrontier
Bartlett, M. S., [ I ] Glossary, [MV] factor, [MV] factor Belsley, D. A., [R] regress postestimation,
postestimation, [MV] Glossary, [R] oneway, [R] regress postestimation diagnostic plots,
[TS] wntestb [U] 18.14 References
Barton, C. N., [PSS] power repeated Beltrami, E., [M-5] svd( )
Bartus, T., [R] margins, [SEM] intro 5, [SEM] gsem Ben-Akiva, M., [R] asmixlogit
Basford, K. E., [G-2] graph matrix, [ME] me, Bendel, R. B., [R] stepwise
[ME] melogit, [ME] meoprobit, Benedetti, J. K., [R] tetrachoric
[ME] mepoisson, [ME] meqrlogit,
Beniger, J. R., [G-2] graph bar, [G-2] graph pie,
[ME] meqrpoisson, [ME] mestreg
[G-2] graph twoway histogram, [R] cumul
Basilevsky, A. T., [MV] factor, [MV] pca
Bennett, K. J., [R] nbreg, [R] poisson
Basmann, R. L., [R] ivregress, [R] ivregress
Bentham, G., [ME] menbreg, [ME] mepoisson,
postestimation
[ME] meqrpoisson, [SEM] example 39g
Basu, A., [R] betareg, [R] glm, [TE] eteffects
Bentler, P. M., [ I ] Glossary, [MV] rotate,
Bates, D. M., [ME] me, [ME] meglm, [ME] menl, [MV] rotatemat, [MV] Glossary, [SEM] intro 4,
[ME] menl postestimation, [ME] meqrlogit, [SEM] intro 7, [SEM] intro 9, [SEM] estat
[ME] meqrpoisson, [ME] mixed, [ME] mixed eqgof, [SEM] estat framework, [SEM] estat
postestimation, [ME] Glossary gof, [SEM] estat stable, [SEM] example 1,
Batistatou, E., [PSS] power [SEM] example 3, [SEM] methods and
Battese, G. E., [XT] xtfrontier formulas for sem, [SEM] Glossary
Bauldry, S., [R] ivregress, [SEM] intro 5 Bera, A. K., [R] qc, [R] sktest, [TS] arch,
Baum, C. F., [D] cross, [D] fillin, [D] icd, [D] joinby, [TS] varnorm, [TS] vecnorm, [XT] xtreg,
[D] reshape, [D] separate, [D] stack, [D] xpose, [XT] xtreg postestimation, [XT] xtregar
[M-1] intro, [MV] mvtest, [MV] mvtest Beran, J., [TS] arfima, [TS] arfima postestimation
normality, [P] intro, [P] levelsof, [R] gmm, Beran, R. J., [R] regress postestimation time series
[R] heckman, [R] heckoprobit, [R] heckprobit, Berger, J. O., [BAYES] intro
[R] ivregress, [R] ivregress postestimation,
Berger, M. P. F., [PSS] power onemean, cluster,
[R] margins, [R] net, [R] net search, [R] regress
[PSS] power twomeans, cluster, [PSS] power
postestimation, [R] regress postestimation
oneproportion, cluster, [PSS] power
time series, [R] ssc, [TS] time series,
twoproportions, cluster
[TS] arch, [TS] arima, [TS] dfgls, [TS] rolling,
[TS] tsfilter, [TS] tsset, [TS] var, [TS] wntestq, Berger, R. L., [DSGE] intro 8, [PSS] intro, [R] ci
[U] 11.7 References, [U] 16.5 References, Berglund, P. A., [SVY] survey, [SVY] subpopulation
[U] 18.14 References, [U] 20.26 References, estimation
[XT] xtgls, [XT] xtreg, [XT] xtunitroot Berk, K. N., [R] stepwise
Author index 165
Berk, R. A., [R] rreg Blashfield, R. K., [MV] cluster

Berkes, I., [TS] mgarch Blasius, J., [MV] ca, [MV] mca
Berkson, J., [R] logit, [R] probit Blasnik, M., [D] clonevar, [D] split, [D] statsby
Berkvens, D., [ME] meintreg Bleda, M.-J., [MV] alpha
Berliner, L. M., [BAYES] intro Blevins, J. R., [R] hetprobit
Bern, P. H., [R] nestreg Bliese, P. D., [R] icc
Bernaards, C. A., [MV] rotatemat Bliss, C. I., [R] probit
Bernardo, J. M., [BAYES] intro Bloch, D. A., [R] brier
Bernasco, W., [R] tetrachoric Bloomfield, P., [R] qreg, [TS] arfima
Berndt, E. K., [M-5] optimize( ), [R] glm, [TS] arch, Blossfeld, H.-P., [ME] mestreg
[TS] arima Blum, A. L., [PSS] power cmh
Berndt, E. R., [R] truncreg Blundell, R. W., [ERM] eoprobit postestimation,
Bernstein, I. H., [MV] alpha [ERM] eprobit postestimation, [ERM] eregress
Berry, D. A., [BAYES] intro, [BAYES] intro postestimation, [ERM] Glossary, [ I ] Glossary,
Berry, G., [PSS] intro, [PSS] power twomeans, [R] gmm, [R] ivprobit, [TE] teffects intro
[PSS] power pairedmeans, [PSS] power cmh, advanced, [TE] teffects multivalued,
[R] ameans, [R] expoisson, [R] sdtest [XT] xtdpd, [XT] xtdpdsys
Berry, K. J., [R] ranksum BMDP, [R] symmetry
Bertrand, J., [ME] menl Boardley, D., [IRT] irt
Besag, J., [BAYES] intro Bobee, B., [BAYES] intro
Best, D. J., [FN] Random-number functions Bock, R. D., [IRT] irt nrm
Best, N. G., [BAYES] bayesstats ic Böckenholt, U., [R] asmixlogit
Bewley, R., [R] reg3 Bodnar, A., [TS] dfgls, [TS] dfuller
Beyer, W. H., [R] qc Boeckmann, A. J., [ME] menl
Beyersman, J., [ST] stcrreg Boffelli, S., [TS] arch, [TS] arima, [TS] mgarch,
Bhargava, A., [XT] xtregar [TS] tsline
Bianchi, G., [TS] tsfilter, [TS] tsfilter bw Bofinger, E., [R] qreg
Bibby, J. M., [MI] mi impute mvn, [MV] discrim, Boggess, M. M., [ST] stcrreg, [ST] stcrreg
[MV] discrim lda, [MV] factor, [MV] manova, postestimation
[MV] matrix dissimilarity, [MV] mds, Böhning, D., [FMM] fmm intro
[MV] mds postestimation, [MV] mdslong, Boice, J. D., Jr., [R] epitab
[MV] mdsmat, [MV] mvtest, [MV] mvtest Boland, P. J., [R] ttest
means, [MV] mvtest normality, [MV] pca, Bolduc, D., [R] asmixlogit, [R] asmprobit
[MV] procrustes, [P] matrix dissimilarity Bollen, K. A., [MV] factor postestimation, [R] regress
Bickeböller, H., [R] symmetry postestimation, [SEM] intro 4, [SEM] intro 5,
Bickel, P. J., [D] egen, [R] rreg [SEM] estat residuals, [SEM] estat teffects,
Binder, D. A., [MI] intro substantive, [P] robust, [SEM] example 10, [SEM] example 15,
[SVY] svy estimation, [SVY] variance [SEM] methods and formulas for sem,
estimation, [U] 20.26 References [SEM] predict after sem, [SEM] sem reporting
Birdsall, T. G., [R] lroc options
Birnbaum, A., [BAYES] bayesmh, [IRT] irt, [IRT] irt Bollerslev, T., [TS] arch, [TS] arima, [TS] mgarch,
2pl, [IRT] irt 3pl, [IRT] irtgraph iif [TS] mgarch ccc, [TS] mgarch dvech
Bischof, C., [M-1] LAPACK, [M-5] lapack( ), Bond, S., [R] gmm, [XT] xtabond, [XT] xtdpd,
[P] matrix eigenvalues [XT] xtdpd postestimation, [XT] xtdpdsys,
Bischof, D., [G-4] schemes intro [XT] xtdpdsys postestimation, [XT] xtivreg
Bishai, D., [R] betareg Bond, T. G., [IRT] irt, [SEM] example 28g
Bishop, D. T., [PSS] intro Bonett, D. G., [R] ci
Black, F., [TS] arch Bonferroni, C. E., [R] correlate
Black, H. R., [PSS] intro, [PSS] power repeated Bontempi, M. E., [MV] pca
Black, W. C., [R] rologit Boore, D. M., [ME] menl
Blackburne, E. F., III, [XT] xtabond, [XT] xtdpd, Boos, D. D., [TE] teffects aipw
[XT] xtdpdsys Borenstein, M., [R] meta
Blackford, S., [M-1] LAPACK, [M-5] lapack( ), Borg, I., [MV] mds, [MV] mds postestimation,
[P] matrix eigenvalues [MV] mdslong, [MV] mdsmat
Blackwell, J. L., III, [R] areg, [XT] xtgls, [XT] xtpcse, Borgan, Ø., [ST] stcrreg
[XT] xtreg Bornhorst, F., [XT] xtunitroot
Bland, M., [R] ranksum, [R] sdtest, [R] signrank, Borowczyk, J., [M-5] cholesky( )
[R] spearman Bos, J. M., [R] betareg
166 Author index
Boshuizen, H. C., [MI] intro substantive, [MI] mi Brier, G. W., [R] brier
impute, [MI] mi impute chained, [MI] mi Brillinger, D. R., [R] jackknife
impute monotone Britt, C. L., [SP] estat moran, [SP] spregress,
Boswell, T. M., [ST] streg postestimation [SP] spxtregress
Boswijk, H. P., [TS] vec Brockwell, P. J., [TS] corrgram, [TS] sspace
Botezat, A., [ERM] eoprobit Brody, H., [R] epitab
Bottai, M., [R] epitab, [R] glm, [R] qreg, [ST] streg, Brook, R. H., [R] brier
[XT] xtreg Brooks, S., [BAYES] intro
Bound, J., [R] ivregress postestimation Brown, B. W., [ST] sts graph
Bover, O., [XT] xtdpd, [XT] xtdpdsys Brown, C. C., [R] epitab
Bower, H., [ST] stcox, [ST] streg Brown, D. R., [ME] mixed, [PSS] intro, [PSS] power
Bowerman, B. L., [TS] tssmooth, [TS] tssmooth repeated, [R] anova, [R] contrast, [R] loneway,
dexponential, [TS] tssmooth exponential, [R] oneway, [R] pwcompare
[TS] tssmooth hwinters, [TS] tssmooth Brown, G. K., [TE] etregress, [TE] teffects intro
shwinters advanced
Bowker, A. H., [R] symmetry Brown, H., [ME] mixed
Box, G. E. P., [MV] manova, [MV] mvtest Brown, J. D., [MV] manova
covariances, [R] anova, [R] boxcox, Brown, L., [R] prtest
[R] lnskew0, [TS] arfima, [TS] arima, Brown, L. D., [R] ci
[TS] corrgram, [TS] cumsp, [TS] dfuller,
Brown, M. B., [R] sdtest, [R] tetrachoric
[TS] estat acplot, [TS] pergram, [TS] pperron,
[TS] psdensity, [TS] wntestq, [TS] xcorr Brown, R. L., [TS] estat sbcusum
Box, J. F., [R] anova Brown, S. E., [R] symmetry
Box-Steffensmeier, J. M., [ST] stcox, [ST] streg, Brown, T. A., [SEM] intro 4
[TS] time series, [TS] arima, [TS] forecast, Brown, W., [R] icc
[TS] irf, [TS] var, [TS] vec Browne, M. W., [MV] procrustes, [SEM] estat gof,
Boyd, N. F., [R] kappa [SEM] methods and formulas for sem
Boyle, J. M., [P] matrix symeigen Brownstone, D., [R] asmixlogit
Boyle, P., [ME] menbreg, [ME] mepoisson, Broyden, C. G., [TS] forecast solve
[ME] meqrpoisson, [SEM] example 39g Bru, B., [R] poisson
Bozzette, S. A., [IRT] irt Brückner, E., [ME] mestreg
Brackstone, G. J., [R] diagnostic plots, [R] swilk Bruno, G. S. F., [TS] forecast, [XT] xtabond,
Bradley, R. A., [R] signrank [XT] xtdpd, [XT] xtdpdsys, [XT] xtreg
Brady, A. R., [PSS] intro, [R] logistic, [R] spikeplot Bryk, A. S., [ME] me, [ME] meglm, [ME] mepoisson,
Brady, T., [D] edit [ME] meqrpoisson, [ME] mestreg, [ME] mixed
Brand, J. P. L., [MI] intro substantive, [MI] mi impute Brzezinski, M., [R] swilk
chained Brzinsky-Fay, C., [G-2] graph twoway rbar
Brännäs, K., [R] cpoisson Buchholz, A., [ST] stcrreg
Brannon, B. R., [ME] me, [ME] meglm, Buchner, D. M., [R] ladder
[ME] meologit, [ME] meoprobit, [XT] xtologit, Buis, M. L., [FN] Random-number functions,
[XT] xtoprobit [G-3] by option, [P] macro, [R] betareg,
Brant, R., [R] ologit [R] constraint, [R] eform option, [R] logistic,
Brave, S., [TE] etregress [R] logit, [R] margins
Bray, R. J., [MV] clustermat Buja, A., [U] 20.26 References
Bray, T. A., [FN] Random-number functions Bult, J. R., [FMM] example 3
Breitung, J., [XT] xtcointtest, [XT] xtunitroot Bunch, D. S., [R] asmprobit
Brent, R. P., [MV] mdsmat, [MV] mvtest means Buot, M.-L. G., [MV] mvtest means
Breslow, N. E., [IRT] difmh, [ME] me, Burden, A. M., [M-5] solvenl( )
[ME] meglm, [ME] melogit, [ME] meoprobit, Burden, R. L., [M-5] solvenl( )
[ME] mepoisson, [ME] meqrlogit, Burden Study Group, [D] icd10
[ME] meqrpoisson, [ME] mestreg, [PSS] power Burke, W. J., [R] tobit
mcc, [R] clogit, [R] dstdize, [R] epitab, Burket, G. R., [IRT] irt 3pl
[R] symmetry, [ST] stcox, [ST] stcox PH- Burkhauser, R. V., [MI] intro substantive
assumption tests, [ST] sts, [ST] sts test Burnam, M. A., [R] lincom, [R] mlogit, [R] mprobit,
Breusch, T. S., [ I ] Glossary, [MV] mvreg, [R] mprobit postestimation, [R] predictnl,
[R] hetregress, [R] regress postestimation, [R] slogit
[R] regress postestimation time series, Burns, A. F., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter
[R] sureg, [TS] Glossary, [XT] xtreg bw, [TS] tsfilter cf, [TS] tsfilter hp, [TS] ucm
postestimation Burns, J. C., [ME] mixed
Author index 167
Burr, I. W., [R] qc Cappellari, L., [D] corr2data, [D] egen, [R] asmprobit
Burwell, D. T., [ME] mestreg Cardell, S., [R] rologit
Buskens, V., [R] tabstat Carey, R. B., [D] icd10
Busso, M., [TE] stteffects ipwra, [TE] teffects overlap Caria, M. P., [XT] xtgee
Butterworth, S., [TS] tsfilter, [TS] tsfilter bw Carle, A. C., [ME] mixed
Carlile, T., [R] kappa
Carlin, B. P., [BAYES] intro, [BAYES] bayesmh,
C [BAYES] bayesstats ic
Caffo, B. S., [BAYES] bayesstats summary Carlin, J. B., [BAYES] intro, [BAYES] bayesmh,
Cai, T., [R] rocreg [BAYES] bayesstats ic, [BAYES] bayesstats
summary, [MI] intro substantive, [MI] intro,
Cai, T. T., [R] ci
[MI] mi estimate, [MI] mi impute, [MI] mi
Cailliez, F., [MV] mdsmat impute mvn, [MI] mi impute regress,
Cain, G. G., [TE] etregress [R] ameans, [R] epitab
Caines, P. E., [TS] sspace Carnes, B. A., [ST] streg
Caliendo, M., [TE] teffects intro advanced Carpenter, B., [BAYES] bayesmh
Califf, R. M., [ST] stcox postestimation Carpenter, J. R., [ME] me, [ME] meglm, [ME] melogit,
Caliński, T., [MV] cluster, [MV] cluster stop [ME] meprobit, [ME] meqrlogit, [MI] intro
Cameron, A. C., [ERM] intro 8, [ERM] eintreg, substantive, [MI] intro, [MI] mi impute,
[FMM] example 1a, [FMM] example 2, [R] bootstrap, [R] bstat
[ME] meglm, [ME] mixed, [R] asclogit, Carroll, J. B., [MV] rotatemat
[R] asmixlogit, [R] asmprobit, [R] betareg, Carroll, R. J., [BAYES] bayesmh, [ME] me,
[R] bootstrap, [R] cpoisson, [R] gmm, [ME] meglm, [ME] menl, [ME] mixed,
[R] heckman, [R] heckoprobit, [R] heckpoisson, [ME] mixed, [R] boxcox, [R] rreg, [R] sdtest
[R] intreg, [R] ivpoisson, [R] ivregress, Carson, R. T., [R] tnbreg, [R] tpoisson
[R] ivregress postestimation, [R] logit,
Carter, R. L., [ME] menl
[R] mprobit, [R] nbreg, [R] ologit, [R] oprobit,
[R] poisson, [R] probit, [R] qreg, [R] regress, Carter, S. L., [ME] me, [ME] melogit,
[R] regress postestimation, [R] simulate, [ME] meoprobit, [ME] mepoisson,
[R] sureg, [R] tnbreg, [R] tobit, [R] tpoisson, [ME] meqrlogit, [ME] meqrpoisson,
[R] zinb, [R] zinb postestimation, [R] zip, [ME] mestreg, [R] asmixlogit, [R] frontier,
[R] zip postestimation, [SEM] example 53g, [R] lrtest, [R] nbreg, [ST] stcox, [ST] streg,
[SEM] example 54g, [TE] etregress, [XT] xt
[TE] stteffects intro, [TE] stteffects ipw, Casagrande, J. T., [PSS] intro, [PSS] power
[TE] stteffects ipwra, [TE] stteffects twoproportions
postestimation, [TE] stteffects ra, [TE] stteffects Casals, J., [TS] sspace
wra, [TE] teffects intro advanced, [TE] teffects Casella, G., [BAYES] intro, [DSGE] intro 8, [ME] me,
aipw, [TE] teffects ra, [TS] forecast estimates, [ME] meglm, [ME] mixed, [PSS] intro, [R] ci
[XT] xt, [XT] xtnbreg, [XT] xtpoisson Castellani, M., [R] betareg
Camilli, G., [IRT] dif Castillo, E., [MI] intro substantive, [MI] mi impute
Campbell, D. T., [SEM] example 17 chained
Campbell, M. J., [PSS] intro, [PSS] power, Castro, L. M., [IRT] irt 3pl
[PSS] power onemean, cluster, [PSS] power Cattaneo, M. D., [R] gmm, [R] npregress,
twomeans, cluster, [PSS] power oneproportion, [TE] eteffects, [TE] stteffects intro,
cluster, [PSS] power twoproportions, cluster, [TE] stteffects ipw, [TE] stteffects ipwra,
[PSS] power cox, [PSS] power logrank, [R] ci, [TE] stteffects postestimation, [TE] stteffects
[R] kappa, [R] poisson, [R] tabulate twoway, ra, [TE] stteffects wra, [TE] tebalance,
[R] ztest [TE] tebalance box, [TE] tebalance density,
Candel, M. J. J. M., [PSS] power onemean, cluster, [TE] tebalance overid, [TE] tebalance
[PSS] power twomeans, cluster, [PSS] power summarize, [TE] teffects intro, [TE] teffects
oneproportion, cluster, [PSS] power intro advanced, [TE] teffects aipw, [TE] teffects
twoproportions, cluster ipw, [TE] teffects ipwra, [TE] teffects
Canette, I., [D] assert, [D] drawnorm, [D] merge, multivalued, [TE] teffects nnmatch,
[ME] meglm, [ME] mixed, [P] foreach, [TE] teffects psmatch, [TE] teffects ra
[PSS] power logrank, cluster, [R] intreg, Cattelan, A. M., [R] betareg
[R] jackknife, [R] nl, [R] nlsur, [R] oprobit, Cattell, R. B., [MV] factor postestimation,
[R] suest, [R] test, [R] tobit, [R] truncreg, [MV] pca postestimation, [MV] procrustes,
[SEM] gsem [MV] screeplot
Canner, J., [D] icd10, [D] icd10cm, [D] icd10pcs Caudill, S. B., [R] frontier, [XT] xtfrontier
Canova, F., [DSGE] intro 1, [DSGE] intro 5 Caulcutt, R., [R] qc
Cantrell, R. A., [R] zioprobit
168 Author index
Cefalu, M. S., [ST] stcox postestimation, [ST] stcurve, Choi, M.-D., [M-5] Hilbert( )
[ST] sts graph Choi, S. C., [MV] discrim knn
Center for Human Resource Research, Cholesky, A.-L., [M-5] cholesky( )
[SEM] example 38g, [SEM] example 46g, Choodari-Oskooei, B., [R] ssc
[XT] xt Chou, R. Y., [TS] arch
Centers for Disease Control and Prevention, [D] icd, Chow, G. C., [R] contrast, [TS] estat sbknown
[D] icd9, [D] icd10cm Chow, S.-C., [PSS] intro, [PSS] power onemean,
Cerulli, G., [TE] eteffects, [TE] etpoisson, [PSS] power twomeans, [PSS] power
[TE] etregress, [TE] teffects intro advanced, pairedmeans, [PSS] power oneproportion,
[TE] teffects ipw [PSS] power exponential, [R] pk, [R] pkcross,
Chabert, J.-L., [M-5] cholesky( ) [R] pkequiv, [R] pkexamine, [R] pkshape
Chadwick, J., [R] poisson Christakis, N., [R] rologit
Chakraborti, S., [R] ksmirnov Christensen, W. F., [MV] biplot, [MV] ca,
Challet-Bouju, G., [IRT] irt pcm [MV] candisc, [MV] canon, [MV] canon
Chaloner, K., [BAYES] intro postestimation, [MV] cluster, [MV] discrim,
Chamberlain, G., [R] clogit, [R] gmm, [R] qreg [MV] discrim estat, [MV] discrim knn,
Chambers, J. M., [G-2] graph box, [G-2] graph [MV] discrim lda, [MV] discrim lda
matrix, [G-3] by option, [R] diagnostic plots, postestimation, [MV] discrim logistic,
[R] grmeanby, [R] lowess, [U] 1.4 References [MV] discrim qda, [MV] discrim qda
Chang, I., [R] prtest postestimation, [MV] factor, [MV] manova,
Chang, I.-M., [R] margins [MV] mca, [MV] mvtest, [MV] mvtest
correlations, [MV] mvtest covariances,
Chang, Y., [TS] sspace
[MV] mvtest means, [MV] mvtest normality,
Chang, Y.-J., [XT] xtivreg, [XT] xtreg [MV] pca, [MV] screeplot
Chao, E. C., [ME] me, [ME] meqrlogit, Christiano, L. J., [TS] irf create, [TS] tsfilter,
[ME] meqrlogit postestimation, [TS] tsfilter cf, [TS] var svar
[ME] meqrpoisson, [ME] meqrpoisson
Christodoulou, D., [G-2] graph twoway line,
postestimation
[XT] xtreg
Charlett, A., [R] fp
Chu, C.-S. J., [XT] xtcointtest, [XT] xtunitroot
Chatfield, C., [ I ] Glossary, [TS] arima,
Chu-Chun-Lin, S., [TS] sspace
[TS] corrgram, [TS] pergram, [TS] tssmooth,
[TS] tssmooth dexponential, [TS] tssmooth Chyi, H., [ERM] eoprobit
exponential, [TS] tssmooth hwinters, Clark, V. A., [MV] canon, [MV] discrim, [MV] factor,
[TS] tssmooth ma, [TS] tssmooth shwinters, [MV] pca, [R] stepwise, [ST] ltable
[TS] Glossary Clarke, M. R. B., [MV] factor
Chatfield, M. D., [D] merge, [R] anova Clarke, R. D., [R] poisson
Chatterjee, S., [R] poisson, [R] regress, [R] regress Clarke-Pearson, D. L., [R] roccomp, [R] rocreg,
postestimation, [R] regress postestimation [R] roctab
diagnostic plots Clarkson, D. B., [R] tabulate twoway
Chávez Juárez, F. W., [R] inequality Clarotti, C. A., [BAYES] intro
Chen, H., [TS] mswitch Clayton, D. G., [D] egen, [ME] me, [ME] meglm,
Chen, M., [D] drawnorm [ME] mepoisson, [ME] meqrpoisson,
Chen, M.-H., [BAYES] intro, [BAYES] bayesstats [R] cloglog, [R] cumul, [R] epitab,
summary [SEM] example 48g, [ST] stptime, [ST] strate,
Chen, X., [ME] mixed, [PSS] power oneproportion, [ST] stsplit, [ST] sttocc
[PSS] power twoproportions, [R] logistic, Cleland, J., [BAYES] bayesmh, [ME] me,
[R] logistic postestimation, [R] logit [ME] meglm, [ME] melogit, [ME] meprobit,
Chernick, M. R., [PSS] intro, [PSS] power [ME] meqrlogit
oneproportion, [PSS] power twoproportions Clerc-Urmès, I., [ST] sts
Chernozhukov, V., [BAYES] intro Clerget-Darpoux, F., [R] symmetry
Cheung, Y. B., [ST] stcox Cleveland, W. S., [G-1] graph intro, [G-2] graph
Cheung, Y.-W., [TS] dfgls box, [G-2] graph dot, [G-2] graph matrix,
[G-2] graph twoway lowess, [G-3] by option,
Chiang, C. L., [ST] ltable
[R] diagnostic plots, [R] lowess, [R] lpoly,
Chib, S., [BAYES] intro [R] sunflower, [U] 1.4 References
Chiburis, R., [R] heckman, [R] heckoprobit, Cleves, M. A., [ME] mestreg, [MI] mi estimate,
[R] heckprobit, [R] oprobit [PSS] power exponential, [PSS] power logrank,
Chinchilli, V. M., [ME] me, [ME] menl [R] binreg, [R] dstdize, [R] logistic, [R] logit,
Choi, B. C. K., [R] rocfit, [R] rocreg postestimation, [R] roccomp, [R] rocfit, [R] rocreg, [R] rocreg
[R] rocregplot, [R] roctab postestimation, [R] rocregplot, [R] roctab,
Choi, I., [XT] xtunitroot
Author index 169
Cleves, M. A., continued Cook, R. D., [P] predict, [R] boxcox, [R] regress
[R] sdtest, [R] symmetry, [ST] survival postestimation
analysis, [ST] st, [ST] stcox, [ST] stcrreg, Cooper, M. C., [MV] cluster, [MV] cluster
[ST] stcrreg postestimation, [ST] stcurve, programming subroutines, [MV] cluster stop
[ST] stdescribe, [ST] streg, [ST] sts, [ST] stset, Cornelius, P. L., [ME] mixed
[ST] stsplit, [ST] stvary, [TE] stteffects intro, Cornfield, J., [R] epitab
[XT] xtstreg Corral, P., [R] logit
Cliff, A. D., [SP] intro, [SP] spregress Corten, R., [MV] mds
Cliff, N., [MV] canon postestimation Coster, D., [R] contrast
Clogg, C. C., [R] suest Coull, B. A., [R] ci
Clopper, C. J., [R] ci Cousens, S. N., [TE] teffects intro advanced
Cobb, G. W., [R] anova Coviello, V., [ST] stcrreg, [ST] stcrreg postestimation,
Cochran, W. G., [P] levelsof, [PSS] intro, [PSS] power [ST] sts, [ST] sttocc
cmh, [PSS] power trend, [R] ameans, Cowles, M. K., [BAYES] intro
[R] anova, [R] correlate, [R] dstdize,
Cox, C., [SEM] example 2
[R] mean, [R] oneway, [R] poisson, [R] probit,
[R] proportion, [R] ranksum, [R] ratio, Cox, C. S., [SVY] survey, [SVY] svy estimation
[R] signrank, [R] total, [SVY] survey, Cox, D. R., [PSS] intro, [PSS] power cox, [R] boxcox,
[SVY] estat, [SVY] subpopulation estimation, [R] exlogistic, [R] expoisson, [R] lnskew0,
[SVY] svyset, [SVY] variance estimation [ST] ltable, [ST] stcox, [ST] stcox PH-
Cochrane, D., [TS] prais assumption tests, [ST] stcrreg, [ST] streg,
[ST] streg postestimation, [ST] sts
Coelli, T. J., [R] frontier, [XT] xtfrontier
Cox, G. M., [P] levelsof, [R] anova
Coffey, C., [MI] intro substantive
Cox, M. A. A., [ I ] Glossary, [MV] biplot, [MV] ca,
Cohen, J., [PSS] intro, [PSS] power oneway,
[MV] mds, [MV] mds postestimation,
[PSS] power twoway, [PSS] power rsquared,
[MV] mdsmat, [MV] procrustes, [MV] Glossary
[PSS] power pcorr, [R] esize, [R] kappa,
[R] pcorr Cox, N. J., [D] by, [D] clonevar, [D] codebook,
[D] contract, [D] count, [D] datetime,
Cohen, P., [R] pcorr
[D] describe, [D] destring, [D] drop, [D] ds,
Coleman, J. S., [R] poisson [D] duplicates, [D] egen, [D] expand, [D] fillin,
Collett, D., [PSS] intro, [PSS] power logrank, [D] format, [D] icd, [D] list, [D] lookfor,
[R] clogit, [R] logistic postestimation, [ST] stci, [D] missing values, [D] rename, [D] reshape,
[ST] stcox postestimation, [ST] stcrreg [D] sample, [D] separate, [D] split, [D] statsby,
postestimation, [ST] streg postestimation, [FN] intro, [FN] Mathematical functions,
[ST] sts test, [ST] stsplit [FN] Programming functions, [FN] String
Collins, E., [SVY] survey, [SVY] svy estimation functions, [G-1] graph intro, [G-2] graph
Compostella, F. A., [R] betareg bar, [G-2] graph box, [G-2] graph dot,
Comrey, A. L., [ I ] Glossary, [MV] rotate, [G-2] graph twoway, [G-2] graph twoway dot,
[MV] rotatemat, [MV] Glossary [G-2] graph twoway function, [G-2] graph
Comstock, T. J., [BAYES] bayesmh twoway histogram, [G-2] graph twoway
Comte, F., [TS] mgarch kdensity, [G-2] graph twoway lowess,
Comulada, W. S., [MI] mi estimate [G-2] graph twoway lpoly, [G-2] graph
Cone-Wesson, B., [R] rocreg, [R] rocreg twoway pcarrow, [G-2] graph twoway pcspike,
postestimation, [R] rocregplot [G-2] graph twoway rbar, [G-2] graph
twoway scatter, [G-3] added line options,
Conejo, N. M., [ME] mixed
[G-3] added text options,
Conesa, D., [TS] mswitch [G-3] aspect option, [G-3] axis label options,
Cong, R., [R] tobit, [R] truncreg, [TE] etregress [G-3] axis scale options, [G-3] by option,
Connor, R. J., [PSS] intro, [PSS] power [G-3] title options, [G-4] linestyle,
pairedproportions [MV] mvtest, [MV] mvtest normality,
Conover, W. J., [R] centile, [R] ksmirnov, [R] kwallis, [P] forvalues, [P] levelsof, [P] matrix define,
[R] nptrend, [R] sdtest, [R] spearman, [P] unab, [R] betareg, [R] ci, [R] cumul,
[R] tabulate twoway [R] diagnostic plots, [R] grmeanby,
Conroy, R. M., [R] intreg, [R] ranksum [R] histogram, [R] inequality, [R] kappa,
Consonni, D., [R] dstdize [R] kdensity, [R] ladder, [R] lowess,
Contador, I., [R] rocreg, [R] rocregplot [R] lpoly, [R] lv, [R] net, [R] net search,
Conway, M. R., [XT] xtlogit, [XT] xtologit, [R] npregress, [R] regress postestimation,
[XT] xtoprobit, [XT] xtprobit [R] regress postestimation diagnostic
Cook, A., [R] ci plots, [R] search, [R] serrbar, [R] sktest,
Cook, I. T., [U] 1.4 References [R] smooth, [R] spikeplot, [R] ssc, [R] stem,
[R] summarize, [R] sunflower, [R] tabulate
Cook, N. R., [R] rocreg
oneway, [R] tabulate twoway, [TS] tsline,
170 Author index
Cox, N. J., continued Daniel, C., [R] diagnostic plots, [R] oneway
[TS] tsset, [TS] tssmooth hwinters, Daniel, R. M., [MI] intro substantive, [MI] mi impute,
[TS] tssmooth shwinters, [U] 3.9 References, [MI] mi impute chained, [MI] mi impute
[U] 11.7 References, [U] 12.10 References, monotone, [TE] teffects intro advanced
[U] 13.13 References, [U] 17.10 Reference, Danuso, F., [R] nl
[U] 23.5 Reference, [U] 24.8 References, Dardanoni, V., [MI] intro substantive
[XT] xtdescribe Darmofal, D., [SP] intro, [SP] spregress
Cox, T. F., [ I ] Glossary, [MV] biplot, [MV] ca, Das, S., [XT] xtunitroot
[MV] mds, [MV] mds postestimation,
DasGupta, A., [R] ci
[MV] mdsmat, [MV] procrustes, [MV] Glossary
Dave, C., [DSGE] intro 1, [DSGE] intro 5
Cozad, J. B., [MV] discrim lda
Davey, P. G., [D] icd10
Cragg, J. G., [R] churdle, [R] ivregress postestimation
Davey Smith, G., [R] meta
Craig, A. S., [D] icd10
David, F. N., [R] correlate
Cramer, E. M., [MV] procrustes
David, H. A., [D] egen, [R] spearman, [R] summarize
Cramér, H., [R] tabulate twoway
David, J. S., [TS] arima
Cramer, J. S., [R] logit
Davidian, M., [ME] me, [ME] menl
Crawford, C. B., [ I ] Glossary, [MV] rotate,
[MV] rotatemat, [MV] Glossary Davidon, W. C., [M-5] optimize( )
Creel, M. D., [R] cpoisson Davidson, J., [TS] mswitch postestimation
Cressie, N., [SP] intro, [SP] spregress Davidson, R., [DSGE] Glossary, [ I ] Glossary,
[R] boxcox, [R] cnsreg, [R] gmm, [R] intreg,
Cribari-Neto, F., [R] betareg
[R] ivregress, [R] ivregress postestimation,
Critchley, F., [MV] mdsmat [R] mlogit, [R] nl, [R] nlsur, [R] reg3,
Cro, S., [MI] intro substantive [R] regress, [R] regress postestimation time
Cronbach, L. J., [MV] alpha, [R] icc series, [R] truncreg, [TS] arch, [TS] arima,
Cronin, A., [ST] stcox [TS] prais, [TS] sspace, [TS] varlmar,
Crouchley, R., [ME] mestreg [TS] Glossary, [XT] xtgls, [XT] xtpcse
Croux, C., [R] rreg Davies, R. B., [TS] estat sbsingle
Crow, K., [D] import excel, [P] putexcel, [P] putexcel Davis, B. R., [PSS] intro, [PSS] power repeated
advanced, [P] return, [U] 13.13 References Davis, G., [TS] arima
Crowder, M. J., [ME] menl, [ST] stcrreg, [ST] streg Davis, R. A., [TS] corrgram, [TS] sspace
Crowe, P. R., [G-2] graph box Davison, A. C., [R] bootstrap
Crowley, J., [ST] stcox, [ST] stcrreg, [ST] stset Day, N. E., [PSS] power mcc, [R] clogit, [R] dstdize,
Crowther, M. J., [PSS] intro, [ST] stcox, [ST] streg [R] epitab, [R] symmetry
Cruz-Gonzalez, M., [XT] xtlogit, [XT] xtprobit Day, W. H. E., [MV] cluster
Cudeck, R., [SEM] estat gof, [SEM] methods and de Ayala, R. J., [IRT] irt, [IRT] irt nrm, [IRT] irt pcm,
formulas for sem [IRT] irt hybrid
Cui, J., [R] symmetry, [ST] stcox, [ST] streg, De Backer, M., [ME] melogit postestimation
[XT] xtgee De Boeck, P., [BAYES] bayesmh, [IRT] irt,
Cumming, G., [R] esize, [R] regress postestimation [IRT] Control Panel, [IRT] irt 1pl, [IRT] irt 2pl,
Cummings, P., [R] binreg, [R] epitab, [R] glm, [IRT] irt 3pl, [IRT] irt hybrid, [IRT] diflogistic,
[R] margins, [XT] xtpoisson [IRT] difmh, [ME] me
Cummings, T. H., [R] nbreg, [R] poisson De Hoyos, R. E., [XT] xtreg
Cunliffe, S., [R] ttest de Irala-Estévez, J., [R] logistic
Curtis, J. T., [MV] clustermat De Jong, P., [TS] dfactor, [TS] sspace, [TS] sspace
Curts-Garcı́a, J., [R] smooth postestimation, [TS] ucm
Cushman, W. C., [PSS] intro, [PSS] power repeated De Keyser, P., [ME] melogit postestimation
Cutler, J. A., [PSS] intro, [PSS] power repeated de Kraker, M. E. A., [D] icd10
Cutler, S. J., [ST] ltable de Leeuw, J., [MV] ca postestimation
Cuzick, J., [R] kappa, [R] nptrend De Luca, G., [ERM] eoprobit, [MI] intro substantive,
Czekanowski, J., [MV] measure option [R] biprobit, [R] heckoprobit, [R] heckprobit,
[R] oprobit, [R] probit
De Stavola, B. L., [ST] stcox, [ST] stset, [TE] teffects
D intro advanced
De Vos, I., [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys
D’Agostino, R. B., [MV] mvtest normality, [R] sktest, De Vroey, C., [ME] melogit postestimation
[R] swilk, [ST] stintreg de Wolf, I., [R] rologit
D’Agostino, R. B., Jr., [R] sktest, [R] swilk Deady, S., [R] betareg
Daidone, S., [R] frontier, [XT] xtfrontier Dean, N., [R] proportion
Danahy, D. T., [ME] mestreg
Author index 171
Deane, G., [SP] estat moran, [SP] spregress, DiNardo, J., [TE] stteffects ipwra, [TE] teffects
[SP] spxtregress overlap, [XT] xtrc
Dearden, L., [TE] teffects intro advanced, [TE] teffects Ding, Z., [TS] arch
multivalued Dinno, A., [MV] factor, [MV] pca, [R] kwallis,
Deaton, A. S., [R] nlsur, [U] 20.26 References [R] pwcompare
Deb, P., [FMM] fmm intro, [FMM] example 2, Discacciati, A., [R] glm
[FMM] example 3, [R] churdle, Dixon, W. J., [PSS] intro, [PSS] power twomeans,
[R] nbreg, [R] tobit, [SEM] example 53g, [PSS] power pairedmeans, [PSS] power
[SEM] example 54g onevariance, [PSS] power twovariances,
Debarsy, N., [R] lpoly, [R] npregress [R] ttest, [R] ztest
DeGroot, M. H., [BAYES] intro, [TS] arima Dobbin, K., [PSS] power
Dehon, C., [R] correlate Dobson, A. J., [R] glm
Deistler, M., [TS] sspace Dodd, L. E., [R] rocreg
DeJong, D. N., [DSGE] intro 1, [DSGE] intro 5 Dohoo, I., [ME] meintreg, [R] epitab, [R] regress
del Barrio Castro, T., [TS] dfgls, [TS] dfuller Doll, R., [R] epitab, [R] poisson
del Rio, A., [TS] tsfilter hp Donald, S. G., [R] ivregress postestimation
DeLong, D. M., [R] roccomp, [R] rocreg, [R] roctab Dongarra, J. J., [M-1] LAPACK, [M-5] lapack( ),
DeLong, E. R., [R] roccomp, [R] rocreg, [R] roctab [P] matrix eigenvalues, [P] matrix symeigen
DeMaris, A., [R] hetregress, [R] regress Donner, A., [R] loneway
postestimation Donoho, D. L., [R] lpoly
Demidenko, E., [ME] me, [ME] menl Doornik, J. A., [MV] mvtest, [MV] mvtest normality,
Demmel, J., [M-1] LAPACK, [M-5] lapack( ), [TS] arfima, [TS] vec
[P] matrix eigenvalues Dore, C. J., [R] fp
Demnati, A., [SVY] direct standardization, Dorfman, D. D., [R] rocfit, [R] rocreg
[SVY] poststratification, [SVY] variance Doris, A., [R] gmm, [R] inequality
estimation Downward, P., [R] zioprobit
Dempster, A. P., [ME] me, [ME] mixed, [MI] intro Draper, N., [ME] me, [ME] menl, [R] eivreg,
substantive, [MI] mi impute mvn [R] oneway, [R] regress, [R] stepwise
Denis, D., [G-2] graph twoway scatter Drezner, Z., [ERM] eprobit, [M-5] mvnormal( )
DeSarbo, W. S., [FMM] fmm intro, [FMM] example 3 Driver, H. E., [MV] measure option
Desbordes, R., [R] ivregress Drukker, D. M., [D] import fred, [ME] me,
Desmarais, B. A., [R] zinb, [R] zip [ME] melogit, [ME] meoprobit,
Desu, M. M., [PSS] power exponential [ME] mepoisson, [ME] meqrlogit,
Dever, J., [SVY] calibration [ME] meqrpoisson, [ME] mestreg,
Deville, J.-C., [SVY] calibration, [SVY] direct [P] estimation command, [P] forvalues,
standardization, [SVY] poststratification, [P] postfile, [R] asmixlogit, [R] asmprobit,
[SVY] variance estimation [R] boxcox, [R] frontier, [R] gmm, [R] logit,
Devroye, L., [FN] Random-number functions [R] lrtest, [R] margins, [R] mlexp, [R] nbreg,
Dewey, M. E., [R] correlate [R] npregress, [R] oprobit, [R] predictnl,
[R] qreg, [R] set rngstream, [R] tobit,
Dey, D. D., [BAYES] intro
[SEM] example 46g, [SP] intro, [SP] estat
Dey, D. K., [BAYES] intro moran, [SP] spivregress, [SP] spivregress
Dice, L. R., [MV] measure option postestimation, [SP] spregress, [SP] spregress
Dickens, R., [TS] prais postestimation, [ST] stcox, [ST] streg,
Dickey, D. A., [ I ] Glossary, [TS] dfgls, [TS] dfuller, [TE] eteffects, [TE] etregress, [TE] stteffects
[TS] pperron, [TS] Glossary, [XT] xtcointtest intro, [TE] stteffects ipw, [TE] stteffects ipwra,
Dickman, P. W., [ST] sts [TE] stteffects postestimation, [TE] stteffects
Dickson, E. R., [ST] stcrreg ra, [TE] stteffects wra, [TE] teffects intro,
Dicle, M. F., [D] import, [TS] arch, [TS] arima, [TE] teffects intro advanced, [TE] teffects aipw,
[TS] tsline [TE] teffects ipw, [TE] teffects multivalued,
Didelez, V., [R] ivregress [TE] teffects nnmatch, [TE] teffects ra,
Diebold, F. X., [TS] arch [TS] sspace, [TS] vec, [U] 18.14 References,
Dieter, U., [FN] Random-number functions [XT] xt, [XT] xtregar
Dietz, E., [FMM] fmm intro Du Croz, J., [M-1] LAPACK, [M-5] lapack( ),
[P] matrix eigenvalues
Digby, P. G. N., [R] tetrachoric
Duan, N., [R] boxcox postestimation, [R] heckman,
Diggle, P. J., [BAYES] bayesmh, [ME] me,
[TS] forecast estimates
[ME] meglm, [ME] mixed, [TS] arima,
[TS] wntestq Dubes, R. C., [MV] cluster
Dijksterhuis, G. B., [MV] procrustes Duchateau, L., [ME] meintreg
Duda, R. O., [MV] cluster, [MV] cluster stop
172 Author index
Dufour, S., [ME] meintreg Elliott, G. R., [ I ] Glossary, [TS] dfgls, [TS] Glossary
Dumyati, G., [D] icd10 Ellis, C. D., [R] poisson
Duncan, A. J., [R] qc Ellis, P. D., [R] esize, [R] regress postestimation
Duncan, O. D., [SEM] example 7 Elston, D. A., [ME] mixed
Dunlop, D. D., [PSS] intro, [PSS] power onemean, Eltinge, J. L., [R] test, [SVY] survey, [SVY] estat,
[PSS] power onemean, cluster, [R] ztest [SVY] svy postestimation, [SVY] svydescribe,
Dunn, G., [MV] discrim, [MV] discrim qda [SVY] variance estimation
postestimation, [MV] mca, [R] kappa, Embretson, S. E., [IRT] irt, [SEM] example 28g,
[TE] teffects multivalued [SEM] example 29g
Dunn, O. J., [R] correlate Emerson, J. D., [R] lv, [R] stem
Dunnett, C. W., [FN] Statistical functions, Emsley, R., [TE] teffects multivalued
[R] mprobit, [R] pwcompare Enas, G. G., [MV] discrim knn
Dunnington, G. W., [R] regress Ender, P. B., [MV] canon, [R] marginsplot
Dunsmore, I. R., [BAYES] intro Enders, W., [TS] arch, [TS] arima, [TS] arima
Dunson, D. B., [BAYES] intro, [BAYES] bayesmh, postestimation, [TS] corrgram, [TS] estat
[BAYES] bayesstats ic, [BAYES] bayesstats sbcusum
summary, [MI] intro substantive, [MI] mi Engel, A., [P] putdocx, [P] putpdf, [R] boxcox,
impute mvn, [MI] mi impute regress [R] marginsplot, [SVY] survey, [SVY] estat,
Dupont, W. D., [PSS] power oneslope, [PSS] power [SVY] subpopulation estimation,
mcc, [R] epitab, [R] logistic, [R] mkspline, [SVY] svy, [SVY] svy brr, [SVY] svy
[R] sunflower, [ST] stcox, [ST] stir, [ST] sts estimation, [SVY] svy jackknife, [SVY] svy
Durbin, J., [ I ] Glossary, [R] ivregress postestimation, postestimation, [SVY] svy: tabulate oneway,
[R] regress postestimation time series, [SVY] svy: tabulate twoway, [SVY] svydescribe
[TS] estat sbcusum, [TS] prais, [TS] ucm, Engel, C., [R] churdle, [TS] mswitch
[TS] Glossary Engle, R. F., [R] regress postestimation time
Duren, P., [R] regress series, [TS] arch, [TS] arima, [TS] dfactor,
Durlauf, S. N., [TS] vec intro, [TS] vec, [TS] vecrank [TS] mgarch, [TS] mgarch dcc, [TS] mgarch
Duval, R. D., [R] bootstrap, [R] jackknife, [R] rocreg, dvech, [TS] mgarch vcc, [TS] vec intro,
[R] rocregplot [TS] vec, [TS] vecrank, [XT] xtcointtest
Dwyer, J. H., [XT] xtreg Erdreich, L. S., [R] roccomp, [R] rocfit, [R] roctab
Erickson, T., [R] eivreg, [R] gmm
Esman, R. M., [D] egen
E Eubank, R. L., [R] lpoly, [R] npregress
Evans, C. L., [TS] irf create, [TS] var svar
Earnest, A., [PSS] power, [R] ci, [R] ttest, [ST] stcox, Evans, J. M., [TS] estat sbcusum
[XT] xtgee Evans, M. A., [R] pk, [R] pkcross
Eaves, R. C., [SEM] example 2 Everaert, G., [XT] xtabond, [XT] xtdpd,
Eberhardt, M., [XT] xtrc [XT] xtdpdsys
Eberly, L. E., [BAYES] intro Everitt, B. S., [MV] cluster, [MV] cluster
Ecob, R., [MI] mi estimate stop, [MV] discrim, [MV] discrim qda
Eddings, W. D., [MI] mi impute postestimation, [MV] mca, [MV] pca,
Edelsbrunner, H., [MV] cluster [MV] screeplot, [R] gllamm, [R] glm,
Ederer, F., [ST] ltable [U] 1.4 References
Edgington, E. S., [R] runtest Everson, H. T., [IRT] dif
Edwards, A. L., [R] anova Ewens, W. J., [R] symmetry
Edwards, A. W. F., [R] tetrachoric Ezekiel, M., [R] regress postestimation diagnostic
Edwards, J. H., [R] tetrachoric plots
Efron, B., [R] bootstrap, [R] qreg Ezzati-Rice, T. M., [MI] intro substantive, [MI] intro
Efroymson, M. A., [R] stepwise substantive
Egger, M., [R] meta
Egger, P. H., [SP] intro, [SP] spivregress, F
[SP] spmatrix spfrommata, [SP] spregress
Eichenbaum, M., [TS] irf create, [TS] var svar Facchin, C., [R] betareg
Eigenbrode, S., [ERM] eregress Fagerland, M. W., [R] epitab, [R] estat gof,
Eisenhart, C., [R] correlate, [R] runtest [R] mlogit postestimation, [R] ologit, [R] ologit
Elashoff, J. D., [ME] mixed postestimation
Elbakidze, L., [ERM] eregress Fai, A. H.-T., [ME] mixed
Elghafghuf, A., [ME] meintreg Fair, R. C., [TS] forecast solve
Ellenberg, S. S., [BAYES] bayesmh Faires, D. J., [M-5] solvenl( )
Author index 173
Falcaro, M., [MV] cluster dendrogram Fisher, R. A., [ I ] Glossary, [MV] clustermat,
Fan, J., [R] lpoly, [R] npregress intro, [R] npregress [MV] discrim, [MV] discrim estat,
Fan, Y.-A., [R] tabulate twoway [MV] discrim lda, [MV] Glossary, [P] levelsof,
Fang, K.-T., [R] asmprobit [PSS] intro, [PSS] power twoproportions,
Farbmacher, H., [R] churdle, [R] cpoisson, [PSS] power onecorrelation, [PSS] power
[R] tpoisson twocorrelations, [R] anova, [R] anova, [R] esize,
[R] ranksum, [R] signrank, [R] tabulate
Farrington, C. P., [ST] stintreg postestimation
twoway, [ST] streg
Fay, R. E., [SVY] survey, [SVY] svy sdr,
Fiske, D. W., [SEM] example 17
[SVY] variance estimation
Fitzgerald, T. J., [TS] tsfilter, [TS] tsfilter cf
Feinleib, M., [XT] xtreg
Fitzmaurice, G. M., [ME] me, [ME] menl, [ME] mixed
Feiveson, A. H., [PSS] intro, [R] nlcom, [R] ranksum
Fix, E., [MV] discrim knn
Feldman, J. J., [SVY] survey, [SVY] svy estimation
Flaaen, A., [D] merge
Feldt, L. S., [PSS] power repeated, [R] anova
Flannery, B. P., [FN] Statistical functions, [G-2] graph
Feller, W., [TS] wntestb
twoway contour, [M-5] solvenl( ), [P] matrix
Fellingham, G. W., [ME] mixed symeigen, [R] dydx, [R] vwls, [TS] arch,
Feltbower, R., [R] epitab [TS] arima
Feng, S., [MI] intro substantive Flay, B. R., [ME] me, [ME] meglm, [ME] meologit,
Ferguson, G. A., [ I ] Glossary, [MV] rotate, [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
[MV] rotatemat, [MV] Glossary Flegal, J. M., [BAYES] bayesstats summary
Fernández, P., [ME] mixed Fleiss, J. L., [PSS] intro, [PSS] power oneproportion,
Fernandez-Cornejo, J., [ERM] eintreg [PSS] power twoproportions, [R] dstdize,
Fernández-Val, I., [XT] xtlogit, [XT] xtprobit [R] epitab, [R] icc, [R] kappa
Ferrari, S. L. P., [R] betareg Fleming, T. R., [ST] stcox, [ST] sts test
Ferri, H. A., [R] kappa Fletcher, K., [R] rocreg, [R] rocreg postestimation,
Festinger, L., [R] ranksum [R] rocregplot
Fibrinogen Studies Collaboration, [ST] stcox Fletcher, R., [M-5] optimize( )
postestimation Flood, S., [R] mlexp
Fidell, L. S., [MV] discrim, [MV] discrim lda Flynn, Z. L., [R] gmm
Field, A., [MI] mi estimate, [MI] mi impute, Folsom, R. C., [R] rocreg, [R] rocreg postestimation,
[XT] xtgee [R] rocregplot
Field, C. A., [R] bootstrap Ford, C. E., [PSS] intro, [PSS] power repeated
Fieller, E. C., [R] pkequiv Ford, J. M., [R] frontier, [XT] xtfrontier
Fienberg, S. E., [BAYES] intro, [R] kwallis, Forsythe, A. B., [R] sdtest
[R] tabulate twoway Forthofer, R. N., [R] dstdize
Filon, L. N. G., [R] correlate Fosheim, G. E., [D] icd10
Filoso, V., [R] regress Foster, A., [R] regress
Finch, S., [R] esize Fouladi, R. T., [R] esize
Findley, D. F., [R] estat ic Foulkes, M. A., [PSS] power cox, [PSS] power
Findley, T. W., [R] ladder exponential
Fine, J. P., [ST] stcrreg Fourier, J. B. J., [R] cumul
Finkelstein, D. M., [ST] stintreg Fox, C. M., [IRT] irt, [SEM] example 28g
Finlay, K., [R] ivprobit, [R] ivregress, [R] ivtobit Fox, J., [R] kdensity, [R] lv
Finney, D. J., [IRT] irt 3pl, [R] probit, [R] tabulate Fox, W. C., [R] lroc
twoway Francia, R. S., [R] swilk
Fiocco, M., [ST] stcrreg, [ST] stcrreg postestimation Francis, C., [PSS] intro, [PSS] power repeated
Fiorentini, G., [TS] mgarch Frank, M. W., [XT] xtabond, [XT] xtdpd,
Fiorio, C. V., [R] kdensity [XT] xtdpdsys
Fischer, G. H., [IRT] irt, [SEM] example 28g Frankel, M. R., [P] robust, [SVY] variance
Fiser, D. H., [R] estat gof, [R] lroc estimation, [U] 20.26 References
Fishell, E., [R] kappa Franklin, C. H., [D] cross
Fisher, L. D., [MV] factor, [MV] pca, [PSS] intro, Franzese, R. J., Jr., [XT] xtpcse
[PSS] power twomeans, [PSS] power oneway, Franzini, L., [XT] xtregar
[PSS] power twoway, [R] anova, [R] dstdize, Fraser, M. W., [TE] stteffects intro, [TE] stteffects
[R] oneway ipw, [TE] stteffects ipwra, [TE] stteffects
Fisher, M. R., [XT] xtcloglog, [XT] xtgee, postestimation, [TE] stteffects ra, [TE] stteffects
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, wra, [TE] tebalance
[XT] xtoprobit, [XT] xtprobit, [XT] xttobit Frechette, G. R., [XT] xtprobit
Fisher, N. I., [R] regress postestimation time series
174 Author index
Freedman, L. S., [PSS] intro, [PSS] power cox, Galvao, A., [R] qc, [R] sktest, [XT] xtreg, [XT] xtreg
[PSS] power exponential, [PSS] power logrank postestimation
Freeman, D. H., Jr., [SVY] svy: tabulate twoway Gamerman, D., [BAYES] intro
Freeman, E. H., [SEM] estat stable Gan, F. F., [R] diagnostic plots
Freeman, J. L., [R] epitab, [SVY] svy: tabulate Gange, S. J., [XT] xtcloglog, [XT] xtgee,
twoway [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
Freeman, J. R., [TS] time series, [TS] arima, [XT] xtoprobit, [XT] xtprobit, [XT] xttobit
[TS] forecast, [TS] irf, [TS] var, [TS] vec Ganguly, I., [R] zioprobit
Freese, J., [R] asroprobit, [R] clogit, [R] cloglog, Gani, J., [TS] wntestb
[R] logistic, [R] logit, [R] mlogit, [R] mprobit, Garbow, B. S., [P] matrix symeigen
[R] nbreg, [R] ologit, [R] oprobit, Garcı́a, B., [R] churdle
[R] poisson, [R] probit, [R] regress, Garcia, R., [TS] mswitch
[R] regress postestimation, [R] tnbreg, Gardiner, J. S., [TS] tssmooth, [TS] tssmooth
[R] tpoisson, [R] zinb, [R] zioprobit, [R] zip, dexponential, [TS] tssmooth exponential,
[U] 20.26 References [TS] tssmooth hwinters, [TS] tssmooth
Fridkin, S. K., [D] icd10 shwinters
Friedman, J. H., [MV] discrim knn Gardner, E. S., Jr., [TS] tssmooth dexponential,
Friedman, M., [TS] arima [TS] tssmooth hwinters
Friendly, M., [G-2] graph twoway scatter Garnett, W. R., [BAYES] bayesmh
Frölich, M., [R] qreg, [TE] teffects multivalued Garrett, J. M., [R] logistic, [R] logistic postestimation,
Frome, E. L., [R] qreg [R] regress postestimation, [ST] stcox PH-
Frühwirth-Schnatter, S., [FMM] fmm intro, assumption tests
[TS] mswitch Garsd, A., [R] exlogistic
Frydenberg, M., [R] dstdize, [R] roccomp, [R] roctab Gart, J. J., [R] epitab
Fu, V. K., [R] ologit Gasser, T., [R] lpoly
Fuller, W. A., [ I ] Glossary, [MV] factor, [P] robust, Gastwirth, J. L., [R] sdtest
[R] regress, [R] spearman, [SVY] svy: tabulate Gates, R., [R] asmixlogit, [R] asmprobit
twoway, [SVY] variance estimation, [TS] dfgls, Gauss, J. C. F., [R] regress
[TS] dfuller, [TS] pperron, [TS] psdensity, Gauvreau, K., [PSS] intro, [R] dstdize, [R] logistic,
[TS] tsfilter, [TS] tsfilter bk, [TS] ucm, [ST] ltable, [ST] sts
[TS] Glossary, [U] 20.26 References,
Gavin, M. D., [ME] me, [ME] meglm, [ME] meologit,
[XT] xtcointtest
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Fullerton, A. S., [R] ologit
Gehan, E. A., [ST] sts test
Funkhouser, H. G., [G-2] graph pie
Geisser, S., [PSS] power repeated, [R] anova
Furberg, C. D., [PSS] intro, [PSS] power repeated
Gel, Y. R., [R] sdtest
Furr, D. C., [BAYES] bayesmh
Gelade, W., [R] summarize
Futuyma, D. J., [MV] measure option
Gelbach, J., [R] ivprobit, [R] ivtobit
Fyler, D. C., [R] epitab
Gelfand, A. E., [BAYES] intro, [BAYES] bayesmh,
Fyles, A., [ST] stcrreg, [ST] stcrreg postestimation [MI] mi impute chained
Gelman, A., [BAYES] intro, [BAYES] bayesmh,
[BAYES] bayesstats ic, [BAYES] bayesstats
G summary, [ME] me, [MI] intro substantive,
[MI] mi impute, [MI] mi impute mvn, [MI] mi
Gabriel, K. R., [MV] biplot impute regress
Gagne, G. A., [R] zioprobit Gelman, R., [R] margins
Gail, M. H., [P] robust, [PSS] power exponential, Geman, D., [BAYES] intro, [MI] mi impute chained
[R] rocreg, [R] rocreg postestimation, Geman, S., [BAYES] intro, [MI] mi impute chained
[ST] stcrreg, [ST] strate, [U] 20.26 References Genadek, K., [R] mlexp
Galanti, M. R., [XT] xtgee Genest, C., [R] diagnostic plots, [R] swilk
Galati, J. C., [MI] intro substantive, [MI] intro, Gentle, J. E., [FN] Random-number functions,
[MI] mi estimate [R] anova, [R] nl
Gałecki, A. T., [ME] estat wcorrelation, [ME] mixed Genton, M. G., [R] sktest
Gali, J., [TS] estat sbsingle Genz, A., [R] asmprobit
Gall, J.-R. L., [R] estat gof, [R] logistic George, S. L., [PSS] power exponential
Gallant, A. R., [R] ivregress, [R] nl Gerkins, V. R., [R] symmetry
Gallup, J. L., [M-5] docx*( ), [P] putexcel, Gerow, K. G., [SVY] survey
[P] putexcel advanced, [R] estimates table Gershman, K., [D] icd10
Galton, F., [R] correlate, [R] cumul, [R] regress, Gertler, M., [TS] estat sbsingle
[R] summarize
Author index 175
Geskus, R. B., [ST] stcrreg, [ST] stcrreg Goethals, K., [ME] meintreg
postestimation Golbe, D. L., [D] label language, [D] merge,
Geweke, J., [BAYES] intro, [BAYES] bayesmh, [U] 22.1 References
[R] asmprobit, [TS] dfactor Goldberger, A. S., [R] intreg, [R] tobit, [TE] etregress
Geyer, C. J., [BAYES] bayesmh Goldblatt, A., [R] epitab
Ghosh, S. K., [BAYES] intro Golden, C. D., [SVY] survey, [SVY] svy estimation
Giannini, C., [TS] irf create, [TS] var intro, [TS] var Goldfarb, D., [M-5] optimize( )
svar, [TS] vargranger, [TS] varwle Goldfeld, S. M., [TS] mswitch
Gibaldi, M., [ME] menl Goldman, N., [ME] me
Gibbons, J. D., [R] ksmirnov, [R] spearman Goldstein, H., [ME] me, [ME] meglm, [ME] melogit,
Gibbons, R. D., [ME] me, [ME] meglm [ME] mepoisson, [ME] meprobit,
Gichangi, A., [ST] stcrreg [ME] meqrlogit, [ME] meqrpoisson,
Giesbrecht, F. G., [ME] mixed [ME] mestreg, [ME] mixed
Giesen, D., [R] tetrachoric Goldstein, R., [D] ds, [D] egen, [R] brier,
Gifi, A., [MV] mds [R] correlate, [R] inequality, [R] nl, [R] ologit,
Gijbels, I., [R] lpoly, [R] npregress intro, [R] oprobit, [R] ranksum, [R] regress
[R] npregress postestimation, [XT] xtreg
Gilbert, G. K., [MV] measure option Golsch, K., [ME] mestreg
Giles, D. E. A., [TS] prais Golub, G. H., [M-5] svd( ), [R] orthog, [R] tetrachoric,
Gilks, W. R., [BAYES] intro, [BAYES] bayesmh [TS] arfima, [TS] arfima postestimation
Gill, R. D., [ST] stcrreg Gómez de la Cámara, A., [R] rocreg, [R] rocregplot
Gillham, N. W., [R] regress Gómez, V., [TS] tsfilter, [TS] tsfilter hp
Gillispie, C. C., [R] regress Gompertz, B., [ST] streg
Giltinan, D. M., [ME] me, [ME] menl Gönen, M., [ST] stcox postestimation
Gini, C., [SP] estat moran, [SP] spregress, Gonzalez, J. F., Jr., [SVY] estat, [SVY] subpopulation
[SP] spxtregress estimation, [SVY] svy bootstrap, [SVY] svy
estimation
Gini, R., [R] epitab, [R] vwls
Gonzalo, J., [TS] threshold, [TS] vec intro,
Ginther, O. J., [ME] menl, [ME] mixed
[TS] vecrank
Giordani, P., [BAYES] intro, [BAYES] bayesmh
Good, P. I., [G-1] graph intro, [R] permute,
Girshick, M. A., [MV] pca [R] symmetry, [R] tabulate twoway
Glass, G. V., [R] esize Goodall, C., [R] lowess, [R] rreg
Glass, R. I., [R] epitab Goodman, L. A., [R] tabulate twoway, [SEM] estat
Gleason, J. R., [D] cf, [D] describe, [D] generate, lcgof, [SEM] example 50g, [SEM] example 51g,
[D] infile (fixed format), [D] label, [D] notes, [SEM] methods and formulas for gsem
[D] order, [FN] Random-number functions, Gooley, T. A., [ST] stcrreg
[R] anova, [R] bootstrap, [R] ci, [R] correlate,
Gopal, K., [FN] Random-number functions
[R] epitab, [R] loneway, [R] summarize,
[R] ttest Gopinath, D., [R] asmixlogit
Gleason, L. R., [ME] me, [ME] meglm, [ME] meologit, Gordon, A. D., [MV] biplot, [MV] cluster,
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit [MV] cluster stop, [MV] measure option
Gleick, J., [M-5] optimize( ) Gordon, D. J., [PSS] intro, [PSS] power repeated
Gleser, G., [MV] alpha Gordon, M. G., [R] binreg
Glidden, D. V., [R] logistic, [ST] stcox, [TE] stteffects Gordon, N. J., [BAYES] intro
intro, [TE] stteffects ipw, [TE] stteffects ipwra, Gorga, M. P., [R] rocreg, [R] rocreg postestimation,
[TE] stteffects postestimation, [TE] stteffects ra, [R] rocregplot
[TE] stteffects wra, [TE] teffects intro advanced Gorman, J. W., [R] stepwise
Gloeckler, L. A., [ST] discrete Gorst-Rasmussen, A., [MV] pca
Glosten, L. R., [TS] arch Gorsuch, R. L., [MV] factor, [MV] rotate,
Glowacz, K. M., [ME] me, [ME] meglm, [MV] rotatemat
[ME] meologit, [ME] meoprobit, [XT] xtologit, Gosset [Student, pseud.], W. S., [R] ttest
[XT] xtoprobit Gosset, W. S., [R] ttest
Gnanadesikan, R., [MV] manova, [R] cumul, Gotway, C. A., [SP] intro, [SP] spregress
[R] diagnostic plots Gould, W. W., [D] datasignature, [D] datetime,
Godambe, V. P., [SVY] variance estimation [D] destring, [D] drawnorm, [D] ds, [D] egen,
Godfrey, L. G., [R] regress postestimation time series [D] format, [D] icd9, [D] icd9p, [D] infile (fixed
Godsill, S. J., [BAYES] intro format), [D] merge, [D] putmata, [D] reshape,
Goeden, G. B., [R] kdensity [D] sample, [FN] Random-number functions,
[M-1] how, [M-1] interactive, [M-2] exp,
Goerg, S. J., [R] ksmirnov
[M-2] goto, [M-2] pointers,
176 Author index
Gould, W. W., continued Greenbaum, A., [M-1] LAPACK, [M-5] lapack( ),

[M-2] struct, [M-2] subscripts, [M-2] syntax, [P] matrix eigenvalues
[M-4] io, [M-4] stata, [M-5] deriv( ), Greenberg, E., [BAYES] intro
[M-5] eigensystem( ), [M-5] geigensystem( ), Greene, W. H., [P] matrix accum, [R] asclogit,
[M-5] inbase( ), [M-5] moptimize( ), [R] asmprobit, [R] biprobit, [R] clogit,
[M-5] runiform( ), [M-5] st addvar( ), [R] cnsreg, [R] frontier, [R] gmm,
[M-5] st global( ), [M-5] st local( ), [R] heckman, [R] heckoprobit, [R] heckpoisson,
[M-5] st view( ), [ME] mestreg, [MI] mi [R] heckprobit, [R] hetprobit, [R] hetregress,
estimate, [P] intro, [P] datasignature, [R] ivregress, [R] logit, [R] lrtest, [R] margins,
[P] matrix eigenvalues, [P] matrix mkmat, [R] mkspline, [R] mlexp, [R] mlogit, [R] nlogit,
[P] postfile, [P] robust, [PSS] power [R] nlsur, [R] pcorr, [R] probit, [R] reg3,
exponential, [PSS] power logrank, [R] regress, [R] regress postestimation time
[R] bootstrap, [R] bsample, [R] dydx, series, [R] sureg, [R] testnl, [R] truncreg,
[R] frontier, [R] gmm, [R] grmeanby, [R] zioprobit, [TE] etregress, [TS] arch,
[R] jackknife, [R] kappa, [R] logistic, [TS] arima, [TS] corrgram, [TS] var, [XT] xt,
[R] margins, [R] maximize, [R] mkspline, [XT] xtgls, [XT] xthtaylor postestimation,
[R] ml, [R] net search, [R] nlcom, [R] ologit, [XT] xtpcse, [XT] xtpoisson, [XT] xtrc,
[R] oprobit, [R] poisson, [R] predictnl, [XT] xtreg
[R] qreg, [R] regress, [R] rreg, [R] simulate, Greenfield, S., [MV] alpha, [MV] factor, [MV] factor
[R] sktest, [R] smooth, [R] swilk, [R] testnl, postestimation, [R] lincom, [R] mlogit,
[SP] spmatrix spfrommata, [ST] survival [R] mprobit, [R] mprobit postestimation,
analysis, [ST] stcox, [ST] stcrreg, [ST] stcrreg [R] predictnl, [R] slogit, [SEM] example 37g
postestimation, [ST] stdescribe, [ST] streg, Greenhouse, J. B., [R] epitab
[ST] stset, [ST] stsplit, [ST] stvary,
Greenhouse, S. W., [PSS] power repeated, [R] anova,
[SVY] survey, [SVY] ml for svy, [TE] stteffects
[R] epitab
intro, [U] 1.4 References, [U] 13.13 References,
[U] 18.14 References, [U] 22.1 References, Greenland, S., [BAYES] intro, [IRT] difmh, [R] ci,
[U] 26.31 References, [XT] xtfrontier, [R] epitab, [R] mkspline, [R] ologit, [R] poisson
[XT] xtstreg Greenwood, M., [ST] ltable, [ST] sts
Gourieroux, C. S., [R] hausman, [R] suest, [R] test, Greenwood, P., [MI] intro substantive
[TS] arima, [TS] mgarch ccc, [TS] mgarch dcc, Gregoire, A., [R] kappa
[TS] mgarch vcc Gregory, A. W., [DSGE] intro 8
Gower, J. C., [MV] biplot, [MV] ca, [MV] mca, Gregory, C. A., [ERM] eoprobit
[MV] measure option, [MV] procrustes Grieve, R., [R] bootstrap, [R] bstat
Gracik, L., [R] betareg Griffin, S., [R] ztest
Graham, J. W., [MI] intro substantive, [MI] mi impute Griffith, J. L., [R] brier
Grambsch, P. M., [ME] mestreg, [ST] stcox, [ST] stcox Griffith, R., [R] gmm
PH-assumption tests, [ST] stcox postestimation, Griffiths, W. E., [R] cnsreg, [R] estat ic,
[ST] stcrreg [R] hetregress, [R] ivregress, [R] ivregress
Granger, C. W. J., [TS] arch, [TS] arfima, postestimation, [R] logit, [R] probit,
[TS] vargranger, [TS] vec intro, [TS] vec, [R] regress, [R] regress postestimation, [R] test,
[TS] vecrank, [XT] xtcointtest [TS] arch, [TS] prais, [XT] xtgls, [XT] xtpcse,
Grant, R. L., [BAYES] bayesmh [XT] xtrc, [XT] xtreg
Grasman, R. P. P. P., [TS] mswitch Griliches, Z., [ME] me, [XT] xtgls, [XT] xtnbreg,
Graubard, B. I., [ME] mixed, [PSS] power trend, [XT] xtpcse, [XT] xtpoisson, [XT] xtrc
[R] margins, [R] ml, [R] test, [SVY] survey, Grimes, J. M., [ST] stintreg
[SVY] direct standardization, [SVY] estat, Grimm, R. H., [PSS] intro, [PSS] power repeated
[SVY] svy, [SVY] svy estimation, [SVY] svy Grimmett, G., [M-5] halton( )
postestimation, [SVY] svy: tabulate twoway, Grisetti, R., [R] betareg
[SVY] variance estimation Grissom, R. J., [R] esize, [R] regress postestimation
Gray, R. J., [ST] stcrreg Grizzle, J. E., [R] vwls
Graybill, F. A., [PSS] intro, [PSS] power Groenen, P. J. F., [MV] mds, [MV] mds
onecorrelation, [PSS] power twocorrelations, postestimation, [MV] mdslong, [MV] mdsmat
[R] centile Grogger, J. T., [R] tnbreg, [R] tpoisson
Green, B. F., [MV] discrim lda, [MV] procrustes Gronau, R., [R] heckman, [SEM] example 45g
Green, D. M., [R] lroc Groothuis-Oudshoorn, C. G. M., [MI] intro
Green, P. E., [MV] cluster substantive, [MI] mi impute chained
Green, P. J., [BAYES] intro Gropper, D. M., [R] frontier, [XT] xtfrontier
Greenacre, M. J., [MV] ca, [MV] mca, [MV] mca Gross, A. J., [ST] ltable
postestimation, [SEM] example 35g, Grundmann, H., [D] icd10
[SEM] example 36g
Author index 177
Grunfeld, Y., [XT] xtgls, [XT] xtpcse, [XT] xtrc Hall, R. E., [M-5] optimize( ), [R] glm, [TS] arch,
Grzebyk, M., [ST] sts [TS] arima
Guan, W., [R] bootstrap Hall, W. J., [MV] biplot, [R] roccomp, [R] rocfit,
Guenther, W. C., [PSS] intro [R] roctab
Guerry, A.-M., [G-2] graph twoway histogram Haller, A. O., [SEM] example 7
Guidolin, M., [TS] mswitch Halley, E., [ST] ltable
Guilkey, D. K., [XT] xtprobit Hallock, K., [R] qreg
Guillemot, M., [M-5] cholesky( ) Halpin, B., [MI] mi impute
Guimarães, P., [XT] xtnbreg Halton, J. H., [M-5] halton( )
Guo, S., [TE] stteffects intro, [TE] stteffects Halvorsen, K. T., [R] tabulate twoway
ipw, [TE] stteffects ipwra, [TE] stteffects Hamaker, E. L., [TS] mswitch
postestimation, [TE] stteffects ra, [TE] stteffects Hamann, U., [MV] measure option
wra, [TE] tebalance Hambleton, R. K., [IRT] irt, [SEM] example 28g,
Gurme, S., [R] zioprobit [SEM] example 29g
Gurmu, S., [R] cpoisson Hamel, J.-F., [IRT] irt pcm
Gutierrez, R. G., [ME] me, [ME] melogit, Hamer, R. M., [MV] mds, [MV] mdslong,
[ME] meoprobit, [ME] mepoisson, [MV] mdsmat
[ME] meqrlogit, [ME] meqrpoisson, Hamerle, A., [R] clogit
[ME] mestreg, [R] asmixlogit, [R] frontier, Hamilton, J. D., [ I ] Glossary, [P] matrix eigenvalues,
[R] lpoly, [R] lrtest, [R] nbreg, [R] npregress, [R] gmm, [TS] time series, [TS] arch,
[ST] stcox, [ST] streg, [ST] streg [TS] arfima, [TS] arima, [TS] corrgram,
postestimation, [XT] xt [TS] dfuller, [TS] estat aroots, [TS] fcast
compute, [TS] forecast solve, [TS] irf,
H [TS] irf create, [TS] mswitch, [TS] mswitch
postestimation, [TS] pergram, [TS] pperron,
Haaland, J.-A., [G-1] graph intro [TS] psdensity, [TS] sspace, [TS] sspace
Haan, P., [R] asmprobit, [R] mlogit, [R] mprobit postestimation, [TS] tsfilter, [TS] ucm, [TS] var
Haario, H., [BAYES] intro, [BAYES] bayesmh intro, [TS] var, [TS] var svar, [TS] vargranger,
Haas, K., [M-5] moptimize( ) [TS] varnorm, [TS] varsoc, [TS] varstable,
[TS] varwle, [TS] vec intro, [TS] vec,
Haas, R. W., [FN] Random-number functions
[TS] vecnorm, [TS] vecrank, [TS] vecstable,
Hackell, J., [R] prtest
[TS] xcorr, [TS] Glossary
Hadamard, J. S., [FN] Matrix functions
Hamilton, L. C., [D] xpose, [G-1] graph intro,
Hadi, A. S., [R] poisson, [R] regress, [R] regress [MV] factor, [MV] screeplot, [R] bootstrap,
postestimation, [R] regress postestimation [R] diagnostic plots, [R] estat vce, [R] ladder,
diagnostic plots [R] lv, [R] mlogit, [R] regress, [R] regress
Hadorn, D. C., [R] brier postestimation, [R] regress postestimation
Hadri, K., [XT] xtunitroot diagnostic plots, [R] rreg, [R] simulate,
Haenszel, W., [IRT] difmh, [PSS] power cmh, [R] summarize, [R] ttest
[R] epitab, [ST] strate, [ST] sts test Hammarling, S., [M-1] LAPACK, [M-5] lapack( ),
Hahn, G. J., [M-5] moptimize( ) [P] matrix eigenvalues
Hahn, J., [R] ivregress postestimation Hammersley, J. M., [M-5] halton( )
Hair, J. F., Jr., [R] rologit Hampel, F. R., [D] egen, [R] rreg,
Hajian-Tilaki, K. O., [R] rocreg [U] 20.26 References
Hajivassiliou, V. A., [R] asmprobit Hand, D. J., [ME] menl, [MV] biplot, [MV] ca,
Hakkio, C. S., [D] egen [MV] discrim, [MV] mca
Hald, A., [R] qreg, [R] regress, [R] signrank, Handscomb, D. C., [M-5] halton( )
[R] summarize Hankey, B., [ST] strate
Haldane, J. B. S., [R] epitab, [R] ranksum Hanley, J. A., [R] roccomp, [R] rocfit, [R] rocreg,
Hall, A. D., [R] frontier [R] rocreg postestimation, [R] rocregplot,
Hall, A. R., [R] gmm, [R] gmm postestimation, [R] roctab
[R] ivpoisson, [R] ivpoisson postestimation, Hannachi, A., [MV] pca
[R] ivregress, [R] ivregress postestimation, Hannan, E. J., [TS] sspace
[XT] xtcointtest Hansen, B. E., [R] npregress, [TS] estat sbsingle,
Hall, B. H., [M-5] optimize( ), [ME] me, [R] glm, [TS] threshold
[TS] arch, [TS] arima, [XT] xtnbreg, Hansen, H., [MV] mvtest, [MV] mvtest normality
[XT] xtpoisson
Hall, N. S., [R] anova
Hall, P., [R] bootstrap, [R] qreg, [R] regress
postestimation time series
178 Author index
Hansen, L. P., [R] gmm, [R] ivregress, [R] ivregress Hassell, J. F., [ST] sts
postestimation, [XT] xtabond, [XT] xtdpd, Hassler, U., [TS] irf create
[XT] xtdpdsys Hastie, T. J., [MV] discrim knn, [R] grmeanby,
Hansen, M. R., [R] log [R] slogit
Hansen, W. B., [ME] me, [ME] meglm, [ME] meologit, Hastings, W. K., [BAYES] intro, [BAYES] bayesmh
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit Hastorf, A. H., [R] epitab
Hao, L., [R] qreg Hauck, W. W., [R] pkequiv, [XT] xtcloglog,
Harabasz, J., [MV] cluster, [MV] cluster stop [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
Haramoto, H., [FN] Random-number functions, [XT] xtprobit
[R] set rngstream Haughton, J. H., [R] inequality
Haran, M., [BAYES] bayesstats summary Hauser, M. A., [TS] arfima
Harbord, R. M., [ME] melogit, [ME] meoprobit, Hausman, J. A., [M-5] optimize( ), [ME] me, [R] glm,
[ME] meqrlogit, [R] roccomp, [R] roctab [R] hausman, [R] ivregress postestimation,
Harden, J. J., [R] zinb, [R] zip [R] nlogit, [R] rologit, [R] suest, [SEM] estat
Hardin, J. W., [D] statsby, [G-1] graph intro, residuals, [SEM] methods and formulas for
[ME] meglm postestimation, [ME] meqrlogit sem, [TS] arch, [TS] arima, [XT] xthtaylor,
postestimation, [ME] meqrpoisson [XT] xtnbreg, [XT] xtpoisson, [XT] xtreg
postestimation, [R] binreg, [R] biprobit, postestimation
[R] estat ic, [R] glm, [R] glm postestimation, Havnes, T., [R] inequality
[R] lroc, [R] nbreg, [R] poisson, [R] ranksum, Hawkins, C. M., [PSS] intro, [PSS] power repeated
[R] regress postestimation, [R] signrank, Hawkins, D. F., [SP] estat moran, [SP] spregress,
[R] tnbreg, [R] tpoisson, [R] zinb, [TS] newey, [SP] spxtregress
[TS] prais, [XT] xtgee, [XT] xtpoisson Hayashi, F., [R] gmm, [R] ivpoisson, [R] ivregress,
Hardouin, J.-B., [IRT] irt pcm [R] ivregress postestimation
Harel, O., [MI] mi estimate Hayes, R. J., [R] permute, [R] prtest
Haritou, A., [R] suest Hays, R. D., [IRT] irt, [R] lincom, [R] mlogit,
Harkness, J., [R] ivprobit, [R] ivtobit [R] mprobit, [R] mprobit postestimation,
Harley, J. B., [PSS] power cox [R] predictnl, [R] slogit
Harman, H. H., [MV] factor, [MV] factor Hays, W. L., [R] esize
postestimation, [MV] rotate, [MV] rotatemat Hayter, A. J., [ERM] eprobit, [M-5] mvnormal( )
Harrell, F. E., Jr., [R] mkspline, [R] ologit, [ST] stcox He, X., [ST] stcox PH-assumption tests
postestimation Heagerty, P. J., [BAYES] bayesmh, [ME] me,
Harring, J. R., [ME] menl [ME] meglm, [ME] mixed, [MV] factor,
Harrington, D. P., [ST] stcox, [ST] sts test [MV] pca, [PSS] intro, [PSS] power twomeans,
Harris, E. K., [MV] discrim, [MV] discrim logistic [PSS] power oneway, [PSS] power twoway,
Harris, M. N., [R] zioprobit [R] anova, [R] dstdize, [R] oneway
Harris, R. D. F., [XT] xtunitroot Heckman, J., [ERM] eintreg, [ERM] eoprobit,
Harris, R. J., [MV] canon postestimation [ERM] eprobit, [ERM] eregress, [R] biprobit,
Harris, R. L., [R] qc [R] heckman, [R] heckman postestimation,
[R] heckoprobit, [R] heckprobit,
Harris, T., [R] nbreg, [R] poisson, [R] qreg,
[SEM] example 45g, [TE] etregress,
[R] ranksum, [R] signrank, [R] zinb
[TE] stteffects intro, [TE] teffects intro
Harrison, D. A., [D] list, [G-2] graph twoway advanced
histogram, [PSS] intro, [R] histogram,
Hedeker, D., [ME] me, [ME] meglm
[R] tabulate oneway, [R] tabulate twoway
Hédelin, G., [ST] sts
Harrison, J., [BAYES] intro
Hedges, L. V., [R] esize, [R] meta
Harrison, J. A., [R] dstdize
Hedley, D., [ST] stcrreg, [ST] stcrreg postestimation
Harrison, J. M., [ST] stcrreg
Heeringa, S. G., [SVY] survey, [SVY] subpopulation
Harrison, L. H., [D] icd10
estimation
Hart, P. E., [MV] cluster, [MV] cluster stop
Heidelberger, P., [BAYES] intro
Hartigan, J. A., [G-2] graph matrix
Heinecke, K., [P] matrix mkmat
Hartley, H. O., [MI] intro substantive, [MI] mi impute
Heinonen, O. P., [R] epitab
Hartmann, D. P., [R] icc
Heiss, F., [R] nlogit
Harvey, A. C., [R] hetprobit, [R] hetregress,
Heitjan, D. F., [MI] intro substantive, [MI] mi impute
[TS] arch, [TS] arima, [TS] prais,
[TS] psdensity, [TS] sspace, [TS] sspace Heller, G., [ST] stcox postestimation
postestimation, [TS] tsfilter, [TS] tsfilter hp, Hemming, K., [PSS] intro
[TS] tssmooth hwinters, [TS] ucm, [TS] var Hempel, S., [R] epitab
svar Henderson, B. E., [R] symmetry
Harville, D. A., [ME] meglm, [ME] mixed Henderson, C. R., [ME] me, [ME] mixed
Author index 179
Henderson, D. J., [R] npregress Hill, R. C., [R] cnsreg, [R] estat ic, [R] heckman,
Henderson, M. J., [SVY] calibration [R] hetregress, [R] ivregress, [R] ivregress
Hendrickson, A. E., [ I ] Glossary, [MV] rotate, postestimation, [R] logit, [R] probit,
[MV] rotatemat, [MV] Glossary [R] regress, [R] regress postestimation, [R] test,
Hendrickx, J., [R] mlogit, [R] xi [TS] arch, [TS] prais, [XT] xtgls, [XT] xtpcse,
Hennevogl, W., [ME] me [XT] xtrc, [XT] xtreg
Henry-Amar, M., [ST] ltable Hill, R. P., [ST] stcrreg, [ST] stcrreg postestimation
Hensher, D. A., [R] nlogit, [R] zioprobit Hill, W. G., [R] epitab
Henze, N., [MV] mvtest, [MV] mvtest normality Hills, M., [D] egen, [R] cloglog, [R] cumul, [R] epitab,
[ST] stcox, [ST] stptime, [ST] strate, [ST] stset,
Heo, M., [PSS] power onemean, cluster, [PSS] power
[ST] stsplit, [ST] sttocc
twomeans, cluster, [PSS] power oneproportion,
cluster, [PSS] power twoproportions, cluster, Hills, S. E., [BAYES] intro, [BAYES] bayesmh
[R] prtest, [R] ztest Hinchliffe, S. R., [ST] stcox, [ST] stcrreg
Hermite, C., [M-5] issymmetric( ) Hinkley, D. V., [R] bootstrap
Hernández-Alava, M., [R] biprobit Hipel, K. W., [TS] arima, [TS] ucm
Herr, J. L., [TE] teffects intro advanced, [TE] teffects Hirano, K., [TE] stteffects intro, [TE] stteffects
nnmatch ipw, [TE] stteffects ipwra, [TE] teffects intro
Herrero, F. J., [ME] mixed advanced
Herrin, J., [U] 18.14 References Hirji, K. F., [R] exlogistic, [R] expoisson
Herriot, J. G., [M-5] spline3( ) Hitt, M. P., [TS] time series, [TS] arima, [TS] forecast,
[TS] irf, [TS] var, [TS] vec
Hertz, S., [ST] stsplit
Hlouskova, J., [XT] xtunitroot
Herzberg, A. M., [MV] discrim lda postestimation,
[MV] discrim qda, [MV] discrim Hoaglin, D. C., [R] diagnostic plots, [R] lv, [R] regress
qda postestimation, [MV] manova, postestimation, [R] regress postestimation
[SEM] example 52g diagnostic plots, [R] smooth, [R] stem
Hess, K. R., [ST] stcox PH-assumption tests, [ST] sts Hobert, J. P., [BAYES] intro
graph Hocevar, D., [SEM] example 19
Heß, S., [TE] teffects intro, [TE] teffects intro Hochberg, Y., [R] oneway
advanced Hocking, R. R., [ME] meglm, [ME] mixed, [MI] intro
Hesse, L. O., [M-5] moptimize( ) substantive, [R] stepwise
Hessenberg, K. A., [M-5] hessenbergd( ) Hodges, J. L., [MV] discrim knn
Heston, A., [XT] xtunitroot Hodrick, R. J., [TS] tsfilter, [TS] tsfilter hp
Heyde, C. C., [U] 1.4 References Hoechle, D., [XT] xtgls, [XT] xtpcse, [XT] xtreg,
Hickam, D. H., [R] brier [XT] xtregar
Higbee, K. T., [D] clonevar, [D] ds Hoel, D. G., [ST] stintreg
Higdon, D., [BAYES] intro Hoel, P. G., [R] bitest, [R] ttest, [R] ztest
Higgins, J. E., [R] anova Hoff, P. D., [BAYES] intro, [BAYES] bayesian
commands, [BAYES] bayesmh
Higgins, J. P. T., [R] meta
Hoffmann, J. P., [R] glm
Higgins, M. L., [TS] arch
Hofman, A. F., [ST] stcrreg
Hilbe, J. M., [FN] Random-number functions,
[ME] meglm postestimation, [ME] meqrlogit Hogben, L. T., [ST] sts
postestimation, [ME] meqrpoisson Holan, S. H., [TS] arima
postestimation, [MV] discrim lda, Hole, A. R., [R] asmixlogit, [R] asmprobit, [R] clogit,
[MV] manova, [MV] measure option, [R] mlogit, [R] mprobit
[R] cloglog, [R] cpoisson, [R] estat ic, [R] glm, Holland, A. D., [TE] stteffects intro, [TE] stteffects
[R] glm postestimation, [R] logistic, [R] logit, ipw, [TE] stteffects ipwra, [TE] stteffects
[R] lroc, [R] nbreg, [R] poisson, [R] probit, postestimation, [TE] stteffects ra, [TE] stteffects
[R] simulate, [R] tnbreg, [R] tpoisson, [R] zinb, wra, [TE] teffects intro advanced, [TE] teffects
[XT] xtgee, [XT] xtpoisson aipw, [TE] teffects multivalued
Hilbert, D., [M-5] Hilbert( ) Holland, P. W., [IRT] irt 3pl, [IRT] dif, [IRT] difmh,
Hildreth, C., [TS] prais [TE] stteffects intro, [TE] teffects intro
Hilferty, M. M., [MV] mvtest normality advanced
Hilgard, E. R., [R] epitab Holloway, L., [R] brier
Hill, A. B., [R] epitab, [R] poisson Holm, A., [ERM] eprobit
Hill, D. W., Jr, [R] zioprobit Holm, S., [R] test
Hill, J., [ME] me Holmes, D. J., [ME] mixed
Holmes, S., [R] bootstrap
Holmgren, J., [R] epitab
180 Author index
Holt, C. C., [TS] tssmooth, [TS] tssmooth Huber, C., continued

dexponential, [TS] tssmooth exponential, [R] bootstrap, [R] esize, [R] predict, [R] regress
[TS] tssmooth hwinters, [TS] tssmooth postestimation, [R] ttest, [SEM] Builder,
shwinters [SEM] Builder, generalized, [TE] teffects
Holt, D., [SVY] survey, [SVY] estat aipw, [TE] teffects ipw, [TE] teffects ipwra,
Holtz-Eakin, D., [XT] xtabond, [XT] xtdpd, [TE] teffects nnmatch, [TE] teffects psmatch,
[XT] xtdpdsys [TE] teffects ra
Hong, H., [BAYES] intro Huber, P. J., [D] egen, [P] robust, [R] qreg, [R] rreg,
Hood, W. C., [R] ivregress [R] suest, [U] 20.26 References
Hooker, P. F., [ST] streg Hubert, P., [BAYES] intro
Hooper, R., [PSS] intro Huberty, C. J., [MV] candisc, [MV] discrim,
Hopper, G. M., [P] trace [MV] discrim estat, [MV] discrim lda,
[MV] discrim lda postestimation, [MV] discrim
Horncastle, A. P., [R] frontier, [XT] xtfrontier
qda
Horst, P., [MV] factor postestimation, [MV] rotate,
Hubrich, K., [TS] vec intro, [TS] vecrank
[MV] rotatemat
Hughes, J. B., [MV] manova
Horton, N. J., [ME] meglm, [ME] mixed, [MI] intro
substantive, [MI] mi estimate, [MI] mi impute, Hughes, R. A., [XT] xtreg
[XT] xtgee Hujoel, P. P., [PSS] power oneproportion, cluster,
Horváth, L., [TS] mgarch [R] prtest
Horvitz, D. G., [TE] teffects intro advanced Hunter, D. R., [R] qreg
Hosking, J. R. M., [TS] arfima Huq, M. I., [R] epitab
Hosmer, D. W., Jr., [PSS] intro, [PSS] power mcc, Huq, N. M., [BAYES] bayesmh, [ME] me,
[PSS] power cox, [R] clogit, [R] clogit [ME] meglm, [ME] melogit, [ME] meprobit,
postestimation, [R] estat classification, [ME] meqrlogit
[R] estat gof, [R] glm, [R] lincom, [R] logistic, Hurd, M., [R] intreg, [R] tobit
[R] logistic postestimation, [R] logit, [R] logit Hurley, J. R., [MV] procrustes
postestimation, [R] lroc, [R] lrtest, [R] lsens, Hurst, H. E., [TS] arfima
[R] mlogit, [R] mlogit postestimation, [R] ologit Hurvich, C. M., [R] npregress intro, [R] npregress
postestimation, [R] predictnl, [R] stepwise, Hussey, J. R., [R] nbreg, [R] poisson
[SEM] example 33g, [SEM] example 34g, Hutto, C., [R] exlogistic
[ST] stcox, [ST] streg, [XT] xtgee Huynh, H., [PSS] power repeated, [R] anova
Hossain, K. M., [R] epitab
Hoşten, S., [MV] mvtest means
Hotelling, H., [MV] canon, [MV] hotelling, I
[MV] manova, [MV] pca, [R] roccomp, Ibrahim, J. G., [BAYES] intro
[R] rocfit, [R] roctab Ickstadt, K., [BAYES] intro
Hougaard, P., [ST] streg Iglewicz, B., [R] lv
Householder, A. S., [M-5] qrd( ), [MV] mds, Ikebe, Y., [P] matrix symeigen
[MV] mdslong, [MV] mdsmat
Ilardi, G., [R] frontier, [XT] xtfrontier
Howell, D. C., [PSS] intro, [PSS] power pairedmeans
Im, K. S., [XT] xtunitroot
Hsiao, C., [XT] xt, [XT] xtabond, [XT] xtdpd,
Imai, K., [TE] tebalance, [TE] tebalance overid
[XT] xtdpdsys, [XT] xtivreg
Imbens, G. W., [TE] stteffects intro, [TE] stteffects
Hsieh, F. Y., [PSS] intro, [PSS] power cox,
ipw, [TE] stteffects ipwra, [TE] stteffects
[PSS] power logrank
postestimation, [TE] stteffects ra, [TE] stteffects
Hu, D., [R] prtest wra, [TE] teffects intro advanced, [TE] teffects
Hu, M., [ST] stcox, [ST] stset multivalued, [TE] teffects nnmatch,
Huang, C., [R] sunflower [TE] teffects psmatch
Huang, D. S., [R] nlsur, [R] sureg Irwin, J. O., [PSS] intro, [PSS] power twoproportions
Huang, J., [ST] stintreg Isaacs, D., [R] fp
Hubálek, Z., [MV] measure option Ishiguro, M., [R] BIC note
Hubben, G. A. A., [R] betareg Iskrev, N., [DSGE] intro 6
Huber, C., [BAYES] bayesmh, [BAYES] bayesgraph, ISSP, [MV] ca, [MV] mca, [MV] mca postestimation
[BAYES] bayestest interval, [D] by, Iversen, E., Jr, [BAYES] intro
[D] drawnorm, [D] egen, [D] expand, Izenman, A. J., [FMM] fmm intro
[D] reshape, [D] shell, [FN] Random-
number functions, [G-2] graph export,
[G-2] graph twoway, [ME] mixed, [P] forvalues, J
[P] putexcel, [R] anova,
Jaccard, P., [MV] measure option
Jackman, R. W., [R] regress postestimation
Author index 181
Jackson, J. E., [MV] pca, [MV] pca postestimation Johnson, C. A., [ME] me, [ME] meglm,
Jacobi, C. G. J., [M-5] deriv( ) [ME] meologit, [ME] meoprobit, [XT] xtologit,
Jacobs, K. B., [R] symmetry [XT] xtoprobit
Jacobs, M., [D] duplicates Johnson, D. E., [MV] manova, [R] anova, [R] contrast,
Jacoby, W. G., [MV] biplot [R] pwcompare
Jaeger, A., [TS] tsfilter, [TS] tsfilter hp Johnson, L. A., [TS] tssmooth, [TS] tssmooth
Jaeger, D. A., [R] ivregress postestimation dexponential, [TS] tssmooth exponential,
[TS] tssmooth hwinters, [TS] tssmooth
Jagannathan, R., [TS] arch
shwinters
Jain, A. K., [MV] cluster
Johnson, M. E., [R] sdtest
Jakobsen, T. G., [MV] manova, [R] anova, [R] logistic,
Johnson, M. M., [R] sdtest
[R] regress, [R] test, [R] ttest
Johnson, N. L., [FN] Statistical functions,
James, B. R., [R] rocreg, [R] rocreg postestimation
[R] ksmirnov, [R] nbreg, [R] poisson,
James, G. S., [MV] mvtest, [MV] mvtest means [U] 1.4 References
James, I. M., [M-2] op kronecker, [M-5] deriv( ), Johnson, R. A., [MV] canon, [MV] discrim,
[M-5] issymmetric( ), [M-5] pinv( ) [MV] discrim estat, [MV] discrim lda,
James, K. L., [R] rocreg, [R] rocreg postestimation [MV] discrim lda postestimation, [MV] mvtest,
Janes, H., [R] rocfit, [R] rocreg, [R] rocreg [MV] mvtest correlations, [MV] mvtest
postestimation, [R] rocregplot covariances, [MV] mvtest means
Jang, D. S., [SVY] variance estimation Johnson, S., [R] epitab
Jann, B., [G-2] graph twoway, [G-2] graph twoway Johnson, V. E., [BAYES] intro
bar, [G-3] addplot option, [P] dyndoc, Johnson, W., [MI] intro substantive, [SVY] survey
[P] dyntext, [P] mark, [P] markdown, Johnston, J., [XT] xtrc
[P] putdocx, [P] putpdf, [R] estimates store,
Johnston, J. E., [R] ranksum
[R] inequality, [R] ksmirnov, [R] marginsplot,
[R] stored results, [R] tabulate twoway, Jolliffe, D., [R] inequality, [R] qreg, [R] regress
[SVY] svy: tabulate twoway Jolliffe, I. T., [MV] biplot, [MV] pca, [R] brier
Janssen, P., [ME] meintreg Jones, A. M., [FMM] fmm intro, [R] heckman,
Jansson, M., [R] npregress [R] logit, [R] probit
Jarque, C. M., [R] sktest, [TS] varnorm, [TS] vecnorm Jones, B. D., [TS] mswitch
Jarrett, R. G., [BAYES] bayesmh Jones, B. S., [ST] stcox, [ST] streg
Jeantheau, T., [TS] mgarch Jones, D. R., [R] meta
Jeanty, P. W., [D] destring, [D] import excel, Jones, G. L., [BAYES] intro, [BAYES] bayesstats
[D] reshape, [FN] String functions summary
Jeffreys, H., [BAYES] intro, [BAYES] bayesmh, Jones, M. C., [R] kdensity, [R] lpoly, [R] npregress
[BAYES] bayesstats ic, [R] ci, [R] spearman Jones, P. S., [M-5] Vandermonde( )
Jenkins, B., [M-5] hash1( ) Jordan, C., [M-5] svd( )
Jenkins, G. M., [TS] arfima, [TS] arima, Jöreskog, K. G., [MV] factor postestimation,
[TS] corrgram, [TS] cumsp, [TS] dfuller, [SEM] estat residuals
[TS] estat acplot, [TS] pergram, [TS] pperron, Jorgensen, M., [FMM] fmm intro
[TS] psdensity, [TS] xcorr Jorgensen, R. A., [ST] stcrreg
Jenkins, S. P., [D] corr2data, [D] egen, [D] rename, Jorner, U., [G-1] graph intro
[MI] intro substantive, [R] asmprobit, Joyeux, R., [TS] arfima
[R] betareg, [R] do, [R] inequality, Joyner, W. B., [ME] menl
[ST] discrete, [ST] stcox Judge, G. G., [R] estat ic, [R] ivregress, [R] ivregress
Jennrich, R. I., [ I ] Glossary, [MV] mvtest, postestimation, [R] logit, [R] probit, [R] regress
[MV] mvtest correlations, [MV] rotate, postestimation, [R] test, [TS] arch, [TS] prais,
[MV] rotatemat, [MV] Glossary [XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg
Jensen, A. R., [MV] rotate Judkins, D. R., [SVY] svy brr, [SVY] svyset,
Jensen, D. R., [MV] mvtest, [MV] mvtest means [SVY] variance estimation
Jerez, M., [TS] sspace Judson, D. H., [R] cpoisson, [R] poisson, [R] tabulate
Jewell, N. P., [R] epitab twoway, [R] tpoisson
Jick, H., [R] epitab Judson, R. A., [TS] forecast
Joe, H., [ME] melogit, [ME] meoprobit, Julious, S. A., [PSS] intro
[ME] mepoisson, [ME] meqrlogit, Jung, B. C., [ME] mixed
[ME] meqrpoisson, [ME] mestreg, [R] tabulate Juul, S., [R] dstdize, [R] roccomp, [R] roctab
twoway
Johansen, S., [TS] irf create, [TS] varlmar, [TS] vec
intro, [TS] vec, [TS] veclmar, [TS] vecnorm,
[TS] vecrank, [TS] vecstable
182 Author index
K Kendall, D. G., [MV] mds

Kendall, M. G., [MV] measure option, [R] centile,
Kachitvichyanukul, V., [FN] Random-number [R] spearman, [R] tabulate twoway
functions Kennedy, W. J., Jr., [P] robust, [R] anova, [R] nl,
Kackar, R. N., [ME] mixed [R] regress, [R] stepwise, [SVY] svy: tabulate
Kadane, J. B., [BAYES] intro, [ME] me, twoway
[ME] meqrlogit, [ME] meqrpoisson Kenny, D. A., [SEM] intro 4, [SEM] example 42g
Kahn, H. A., [PSS] intro, [R] dstdize, [R] epitab, Kent, J. T., [MI] mi impute mvn, [MV] discrim,
[ST] ltable, [ST] stcox [MV] discrim lda, [MV] factor, [MV] manova,
Kaiser, H. F., [ I ] Glossary, [MV] factor [MV] matrix dissimilarity, [MV] mds,
postestimation, [MV] pca postestimation, [MV] mds postestimation, [MV] mdslong,
[MV] rotate, [MV] rotatemat, [MV] Glossary [MV] mdsmat, [MV] mvtest, [MV] mvtest
Kaiser, J., [R] ksmirnov, [R] permute, [R] signrank means, [MV] mvtest normality, [MV] pca,
Kalbfleisch, J. D., [ST] ltable, [ST] stcox, [ST] stcox [MV] procrustes, [P] matrix dissimilarity,
PH-assumption tests, [ST] stcox postestimation, [P] robust, [U] 20.26 References
[ST] stintreg, [ST] streg, [ST] sts, [ST] sts test, Kenward, M. G., [ I ] Glossary, [ME] mixed,
[ST] stset, [TE] stteffects intro, [TE] stteffects [ME] Glossary, [MI] intro substantive, [MI] mi
ra, [XT] xtcloglog, [XT] xtlogit, [XT] xtologit, impute, [XT] xtreg
[XT] xtoprobit, [XT] xtprobit Kerlinger, F. N., [R] esize, [R] regress postestimation
Kalman, R. E., [TS] arima Keselman, H. J., [R] esize
Kalmijn, M., [R] tetrachoric Keshk, O. M. G., [ERM] eregress
Kamphuis, J. H., [TS] mswitch Kettenring, J. R., [R] diagnostic plots
Kang, J. D. Y., [TE] teffects intro advanced Keynes, J. M., [R] ameans
Kantor, D., [D] cf, [FN] Programming functions Khan, M. R., [R] epitab
Kao, C., [XT] xtcointtest Khan, S., [R] hetprobit
Kaplan, E. L., [ST] stcrreg, [ST] stcrreg Khandker, S. R., [R] inequality
postestimation, [ST] sts Khanti-Akom, S., [XT] xthtaylor
Kapoor, M., [SP] intro 8, [SP] spxtregress Khare, M., [MI] intro substantive, [MI] intro
Karakaplan, M. U., [R] frontier, [XT] xtfrontier substantive
Karim, M. R., [ME] meglm Khuri, A. I., [ME] mixed
Karlin, S., [TS] mswitch Kiernan, M., [R] kappa
Karlsson, M. O., [ME] menl Kieser, M., [PSS] intro
Karrison, T. G., [ST] sts test Kilian, L., [TS] forecast solve
Karymshakov, K., [ERM] eprobit Kim, C.-J., [TS] mswitch, [TS] mswitch postestimation
Kass, R. E., [BAYES] intro, [BAYES] bayesian Kim, H.-J., [TS] estat sbsingle
commands, [BAYES] bayesstats ic Kim, I.-M., [TS] vec intro, [TS] vec, [TS] vecrank
Kasza, J., [R] logistic postestimation Kim, J. J., [R] esize, [R] regress postestimation
Katz, J. N., [XT] xtgls, [XT] xtpcse Kim, J. O., [MV] factor
Kaufman, J., [D] ds Kim, S., [BAYES] intro, [IRT] irt
Kaufman, L., Kim, W., [R] gmm
[MV] cluster, [MV] clustermat, [MV] matrix Kimber, A. C., [ST] streg
dissimilarity, [MV] measure option, [P] matrix Kimbrough, J. W., [MV] discrim knn
dissimilarity Kinderman, A. J., [FN] Random-number functions
Kaufman, R. L., [U] 20.26 References King, A. A., [M-2] intro
Keane, M. P., [R] asmprobit, [XT] xtdpd, King, J., [IRT] irt
[XT] xtdpdsys King, M., [R] mlexp
Keeler, E. B., [R] brier King, M. L., [TS] prais
Keiding, N., [ST] stcrreg, [ST] stsplit King, R. G., [DSGE] intro 3b, [TS] tsfilter,
Kelejian, H. H., [SP] intro, [SP] intro 8, [SP] estat [TS] tsfilter bk, [TS] tsfilter cf, [TS] tsfilter hp,
moran, [SP] spivregress, [SP] spivregress [TS] vecrank
postestimation, [SP] spregress, [SP] spregress Kinmonth, A. L., [R] ztest
postestimation, [SP] spxtregress Kirk, R. E., [R] esize, [R] regress postestimation
Kelley, K., [R] esize, [R] regress postestimation Kirkwood, B. R., [R] dstdize, [R] summarize
Kelley, M. E., [R] zioprobit Kish, L., [P] robust, [R] loneway, [SVY] survey,
Kelly, S., [IRT] irt [SVY] estat, [SVY] variance estimation,
Kemp, A. W., [FN] Random-number functions, [U] 20.26 References
[R] nbreg, [R] poisson Kitagawa, G., [R] BIC note
Kemp, C. D., [FN] Random-number functions Kiviet, J. F., [XT] xtabond
Kempthorne, P. J., [R] regress postestimation
Author index 183
Klar, J., [R] estat gof Korn, E. L., [ME] mixed, [PSS] power trend,
Klecka, W. R., [MV] discrim, [MV] discrim lda [R] margins, [R] ml, [R] test, [SVY] survey,
Kleiber, C., [R] inequality [SVY] direct standardization, [SVY] estat,
Klein, J. P., [PSS] intro, [PSS] power cox, [ST] stci, [SVY] svy, [SVY] svy estimation, [SVY] svy
[ST] stcox, [ST] stcox postestimation, postestimation, [SVY] svy: tabulate twoway,
[ST] stcrreg, [ST] streg, [ST] sts, [ST] sts [SVY] variance estimation
graph, [ST] sts test Kotz, S., [FN] Statistical functions, [R] inequality,
Klein, L. R., [R] reg3, [R] reg3 postestimation, [R] ksmirnov, [R] nbreg, [R] nlogit,
[R] regress postestimation time series, [R] poisson, [U] 1.4 References
[TS] forecast, [TS] forecast adjust, [TS] forecast Krakauer, H., [ST] ltable
describe, [TS] forecast estimates, [TS] forecast Krall, J. M., [PSS] power cox
list, [TS] forecast solve Kramer, C. Y., [MV] mvtest, [MV] mvtest means,
Klein, M., [R] binreg, [R] logistic [R] pwcompare
Klein, P., [DSGE] intro 5, [DSGE] dsge, [DSGE] estat Krämer, W., [TS] estat sbcusum
stable Krauss, N., [SVY] estat, [SVY] subpopulation
Kleinbaum, D. G., [R] binreg, [R] epitab, [R] logistic estimation, [SVY] svy bootstrap, [SVY] svy
Kleiner, B., [G-2] graph box, [G-2] graph matrix, estimation
[G-3] by option, [R] diagnostic plots, Kreidberg, M. B., [R] epitab
[R] lowess, [U] 1.4 References Kreuter, F., [R] estat classification, [R] kdensity,
Kleinman, K. P., [MI] intro substantive [R] regress, [R] regress postestimation,
Klema, V. C., [P] matrix symeigen [R] regress postestimation diagnostic plots,
Klevens, R. M., [D] icd10 [SVY] survey
Kline, R. B., [R] esize, [R] regress postestimation, Kripfganz, S., [XT] xtabond, [XT] xtdpd,
[SEM] intro 4, [SEM] example 3, [XT] xtdpdsys
[SEM] example 4, [SEM] example 5 Krishnaiah, P. R., [MV] mvtest
Kmenta, J., [R] eivreg, [R] ivregress, [R] regress, Krishnamoorthy, K., [MV] mvtest, [MV] mvtest
[TS] arch, [TS] prais, [TS] rolling, [XT] xtpcse means, [PSS] intro, [PSS] power oneproportion
Knook, D. L., [MI] intro substantive, [MI] mi impute, Kroeber, A. L., [MV] measure option
[MI] mi impute chained, [MI] mi impute Krolzig, H.-M., [TS] mswitch
monotone Kronecker, L., [M-2] op kronecker
Knuth, D. E., [FN] Random-number functions Kroner, K. F., [TS] arch
Koch, G. G., [R] anova, [R] kappa, [R] vwls, Krull, J. L., [SEM] example 42g
[SVY] svy: tabulate twoway Krus, D. J., [MV] canon postestimation
Koebel, C. T., [R] zioprobit Krushelnytskyy, B., [R] inequality, [R] qreg
Koehler, A. B., [TS] tssmooth, [TS] tssmooth Kruskal, J. B., [ I ] Glossary, [MV] mds, [MV] mds
dexponential, [TS] tssmooth exponential, postestimation, [MV] mdslong, [MV] mdsmat,
[TS] tssmooth hwinters, [TS] tssmooth [MV] Glossary
shwinters Kruskal, W. H., [R] kwallis, [R] ranksum,
Koehler, K. J., [R] diagnostic plots [R] spearman, [R] tabulate twoway
Koenker, R., [R] qreg, [R] regress postestimation Kshirsagar, A. M., [MV] discrim lda, [MV] pca
Kohberger, R., [R] prtest Kublanovskaya, V. N., [M-5] qrd( )
Kohler, U., [D] egen, [D] input, [G-2] graph twoway Kuehl, R. O., [BAYES] bayesian commands, [ME] me,
rbar, [MV] biplot, [R] estat classification, [R] icc, [R] oneway
[R] kdensity, [R] regress, [R] regress Kuersteiner, G. M., [SP] spxtregress
postestimation, [R] regress postestimation Kugler, K. C., [FMM] example 3
diagnostic plots Kuh, E., [R] regress postestimation, [R] regress
Kohn, R. J., [BAYES] intro, [BAYES] bayesmh, postestimation diagnostic plots,
[TS] arima [U] 18.14 References
Kokoszka, P., [TS] irf create Kulczyński, S., [MV] measure option
Kolenikov, S., [MV] factor, [SVY] svy bootstrap, Kumar, G., [R] prtest
[SVY] variance estimation Kumbhakar, S. C., [R] frontier, [R] frontier
Kolev, G. I., [P] scalar, [U] 11.7 References postestimation, [XT] xtfrontier
Kolmogorov, A. N., [R] ksmirnov Kung, D. S., [R] qreg
Koopman, S. J., [R] regress postestimation time series, Künsch, H. R., [U] 20.26 References
[TS] ucm Kunz, C. U., [PSS] intro
Koopmans, T. C., [R] ivregress Kupper, L. L., [R] epitab
Korin, B. P., [MV] mvtest Kuriki, S., [ERM] eprobit, [M-5] mvnormal( )
184 Author index
Kutner, M. H., [PSS] power oneway, [R] pkcross, Laurent, S., [TS] mgarch
[R] pkequiv, [R] pkshape, [R] regress Lauritsen, J. M., [D] labelbook, [D] list
postestimation Lauritzen, S. L., [R] summarize
Kwiatkowski, D., [XT] xtunitroot LaVange, L. M., [PSS] power repeated
Lavori, P. W., [PSS] power cox
L Lawless, J. F., [PSS] intro, [ST] ltable
Lawley, D. N., [MV] canon, [MV] factor, [MV] factor
L’Ecuyer, P., [FN] Random-number functions, [R] set postestimation, [MV] manova, [MV] mvtest,
rngstream [MV] mvtest correlations, [MV] pca
Lachenbruch, P. A., [MV] discrim, [MV] discrim estat, Lawlor, D. A., [ME] meqrlogit, [ME] meqrpoisson,
[MV] discrim lda, [R] diagnostic plots [ME] mixed
Lachin, J. M., [PSS] intro, [PSS] power, [PSS] power Layard, R., [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
pairedproportions, [PSS] power onecorrelation, [XT] xtivreg
[PSS] power cmh, [PSS] power trend, Le, C. T., [PSS] power logrank, cluster
[PSS] power cox, [PSS] power exponential
Ledermann, W., [M-5] schurd( )
Lacy, M. G., [R] permute
Ledolter, J., [TS] tssmooth, [TS] tssmooth
Laevens, H., [ME] meintreg dexponential, [TS] tssmooth exponential,
Lafontaine, F., [R] boxcox [TS] tssmooth hwinters, [TS] tssmooth
Lagakos, S. W., [ST] stintreg, [ST] stintreg shwinters
postestimation Lee, E. S., [R] dstdize
Lahiri, K., [R] tobit, [XT] xtgls Lee, E. T., [R] roccomp, [R] rocfit, [R] roctab,
Lai, K. S., [TS] dfgls [ST] streg
Lai, S., [R] exlogistic Lee, J. C., [MV] mvtest
Laird, N. M., [ME] me, [ME] meglm, [ME] melogit, Lee, J. W., [ME] me
[ME] meoprobit, [ME] mepoisson, Lee, K. J., [MI] intro substantive, [MI] mi impute
[ME] meqrlogit, [ME] meqrpoisson, Lee, K. L., [ST] stcox postestimation
[ME] mestreg, [ME] mixed, [MI] intro
Lee, L.-F., [ERM] eintreg, [ERM] eoprobit,
substantive, [MI] mi impute mvn, [R] expoisson
[ERM] eprobit, [ERM] eregress
Lakatos, E., [PSS] power exponential, [PSS] power
Lee, L.-f., [SP] intro, [SP] spregress, [SP] spxtregress,
logrank
[XT] xtreg
Lal, R., [FN] Random-number functions
Lee, P., [ST] streg
Lalanne, C., [R] anova, [R] logistic
Lee, S., [D] drawnorm, [FN] Random-number
Lambert, D., [R] zioprobit, [R] zip functions
Lambert, P. C., [FMM] example 4, [PSS] intro, Lee, T.-C., [R] estat ic, [R] ivregress, [R] ivregress
[R] poisson, [ST] stcox, [ST] stcrreg, postestimation, [R] logit, [R] probit, [R] regress
[ST] stptime, [ST] streg postestimation, [R] test, [TS] arch, [TS] prais,
LaMotte, L. R., [ME] me, [ME] meglm, [ME] mixed [XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg
Lan, K. K. G., [PSS] power exponential, [PSS] power Lee, W. C., [R] roctab
logrank Leese, M., [MV] cluster, [MV] cluster stop
Lance, G. N., [MV] cluster Legendre, A.-M., [R] regress
Landau, S., [MV] cluster, [MV] cluster stop Lehmann, E. L., [R] oneway
Landesman Ramey, S., [PSS] power repeated Lei-Gomez, Q., [TE] teffects intro advanced
Landis, J. R., [R] kappa Leisenring, W., [ST] stcrreg
Lane, M. A., [SVY] survey, [SVY] svy estimation Lemeshow, S. A., [PSS] intro, [PSS] power mcc,
Lane, P. W., [R] margins, [TE] teffects intro advanced [PSS] power cox, [R] clogit, [R] clogit
Lane-Claypon, J. E., [R] epitab postestimation, [R] estat classification,
Lange, K., [R] qreg [R] estat gof, [R] glm, [R] lincom, [R] logistic,
Lange, S. M., [ST] stcrreg [R] logistic postestimation, [R] logit, [R] logit
Langford, I. H., [ME] menbreg, [ME] mepoisson, postestimation, [R] lroc, [R] lrtest, [R] lsens,
[ME] meqrpoisson, [SEM] example 39g [R] mlogit, [R] predictnl, [R] stepwise,
Langholz, B., [ST] sttocc [SEM] example 33g, [SEM] example 34g,
Lanza, S. T., [FMM] example 3 [ST] stcox, [ST] streg, [SVY] survey,
Laplace, P.-S., [R] regress [SVY] estat, [SVY] poststratification,
[XT] xtgee
LaRosa, J., [PSS] intro, [PSS] power repeated
Lenth, R. V., [PSS] intro
Larrimore, J., [MI] intro substantive
Leonard, M., [XT] xtgee
Larsen, W. A., [R] regress postestimation diagnostic
plots
Lash, T. L., [R] ci, [R] epitab, [R] poisson
Latouche, A., [ST] stcrreg
Author index 185
Lepkowski, J. M., [MI] intro substantive, [MI] mi Lieberman, O., [TS] mgarch
impute, [MI] mi impute chained, [MI] mi Ligges, U., [BAYES] bayesmh
impute logit, [MI] mi impute mlogit, [MI] mi Likert, R. A., [MV] alpha
impute monotone, [MI] mi impute ologit, Lilien, D. M., [TS] arch
[MI] mi impute poisson, [MI] mi impute Lilienfeld, D. E., [R] epitab
truncreg
Lim, G. C., [R] cnsreg, [R] hetregress, [R] regress,
Lera-Lopez, F., [R] zioprobit [R] regress postestimation, [TS] arch
Leroy, A. M., [R] qreg, [R] regress postestimation, Lin, C.-F., [XT] xtcointtest, [XT] xtunitroot
[R] rreg
Lin, D. Y., [P] robust, [ST] stcox, [ST] stcrreg,
Lesaffre, E., [ME] me, [ME] melogit postestimation, [SVY] svy estimation, [TE] stteffects ipwra,
[MV] discrim logistic [U] 20.26 References
LeSage, G., [ST] stcrreg Lin, X., [ME] me, [ME] meglm, [ME] melogit,
LeSage, J., [SP] intro, [SP] spivregress postestimation, [ME] menl, [ME] meoprobit, [ME] mepoisson,
[SP] spregress, [SP] spregress postestimation, [ME] meqrlogit, [ME] meqrpoisson,
[SP] spxtregress postestimation [ME] mestreg, [SP] spregress
Leser, C. E. V., [TS] tsfilter, [TS] tsfilter hp Lincoff, G. H., [MV] discrim knn
Leuven, E., [TE] teffects intro advanced Linde-Zwirble, W., [FN] Random-number functions
Levendis, J., [D] import Lindelow, M., [SVY] svy estimation, [SVY] svyset
Levendis, J. D., [TS] arch, [TS] arima, [TS] tsline Linden, A., [TS] estat sbknown, [TS] mswitch,
Levene, H., [R] sdtest [TS] threshold
Levin, A., [XT] xtcointtest, [XT] xtunitroot Lindgren, B. R., [PSS] power logrank, cluster
Levin, B., [PSS] intro, [PSS] power oneproportion, Lindley, D. V., [R] ci
[PSS] power twoproportions, [R] dstdize, Lindor, K. D., [ST] stcrreg
[R] epitab, [R] kappa Lindsey, C., [D] drawnorm, [R] boxcox, [R] gmm,
Levin, W., [ST] stcrreg, [ST] stcrreg postestimation [R] gmm postestimation, [R] lowess,
Levinsohn, J. A., [R] frontier [R] margins, [R] marginsplot, [R] mlexp,
Levy, D. E., [R] sunflower [R] nestreg, [R] regress postestimation,
Levy, M., [MI] intro substantive, [MI] mi impute [R] regress postestimation diagnostic plots,
Levy, P. S., [SVY] survey, [SVY] poststratification [R] stepwise, [SEM] gsem
Lewis, D., [MI] mi estimate Lindsey, J. C., [ST] stintreg
Lewis, H. G., [R] heckman, [SEM] example 45g Lindsey, J. K., [ST] stintreg
Lewis, I. G., [R] binreg Lindstrom, M. J., [ME] me, [ME] menl,
Lewis, J. D., [R] fp [ME] Glossary, [XT] xtcloglog, [XT] xtgee,
Lewis, S. M., [BAYES] intro, [BAYES] bayesstats ic [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
Lexis, W. H., [ST] stsplit [XT] xtoprobit, [XT] xtprobit, [XT] xttobit
Leyland, A. H., [ME] mepoisson, [ME] meqrlogit, Ling, S., [TS] mgarch
[ME] meqrpoisson, [ME] mestreg Lingoes, J. C., [MV] mds, [MV] mdslong,
Li, C., [MI] intro substantive, [SEM] intro 4 [MV] mdsmat
Li, F., [MI] intro substantive Linhart, J. M., [D] ds, [D] format, [M-5] mindouble( ),
[R] lpoly, [R] npregress, [ST] sts,
Li, G., [R] rreg
[U] 13.13 References
Li, J., [ST] stintreg
Lipset, S. M., [R] histogram
Li, K.-H., [MI] intro substantive, [MI] mi estimate,
Lipsitz, S. R., [MI] intro substantive
[MI] mi impute mvn, [MI] mi test
Littell, R. C., [ME] me
Li, N., [MI] intro substantive
Little, R. J. A., [MI] intro substantive, [MI] mi impute
Li, Q., [R] npregress intro, [R] npregress,
mvn, [MI] mi impute pmm
[XT] xtivreg, [XT] xtreg postestimation,
[XT] xtregar Liu, C. Y., [PSS] intro, [PSS] power oneproportion,
[PSS] power twoproportions
Li, W., [PSS] power oneway, [R] pkcross,
[R] pkequiv, [R] pkshape Liu, J., [ME] menl
Li, X., [R] npregress Liu, J.-P., [PSS] intro, [R] pk, [R] pkcross,
[R] pkequiv, [R] pkexamine, [R] pkshape
Liang, K.-Y., [BAYES] bayesmh, [ME] me,
[ME] meglm, [ME] melogit, [ME] meoprobit, Liu, L., [SP] spxtregress
[ME] mepoisson, [ME] meqrlogit, Liu, Q., [ME] me, [ME] meqrlogit, [ME] meqrpoisson
[ME] meqrpoisson, [ME] mestreg, [ME] mixed, Liu, T.-P., [SVY] svy bootstrap, [SVY] variance
[XT] xtcloglog, [XT] xtgee, [XT] xtlogit, estimation
[XT] xtnbreg, [XT] xtologit, [XT] xtoprobit, Liu, W., [ERM] eprobit, [M-5] mvnormal( )
[XT] xtpoisson, [XT] xtprobit Liu, X., [R] ologit, [SP] spregress
Libois, F., [R] fp, [XT] xtreg Ljung, G. M., [TS] wntestq
Lichman, M., [BAYES] bayesmh Ljungqvist, L., [DSGE] intro 1, [DSGE] intro 5
186 Author index
Lo Magno, G. L., [M-5] docx*( ) Lunn, M., [ST] stcrreg

Lo, S.-H., [ST] sts Lunt, M., [R] ologit, [R] slogit, [TE] teffects
Locke, C. S., [R] pkequiv multivalued
Lockwood, J. R., [R] areg, [XT] xtreg Lurie, M. B., [MV] manova
Loesche, W. J., [PSS] power oneproportion, cluster, Lütkepohl, H., [M-5] Dmatrix( ), [M-5] Kmatrix( ),
[R] prtest [M-5] Lmatrix( ), [R] estat ic, [R] ivregress,
Loftsgaarden, D. O., [MV] discrim knn [R] ivregress postestimation, [R] logit,
Lokshin, M., [R] biprobit, [R] heckman, [R] probit, [R] regress postestimation, [R] test,
[R] heckoprobit, [R] heckprobit, [R] oprobit [TS] time series, [TS] arch, [TS] dfactor,
Long, J. S., [D] codebook, [D] label, [D] notes, [TS] fcast compute, [TS] irf, [TS] irf create,
[R] asroprobit, [R] clogit, [R] cloglog, [TS] mgarch dvech, [TS] prais, [TS] sspace,
[R] fracreg, [R] intreg, [R] logistic, [R] logit, [TS] sspace postestimation, [TS] var intro,
[R] mlogit, [R] mprobit, [R] nbreg, [R] ologit, [TS] var, [TS] var svar, [TS] varbasic,
[R] oprobit, [R] poisson, [R] probit, [R] regress, [TS] vargranger, [TS] varnorm, [TS] varsoc,
[R] regress postestimation, [R] testnl, [TS] varstable, [TS] varwle, [TS] vec intro,
[R] tnbreg, [R] tobit, [R] tpoisson, [R] zinb, [TS] vecnorm, [TS] vecrank, [TS] vecstable,
[R] zioprobit, [R] zip, [U] 12.10 References, [XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg
[U] 16.5 References, [U] 20.26 References Lynfield, R., [D] icd10
Longest, K. C., [R] tabulate twoway,
[U] 12.10 References M
Longley, J. D., [R] kappa
Longton, G. M., [R] rocfit, [R] rocreg, [R] rocreg Ma, G., [R] roccomp, [R] rocfit, [R] roctab
postestimation, [R] rocregplot Ma, S., [FMM] example 4
Loomis, J. B., [R] cpoisson Maas, B., [BAYES] bayesmh
Lopes, H. F., [BAYES] intro MacDonald, K., [SEM] estat ginvariant, [SEM] sem
López-de-Ullibarri, I., [R] kdensity Macdonald-Wallis, C. M., [ME] meqrlogit,
López-Feldman, A., [R] inequality [ME] meqrpoisson, [ME] mixed
López-Maside, A., [TS] mswitch Machin, D., [PSS] intro, [PSS] power, [PSS] power
López-Quilez, A., [TS] mswitch cox, [PSS] power logrank, [R] ci, [R] kappa,
[R] tabulate twoway
López-Vizcaı́no, M. E., [R] epitab
Mack, T. M., [R] symmetry
Lora, D., [R] rocreg, [R] rocregplot
MacKinnon, D. P., [SEM] example 42g
Lord, F. M., [IRT] irt, [IRT] irt 2pl
MacKinnon, J. G., [DSGE] Glossary, [ I ] Glossary,
Lorenz, M. O., [R] inequality
[P] robust, [R] boxcox, [R] cnsreg, [R] gmm,
Louis, T. A., [BAYES] intro, [R] tabulate twoway
[R] intreg, [R] ivregress, [R] ivregress
Loutit, I., [R] qc postestimation, [R] mlogit, [R] nl, [R] nlsur,
Love, I., [TS] var [R] reg3, [R] regress, [R] regress postestimation
Lovelace, L., [M-2] intro time series, [R] truncreg, [TS] arch,
Lovell, C. A. K., [R] frontier, [R] frontier [TS] arima, [TS] dfuller, [TS] pperron,
postestimation, [XT] xtfrontier [TS] prais, [TS] sspace, [TS] varlmar,
Lovie, A. D., [R] spearman [TS] Glossary, [U] 20.26 References, [XT] xtgls,
Lovie, P., [R] spearman [XT] xtpcse
Lu, H.-M., [TS] mswitch MacLaren, M. D., [FN] Random-number functions
Lu, J. Y., [TS] prais MacMahon, B., [R] epitab
Lu, L., [ERM] eregress MacRae, K. D., [R] binreg
Lu, X., [R] npregress MaCurdy, T. E., [XT] xthtaylor
Lucas, H. L., [R] pkcross Madans, J. H., [SVY] survey, [SVY] svy estimation
Luce, R. D., [R] rologit Madansky, A., [R] runtest
Luckman, B., [MV] screeplot Maddala, G. S., [ERM] eintreg, [ERM] eoprobit,
Ludwig, J., [ST] stcrreg [ERM] eprobit, [ERM] eregress, [R] nlogit,
Luedicke, J., [R] asmprobit, [R] asmprobit [R] tobit, [TE] etregress, [TS] vec intro,
postestimation, [R] gmm [TS] vec, [TS] vecrank, [XT] xtgls,
Lukácsy, K., [FN] Random-number functions [XT] xtunitroot
Lumley, T. S., [MV] factor, [MV] pca, [PSS] intro, Madigan, D., [ST] sts
[PSS] power twomeans, [PSS] power oneway, Magnus, J. R., [TS] var svar
[PSS] power twoway, [R] anova, [R] dstdize, Magnusson, L. M., [R] gmm, [R] ivprobit,
[R] oneway [R] ivregress, [R] ivtobit
Lund, R., [TS] arima Maguire, B. A., [BAYES] bayesmh
Luniak, M. M., [MV] biplot Mahalanobis, P. C., [ I ] Glossary, [MV] discrim lda,
[MV] hotelling, [MV] Glossary
Author index 187
Mair, C. S., [ME] menbreg, [ME] mepoisson, Markowski, E. P., [R] sdtest
[ME] meqrpoisson, [SEM] example 39g Marks, H. M., [ST] sts
Mairesse, J., [ERM] eintreg Marquardt, D. W., [M-5] moptimize( ),
Maitra, C., [ERM] eregress [M-5] optimize( )
Makles, A., [MV] cluster kmeans and kmedians Marr, J. W., [SEM] example 48g, [ST] stsplit
Malitz, F., [IRT] irt Marsaglia, G., [FN] Random-number functions
Mallick, B. K., [BAYES] intro Marschak, J., [R] ivregress
Mallows, C. L., [R] regress postestimation diagnostic Marsh, H. W., [SEM] example 19
plots Marsh, J., [PSS] intro
Maloney, A., [ME] menl Martin, M. E., [SVY] svy: tabulate oneway
Mammi, I., [MV] pca Martin, W., [R] epitab, [R] regress
Manca, A., [R] betareg Martı́nez, M. A., [R] logistic
Manchul, L., [ST] stcrreg, [ST] stcrreg postestimation Martı́nez, O., [R] nbreg postestimation, [R] poisson
Mandelbrot, B. B., [TS] arch postestimation, [R] zinb postestimation, [R] zip
Mander, A. P., [R] anova, [R] symmetry, [ST] stsplit postestimation
Manderscheid, R. W., [SVY] calibration Martinez-Beneito, M. A., [TS] mswitch
Mangel, M., [TS] varwle Marubini, E., [PSS] intro, [PSS] power logrank,
Manjón, M., [R] nbreg postestimation, [R] poisson [ST] stcrreg, [ST] sts test
postestimation, [R] zinb postestimation, [R] zip Mascher, K., [R] rocreg, [R] rocreg postestimation,
postestimation [R] rocregplot
Manjunath, B. G., [ERM] eprobit postestimation Massey, F. J., Jr., [PSS] intro, [PSS] power twomeans,
Manly, B. F. J., [MV] discrim qda postestimation [PSS] power pairedmeans, [PSS] power
Mann, H. B., [R] kwallis, [R] ranksum onevariance, [PSS] power twovariances,
Manning, W. G., [R] churdle, [R] heckman, [R] tobit [R] ttest, [R] ztest
Manski, C. F., [R] gmm, [R] mean Massey, J. T., [P] putdocx, [P] putpdf, [R] boxcox,
[R] marginsplot, [SVY] survey, [SVY] estat,
Mansuy, R., [ST] stcox postestimation
[SVY] subpopulation estimation,
Mantel, H., [SVY] svy bootstrap, [SVY] variance [SVY] svy, [SVY] svy brr, [SVY] svy
estimation estimation, [SVY] svy jackknife, [SVY] svy
Mantel, N., [IRT] difmh, [PSS] power cmh, [R] epitab, postestimation, [SVY] svy: tabulate oneway,
[R] stepwise, [ST] strate, [ST] sts test [SVY] svy: tabulate twoway, [SVY] svydescribe
Mao, S., [ERM] eoprobit Master, I. M., [R] exlogistic
Maravall, A., [TS] tsfilter hp Masters, G. N., [IRT] irt pcm
Marcellino, M., [XT] xtunitroot Mastrucci, M. T., [R] exlogistic
Marchenko, Y. V., [BAYES] bayesmh, Masyn, K. E., [SEM] example 52g, [SEM] methods
[BAYES] bayesstats, [ME] me, [ME] meglm, and formulas for gsem
[ME] melogit, [ME] meoprobit, Mathew, T., [ME] mixed
[ME] mepoisson, [ME] meqrlogit,
Mathews, P., [PSS] power twovariances
[ME] meqrpoisson, [ME] mestreg, [ME] mixed,
[MI] intro substantive, [MI] mi estimate, Mathur, C., [FMM] example 3
[MI] mi impute, [PSS] power exponential, Matsumoto, M., [FN] Random-number functions,
[PSS] power logrank, [R] anova, [R] churdle, [R] set rng, [R] set rngstream, [R] set seed
[R] loneway, [R] oneway, [R] sktest, Matthews, J. N. S., [PSS] intro, [PSS] power
[ST] survival analysis, [ST] stcox, [ST] stcrreg, twomeans, [PSS] power pairedmeans,
[ST] stcrreg postestimation, [ST] stdescribe, [PSS] power cmh, [R] ameans, [R] expoisson,
[ST] streg, [ST] stset, [ST] stsplit, [ST] stvary, [R] sdtest
[TE] stteffects intro, [XT] xtstreg Mátyás, L., [R] gmm
Marden, J. I., [R] rologit Maurer, K., [P] putdocx, [P] putpdf, [R] boxcox,
Mardia, K. V., [MI] mi impute mvn, [MV] discrim, [R] marginsplot, [SVY] survey, [SVY] estat,
[MV] discrim lda, [MV] factor, [MV] manova, [SVY] subpopulation estimation,
[MV] matrix dissimilarity, [MV] mds, [SVY] svy, [SVY] svy brr, [SVY] svy
[MV] mds postestimation, [MV] mdslong, estimation, [SVY] svy jackknife, [SVY] svy
[MV] mdsmat, [MV] mvtest, [MV] mvtest postestimation, [SVY] svy: tabulate oneway,
means, [MV] mvtest normality, [MV] pca, [SVY] svy: tabulate twoway, [SVY] svydescribe
[MV] procrustes, [P] matrix dissimilarity Maxwell, A. E., [MV] factor, [MV] factor
Maris, G., [IRT] irt 3pl postestimation, [R] symmetry
Mark, D. B., [ST] stcox postestimation May, S., [MV] canon, [MV] discrim, [MV] factor,
Markel, H., [R] epitab [MV] pca, [PSS] intro, [PSS] power cox,
Markov, A., [BAYES] intro [R] stepwise, [ST] stcox, [ST] streg
Markowski, C. A., [R] sdtest Mayer, K. U., [ME] mestreg
188 Author index
Mazliak, L., [ST] stcox postestimation McLachlan, G. J., [FMM] fmm intro,
Mazýa, V. G., [FN] Matrix functions [FMM] example 1a, [ME] me, [ME] melogit,
McAleer, M., [TS] mgarch, [U] 20.26 References [ME] meoprobit, [ME] mepoisson,
McBride, J. B., [ME] mixed [ME] meqrlogit, [ME] meqrpoisson,
McCabe, S. E., [SVY] estat [ME] mestreg, [MV] discrim, [MV] discrim
estat, [MV] discrim knn, [MV] discrim lda
McCaffrey, D. F., [R] areg, [XT] xtreg
McLain, A. C., [R] nbreg, [R] poisson
McCarthy, P. J., [SVY] survey, [SVY] svy bootstrap,
[SVY] svy brr, [SVY] variance estimation McLeod, A. I., [TS] arima, [TS] ucm
McCathie, A., [MV] pca McNeil, B. J., [R] roccomp, [R] rocfit, [R] rocreg,
[R] rocreg postestimation, [R] rocregplot,
McCleary, S. J., [R] regress postestimation diagnostic
[R] roctab
plots
McNeil, D., [R] poisson, [ST] stcrreg
McClish, D. K., [R] rocreg
McNemar, Q., [PSS] intro, [R] epitab
McCrary, J., [TE] stteffects ipwra, [TE] teffects
overlap Mead, R., [M-5] optimize( )
McCullagh, P., [ME] meglm postestimation, Mealli, F., [MI] intro substantive
[ME] meqrlogit postestimation, Meeusen, W., [R] frontier, [XT] xtfrontier
[ME] meqrpoisson postestimation, [R] binreg, Mehmetoglu, M., [MV] manova, [R] anova,
[R] binreg postestimation, [R] glm, [R] glm [R] logistic, [R] regress, [R] test, [R] ttest
postestimation, [R] ologit, [R] rologit, Mehta, C. R., [R] exlogistic, [R] exlogistic
[XT] vce options, [XT] xtgee, [XT] xtpoisson postestimation, [R] expoisson, [R] tabulate
McCulloch, C. E., [ME] me, [ME] meglm, twoway
[ME] melogit, [ME] meoprobit, Mehta, P. D., [SEM] example 30g
[ME] mepoisson, [ME] meqrlogit, Meier, P., [ST] stcrreg, [ST] stcrreg postestimation,
[ME] meqrpoisson, [ME] mestreg, [ME] mixed, [ST] sts
[R] logistic, [ST] stcox, [TE] stteffects intro, Meijering, E., [D] ipolate
[TE] stteffects ipw, [TE] stteffects ipwra, Meiselman, D., [TS] arima
[TE] stteffects postestimation, [TE] stteffects ra, Melly, B., [R] qreg, [TE] teffects multivalued
[TE] stteffects wra, [TE] teffects intro advanced Mendenhall, W., III, [SVY] survey
McCullough, B. D., [TS] corrgram Meng, X.-L., [BAYES] intro, [MI] intro substantive,
McDonald, A., [ME] menbreg, [ME] mepoisson, [MI] mi estimate, [MI] mi impute, [MI] mi test
[ME] meqrpoisson, [SEM] example 39g Mensing, R. W., [R] anova postestimation
McDonald, J. A., [R] sunflower Mentré, F., [ME] menl
McDonald, J. F., [R] tobit, [R] tobit postestimation Mergoupis, T., [TE] etregress, [TE] teffects intro
McDonald, R. P., [IRT] irt advanced
McDougal, L. K., [D] icd10 Merryman, S., [XT] xtunitroot
McDowell, A., [P] putdocx, [P] putpdf, [R] boxcox, Mesbah, M., [R] anova, [R] logistic
[R] marginsplot, [SVY] survey, [SVY] estat, Messner, S. F., [SP] estat moran, [SP] spregress,
[SVY] subpopulation estimation, [SP] spxtregress
[SVY] svy, [SVY] svy brr, [SVY] svy
Metropolis, N., [BAYES] intro, [BAYES] bayesmh
estimation, [SVY] svy jackknife, [SVY] svy
postestimation, [SVY] svy: tabulate oneway, Metz, C. E., [R] lroc
[SVY] svy: tabulate twoway, [SVY] svydescribe Meulders, M., [MI] intro substantive, [MI] mi impute
McDowell, A. W., [R] sureg, [TS] arima Meyer, B. D., [ST] discrete
McFadden, D. L., [R] asclogit, [R] asmixlogit, Miao, W., [R] sdtest
[R] asmprobit, [R] clogit, [R] hausman, Micali, N., [MI] mi estimate, [MI] mi impute,
[R] maximize, [R] nlogit, [R] suest, [XT] xtgee
[TE] etregress, [TE] stteffects ipwra, Michael, J. R., [FN] Random-number functions
[TE] teffects aipw Michel-Pajus, A., [M-5] cholesky( )
McGilchrist, C. A., [ST] stcox, [ST] streg Michels, K. M., [ME] mixed, [PSS] intro, [PSS] power
McGill, R., [R] sunflower repeated, [R] anova, [R] contrast, [R] loneway,
McGinnis, R. E., [R] symmetry [R] oneway, [R] pwcompare
McGraw, K. O., [R] icc Michener, C. D., [MV] measure option
McGuire, T. J., [R] dstdize Mickey, M. R., [MV] discrim estat
McKelvey, R. D., [R] ologit Midthune, D., [SVY] estat, [SVY] svy estimation
McKenney, A., [M-1] LAPACK, [M-5] lapack( ), Mielke, P. W., Jr., [R] brier, [R] ranksum
[P] matrix eigenvalues Miettinen, O. S., [R] epitab
Mihaly, K., [R] areg, [XT] xtreg
Milan, L., [MV] ca, [MV] factor, [MV] mca,
[MV] pca
Author index 189
Miller, A. B., [R] kappa Montgomery, D. C., [TS] tssmooth, [TS] tssmooth
Miller, H. W., [SVY] survey, [SVY] svy estimation dexponential, [TS] tssmooth exponential,
Miller, J. I., [TS] sspace [TS] tssmooth hwinters, [TS] tssmooth
Miller, R. G., [SEM] example 52g shwinters
Miller, R. G., Jr., [FN] Statistical functions, Montoya, D., [R] rocreg, [R] rocreg postestimation,
[R] ci, [R] diagnostic plots, [R] oneway, [R] rocregplot
[R] pwcompare Mood, A. M., [R] centile
Milliff, R. F., [BAYES] intro Moon, H. R., [XT] xtcointtest, [XT] xtunitroot
Milligan, G. W., [MV] cluster, [MV] cluster Mooney, C. Z., [R] bootstrap, [R] jackknife,
programming subroutines, [MV] cluster stop [R] rocreg, [R] rocregplot
Milliken, G. A., [ME] me, [MV] manova, [R] anova, Moore, E. H., [M-5] pinv( )
[R] contrast, [R] margins, [R] pwcompare Moore, J. B., [TS] sspace
Milosevic, M., [ST] stcrreg, [ST] stcrreg Moore, R. J., [FN] Statistical functions
postestimation Moore, W. H., [R] zioprobit
Min, C.-K., [BAYES] intro Moran, J. L., [R] dstdize
Miquel, J., [BAYES] intro Moran, P. A. P., [SP] estat moran
Miranda, A., [R] gllamm, [R] heckoprobit, Moreno-Gorrin, C., [ST] stcox
[R] heckprobit, [R] ivprobit, [R] ivtobit, Morgenstern, H., [R] epitab, [R] epitab
[R] logistic, [R] logit, [R] nbreg, [R] ologit, Mori, M., [ST] stcrreg
[R] oprobit, [R] poisson, [R] probit Morikawa, T., [R] asmixlogit
Mitchell, C., [R] exlogistic Morris, C., [R] bootstrap
Mitchell, M. N., [D] data management, [D] by, Morris, J. N., [SEM] example 48g, [ST] stsplit
[D] egen, [D] reshape, [G-1] graph Morris, N. F., [R] binreg
intro, [ME] mixed postestimation,
Morris, T. P., [MI] intro substantive, [MI] mi impute,
[R] anova, [R] anova postestimation,
[MI] mi impute pmm, [R] ssc
[R] contrast, [R] logistic, [R] logistic
postestimation, [R] logit, [R] margins, Morrison, D. F., [MV] clustermat, [MV] discrim lda,
[R] marginsplot, [R] pwcompare, [R] regress, [MV] discrim logistic, [MV] discrim logistic
[U] 11.7 References, [U] 12.10 References, postestimation, [MV] manova
[U] 13.13 References, [U] 20.26 References, Morrison, M. A., [D] icd10
[U] 22.1 References Morrow, A., [R] epitab
Mitchell, W. C., [TS] tsfilter, [TS] tsfilter bk, Mortimore, P., [MI] mi estimate
[TS] tsfilter bw, [TS] tsfilter cf, [TS] tsfilter hp, Mosier, C. I., [MV] procrustes
[TS] ucm Moskowitz, M., [R] kappa
Miura, H., [U] 14.11 Reference Mosteller, C. F., [R] jackknife, [R] regress, [R] regress
Miwa, T., [ERM] eprobit, [M-5] mvnormal( ) postestimation diagnostic plots, [R] rreg
Modica, S., [MI] intro substantive Moulines, É., [BAYES] intro, [BAYES] bayesmh
Moeschberger, M. L., [PSS] intro, [PSS] power cox, Moulton, L. H., [PSS] power oneproportion, cluster,
[ST] stci, [ST] stcox, [ST] stcox postestimation, [R] permute, [R] prtest
[ST] stcrreg, [ST] streg, [ST] sts, [ST] sts Mozharovskyi, P., [R] frontier
graph, [ST] sts test Mozumder, S. I., [ST] stcrreg
Moffatt, P. G., [R] churdle Mroz, T. A., [R] tobit
Moffitt, R. A., [R] tobit, [R] tobit postestimation Muellbauer, J., [R] nlsur
Mogstad, M., [R] inequality Mueller, C. W., [MV] factor
Molenaar, I. W., [IRT] irt, [SEM] example 28g Mueller, R. O., [MV] discrim lda
Molenberghs, G., [ME] me, [ME] meglm, [ME] menl, Muirhead, R. J., [MV] pca
[ME] mixed, [XT] xtreg postestimation Mukherjee, B., [R] zioprobit
Moler, C. B., [P] matrix symeigen Mulaik, S. A., [MV] factor, [MV] rotate
Monahan, J. F., [FN] Random-number functions Mullahy, J., [R] biprobit, [R] gmm, [R] ivpoisson,
Monfort, A., [R] hausman, [R] suest, [R] test, [R] zinb, [R] zip
[TS] arima, [TS] mgarch ccc, [TS] mgarch dcc, Müller, H.-G., [R] lpoly, [ST] sts graph
[TS] mgarch vcc Muller, K. E., [PSS] power oneway, [PSS] power
Monshouwer, K., [MV] mvtest repeated
Monson, R. R., [R] epitab Müller, P., [BAYES] intro
Montes-Rojas, G., [R] qc, [R] sktest, [XT] xtreg, Mundlak, Y., [XT] xtivreg, [XT] xtregar
[XT] xtreg postestimation Munnell, A. H., [ME] mixed
Muñoz, J., [R] exlogistic
Muraki, E., [IRT] irt pcm
Muro, J., [R] heckoprobit, [R] heckprobit
190 Author index
Murphy, A. H., [R] brier Nelson, D. B., [TS] arch, [TS] arima, [TS] mgarch
Murphy, J. L., [XT] xtprobit Nelson, E. C., [MV] alpha, [MV] factor, [MV] factor
Murphy, R. S., [SVY] survey, [SVY] svy estimation postestimation, [R] lincom, [R] mlogit,
Murray, R. M., [ME] mecloglog, [ME] melogit, [R] mprobit, [R] mprobit postestimation,
[ME] meprobit [R] predictnl, [R] slogit, [SEM] example 37g
Murray-Lyon, I. M., [R] binreg Nelson, F. D., [R] logit, [R] probit
Murrill, W. A., [MV] discrim knn Nelson, W., [ST] stcrreg postestimation, [ST] sts
Murtaugh, P. A., [ST] stcrreg Nelson, W. C., [MV] mvtest correlations
Mussolino, M. E., [SVY] survey, [SVY] svy estimation Neter, J., [PSS] power oneway, [R] pkcross,
Muthén, B., [SEM] example 9 [R] pkequiv, [R] pkshape, [R] regress
Mykland, P., [BAYES] intro, [BAYES] bayesgraph postestimation
Myland, J. C., [FN] Mathematical functions, Neudecker, H., [TS] var svar
[FN] Trigonometric functions Neuhaus, J. M., [ME] me, [ME] meglm, [ME] melogit,
[ME] meqrlogit, [ME] meqrpoisson,
N [ME] mestreg, [ME] mixed, [XT] xtcloglog,
Nachtsheim, C. J., [PSS] power oneway, [R] pkcross, [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
[R] pkequiv, [R] pkshape, [R] regress [XT] xtoprobit, [XT] xtprobit
postestimation Nevels, K., [MV] procrustes
Nadarajah, S., [R] nlogit Newbold, P., [TS] arima, [TS] vec intro
Nadaraya, E. A., [R] lpoly, [R] npregress Newey, W. K., [ERM] eintreg, [ERM] eprobit,
Nadle, J., [D] icd10 [R] glm, [R] gmm, [R] ivpoisson, [R] ivprobit,
[R] ivregress, [R] ivtobit, [TE] etregress,
Nagel, R. W., [MV] discrim lda
[TE] stteffects ipwra, [TE] teffects aipw,
Nagler, J., [R] scobit
[TS] newey, [TS] pperron, [XT] xtabond,
Naiman, D. Q., [R] qreg [XT] xtcointtest, [XT] xtdpd, [XT] xtdpdsys,
Nam, J., [PSS] power cmh, [PSS] power trend [XT] xtunitroot
Nannicini, T., [TE] etregress Newman, S. C., [R] epitab, [R] poisson, [ST] stcox,
Nardi, G., [R] epitab [ST] sts
Narendranathan, W., [XT] xtregar Newson, R. B., [D] contract, [D] generate, [D] statsby,
Narula, S. C., [R] qreg [P] capture, [PSS] intro, [R] centile, [R] glm,
Nash, J. C., [G-2] graph box [R] glm postestimation, [R] inequality,
Nash, J. D., [D] infile (fixed format), [D] merge [R] kwallis, [R] logistic postestimation, [R] logit
National Center for Health Statistics, [D] icd, [D] icd9, postestimation, [R] margins, [R] mkspline,
[D] icd9p [R] ranksum, [R] signrank, [R] spearman,
Navarro-Lozano, S., [TE] teffects intro advanced [R] tabulate twoway, [ST] stcox postestimation
Naylor, J. C., [ME] meqrlogit, [ME] meqrpoisson, Newton, H. J., [R] kdensity, [TS] arima,
[XT] xtcloglog, [XT] xtintreg, [XT] xtlogit, [TS] corrgram, [TS] cumsp, [TS] dfuller,
[XT] xtologit, [XT] xtoprobit, [XT] xtpoisson, [TS] pergram, [TS] wntestb, [TS] xcorr,
[XT] xtprobit, [XT] xttobit [U] 3.9 References, [XT] xtgee
Neal, R. M., [BAYES] intro Newton, I., [M-5] optimize( )
Neal, T., [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys, Newton, M. A., [XT] xtcloglog, [XT] xtgee,
[XT] xtunitroot [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
Neale, M. C., [SEM] example 30g [XT] xtoprobit, [XT] xtprobit, [XT] xttobit
Neath, R., [BAYES] bayesstats summary Neyman, J., [R] ci
Nee, J. C. M., [R] kappa Ng, E. S.-W., [ME] me, [ME] meglm, [ME] melogit,
[ME] meprobit, [ME] meqrlogit, [R] bootstrap,
Neely, S. T., [R] rocreg, [R] rocreg postestimation,
[R] bstat
[R] rocregplot
Ng, S., [TS] dfgls
Neff, R. K., [R] epitab
Nicewander, W. A., [R] correlate
Neimann, H., [MV] mdsmat
Nichols, A., [ME] meglm, [ME] mixed, [R] ivregress,
Nel, D. G., [MV] mvtest, [MV] mvtest means
[R] reg3, [TE] etregress, [TE] teffects intro
Nelder, J. A., [M-5] optimize( ), [ME] meglm advanced, [XT] xtrc, [XT] xtreg
postestimation, [ME] meqrlogit postestimation,
Nickell, S. J., [R] gmm, [TS] forecast, [XT] xtabond,
[ME] meqrpoisson postestimation, [R] binreg,
[XT] xtdpd, [XT] xtdpdsys, [XT] xtivreg,
[R] binreg postestimation, [R] glm, [R] glm
[XT] xtunitroot
postestimation, [R] margins, [R] ologit,
[TE] teffects intro advanced, [XT] vce options, Nielsen, B., [TS] varsoc, [TS] vec intro
[XT] xtgee, [XT] xtpoisson Nightingale, F, [G-2] graph pie
Nelson, C. R., [R] ivregress postestimation, Nishimura, T., [FN] Random-number functions,
[TS] mswitch [R] set rng, [R] set rngstream, [R] set seed
Author index 191
Nogueras, G. M., [ST] stcox Osterwald-Lenum, M. G., [TS] vecrank

Nolan, D., [R] diagnostic plots Ostle, B., [R] anova postestimation
Nordlund, D. J., [MV] discrim lda Otero, J., [TS] dfgls, [TS] dfuller, [TS] pperron
Norton, E. C., [R] churdle, [R] tobit Ott, R. L., [SVY] survey
Norton, S. J., [R] rocreg, [R] rocreg postestimation, Ouliaris, S., [XT] xtcointtest
[R] rocregplot Over, M., [R] regress, [XT] xtivreg
Nunnally, J. C., [MV] alpha Overgaard, M., [ST] stcox
Owen, A. L., [TS] forecast
O
P
O’Brien, K. L., [R] prtest
O’Brien, R. G., [PSS] power oneway Pace, R. K., [SP] intro, [SP] spivregress
postestimation, [SP] spregress, [SP] spregress
O’Brien, S. M., [TE] stteffects intro, [TE] stteffects
postestimation, [SP] spxtregress postestimation
ipw, [TE] stteffects ipwra, [TE] stteffects
postestimation, [TE] stteffects ra, [TE] stteffects Pacheco, J. M., [R] dstdize
wra Pacifico, D., [R] roctab
O’Connell, P. G. J., [XT] xtunitroot Pagan, A. R., [ I ] Glossary, [MV] mvreg, [R] frontier,
O’Connell, R. T., [TS] tssmooth, [TS] tssmooth [R] hetregress, [R] regress postestimation,
dexponential, [TS] tssmooth exponential, [R] sureg, [TS] Glossary, [XT] xtreg
[TS] tssmooth hwinters, [TS] tssmooth postestimation
shwinters Pagano, M., [PSS] intro, [R] dstdize, [R] logistic,
O’Donnell, C. J., [XT] xtfrontier [R] margins, [R] proportion, [R] tabulate
twoway, [ST] ltable, [ST] sts
O’Donnell, O., [R] inequality, [SVY] svy estimation,
[SVY] svyset Paik, M. C., [PSS] intro, [PSS] power oneproportion,
[PSS] power twoproportions, [R] dstdize,
O’Fallon, W. M., [R] logit
[R] epitab, [R] kappa
O’Hara, B., [BAYES] bayesmh
Palma, W., [TS] arfima, [TS] arfima postestimation,
O’Neill, D., [R] gmm, [R] inequality [TS] estat acplot
O’Neill, S., [R] inequality Palmer, T. M., [ME] meqrlogit, [ME] meqrpoisson,
Oakes, D., [PSS] intro, [ST] ltable, [ST] stcox, [ME] mixed, [R] ivregress, [R] meta,
[ST] stcox PH-assumption tests, [ST] streg, [SEM] intro 5
[ST] sts Palta, M., [XT] xtcloglog, [XT] xtgee, [XT] xtintreg,
Obstfeld, M., [XT] xtunitroot [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
Ochiai, A., [MV] measure option [XT] xtprobit, [XT] xttobit
Odell, P. M., [ST] stintreg Pampel, F. C., [R] logistic, [R] logit, [R] probit
Odum, E. P., [MV] clustermat Paneth, N., [R] epitab
Oehlert, G. W., [R] nlcom, [R] rocreg postestimation, Panis, C., [R] mkspline
[R] rocregplot Panneton, F., [FN] Random-number functions, [R] set
Oh, K.-Y., [XT] xtunitroot rngstream
Oldham, K. B., [FN] Mathematical functions, Pantazis, N., [ME] meglm, [ME] mixed
[FN] Trigonometric functions Paolino, P., [R] betareg
Oliveira, A. G., [ST] ltable, [ST] sts Papke, L. E., [R] fracreg
Olivier, D., [R] expoisson Parent, E., [BAYES] intro
Olkin, I., [MV] hotelling, [R] kwallis, [TS] wntestb Parham, R., [R] eivreg, [R] gmm
Olsen, M. K., [MI] intro substantive Park, H. J., [P] robust, [R] regress,
Olshansky, S. J., [ST] streg [SVY] svy: tabulate twoway
Olson, J. M., [R] symmetry Park, J. Y., [DSGE] intro 8, [R] boxcox, [R] margins,
Omar, R. Z., [ME] me [R] nlcom, [R] predictnl, [R] rocreg
Ooms, M., [TS] arfima postestimation, [R] rocregplot, [R] testnl,
Oparil, S., [PSS] intro, [PSS] power repeated [TS] sspace, [TS] vec intro, [TS] vec,
Orcutt, G. H., [TS] prais [TS] vecrank
Ord, J. K., [R] centile, [R] mean, [R] proportion, Parkinson, A., [R] prtest
[R] qreg, [R] ratio, [R] summarize, [R] total, Parks, W. P., [R] exlogistic
[SP] intro, [SP] spregress Parmar, M. K. B., [PSS] intro, [PSS] power cox,
Orsini, N., [R] epitab, [R] glm, [R] logit, [R] mkspline, [ST] stcox, [ST] streg
[R] qreg, [ST] streg, [XT] xtreg Parmeter, C. F., [R] npregress
Osbat, C., [XT] xtunitroot Parmigiani, G., [BAYES] intro
Oski, J., [R] prtest Parner, E. T., [R] glm, [ST] stcox
Osterlind, S. J., [IRT] dif Parzen, E., [R] estat ic, [R] kdensity
192 Author index
Pasquini, J., [R] epitab, [R] vwls Pesaran, M. H., [XT] xtunitroot
Patel, N. R., [R] exlogistic, [R] exlogistic Pesarin, F., [R] tabulate twoway
postestimation, [R] expoisson, [R] tabulate Petersen, I., [MI] mi impute chained
twoway Peterson, B., [R] ologit
Paterson, L., [ME] melogit Peterson, W. W., [R] lroc
Patterson, H. D., [R] pkcross Petit, S., [D] icd10
Patterson, K., [XT] xtunitroot Petitclerc, M., [R] kappa
Pattitoni, P., [R] betareg Petkova, E., [R] suest
Paul, C., [R] logistic Peto, J., [ST] sts test
Paulsen, J., [TS] varsoc, [TS] vec intro Peto, R., [ST] stcox, [ST] streg, [ST] sts test
Pawitan, Y., [TE] teffects ra Petrin, A. K., [R] frontier
Pearce, M. S., [R] epitab, [R] logistic Pevalin, D., [ME] mixed
Pearl, J., [BAYES] intro Pevehouse, J. C. W., [TS] time series, [TS] arima,
Pearson, E. S., [BAYES] bayesmh, [R] ci, [R] ttest [TS] forecast, [TS] irf, [TS] var, [TS] vec
Pearson, K., [G-2] graph twoway histogram, Pfeffer, R. I., [R] symmetry
[MV] mds, [MV] measure option, [MV] pca, Pfeffermann, D., [ME] mixed
[R] correlate, [R] esize, [R] tabulate twoway Pfeiffer, F., [ERM] eoprobit
Pechlivanoglou, P., [R] betareg Pflueger, C. E., [R] ivregress postestimation
Pedace, R., [R] logit, [R] probit, [R] regress, Phillips, A., [IRT] difmh
[R] regress postestimation diagnostic plots, Phillips, P. C. B., [DSGE] intro 8, [ I ] Glossary,
[U] 20.26 References [R] boxcox, [R] margins, [R] nlcom,
Pedroni, P., [XT] xtcointtest [R] predictnl, [R] regress postestimation
Peel, D., [FMM] fmm intro, [FMM] example 1a time series, [R] rocreg postestimation,
Peen, C., [MV] procrustes [R] rocregplot, [R] testnl, [TS] pperron,
Pellock, I. M., [BAYES] bayesmh [TS] vargranger, [TS] vec intro, [TS] vec,
Pendergast, J. F., [XT] xtcloglog, [XT] xtgee, [TS] vecrank, [TS] Glossary, [XT] xtcointtest,
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, [XT] xtunitroot
[XT] xtoprobit, [XT] xtprobit, [XT] xttobit Piantadosi, S., [P] robust, [U] 20.26 References
Penfield, R. D., [IRT] dif, [R] esize Pickles, A., [ME] me, [ME] mepoisson,
Peng, H., [SP] intro [ME] meqrlogit, [ME] meqrpoisson,
Peng, J., [PSS] intro, [PSS] power oneproportion [ME] mestreg, [MV] cluster dendrogram,
Peng, M., [R] pwcompare [R] gllamm, [R] glm, [SEM] Acknowledgments,
Penrose, R., [M-5] pinv( ) [SEM] intro 2, [SEM] example 29g,
[SEM] methods and formulas for gsem,
Pepe, M. S., [R] roc, [R] roccomp, [R] rocfit,
[TE] teffects multivalued, [XT] xtgee,
[R] rocreg, [R] rocreg postestimation,
[XT] xtreg
[R] rocregplot, [R] roctab, [ST] stcrreg
Pickup, M., [TS] time series, [TS] arch, [TS] arima,
Peracchi, F., [MI] intro substantive, [R] regress,
[TS] vec
[R] regress postestimation
Pierce, D. A., [ME] me, [ME] meqrlogit,
Perales, F., [ME] meglm
[ME] meqrpoisson, [TS] wntestq
Pérez, C. M., [ST] stcox
Pierson, R. A., [ME] menl, [ME] mixed
Pérez-Amaral, T., [U] 20.26 References
Pike, M. C., [PSS] intro, [PSS] power twoproportions,
Pérez-Hernández, M. A., [R] kdensity [R] symmetry, [ST] ltable, [ST] streg
Pérez-Hoyos, S., [R] lrtest Pillai, K. C. S., [MV] canon, [MV] manova
Pérez-Regadera, J. F., [R] rocreg, [R] rocregplot Pindyck, R. S., [ERM] eprobit, [R] biprobit,
Pérez-Santiago, M. I., [R] epitab [R] heckprobit
Pericchi, L. R., [BAYES] intro Pinheiro, J. C., [ME] me, [ME] meglm,
Perkins, A. M., [R] ranksum [ME] menl, [ME] menl postestimation,
Perotti, V., [ERM] eoprobit, [R] heckoprobit, [ME] meqrlogit, [ME] meqrlogit postestimation,
[R] heckprobit, [R] oprobit [ME] meqrpoisson, [ME] meqrpoisson
Perrier, D., [ME] menl postestimation, [ME] mixed, [ME] mixed
Perrin, E., [MV] alpha, [MV] factor, [MV] factor postestimation
postestimation, [R] lincom, [R] mlogit, Pintilie, M., [ST] stcrreg, [ST] stcrreg postestimation
[R] mprobit, [R] mprobit postestimation, Pinzon, E., [D] egen, [P] postfile, [R] gmm,
[R] predictnl, [R] slogit, [SEM] example 37g [R] ivregress, [R] margins, [R] marginsplot,
Perron, P., [ I ] Glossary, [TS] dfgls, [TS] estat sbsingle, [R] mlexp, [R] probit, [SEM] gsem,
[TS] mswitch, [TS] pperron, [TS] Glossary [XT] xtabond, [XT] xtabond postestimation,
Perry, H. M., [PSS] intro, [PSS] power repeated [XT] xtreg
Persson, R., [G-1] graph intro Pisati, M., [SP] intro, [SP] grmap, [TS] time series
Author index 193
Pischke, J.-S., [R] ivregress, [R] ivregress Prentice, R. L., [ST] discrete, [ST] ltable, [ST] stcox,
postestimation, [R] qreg, [R] regress, [ST] stcox PH-assumption tests, [ST] stcox
[TE] stteffects ipw, [TE] stteffects ipwra, postestimation, [ST] stintreg, [ST] streg,
[TE] stteffects postestimation, [TE] stteffects [ST] sts, [ST] sts test, [ST] stset, [TE] stteffects
ra, [TE] stteffects wra, [TE] teffects intro intro, [TE] stteffects ra, [XT] xtgee
advanced, [U] 20.26 References Prescott, E. C., [TS] tsfilter, [TS] tsfilter hp
Pitarakis, J.-Y., [TS] threshold, [TS] vecrank Prescott, R., [ME] mixed
Pitblado, J. S., [M-5] deriv( ), [M-5] moptimize( ), Press, W. H., [FN] Statistical functions, [G-2] graph
[P] intro, [P] robust, [R] frontier, [R] gmm, twoway contour, [M-5] solvenl( ), [P] matrix
[R] lpoly, [R] maximize, [R] ml, [R] npregress, symeigen, [R] dydx, [R] vwls, [TS] arch,
[ST] sts, [SVY] survey, [SVY] ml for svy, [TS] arima
[XT] xtfrontier Pressel, S., [PSS] intro, [PSS] power repeated
Plackett, R. L., [M-5] mvnormal( ), [R] ameans, Priestley, M. B., [TS] psdensity, [TS] tsfilter, [TS] ucm
[R] regress, [R] rologit, [R] summarize, Propp, J. G., [BAYES] intro
[R] ttest Proschan, M., [PSS] intro, [PSS] power repeated
Plan, E. L., [ME] menl Prosser, R., [ME] mixed
Playfair, W. H., [G-2] graph bar, [G-2] graph pie Prucha, I. R., [SP] intro, [SP] intro 8, [SP] estat
Ploberger, W., [TS] estat sbcusum, [TS] estat sbsingle moran, [SP] spivregress, [SP] spivregress
Plosser, C. I., [TS] vecrank postestimation, [SP] spregress, [SP] spregress
Plum, A., [XT] xtprobit postestimation, [SP] spxtregress
Plummer, W. D., Jr., [PSS] power oneslope, [R] epitab, Pryor, D. B., [ST] stcox postestimation
[R] sunflower Pudney, S., [R] biprobit
Poege, F., [R] roctab Punj, G. N., [R] rologit
Poi, B. P., [M-5] deriv( ), [M-5] moptimize( ), Putter, H., [ST] stcrreg, [ST] stcrreg postestimation
[P] intro, [P] robust, [R] bootstrap,
[R] bstat, [R] frontier, [R] gmm,
[R] ivregress, [R] ivregress postestimation, Q
[R] maximize, [R] ml, [R] nl, [R] nlsur, Qaqish, B., [XT] xtgee
[R] reg3, [SVY] survey, [SVY] ml for svy, Quandt, R. E., [TS] estat sbsingle, [TS] mswitch
[XT] xtfrontier, [XT] xtrc
Quesenberry, C. P., [MV] discrim knn
Poirier, D. J., [BAYES] intro, [R] biprobit
Quintó, L., [M-5] docx*( ), [P] putexcel, [P] putexcel
Poisson, S. D., [R] poisson advanced
Pokhrel, A., [ST] sts
Pole, A., [BAYES] intro
Pollard, W. E., [BAYES] intro
R
Pollock, D. S. G., [TS] tsfilter, [TS] tsfilter bk, Rabe-Hesketh, S., [FMM] fmm intro, [IRT] irt,
[TS] tsfilter bw, [TS] tsfilter cf, [TS] tsfilter hp [IRT] irt grm, [IRT] irt rsm, [IRT] irt hybrid
Pollock, P. H., III, [R] histogram, [R] mean postestimation, [ME] me, [ME] mecloglog,
postestimation [ME] meglm, [ME] meglm postestimation,
Ponce de Leon, A., [R] roccomp, [R] roctab [ME] melogit, [ME] melogit postestimation,
Porter, T. M., [R] correlate [ME] menbreg, [ME] menl, [ME] meologit,
Portes, A., [SEM] example 7 [ME] meoprobit, [ME] mepoisson,
[ME] meprobit, [ME] meqrlogit,
Posten, H. O., [FN] Statistical functions
[ME] meqrpoisson, [ME] meqrpoisson
Postma, M. J., [R] betareg postestimation, [ME] mestreg, [ME] mixed,
Powell, J. L., [ERM] eoprobit postestimation, [ME] mixed postestimation, [MV] pca,
[ERM] eprobit postestimation, [ERM] eregress [MV] screeplot, [R] gllamm, [R] glm,
postestimation, [ERM] Glossary, [ I ] Glossary, [R] heckoprobit, [R] heckprobit, [R] ivprobit,
[R] npregress [R] ivtobit, [R] logistic, [R] logit, [R] nbreg,
Powell, M. J. D., [M-5] optimize( ), [TS] forecast solve [R] ologit, [R] oprobit, [R] poisson, [R] probit,
Powers, D. A., [R] logistic postestimation, [R] logit, [SEM] Acknowledgments, [SEM] intro 2,
[R] logit postestimation, [R] probit [SEM] intro 4, [SEM] example 28g,
Prais, S. J., [TS] prais [SEM] example 29g, [SEM] example 30g,
Prakash, R., [ME] mestreg [SEM] example 39g, [SEM] example 40g,
Preacher, K. J., [R] esize, [R] regress postestimation, [SEM] example 41g, [SEM] example 45g,
[SEM] example 42g [SEM] example 46g, [SEM] methods and
Preece, D. A., [R] ttest formulas for gsem, [SEM] predict after gsem,
Pregibon, D., [R] glm, [R] linktest, [R] logistic, [XT] xtcloglog, [XT] xtgee, [XT] xtintreg,
[R] logistic postestimation, [R] logit, [R] logit [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
postestimation [XT] xtpoisson, [XT] xtprobit, [XT] xtreg,
[XT] xtstreg, [XT] xttobit
194 Author index
Rabinowitz, D., [ST] stintreg Reaven, G. M., [SEM] example 52g

Rachman, S., [R] epitab Rebelo, S. T., [DSGE] intro 3b, [TS] tsfilter,
Raciborski, R., [IRT] irt, [IRT] irtgraph icc, [TS] tsfilter hp
[IRT] irtgraph tcc, [IRT] irtgraph iif, Redelmeier, D. A., [R] brier
[IRT] irtgraph tif, [MV] cluster, [R] cpoisson, Reichenheim, M. E., [R] kappa, [R] roccomp,
[R] lrtest, [R] poisson, [SP] intro, [R] roctab
[SP] spivregress postestimation, [SP] spregress, Reid, C., [M-5] Hilbert( ), [R] ci
[SP] spregress postestimation Reid, N. M., [ST] stcox
Racine, J. S., [R] npregress intro, [R] npregress Reid, R., [R] prtest
Racine-Poon, A., [BAYES] intro, [BAYES] bayesmh Reilly, M., [R] epitab, [R] logistic
Radmacher, R. D., [PSS] power Reinfurt, K. H., [MV] mvtest correlations
Raftery, A. E., [BAYES] intro, [BAYES] bayesian Reinsch, C. H., [M-5] spline3( ), [P] matrix symeigen
commands, [BAYES] bayesmh, Reinsel, G. C., [TS] arfima, [TS] arima,
[BAYES] bayesstats ic, [R] BIC note, [R] estat [TS] corrgram, [TS] cumsp, [TS] dfuller,
ic, [R] glm, [SEM] estat gof, [SEM] estat lcgof [TS] estat acplot, [TS] pergram, [TS] pperron,
Raghunathan, T. E., [MI] intro substantive, [MI] mi [TS] psdensity, [TS] vec intro, [TS] xcorr
estimate, [MI] mi impute, [MI] mi impute Reise, S. P., [IRT] irt, [SEM] example 28g,
chained, [MI] mi impute logit, [MI] mi impute [SEM] example 29g
mlogit, [MI] mi impute monotone, [MI] mi
Reiter, J. P., [MI] intro substantive, [MI] intro,
impute ologit, [MI] mi impute poisson, [MI] mi
[MI] mi estimate, [MI] mi estimate using,
impute truncreg, [MI] mi test
[MI] mi test
Rajbhandari, A., [D] bcal, [D] datetime translation,
Relles, D. A., [R] rreg
[FN] Date and time functions, [P] postfile,
[R] gmm, [R] mlexp, [TS] arima, [TS] dfgls, Rencher, A. C., [MV] biplot, [MV] ca, [MV] candisc,
[TS] dfuller, [TS] irf, [TS] pperron, [MV] canon, [MV] canon postestimation,
[TS] rolling, [TS] var [MV] cluster, [MV] discrim, [MV] discrim
estat, [MV] discrim knn, [MV] discrim
Ramalheira, C., [R] ameans, [ST] ltable
lda, [MV] discrim lda postestimation,
Ramaswamy, V., [FMM] example 3, [R] asmixlogit [MV] discrim logistic, [MV] discrim qda,
Ramey, C. T., [PSS] power repeated [MV] discrim qda postestimation, [MV] factor,
Ramsahai, R. R., [R] ivregress [MV] manova, [MV] mca, [MV] mvtest,
Ramsey, J. B., [R] regress postestimation [MV] mvtest correlations, [MV] mvtest
Rao, C. R., [ME] me, [ME] mixed, [MV] factor, covariances, [MV] mvtest means, [MV] mvtest
[MV] hotelling, [MV] manova normality, [MV] pca, [MV] screeplot, [R] anova
Rao, D. S. P., [XT] xtfrontier postestimation
Rao, J. N. K., [SVY] direct standardization, Research Triangle Institute, [SVY] svy: tabulate
[SVY] poststratification, [SVY] svy bootstrap, twoway
[SVY] svy: tabulate twoway, [SVY] variance Revankar, N. S., [BAYES] bayesmh, [R] frontier,
estimation [XT] xtfrontier
Rao, P., [ERM] eregress Revelt, D., [R] asmixlogit
Rao, T. R., [MV] measure option Reyher, K., [ME] meintreg
Rao, V., [R] asmixlogit Rice, N., [FMM] fmm intro
Raphson, J., [M-5] optimize( ) Richards, D. S. P., [MV] mvtest means
Rasbash, J., [ME] me, [ME] meglm, [ME] melogit, Richardson, W., [R] ttest
[ME] meprobit, [ME] meqrlogit, [ME] mixed Richman, D. D., [ST] stintreg
Rasch, G., [BAYES] bayesmh, [IRT] irt, [IRT] irt 1pl, Richter, J. R., [PSS] intro
[SEM] example 28g Ridder, G., [TE] stteffects intro, [TE] stteffects
Rasciute, S., [R] zioprobit ipw, [TE] stteffects ipwra, [TE] teffects intro
Ratcliffe, S. J., [XT] xtgee advanced
Rathouz, P. J., [TE] eteffects Rieckmann, A., [MI] mi impute chained
Ratkovic, M., [TE] tebalance, [TE] tebalance overid Riffenburgh, R. H., [R] ksmirnov, [R] kwallis
Ratkowsky, D. A., [R] nl, [R] pk, [R] pkcross Riley, A. R., [D] filefilter, [D] list, [R] net search
Raudenbush, S. W., [ME] me, [ME] meglm, Ringquist, E. J., [R] meta
[ME] mepoisson, [ME] meqrpoisson, Rios Insua, D., [BAYES] intro
[ME] mestreg, [ME] mixed Rios-Avila, F., [XT] xtreg
Ravn, M. O., [TS] tsfilter, [TS] tsfilter hp Rip, M., [R] epitab
Ray, S., [D] icd10 Rising, W. R., [FN] Programming functions,
Raykov, T., [SEM] estat eqgof, [SEM] example 3, [U] 12.10 References
[SEM] methods and formulas for sem Rivers, D., [R] ivprobit
Rayner, P. J. W., [BAYES] intro Robbins, N. B., [G-2] graph dot
Author index 195
Roberson, P. K., [R] estat gof, [R] lroc Rosenthal, R., [R] contrast
Robert, C. P., [BAYES] intro Rosnow, R. L., [R] contrast
Roberts, C., [PSS] power Ross, G. J. S., [R] nl
Roberts, G. O., [BAYES] intro, [BAYES] bayesmh, Rossi, P. E., [R] sureg
[BAYES] bayesstats summary Rossi, S. S., [ST] stcrreg
Roberts, S., [PSS] power Rothenberg, T. J., [ I ] Glossary, [TS] dfgls,
Robin, S., [ERM] eintreg [TS] sspace, [TS] var svar, [TS] vec,
Robins, J. M., [IRT] difmh, [R] epitab, [TE] stteffects [TS] Glossary
intro, [TE] stteffects ipw, [TE] stteffects ipwra, Rothkopf, E. Z., [MV] mdslong
[TE] stteffects wra, [TE] teffects intro advanced Rothman, K. J., [R] ci, [R] dstdize, [R] epitab,
Robins, R. P., [TS] arch [R] poisson
Robinson, A., [M-5] Toeplitz( ) Rothstein, H. R., [R] meta
Robinson, K. L., [IRT] irt Rothwell, S. T., [SVY] survey, [SVY] svy estimation
Robson, K., [ME] mixed Rotnitzky, A., [TE] stteffects intro, [TE] stteffects
Robyn, D. L., [G-2] graph bar, [G-2] graph pie, ipw, [TE] stteffects ipwra, [TE] stteffects wra,
[G-2] graph twoway histogram, [R] cumul [TE] teffects intro advanced
Rodgers, J. L., [R] correlate Rousseeuw, P. J., [D] egen, [MV] cluster,
Rodrı́guez, G., [ME] me, [R] nbreg, [R] poisson [MV] clustermat, [MV] matrix dissimilarity,
Rodrı́guez, G., [P] dyndoc, [P] putpdf [MV] measure option, [P] matrix dissimilarity,
Roger, J. H., [ I ] Glossary, [ME] mixed, [ME] Glossary [R] qreg, [R] regress postestimation, [R] rreg
Rogers, C. A., [R] summarize Rovine, M. J., [R] correlate
Rogers, D. J., [MV] measure option Rowling, J. K., [SP] intro 2
Rogers, H. J., [IRT] irt, [IRT] diflogistic Roy, S. N., [MV] canon, [MV] manova
Rogers, W. H., [D] egen, [P] robust, [R] brier, Royall, R. M., [P] robust, [U] 20.26 References
[R] glm, [R] heckman, [R] lincom, [R] mlogit, Royle, J. A., [BAYES] intro
[R] mprobit, [R] mprobit postestimation, Royston, P., [D] generate, [D] list, [D] sort,
[R] nbreg, [R] poisson, [R] predictnl, [R] qreg, [G-2] graph twoway lowess, [G-2] graph
[R] regress, [R] rocreg, [R] rreg, [R] sktest, twoway scatter, [MI] intro substantive,
[R] slogit, [R] suest, [R] swilk, [ST] stcox PH- [MI] intro, [MI] mi estimate, [MI] mi estimate
assumption tests, [ST] stcox postestimation, using, [MI] mi export, [MI] mi export
[U] 20.26 References ice, [MI] mi import, [MI] mi import ice,
Rogoff, K., [XT] xtunitroot [MI] mi impute, [MI] mi impute chained,
Rohlf, F. J., [MV] cluster, [MV] measure option [MI] mi impute intreg, [MI] mi impute
monotone, [MI] mi impute nbreg, [MI] mi
Rohwer, G., [ME] mestreg
impute pmm, [MI] mi predict, [PSS] intro,
Rojas, P. B., [PSS] power cmh [PSS] power cox, [R] bootstrap, [R] centile,
Rolin, J.-M., [IRT] irt 3pl [R] cusum, [R] diagnostic plots, [R] dotplot,
Rombouts, J. V. K., [TS] mgarch [R] dydx, [R] epitab, [R] estat ic, [R] fp, [R] fp
Romney, A. K., [MV] ca postestimation, [R] glm, [R] glm, [R] kdensity,
Ronchetti, E. M., [D] egen, [R] qreg [R] lnskew0, [R] lowess, [R] marginsplot,
Ronning, G., [R] clogit [R] mfp, [R] ml, [R] nl, [R] regress, [R] sktest,
Roodman, D., [D] collapse, [ERM] intro 8, [R] smooth, [R] swilk, [ST] stcox, [ST] stcox
[ERM] eintreg, [ERM] eoprobit, [ERM] eprobit, PH-assumption tests, [ST] streg, [TE] stteffects
[ERM] eregress, [XT] xtdpd, [XT] xtdpdsys intro
Room, T., [TS] arima Rubin, D. B., [BAYES] intro, [BAYES] bayesmh,
Rosati, R. A., [ST] stcox postestimation [BAYES] bayesstats ic, [BAYES] bayesstats
Rose, D. W., [MV] discrim knn summary, [ME] me, [ME] mixed, [MI] intro
substantive, [MI] mi estimate, [MI] mi
Rose, J. M., [R] nlogit
estimate using, [MI] mi impute, [MI] mi
Rosen, H. S., [XT] xtabond, [XT] xtdpd,
impute chained, [MI] mi impute logit, [MI] mi
[XT] xtdpdsys
impute monotone, [MI] mi impute mvn,
Rosenbaum, P. R., [TE] stteffects intro, [TE] stteffects [MI] mi impute pmm, [MI] mi impute regress,
ipw, [TE] stteffects ipwra, [TE] stteffects [MI] mi predict, [MI] mi test, [R] contrast,
postestimation, [TE] stteffects ra, [TE] stteffects [TE] stteffects intro, [TE] stteffects ipw,
wra, [TE] tebalance, [TE] teffects intro [TE] stteffects ipwra, [TE] stteffects
advanced postestimation, [TE] stteffects ra, [TE] stteffects
Rosenbluth, A. W., [BAYES] intro, [BAYES] bayesmh wra, [TE] tebalance, [TE] teffects intro
Rosenbluth, M. N., [BAYES] intro, [BAYES] bayesmh advanced
Rosenthal, J. S., [BAYES] intro, [BAYES] intro, Rubin, H., [R] ivregress postestimation
[BAYES] bayesmh
196 Author index
Rubinfeld, D. L., [ERM] eprobit, [R] biprobit, Sasieni, P. D., [D] list, [D] memory, [R] dotplot,
[R] heckprobit [R] glm, [R] lowess, [R] nptrend, [R] poisson,
Rubinstein, L. V., [PSS] power exponential [R] smooth, [ST] stcox
Rudebusch, G. D., [R] ivregress postestimation Sass, T. R., [R] areg, [XT] xtreg
Ruggles, S., [R] mlexp Satorra, A., [SEM] intro 4, [SEM] intro 7,
Ruhe, C., [ST] stcurve [SEM] intro 9, [SEM] example 1,
Runkle, D. E., [TS] arch [SEM] methods and formulas for sem
Ruppert, D., [BAYES] bayesmh, [ME] me, Satterthwaite, F. E., [ I ] Glossary, [ME] mixed,
[ME] meglm, [ME] menl, [ME] mixed, [ME] Glossary, [R] esize, [R] ttest,
[R] boxcox, [R] rreg [SVY] variance estimation
Rush, M., [D] egen Sauerbrei, W., [R] bootstrap, [R] estat ic, [R] fp,
Russell, P. F., [MV] measure option [R] mfp
Rutherford, E., [R] poisson Saunders, C. L., [PSS] intro
Rutherford, M. J., [R] poisson, [ST] stcrreg, Sautory, O., [SVY] calibration
[ST] stptime Savage, I. R., [ST] sts test
Ruud, P. A., [R] gmm, [R] rologit, [R] suest Savegnago, M., [R] inequality
Ruyssen, I., [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys Savin, N. E., [R] regress postestimation time series
Ryan, L. M., [ST] stintreg Saw, S. L. C., [R] qc
Ryan, P., [D] egen, [D] pctile, [U] 11.7 References Sawa, T., [R] estat ic
Ryan, T. P., [PSS] intro, [R] qc Saxl, I., [R] correlate
Schaalje, G. B., [ME] mixed, [R] anova postestimation
Schabenberger, O., [ME] me
Schafer, J. L., [MI] intro substantive, [MI] mi
S estimate, [MI] mi impute, [MI] mi impute
monotone, [MI] mi impute mvn, [MI] mi
Saikkonen, P., [TS] vec intro, [TS] vecrank impute truncreg, [TE] teffects intro advanced
Sajaia, Z., [R] biprobit, [R] heckprobit Schaffer, C. M., [MV] cluster
Sakamoto, Y., [R] BIC note Schaffer, M. E., [R] ivregress, [R] ivregress
Saksman, E., [BAYES] intro, [BAYES] bayesmh postestimation
Salas Pauliac, C. H., [D] egen Schank, T., [ME] meglm, [ME] melogit,
Salgado-Ugarte, I. H., [R] kdensity, [R] lowess, [ME] meoprobit, [ME] mepoisson,
[R] smooth [ME] meqrlogit, [ME] meqrpoisson,
Salim, A., [R] epitab, [R] logistic [ME] mestreg, [ME] mixed, [XT] xtreg
Salmond, D. J., [BAYES] intro Scheaffer, R. L., [SVY] survey
Salvador, M., [TS] vecrank Schechter, C. B., [D] encode
Samaniego, F. J., [TS] varwle Scheffé, H., [R] anova, [R] ci, [R] oneway
Samejima, F., [IRT] irt 3pl, [IRT] irt grm, Schenck, D., [TS] irf, [TS] var, [TS] var svar,
[IRT] irtgraph iif [TS] vargranger, [TS] varsoc
Sammon, J. W., Jr., [ I ] Glossary, [MV] mds, Schenker, N., [MI] intro substantive, [MI] mi impute,
[MV] mdslong, [MV] mdsmat, [MV] Glossary [MI] mi impute pmm, [MI] mi impute regress
Sammons, P., [MI] mi estimate Scheys, I., [ME] melogit postestimation
Sampson, A. R., [MV] hotelling Schlattmann, P., [FMM] fmm intro
Samuels, S. J., [U] 24.8 References Schlesselman, J. J., [R] boxcox, [R] epitab
San Martı́n, E., [IRT] irt 3pl Schlossmacher, E. J., [R] qreg
Sánchez, G., [TS] arima Schluchter, M. D., [ME] mixed
Sanders, F., [R] brier Schmeiser, B. W., [FN] Random-number functions
Sándor, L., [TE] teffects intro advanced Schmidt, C. H., [R] brier
Sansó, A., [TS] dfgls, [TS] dfuller Schmidt, E., [M-5] svd( )
Santner, T. J., [PSS] power exponential Schmidt, P., [R] frontier, [R] regress postestimation,
Santos Silva, J. M. C., [R] gmm, [R] ivpoisson [XT] xtfrontier, [XT] xtunitroot
Santosham, M., [R] prtest Schmidt, T. J., [D] egen, [TS] tsfilter
Sarabia, J. M., [MI] intro substantive, [MI] mi impute Schneider, D. C., [D] import haver
chained Schneider, H., [R] sdtest
Sarafidis, V., [XT] xtreg Schneider, W., [TS] sspace
Sargan, J. D., [R] ivregress postestimation, [TS] prais Schnell, D., [P] robust, [R] regress,
Sargent, T. J., [DSGE] intro 1, [DSGE] intro 5, [SVY] svy: tabulate twoway
[TS] dfactor
Särndal, C.-E., [SVY] calibration, [SVY] variance
estimation
Author index 197
Schoenfeld, D. A., [PSS] intro, [PSS] power cox, Shah, B. V., [SVY] direct standardization,
[PSS] power exponential, [PSS] power logrank, [SVY] poststratification, [SVY] variance
[ST] stcox, [ST] stcox postestimation, [ST] streg estimation
Schonlau, M., [R] glm, [R] logistic, [R] logit, Shanno, D. F., [M-5] optimize( )
[R] poisson, [R] regress Shao, J., [PSS] intro, [PSS] power onemean,
Schork, M. A., [PSS] intro [PSS] power twomeans, [PSS] power
Schroeder, M. B., [R] mlexp pairedmeans, [PSS] power oneproportion,
Schucany, W. R., [FN] Random-number functions [PSS] power exponential, [R] npregress,
Schuirmann, D. J., [R] pkequiv [SVY] survey, [SVY] svy jackknife,
Schumacher, M., [ST] stcrreg [SVY] variance estimation
Schumm, L. P., [D] sort Shao, Q.-M., [BAYES] intro, [BAYES] bayesstats
summary
Schunck, R., [ME] meglm, [ME] mixed, [XT] xtreg
Shapiro, S., [R] epitab
Schur, I., [M-5] schurd( )
Shapiro, S. S., [R] swilk
Schwartzman, S., [ST] stcox postestimation
Shaposhnikova, T. O., [FN] Matrix functions
Schwarz, G., [BAYES] intro, [MV] factor
postestimation, [R] BIC note, [R] estat Shavelson, R. J., [MV] alpha
ic, [SEM] estat gof, [SEM] estat lcgof, Shea, J. S., [R] ivregress postestimation
[SEM] methods and formulas for sem Sheather, S. J., [R] boxcox, [R] lowess, [R] lpoly,
Schwert, G. W., [TS] dfgls [R] nestreg, [R] npregress, [R] qreg, [R] regress
Scorcu, A. E., [R] betareg postestimation, [R] regress postestimation
diagnostic plots, [R] stepwise
Scott, A. J., [SVY] estat, [SVY] svy: tabulate twoway
Sheehan, N. A., [R] ivregress
Scott, C., [SVY] estat, [SVY] subpopulation
estimation, [SVY] svy bootstrap, [SVY] svy Sheiner, L. B., [ME] menl
estimation Sheldon, T. A., [R] meta
Scott, D. A., [ST] stcox, [ST] stcrreg Shepard, R. N., [MV] mds postestimation plots
Scott, D. W., [R] kdensity Shephard, N., [BAYES] intro
Scott, E. L., [R] intro Shewhart, W. A., [R] qc
Scott, G. B., [R] exlogistic Shi, X., [R] gmm
Scott, L. J., [R] summarize Shiboski, S. C., [R] logistic, [ST] stcox, [TE] stteffects
Scotto, M. G., [R] diagnostic plots, [ST] streg intro, [TE] stteffects ipw, [TE] stteffects ipwra,
[TE] stteffects postestimation, [TE] stteffects ra,
Searle, S. R., [ME] me, [ME] meglm, [ME] melogit,
[TE] stteffects wra, [TE] teffects intro advanced
[ME] meqrlogit, [ME] meqrpoisson, Shiller, R. J., [R] tobit
[ME] mestreg, [ME] mixed, [R] contrast, Shimizu, M., [R] kdensity, [R] lowess
[R] margins, [R] pwcompare, [R] pwmean Shin, Y., [XT] xtunitroot
Sears, R. R., [R] epitab Shoemaker, L. H., [R] ci
Seber, G. A. F., [MV] biplot, [MV] manova, Shrout, P. E., [R] icc, [R] kappa
[MV] mvtest, [MV] mvtest means, [MV] mvtest Shults, J., [XT] xtgee
normality Shumway, R. H., [TS] arima
Sébille, V., [IRT] irt pcm Sianesi, B., [TE] stteffects intro, [TE] teffects intro
Seed, P. T., [R] ci, [R] correlate, [R] roccomp, advanced, [TE] teffects multivalued
[R] roctab, [R] sdtest, [R] spearman Siber, G., [R] prtest
Seidler, J., [R] correlate Sibson, R., [MV] cluster
Self, S. G., [ME] me, [ME] melogit, [ME] meoprobit, Šidák, Z., [R] correlate, [R] oneway
[ME] mepoisson, [ME] meqrlogit, Siegmund, D., [TS] estat sbsingle
[ME] meqrpoisson, [ME] mestreg Silvennoinen, A., [TS] mgarch, [TS] mgarch ccc
Selvin, S., [R] epitab, [R] poisson, [ST] ltable, Silverman, B. W., [R] kdensity, [R] npregress intro,
[ST] stcox [R] qreg, [TE] teffects overlap
Sempos, C. T., [PSS] intro, [R] dstdize, [R] epitab, Silvey, S. D., [R] ologit, [R] oprobit
[ST] ltable, [ST] stcox Simon, R., [BAYES] bayesmh, [PSS] power
Semykina, A., [R] inequality, [R] qreg Simonoff, J. S., [R] kdensity, [R] npregress intro,
Seneta, E., [R] correlate, [U] 1.4 References [R] npregress, [R] tnbreg, [R] tpoisson
Senn, S. J., [R] glm, [R] ttest Simons, K. L., [D] reshape
Sentana, E., [TS] mgarch Simor, I. S., [R] kappa
Seppä, K., [ST] sts Simpson, T., [M-5] optimize( )
Serachitopol, D. M., [ST] sts graph Sims, C. A., [TS] dfactor, [TS] irf create, [TS] var
Serfling, R. J., [DSGE] dsge, [TS] irf create svar, [TS] vec intro, [TS] vec, [TS] vecrank
Shafer, G., [ST] stcox postestimation Singleton, K. J., [R] gmm
198 Author index
Sinha, B. K., [ME] mixed Smythe, B., [ST] sts

Sinha, D., [BAYES] intro Sneath, P. H. A., [MV] measure option
Sininger, Y., [R] rocreg, [R] rocreg postestimation, Snedecor, G. W., [PSS] intro, [R] ameans, [R] anova,
[R] rocregplot [R] correlate, [R] oneway, [R] ranksum,
Sitgreaves, R., [R] icc [R] signrank
Sjölander, P. C., [R] glm, [R] logit Snell, E. J., [R] exlogistic, [R] expoisson, [ST] stcox,
Skeels, C. L., [R] predict [ST] stcox PH-assumption tests, [ST] streg
Skinner, C. J., [ME] mixed, [SVY] survey, postestimation
[SVY] estat, [SVY] svy estimation, Snow, J., [R] epitab
[SVY] variance estimation Snowden, C. B., [SVY] svy bootstrap, [SVY] variance
Skovlund, E., [PSS] intro, [PSS] power cox estimation
Skrondal, A., [FMM] fmm intro, [IRT] irt, Sobel, M. E., [SEM] estat teffects
[IRT] irt hybrid postestimation, [ME] me, Sobol, D. F., [ME] me, [ME] meglm, [ME] meologit,
[ME] meglm, [ME] meglm postestimation, [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
[ME] melogit, [ME] melogit postestimation, Sokal, R. R., [MV] measure option
[ME] menbreg, [ME] menl, [ME] meologit, Solenberger, P., [MI] intro substantive, [MI] mi
[ME] meoprobit, [ME] mepoisson, impute, [MI] mi impute chained, [MI] mi
[ME] meqrlogit, [ME] meqrpoisson, impute logit, [MI] mi impute mlogit, [MI] mi
[ME] meqrpoisson postestimation, impute monotone, [MI] mi impute ologit,
[ME] mestreg, [ME] mixed, [ME] mixed [MI] mi impute poisson, [MI] mi impute
postestimation, [R] gllamm, [R] glm, truncreg
[SEM] Acknowledgments, [SEM] intro 2, Soloaga, I., [R] inequality
[SEM] intro 4, [SEM] example 28g, Sommer, C. J., [FMM] fmm intro
[SEM] example 29g, [SEM] example 30g, Song, F., [R] meta
[SEM] example 39g, [SEM] example 40g,
Song, S. H., [ME] mixed
[SEM] example 46g, [SEM] methods and Soon, T. W., [R] qc
formulas for gsem, [SEM] predict after gsem, Sörbom, D., [MV] factor postestimation, [SEM] estat
[U] 1.4 References, [XT] xtcloglog, [XT] xtgee, ginvariant, [SEM] estat mindices, [SEM] estat
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, residuals, [SEM] estat scoretests
[XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit, Sorensen, D., [M-1] LAPACK, [M-5] lapack( ),
[XT] xtstreg, [XT] xttobit [P] matrix eigenvalues
Slaymaker, E., [P] file Sørensen, T. J., [MV] measure option
Slone, D., [R] epitab Sorrentino, R., [TS] tsfilter, [TS] tsfilter bw
Smans, M., [ME] menbreg, [ME] mepoisson, Sosa-Escudero, W., [XT] xtreg, [XT] xtreg
[ME] meqrpoisson, [SEM] example 39g postestimation, [XT] xtregar
Smeeton, N. C., [R] ranksum, [R] signrank Sotoca, S., [TS] sspace
Smirnov, N. V., [R] ksmirnov Sowell, F., [TS] arfima
Smith, A. F. M., [BAYES] intro, [BAYES] bayesmh, Spanier, J., [FN] Mathematical functions,
[ME] meqrlogit, [ME] meqrpoisson, [MI] mi [FN] Trigonometric functions
impute chained, [XT] xtcloglog, [XT] xtintreg, Sparks, A. T., [SEM] example 41g
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, Späth, H., [MV] cluster
[XT] xtpoisson, [XT] xtprobit, [XT] xttobit Spearman, C. E., [MV] factor, [R] icc, [R] spearman
Smith, B. T., [P] matrix symeigen Speed, F. M., [R] margins
Smith, C. A. B., [MV] discrim estat, [MV] discrim Speed, T., [R] diagnostic plots
qda, [R] ranksum Spence, I., [G-2] graph pie
Smith, H., [ME] me, [ME] menl, [MV] manova, Sperling, R. I., [TS] arch, [TS] arima, [TS] dfgls,
[R] eivreg, [R] oneway, [R] regress, [TS] wntestq
[R] stepwise Spiegal, N., [R] ztest
Smith, J., [TS] dfgls, [TS] dfuller, [TS] pperron Spiegel, D. C., [ME] me, [ME] meglm, [ME] meologit,
Smith, J. M., [R] fp [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Smith, M. L., [R] esize Spiegelhalter, D. J., [BAYES] bayesstats ic, [R] brier
Smith, P. G., [PSS] intro, [PSS] power twoproportions Spieldman, R. S., [R] symmetry
Smith, R. J., [R] ivprobit Spiessens, B., [ME] me, [ME] melogit postestimation
Smith, R. L., [ST] streg Spitzer, J. J., [R] boxcox
Smith, T. M. F., [SVY] survey Spizzichino, F., [BAYES] intro
Smith-Vikos, T., [MV] discrim knn Sprent, P., [R] ranksum, [R] signrank
Smithson, M., [R] betareg, [R] esize, [R] regress
postestimation
Smullyan, R. M., [MV] mds
Author index 199
Sribney, W. M., [P] matrix mkmat, [PSS] power Stone, M. H., [IRT] irt
trend, [R] orthog, [R] ranksum, [R] signrank, Storer, B. E., [ST] stcrreg
[R] stepwise, [R] test, [SVY] estat, [SVY] svy Stork, D. G., [MV] cluster, [MV] cluster stop
postestimation, [SVY] svy: tabulate twoway, Stoto, M. A., [R] lv
[SVY] svydescribe Stouffer, S. A., [SEM] example 50g
Staelin, R., [R] rologit Stover, L., [R] rocreg, [R] rocreg postestimation,
Stagg, V., [R] pwcompare [R] rocregplot
Stahel, W. A., [D] egen Støvring, H., [M-2] pointers
Stahl, D., [MV] cluster, [MV] cluster stop Straathof, B., [D] insobs
Staiger, D. O., [R] ivregress postestimation Stram, D. O., [ME] me
Stangl, D. K., [BAYES] intro Street, J. O., [R] rreg
Starmer, C. F., [R] vwls Stroup, W. W., [ME] me
Startz, R., [R] ivregress postestimation, [TS] mswitch Stryhn, H., [ME] meintreg, [R] epitab, [R] regress
Stefanski, L. A., [TE] teffects aipw Stuart, A., [R] centile, [R] mean, [R] proportion,
Stegun, I. A., [FN] Mathematical functions, [R] qreg, [R] ratio, [R] summarize,
[ME] meqrlogit, [ME] meqrpoisson, [R] symmetry, [R] total, [SVY] survey
[R] contrast, [R] orthog Student, see Gosset, W. S.
Steichen, T. J., [D] duplicates, [R] kappa, Stuetzle, W., [R] sunflower
[R] kdensity, [R] sunflower Sturdivant, R. X., [PSS] intro, [PSS] power mcc,
Steiger, J. H., [R] esize [R] clogit, [R] clogit postestimation, [R] estat
Steiger, W., [R] qreg classification, [R] estat gof, [R] glm, [R] lincom,
Stein, C., [R] bootstrap [R] logistic, [R] logistic postestimation,
Steinberg, D., [R] asmixlogit [R] logit, [R] logit postestimation, [R] lroc,
Steinberg, L., [IRT] irt grm [R] lrtest, [R] lsens, [R] mlogit, [R] predictnl,
Stephenson, D. B., [MV] pca, [R] brier [R] stepwise, [SEM] example 33g,
Stepniewska, K. A., [R] nptrend [SEM] example 34g, [XT] xtgee
Stern, H. S., [BAYES] intro, [BAYES] bayesmh, Sturtz, S., [BAYES] bayesmh
[BAYES] bayesstats ic, [BAYES] bayesstats Suárez, C., [R] heckoprobit, [R] heckprobit
summary, [MI] intro substantive, [MI] mi Suárez, E. L., [ST] stcox
impute mvn, [MI] mi impute regress Sued, M., [TE] teffects intro advanced
Sterne, J. A. C., [MI] intro, [R] dstdize, [R] meta, Suen, H. K., [R] icc
[R] summarize, [SEM] intro 5, [ST] stcox, Sulaimanova, B., [ERM] eprobit
[XT] xtreg Sullivan, G., [P] robust, [R] regress,
Stevens, E. H., [MV] mvtest [SVY] svy: tabulate twoway
Stevenson, R. E., [R] frontier Sultakeev, K., [ERM] eprobit
Stewart, G. W., [M-5] svd( ), [P] matrix svd Summers, G. F., [SEM] example 9
Stewart, J., [ST] ltable Summers, R., [XT] xtunitroot
Stewart, M. B., [R] intreg, [R] oprobit, [R] tobit, Sun, J., [ST] stintreg
[XT] xtprobit Sun, W., [MI] intro substantive
Stigler, S. M., [R] ameans, [R] ci, [R] correlate, Sussman, S., [ME] me, [ME] meglm, [ME] meologit,
[R] kwallis, [R] qreg, [R] regress, [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
[R] summarize Sutton, A. J., [R] meta
Stillman, S., [R] ivregress, [R] ivregress postestimation Svennerholm, A. M., [R] epitab
Stinchcombe, M. B., [R] npregress Swagel, P. L., [U] 21.5 Reference
Stine, R., [R] bootstrap Swaminathan, H., [IRT] irt, [IRT] diflogistic
Stock, J. H., [ I ] Glossary, [R] areg postestimation, Swamy, P. A. V. B., [XT] xtivreg, [XT] xtrc,
[R] ivregress, [R] ivregress postestimation, [XT] xtreg
[R] npregress, [TS] time series, [TS] arch, Swanson, S. A., [MI] mi estimate, [MI] mi impute,
[TS] dfactor, [TS] dfgls, [TS] irf create, [XT] xtgee
[TS] rolling, [TS] sspace, [TS] var intro,
Swed, F. S., [R] runtest
[TS] var, [TS] var svar, [TS] vec intro,
[TS] vec, [TS] vecrank, [TS] Glossary, Sweeting, T. J., [ST] streg
[XT] xtcloglog, [XT] xthtaylor, [XT] xtlogit, Sweetman, O., [R] gmm, [R] inequality
[XT] xtologit, [XT] xtoprobit, [XT] xtpoisson, Swensson, B., [SVY] variance estimation
[XT] xtprobit, [XT] xtreg, [XT] xtstreg Swets, J. A., [R] lroc
Stoker, T. M., [R] npregress Sykes, R. C., [IRT] irt 3pl
Stoll, B. J., [R] epitab Sylvester, J. J., [M-5] svd( )
Stoll, L., [MI] mi estimate Szroeter, J., [R] regress postestimation
Stolley, P. D., [R] epitab
200 Author index
T Thiele, T. N., [R] summarize

Thissen, D., [IRT] irt grm
Tabachnick, B. G., [MV] discrim, [MV] discrim lda Thomas, A., [BAYES] bayesmh
Tabord-Meehan, M., [R] mean Thomas, D. C., [ST] sttocc
Taffé, P., [R] pwcompare Thomas, D. G., [R] epitab
Taka, M. T., [R] pkcross Thomas, D. R., [SVY] svy: tabulate twoway
Tallis, G. M., [ERM] eprobit postestimation Thompson, B., [MV] canon postestimation, [R] esize,
Tamhane, A. C., [FN] Statistical functions, [R] regress postestimation
[PSS] intro, [PSS] power onemean, Thompson, D. J., [TE] teffects intro advanced
[PSS] power onemean, cluster, [R] oneway, Thompson, J., [BAYES] intro, [BAYES] bayesian
[R] ztest commands, [BAYES] bayesmh, [R] poisson,
Tamminen, J., [BAYES] intro, [BAYES] bayesmh [ST] stptime
Tan, S. B., [PSS] intro, [PSS] power logrank Thompson, J. C., [R] diagnostic plots
Tan, S. H., [PSS] intro, [PSS] power logrank Thompson, J. R., [R] kdensity
Tan, W. Y., [P] robust, [U] 20.26 References Thompson, M. L., [R] rocreg
Tan, Z., [TE] teffects intro advanced, [TE] teffects Thompson, S. G., [ME] me
aipw Thompson, S. K., [BAYES] intro, [SVY] survey
Tanimoto, T. T., [MV] measure option Thompson, W. A., Jr., [ME] me, [ME] menl,
Taniuchi, T., [R] kdensity [ME] mixed
Tanner, M. A., [BAYES] intro, [MI] intro substantive, Thoms, J., [BAYES] bayesmh
[MI] mi impute mvn Thomson, G. H., [ I ] Glossary, [MV] factor
Tanner, W. P., Jr., [R] lroc postestimation, [MV] Glossary
Tanur, J. M., [R] kwallis Thorndike, F., [R] poisson
Tapia, R. A., [R] kdensity Thurstone, L. L., [MV] rotate, [R] rologit
Tarlov, A. R., [MV] alpha, [MV] factor, [MV] factor Tian, L., [ST] stcox
postestimation, [R] lincom, [R] mlogit, Tibshirani, R. J., [MV] discrim knn, [R] bootstrap,
[R] mprobit, [R] mprobit postestimation, [R] qreg
[R] predictnl, [R] slogit, [SEM] example 37g
Tidmarsh, C. E., [R] fp
Tarone, R. E., [R] epitab, [ST] sts test
Tierney, L., [BAYES] intro, [ME] me, [ME] meqrlogit,
Tastan, H., [TS] vargranger [ME] meqrpoisson
Taub, A. J., [XT] xtreg Tilford, J. M., [R] estat gof, [R] lroc
Tauchmann, H., [R] frontier, [R] heckman Tilling, K., [ME] meqrlogit, [ME] meqrpoisson,
Taylor, C., [R] gllamm, [R] glm, [XT] xtgee, [ME] mixed, [ST] stcox, [XT] xtreg
[XT] xtreg Timm, N. H., [MV] manova
Taylor, H. M., [TS] mswitch Ting Lee, M.-L., [ST] stcox PH-assumption tests
Taylor, J. B., [DSGE] intro 1 Tippett, L. H. C., [ST] streg
Taylor, J. M. G., [MI] intro substantive, [MI] mi Tobı́as, A., [MV] alpha, [R] lrtest, [R] poisson,
impute, [MI] mi impute pmm, [MI] mi impute [R] roccomp, [R] roctab, [R] sdtest, [ST] streg
regress
Tobin, J., [ERM] eintreg, [R] tobit
Taylor, L. W., [R] predict
Toby, J., [SEM] example 50g
Taylor, W. E., [XT] xthtaylor
Toeplitz, O., [M-5] Toeplitz( )
Teller, A. H., [BAYES] intro, [BAYES] bayesmh
Tolkien, J. R. R., [SP] intro 2
Teller, E., [BAYES] intro, [BAYES] bayesmh
Tolnay, S. E., [SP] estat moran, [SP] spregress,
ten Berge, J. M. F., [MV] procrustes [SP] spxtregress
ter Bogt, T., [MV] mvtest Toman, R. J., [R] stepwise
Teräsvirta, T., [TS] mgarch, [TS] mgarch ccc Tong, H., [R] estat ic, [TS] threshold
Terbish, M., [R] logit Toplis, P. J., [R] binreg
Terza, J. V., [R] cpoisson, [R] heckpoisson, Torgerson, W. S., [MV] mds, [MV] mdslong,
[TE] eteffects, [TE] etpoisson [MV] mdsmat
Teukolsky, S. A., [FN] Statistical functions, Tosetto, A., [R] logistic, [R] logit
[G-2] graph twoway contour, [M-5] solvenl( ),
Toulopoulou, T., [ME] mecloglog, [ME] melogit,
[P] matrix symeigen, [R] dydx, [R] vwls,
[ME] meprobit
[TS] arch, [TS] arima
Touloumi, G., [ME] meglm, [ME] mixed
Thall, P. F., [ME] mepoisson, [ME] meqrpoisson
Townes, J. M., [D] icd10
Thayer, D. T., [IRT] difmh
Train, G. F., [SVY] survey, [SVY] svy sdr,
Theil, H., [R] ivregress, [R] reg3, [TS] prais
Therneau, T. M., [ME] mestreg, [ST] stcox, [ST] stcox
Train, K. E., [R] asmixlogit, [R] asmprobit
PH-assumption tests, [ST] stcox postestimation,
[ST] stcrreg Tramarin, A., [R] betareg
Author index 201
Trampe, B., [R] mlexp Tyler, D. E., [MV] pca

Trapido, E., [R] exlogistic Tyler, J. H., [R] regress
Trefethen, L. N., [M-5] svd( ) Tzavalis, E., [XT] xtunitroot
Treiman, D. J., [R] eivreg, [R] mlogit
Trewn, J., [MV] mds U
Trichopoulos, D., [R] epitab
Trimbur, T. M., [TS] psdensity, [TS] tsfilter, Uebersax, J. S., [R] tetrachoric
[TS] tsfilter hp, [TS] ucm Uhlendorff, A., [R] asmprobit, [R] mlogit, [R] mprobit
Trivedi, P. K., [ERM] intro 8, [ERM] eintreg, Uhlig, H., [TS] tsfilter, [TS] tsfilter hp
[FMM] fmm intro, [FMM] example 1a, Ulam, S., [BAYES] intro
[FMM] example 2, [FMM] example 3, Ulene, A. L., [ME] me, [ME] meglm, [ME] meologit,
[ME] meglm, [ME] mixed, [R] asclogit, [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
[R] asmixlogit, [R] asmprobit, [R] betareg, Ullah, A., [R] npregress
[R] bootstrap, [R] cpoisson, [R] gmm, University Group Diabetes Program, [R] epitab
[R] heckman, [R] heckoprobit, [R] heckpoisson,
Uno, H., [ST] stcox
[R] intreg, [R] ivpoisson, [R] ivregress,
[R] ivregress postestimation, [R] logit, Upton, G. J. G., [U] 1.4 References
[R] mprobit, [R] nbreg, [R] ologit, [R] oprobit, Upward, R., [ME] meglm, [ME] melogit,
[R] poisson, [R] probit, [R] qreg, [R] regress, [ME] meoprobit, [ME] mepoisson,
[R] regress postestimation, [R] simulate, [ME] meqrlogit, [ME] meqrpoisson,
[R] sureg, [R] tnbreg, [R] tobit, [R] tpoisson, [ME] mestreg, [ME] mixed, [XT] xtreg
[R] zinb, [R] zinb postestimation, [R] zip, Ureta, M., [XT] xtreg
[R] zip postestimation, [SEM] example 53g, Urga, G., [TS] arch, [TS] arima, [TS] mgarch,
[SEM] example 54g, [TE] etregress, [TS] tsline
[TE] stteffects intro, [TE] stteffects ipw, Uthoff, V. A., [PSS] power cox
[TE] stteffects ipwra, [TE] stteffects Utts, J. M., [R] ci
postestimation, [TE] stteffects ra, [TE] stteffects
wra, [TE] teffects intro advanced, [TE] teffects
aipw, [TE] teffects ra, [TS] forecast estimates, V
[XT] xt, [XT] xtnbreg, [XT] xtpoisson Vach, W., [ST] stcrreg
Tsai, C.-L., [R] npregress intro, [R] npregress Væth, M., [PSS] intro, [PSS] power cox
Tsay, R. S., [TS] varsoc, [TS] vec intro Vahter, P., [ERM] eprobit
Tse, Y. K., [TS] mgarch, [TS] mgarch vcc Vail, S. C., [ME] mepoisson, [ME] meqrpoisson
Tsiatis, A. A., [R] exlogistic, [ST] stcrreg, Vallejo, G., [ME] mixed
[ST] stintreg, [TE] stteffects intro, Valliant, R., [SVY] survey, [SVY] calibration
[TE] stteffects ipw, [TE] stteffects ipwra,
Valman, H. B., [R] fp
[TE] stteffects postestimation, [TE] stteffects
ra, [TE] stteffects wra, [TE] teffects intro Valsecchi, M. G., [PSS] intro, [PSS] power logrank,
advanced, [TE] teffects aipw [ST] stcrreg, [ST] sts test
Tsui, A. K. C., [TS] mgarch, [TS] mgarch vcc van Belle, G., [MV] factor, [MV] pca, [PSS] intro,
[PSS] power twomeans, [PSS] power oneway,
Tu, D., [SVY] survey, [SVY] svy jackknife,
[PSS] power twoway, [R] anova, [R] dstdize,
[R] oneway
Tufte, E. R., [G-2] graph bar, [G-2] graph pie,
van Breukelen, G. J. P., [PSS] power onemean, cluster,
[R] stem
[PSS] power twomeans, cluster, [PSS] power
Tukey, J. W., [D] egen, [G-2] graph box, [G-2] graph oneproportion, cluster, [PSS] power
matrix, [P] if, [R] jackknife, [R] ladder, twoproportions, cluster
[R] linktest, [R] lv, [R] pwcompare, [R] regress,
van Buuren, S., [MI] intro substantive, [MI] mi
[R] regress postestimation diagnostic plots,
impute, [MI] mi impute chained, [MI] mi
[R] rreg, [R] smooth, [R] spikeplot, [R] stem,
impute logit, [MI] mi impute mlogit, [MI] mi
[SVY] svy jackknife
impute monotone, [MI] mi impute ologit,
Tukey, P. A., [G-2] graph box, [G-2] graph matrix, [MI] mi impute poisson
[G-3] by option, [R] diagnostic plots,
Van de Ven, W. P. M. M., [ERM] eprobit, [R] biprobit,
[R] lowess, [U] 1.4 References
[R] heckoprobit, [R] heckprobit
Turnbull, B. W., [ST] stintreg postestimation
van den Broeck, J., [R] frontier, [XT] xtfrontier
Turner, R. M., [ME] me
van der Ende, J., [MV] mvtest
Tutz, G., [ME] me
Van der Heijden, P. G. M., [MV] ca postestimation
Twisk, J. W. R., [XT] xtgee, [XT] xtlogit,
van der Laan, M. J., [TE] teffects intro advanced
[XT] xtologit, [XT] xtoprobit, [XT] xtreg
Van Der Linde, A., [BAYES] bayesstats ic
van der Linden, W. J., [IRT] irt, [SEM] example 28g,
[SEM] example 29g
202 Author index
Van der Merwe, C. A., [MV] mvtest, [MV] mvtest von Eye, A., [R] correlate
means von Neumann, J., [BAYES] intro
Van der Reyden, D., [R] ranksum Von Storch, H., [R] brier
van der Vaart, A. W., [TE] teffects aipw Vondráček, J., [R] correlate
van Doorslaer, E., [SVY] svy estimation, [SVY] svyset Vonesh, E., [ME] me, [ME] menl
van Dorsselaer, S., [MV] mvtest Vonesh, E. F., [ME] menl
Van Hoewyk, J., [MI] intro substantive, [MI] mi Vuong, Q. H., [R] ivprobit
impute monotone, [MI] mi impute ologit, W
[MI] mi impute poisson, [MI] mi impute
truncreg Wacholder, S., [R] binreg
Van Kerm, P., [MV] ca, [P] postfile, [R] inequality, Wagner, H. M., [R] qreg
[R] kdensity Wagner, M., [XT] xtunitroot
Van Loan, C. F., [R] orthog, [R] tetrachoric, Wagner, T., [MV] mvtest
[TS] arfima, [TS] arfima postestimation Wagstaff, A., [SVY] svy estimation, [SVY] svyset
Van Mechelen, I., [MI] intro substantive, [MI] mi Wagstaff, D. A., [MI] mi estimate
impute Wainer, H., [G-2] graph pie, [IRT] dif
Van Ourti, T., [R] inequality Waksman, J., [PSS] power logrank, cluster
Van Pragg, B. M. S., [ERM] eprobit, [R] biprobit, Walburg, H. E., Jr., [ST] stintreg
[R] heckoprobit, [R] heckprobit Wald, A., [TS] varwle
Vandermonde, A.-T., [M-5] Vandermonde( ) Walker, A. J., [FN] Random-number functions,
Varadharajan-Krishnakumar, J., [XT] xtivreg [M-5] runiform( )
Veall, M. R., [DSGE] intro 8 Walker, A. M., [R] epitab
Vehtari, A., [BAYES] intro, [BAYES] bayesmh, Walker, J., [R] asmixlogit
[BAYES] bayesstats ic, [BAYES] bayesstats Walker, S., [ST] sts test
summary, [MI] intro substantive, [MI] mi Waller, L. A., [SP] intro, [SP] spregress
impute mvn, [MI] mi impute regress Wallgren, A., [G-1] graph intro
Vella, F., [ME] me, [TE] etregress Wallgren, B., [G-1] graph intro
Velleman, P. F., [R] regress postestimation, [R] smooth Wallis, W. A., [R] kwallis
Venables, W., [R] esize Walsh, B., [R] inequality
Verardi, V., [MV] pca, [R] correlate, [R] fp, Walstrum, T., [TE] etregress
[R] ivregress, [R] lpoly, [R] npregress, [R] rreg, Walters, S. J., [PSS] power onemean, cluster,
[R] summarize, [XT] xtreg [PSS] power twomeans, cluster, [PSS] power
Verbeek, M., [ME] me, [TE] etregress oneproportion, cluster, [PSS] power
Verbeke, G., [ME] me, [ME] meglm, [ME] menl, twoproportions, cluster, [R] ci, [R] kappa,
[ME] mixed, [MI] intro substantive, [MI] mi [R] tabulate twoway, [R] ztest
impute, [XT] xtreg postestimation Wand, M. P., [BAYES] bayesmh, [ME] me,
Verdinelli, I., [BAYES] intro [ME] meglm, [ME] mixed, [R] kdensity
Verdurmen, J., [MV] mvtest Wang, D., [D] duplicates, [R] ci, [R] dstdize,
Verkuilen, J., [R] betareg [R] prtest
Vermandele, C., [R] summarize Wang, H., [PSS] intro, [PSS] power onemean,
Vetterling, W. T., [FN] Statistical functions, [PSS] power twomeans, [PSS] power
[G-2] graph twoway contour, [M-5] solvenl( ), pairedmeans, [PSS] power oneproportion,
[P] matrix symeigen, [R] dydx, [R] vwls, [PSS] power exponential
[TS] arch, [TS] arima Wang, H.-J., [R] frontier, [XT] xtfrontier
Vick, R., [R] mlexp Wang, J.-L., [ST] sts graph
Vidakovic, B., [BAYES] intro Wang, J. W., [ST] streg
Vidmar, S., [R] ameans, [R] epitab Wang, Q., [R] ivregress, [TS] arima, [TS] newey
Vigfusson, R. J., [TS] forecast solve Wang, S., [R] ivregress postestimation
Vinten-Johansen, P., [R] epitab Wang, Y., [R] asmprobit
Vittinghoff, E., [R] logistic, [ST] stcox, [TE] stteffects Wang, Z., [R] epitab, [R] logistic postestimation,
intro, [TE] stteffects ipw, [TE] stteffects ipwra, [R] lrtest, [R] stepwise
[TE] stteffects postestimation, [TE] stteffects ra, Ward, J. H., Jr., [MV] cluster, [MV] cluster linkage
[TE] stteffects wra, [TE] teffects intro advanced Ware, J. H., [ME] me, [ME] meglm, [ME] melogit,
Vohr, B. R., [R] rocreg, [R] rocreg postestimation, [ME] meoprobit, [ME] mepoisson,
[R] rocregplot [ME] meqrlogit, [ME] meqrpoisson,
Vollebergh, W. A. M., [MV] mvtest [ME] mestreg, [ME] mixed, [ST] sts test
von Bortkiewicz, L., [R] poisson
Author index 203
Ware, J. E., Jr., [MV] alpha, [MV] factor, [MV] factor Wellington, J. F., [R] qreg
postestimation, [R] lincom, [R] mlogit, Wellner, J. A., [ST] stintreg
[R] mprobit, [R] mprobit postestimation, Wells, K. B., [R] lincom, [R] mlogit, [R] mprobit,
[R] predictnl, [R] slogit, [SEM] example 37g [R] mprobit postestimation, [R] predictnl,
Warren, K., [R] epitab [R] slogit
Wasi, N., [D] merge Welsch, R. E., [R] regress postestimation,
Waterson, E. J., [R] binreg [R] regress postestimation diagnostic plots,
Watson, G. S., [ I ] Glossary, [R] lpoly, [R] npregress, [U] 18.14 References
[R] regress postestimation time series, Welsh, A. H., [R] bootstrap
[TS] prais, [TS] Glossary Welsh, D., [M-5] halton( )
Watson, M. W., [R] areg postestimation, [R] ivregress, Wernow, J. B., [D] destring
[TS] time series, [TS] arch, [TS] dfactor, West, B. T., [ME] estat wcorrelation,
[TS] dfgls, [TS] irf create, [TS] rolling, [ME] mixed, [SVY] survey, [SVY] estat,
[TS] sspace, [TS] var intro, [TS] var, [TS] var [SVY] subpopulation estimation
svar, [TS] vec intro, [TS] vec, [TS] vecrank, West, K. D., [R] glm, [R] gmm, [R] ivregress,
[XT] xtcloglog, [XT] xtlogit, [XT] xtologit, [TS] newey, [TS] pperron, [XT] xtcointtest,
[XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit, [XT] xtunitroot
[XT] xtreg, [XT] xtstreg West, M., [BAYES] intro
Weatherholt, R., [R] prtest West, S., [R] epitab
Weber, S., [R] correlate West, S. G., [R] pcorr
Webster, A. D., [R] fp Westerlund, J., [XT] xtcointtest
Wechsler, S., [ERM] eintreg Westfall, R. S., [M-5] optimize( )
Wedderburn, R. W. M., [R] glm, [XT] xtgee Westlake, W. J., [R] pkequiv
Wedel, M., [FMM] fmm intro, [FMM] example 3 Weyl, H. K. H., [M-5] svd( )
Weeks, D. G., [ I ] Glossary, [SEM] estat framework, Wheaton, B., [SEM] example 9
[SEM] Glossary
Whelton, P. K., [PSS] intro, [PSS] power repeated
Weesie, J., [D] generate, [D] joinby, [D] label,
White, H. L., Jr., [ERM] eintreg, [ERM] eoprobit,
[D] label language, [D] labelbook, [D] list,
[ERM] eprobit, [ERM] eregress, [P] robust,
[D] merge, [D] mvencode, [D] order,
[R] regress, [R] regress postestimation,
[D] recode, [D] rename, [D] reshape,
[R] rocreg, [R] suest, [TS] newey, [TS] prais,
[D] sample, [MV] alpha, [MV] ca
[U] 20.26 References, [XT] xtivreg
postestimation, [MV] pca, [P] matrix
define, [R] constraint, [R] hausman, White, I. R., [MI] intro substantive, [MI] intro,
[R] ladder, [R] reg3, [R] regress, [R] regress [MI] mi estimate, [MI] mi estimate using,
postestimation, [R] rologit, [R] simulate, [MI] mi impute, [MI] mi impute chained,
[R] suest, [R] sureg, [R] tabstat, [R] tabulate [MI] mi impute monotone, [MI] mi impute
twoway, [R] test, [R] tetrachoric, pmm, [MI] mi predict, [R] simulate, [ST] sts
[SEM] Acknowledgments, [ST] stsplit, test
[U] 20.26 References White, K. J., [R] boxcox, [R] regress postestimation
Wei, L., [ME] mixed time series
Wei, L. J., [P] robust, [ST] stcox, [ST] stcrreg, White, P. O., [ I ] Glossary, [MV] rotate,
[SVY] svy estimation, [U] 20.26 References [MV] rotatemat, [MV] Glossary
Wei, W. W. S., [ I ] Glossary, [TS] psdensity, White, H. L., Jr., [U] 20.22.2 Correlated errors:
[TS] tsfilter, [TS] ucm, [TS] Glossary Cluster–robust standard errors
Weibull, W., [ST] streg Whited, T. M., [R] eivreg, [R] gmm
Weidner, M., [XT] xtlogit, [XT] xtprobit Whitehead, A., [XT] xtunitroot
Weinberg, S. L., [R] anova, [R] oneway, [R] ttest Whitehouse, E., [R] inequality
Weisberg, H. F., [R] summarize Whitemore, G. A., [ST] stcox PH-assumption tests
Weisberg, S., [R] boxcox, [R] regress, [R] regress Whitfield, J. W., [R] ranksum
postestimation Whiting, P., [ME] melogit, [ME] meoprobit,
Weiss, J., [MV] mdsmat [ME] meqrlogit, [R] roccomp, [R] roctab
Weiss, M., [D] ds, [D] egen, [G-3] by option, Whitney, D. R., [R] kwallis, [R] ranksum
[R] estimates table, [U] 13.13 References Whitney-Saltiel, D. A., [ME] me, [ME] meglm,
Weisstein, E. W., [R] rocreg postestimation [ME] meologit, [ME] meoprobit, [XT] xtologit,
[XT] xtoprobit
Welch, B. L., [R] esize, [R] ttest
Whittaker, J. C., [FN] Random-number functions,
Welch, C., [MI] mi impute chained
[MV] ca, [MV] factor, [MV] mca, [MV] pca
Welch, K. B., [ME] estat wcorrelation, [ME] mixed
Whittle, P., [SP] intro, [SP] spregress
Welch, P. D., [BAYES] intro
Weller, S. C., [MV] ca
204 Author index
Wichern, D. W., [MV] canon, [MV] discrim, Wittes, J., [PSS] intro
[MV] discrim estat, [MV] discrim lda, Wolfe, F., [D] ds, [R] correlate, [R] spearman
[MV] discrim lda postestimation, [MV] mvtest, Wolfe, R., [R] ologit, [R] oprobit, [R] tabulate twoway
[MV] mvtest correlations, [MV] mvtest Wolfe, R. A., [ST] stintreg
covariances, [MV] mvtest means Wolfinger, R. D., [ME] me, [ME] menl
Wichura, M. J., [FN] Random-number functions Wolfowitz, J., [TS] varwle
Wickramaratne, P. J., [PSS] intro Wolfram, S., [ME] meglm postestimation,
Widen, J. E., [R] rocreg, [R] rocreg postestimation, [ME] meqrlogit postestimation, [ST] streg
[R] rocregplot Wolfson, C., [R] kappa
Wieand, S., [R] rocreg, [R] rocreg postestimation Wolk, A., [R] epitab
Wiesner, R. H., [ST] stcrreg Wolkewitz, M., [D] icd10
Wiggins, V. L., [G-3] axis choice options, Wolpert, R. L., [BAYES] intro, [BAYES] intro
[ME] mixed, [R] regress postestimation,
Wolpin, K. I., [R] asmprobit
[R] regress postestimation time series,
[SEM] sem, [TS] arch, [TS] arima, [TS] sspace Wolter, K. M., [SVY] survey, [SVY] svy brr,
Wikle, C. K., [BAYES] intro
Wong, S. P., [R] icc
Wilcox, D. W., [R] ivregress postestimation
Wong, W. H., [BAYES] intro, [MI] intro substantive,
Wilcox, R. R., [D] egen
[MI] mi impute mvn
Wilcoxon, F., [R] kwallis, [R] ranksum, [R] signrank,
Wood, A. M., [MI] intro substantive, [MI] mi
[ST] sts test
estimate, [MI] mi estimate using, [MI] mi
Wilde, J., [R] gmm impute, [MI] mi impute chained, [MI] mi
Wilhelm, S., [ERM] eprobit postestimation predict
Wilk, M. B., [R] cumul, [R] diagnostic plots, [R] swilk Wood, F. S., [R] diagnostic plots
Wilkinson, J. H., [P] matrix symeigen Woodard, D. E., [MV] manova, [R] contrast
Wilkinson, L., [ST] sts Woodcock, A., [R] ztest
Wilks, D. S., [R] brier Woodford, M., [DSGE] intro 1, [DSGE] intro 5
Wilks, S. S., [MV] canon, [MV] hotelling, Woodward, M., [R] epitab
[MV] manova Wooldridge, J. M., [ERM] intro 8, [ERM] eintreg,
Williams, B., [SVY] survey [ERM] eoprobit, [ERM] eoprobit
Williams, B. K., [MV] discrim lda postestimation, [ERM] eprobit, [ERM] eprobit
Williams, G. W., [PSS] intro postestimation, [ERM] eregress, [ERM] eregress
Williams, R., [R] glm, [R] margins, [R] marginsplot, postestimation, [ERM] Glossary, [ I ] Glossary,
[R] ologit, [R] oprobit, [R] pcorr, [R] stepwise, [R] areg postestimation, [R] churdle,
[U] 20.26 References [R] fracreg, [R] gmm, [R] heckoprobit,
Williams, T. O., Jr., [SEM] example 2 [R] intreg, [R] ivpoisson, [R] ivprobit,
Williams, W. T., [MV] cluster [R] ivregress, [R] ivregress postestimation,
Williamson, T., [R] pwcompare [R] margins, [R] margins, contrast, [R] qreg,
Wilson, D. B., [BAYES] intro [R] regress, [R] regress postestimation,
[R] regress postestimation time series, [R] tobit,
Wilson, E. B., [MV] mvtest normality, [R] ci
[SEM] estat ginvariant, [SEM] estat mindices,
Wilson, M., [BAYES] bayesmh, [IRT] irt, [SEM] estat scoretests, [SEM] methods and
[IRT] Control Panel, [IRT] irt 1pl, [IRT] irt 2pl, formulas for sem, [TE] eteffects, [TE] etregress,
[IRT] irt 3pl, [IRT] irt hybrid, [IRT] diflogistic, [TE] stteffects intro, [TE] stteffects ipw,
[IRT] difmh, [ME] me, [MV] rotate [TE] stteffects ipwra, [TE] stteffects
Wilson, S. R., [R] bootstrap postestimation, [TE] stteffects ra, [TE] stteffects
Windmeijer, F., [R] gmm, [R] ivpoisson, [XT] xtabond, wra, [TE] teffects intro advanced, [TE] teffects
[XT] xtdpd, [XT] xtdpdsys aipw, [TE] teffects multivalued, [TE] teffects
Winer, B. J., [ME] mixed, [PSS] intro, [PSS] power ra, [TS] arch, [TS] mgarch, [TS] mgarch
repeated, [R] anova, [R] contrast, [R] loneway, dvech, [TS] prais, [XT] xt, [XT] xtcloglog,
[R] oneway, [R] pwcompare [XT] xtivreg, [XT] xtlogit, [XT] xtologit,
Wingood, G. M., [R] nbreg, [R] poisson [XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit,
Winkelmann, R., [ME] menbreg, [R] cpoisson [XT] xtreg, [XT] xtstreg
Winsten, C. B., [TS] prais Woolf, B., [R] epitab
Winter, N. J. G., [G-2] graph twoway scatter, Woolson, R. F., [PSS] power cmh
[P] levelsof, [SVY] survey Working, H., [R] roccomp, [R] rocfit, [R] roctab
Winters, P. R., [TS] tssmooth, [TS] tssmooth World Health Organization, [D] icd, [D] icd10
dexponential, [TS] tssmooth exponential, World Health Organization Mortality Data Base (Cause
[TS] tssmooth hwinters, [TS] tssmooth of Death Query online; accessed December 11,
shwinters 2014), [D] icd10
Wish, M., [MV] mds, [MV] mdslong, [MV] mdsmat Wretman, J., [SVY] variance estimation
Author index 205
Wright, B. D., [IRT] irt Yun, M.-S., [R] logistic postestimation, [R] logit
Wright, D. B., [SEM] example 41g postestimation
Wright, J. H., [R] ivregress, [R] ivregress Yung, W., [SVY] svy bootstrap, [SVY] variance
postestimation, [XT] xthtaylor estimation
Wright, J. T., [R] binreg Yusuf, S., [BAYES] bayesmh
Wright, J. T., Jr, [PSS] intro, [PSS] power repeated
Wright, P. G., [R] ivregress
Z
Wu, A. W., [IRT] irt
Wu, C. F. J., [R] qreg, [SVY] svy bootstrap, Zabell, S. L., [R] kwallis
[SVY] variance estimation Zakoian, J. M., [TS] arch
Wu, D.-M., [R] ivregress postestimation Zamora, M., [R] heckoprobit, [R] heckprobit
Wu, N., [R] ivregress, [TS] arima, [TS] newey Zappasodi, P., [MV] manova
Wu, P. X., [XT] xtregar Zavoina, W., [R] ologit
Wu, S., [XT] xtunitroot Zeger, S. L., [BAYES] bayesmh, [ME] me,
Wynn, A. H. A., [BAYES] bayesmh [ME] meglm, [ME] mixed, [XT] xtcloglog,
[XT] xtgee, [XT] xtlogit, [XT] xtnbreg,
[XT] xtologit, [XT] xtoprobit, [XT] xtpoisson,
X [XT] xtprobit
Xiao, T., [ST] stcox PH-assumption tests Zeh, J., [D] egen
Xiao, Z., [R] qc, [R] sktest Zelen, M., [R] ttest, [R] ztest
Xie, T., [PSS] power logrank, cluster Zell, E. R., [D] icd10
Xie, Y., [R] logit, [R] probit Zellner, A., [BAYES] intro, [BAYES] bayesian
commands, [BAYES] bayesmh, [R] frontier,
Xu, J., [R] cloglog, [R] fracreg, [R] logistic, [R] logit,
[R] nlsur, [R] reg3, [R] sureg, [TS] prais,
[R] mlogit, [R] ologit, [R] oprobit, [R] probit
[XT] xtfrontier
Xu, X., [R] nbreg, [R] poisson
Zelterman, D., [R] tabulate twoway
Xu, Y., [ST] stcox
Zeng, D., [TS] mswitch
Zhang, S., [PSS] power onemean, cluster, [PSS] power
Y twomeans, cluster, [PSS] power oneproportion,
cluster, [PSS] power twoproportions, cluster,
Yang, K., [MV] mds [R] prtest, [R] ztest
Yang, M., [ME] me Zhang, Z., [SEM] example 42g
Yang, Z., [R] poisson Zhao, L. P., [TE] stteffects ipwra, [TE] teffects intro
Yao, S., [R] npregress advanced, [XT] xtgee
Yar, M., [TS] tssmooth, [TS] tssmooth dexponential, Zhao, X., [R] zioprobit
[TS] tssmooth exponential, [TS] tssmooth Zheng, X., [IRT] irt, [IRT] irt grm, [IRT] irt rsm,
hwinters, [TS] tssmooth shwinters [R] gllamm
Yates, F., [P] levelsof Zimmerman, F., [R] regress
Yates, J. F., [R] brier Zirkler, B., [MV] mvtest, [MV] mvtest normality
Yee, T. W., [R] slogit Zlotnik, A., [R] logit postestimation
Yellott, J. I., Jr., [R] rologit Zubin, J., [MV] measure option
Yen, S., [R] epitab Zubkoff, M., [MV] alpha, [MV] factor, [MV] factor
Yen, W. M., [IRT] irt 3pl, [MV] alpha postestimation, [R] lincom, [R] mlogit,
Yeo, D., [SVY] svy bootstrap, [SVY] variance [R] mprobit, [R] mprobit postestimation,
estimation [R] predictnl, [R] slogit, [SEM] example 37g
Yogo, M., [R] ivregress, [R] ivregress postestimation, Zucchini, W., [R] rocreg
[XT] xthtaylor Zwiers, F. W., [R] brier
Yoshioka, H., [R] logistic postestimation, [R] logit Zwillinger, D., [TS] arfima
postestimation Zyphur, M. J., [SEM] example 42g
Young, F. W., [MV] mds, [MV] mdslong,
[MV] mdsmat
Young, G., [MV] mds, [MV] mdslong, [MV] mdsmat
Ypma, T. J., [M-5] optimize( )
Yu, B., [BAYES] intro, [BAYES] bayesgraph
Yu, J., [MV] mvtest, [MV] mvtest means, [SP] intro,
[SP] spxtregress
Yue, K., [SVY] svy bootstrap, [SVY] variance
estimation
Yule, G. U., [MV] measure option
Subject index abbrev() function, [FN] String functions,
[M-5] abbrev( )
abbreviations, [U] 11.1.1 varlist, [U] 11.2 Abbreviation
A B C D E F G H I J K L M rules, [U] 11.4 varname and varlists
unabbreviating command names, [P] unabcmd
N O P Q R S T U V W X Y Z unabbreviating variable list, [P] syntax, [P] unab
ability, [IRT] Glossary
Symbols abond, estat subcommand, [XT] xtabond
postestimation, [XT] xtdpd postestimation,
! (not), see logical operators
[XT] xtdpdsys postestimation
!= (not equal), see relational operators
aborting command execution, [U] 9 The Break key,
α, [PSS] Glossary
[U] 10 Keyboard use
β , [PSS] Glossary
about command, [R] about
δ , [PSS] Glossary
abs() function, [FN] Mathematical functions,
& (and), see logical operators [M-5] abs( )
* abbreviation character, see abbreviations absolute value
*, clear subcommand, [D] clear dissimilarity measure, [MV] measure option
* comment indicator, [P] comments function, see abs() function
- abbreviation character, see abbreviations absorption in regression, [R] areg
-> operator, [M-2] struct ac command, [TS] corrgram
., class, [P] class accelerated failure-time model, [FMM] fmm: streg,
/* */ comment delimiter, [M-2] comments, [ST] stintreg, [ST] streg, [ST] Glossary
[P] comments acceptance
// comment indicator, [M-2] comments, [P] comments rate, [BAYES] intro, [BAYES] bayesian commands,
/// comment indicator, [P] comments [BAYES] bayesmh, [BAYES] Glossary
; delimiter, [P] #delimit region, [PSS] Glossary
< (less than), see relational operators Access, Microsoft, reading data from, [D] odbc
<= (less than or equal), see relational operators accrual period, [PSS] power exponential, [PSS] power
== (equality), see relational operators logrank, [PSS] Glossary
> (greater than), see relational operators accum, matrix subcommand, [P] matrix accum
>= (greater than or equal), see relational operators A.clear() function, [M-5] AssociativeArray( )
? abbreviation characters, see abbreviations acos() function, [FN] Trigonometric functions,
| (or), see logical operators [M-5] sin( )
~ (not), see logical operators acosh() function, [FN] Trigonometric functions,
~ abbreviation character, see abbreviations [M-5] sin( )
~= (not equal), see relational operators acplot, estat subcommand, [TS] estat acplot
100% sample, [SVY] Glossary acprplot command, [R] regress postestimation
1:M matched design, [PSS] power mcc, diagnostic plots
[PSS] Glossary actual
1PL, see one-parameter logistic model alpha, [PSS] Glossary, also see significance level
1pl, irt subcommand, [IRT] irt 1pl, [IRT] irt 1pl power, see power
postestimation sample size, see sample-size
2×2×K contingency table, [PSS] Glossary significance level, [PSS] Glossary, also see
2×2 contingency table, [PSS] Glossary significance level
2PL, see two-parameter logistic model actuarial tables, see life tables
2pl, irt subcommand, [IRT] irt 2pl, [IRT] irt 2pl adaptation, [BAYES] intro, [BAYES] bayesmh,
postestimation [BAYES] Glossary
3PL, see three-parameter logistic model period, [BAYES] bayesmh, [BAYES] Glossary
3pl, irt subcommand, [IRT] irt 3pl, [IRT] irt 3pl adaptive iteration, [BAYES] bayesmh,
postestimation [BAYES] Glossary
add,
A irf subcommand, [TS] irf add
.a, .b, . . . , .z, see missing values mi subcommand, [MI] mi add
a posteriori, [BAYES] Glossary return subcommand, [P] return
a priori, [BAYES] Glossary add factor, [TS] Glossary
Aalen–Nelson cumulative hazard, see Nelson–Aalen added lines, y=x, [G-2] graph twoway function
cumulative hazard addedlinestyle, [G-4] addedlinestyle
Abadie–Imbens robust standard errors, see robust,
Abadie–Imbens standard errors
206
Subject index 207
added-variable plots, [R] regress postestimation adopath, continued

diagnostic plots command, [P] sysdir, [U] 17.5 Where does Stata
addgroup, ssd subcommand, [SEM] ssd look for ado-files?
adding ado-path, [M-5] adosubdir( )
fits, see fits, adding adosize, set subcommand, [P] sysdir, [R] set,
lines, see lines, adding [U] 18.11 Ado-files
text, see text, adding adosubdir macro extended function, [P] macro
addition across adosubdir() function, [M-5] adosubdir( )
observations, [D] egen adoupdate command, [R] adoupdate
variables, [D] egen A.exists() function, [M-5] AssociativeArray( )
addition operator, see arithmetic operators A.firstloc() function, [M-5] AssociativeArray( )
addplot() option, [G-3] addplot option A.firstval() function, [M-5] AssociativeArray( )
ADF, see asymptotic distribution free AFT, see accelerated failure-time model
adjacent areas, [SP] Glossary A.get() function, [M-5] AssociativeArray( )
adjoint matrix, [M-2] op transpose, [M-5] conj( ) agglomerative hierarchical clustering methods,
adjugate matrix, [M-2] op transpose, [M-5] conj( ) [MV] cluster, [MV] clustermat, [MV] cluster
adjust, forecast subcommand, [TS] forecast adjust linkage, [MV] Glossary
adjusted aggregate
Kaplan–Meier survivor function, [ST] sts functions, [D] egen
margins, [R] margins, [R] marginsplot statistics, dataset of, [D] collapse
means, [R] contrast, [R] margins, [R] marginsplot agreement, interrater, [R] kappa
partial residual plot, [R] regress postestimation AIC, see Akaike information criterion
diagnostic plots AIPW, see augmented inverse-probability weighting
administrative censoring, [PSS] power cox, aipw, teffects subcommand, [TE] teffects aipw
[PSS] power exponential, [PSS] power logrank, Akaike information criterion, [BAYES] bayesstats ic,
[PSS] Glossary [BAYES] Glossary, [R] BIC note, [R] estat,
ado [R] estat ic, [R] estimates stats, [R] glm,
command, [R] net [R] lrtest, [SEM] estat gof, [SEM] estat
describe command, [R] net lcgof, [SEM] example 4, [SEM] example 51g,
[SEM] methods and formulas for sem,
dir command, [R] net
[ST] streg
uninstall command, [R] net
A.key() function, [M-5] AssociativeArray( )
ado d, view subcommand, [R] view
A.keys() function, [M-5] AssociativeArray( )
.ado file, [U] 11.6 Filenaming conventions
algebraic expressions, functions, and operators,
ado, [P] matrix define, [U] 13 Functions and
clear subcommand, [D] clear expressions
view subcommand, [R] view alignment of text, [G-3] textbox options
ado-files, [M-1] ado, [P] sysdir, [P] version, alignmentstyle, [G-4] alignmentstyle
[U] 3.4 The Stata Journal, [U] 17 Ado-files, all, [U] 11.1.1 varlist
[U] 18.11 Ado-files
all,
adding comments to, [P] comments
clear subcommand, [D] clear
debugging, [P] trace
update subcommand, [R] update
downloading, see files, downloading
all() function, [M-5] all( )
editing, [R] doedit
all macro extended function, [P] macro
installing, [R] net, [R] sj, [R] ssc, [U] 17.6 How do
allocation ratio, [PSS] power twomeans, [PSS] power
I install an addition?
twoproportions, [PSS] power twovariances,
location, [U] 17.5 Where does Stata look for ado- [PSS] power twocorrelations, [PSS] power cmh,
files? [PSS] power exponential, [PSS] power logrank,
location of, [R] which [PSS] unbalanced designs, [PSS] Glossary
long lines, [P] #delimit, [U] 18.11.2 Comments and allof() function, [M-5] all( )
long lines in ado-files alpha, see α
official, [R] update, [U] 28 Using the Internet to alpha coefficient, Cronbach’s, [MV] alpha
keep up to date
alpha command, [MV] alpha
searching for, [R] search, [R] ssc
alphabetizing
updating community-contributed, [R] adoupdate
observations, [D] gsort, [D] sort
adopath
variable names, [D] order
+ command, [P] sysdir
variables, [D] sort
++ command, [P] sysdir
alphanumeric variables, see string variables, parsing
- command, [P] sysdir
208 Subject index
alternating algorithm, see Lindstrom–Bates algorithm and operator, [U] 13.2.4 Logical operators
alternative Anderberg coefficient similarity measure,
correlation, [PSS] power, [PSS] power [MV] measure option
onecorrelation A.next() function, [M-5] AssociativeArray( )
hypothesis, [PSS] Glossary, also see null hypothesis A.nextval() function, [M-5] AssociativeArray( )
and alternative hypothesis angle of text, [G-4] anglestyle
mean, [PSS] power, [PSS] power onemean, anglestyle, [G-4] anglestyle
[PSS] unbalanced designs angular similarity measure, [MV] measure option
mean difference, [PSS] power, [PSS] power A.notfound() function, [M-5] AssociativeArray( )
pairedmeans ANOVA, see analysis of variance
parameter, [PSS] Glossary, also see alternative value anova command, [R] anova, [R] anova postestimation
partial correlation, [PSS] power, [PSS] power pcorr ANOVA DDF, see denominator degrees of freedom,
proportion, [PSS] power, [PSS] power ANOVA
oneproportion anova, estat subcommand, [MV] discrim lda
R2 , [PSS] power, [PSS] power rsquared postestimation
scenarios, [TS] forecast, [TS] forecast adjust, Anscombe residual, [ME] mecloglog postestimation,
[TS] forecast clear, [TS] forecast coefvector, [ME] meglm postestimation, [ME] melogit
[TS] forecast create, [TS] forecast describe, postestimation, [ME] menbreg postestimation,
[TS] forecast drop, [TS] forecast estimates, [ME] mepoisson postestimation, [ME] meprobit
[TS] forecast exogenous, [TS] forecast postestimation, [ME] meqrlogit postestimation,
identity, [TS] forecast list, [TS] forecast query, [ME] meqrpoisson postestimation,
[TS] forecast solve [ME] mestreg postestimation
slope, [PSS] power, [PSS] power oneslope anti, estat subcommand, [MV] factor
standard deviation, [PSS] power, [PSS] power postestimation, [MV] pca postestimation
onevariance anti-image
value, [PSS] Glossary, also see postulated value correlation matrix, [MV] factor postestimation,
variance, [PSS] power, [PSS] power onevariance [MV] pca postestimation, [MV] Glossary
alternatives, estat subcommand, [R] asclogit covariance matrix, [MV] factor postestimation,
postestimation, [R] asmprobit postestimation, [MV] pca postestimation, [MV] Glossary
[R] asroprobit postestimation, [R] nlogit any() function, [M-5] all( )
postestimation anycount(), egen function, [D] egen
alternative-specific anymatch(), egen function, [D] egen
conditional logit (McFadden’s choice) model, anyof() function, [M-5] all( )
[R] asclogit anyvalue(), egen function, [D] egen
mixed logit regression, [R] asmixlogit A-PARCH, see asymmetric power autoregressive
multinomial probit regression, [R] asmprobit conditional heteroskedasticity
rank-ordered probit regression, [R] asroprobit append,
ameans command, [R] ameans mi subcommand, [MI] mi append
American Standard Code for Information Interchange, putdocx subcommand, [P] putdocx
see ASCII append command, [D] append, [U] 22 Combining
A.N() function, [M-5] AssociativeArray( ) datasets
analysis of covariance, [R] anova, [U] 26.3.1 ANOVA append variable, [D] append
and ANCOVA appending data, [D] append, [MI] mi append,
analysis of variance, [PSS] power, [PSS] power [U] 22 Combining datasets
oneway, [PSS] power twoway, [PSS] Glossary, appending rows and columns to matrix, [P] matrix
[R] anova, [R] contrast, [R] icc, [R] loneway, define
[R] oneway, [U] 26.3.1 ANOVA and ANCOVA
apply recording, [G-2] graph play
Kruskal–Wallis, [R] kwallis
approximating Euclidean distances, [MV] mds
plots, [R] marginsplot postestimation
repeated measures, [PSS] power repeated, A.put() function, [M-5] AssociativeArray( )
[R] anova, [U] 26.3.1 ANOVA and ANCOVA
AR, see autoregressive
analysis step, [MI] intro substantive, [MI] mi estimate,
arbitrary pattern of missing values, [MI] mi impute
also see estimation
chained, [MI] mi impute mvn, [MI] Glossary,
analysis time, [ST] Glossary, [TE] Glossary also see pattern of missingness
analysis-of-variance test of normality, [R] swilk arccosine, arcsine, and arctangent functions,
analytic weight, [U] 11.1.6 weight, [FN] Trigonometric functions
[U] 20.24.2 Analytic weights ARCH, see autoregressive conditional heteroskedasticity
anchoring, see constraints, normalization arch command, [TS] arch, [TS] arch postestimation
ANCOVA, see analysis of covariance
Subject index 209
Archival Federal Reserve Economic Data, reading data as error, display directive, [P] display
from, [D] import fred as input, display directive, [P] display
Archival FRED, see Archival Federal Reserve Economic as result, display directive, [P] display
Data, reading data from as text, display directive, [P] display
archlm, estat subcommand, [R] regress as txt, display directive, [P] display
postestimation time series asarray() function, [M-5] asarray( )
area data, [SP] intro 3, [SP] intro 4, [SP] intro 5, asarray contains() function, [M-5] asarray( )
[SP] intro 6 asarray contents() function, [M-5] asarray( )
cross-sectional, [SP] spset asarray create() function, [M-5] asarray( )
panel, [SP] spset asarray elements() function, [M-5] asarray( )
with shapefiles, rules for working with, [SP] intro 4 asarray first() function, [M-5] asarray( )
area, graph twoway subcommand, [G-2] graph asarray key() function, [M-5] asarray( )
twoway area
asarray keys() function, [M-5] asarray( )
area under the curve, [R] lroc, also see pharmacokinetic
asarray next() function, [M-5] asarray( )
data, also see receiver operating characteristic
analysis asarray notfound() function, [M-5] asarray( )
areal data, [SP] intro, [SP] Glossary, also see area data asarray remove() function, [M-5] asarray( )
areas, [G-4] colorstyle, [SP] intro 1, [SP] intro 2, ascategory() option, [G-2] graph bar, [G-2] graph
[SP] Glossary, also see fill, areas, dimming and box, [G-2] graph dot
brightening, also see fill, color, setting ASCII, [D] unicode, [D] unicode translate,
areastyle, [G-4] areastyle [ I ] Glossary
areg command, [R] areg, [R] areg postestimation codes, [M-5] ascii( )
A.reinit() function, [M-5] AssociativeArray( ) encoding conversion, [D] unicode convertfile,
[D] unicode translate
Arellano–Bond, [XT] xtdpd, [XT] xtdpdsys
ascii() function, [M-5] ascii( )
estimator, [XT] xtabond, [XT] Glossary
asclogit command, [R] asclogit, [R] asclogit
Arellano–Bover estimator, [XT] xtdpd, [XT] xtdpdsys
postestimation
A.remove() function, [M-5] AssociativeArray( )
ASF, see average structural function
ARFIMA, see autoregressive fractionally integrated
asin() function, [FN] Trigonometric functions,
moving-average model
[M-5] sin( )
arfima command, [TS] arfima, [TS] arfima
asinh() function, [FN] Trigonometric functions,
postestimation
[M-5] sin( )
arg() function, [M-5] sin( )
asis, display directive, [P] display
args command, [P] syntax
asis print color mapping, [G-2] set printcolor
args() function, [M-5] args( )
ASM, see average structural mean
arguments,
asmixlogit command, [R] asmixlogit, [R] asmixlogit
program, [M-2] declarations, [M-6] Glossary postestimation
values returned in, [M-1] returnedargs asmprobit command, [R] asmprobit, [R] asmprobit
varying number, [M-2] optargs, [M-5] args( ) postestimation
ARIMA, see autoregressive integrated moving-average ASP, see average structural probability
model aspect ratio, [G-3] aspect option
arima command, [TS] arima, [TS] arima changing, [G-2] graph display
postestimation
controlling, [G-2] graph combine
arithmetic operators, [M-2] op arith, [M-2] op colon,
asroprobit command, [R] asroprobit, [R] asroprobit
[P] matrix define, [U] 13.2.1 Arithmetic
postestimation
operators
assert command, [D] assert
ARMA, see autoregressive moving average
assert() function, [M-5] assert( )
ARMAX, see autoregressive moving average with
exogenous inputs asserteq() function, [M-5] assert( )
aroots, estat subcommand, [TS] estat aroots assignment, class, [P] class
array, [M-6] Glossary assignment operator, [M-2] op assignment
arrays, class, [P] class association test, [R] correlate, [R] epitab,
[R] spearman, [R] tabulate twoway,
.Arrdropall built-in class modifier, [P] class
[R] tetrachoric, [SVY] svy: tabulate twoway
.Arrdropel built-in class modifier, [P] class
association, measures of, [R] tabulate twoway
.arrindexof built-in class function, [P] class
associative arrays, [M-5] asarray( ),
.arrnels built-in class function, [P] class [M-5] AssociativeArray( )
arrows, [G-2] graph twoway pcarrow AssociativeArray() function,
.Arrpop built-in class modifier, [P] class [M-5] AssociativeArray( )
.Arrpush built-in class modifier, [P] class
210 Subject index
asymmetric power autoregressive conditional autoregressive, continued

heteroskedasticity, [TS] arch conditional heteroskedasticity
asymmetry, see skewness effects, [TS] arch
asymptotic distribution free, [SEM] intro 4, effects, testing for, [R] regress postestimation
[SEM] methods and formulas for sem, time series
[SEM] Glossary model, [TS] arch, [TS] arch postestimation,
asyvars option, [G-2] graph bar, [G-2] graph box, [TS] Glossary, also see multivariate GARCH
[G-2] graph dot model
at risk, [ST] Glossary test, [R] regress postestimation time series
atan() function, [FN] Trigonometric functions, errors, [SP] intro 1, [SP] Glossary
[M-5] sin( ) fractionally integrated moving-average model,
atan2() function, [FN] Trigonometric functions, [TS] arfima, [TS] arfima postestimation,
[M-5] sin( ) [TS] estat acplot, [TS] psdensity, [TS] Glossary
atanh() function, [FN] Trigonometric functions, integrated moving-average model, [TS] arima,
[M-5] sin( ) [TS] arima postestimation, [TS] estat acplot,
ATE, see average treatment effect [TS] estat aroots, [TS] psdensity, [TS] Glossary
ATET, see average treatment effect on treated model, [TS] dfactor, [TS] estat acplot,
at-risk table, [ST] sts graph [TS] mswitch, [TS] psdensity, [TS] sspace,
attributable fraction, [R] epitab, [ST] Glossary [TS] threshold, [TS] ucm
attributable proportion, [R] epitab models, [SP] intro 1, [SP] Glossary
attributes, [SP] Glossary moving average, [TS] arch, [TS] arfima,
AUC, also see area under the curve [TS] arima, [TS] sspace, [TS] ucm,
augmented [TS] Glossary
component-plus-residual plot, [R] regress moving average with exogenous inputs, [TS] arfima,
postestimation diagnostic plots [TS] arima, [TS] dfactor, [TS] sspace,
[TS] ucm, [TS] Glossary
inverse-probability weighting, [TE] teffects intro,
[TE] teffects intro advanced, [TE] teffects aipw, process, [DSGE] Glossary, [TS] Glossary,
[TE] Glossary [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
[XT] Glossary
partial residual plot, [R] regress postestimation
diagnostic plots autotabgraphs, set subcommand, [R] set
regression, see imputation, perfect prediction available area, [G-3] region options
Author Support Program, [U] 3.7.2 For authors available-case analysis, [MI] intro substantive
auto.dta, [U] 1.2.2 Example datasets A.val() function, [M-5] AssociativeArray( )
autocode() function, [FN] Programming functions, average
[U] 25.1.2 Converting continuous variables to marginal effects, [R] margins, [R] marginsplot
categorical variables partial effects (APEs), [R] margins, [R] marginsplot
autocorrelation, [BAYES] intro, [BAYES] bayesian predictions, [R] margins, [R] marginsplot
commands, [BAYES] bayesmh, RVI, [MI] mi estimate, [MI] Glossary
[BAYES] bayesgraph, [BAYES] bayesstats structural function, [ERM] Glossary
ess, [R] regress postestimation time series, structural mean, [ERM] Glossary
[TS] arch, [TS] arfima, [TS] arima, structural probability, [ERM] Glossary
[TS] corrgram, [TS] dfactor, [TS] estat treatment effect, [ERM] Glossary, [TE] eteffects,
acplot, [TS] newey, [TS] prais, [TS] psdensity, [TE] teffects intro, [TE] teffects intro
[TS] sspace, [TS] ucm, [TS] var, [TS] varlmar, advanced, [TE] teffects aipw, [TE] teffects ipw,
[TS] Glossary, also see HAC variance estimate [TE] teffects ipwra, [TE] teffects multivalued,
dynamic model, [XT] xtabond, [XT] xtdpd, [TE] teffects nnmatch, [TE] teffects psmatch,
[XT] xtdpdsys [TE] teffects ra, [TE] Glossary
residual, [XT] xtgee, [XT] xtgls, [XT] xtpcse, comparing, [TE] teffects intro advanced
[XT] xtregar survival time, [TE] stteffects intro,
test, [XT] xtabond, [XT] xtabond postestimation, [TE] stteffects ipw, [TE] stteffects ipwra,
[XT] xtdpd postestimation, [XT] xtdpdsys, [TE] stteffects ra, [TE] stteffects wra
[XT] xtdpdsys postestimation treatment effect on treated, [ERM] Glossary,
autocorrelation test, [TS] Glossary [TE] teffects intro, [TE] teffects intro
autocovariance, [TS] arfima, [TS] arima, advanced, [TE] teffects ipw, [TE] teffects
[TS] corrgram, [TS] estat acplot, [TS] psdensity ipwra, [TE] teffects multivalued, [TE] teffects
automatic print color mapping, [G-2] set printcolor nnmatch, [TE] teffects psmatch, [TE] teffects
Automation, [P] automation ra, [TE] Glossary
autoregressive, [TS] arch, [TS] arfima, [TS] arima, comparing, [TE] teffects intro advanced
[TS] dfactor, [TS] sspace, [TS] ucm
Subject index 211
average, continued balanced, continued

survival time, [TE] stteffects intro, design, [PSS] power twomeans, [PSS] power
[TE] stteffects ipw, [TE] stteffects ipwra, twoproportions, [PSS] power twovariances,
[TE] stteffects ra, [TE] stteffects wra [PSS] power twocorrelations, [PSS] power
treatment effect on untreated, [ERM] Glossary oneway, [PSS] power twoway, [PSS] power
treatment effects, [ERM] intro 5 repeated, [PSS] power cmh, [PSS] power trend,
averagelinkage, [PSS] power exponential, [PSS] power logrank,
clustermat subcommand, [MV] cluster linkage [PSS] unbalanced designs, [PSS] Glossary
cluster subcommand, [MV] cluster linkage repeated replication, [SVY] brr options,
[SVY] svy brr, [SVY] variance estimation,
average-linkage clustering, [MV] cluster,
[SVY] Glossary
[MV] clustermat, [MV] cluster linkage,
[MV] Glossary repeated replication standard errors, [SVY] svy brr,
averages, see means
band-pass filters, [TS] tsfilter bk, [TS] tsfilter cf,
avplot and avplots commands, [R] regress
[TS] Glossary
postestimation diagnostic plots
bar
[aweight=exp] modifier, [U] 11.1.6 weight,
[U] 20.24.2 Analytic weights graph subcommand, [G-2] graph bar
axes graph twoway subcommand, [G-2] graph twoway
bar
multiple scales, [G-3] axis choice options
bar charts, [G-2] graph bar
setting offset between and plot region,
[G-3] region options barbsize option, [G-2] graph twoway pcarrow
suppressing, [G-3] axis scale options barlook options, [G-3] barlook options
axis bars
labeling, [G-3] axis label options, labeling, [G-3] blabel option
[G-3] axis options look of, [G-3] barlook options
line, look of, [G-3] axis scale options, Bartlett scoring, [MV] factor postestimation
[G-3] cat axis label options, Bartlett’s
[G-3] cat axis line options bands, [TS] corrgram
log, [G-3] axis scale options periodogram test, [TS] wntestb
overall look, [G-4] axisstyle test for equal variances, [R] oneway
range, [G-3] axis scale options base
reversed, [G-3] axis scale options conversion, [M-5] inbase( )
scale, [G-3] axis options, level, [U] 11.4.3 Factor variables
[G-3] axis scale options plottypes, [G-3] advanced options
selection of, [G-3] axis choice options base, fvset subcommand, [R] fvset
suppressing, [G-3] axis scale options BASE directory, [P] sysdir, [U] 17.5 Where does Stata
ticking, [G-3] axis label options look for ado-files?
titling, [G-3] axis options, baseline, [ST] Glossary
[G-3] axis title options comparisons, [SEM] estat gof, [SEM] example 4
suppressing, [G-3] axis title options dataset, [ST] stbase
axisstyle, [G-4] axisstyle hazard and survivor functions, [ST] stcox, [ST] stcox
PH-assumption tests, [ST] stcrreg
B model, [SEM] estat gof, [SEM] example 4,
b[], [U] 13.5 Accessing coefficients and standard [SEM] methods and formulas for sem,
errors [SEM] Glossary
b1title() option, [G-3] title options baseline suboption, [G-4] alignmentstyle
b2title() option, [G-3] title options basis, orthonormal, [P] matrix svd
backed up message, [R] maximize batch means, [BAYES] bayesmh, [BAYES] bayesstats
background color, [G-4] schemes intro summary, [BAYES] Glossary
setting, [G-3] region options Battese–Coelli parameterization, [XT] xtfrontier
balance Baxter–King filter, [TS] tsfilter, [TS] tsfilter bk
standardized differences, [TE] tebalance summarize Bayes factor, [BAYES] intro, [BAYES] bayesian
variance ratios, [TE] tebalance summarize commands, [BAYES] bayesmh,
[BAYES] bayesstats ic, [BAYES] Glossary
balance, tebalance subcommand, [TE] tebalance
box, [TE] tebalance density, [TE] tebalance bayes prefix command, [BAYES] bayes
overid, [TE] tebalance summarize Bayes’s rule, [BAYES] intro, [BAYES] bayesmh,
balanced, [SP] spbalance [BAYES] Glossary, see Bayes’s theorem
data, [SP] Glossary, [XT] Glossary Bayes’s theorem, [MV] Glossary
212 Subject index
bayes: betareg command, [BAYES] bayes: betareg bayes: zip command, [BAYES] bayes: zip
bayes: binreg command, [BAYES] bayes: binreg bayesgraph
bayes: biprobit command, [BAYES] bayes: biprobit command, [BAYES] bayesgraph
bayes: clogit command, [BAYES] bayes: clogit matrix command, [BAYES] bayesgraph
bayes: cloglog command, [BAYES] bayes: cloglog Bayesian
bayes: fracreg command, [BAYES] bayes: fracreg analysis, [BAYES] intro, [BAYES] bayesian
bayes: glm command, [BAYES] bayes: glm commands, [BAYES] bayes, [BAYES] bayesmh,
bayes: gnbreg command, [BAYES] bayes: gnbreg [BAYES] bayesian postestimation,
bayes: heckman command, [BAYES] bayes: heckman [BAYES] bayesgraph, [BAYES] bayesstats,
bayes: heckoprobit command, [BAYES] bayesstats ess, [BAYES] bayesstats
[BAYES] bayes: heckoprobit ic, [BAYES] bayesstats summary,
[BAYES] bayestest, [BAYES] bayestest interval,
bayes: heckprobit command,
[BAYES] bayestest model, [BAYES] Glossary,
[BAYES] bayes: heckprobit
[U] 26.30 Bayesian analysis
bayes: hetprobit command,
concepts, [BAYES] intro, [BAYES] bayesmh,
[BAYES] bayes: hetprobit
[MI] intro substantive
bayes: hetregress command,
estimation, [BAYES] bayesian commands,
[BAYES] bayes: hetregress
[BAYES] bayesian estimation, [BAYES] bayes,
bayes: intreg command, [BAYES] bayes: intreg [BAYES] bayesmh, [BAYES] bayesmh
bayes: logistic command, [BAYES] bayes: logistic evaluators, [BAYES] bayesstats ic,
bayes: logit command, [BAYES] bayes: logit [BAYES] Glossary
bayes: mecloglog command, feasible initial values, [BAYES] bayesmh
[BAYES] bayes: mecloglog evaluators, [BAYES] Glossary
bayes: meglm command, [BAYES] bayes: meglm user-defined evaluators, [BAYES] bayesmh
bayes: meintreg command, evaluators
[BAYES] bayes: meintreg graphical summaries, [BAYES] bayesian
bayes: melogit command, [BAYES] bayes: melogit commands, [BAYES] bayesian postestimation,
bayes: menbreg command, [BAYES] bayes: menbreg [BAYES] bayesgraph
bayes: meologit command, hypothesis testing, [BAYES] bayesian commands,
[BAYES] bayes: meologit [BAYES] bayesian postestimation,
bayes: meoprobit command, [BAYES] bayestest, [BAYES] Glossary
[BAYES] bayes: meoprobit interval, [BAYES] bayesian postestimation,
bayes: mepoisson command, [BAYES] bayestest interval
[BAYES] bayes: mepoisson model, [BAYES] bayesian postestimation,
bayes: meprobit command, [BAYES] bayestest model
[BAYES] bayes: meprobit information criterion, [BAYES] intro,
bayes: mestreg command, [BAYES] bayes: mestreg [BAYES] bayesmh, [BAYES] bayesstats ic,
bayes: metobit command, [BAYES] bayes: metobit [BAYES] Glossary, [R] BIC note, [R] estat,
bayes: mixed command, [BAYES] bayes: mixed [R] estat ic, [R] estimates stats, [R] glm,
bayes: mlogit command, [BAYES] bayes: mlogit [R] lrtest, [SEM] estat gof, [SEM] estat
lcgof, [SEM] example 4, [SEM] example 51g,
bayes: mprobit command, [BAYES] bayes: mprobit
[SEM] methods and formulas for sem
bayes: mvreg command, [BAYES] bayes: mvreg
model comparison, [BAYES] bayesian commands,
bayes: nbreg command, [BAYES] bayes: nbreg
[BAYES] bayesmh, [BAYES] bayesian
bayes: ologit command, [BAYES] bayes: ologit postestimation, [BAYES] bayesstats,
bayes: oprobit command, [BAYES] bayes: oprobit [BAYES] bayesstats ic, [BAYES] bayestest,
bayes: poisson command, [BAYES] bayes: poisson [BAYES] bayestest model, [BAYES] Glossary
bayes: probit command, [BAYES] bayes: probit model parameters, [BAYES] bayesian
bayes: regress command, [BAYES] bayes: regress commands, [BAYES] bayesmh evaluators,
bayes: streg command, [BAYES] bayes: streg [BAYES] bayesian postestimation,
bayes: tnbreg command, [BAYES] bayes: tnbreg [BAYES] bayesstats, [BAYES] Glossary
bayes: tobit command, [BAYES] bayes: tobit postestimation, [BAYES] bayesian commands,
bayes: tpoisson command, [BAYES] bayes: tpoisson [BAYES] bayesian postestimation,
bayes: truncreg command, [BAYES] bayesgraph, [BAYES] bayesstats,
[BAYES] bayes: truncreg [BAYES] bayesstats ess, [BAYES] bayesstats
bayes: zinb command, [BAYES] bayes: zinb ic, [BAYES] bayesstats summary,
[BAYES] bayestest, [BAYES] bayestest interval,
bayes: zioprobit command,
[BAYES] bayestest model
[BAYES] bayes: zioprobit
prefix command, [BAYES] bayes
Subject index 213
Bayesian, continued Bentler–Weeks matrices, [SEM] intro 7, [SEM] estat

regression, [BAYES] bayes, [BAYES] bayesmh, framework, [SEM] example 11, [SEM] Glossary
[BAYES] bayesmh evaluators Bentler’s invariant pattern simplicity rotation,
beta, [BAYES] bayes: betareg [MV] rotate, [MV] rotatemat, [MV] Glossary
binomial family, [BAYES] bayes: binreg Berndt–Hall–Hall–Hausman algorithm,
bivariate probit, [BAYES] bayes: biprobit [M-5] moptimize( ), [M-5] optimize( ), [R] ml
complementary log-log, [BAYES] bayes: cloglog beta, see β
fractional response, [BAYES] bayes: fracreg coefficients, [R] regress
generalized linear, [BAYES] bayes: glm density,
generalized negative binomial, central, [FN] Statistical functions
[BAYES] bayes: gnbreg noncentral, [FN] Statistical functions
Heckman selection, [BAYES] bayes: heckman distribution,
heteroskedastic linear, cumulative, [FN] Statistical functions
[BAYES] bayes: hetregress cumulative noncentral, [FN] Statistical functions
heteroskedastic probit, [BAYES] bayes: hetprobit inverse cumulative, [FN] Statistical functions
interval, [BAYES] bayes: intreg inverse cumulative noncentral, [FN] Statistical
linear, [BAYES] bayes: regress functions
logistic and logit, [BAYES] bayes: logistic, inverse reverse cumulative, [FN] Statistical
[BAYES] bayes: logit functions
multivariate, [BAYES] bayes: mvreg reverse cumulative, [FN] Statistical functions
negative binomial, [BAYES] bayes: nbreg function,
ordered logistic and logit, [BAYES] bayes: ologit complement to incomplete, [FN] Statistical
ordered probit, [BAYES] bayes: oprobit functions
parametric survival, [BAYES] bayes: streg incomplete, [FN] Statistical functions,
Poisson, [BAYES] bayes: poisson [M-5] normal( )
probit, [BAYES] bayes: probit regression, [R] betareg, [SVY] svy estimation,
tobit, [BAYES] bayes: tobit [U] 26.5 Fractional outcomes
truncated, [BAYES] bayes: truncreg betaden() function, [FN] Statistical functions,
[M-5] normal( )
zero-inflated ordered probit,
[BAYES] bayes: zioprobit betareg command, [R] betareg, [R] betareg
postestimation
sensitivity analysis, [BAYES] bayesmh,
[BAYES] bayesstats ic between estimators, [XT] xtivreg, [XT] xtreg,
[XT] Glossary
summary statistics, [BAYES] bayesian commands,
[BAYES] bayesmh, [BAYES] bayesian between matrix, [MV] Glossary
postestimation, [BAYES] bayesstats, between–within DDF, see denominator degrees of
[BAYES] bayesstats summary freedom, repeated
bayesmh command, [BAYES] bayesmh between-cell means and variances, [XT] xtdescribe,
bayesstats [XT] xtsum
command, [BAYES] bayesstats between-group variance, [PSS] power oneway
ess command, [BAYES] bayesstats between-imputation variability, [MI] mi estimate,
[MI] mi predict
ic command, [BAYES] bayesstats
between-subjects
summary command, [BAYES] bayesstats
design, [PSS] power oneway, [PSS] power twoway,
bayestest
[PSS] power repeated, [PSS] Glossary
interval command, [BAYES] bayestest interval
factor, [PSS] power repeated, [PSS] Glossary
model command, [BAYES] bayestest model
variance, [PSS] power repeated
bcal
BFGS algorithm, see Broyden–Fletcher–Goldfarb–
check command, [D] bcal Shanno algorithm
create command, [D] bcal bgodfrey, estat subcommand, [R] regress
describe command, [D] bcal postestimation time series
dir command, [D] bcal BHHH algorithm, see Berndt–Hall–Hall–Hausman
load command, [D] bcal algorithm
BCC, see boundary characteristic curve bias corrected and accelerated, [R] bootstrap
bcskew0 command, [R] lnskew0 postestimation, [R] bstat
begin, BIC, see Bayesian information criterion
putdocx subcommand, [P] putdocx Bickenböller test statistic, [R] symmetry
putpdf subcommand, [P] putpdf bin() option, [G-2] graph twoway histogram
Bentler–Raykov squared multiple-correlation coefficient,
[SEM] estat eqgof
214 Subject index
binary biweight kernel function, [R] kdensity, [R] lpoly,

0, [ I ] Glossary [R] qreg, [TE] tebalance density, [TE] tebalance
files, writing and reading, [P] file overid, [TE] teffects overlap
I/O, [M-5] bufio( ) biweight regression estimates, [R] rreg
item, [IRT] Glossary biyearly() function, [U] 25 Working with
operator, [M-6] Glossary categorical data and factor variables
outcome bk, tsfilter subcommand, [TS] tsfilter bk
model, [SEM] intro 5, [SEM] example 27g, blanks, removing from strings, [FN] String functions
[SEM] example 28g, [SEM] example 29g, block
[SEM] example 30g, [SEM] example 31g, diagonal covariance, [MV] mvtest covariances
[SEM] example 32g, [SEM] example 33g, diagonal matrix, [M-5] blockdiag( )
[SEM] example 34g, [SEM] example 50g, see exogeneity, [TS] vargranger
outcomes, binary blockdiag() function, [M-5] blockdiag( )
outcomes, [PSS] power blocking, [BAYES] intro, [BAYES] bayesian
string, [ I ] Glossary commands, [BAYES] bayes, [BAYES] bayesmh,
variable, [ERM] Glossary [BAYES] Glossary
variable imputation, see imputation, binary blog, see Stata Blog
binomial Blundell–Bond estimator, [XT] xtdpd, [XT] xtdpdsys
distribution, BLUPs, [ME] me, [ME] menl postestimation,
confidence intervals, [R] ci [ME] mixed, [ME] mixed postestimation,
cumulative, [FN] Statistical functions [ME] Glossary
inverse cumulative, [FN] Statistical functions bofd() function, [D] datetime business calendars,
inverse reverse cumulative, [FN] Statistical [FN] Date and time functions, [M-5] date( )
functions bold font, [G-4] text
reverse cumulative, [FN] Statistical functions Bonferroni’s multiple-comparison adjustment, see
family regression, [R] binreg multiple comparisons, Bonferroni’s method
probability mass function, [FN] Statistical functions bootstrap, [SEM] Glossary
probability test, [R] bitest estimation, [SVY] bootstrap options, [SVY] svy
test, [PSS] power oneproportion, [PSS] Glossary bootstrap, [SVY] variance estimation,
binomial() function, [FN] Statistical functions, [SVY] Glossary
[M-5] normal( ) bootstrap options, [SVY] bootstrap options
binomialp() function, [FN] Statistical functions, sampling and estimation, [P] postfile, [R] bootstrap,
[M-5] normal( ) [R] bsample, [R] bstat, [R] qreg, [R] rocreg,
binomialtail() function, [FN] Statistical functions, [R] simulate
[M-5] normal( ) standard errors, [R] vce option, [SVY] svy
binormal() function, [FN] Statistical functions, bootstrap, [SVY] variance estimation,
[M-5] normal( ) [XT] vce options
binreg command, [R] binreg, [R] binreg bootstrap prefix command, [R] bootstrap,
postestimation [R] bootstrap postestimation
bioequivalence test, [BAYES] bayesmh, [R] pk, bootstrap, estat subcommand, [R] bootstrap
[R] pkequiv postestimation
biopharmaceutical data, see pharmacokinetic data border, [SP] spmatrix create, [SP] Glossary
biplot, [MV] biplot, [MV] ca postestimation plots, border around plot region, suppressing,
[MV] Glossary [G-3] region options
biplot command, [MV] biplot borders
biprobit command, [R] biprobit, [R] biprobit misplacement of, [G-3] added text options
postestimation suppressing, [G-4] linestyle
biquartimax rotation, [MV] rotate, [MV] rotatemat, suppressing around plot region,
[MV] Glossary [G-3] region options
biquartimin rotation, [MV] rotate, [MV] rotatemat, Boston College archive, see Statistical Software
[MV] Glossary Components archive
bisection method, see iteration, bisection method bottom suboption, [G-4] alignmentstyle
bitest and bitesti commands, [R] bitest boundary
bitmap, [G-3] png options, [G-3] tif options characteristic curve, [IRT] irtgraph icc,
bivariate normal function, [FN] Statistical functions [IRT] Glossary
bivariate probit regression, [ERM] example 5, kernel, [ST] Glossary
[R] biprobit, [SVY] svy estimation solution, [MV] Glossary
Subject index 215
Box–Cox burn-between period, [MI] mi impute, [MI] mi impute

power transformations, [R] lnskew0 chained, [MI] mi impute mvn, [MI] Glossary
regression, [R] boxcox burn-in period, [BAYES] intro, [BAYES] bayesian
box, graph subcommand, [G-2] graph box commands, [BAYES] bayes, [BAYES] bayesmh,
Box M test, [MV] mvtest covariances [BAYES] bayesgraph, [BAYES] Glossary,
box plots, [G-2] graph box [MI] mi impute, [MI] mi impute chained,
[MI] mi impute mvn, [MI] Glossary
boxcox command, [R] boxcox, [R] boxcox
postestimation business calendars, [D] bcal, [D] datetime
business calendars, [D] datetime business
Box’s conservative epsilon, [R] anova
calendars creation, [M-5] date( ), [TS] intro,
break, [M-2] break [U] 24.7 Business dates and calendars
break command, [P] break business dates, see business calendars
Break key, [U] 9 The Break key, [U] 16.1.4 Error Butterworth filter, [TS] tsfilter, [TS] tsfilter bw
handling in do-files
bw, tsfilter subcommand, [TS] tsfilter bw
interception, [P] break, [P] capture
by() function, [P] byable
processing, [M-5] setbreakintr( )
by() option, [G-2] graph bar, [G-3] by option
breakkey() function, [M-5] setbreakintr( )
by(), use of legends with, [G-3] by option,
breakkeyreset() function, [M-5] setbreakintr( ) [G-3] clegend option, [G-3] legend options
Bree fictional location, [SP] intro 2 by varlist: prefix, [D] by, [P] byable, [U] 11.5 by
Breitung test, [XT] xtunitroot varlist: construct, [U] 13.7 Explicit
breitung, xtunitroot subcommand, [XT] xtunitroot subscripting, [U] 27.2 The by construct
Breusch–Godfrey test, [R] regress postestimation time byable(), [P] byable
series by-graphs, look of, [G-4] bystyle
Breusch–Pagan Lagrange multiplier test, [XT] xtreg by-groups, [D] by, [D] statsby, [P] byable, [U] 11.5 by
postestimation varlist: construct
Breusch–Pagan test, [MV] mvreg, [R] sureg byindex() function, [P] byable
Breusch–Pagan/Cook–Weisberg test for bylastcall() function, [P] byable
heteroskedasticity, [R] regress postestimation byn1() function, [P] byable
brier command, [R] brier byn2() function, [P] byable
Brier score decomposition, [R] brier bysort varlist: prefix, [D] by
broad type, [M-6] Glossary bystyle, [G-4] bystyle
browse command, [D] edit byte, [ I ] Glossary
browse, view subcommand, [R] view byte, [D] data types, [U] 12.2.2 Numeric storage
Broyden–Fletcher–Goldfarb–Shanno algorithm, types
[M-5] moptimize( ), [M-5] optimize( ), [R] ml byteorder() function, [FN] Programming functions,
Broyden–Powell method, [M-5] solvenl( ) [M-5] byteorder( )
BRR, see balanced repeated replication
brr options, [SVY] brr options
bsample command, [R] bsample C
bsqreg command, [R] qreg, [R] qreg postestimation
bstat command, [R] bstat C() function, [M-5] C( )
bstyle() option, [G-3] barlook options c() function, [M-5] c( )
bufbfmtisnum() function, [M-5] bufio( ) c() pseudofunction, [FN] Programming functions
bufbfmtlen() function, [M-5] bufio( ) c(adopath) c-class value, [P] creturn, [P] sysdir
bufbyteorder() function, [M-5] bufio( ) c(adosize) c-class value, [P] creturn, [P] sysdir
buffered I/O, [M-5] bufio( ) c(ALPHA) c-class value, [P] creturn
bufget() function, [M-5] bufio( ) c(alpha) c-class value, [P] creturn
bufio() function, [M-5] bufio( ) c(autotabgraphs) c-class value, [P] creturn
bufmissingvalue() function, [M-5] bufio( ) c(bit) c-class value, [P] creturn
bufput() function, [M-5] bufio( ) c(born date) c-class value, [P] creturn
build, ssd subcommand, [SEM] ssd c(byteorder) c-class value, [P] creturn
Builder (GUI), [SEM] Glossary c(cformat) c-class value, [P] creturn, [R] set cformat
building a graph, [G-1] graph intro c(changed) c-class value, [P] creturn
built-in, class, [P] class c(charlen) c-class value, [P] creturn
built-in variables, [U] 11.3 Naming conventions, C charts, [G-2] graph other
[U] 13.4 System variables ( variables) c(checksum) c-class value, [D] checksum, [P] creturn
bullet symbol, [G-4] text c(clevel) c-class value, [P] creturn
c(cmdlen) c-class value, [P] creturn
c(coeftabresults) c-class value, [P] creturn
216 Subject index
c(console) c-class value, [P] creturn c(maxfloat) c-class value, [P] creturn
c(copycolor) c-class value, [P] creturn c(maxint) c-class value, [P] creturn
c(current date) c-class value, [P] creturn c(maxiter) c-class value, [P] creturn
c(current time) c-class value, [P] creturn c(max k theory) c-class value, [P] creturn
c(dirsep) c-class value, [P] creturn c(maxlong) c-class value, [P] creturn
c(dockable) c-class value, [P] creturn c(max macrolen) c-class value, [P] creturn
c(dockingguides) c-class value, [P] creturn c(max matsize) c-class value, [P] creturn
c(doublebuffer) c-class value, [P] creturn c(max memory) c-class value, [D] memory,
c(dp) c-class value, [D] format, [P] creturn [P] creturn
c(dyndoc version) c-class value, [P] creturn c(max N theory) c-class value, [P] creturn
c(emptycells) c-class value, [P] creturn c(maxstrlvarlen) c-class value, [P] creturn
c(epsdouble) c-class value, [P] creturn c(maxstrvarlen) c-class value, [P] creturn
c(epsfloat) c-class value, [P] creturn c(maxvar) c-class value, [D] memory, [P] creturn
c(eqlen) c-class value, [P] creturn c(maxvlabellen) c-class value, [P] creturn
c(fastscroll) c-class value, [P] creturn c(max width theory) c-class value, [P] creturn
c(filedate) c-class value, [P] creturn c(memory) c-class value, [P] creturn
c(filename) c-class value, [P] creturn c(minbyte) c-class value, [P] creturn
c(flavor) c-class value, [P] creturn c(mindouble) c-class value, [P] creturn
c(fredkey) c-class value, [P] creturn c(minfloat) c-class value, [P] creturn
c(fvlabel) c-class value, [P] creturn c(minint) c-class value, [P] creturn
c(fvtrack) c-class value, [P] creturn c(minlong) c-class value, [P] creturn
c(fvwrap) c-class value, [P] creturn c(min matsize) c-class value, [P] creturn
c(fvwrapon) c-class value, [P] creturn c(min memory) c-class value, [D] memory,
c(graphics) c-class value, [P] creturn [P] creturn
c(haverdir) c-class value, [P] creturn c(mode) c-class value, [P] creturn
c(hostname) c-class value, [P] creturn c(Mons) c-class value, [P] creturn
c(httpproxy) c-class value, [P] creturn c(Months) c-class value, [P] creturn
c(httpproxyauth) c-class value, [P] creturn c(more) c-class value, [P] creturn, [P] more
c(httpproxyhost) c-class value, [P] creturn c(MP) c-class value, [P] creturn
c(httpproxyport) c-class value, [P] creturn c(N) c-class value, [P] creturn
c(httpproxypw) c-class value, [P] creturn c(namelenbyte) c-class value, [P] creturn
c(httpproxyuser) c-class value, [P] creturn c(namelenchar) c-class value, [P] creturn
c(include bitmap) c-class value, [P] creturn c(niceness) c-class value, [D] memory, [P] creturn
c(k) c-class value, [P] creturn c(noisily) c-class value, [P] creturn
c(level) c-class value, [P] creturn c(notifyuser) c-class value, [P] creturn
c(linegap) c-class value, [P] creturn c(odbcdriver) c-class value, [P] creturn
c(linesize) c-class value, [P] creturn c(odbcmgr) c-class value, [P] creturn
c(locale functions) c-class value, [P] creturn c(os) c-class value, [P] creturn
c(locale icudflt) c-class value, [P] creturn c(osdtl) c-class value, [P] creturn
c(locale ui) c-class value, [P] creturn c(pagesize) c-class value, [P] creturn
c(locksplitters) c-class value, [P] creturn c(pformat) c-class value, [P] creturn, [R] set cformat
c(logtype) c-class value, [P] creturn c(pi) c-class value, [P] creturn
c(lstretch) c-class value, [P] creturn c(pinnable) c-class value, [P] creturn
c(machine type) c-class value, [P] creturn c(playsnd) c-class value, [P] creturn
c(macrolen) c-class value, [P] creturn c(printcolor) c-class value, [P] creturn
c(matacache) c-class value, [P] creturn c(processors) c-class value, [P] creturn
c(matafavor) c-class value, [P] creturn c(processors lic) c-class value, [P] creturn
c(matalibs) c-class value, [P] creturn c(processors mach) c-class value, [P] creturn
c(matalnum) c-class value, [P] creturn c(processors max) c-class value, [P] creturn
c(matamofirst) c-class value, [P] creturn c(pwd) c-class value, [P] creturn
c(mataoptimize) c-class value, [P] creturn c(rc) c-class value, [P] capture, [P] creturn
c(matastrict) c-class value, [P] creturn c(reventries) c-class value, [P] creturn
c(matsize) c-class value, [P] creturn c(revkeyboard) c-class value, [P] creturn
c(maxbyte) c-class value, [P] creturn c(rmsg) c-class value, [P] creturn, [P] rmsg
c(max cmdlen) c-class value, [P] creturn c(rmsg time) c-class value, [P] creturn
c(maxdb) c-class value, [P] creturn c(rng) c-class value, [P] creturn
c(maxdouble) c-class value, [P] creturn c(rng current) c-class value, [P] creturn
Subject index 217
c(rngseed mt64s) c-class value, [P] creturn calendars, [D] bcal, [D] datetime business calendars,
c(rngstate) c-class value, [P] creturn, [R] set seed [D] datetime business calendars creation,
c(rngstream) c-class value, [P] creturn [TS] intro
c(scheme) c-class value, [P] creturn calibration, [IRT] Glossary
c(scrollbufsize) c-class value, [P] creturn Caliński and Harabasz index stopping rules,
c(SE) c-class value, [P] creturn [MV] cluster stop
c(searchdefault) c-class value, [P] creturn caller() pseudofunction, [FN] Programming
c(segmentsize) c-class value, [D] memory, functions
[P] creturn callersversion() function, [M-5] callersversion( )
c(sformat) c-class value, [P] creturn, [R] set cformat camat command, [MV] ca, [MV] ca postestimation,
c(showbaselevels) c-class value, [P] creturn, [R] set [MV] ca postestimation plots
showbaselevels Canberra dissimilarity measure, [MV] measure option
c(showemptycells) c-class value, [P] creturn, [R] set candisc command, [MV] candisc, [MV] discrim estat,
showbaselevels [MV] discrim qda postestimation
c(showomitted) c-class value, [P] creturn, [R] set canon command, [MV] canon, [MV] canon
showbaselevels postestimation
c(smallestdouble) c-class value, [P] creturn canonical
c(smoothfonts) c-class value, [P] creturn correlation analysis, [MV] Glossary
c(stata version) c-class value, [P] creturn correlations, [MV] canon, [MV] canon
c(sysdir base) c-class value, [P] creturn, [P] sysdir postestimation
c(sysdir oldplace) c-class value, [P] creturn, discriminant analysis, [MV] candisc, [MV] Glossary
[P] sysdir link, [ME] meglm, [ME] Glossary, [XT] Glossary
c(sysdir personal) c-class value, [P] creturn, loadings, [MV] canon, [MV] canon postestimation,
[P] sysdir [MV] Glossary
c(sysdir plus) c-class value, [P] creturn, [P] sysdir variate set, [MV] canon, [MV] canon
c(sysdir site) c-class value, [P] creturn, [P] sysdir postestimation, [MV] Glossary
c(sysdir stata) c-class value, [P] creturn, canontest, estat subcommand, [MV] discrim lda
[P] sysdir postestimation
c(timeout1) c-class value, [P] creturn capped spikes, [G-3] rcap options
c(timeout2) c-class value, [P] creturn caprojection command, [MV] ca postestimation
plots
c(tmpdir) c-class value, [P] creturn
caption() option, [G-3] title options
c(trace) c-class value, [P] creturn, [P] trace
capture command, [P] capture
c(tracedepth) c-class value, [P] creturn, [P] trace
carryover effects, [R] pk, [R] pkcross, [R] pkshape
c(traceexpand) c-class value, [P] creturn, [P] trace
case–cohort data, [ST] sttocc
c(tracehilite) c-class value, [P] creturn, [P] trace
case–control, [PSS] Glossary
c(traceindent) c-class value, [P] creturn, [P] trace
data, [R] clogit, [R] epitab, [R] logistic, [R] rocreg,
c(tracenumber) c-class value, [P] creturn, [P] trace
[R] symmetry, [ST] sttocc
c(tracesep) c-class value, [P] creturn, [P] trace
study, [PSS] power, [PSS] power mcc, [R] epitab
c(type) c-class value, [D] generate, [P] creturn
case I interval-censored data, [ST] stintreg,
c(update interval) c-class value, [P] creturn [ST] Glossary
c(update prompt) c-class value, [P] creturn case II interval-censored data, [ST] stintreg,
c(update query) c-class value, [P] creturn [ST] Glossary
c(username) c-class value, [P] creturn casement displays, [G-3] by option
c(userversion) c-class value, [P] creturn casewise deletion, [D] egen, [P] mark, also see listwise
c(varabbrev) c-class value, [P] creturn deletion
c(varkeyboard) c-class value, [P] creturn cat command, [D] type
c(version) c-class value, [P] creturn, [P] version cat() function, [M-5] cat( )
c(Wdays) c-class value, [P] creturn categorical, also see factor variables
c(Weekdays) c-class value, [P] creturn axis, look of
c(width) c-class value, [P] creturn labels, [G-3] cat axis label options
CA, see correspondence analysis line, [G-3] cat axis line options
ca command, [MV] ca, [MV] ca postestimation, contrasts after anova, [R] contrast
[MV] ca postestimation plots covariates, [R] anova
cabiplot command, [MV] ca postestimation plots data, [D] egen, [D] recode, [MV] ca, [MV] manova,
calculator, [R] display [MV] mca, [R] epitab, [SVY] svy
estimation, [SVY] svy: tabulate oneway,
[SVY] svy: tabulate twoway
218 Subject index
categorical, continued censored, [ERM] Glossary, [ST] Glossary,

data, agreement, measures for, [R] kappa [TE] Glossary
graphs, [R] grmeanby, [R] spikeplot observations, [ERM] eintreg, [ERM] eoprobit,
item, [IRT] Glossary [ERM] eprobit, [ERM] eregress,
latent variable, [FMM] Glossary, [SEM] Glossary [ERM] example 1c, [FMM] fmm: intreg,
outcomes, see outcomes, binary, see outcomes, [FMM] fmm: tobit, [MI] mi impute
categorical, see outcomes, ordinal, also see intreg, [MI] mi XXXset, [R] heckman,
outcomes, binary, also see outcomes, ordinal [R] heckoprobit, [R] heckprobit, [R] intreg,
[R] ivtobit, [R] tobit, [ST] st, [ST] stintreg, also
regression, also see outcomes subentry
see truncated observations
absorbing one categorical variable, [R] areg
Poisson regression, [R] cpoisson, [SVY] svy
tabulations, [R] table, [R] tabstat, [R] tabulate estimation
oneway, [R] tabulate twoway, [R] tabulate,
censored-normal regression, see interval regression
summarize()
censoring, [ERM] Glossary, [PSS] power trend,
variable creation, [R] tabulate oneway, [R] xi
[PSS] power cox, [PSS] power exponential,
variable imputation, see imputation, categorical [PSS] power logrank, see imputation, interval-
variables, [ERM] Glossary, [U] 25.1.2 Converting censored data
continuous variables to categorical variables census, [SVY] Glossary
category data, [SVY] survey, [SVY] direct standardization,
boundary curve, see boundary characteristic curve [SVY] variance estimation
boundary location, [IRT] Glossary centered data, [MV] Glossary
characteristic curve, [IRT] irtgraph icc, centile command, [R] centile
[IRT] Glossary centiles, see percentiles
response function, [IRT] irtgraph icc, central posterior interval, see equal-tailed credible
[IRT] Glossary interval
Cauchy central tendency, measures of, see means, see medians
density, [FN] Statistical functions centroidlinkage,
distribution, clustermat subcommand, [MV] cluster linkage
cumulative, [FN] Statistical functions cluster subcommand, [MV] cluster linkage
inverse cumulative, [FN] Statistical functions centroid-linkage clustering, [MV] cluster,
inverse reverse cumulative, [FN] Statistical [MV] clustermat, [MV] cluster linkage,
functions [MV] Glossary
reverse cumulative, [FN] Statistical functions certainty strata, [SVY] estat
cauchy() function, [FN] Statistical functions, certainty units, [SVY] variance estimation
[M-5] normal( ) certifying data, [D] assert, [D] checksum, [D] count,
cauchyden() function, [FN] Statistical functions, [D] datasignature, [D] inspect, [MI] mi update,
[M-5] normal( ) [P] datasignature, [P] signestimationsample
cauchytail() function, [FN] Statistical functions, cf command, [D] cf
[M-5] normal( ) cf, tsfilter subcommand, [TS] tsfilter cf
cause-specific hazard, [ST] Glossary CFA, see confirmatory factor analysis
cc command, [R] epitab CFI, see comparative fit index
CCC, see category characteristic curve cformat, set subcommand, [R] set, [R] set cformat
ccc, mgarch subcommand, [TS] mgarch ccc cgraph, irf subcommand, [TS] irf cgraph
cchart command, [R] qc chained equations, see imputation, multivariate, chained
cci command, [R] epitab equations
c-class command, [P] creturn changeeol command, [D] changeeol
c-conformability, [M-2] op colon, [M-6] Glossary changing
CCT, see controlled clinical trial study data, see editing data
CD, see coefficient of determination directories, [D] cd
cd command, [D] cd char(#), display directive, [P] display
cd, net subcommand, [R] net char
Cdhms() function, [D] datetime, [FN] Date and time command, [U] 12.8 Characteristics
functions, [M-5] date( ) define command, [P] char
cdir, classutil subcommand, [P] classutil list command, [P] char
ceil() function, [FN] Mathematical functions, macro extended function, [P] macro
[M-5] trunc( )
rename command, [P] char
ceiling function, [FN] Mathematical functions
char() function, [FN] String functions, [M-5] ascii( )
cell means, [PSS] Glossary
cell-means model, [PSS] Glossary
Subject index 219
character chi-squared, continued

data, see string variables test for marginal homogeneity, [R] symmetry
variables, [D] infile (free format) test of independence, [R] epitab, [R] tabulate
characteristic roots, [M-5] eigensystem( ) twoway, [SVY] svy: tabulate twoway
characteristics, [P] char, [U] 12.8 Characteristics, Chms() function, [D] datetime, [FN] Date and time
[U] 18.3.6 Extended macro functions, functions, [M-5] date( )
[U] 18.3.13 Referring to characteristics choice models, [FMM] fmm: cloglog,
characters, [ I ] Glossary [FMM] fmm: glm, [FMM] fmm: logit,
charset, set subcommand, [P] smcl [FMM] fmm: mlogit, [FMM] fmm: ologit,
chdir command, [D] cd [FMM] fmm: oprobit, [FMM] fmm: probit,
chdir() function, [M-5] chdir( ) [ME] mecloglog, [ME] meglm, [ME] melogit,
[ME] meologit, [ME] meoprobit,
chdir() function, [M-5] chdir( )
[ME] meprobit, [ME] meqrlogit, [R] asclogit,
check, [R] asmixlogit, [R] asmprobit, [R] asroprobit,
bcal subcommand, [D] bcal [R] clogit, [R] cloglog, [R] exlogistic,
icd10 subcommand, [D] icd10 [R] glm, [R] heckoprobit, [R] heckprobit,
icd10cm subcommand, [D] icd10cm [R] hetprobit, [R] ivprobit, [R] logistic,
icd10pcs subcommand, [D] icd10pcs [R] logit, [R] mlogit, [R] mprobit, [R] nlogit,
icd9 subcommand, [D] icd9 [R] ologit, [R] oprobit, [R] probit, [R] rologit,
icd9p subcommand, [D] icd9p [R] scobit, [R] slogit, [R] suest, [XT] xtgee,
ml subcommand, [R] ml [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
checkestimationsample command, [XT] xtprobit, [XT] xtstreg
[P] signestimationsample Cholesky
checking data, [D] assert decomposition, [M-5] cholesky( ), [P] matrix define
checkpoint, [D] snapshot ordering, [TS] Glossary
checksum, set subcommand, [D] checksum, [R] set cholesky() function, [M-5] cholesky( )
checksum command, [D] checksum cholesky() function, [FN] Matrix functions,
checksums of data, [D] checksum, [D] datasignature, [M-5] cholesky( ), [P] matrix define
[P] datasignature, [P] signestimationsample cholinv() function, [M-5] cholinv( )
chi2() function, [FN] Statistical functions, cholinv() function, [M-5] cholinv( )
[M-5] normal( ) cholsolve() function, [M-5] cholsolve( )
chi2den() function, [FN] Statistical functions, cholsolve() function, [M-5] cholsolve( )
[M-5] normal( ) chop() function, [FN] Programming functions
chi2tail() function, [FN] Statistical functions, choropleth maps, [SP] intro 4, [SP] grmap,
[M-5] normal( ) [SP] Glossary
chi-squared Chow test, [R] anova, [R] contrast, [R] lrtest,
density, [FN] Statistical functions [TS] estat sbknown
distribution, Christiano–Fitzgerald filter, [TS] tsfilter, [TS] tsfilter cf
cumulative, [FN] Statistical functions churdle
cumulative noncentral, [FN] Statistical functions command, [R] churdle, [R] churdle postestimation
inverse cumulative, [FN] Statistical functions exponential command, [R] churdle
inverse cumulative noncentral, [FN] Statistical linear command, [R] churdle
functions CI, see confidence interval
inverse reverse cumulative, [FN] Statistical assumption, see conditional-independence
functions assumption
inverse reverse cumulative noncentral, ci
[FN] Statistical functions means command, [R] ci
noncentral, [FN] Statistical functions proportions command, [R] ci
reverse cumulative, [FN] Statistical functions variances command, [R] ci
reverse cumulative noncentral, [FN] Statistical CIF, see cumulative incidence function
functions cii
hypothesis test, [R] hausman, [R] lrtest, [R] sdtest, means command, [R] ci
[R] tabulate twoway, [R] test, [R] testnl proportions command, [R] ci
noncentrality parameter, [FN] Statistical functions variances command, [R] ci
probability and quantile plots, [G-2] graph other class
probability plot, [R] diagnostic plots definition, [P] class
quantile plot, [R] diagnostic plots instance, [P] class
test, [PSS] Glossary, [SEM] methods and formulas model, [FMM] Glossary
for sem probability, [FMM] Glossary
220 Subject index
class, continued clear, continued

programming, [M-6] Glossary, [P] class results command, [D] clear
programming utilities, [P] classutil rngstream command, [D] clear
class, [M-2] class clear,
class exit command, [P] class exit datasignature subcommand, [D] datasignature
classes, [M-2] class ereturn subcommand, [P] ereturn, [P] return
classfunctions, estat subcommand, [MV] discrim estimates subcommand, [P] estimates
lda postestimation estimates subcommand, [R] estimates store
classical scaling, [MV] Glossary forecast subcommandforecast subcommand,
classification, see cluster analysis, see discriminant [TS] forecast clear
analysis fvset subcommand, [R] fvset
data, see receiver operating characteristic analysis mata subcommand, [M-3] mata clear
function, [MV] discrim, [MV] discrim lda, ml subcommand, [R] ml
[MV] discrim lda postestimation, [MV] discrim postutil subcommand, [P] postfile
qda, [MV] discrim qda postestimation, putdocx subcommand, [P] putdocx
[MV] Glossary putexcel subcommand, [P] putexcel, [P] putexcel
interrater agreement, [R] kappa advanced
table, [MV] candisc, [MV] discrim, [MV] discrim putpdf subcommand, [P] putpdf
estat, [MV] discrim knn, [MV] discrim return subcommand, [P] return
knn postestimation, [MV] discrim lda,
serset subcommand, [P] serset
logistic, [MV] discrim logistic postestimation, sreturn subcommand, [P] program, [P] return
[MV] discrim qda, [MV] discrim qda timer subcommand, [P] timer
postestimation, [MV] Glossary, [R] estat clearing estimation results, [P] ereturn, [P] estimates,
classification [R] estimates store
classification, estat subcommand, [R] estat clearing memory, [D] clear
classification clegend() option, [G-3] clegend option,
.classmv built-in class function, [P] class [G-3] legend options
.classname built-in class function, [P] class clevel, set subcommand, [BAYES] set clevel, [R] set
classname() function, [M-5] eltype( ) clinical trial, [BAYES] bayesmh, [PSS] Glossary
classtable, estat subcommand, [MV] discrim clinically
estat, [MV] discrim knn postestimation, meaningful difference, [PSS] Glossary, also see δ
[MV] discrim lda postestimation, [MV] discrim meaningful effect, [PSS] Glossary, also see
logistic postestimation, [MV] discrim qda clinically meaningful difference
postestimation significance difference, see clinically meaningful
classutil difference
cdir command, [P] classutil significant difference, [PSS] Glossary
describe command, [P] classutil clip() function, [FN] Programming functions
dir command, [P] classutil Clock() function, [D] datetime, [D] datetime
drop command, [P] classutil translation, [FN] Date and time functions,
which command, [P] classutil [M-5] date( )
classwide variable, [P] class clock() function, [D] datetime, [D] datetime
clean, translation, [FN] Date and time functions,
icd10 subcommand, [D] icd10 [M-5] date( )
icd10cm subcommand, [D] icd10cm clock position, [G-4] clockposstyle
icd10pcs subcommand, [D] icd10pcs clock time, [TS] tsset
icd9 subcommand, [D] icd9 clockposstyle, [G-4] clockposstyle
icd9p subcommand, [D] icd9p clogit command, [R] bootstrap, [R] clogit, [R] clogit
postestimation, [R] exlogistic, [R] rologit
clear
cloglog command, [R] cloglog, [R] cloglog
* command, [D] clear
postestimation
ado command, [D] clear
cloglog() function, [FN] Mathematical functions,
all command, [D] clear [M-5] logit( )
command, [D] clear clonevar command, [D] clonevar
mata command, [D] clear close,
matrix command, [D] clear cmdlog subcommand, [R] log
option, [U] 11.2 Abbreviation rules file subcommand, [P] file
programs command, [D] clear close subcommand, [G-2] graph close
log subcommand, [R] log
Subject index 221
close graphs, [G-2] graph close cluster estimator of variance, [P] robust,
cls command, [R] cls [R] vce option, [XT] vce options
clstyle() option, [G-3] connect options alternative-specific
cluster, [SVY] survey, [SVY] svy estimation, conditional logit model, [R] asclogit
[SVY] svyset, [SVY] variance estimation, mixed logit regression, [R] asmixlogit
[SVY] Glossary multinomial probit regression, [R] asmprobit
cluster, [MV] cluster rank-ordered probit regression, [R] asroprobit
averagelinkage command, [MV] cluster linkage beta regression, [R] betareg
centroidlinkage command, [MV] cluster linkage censored Poisson regression, [R] cpoisson
completelinkage command, [MV] cluster linkage competing-risks regression, [ST] stcrreg
delete command, [MV] cluster programming complementary log-log regression, [R] cloglog
utilities Cox proportional hazards model, [ST] stcox
dendrogram command, [MV] cluster dendrogram exponential regression, hurdle, [R] churdle
dir command, [MV] cluster utility finite mixture models, [FMM] fmm
drop command, [MV] cluster utility fixed-effects models,
generate command, [MV] cluster generate linear, [XT] xtreg
kmeans command, [MV] cluster kmeans and Poisson, [XT] xtpoisson
kmedians fractional response regression, [R] fracreg
kmedians command, [MV] cluster kmeans and generalized linear models, [R] glm
kmedians for binomial family, [R] binreg
list command, [MV] cluster utility generalized method of moments, [R] gmm,
measures command, [MV] cluster programming [R] ivpoisson
utilities heckman selection model, [R] heckman
medianlinkage command, [MV] cluster linkage heckpoisson regression, [R] heckpoisson
notes command, [MV] cluster notes hurdle regression, [R] churdle
parsedistance command, [MV] cluster instrumental-variables regression, [R] ivregress
programming utilities
interval regression, [ERM] eintreg, [R] intreg
query command, [MV] cluster programming
linear dynamic panel-data models, [XT] xtabond,
utilities
[XT] xtdpd, [XT] xtdpdsys
rename command, [MV] cluster utility
linear regression, [R] regress
renamevar command, [MV] cluster utility
constrained, [R] cnsreg
set command, [MV] cluster programming utilities
heteroskedastic, [R] hetregress
singlelinkage command, [MV] cluster linkage
hurdle, [R] churdle
stop command, [MV] cluster stop
truncated, [R] truncreg
use command, [MV] cluster utility
with dummy-variable set, [R] areg
wardslinkage command, [MV] cluster linkage
logistic regression, [R] logistic, [R] logit, also see
waveragelinkage command, [MV] cluster linkage logit regression subentry
cluster analysis, [MV] cluster, [MV] cluster conditional, [R] clogit
dendrogram, [MV] cluster generate,
multinomial, [R] mlogit
[MV] cluster kmeans and kmedians,
[MV] cluster linkage, [MV] cluster stop, ordered, [R] ologit
[MV] cluster utility, [MV] Glossary, rank-ordered, [R] rologit
[U] 26.20 Multivariate analysis skewed, [R] scobit
dendrograms, [MV] cluster dendrogram stereotype, [R] slogit
dropping, [MV] cluster utility logit regression, [R] logit, also see logistic regression
hierarchical, [MV] cluster, [MV] clustermat, subentry
[MV] cluster linkage nested, [R] nlogit
kmeans, [MV] cluster kmeans and kmedians maximum likelihood estimation, [R] ml, [R] mlexp
kmedians, [MV] cluster kmeans and kmedians multilevel mixed-effects models, [ME] mecloglog,
listing, [MV] cluster utility [ME] meglm, [ME] meintreg, [ME] melogit,
notes, [MV] cluster notes [ME] menbreg, [ME] meologit,
programming, [MV] cluster programming
[ME] meprobit, [ME] mestreg, [ME] metobit,
subroutines, [MV] cluster programming
[ME] mixed
utilities
multinomial
renaming, [MV] cluster utility
logistic regression, [R] mlogit
stopping rules, [MV] cluster, [MV] cluster stop
probit regression, [R] mprobit
tree, [MV] cluster dendrogram, [MV] Glossary
using, [MV] cluster utility
222 Subject index
cluster estimator of variance, continued cluster estimator of variance, continued

negative binomial regression with endogenous covariates,
truncated, [R] nbreg Poisson regression, [R] ivpoisson
zero-inflated, [R] zinb probit model, [R] ivprobit
nonlinear tobit model, [R] ivtobit
least-squares estimation, [R] nl with endogenous regressors, instrumental-variables
systems of equations, [R] nlsur regression, [R] ivregress
ordered probit regression, [ERM] eoprobit zero-inflated
parametric survival models, [ST] stintreg, [ST] streg negative binomial regression, [R] zinb
Poisson regression, [R] poisson ordered probit regression, [R] zioprobit
censored, [R] cpoisson Poisson regression, [R] zip
truncated, [R] tpoisson cluster randomized design, [PSS] power, [PSS] power
with endogenous covariates, [R] ivpoisson onemean, cluster, [PSS] power twomeans,
zero-inflated, [R] zip cluster, [PSS] power oneproportion, cluster,
population-averaged models, [XT] xtgee [PSS] power twoproportions, cluster,
[PSS] power logrank, cluster, [PSS] Glossary,
complementary log-log, [XT] xtcloglog
[R] prtest, [R] ztest
logit, [XT] xtlogit
cluster randomized trial, see cluster randomized design
negative binomial, [XT] xtnbreg
cluster sampling, [P] robust, [ST] stcox, [ST] stintreg,
Poisson, [XT] xtpoisson [ST] streg, [R] bootstrap, [R] bsample,
probit, [XT] xtprobit [R] jackknife
Prais–Winsten and Cochrane–Orcutt regression, cluster size, [PSS] Glossary
[TS] prais clustered, [SEM] Glossary
probit regression, [ERM] eprobit, [ERM] eregress, clustering, see cluster analysis
[R] probit
clustermat, [MV] clustermat
bivariate, [R] biprobit
averagelinkage command, [MV] cluster linkage
heteroskedastic, [R] hetprobit
centroidlinkage command, [MV] cluster linkage
multinomial, [R] mprobit
completelinkage command, [MV] cluster linkage
ordered, [R] oprobit
medianlinkage command, [MV] cluster linkage
ordered Heckman selection model,
singlelinkage command, [MV] cluster linkage
[R] heckoprobit
stop command, [MV] cluster stop
with endogenous covariates, [R] ivprobit
wardslinkage command, [MV] cluster linkage
with sample selection, [R] heckprobit
waveragelinkage command, [MV] cluster linkage
zero-inflated ordered, [R] zioprobit
clusters, duplicating, [D] expandcl
random-effects models
cmdlog
complementary log-log, [XT] xtcloglog
close command, [R] log
linear, [XT] xtreg
command, [R] log, [U] 15 Saving and printing
logistic, [XT] xtlogit, [XT] xtologit
output—log files
parametric survival, [XT] xtstreg
off command, [R] log
Poisson, [XT] xtpoisson
on command, [R] log
probit, [XT] xtoprobit, [XT] xtprobit
using command, [R] log
structural equation modeling, [SEM] intro 8,
Cmdyhms() function, [D] datetime, [FN] Date and
[SEM] sem option method( )
time functions, [M-5] date( )
summary statistics,
cmh, power subcommand, [PSS] power cmh
mean, [R] mean
CMI assumption, see conditional mean independence
proportion, [R] proportion assumption
ratio, [R] ratio cmissing() option, [G-3] cline options,
total, [R] total [G-3] connect options
tobit model, [R] tobit cnsreg command, [R] cnsreg, [R] cnsreg
with endogenous covariates, [R] ivtobit postestimation
treatment-effects model, [TE] eteffects, Cochran–Armitage test, [PSS] power, [PSS] power
[TE] etpoisson, [TE] etregress trend, [PSS] Glossary
truncated Cochran–Mantel–Haenszel test, [PSS] power,
negative binomial regression, [R] tnbreg [PSS] power cmh, see Mantel–Haenszel test
Poisson regression, [R] tpoisson Cochrane–Orcutt regression, [TS] prais, [TS] Glossary
regression, [R] truncreg code
pages, [ I ] Glossary
point, [D] unicode encoding, [ I ] Glossary
Subject index 223
code, timing, [P] timer collinearity, continued

codebook command, [D] codebook retaining collinear variables, [R] estimation options,
coef[], [U] 13.5 Accessing coefficients and [R] orthog
standard errors variance inflation factors, [R] regress postestimation
coefficient alpha, [MV] alpha colmax() function, [M-5] minmax( )
coefficient of determination, [PSS] power, [PSS] power colmaxabs() function, [M-5] minmax( )
rsquared, [SEM] estat eqgof, [SEM] estat colmin() function, [M-5] minmax( )
ggof, [SEM] estat gof, [SEM] example 4, colminmax() function, [M-5] minmax( )
[SEM] example 21, [SEM] methods and colmissing() function, [M-5] missing( )
formulas for sem, [SEM] Glossary colnames macro extended function, [P] macro
coefficient of variation, [PSS] Glossary, [R] prtest, colnames, matrix subcommand, [P] matrix
[R] tabstat, [R] ztest, [SVY] estat rownames
coefficients (from estimation), colnfreeparms macro extended function, [P] macro
accessing, [P] ereturn, [P] matrix get, colnfreeparms() function, [FN] Matrix functions
[U] 13.5 Accessing coefficients and standard
colnlfs macro extended function, [P] macro
errors
colnonmissing() function, [M-5] missing( )
cataloging, [R] estimates
colnumb macro extended function, [P] macro
estimated linear combinations, see linear
combinations of estimators colnumb() function, [FN] Matrix functions,
[P] matrix define
linear combinations of, see linear combinations of
estimators colon operators, [M-2] op colon, [M-6] Glossary
nonlinear combinations of, see nonlinear color, [G-2] palette, [G-4] colorstyle
combinations of estimators background, [G-4] schemes intro
testing equality of, [R] test, [R] testnl dimming and brightening, [G-2] graph twoway
coeftabresults, set subcommand, [R] set histogram, [G-2] graph twoway kdensity,
[G-4] colorstyle
coefvector, forecast subcommand, [TS] forecast
coefvector foreground, [G-4] schemes intro
Cofc() function, [D] datetime, [FN] Date and time intensity adjustment, [G-2] graph twoway
functions, [M-5] date( ) histogram, [G-2] graph twoway kdensity,
[G-4] colorstyle
cofC() function, [D] datetime, [FN] Date and time
functions, [M-5] date( ) of bars, [G-3] barlook options
Cofd() function, [D] datetime, [FN] Date and time of connecting lines, [G-3] connect options
functions, [M-5] date( ) of markers, [G-3] marker options
cofd() function, [D] datetime, [FN] Date and time of pie slices, [G-2] graph pie
functions, [M-5] date( ) of text, [G-3] textbox options
cohort studies, [ST] ltable setting background and fill, [G-3] region options
cohort study, [PSS] intro, [PSS] power, color() option, [G-2] graph twoway histogram,
[PSS] Glossary, [R] epitab, [ST] stcox, [G-2] graph twoway kdensity
[ST] stptime, [ST] strate, [ST] sttocc color, palette subcommand, [G-2] palette
cointegration, [TS] fcast compute, [TS] fcast graph, colors, specifying in programs, [P] display
[TS] vec intro, [TS] vec, [TS] veclmar, colorstyle, [G-4] colorstyle
[TS] vecnorm, [TS] vecrank, [TS] vecstable, cols() function, [M-5] rows( )
[TS] Glossary colscalefactors() function, [M-5] equilrc( )
test, [XT] xtcointtest colshape() function, [M-5] rowshape( )
coleq macro extended function, [P] macro colsof macro extended function, [P] macro
coleq, matrix subcommand, [P] matrix rownames colsof() function, [FN] Matrix functions, [P] matrix
coleqnumb macro extended function, [P] macro define
coleqnumb() function, [FN] Matrix functions colsum() function, [M-5] sum( )
colfullnames macro extended function, [P] macro column(#), display directive, [P] display
collapse command, [D] collapse column of matrix, selecting, [M-5] select( )
collate() function, [M-5] sort( ) column stripes, [M-6] Glossary
collatorlocale() function, [FN] String functions column-join operator, [M-2] op join
collatorversion() function, [FN] String functions column-major order, [M-6] Glossary
collect statistics, [D] statsby columns in graphs, [PSS] Glossary
collfnames macro extended function, [P] macro columns of matrix,
collinear variables, removing, [P] rmcoll appending to, [P] matrix define
collinearity, names of, [P] ereturn, [P] matrix define, [P] matrix
display of omitted variables, [R] set showbaselevels rownames, [U] 14.2 Row and column names
handling by regress, [R] regress operators on, [P] matrix define
224 Subject index
colvarlist macro extended function, [P] macro compare command, [D] compare
colvector, [M-2] declarations, [M-6] Glossary compare, estat subcommand, [MV] procrustes
comb() function, [FN] Mathematical functions, postestimation
[M-5] comb( ) comparing two
combination step, [MI] intro substantive, [MI] mi files, [D] cf, [D] checksum
estimate, [MI] mi estimate using, [MI] mi variables, [D] compare
predict comparison
combinatorial function, [M-5] comb( ) group, see experimental group
combinatorials, calculating, [FN] Mathematical test between nested models, [R] nestreg
functions value, see alternative value
combine, graph subcommand, [G-2] graph combine compassdirstyle, [G-4] compassdirstyle
combining compatibility of Stata programs across releases,
data, [MI] mi add, [MI] mi append, [MI] mi merge [P] version
datasets, [D] append, [D] cross, [D] joinby, competing risks, [ST] stcrreg, [ST] Glossary
[D] merge, [U] 22 Combining datasets complementary
graphs, [G-2] graph combine log-log regression, [BAYES] bayes: mecloglog,
command [FMM] fmm: cloglog, [FMM] fmm: glm,
arguments, [P] gettoken, [P] syntax, [P] tokenize, [ME] mecloglog, [R] cloglog, [R] glm,
[U] 18.4 Program arguments [SEM] Glossary, [SVY] svy estimation,
language, [SEM] Glossary [XT] xtcloglog, [XT] xtgee
line, launching dialog box from, [R] db complete
parsing, [P] gettoken, [P] syntax, [P] tokenize, data, [MI] Glossary
[U] 18.4 Program arguments degrees of freedom for coefficients, [MI] mi
timings, [U] 8 Error messages and return codes estimate, [MI] Glossary
commands, observations, [MI] Glossary
abbreviating, [U] 11.2 Abbreviation rules complete-cases analysis, [MI] Glossary
aborting, [P] continue, [U] 9 The Break key, complete-data analysis, [MI] Glossary
[U] 10 Keyboard use completed data, [MI] Glossary
editing and repeating, [U] 10 Keyboard use completed-data analysis, [MI] intro substantive,
immediate, [U] 19 Immediate commands [MI] mi estimate, [MI] Glossary
repeating automatically, [D] by, [P] byable, completelinkage,
[P] continue, [P] foreach, [P] forvalues, clustermat subcommand, [MV] cluster linkage
[P] while cluster subcommand, [MV] cluster linkage
reviewing, [R] #review complete-linkage clustering, [MV] cluster,
unabbreviating names of, [P] unabcmd [MV] clustermat, [MV] cluster linkage,
commas, reading data separated by, [D] import [MV] Glossary
delimited, [D] infile (fixed format), [D] infile completely determined outcomes, [R] logit
(free format) complex, [M-2] declarations, [M-6] Glossary
comments, [M-2] comments component
adding to programs, [P] comments analysis, [MV] factor, [MV] pca, [MV] rotate,
in programs, do-files, etc., [U] 16.1.2 Comments [MV] rotatemat
and blank lines in loading plot, [MV] scoreplot
do-files, [U] 18.11.2 Comments and long lines plot, [MV] scoreplot
in ado-files scores, [MV] Glossary
with data, [D] notes component-plus-residual plot, [G-2] graph other,
common, estat subcommand, [MV] factor [R] regress postestimation diagnostic plots
postestimation components of PSS analysis
common factors, [MV] Glossary clinically meaningful difference, see clinically
common odds ratio, [PSS] power cmh, [PSS] Glossary meaningful difference
communality, [MV] factor, [MV] factor effect size, see δ
postestimation, [MV] Glossary power, see power
community-contributed additions, sample size, see sample-size
installing, [R] net, [R] ssc significance level, see significance level
searching for, [R] net search, [R] ssc statistical method, see test
commutation matrix, [M-5] Kmatrix( ) compound double quotes, [P] macro
comparative fit index, [SEM] estat gof, [SEM] methods compound symmetric
and formulas for sem correlation matrix, [MV] mvtest correlations
comparative scatterplot, [R] dotplot covariance matrix, [MV] mvtest covariances
Subject index 225
compound symmetry, [PSS] Glossary confidence interval, continued

compress command, [D] compress for hazard ratios, [ST] stcox, [ST] stintreg,
compress files, [D] zipfile [ST] streg
compute, fcast subcommand, [TS] fcast compute for incidence-rate ratios, [R] cpoisson,
Comrey’s tandem 1 and 2 rotations, [MV] rotate, [R] expoisson, [R] glm, [R] heckpoisson,
[MV] rotatemat, [MV] Glossary [R] nbreg, [R] poisson, [R] tnbreg, [R] tpoisson,
concat(), egen function, [D] egen [R] zinb, [R] zip, [ST] stir, [TE] etpoisson,
concatenating strings, [U] 13.2.2 String operators [XT] xtgee, [XT] xtnbreg, [XT] xtpoisson
concordance, estat subcommand, [ST] stcox for intragroup correlations, [R] loneway
postestimation for linear combinations, [SVY] svy postestimation
concordance measures, [ST] stcox postestimation for margins, [R] margins
concordant pairs, [PSS] power, [PSS] power for means, [R] ci, [R] ameans, [R] esize, [R] mean,
pairedproportions, [PSS] Glossary [R] ttest, [R] ztest
cond() function, [FN] Programming functions, for means and percentiles of survival time, [ST] stci
[M-5] cond( ) for medians and percentiles, [R] centile
condition number, [M-5] cond( ), [M-6] Glossary for odds and risk ratios, [R] epitab
condition statement, [P] if for odds ratios, [R] exlogistic, [R] glm, [R] logistic,
conditional [R] logit, [R] ologit, [R] scobit, [XT] xtcloglog,
conjugacy, see semiconjugate prior [XT] xtgee, [XT] xtlogit, [XT] xtologit,
[XT] xtstreg
fixed-effects model, [XT] Glossary
for proportions, [R] ci, [R] proportion
(fixed-effects) logistic regression, [SVY] svy
estimation for ratios, [R] ratio
hazard function, [ME] Glossary, [XT] Glossary for relative-risk ratios, [R] mlogit
hazard ratio, [ME] Glossary, [XT] Glossary for ROC area, [R] roccomp, [R] rocfit, [R] rocreg,
[R] roctab
imputation, see imputation, conditional
for ROC values, [R] rocregplot
independence, [IRT] Glossary
for standard deviations, [R] ci
logistic regression, [R] asclogit, [R] clogit,
[R] rologit, [R] slogit, [XT] xtlogit, for standardized mortality ratios, [R] dstdize,
[XT] xtologit, [XT] xtstreg [ST] stptime, [ST] strate
marginal effects, [R] margins, [R] marginsplot for subhazard ratios, [ST] stcrreg
margins, [R] margins, [R] marginsplot for survival rates, [ST] ltable
mean, [DSGE] Glossary, [ERM] Glossary, for survivor function, [ST] sts list
[TE] Glossary for tabulated proportions, [SVY] svy: tabulate
mean independence assumption, [TE] teffects intro twoway
advanced for totals, [R] total
normality, see normality, conditional for variances, [R] ci
operator, [M-2] op conditional set default, [R] level
overdispersion, [ME] menbreg, [ME] Glossary confidence levels, [R] level
variance, [TS] arch, [TS] Glossary config, estat subcommand, [MV] mds
conditional-independence assumption, [TE] teffects postestimation
intro, [TE] teffects intro advanced, configuration, [MV] Glossary
[TE] Glossary configuration plot, [MV] mds postestimation plots,
confidence interval, [BAYES] intro, [BAYES] bayesian [MV] Glossary
commands, [BAYES] bayesmh, confirm
[SEM] Glossary, [SVY] variance estimation, existence command, [P] confirm
[U] 20.8 Specifying the width of confidence file command, [P] confirm
intervals format command, [P] confirm
for bioequivalence, [R] pkequiv matrix command, [P] confirm
for bootstrap statistics, [R] bootstrap names command, [P] confirm
postestimation, [R] rocreg, [R] rocreg number command, [P] confirm
postestimation scalar command, [P] confirm
for combinations of coefficients, variable command, [P] confirm
linear, [R] lincom confirm, datasignature subcommand,
nonlinear, [R] nlcom [D] datasignature
for contrasts, [R] contrast confirmatory factor analysis, [MV] intro,
for counts, [R] ci [SEM] intro 5, [SEM] example 15,
for cumulative hazard function, [ST] sts list [SEM] example 30g, [SEM] Glossary
for false-positive rates, [R] rocregplot
226 Subject index
conformability, [M-2] void, [M-6] Glossary, also see constrained estimation, continued
c-conformability, also see p-conformability, also hurdle
see r-conformability regression, [R] churdle
confounder, [ERM] Glossary interval regression, [ERM] eintreg, [R] intreg
confounding, [R] epitab, [ST] Glossary linear regression, [ERM] eregress, [R] cnsreg
confounding variable, [ERM] Glossary heteroskedastic, [R] hetregress
confusion matrix, [MV] Glossary hurdle, [R] churdle
conj() function, [M-5] conj( ) seemingly unrelated, [R] sureg
conj() function, [M-5] conj( ) stochastic frontier, [R] frontier
conjoint analysis, [R] rologit three-stage least squares, [R] reg3
conjugate, [M-5] conj( ), [M-6] Glossary truncated, [R] truncreg
prior, [BAYES] intro, [BAYES] bayesian logistic regression, [R] logistic, [R] logit, also see
commands, [BAYES] bayesmh, logit regression subentry
[BAYES] bayesgraph, [BAYES] Glossary conditional, [R] clogit
transpose, [M-2] op transpose, [M-5] conj( ), multinomial, [R] mlogit
[M-6] Glossary ordered, [R] ologit
connect() option, [G-3] cline options, skewed, [R] scobit
[G-3] connect options, [G-4] connectstyle
stereotype, [R] slogit
connected, graph twoway subcommand, [G-2] graph
logit regression, [R] logit, also see logistic regression
twoway connected
subentry
connectstyle, [G-4] connectstyle
nested, [R] nlogit
conren, set subcommand, [R] set
Markov-switching model, [TS] mswitch
console,
maximum likelihood estimation, [R] ml, [R] mlexp
controlling scrolling of output, [P] more, [R] more
multilevel mixed-effects, [ME] mecloglog,
obtaining input from, [P] display [ME] meglm, [ME] meintreg, [ME] melogit,
constant conditional-correlation model, [TS] mgarch, [ME] menbreg, [ME] meologit,
[TS] mgarch ccc [ME] meoprobit, [ME] mepoisson,
constrained estimation, [R] constraint, [R] estimation [ME] meprobit, [ME] mestreg, [ME] metobit
options multinomial
alternative-specific logistic regression, [R] mlogit
conditional logistic model, [R] asclogit probit regression, [R] mprobit
mixed logit regression, [R] asmixlogit negative binomial regression, [R] nbreg
multinomial probit regression, [R] asmprobit truncated, [R] tnbreg
rank-ordered probit regression, [R] asroprobit zero-inflated, [R] zinb
ARCH, [TS] arch ordered Heckman selection model, [R] heckoprobit
ARFIMA, [TS] arfima ordered probit regression, [ERM] eoprobit
ARIMA and ARMAX, [TS] arima parametric survival models, [ST] stintreg, [ST] streg
beta regression, [R] betareg Poisson regression, [R] poisson
censored Poisson regression, [R] cpoisson censored, [R] cpoisson
competing risks, [ST] stcrreg truncated, [R] tpoisson
complementary log-log regression, [R] cloglog zero-inflated, [R] zip
dynamic factor model, [TS] dfactor probit regression, [ERM] eprobit, [R] probit
dynamic stochastic general equilibrium, bivariate, [R] biprobit
[DSGE] dsge heteroskedastic, [R] hetprobit
exponential regression, hurdle, [R] churdle multinomial, [R] mprobit
finite mixture models, [FMM] fmm ordered, [R] oprobit
fixed-effects models with endogenous covariates, [R] ivprobit
logit, [XT] xtlogit with sample selection, [R] heckprobit
negative binomial, [XT] xtnbreg zero-inflated ordered, [R] zioprobit
Poisson, [XT] xtpoisson programming, [P] makecns
fractional response regression, [R] fracreg random-effects models
GARCH model, [TS] mgarch ccc, [TS] mgarch complementary log-log, [XT] xtcloglog
dcc, [TS] mgarch dvech, [TS] mgarch vcc
interval-data regression, [XT] xtintreg
generalized linear models, [R] glm
logit, [XT] xtlogit, [XT] xtologit
for binomial family, [R] binreg
negative binomial, [XT] xtnbreg
generalized negative binomial regression, [R] nbreg
heckman selection model, [R] heckman
heckpoisson regression, [R] heckpoisson
Subject index 227
constrained estimation, random-effects models, context, class, [P] class

continued contiguity matrix, see spatial weighting matrix
probit, [XT] xtoprobit, [XT] xtprobit contingency table, [MV] ca, [PSS] power, [PSS] power
tobit, [XT] xttobit pairedproportions, [PSS] power cmh,
spatial autoregressive models, [SP] spregress [PSS] power mcc, [PSS] power trend,
state-space model, [TS] sspace [R] epitab, [R] roctab, [R] symmetry, [R] table,
stochastic frontier models for panel data, [R] tabulate twoway, [SVY] svy: tabulate
[XT] xtfrontier twoway
structural vector autoregressive models, [TS] var continue, display directive, [P] display
svar continue command, [P] continue
threshold regression model, [TS] threshold continuity correction, [PSS] power cmh, [PSS] power
tobit model, [R] tobit trend
tobit model with endogenous covariates, [R] ivtobit continuous
treatment-effects model, [TE] etpoisson, latent variable, [SEM] Glossary
[TE] etregress parameters, [BAYES] bayestest interval,
truncated [BAYES] Glossary
negative binomial regression, [R] tnbreg variable, [ERM] Glossary
Poisson regression, [R] tpoisson variable imputation, see imputation, continuous
regression, [R] truncreg continuous-time autoregressive structure, [ME] Glossary
unobserved-components model, [TS] ucm contour, graph twoway subcommand, [G-2] graph
vector autoregressive models, [TS] var twoway contour
vector error-correction models, [TS] vec contour plot, [G-2] graph twoway contour,
[G-3] clegend option
with endogenous covariates
contour-line plot, [G-2] graph twoway contourline
probit regression, [R] ivprobit
contourline, graph twoway subcommand,
tobit model, [R] ivtobit
[G-2] graph twoway contourline
zero-inflated
contract command, [D] contract
negative binomial regression, [R] zinb
contrast command, [R] anova postestimation,
ordered probit regression, [R] zioprobit [R] contrast, [R] contrast postestimation,
Poisson regression, [R] zip [R] margins, contrast, [SEM] intro 7,
constrained linear regression, [SVY] svy estimation [SVY] svy postestimation, [U] 20.19 Obtaining
constraint contrasts, tests of interactions, and main effects
command, [R] constraint contrasts, [FMM] example 1c, [MV] intro,
define command, [R] constraint [MV] manova postestimation, [MV] Glossary,
dir command, [R] constraint [PSS] Glossary, [R] contrast, [R] margins,
drop command, [R] constraint contrast, [R] marginsplot, [U] 20.19 Obtaining
free command, [R] constraint contrasts, tests of interactions, and main effects
get command, [R] constraint graphing, [U] 20.20 Graphing margins, marginal
list command, [R] constraint effects, and contrasts
macro extended function, [P] macro control charts, [R] qc
constraint matrix, creating and displaying, [P] makecns control covariates, [PSS] Glossary
constraints, [SEM] sem and gsem option constraints( ), control group, [PSS] Glossary
[SEM] Glossary correlation, see correlation, control-group
across groups, [SEM] intro 6 mean, see means, control-group
normalization, [SEM] intro 4, [SEM] gsem, proportion, see proportions, control-group
[SEM] sem, [SEM] Glossary sample size, see sample-size
relaxing, [SEM] intro 6, [SEM] sem and gsem path standard deviation, see standard deviations, control-
notation, [SEM] sem path notation extensions group
specifying, [SEM] intro 4, [SEM] intro 6, variance, see variances, control-group
[SEM] sem and gsem option constraints( ), control variable, [DSGE] Glossary
[SEM] sem and gsem option covstructure( ), lag of, [DSGE] intro 4b
[SEM] sem and gsem path notation, [SEM] sem controlled clinical trial study, [PSS] power,
path notation extensions [PSS] Glossary
constructor, [M-2] class convergence, [DSGE] intro 7, [SEM] intro 12,
containers, [M-5] asarray( ), [M-5] AssociativeArray( ) [SEM] sem, [SEM] sem and gsem option
containment DDF, see denominator degrees of freedom, from( )
ANOVA criteria, [R] maximize
contents of data, [D] codebook, [D] describe, [D] ds, of MCMC, see Markov chain Monte Carlo,
[D] labelbook convergence
228 Subject index
conversion, file, [D] changeeol, [D] filefilter corr2data command, [D] corr2data
convert dynamic Markdown file to HTML file, correcting data, see editing data
[P] dyndoc correlate command, [R] correlate
convert Markdown file to HTML file, [P] markdown correlated errors, see robust, Huber/White/sandwich
convert, mi subcommand, [MI] mi convert estimator of variance, also see autocorrelation
converting between styles, [MI] mi convert correlated uniqueness model, [SEM] intro 5,
convolve() function, [M-5] fft( ) [SEM] example 17, [SEM] Glossary
Cook–Weisberg test for heteroskedasticity, [R] regress correlation, [M-5] corr( ), [M-5] fft( ), [M-5] mean( ),
postestimation [PSS] power, [R] correlate
Cook’s D, [R] glm postestimation, [R] regress between paired observations, [PSS] power onemean,
postestimation [PSS] power pairedmeans, [PSS] power
coordinate system, [SP] intro 4, [SP] Glossary pairedproportions
latitude and longitude, [SP] spset binary variables, [R] tetrachoric
explained, [SP] spdistance canonical, [MV] canon
planar, [SP] spset coefficient of exposure, [PSS] power mcc
explained, [SP] spdistance compound symmetric, [MV] mvtest correlations
coordinates, estat subcommand, [MV] ca continuous variables, [R] correlate
postestimation, [MV] mca postestimation control-group, [PSS] power twocorrelations
copy, data generation, [D] corr2data, [D] drawnorm
graph subcommand, [G-2] graph copy experimental-group, [PSS] power twocorrelations
label subcommand, [D] label factoring of, [MV] factor
mi subcommand, [MI] mi copy, [MI] styles independent, see correlation, two-sample
spmatrix subcommand, [SP] spmatrix copy interitem, [MV] alpha
ssc subcommand, [R] ssc intraclass, see intraclass correlation
copy and paste, [D] edit intracluster, [R] loneway
.copy built-in class function, [P] class Kendall’s rank, [R] spearman
copy command, [D] copy matrices, [MV] mvtest correlations, [P] matrix
copy graph, [G-2] graph copy define, [R] correlate, [R] estat, [R] estat vce
copy macro extended function, [P] macro matrix, anti-image, [MV] factor postestimation,
copycolor, set subcommand, [G-2] set printcolor, [MV] pca postestimation
[R] set model, [SEM] intro 5, [SEM] Glossary
copying variables, [D] clonevar, [D] edit one-sample, [PSS] power onecorrelation,
copyright [PSS] power oneslope
Apache, [R] copyright apache pairwise, [R] correlate
autolink, [R] copyright autolink partial and semipartial, [R] pcorr
boost, [R] copyright boost principal components of, [MV] pca
flexmark, [R] copyright flexmark serial, [R] runtest
Hamcrest, [R] copyright hamcrest similarity measure, [MV] measure option
icd10, [R] copyright icd10 Spearman’s rank, [R] spearman
icu, [R] copyright icu structure, [R] asmprobit, [R] asroprobit, [R] reg3,
jsoup, [R] copyright jsoup [XT] xtcloglog, [XT] xtgee, [XT] xtgls,
[XT] xtlogit, [XT] xtnbreg, [XT] xtpcse,
lapack, [R] copyright lapack
libharu, [R] copyright libharu [XT] xtstreg, [XT] Glossary
libpng, [R] copyright libpng testing equality, [MV] mvtest correlations
Mersenne Twister, [R] copyright mersennetwister tests of, [SEM] estat stdize, [SEM] example 16
MiG Layout, [R] copyright miglayout tetrachoric, [R] tetrachoric
scintilla, [R] copyright scintilla two-sample, [PSS] power twocorrelations
slf4j, [R] copyright slf4j correlation, estat subcommand, [R] asmprobit
symbol, [G-4] text postestimation, [R] asroprobit postestimation
ttf2pt1, [R] copyright ttf2pt1 correlation() function, [M-5] mean( )
zlib, [R] copyright zlib correlations,
copyright command, [R] copyright estat subcommand, [MV] canon postestimation,
Cornfield confidence intervals, [R] epitab [MV] discrim lda postestimation, [MV] discrim
Corr() function, [M-5] fft( ) qda postestimation, [MV] mds postestimation
corr() function, [M-5] corr( ) mvtest subcommand, [MV] mvtest correlations
corr() function, [FN] Matrix functions, [M-5] corr( ), correlogram, [G-2] graph other, [TS] corrgram,
[P] matrix define [TS] Glossary
Subject index 229
correspondence analysis, [MV] ca, [MV] mca, covariance, continued

[MV] Glossary of variables or coefficients, [R] correlate
correspondence analysis projection, [MV] ca principal components of, [MV] pca
postestimation plots, [MV] Glossary stationarity, [DSGE] Glossary, [TS] Glossary
corrgram command, [TS] corrgram structure, [ME] me, [ME] Glossary
cos() function, [FN] Trigonometric functions, covariance, estat subcommand, [MV] discrim
[M-5] sin( ) lda postestimation, [MV] discrim qda
cosh() function, [FN] Trigonometric functions, postestimation, [R] asmprobit postestimation,
[M-5] sin( ) [R] asroprobit postestimation
cosine function, [FN] Trigonometric functions covariances, mvtest subcommand, [MV] mvtest
cosine kernel function, [R] kdensity, [R] lpoly, covariances
[R] qreg, [TE] tebalance density, [TE] tebalance covariances, creating dataset from, see summary
overid, [TE] teffects overlap statistics data
cost frontier model, [R] frontier, [XT] xtfrontier covariate, [ERM] intro 3, [ERM] Glossary,
costs, [MV] Glossary [SP] Glossary, [ST] Glossary
count command, [D] count balance, [TE] tebalance box, [TE] tebalance
count data, density, [TE] tebalance overid, [TE] tebalance
confidence intervals for counts, [R] ci summarize
estimation, [FMM] fmm: glm, [FMM] fmm: nbreg, class, [D] duplicates
[FMM] fmm: poisson, [FMM] fmm: tpoisson, endogenous, [ERM] intro 3
[FMM] example 2, [R] cpoisson, [R] expoisson, patterns, [R] logistic postestimation, [R] logit
[R] glm, [R] gmm, [R] ivpoisson, [R] nbreg, postestimation, [R] probit postestimation
[R] poisson, [R] tnbreg, [R] tpoisson, [R] zinb, covarimin rotation, [MV] rotate, [MV] rotatemat,
[R] zioprobit, [R] zip, [U] 26.8 Count outcomes [MV] Glossary
graphs, [R] histogram, [R] kdensity, [R] spikeplot COVRATIO, [R] regress postestimation
heckpoisson regression, [R] heckpoisson cox, power subcommand, [PSS] power cox
imputation, see imputation, count data Cox proportional hazards model, [BAYES] bayesmh
interrater agreement, [R] kappa evaluators, [PSS] power cox, [ST] stcox,
summary statistics of, [R] table, [R] tabstat, [SVY] svy estimation
[R] tabulate oneway, [R] tabulate twoway, test of assumption, [ST] stcox, [ST] stcox PH-
[R] tabulate, summarize() assumption tests, [ST] stcox postestimation,
symmetry and marginal homogeneity tests, [ST] stsplit
[R] symmetry Cox–Snell residual, [ST] stcox postestimation,
count(), egen function, [D] egen [ST] stintreg postestimation, [ST] streg
count model, [FMM] example 2, [FMM] example 3, postestimation
[SEM] intro 5, [SEM] example 34g, cpoisson command, [R] cpoisson, [R] cpoisson
[SEM] example 39g, [SEM] example 53g, postestimation
[SEM] example 54g cprplot command, [R] regress postestimation
count outcome model, see outcomes, count diagnostic plots
count, ml subcommand, [R] ml Cragg hurdle regression, [R] churdle
counterfactual, [ERM] intro 6, [ERM] Glossary, Cramér’s V , [R] tabulate twoway
[TE] Glossary, also see potential outcome Crawford–Ferguson rotation, [MV] rotate,
predictions, [ERM] Glossary [MV] rotatemat, [MV] Glossary
counts, making dataset of, [D] collapse CRD, see cluster randomized design
count-time data, [ST] ct, [ST] ctset, [ST] cttost, create,
[ST] sttoct, [ST] Glossary, [SVY] svy bcal subcommand bcal subcommand, [D] bcal
estimation forecast subcommand, [TS] forecast create
courses about Stata, [U] 3.6.2 NetCourses irf subcommand, [TS] irf create
covariance, [SEM] intro 4, [SEM] Glossary serset subcommand, [P] serset
analysis of, [R] anova spmatrix subcommand, [SP] spmatrix create
assumptions, [SEM] gsem, [SEM] sem create cspline, serset subcommand, [P] serset
matrix of estimators, [P] ereturn, [P] matrix get, create xmedians, serset subcommand, [P] serset
[R] estat, [R] estat vce, [R] estimates store credible interval, [BAYES] intro, [BAYES] bayesian
matrix, commands, [BAYES] bayes, [BAYES] bayesmh,
anti-image, [MV] factor postestimation, [BAYES] bayesian postestimation,
[MV] pca postestimation [BAYES] bayesstats summary,
block diagonal, [MV] mvtest covariances [BAYES] Glossary
spherical, [MV] mvtest covariances set default, [BAYES] set clevel
testing equality, [MV] mvtest covariances
230 Subject index
credible level, [BAYES] intro, [BAYES] bayes, cubic natural splines, [M-5] spline3( )
[BAYES] bayesmh, [BAYES] bayesstats cumsp command, [TS] cumsp
summary, [BAYES] set clevel, cumul command, [R] cumul
[BAYES] Glossary cumulative
creturn list command, [P] creturn distribution functions, [FN] Statistical functions
crexternal() function, [M-5] findexternal( ) distribution, empirical, [R] cumul
critical hazard function, [ST] stcurve, [ST] sts, [ST] sts
region, see rejection region generate, [ST] sts graph, [ST] sts list,
value, [PSS] power oneproportion, [PSS] power [ST] Glossary, [TE] Glossary
twoproportions, [PSS] power onevariance, hazard ratio, see hazard ratio
[PSS] Glossary incidence
Cronbach’s alpha, [MV] alpha data, [R] epitab
cross command, [D] cross estimator, [ST] stcrreg, [ST] Glossary
cross() function, [M-5] cross( ) function, [ST] stcrreg, [ST] stcurve,
cross product, [M-5] cross( ), [M-5] crossdev( ), [ST] Glossary
[M-5] quadcross( ) incidence data, [R] heckpoisson, [R] poisson
cross-correlation function, [TS] xcorr, [TS] Glossary spectral distribution, empirical, [TS] cumsp,
cross-correlogram, [G-2] graph other, [TS] xcorr [TS] psdensity
crossdev() function, [M-5] crossdev( ) subhazard function, [ST] stcrreg, [ST] stcurve,
crossed variables, [MV] Glossary [ST] Glossary
crossed-effects model, [BAYES] bayes: mecloglog, current data, [P] creturn
[BAYES] bayes: meglm, current status data, see case I interval-censored data
[BAYES] bayes: meintreg, curse of dimensionality, [MV] Glossary
[BAYES] bayes: melogit, curved path, [SEM] Glossary
[BAYES] bayes: menbreg,
custom prediction equations, [MI] mi impute chained,
[BAYES] bayes: meologit,
[MI] mi impute monotone
[BAYES] bayes: meoprobit,
[BAYES] bayes: mepoisson, cusum
[BAYES] bayes: meprobit, plot, [BAYES] intro, [BAYES] bayesgraph,
[BAYES] bayes: mestreg, [BAYES] Glossary, [G-2] graph other
[BAYES] bayes: metobit, test, [R] cusum, [TS] estat sbcusum
[BAYES] bayes: mixed, [ME] me, cusum command, [R] cusum
[ME] mecloglog, [ME] meglm, [ME] meintreg, CUSUM plot, see cusum plot
[ME] melogit, [ME] menbreg, [ME] meologit, cut(), egen function, [D] egen
[ME] meoprobit, [ME] mepoisson, cutil, see classutil
[ME] meprobit, [ME] meqrlogit, cv, estat subcommand, [SVY] estat
[ME] meqrpoisson, [ME] mestreg, cvpermute() function, [M-5] cvpermute( )
[ME] metobit, [ME] mixed, [ME] Glossary, cvpermutesetup() function, [M-5] cvpermute( )
[SEM] example 40g, [SEM] Glossary
CX and CY variables, [SP] spset
crossing variables, [MV] Glossary
cyclical component, [TS] tsfilter, [TS] ucm,
crossover designs, [BAYES] bayesmh, [R] pk, [TS] Glossary
[R] pkcross, [R] pkshape
cross-product matrices, [P] matrix accum
cross-sectional D
data, [SP] Glossary, [XT] Glossary, also see area
data DA, see data augmentation
study, [PSS] power, [PSS] Glossary, [R] epitab daily() function, [FN] Date and time functions
time-series data, [XT] Glossary dashed lines, [G-4] linepatternstyle
cross-tabulations, see tables data
CRT, see cluster randomized design augmentation, [MI] mi impute, [MI] mi impute
crude estimate, [R] epitab, [ST] Glossary mvn, [MI] Glossary
cs command, [R] epitab entry, see importing data, see inputting data
csi command, [R] epitab interactively, see reading data from disk
.csv filename suffix, [D] import delimited management, [MI] mi add, [MI] mi append,
ct command, [ST] ctset [MI] mi expand, [MI] mi extract, [MI] mi
ct data, [ST] Glossary, also see count-time data merge, [MI] mi rename, [MI] mi replace0,
ctable, irf subcommand, [TS] irf ctable [MI] mi reset, [MI] mi reshape
ctset command, [ST] ctset manipulation, [R] fvrevar, [R] fvset, [TS] tsappend,
[TS] tsfill, [TS] tsreport, [TS] tsrevar,
cttost command, [ST] cttost
[TS] tsset, [XT] xtset
Subject index 231
data, continued data, continued

matrix, [M-5] st data( ), [M-5] st view( ), recoding, see recoding data
[M-6] Glossary rectangularizing, see rectangularize dataset
reduction, [MV] ca, [MV] canon, [MV] factor, reordering, see reordering data
[MV] mds, [MV] pca reorganizing, see reorganizing data
signature, [D] datasignature, [P] datasignature, restoring, see restoring data
[P] signestimationsample sampling, see sampling
transfer, see exporting data, see importing data saving, see exporting data, see saving data
types, [D] data types, [U] 12 Data single-failure st, see survival analysis
data, single-record st, see survival analysis
appending, see appending data stacking, see stacking data
area, see area data strings, see string variables
autocorrelated, see autocorrelation summarizing, see summarizing data
case–cohort, see case–cohort data survey, see survey data
case–control, see case–control data survival-time, see survival analysis
categorical, see categorical data, agreement, time-series, see time-series analysis
measures for, see categorical data time-span, see time-span data
certifying, see certifying data transposing, see transposing data
characteristics of, see characteristics verifying, see certifying data
checksums of, see checksums of data wide, see wide
combining, see combining datasets Data Browser, see Data Editor
contents of, see contents of data Data Editor, [D] edit
count-time, see count-time data data label macro extended function, [P] macro
cumulative incidence data, see cumulative incidence data, label subcommand, [D] label
data
data-have-changed flag, [M-5] st updata( )
current, see current data
database, reading data from, [D] odbc
discrete survival, see discrete survival data
dataset,
displaying, see displaying data
adding notes to, [D] notes
documenting, see documenting data
comparing, [D] cf, [D] checksum
editing, see editing data
creating, [D] corr2data, [D] drawnorm
entering, see importing data, see inputting data
example, [U] 1.2.2 Example datasets
interactively
loading, see importing data, see inputting data
experimental, see experimental data
interactively, see using data
exporting, see exporting data
rectangularize, [D] fillin
extended missing values, see missing values
saving, see exporting data, see saving data
flong, see flong
dataset labels, [D] label, [D] label language, [D] notes
flongsep, see flongsep
determining, [D] codebook, [D] describe
generating, see generating data
managing, [D] varmanage
importing, see importing data
datasignature
inputting, see importing data, see inputting data
clear command, [D] datasignature
interactively, see reading data from disk
command, [D] datasignature, [SEM] example 25,
labeling, see labeling data
[SEM] ssd
large, dealing with, see memory
confirm command, [D] datasignature
listing, see listing data
report command, [D] datasignature
loading, see importing data, see inputting data
set command, [D] datasignature
interactively, see using data
datasignature command, [P] datasignature
matched case–control, see matched case–control data
date
missing values, see missing values
and time stamp, [D] describe
mlong, see mlong
functions, [D] datetime, [D] datetime translation,
multiple-failure st, see multiple-failure st data
[FN] Date and time functions, [M-5] date( )
multiple-record st, see multiple-record st data
date() function, [D] datetime, [D] datetime
nested case–control, see nested case–control data translation, [FN] Date and time functions,
observational, see observational data [M-5] date( )
preserving, see preserving data date,
range of, see range of data displaying, [U] 12.5.3 Date and time formats,
ranking, see ranking data [U] 24.3 Displaying dates and times
reading, see importing data, see loading data, see
reading data from disk
232 Subject index
date, continued defective matrix, [M-6] Glossary

formats, [U] 12.5.3 Date and time formats, DEFF, see design effects
[U] 24.3 Displaying dates and times define,
functions, [U] 24.5 Extracting components of dates char subcommand, [P] char
and times constraint subcommand, [R] constraint
inputting, [U] 24.2 Inputting dates and times label subcommand, [D] label
variables, [U] 24 Working with dates and times matrix subcommand, [P] matrix define
datelist, [U] 11.1.9 datelist program subcommand, [P] program, [P] program
dates and times, [D] datetime, [D] datetime properties
business calendars, [D] datetime business scalar subcommand, [P] scalar
calendars creation, [D] datetime display transmap subcommand, [R] translate
formats, [D] datetime translation, [M-5] c( ), DEFT, see design effects
[M-5] date( ), [P] creturn
degree-of-freedom adjustment, [SEM] Glossary
dates,
degrees of freedom, [MI] mi estimate, [MI] mi predict
business, see business calendars
for coefficients, complete, see complete degrees of
Excel, [D] datetime freedom for coefficients, also see estimation,
OpenOffice, [D] datetime degrees of freedom for coefficients
R, [D] datetime degree-to-radian conversion, [FN] Mathematical
SAS, [D] datetime functions
SPSS, [D] datetime delete, [M-5] unlink( )
datetime, [D] datetime, [D] datetime business delete, cluster subcommand, [MV] cluster
calendars, [D] datetime business calendars programming utilities
creation, [D] datetime display formats, deleting
[D] datetime translation casewise, [D] egen
Davidon–Fletcher–Powell algorithm, files, [D] erase
[M-5] moptimize( ), [M-5] optimize( ), [R] ml
variables or observations, [D] drop
day() function, [D] datetime, [FN] Date and time
#delimit command, [M-2] semicolons, [P] #delimit
functions, [M-5] date( ), [U] 24.5 Extracting
components of dates and times delimited,
db command, [R] db export subcommand, [D] import delimited
dbase, import subcommand, [D] import delimited
export subcommand, [D] import dbase delimiter
import subcommand, [D] import dbase for comments, [P] comments
dBase, reading data from, [D] import dbase for lines, [P] #delimit
.dbf filename suffix, [D] import dbase delta, see δ
.dbf files, [SP] intro 4, [SP] spbalance, beta influence statistic, [R] clogit postestimation,
[SP] spshape2dta, also see shapefiles [R] logistic postestimation, [R] logit
postestimation
dcc, mgarch subcommand, [TS] mgarch dcc
chi-squared influence statistic, [R] clogit
.dct file, [D] import, [D] infile (fixed format),
postestimation, [R] logistic postestimation,
[D] infix (fixed format), [D] outfile,
[R] logit postestimation
[U] 11.6 Filenaming conventions
deviance influence statistic, [R] clogit
DDF, see denominator degrees of freedom
debugging, [P] discard, [P] pause, [P] trace [R] logit postestimation
decimal symbol, setting, [D] format method, [R] margins, [R] nlcom, [R] predictnl,
declarations, [M-2] declarations, [M-6] Glossary [R] testnl, [SEM] estat residuals, [SEM] estat
.Declare built-in class modifier, [P] class teffects, [SVY] variance estimation,
declare, class, [P] class [SVY] Glossary
decode command, [D] encode dendrogram, [G-2] graph other, [MV] cluster,
decomposition, [M-5] cholesky( ), [M-5] fullsvd( ), [MV] cluster dendrogram, [MV] Glossary
[M-5] ghessenbergd( ), [M-5] gschurd( ), dendrogram, cluster subcommand, [MV] cluster
[M-5] hessenbergd( ), [M-5] lud( ), [M-5] qrd( ), dendrogram
[M-5] schurd( ), [M-5] svd( ) denominator degrees of freedom
deconvolve() function, [M-5] fft( ) ANOVA, [ME] mixed, [ME] Glossary
decrement operator, [M-2] op increment Kenward–Roger, [ME] mixed, [ME] Glossary
default settings of system parameters, [P] set repeated, [ME] mixed, [ME] Glossary
locale functions, [P] set locale ui, [R] query, residual, [ME] mixed, [ME] Glossary
[R] set defaults Satterthwaite, [ME] mixed, [ME] Glossary
Subject index 233
density descriptive statistics, continued

estimation, kernel, [R] kdensity reporting, [SEM] estat summarize
functions, [M-5] normal( ) tables, [R] table, [R] tabstat, [R] tabulate oneway,
smoothing, [G-2] graph other [R] tabulate twoway, [R] tabulate, summarize()
density option, [G-2] graph twoway histogram design, fvset subcommand, [R] fvset
density-distribution sunflower plot, [R] sunflower design effects, [R] loneway, [SVY] estat,
dependent variable, [ERM] Glossary, [SP] Glossary [SVY] svy: tabulate oneway,
dereference, [M-6] Glossary [SVY] svy: tabulate twoway, [SVY] Glossary
dereferencing, [M-2] ftof, [M-2] pointers design matrix, [M-5] designmatrix( ), [M-5] I( )
deriv() function, [M-5] deriv( ) designmatrix() function, [M-5] designmatrix( )
deriv() function, [M-5] deriv( ) destring command, [D] destring
derivative of incomplete gamma function, destroy() function, [M-2] class
[FN] Mathematical functions, [FN] Statistical destructor, [M-2] class
functions destructors, class, [P] class
derivatives, [M-5] deriv( ) det() function, [FN] Matrix functions, [M-5] det( ),
derivatives, numeric, [R] dydx, [R] testnl [P] matrix define
derived plottypes, [G-3] advanced options determinant of matrix, [M-5] det( ), [P] matrix define
deriv init() functions, [M-5] deriv( ) deterministic trend, [TS] Glossary
deriv init *() functions, [M-5] deriv( ) dettriangular() function, [M-5] det( )
deriv query() function, [M-5] deriv( ) deviance information criterion, [BAYES] bayesian
deriv result *() functions, [M-5] deriv( ) commands, [BAYES] bayesstats ic,
describe, [BAYES] Glossary
ado subcommand, [R] net deviance residual, [ME] mecloglog postestimation,
[ME] meglm postestimation, [ME] melogit
bcal subcommand, [D] bcal
postestimation, [ME] menbreg postestimation,
classutil subcommand, [P] classutil [ME] mepoisson postestimation, [ME] meprobit
estimates subcommand, [R] estimates describe postestimation, [ME] meqrlogit postestimation,
forecast subcommand, [TS] forecast describe [ME] meqrpoisson postestimation,
graph subcommand, [G-2] graph describe [ME] mestreg postestimation, [R] binreg
irf subcommand, [TS] irf describe postestimation, [R] fp postestimation, [R] glm
mata subcommand, [M-3] mata describe postestimation, [R] logistic postestimation,
mi subcommand, [MI] mi describe [R] logit postestimation, [R] probit
net subcommand, [R] net postestimation, [ST] stcox postestimation,
putdocx subcommand, [P] putdocx [ST] streg postestimation
putexcel subcommand, [P] putexcel, [P] putexcel deviation cross product, [M-5] crossdev( ),
advanced [M-5] quadcross( )
putpdf subcommand, [P] putpdf dexponential, tssmooth subcommand,
ssc subcommand, [R] ssc [TS] tssmooth dexponential
ssd subcommand, [SEM] ssd df, estat subcommand, [ME] estat df, [ME] mixed
postestimation
describe command, [D] describe, [U] 12.6 Dataset,
variable, and value labels
dfactor command, [TS] dfactor, [TS] dfactor
postestimation
describing graph, [G-2] graph describe
DFBETA, [R] regress postestimation, [ST] stcox
describing mi data, [MI] mi describe
postestimation, [ST] stcrreg postestimation,
descriptive statistics, [ST] Glossary
CIs for means, proportions, and variances, [R] ci dfbeta command, [R] regress postestimation
correlations, [R] correlate, [R] pcorr, dfgls command, [TS] dfgls
[R] tetrachoric
DFITS, [R] regress postestimation
creating dataset containing, [D] collapse
DFP algorithm, [R] ml
creating variables containing, [D] egen
dfuller command, [TS] dfuller
displaying, [D] codebook, [D] pctile, [R] grmeanby,
dgammapda() function, [FN] Statistical functions,
[R] lv, [R] summarize, [XT] xtsum, [XT] xttab
[M-5] normal( )
estimation, [R] mean, [R] proportion, [R] ratio,
dgammapdada() function, [FN] Statistical functions,
[R] total
[M-5] normal( )
means, [R] ameans, [R] summarize
dgammapdadx() function, [FN] Statistical functions,
percentiles, [R] centile [M-5] normal( )
pharmacokinetic data, dgammapdx() function, [FN] Statistical functions,
make dataset of, [R] pkcollapse [M-5] normal( )
summarize, [R] pksumm
234 Subject index
dgammapdxdx() function, [FN] Statistical functions, digits, controlling the number displayed, [D] format,
[M-5] normal( ) [U] 12.5 Formats: Controlling how data are
dhms() function, [D] datetime, [FN] Date and time displayed
functions, [M-5] date( ) dilation, [MV] procrustes, [MV] Glossary
diag() function, [M-5] diag( ) dimension, [MV] Glossary
diag() function, [FN] Matrix functions, [M-5] diag( ), diminishing adaptation, [BAYES] bayesmh,
[P] matrix define [BAYES] Glossary
diag0cnt() function, [FN] Matrix functions, dir,
[M-5] diag0cnt( ), [P] matrix define ado subcommand, [R] net
diagnosis codes, [D] icd, [D] icd9, [D] icd10, bcal subcommand, [D] bcal
[D] icd10cm classutil subcommand, [P] classutil
diagnostic plots, [G-2] graph other, [R] diagnostic cluster subcommand, [MV] cluster utility
plots, [R] logistic postestimation, [R] regress constraint subcommand, [R] constraint
postestimation diagnostic plots estimates subcommand, [P] estimates
diagnostics, regression, see regression diagnostics estimates subcommand, [R] estimates store
diagonal, [M-5] diagonal( ), [M-6] Glossary graph subcommand, [G-2] graph dir
matrix, [M-5] diag( ), [M-5] diag( ), label subcommand, [D] label
[M-5] diagonal( ), [M-5] isdiagonal( ),
macro subcommand, [P] macro
[M-6] Glossary
matrix subcommand, [P] matrix utility
vech model, [TS] mgarch, [TS] mgarch dvech
postutil subcommand, [P] postfile
diagonal() function, [M-5] diagonal( )
program subcommand, [P] program
diagonals of matrices, [P] matrix define
return subcommand, [P] return
dialog
scalar subcommand, [P] scalar
box, [P] dialog programming, [P] window
programming, [P] window fopen, [P] window serset subcommand, [P] serset
manage, [P] window menu, [P] window push, sysuse subcommand, [D] sysuse
[P] window stopbox, [R] db dir command, [D] dir
programming, [P] dialog programming, [P] window dir() function, [M-5] dir( )
programming, [P] window fopen, [P] window dir macro extended function, [P] macro
manage, [P] window menu, [P] window push, direct impacts, [SP] spivregress postestimation,
[P] window stopbox [SP] spregress postestimation, [SP] spxtregress
DIC, see deviance information criterion postestimation
Dice coefficient similarity measure, direct standardization, [R] dstdize, [R] mean,
[MV] measure option [R] proportion, [R] ratio, [SVY] direct
dichotomous item, [IRT] Glossary standardization, [SVY] Glossary
dichotomous outcome model, see outcomes, binary direction of an effect, [PSS] power
Dickey–Fuller test, [TS] dfgls, [TS] dfuller directional test, see one-sided test
dictionaries, [D] export, [D] import, [D] infile (fixed directories, [M-5] chdir( ), [M-5] dir( ),
format), [D] infix (fixed format), [D] outfile, [M-5] direxists( ), [P] creturn,
[M-5] asarray( ), [M-5] AssociativeArray( ) [U] 11.6 Filenaming conventions,
DIF, see differential item functioning [U] 18.3.11 Constructing Windows filenames
diff(), egen function, [D] egen by using macros
difference of estimated coefficients, see linear changing, [D] cd
combinations of estimators creating, [D] mkdir
difference operator, [TS] Glossary, [U] 11.4.4 Time- listing, [D] dir
series varlists location of ado-files, [U] 17.5 Where does Stata
differences of two means test, [SVY] svy look for ado-files?
postestimation removing, [D] rmdir
differential item functioning, [IRT] dif, [IRT] diflogistic, directory, class, [P] classutil
[IRT] difmh, [IRT] Glossary direxists() function, [M-5] direxists( )
differentiation, [M-5] deriv( ) direxternal() function, [M-5] direxternal( )
difficult option, [R] maximize discard
difficulty, [IRT] Glossary command, [P] discard, [U] 18.11.3 Debugging
diflogistic command, [IRT] dif, [IRT] diflogistic ado-files
difmh command, [IRT] dif, [IRT] difmh discard, relationship to graph drop, [G-2] graph
digamma() function, [FN] Mathematical functions, drop
[M-5] factorial( ) discordant
digitally signing data, see datasignature command pairs, [PSS] power, [PSS] power
pairedproportions, [PSS] Glossary
Subject index 235
discordant, continued displaying, also see printing, logs (output)

proportion, [PSS] power, [PSS] power contents, [D] describe
pairedproportions, [PSS] Glossary data, [D] edit, [D] list
sets, [PSS] power mcc, [PSS] Glossary files, [D] type
discrete option, [G-2] graph twoway histogram long strings, see string variables, long
discrete parameters, [BAYES] bayestest interval, macros, [P] macro
[BAYES] Glossary matrix, [P] matrix utility
discrete survival data, [ST] discrete named graphs, [G-2] graph display, [G-2] graph
discrete-response regression, [SVY] svy estimation use
discrim output, [P] display, [P] quietly, [P] smcl,
knn command, [MV] discrim, [MV] discrim [P] tabdisp
estat, [MV] discrim knn, [MV] discrim knn previously typed lines, [R] #review
postestimation scalar expressions, [P] display, [P] scalar
lda command, [MV] discrim, [MV] discrim stored results, [R] stored results
estat, [MV] discrim lda, [MV] discrim lda dissimilarity, [MV] Glossary
postestimation matrix, [MV] matrix dissimilarity, [MV] Glossary,
logistic command, [MV] discrim, [MV] discrim [P] matrix dissimilarity
estat, [MV] discrim logistic, [MV] discrim measures,
logistic postestimation [MV] cluster, [MV] cluster programming
qda command, [MV] discrim, [MV] discrim utilities, [MV] matrix dissimilarity, [MV] mds,
estat, [MV] discrim qda, [MV] discrim qda [MV] measure option, [P] matrix dissimilarity
postestimation absolute value, [MV] measure option
discriminant analysis, [MV] candisc, [MV] discrim, Bray and Curtis, [MV] clustermat
[MV] discrim knn, [MV] discrim lda,
Canberra, [MV] measure option
[MV] discrim logistic, [MV] discrim qda,
[MV] Glossary Euclidean, [MV] measure option
loading plot, [MV] scoreplot Gower, [MV] measure option
score plot, [MV] scoreplot maximum value, [MV] measure option
discriminant function, [MV] discrim, [MV] discrim Minkowski, [MV] measure option
lda, [MV] discrim lda postestimation, dissimilarity, matrix subcommand, [MV] matrix
[MV] Glossary dissimilarity, [P] matrix dissimilarity
discriminating variables, [MV] Glossary distance matrices, [MV] matrix dissimilarity,
discrimination, [IRT] Glossary [P] matrix dissimilarity
disparity, [MV] Glossary distance matrix, [SP] Glossary, see spatial weighting
matrix
dispersion, measures of, [D] pctile, [XT] xtsum, see
percentiles, displaying, see standard deviations, distance, how calculated, [SP] spdistance
displaying, see variance, displaying, see range of distances, see dissimilarity measures
data distances, estat subcommand, [MV] ca
display postestimation
as error, [M-5] displayas( ), [M-5] errprintf( ) distribution functions, [M-5] normal( )
as text, as result, etc., [M-5] displayas( ) distributional diagnostic plots, [G-2] graph other
column, [ I ] Glossary distributions,
formats, [D] describe, [D] format, [P] macro, examining, [D] pctile, [R] ameans, [R] centile,
[U] 12.5 Formats: Controlling how data are [R] kdensity, [R] mean, [R] pksumm,
displayed, [U] 24.3 Displaying dates and times [R] summarize, [R] total
graph, [G-2] graph display income, [R] inequality
settings, [R] set showbaselevels plots, [R] cumul, [R] cusum, [R] diagnostic plots,
width and length, [R] log [R] dotplot, [R] histogram, [R] kdensity,
[R] ladder, [R] lv, [R] spikeplot, [R] stem
display,
standard population, [R] dstdize
ereturn subcommand, [P] ereturn
testing equality of, [R] ksmirnov, [R] kwallis,
graph subcommand, [G-2] graph display
[R] ranksum, [R] signrank
ml subcommand, [R] ml
testing for normality, [MV] mvtest normality,
display command, [P] display, [P] macro, [R] sktest, [R] swilk
[U] 19.1.2 A list of the immediate commands
transformations
as a calculator, [R] display
to achieve normality, [R] boxcox, [R] ladder
display() function, [M-5] display( )
to achieve zero skewness, [R] lnskew0
display macro extended function, [P] display
disturbance term, [XT] Glossary
displayas() function, [M-5] displayas( )
division operator, see arithmetic operators
displayflush() function, [M-5] displayflush( )
236 Subject index
divisive hierarchical clustering methods, [MV] cluster, double-precision floating point number,
[MV] Glossary [U] 12.2.2 Numeric storage types
DLL, [P] plugin doubly robust estimator, [TE] teffects intro,
Dmatrix() function, [M-5] Dmatrix( ) [TE] teffects intro advanced, [TE] teffects aipw,
do command, [R] do, [U] 16 Do-files [TE] teffects ipwra, [TE] Glossary
.do file, [U] 11.6 Filenaming conventions dow() function, [D] datetime, [FN] Date and time
do . . . while, [M-2] do, [M-2] continue, [M-2] break functions, [M-5] date( ), [U] 24.5 Extracting
dockable, set subcommand, [R] set components of dates and times
dockingguides, set subcommand, [R] set doy() function, [D] datetime, [FN] Date and time
functions, [M-5] date( )
documentation, [U] 1 Read this—it will help
dp, set subcommand, [D] format, [R] set
keyword search on, [R] search, [U] 4 Stata’s help
and search facilities drawnorm command, [D] drawnorm
documenting data, [D] codebook, [D] labelbook, drift, [TS] Glossary
[D] notes drop,
docx*() functions, [M-5] docx*( ) duplicates subcommand, [D] duplicates
doedit command, [R] doedit classutil subcommand, [P] classutil
dofb() function, [D] datetime business calendars, cluster subcommand, [MV] cluster utility
[FN] Date and time functions, [M-5] date( ) constraint subcommand, [R] constraint
dofC() function, [D] datetime, [FN] Date and time estimates subcommand, [P] estimates
functions, [M-5] date( ) estimates subcommand, [R] estimates store
dofc() function, [D] datetime, [FN] Date and time forecast subcommand, [TS] forecast drop
functions, [M-5] date( ) graph subcommand, [G-2] graph drop
dofh() function, [D] datetime, [FN] Date and time irf subcommand, [TS] irf drop
functions, [M-5] date( ) label subcommand, [D] label
do-files, [P] break, [P] include, [P] version, [R] do, macro subcommand, [P] macro
[U] 16 Do-files, [U] 18.2 Relationship between a mata subcommand, [M-3] mata drop
program and a do-file matrix subcommand, [P] matrix utility
adding comments to, [P] comments notes subcommand, [D] notes
editing, [R] doedit program subcommand, [P] program
long lines, [P] #delimit, [U] 18.11.2 Comments and return subcommand, [P] return
long lines in ado-files scalar subcommand, [P] scalar
dofm() function, [D] datetime, [FN] Date and time serset subcommand, [P] serset
spmatrix subcommand, [SP] spmatrix drop
dofq() function, [D] datetime, [FN] Date and time
drop command, [D] drop
dropline, graph twoway subcommand, [G-2] graph
dofw() function, [D] datetime, [FN] Date and time
twoway dropline
dropout, [PSS] Glossary
dofy() function, [D] datetime, [FN] Date and time
functions, [M-5] date( ) dropped observations, [SP] intro 2
domain sampling, [MV] alpha dropping
Doornik–Hansen normality test, [MV] mvtest graphs, [G-2] graph drop
normality programs, [P] discard
dose–response models, [R] binreg, [R] glm, [R] logistic variables and observations, [D] drop
dose–response trend, [PSS] power, [PSS] power trend ds command, [D] ds
dot, DSGE, see dynamic stochastic general equilibrium
graph subcommand, [G-2] graph dot dsge command, [DSGE] intro 1, [DSGE] intro 2,
graph twoway subcommand, [G-2] graph twoway [DSGE] intro 3a, [DSGE] intro 3b,
dot [DSGE] intro 3c, [DSGE] dsge, [DSGE] dsge
postestimation
dot plots, [G-2] graph dot, [G-2] graph twoway dot,
[G-3] area options, [G-3] line options dsign() function, [M-5] dsign( ), [M-5] sign( )
dotplot command, [R] dotplot dstdize command, [R] dstdize
dotted lines, [G-4] linepatternstyle .dta file, [P] file formats .dta, [U] 11.6 Filenaming
conventions
double, [D] data types, [U] 12.2.2 Numeric storage
types .dtasig file, [U] 11.6 Filenaming conventions
double quotes, [P] macro dual scaling, [MV] ca
doublebuffer, set subcommand, [R] set Duda and Hart index stopping rules, [MV] cluster stop
double-exponential smoothing, [TS] tssmooth dummy variables, see indicator variables, see indicators
dexponential Duncan’s multiple-comparison adjustment, see multiple
comparisons, Duncan’s method
Subject index 237
dunnettprob() function, [FN] Statistical functions, dynamic, continued

[M-5] normal( ) structural simultaneous equations, [TS] var svar
Dunnett’s multiple comparison adjustment, see multiple tags, [P] dynamic tags
comparisons, Dunnett’s method dynamic-multiplier function, [TS] irf, [TS] irf cgraph,
Dunnett’s multiple range distribution, [TS] irf create, [TS] irf ctable, [TS] irf ograph,
cumulative, [FN] Statistical functions [TS] irf table, [TS] var intro, [TS] Glossary
inverse cumulative, [FN] Statistical functions .dynamicmv built-in class function, [P] class
dup(#), display directive, [P] display dyndoc command, [P] dyndoc
duplicate observations, dyntext command, [P] dyntext
dropping, [D] duplicates
identifying, [D] duplicates
duplicates
E
drop command, [D] duplicates e()
examples command, [D] duplicates function, [FN] Programming functions, [M-5] e( )
list command, [D] duplicates stored results, [P] ereturn, [P] estimates,
report command, [D] duplicates [P] return, [R] stored results,
tag command, [D] duplicates [U] 18.8 Accessing results calculated by other
duplicating programs, [U] 18.9 Accessing results calculated
clustered observations, [D] expandcl by estimation commands, [U] 18.10.2 Storing
observations, [D] expand results in e()
duplication matrix, [M-5] Dmatrix( ) e(functions) macro extended function, [P] macro
duration analysis, see survival analysis e(macros) macro extended function, [P] macro
Durbin–Watson statistic, [R] regress postestimation e(matrices) macro extended function, [P] macro
time series, [TS] prais e(sample) function, [FN] Programming functions,
durbinalt, estat subcommand, [R] regress [P] ereturn, [P] return
postestimation time series e(sample), resetting, [R] estimates save
Durbin’s alternative test, [R] regress postestimation e(scalars) macro extended function, [P] macro
time series EB, see empirical Bayes
dvech, mgarch subcommand, [TS] mgarch dvech EBCDIC files, [D] filefilter, [D] infile (fixed format),
dwatson, estat subcommand, [R] regress [U] 21.2.9 If you have EBCDIC data
postestimation time series e-class command, [P] program, [P] return, [R] stored
dyadic operator, [M-2] syntax, [M-6] Glossary results, [U] 18.8 Accessing results calculated by
dydx command, [R] dydx other programs
dynamic economist scheme, [G-3] axis options, [G-4] scheme
conditional-correlation model, [TS] mgarch, economist
[TS] mgarch dcc edit command, [D] edit
factor model, [TS] dfactor, [TS] dfactor editing
postestimation, also see state-space model ado-files and do-files, [R] doedit
forecast, [DSGE] Glossary, [TS] arch, [TS] arfima, commands, [U] 10 Keyboard use
[TS] fcast compute, [TS] fcast graph, data, [D] edit, [D] generate, [D] merge, [D] recode
[TS] forecast, [TS] forecast adjust, [TS] forecast files while in Stata, [R] doedit
clear, [TS] forecast coefvector, [TS] forecast graphs, [G-1] graph editor
create, [TS] forecast describe, [TS] forecast output, [U] 15 Saving and printing output—log
drop, [TS] forecast estimates, [TS] forecast files
exogenous, [TS] forecast identity, [TS] forecast editmissing() function, [M-5] editmissing( )
list, [TS] forecast query, [TS] forecast solve, editmissing() function, [M-5] editmissing( )
[TS] mgarch, [TS] Glossary, [U] 20.21 Dynamic
edittoint() function, [M-5] edittoint( )
forecasts and simulations
edittoint() function, [M-5] edittoint( )
model, [XT] Glossary
edittointtol() function, [M-5] edittoint( )
panel-data regression, [XT] xtabond, [XT] xtdpd,
edittointtol() function, [M-5] edittoint( )
[XT] xtdpdsys
edittozero() function, [M-5] edittozero( )
regression model, [TS] arfima, [TS] arima,
[TS] var edittozero() function, [M-5] edittozero( )
stochastic general equilibrium, [DSGE] intro 1, edittozerotol() function, [M-5] edittozero( )
[DSGE] intro 3a, [DSGE] intro 3b, edittozerotol() function, [M-5] edittozero( )
[DSGE] intro 3c, [DSGE] dsge, editvalue() function, [M-5] editvalue( )
[DSGE] Glossary, [U] 26.26 Linearized editvalue() function, [M-5] editvalue( )
dynamic stochastic general equilibrium (DSGE) EE estimator, see estimating-equation estimator
models
238 Subject index
effect eigenvalue stability index, [SEM] estat stable

detection of, see minimum detectable effect size eigenvalues, [M-5] eigensystem( ), [M-6] Glossary,
minimum detectable, see minimum detectable effect [MV] factor, [MV] factor postestimation,
size [MV] pca, [MV] rotate, [MV] rotatemat,
size, [PSS] Glossary, [ST] Glossary, also see δ [MV] screeplot, [MV] Glossary, [P] matrix
treatment, see treatment effects eigenvalues, [P] matrix svd, [P] matrix
effective sample size, [BAYES] bayesian commands, symeigen
[BAYES] bayesmh, [BAYES] bayesstats ess, eigenvalues() function, [M-5] eigensystem( )
[BAYES] Glossary eigenvalues() function, [M-5] eigensystem( )
effects, estat subcommand, [SVY] estat eigenvalues, matrix subcommand, [P] matrix
effects, eigenvalues
direct, [SEM] estat teffects, [SEM] example 7, eigenvectors, [M-5] eigensystem( ), [M-6] Glossary,
[SEM] example 42g, [SEM] methods and [MV] factor, [MV] factor postestimation,
formulas for sem, [SEM] Glossary [MV] pca, [MV] rotate, [MV] rotatemat,
indirect, [SEM] estat teffects, [SEM] example 7, [MV] scoreplot, [MV] Glossary, [P] matrix svd,
[SEM] example 42g, [SEM] methods and [P] matrix symeigen
formulas for sem, [SEM] Glossary EIM, see expected information matrix
total, [SEM] estat teffects, [SEM] example 7, eintreg command, [ERM] intro 1, [ERM] intro 2,
[SEM] example 42g, [SEM] methods and [ERM] intro 3, [ERM] intro 6, [ERM] eintreg,
formulas for sem, [SEM] Glossary [ERM] eintreg postestimation, [ERM] eintreg
effect-size predict, [ERM] example 1b, [ERM] example 1c,
[ERM] predict advanced, [ERM] predict
curve, [PSS] Glossary
treatment, [ERM] triangularize
determination, [PSS] intro, [PSS] power,
eivreg command, [R] eivreg, [R] eivreg
[PSS] power usermethod, [PSS] power
postestimation
onemean, [PSS] power twomeans, [PSS] power
pairedmeans, [PSS] power oneproportion, el() function, [FN] Matrix functions, [P] matrix
[PSS] power twoproportions, [PSS] power define
pairedproportions, [PSS] power onevariance, elimination matrix, [M-5] Lmatrix( )
[PSS] power twovariances, [PSS] power ellipsis, [G-4] text
onecorrelation, [PSS] power twocorrelations, else command, [P] if
[PSS] power oneway, [PSS] power twoway, eltype, [M-2] declarations, [M-6] Glossary
[PSS] power repeated, [PSS] power oneslope, eltype() function, [M-5] eltype( )
[PSS] power rsquared, [PSS] power pcorr, EM, see expectation-maximization algorithm
[PSS] power cmh, [PSS] power mcc, EMF, see Windows Enhanced Metafile
[PSS] power cox, [PSS] power exponential, empirical Bayes, [IRT] irt 1pl postestimation,
[PSS] power logrank, [PSS] unbalanced [IRT] irt 2pl postestimation, [IRT] irt 3pl
designs, [PSS] Glossary postestimation, [IRT] irt grm postestimation,
efficiency of Markov chain Monte Carlo, [IRT] irt nrm postestimation, [IRT] irt pcm
[BAYES] intro, [BAYES] bayesian commands, postestimation, [IRT] irt rsm postestimation,
[BAYES] bayesmh, [BAYES] bayesgraph, [IRT] irt hybrid postestimation, [IRT] Glossary,
[BAYES] bayesstats ess [ME] mecloglog postestimation, [ME] meglm,
efficiency of MCMC, [BAYES] Glossary [ME] meglm postestimation, [ME] meintreg
efficiency, query subcommand, [R] query postestimation, [ME] melogit postestimation,
eform, estat subcommand, [FMM] estat eform, [ME] menbreg postestimation, [ME] meologit
[SEM] estat eform postestimation, [ME] meoprobit postestimation,
eform option, [R] eform option [ME] mepoisson postestimation, [ME] meprobit
EGARCH, see exponential generalized autoregressive postestimation, [ME] mestreg postestimation,
conditional heteroskedasticity [ME] metobit postestimation, [ME] Glossary
egen command, [D] egen, [MI] mi passive, [MI] mi means, see posterior mean
xeq modes, see posterior mode
EGLS, see estimated generalized least squares predictions, [SEM] intro 7, [SEM] methods and
eigen la() function, [M-5] eigensystem( ) formulas for gsem, [SEM] predict after gsem
eigensystem() function, [M-5] eigensystem( ) empirical cumulative distribution function, [R] cumul
eigensystem() function, [M-5] eigensystem( ) emptycells, set subcommand, [R] set, [R] set
eigensystemselect*() functions, emptycells
[M-5] eigensystemselect( ) Encapsulated PostScript, [G-2] graph export,
eigensystemselect*() functions, [G-3] eps options, [G-4] text
[M-5] eigensystemselect( ) encode command, [D] encode, [U] 23.2 Categorical
eigenvalue stability condition, [TS] estat aroots, string variables
[TS] varstable, [TS] vecstable
Subject index 239
encodings, [D] unicode, [D] unicode encoding, eprobit command, [ERM] intro 1, [ERM] intro 2,
[ I ] Glossary [ERM] intro 3, [ERM] intro 6, [ERM] eprobit,
end command, [M-3] end [ERM] eprobit postestimation, [ERM] eprobit
end-of-line characters, [D] changeeol predict, [ERM] example 3a, [ERM] example 3b,
ending a Stata session, [P] exit, [R] exit [ERM] example 4a, [ERM] example 4b,
endless loop, see loop, endless [ERM] example 5, [ERM] predict advanced,
[ERM] predict treatment, [ERM] triangularize
endogeneity test, [R] ivregress postestimation
EPS, see Encapsulated PostScript
endogenous
epsdouble() function, [FN] Programming functions
covariates, [ERM] eintreg, [ERM] eoprobit,
[ERM] eprobit, [ERM] eregress, epsfloat() function, [FN] Programming functions
[ERM] Glossary, [FMM] fmm: ivregress, epsilon() function, [M-5] epsilon( ), [M-6] Glossary
[R] gmm, [R] ivpoisson, [R] ivprobit, eqgof, estat subcommand, [SEM] estat eqgof
[R] ivregress, [R] ivtobit, [R] reg3, [XT] xtdpd, eqtest, estat subcommand, [SEM] estat eqtest
[XT] xtdpdsys, [XT] xthtaylor, [XT] xtivreg equal FMI test, [MI] mi estimate, [MI] mi test,
instrument variables, [ERM] intro 3 [MI] Glossary
sample selection, [ERM] intro 4, [ERM] Glossary equal-allocation design, see balanced design
treatment, [ERM] eintreg, [ERM] eoprobit, equality of means tests, [MV] hotelling, [MV] manova,
[ERM] eprobit, [ERM] eregress, [MV] mvtest means
[SEM] example 46g, [TE] eteffects, equality operator, [U] 13.2.3 Relational operators
[TE] etpoisson, [TE] etregress equality test of
treatment assignment, [ERM] Glossary binomial proportions, [R] bitest
variable, [DSGE] Glossary, [ERM] Glossary, coefficients, [R] pwcompare, [R] sureg, [R] test,
[SEM] intro 4, [SEM] Glossary, [SVY] svy [R] testnl, [SVY] svy postestimation
estimation, [TS] Glossary, [XT] Glossary distributions, [R] ksmirnov, [R] kwallis,
endogenous, estat subcommand, [R] ivregress [R] ranksum, [R] signrank
postestimation margins, [R] margins, [R] pwcompare
ends(), egen function, [D] egen means, [R] contrast, [R] esize, [R] pwmean,
Engle’s LM test, [R] regress postestimation time series [R] ttest, [R] ztest, [SVY] svy postestimation
Enhanced Metafile, [G-2] graph export medians, [R] ranksum
ensuring mi data are consistent, [MI] mi update proportions, [R] bitest, [R] prtest
entering data, see importing data, see inputting data ROC areas, [R] roccomp, [R] rocreg
interactively, see reading data from disk survivor functions, [ST] sts test
environment macro extended function, [P] macro variances, [R] sdtest
environment variables (Unix), [P] macro equal-tailed credible interval, [BAYES] intro,
eoprobit command, [ERM] intro 1, [ERM] intro 2, [BAYES] bayesian commands, [BAYES] bayes,
[ERM] intro 3, [ERM] intro 4, [ERM] intro 6, [BAYES] bayesmh, [BAYES] bayesstats
[ERM] eoprobit, [ERM] eoprobit summary, [BAYES] Glossary
postestimation, [ERM] eoprobit predict, equamax rotation, [MV] rotate, [MV] rotatemat,
[ERM] example 6a, [ERM] example 6b, [MV] Glossary
[ERM] predict advanced, [ERM] predict equation names of matrix, [P] ereturn, [P] matrix
treatment, [ERM] triangularize define, [P] matrix rownames, [U] 14.2 Row and
Epanechnikov kernel function, [G-2] graph twoway column names
kdensity, [G-2] graph twoway lpoly, equilc() function, [M-5] equilrc( )
[R] kdensity, [R] lpoly, [R] qreg, [TE] tebalance equilibration, [M-5] equilrc( )
density, [TE] tebalance overid, [TE] teffects
equilibrium, [DSGE] Glossary
overlap
equilr() function, [M-5] equilrc( )
epidemiology and related, [R] epitab, [ST] strate
equilrc() function, [M-5] equilrc( )
Brier score decomposition, [R] brier
equivalence test, [R] pk, [R] pkequiv
interrater agreement, [R] kappa
erase, [M-5] unlink( )
meta-analysis, [R] meta
erase, mi subcommand, [MI] mi erase, [MI] styles
pharmacokinetic data, see pharmacokinetic data
erase, snapshot subcommand, [D] snapshot
ROC analysis, see receiver operating characteristic
analysis erase command, [D] erase
standardization, [R] dstdize erasing files, [D] erase
symmetry and marginal homogeneity tests, erasing graph files, [G-2] graph drop
[R] symmetry
tables, [R] epitab, [R] tabulate twoway
240 Subject index
eregress command, [ERM] intro 1, [ERM] intro 2, estat, continued

[ERM] intro 3, [ERM] intro 6, [ERM] eregress, anova command, [MV] discrim lda postestimation
[ERM] eregress postestimation, [ERM] eregress anti command, [MV] factor postestimation,
predict, [ERM] example 1a, [ERM] example 2a, [MV] pca postestimation
[ERM] example 2b, [ERM] example 2c, archlm command, [R] regress postestimation time
[ERM] predict advanced, [ERM] predict series
treatment, [ERM] triangularize aroots command, [TS] estat aroots
ereturn bgodfrey command, [R] regress postestimation
clear command, [P] ereturn, [P] return time series
display command, [P] ereturn bootstrap command, [R] bootstrap postestimation
list command, [P] ereturn, [P] return, [R] stored canontest command, [MV] discrim lda
results postestimation
local command, [P] ereturn, [P] return classfunctions command, [MV] discrim lda
matrix command, [P] ereturn, [P] return postestimation
post command, [P] ereturn, [P] makecns, classification command, [R] estat classification
[P] return classtable command, [MV] discrim
repost command, [P] ereturn, [P] return estat, [MV] discrim knn postestimation,
scalar command, [P] ereturn, [P] return [MV] discrim lda postestimation, [MV] discrim
error, [ERM] Glossary, [SEM] Glossary logistic postestimation, [MV] discrim qda
checking, [D] assert postestimation
codes, [M-2] errors common command, [MV] factor postestimation
covariance, [ME] Glossary compare command, [MV] procrustes
handling, [P] capture, [P] confirm, [P] error, postestimation
[U] 16.1.4 Error handling in do-files concordance command, [ST] stcox postestimation
messages and return codes, [P] error, [P] rmsg, config command, [MV] mds postestimation
[R] error messages, [U] 4.8.5 Return codes, coordinates command, [MV] ca postestimation,
[U] 8 Error messages and return codes, also [MV] mca postestimation
see error handling correlation command, [R] asmprobit
searching, [R] search postestimation, [R] asroprobit postestimation
variable, [SEM] intro 4, [SEM] Glossary correlations command, [MV] canon
error command, [P] error postestimation, [MV] discrim lda
error() function, [M-5] error( ) postestimation, [MV] discrim qda
error() function, [M-5] error( ) postestimation, [MV] mds postestimation
error, reshape subcommand, [D] reshape covariance command, [MV] discrim
error-bar charts, [R] serrbar lda postestimation, [MV] discrim qda
postestimation, [R] asmprobit postestimation,
error-components model, [XT] xthtaylor,
[R] asroprobit postestimation
[XT] Glossary
cv command, [SVY] estat
errorrate, estat subcommand, [MV] discrim
estat, [MV] discrim knn postestimation, df command, [ME] estat df, [ME] mixed
[MV] discrim lda postestimation, [MV] discrim postestimation
logistic postestimation, [MV] discrim qda distances command, [MV] ca postestimation
postestimation durbinalt command, [R] regress postestimation
errors-in-variables regression, [R] eivreg time series
errprintf() function, [M-5] errprintf( ) dwatson command, [R] regress postestimation time
esample, estimates subcommand, [R] estimates save series
esize and esizei commands, [R] esize effects command, [SVY] estat
esize, estat subcommand, [R] regress eform command, [FMM] estat eform,
postestimation [SEM] intro 7, [SEM] estat eform,
[SEM] example 33g, [SEM] example 34g
ESS, see effective sample size
endogenous command, [R] ivregress
ess, bayesstats subcommand, [BAYES] bayesstats
postestimation
estat, [P] estat programming
eqgof command, [SEM] intro 7, [SEM] estat
abond command, [XT] xtabond postestimation, eqgof, [SEM] example 3
[XT] xtdpd postestimation, [XT] xtdpdsys
eqtest command, [SEM] intro 7, [SEM] estat
postestimation
eqtest, [SEM] example 13
acplot command, [TS] estat acplot
alternatives command, [R] asclogit
postestimation, [R] asmprobit postestimation,
[R] asroprobit postestimation, [R] nlogit
postestimation
Subject index 241
estat, continued estat, continued

errorrate command, [MV] discrim estat, lceffects command, [SVY] estat
[MV] discrim knn postestimation, lcgof command, [SEM] estat lcgof
[MV] discrim lda postestimation, [MV] discrim lcmean command, [FMM] estat lcmean,
logistic postestimation, [MV] discrim qda [SEM] estat lcmean
postestimation lcprob command, [FMM] estat lcprob,
esize command, [R] regress postestimation [SEM] estat lcprob
factors command, [MV] factor postestimation list command, [MV] discrim estat, [MV] discrim
facweights command, [R] asmprobit knn postestimation, [MV] discrim lda
postestimation, [R] asroprobit postestimation postestimation, [MV] discrim logistic
firststage command, [R] ivregress postestimation, [MV] discrim qda
postestimation postestimation
framework command, [SEM] intro 7, [SEM] estat loadings command, [MV] ca postestimation,
framework, [SEM] example 11 [MV] canon postestimation, [MV] discrim lda,
ggof command, [SEM] intro 7, [SEM] estat ggof, [MV] discrim lda postestimation, [MV] pca
[SEM] example 21 postestimation
ginvariant command, [SEM] intro 7, [SEM] estat manova command, [MV] discrim lda
ginvariant, [SEM] example 22 postestimation
gof command, [R] estat gof, [R] poisson mfx command, [R] asclogit postestimation,
postestimation, [SEM] estat gof, [R] asmprobit postestimation, [R] asroprobit
[SEM] example 4, [SVY] estat postestimation
gofplot command, [ST] stintreg postestimation mindices command, [SEM] intro 7, [SEM] estat
grdistances command, [MV] discrim mindices, [SEM] example 5, [SEM] example 9
lda postestimation, [MV] discrim qda moran command, [SP] intro 7
postestimation gof command, [SP] estat moran
grmeans command, [MV] discrim lda mvreg command, [MV] procrustes postestimation
postestimation nproc command, [R] rocreg postestimation
group command, [ME] estat group, overid command, [R] gmm postestimation,
[ME] mecloglog postestimation, [ME] meglm [R] ivpoisson postestimation, [R] ivregress
postestimation, [ME] meintreg postestimation, postestimation
[ME] melogit postestimation, [ME] menbreg ovtest command, [R] regress postestimation
postestimation, [ME] menl postestimation, pairwise command, [MV] mds postestimation
[ME] meologit postestimation, [ME] meoprobit period command, [TS] ucm postestimation
postestimation, [ME] mepoisson postestimation,
phtest command, [ST] stcox PH-assumption tests
[ME] meprobit postestimation, [ME] meqrlogit
postestimation, [ME] meqrpoisson policy command, [DSGE] intro 1,
postestimation, [ME] mestreg postestimation, [DSGE] intro 3a, [DSGE] intro 3c,
[ME] metobit postestimation, [ME] mixed [DSGE] dsge postestimation, [DSGE] estat
postestimation policy
grsummarize command, [MV] discrim predict command, [R] exlogistic postestimation
estat, [MV] discrim knn postestimation, profiles command, [MV] ca postestimation
[MV] discrim lda postestimation, [MV] discrim quantiles command, [MV] mds postestimation
logistic postestimation, [MV] discrim qda recovariance command, [ME] estat recovariance,
postestimation [ME] menl postestimation, [ME] meqrlogit
hettest command, [R] regress postestimation postestimation, [ME] meqrpoisson
ic command, [R] estat, [R] estat ic postestimation, [ME] mixed postestimation
icc command, [ME] estat icc, [ME] meintreg report command, [IRT] estat report
postestimation, [ME] melogit postestimation, residuals command, [MV] factor postestimation,
[ME] meprobit postestimation, [ME] meqrlogit [MV] pca postestimation, [SEM] intro 7,
postestimation, [ME] metobit postestimation, [SEM] estat residuals, [SEM] example 10
[ME] mixed postestimation rotate command, [MV] canon postestimation
impact command, [SP] intro 7, [SP] intro 8, rotatecompare command, [MV] canon
[SP] spivregress, [SP] spivregress postestimation, [MV] factor postestimation,
postestimation, [SP] spregress, [SP] spregress [MV] pca postestimation
postestimation, [SP] spxtregress, sargan command, [XT] xtabond postestimation,
[SP] spxtregress postestimation [XT] xtdpd postestimation, [XT] xtdpdsys
imtest command, [R] regress postestimation postestimation
inertia command, [MV] ca postestimation sbcusum command, [TS] estat sbcusum
kmo command, [MV] factor postestimation, sbknown command, [TS] estat sbknown
[MV] pca postestimation sbsingle command, [TS] estat sbsingle
242 Subject index
estat, continued estimate linear combinations of coefficients, see linear

scoretests command, [SEM] intro 7, [SEM] estat combinations of estimators
scoretests, [SEM] example 8 estimate, mi subcommand, [MI] mi estimate, [MI] mi
sd command, [ME] estat sd, [ME] meglm estimate using
postestimation, [ME] meintreg postestimation, estimated generalized least squares, [XT] xtgls,
[ME] melogit postestimation, [ME] menbreg [XT] xtivreg, [XT] xtreg
postestimation, [ME] menl postestimation, estimates
[ME] meologit postestimation, [ME] meoprobit clear command, [P] estimates
postestimation, [ME] meprobit postestimation, dir command, [P] estimates
[ME] meqrlogit postestimation, drop command, [P] estimates
[ME] meqrpoisson postestimation,
hold command, [P] estimates
[ME] mestreg postestimation, [ME] metobit
postestimation, [ME] mixed postestimation, unhold command, [P] estimates
[SEM] estat sd, [SVY] estat estimates
sd command, [ME] mepoisson postestimation clear command, [R] estimates store
se command, [R] exlogistic postestimation, command, [R] suest, [SVY] svy postestimation
[R] expoisson postestimation introduction, [R] estimates
size command, [SVY] estat describe command, [R] estimates describe
smc command, [MV] factor postestimation, dir command, [R] estimates store
[MV] pca postestimation drop command, [R] estimates store
stable command, [DSGE] intro 5, [DSGE] dsge esample command, [R] estimates save
postestimation, [DSGE] estat stable, for command, [R] estimates for
[SEM] intro 7, [SEM] estat stable, notes command, [R] estimates notes
[SEM] example 7 query command, [R] estimates store
stdize: prefix command, [SEM] estat stdize, replay command, [R] estimates replay
[SEM] example 16 restore command, [R] estimates store
strata command, [SVY] estat save command, [R] estimates save
stress command, [MV] mds postestimation stats command, [R] estimates stats
structure command, [MV] discrim lda store command, [R] estimates store
postestimation, [MV] factor postestimation table command, [R] estimates table
subinertia command, [MV] mca postestimation title command, [R] estimates title
summarize command, [MV] ca postestimation, use command, [R] estimates save
[MV] discrim estat, [MV] discrim estimates, forecast subcommand, [TS] forecast
knn postestimation, [MV] discrim lda
estimates
postestimation, [MV] discrim logistic
estimating-equation estimator, [TE] teffects aipw,
postestimation, [MV] discrim qda
[TE] teffects ipw, [TE] teffects ipwra,
postestimation, [MV] factor postestimation,
[TE] teffects ra, [TE] Glossary
[MV] mca postestimation, [MV] mds
postestimation, [MV] pca postestimation, estimation
[MV] procrustes postestimation, [R] estat, allowed estimation commands, [MI] estimation
[R] estat summarize, [SEM] estat summarize Bayesian, see Bayesian, estimation
svyset command, [SVY] estat commands, [P] ereturn, [P] estimates,
szroeter command, [R] regress postestimation [U] 18.9 Accessing results calculated by
table command, [MV] ca postestimation estimation commands, [U] 26 Overview of
Stata estimation commands
teffects command, [ERM] intro 5, [ERM] eintreg
postestimation, [ERM] eoprobit postestimation, allowing constraints in, [P] makecns
[ERM] eprobit postestimation, [ERM] eregress eliminating stored information from, [P] discard
postestimation, [ERM] estat teffects, how to program, [P] estimation command
[SEM] estat teffects, [SEM] example 7, obtaining predictions after, [P] predict
[SEM] example 42g obtaining robust estimates, [P] robust
transition command, [DSGE] intro 1, saving results from, [P] estimates
[DSGE] intro 3a, [DSGE] intro 3b, degrees of freedom for coefficients, [MI] mi
[DSGE] dsge postestimation, [DSGE] estat estimate
transition method, [SEM] Glossary
vce command, [R] estat, [R] estat vce, [SVY] estat options, [R] estimation options, [SEM] gsem
vif command, [R] regress postestimation estimation options, [SEM] sem estimation
wcorrelation command, [ME] estat wcorrelation, options
[ME] menl postestimation, [ME] mixed postestimation dialog boxes, [R] postest
postestimation, [XT] xtgee postestimation posting VCE, [MI] mi estimate
Subject index 243
estimation, continued exact statistics, test, continued

predictions after, see predictions, obtaining after symmetry and marginal homogeneity,
estimation [R] symmetry
results, tetrachoric correlations, [R] tetrachoric
clearing, [P] ereturn, [P] estimates, exact test, [PSS] Glossary
[R] estimates store example datasets, [U] 1.2.2 Example datasets
listing, [P] ereturn, [P] estimates examples, duplicates subcommand, [D] duplicates
saving, [P] estimates Excel, [U] 21 Entering and importing data
storing, [P] ereturn dates, [D] datetime
storing and restoring, [R] estimates store Microsoft, see Microsoft Excel
tables of, [R] estimates table Microsoft, reading data from, [D] import excel,
sample, summarizing, [R] estat, [R] estat [D] odbc, also see spreadsheets, transferring
summarize Microsoft, write results to, [P] putexcel,
test after, [MI] mi estimate, [MI] mi test, [P] putexcel advanced
[SVY] svy postestimation excel,
estimators, export subcommand, [D] import excel
covariance matrix of, [P] ereturn, [P] matrix import subcommand, [D] import excel
get, [R] correlate, [R] estat, [R] estat vce, excess fraction, [R] epitab
[U] 20.10 Obtaining the variance–covariance exec(), odbc subcommand, [D] odbc
matrix existence, confirm subcommand, [P] confirm
linear combinations, [U] 20.14 Obtaining linear exit class program, [P] class exit
combinations of coefficients
exit, class subcommand, [P] class exit
linear combinations of, [R] lincom
exit command, [P] capture, [P] exit, [R] exit,
nonlinear combinations of, [R] nlcom [U] 16.1.4 Error handling in do-files
eteffects command, [TE] eteffects, [TE] eteffects exit() function, [M-5] exit( )
postestimation
exit Mata, [M-3] end
etiologic fraction, [R] epitab
exiting Stata, see exit command
etpoisson command, [TE] etpoisson, [TE] etpoisson
exlogistic command, [R] exlogistic, [R] exlogistic
postestimation
postestimation
etregress command, [TE] etregress, [TE] etregress
exogeneity test, see endogeneity test
postestimation
exogenous
Euclidean dissimilarity measure,
[MV] measure option covariate, [ERM] Glossary
Euclidean distance, [MV] Glossary treatment assignment, [ERM] Glossary
event, [ST] Glossary variable, [DSGE] Glossary, [ERM] Glossary,
[SEM] intro 4, [SEM] Glossary, [TS] Glossary,
history analysis, see survival analysis
[XT] Glossary
of interest, [ST] Glossary
exogenous, forecast subcommand, [TS] forecast
probability, see failure probability exogenous
Ex, [SEM] sem and gsem option covstructure( ) exp, [M-2] exp, [M-6] Glossary
ex post contiguity matrix, [SP] Glossary, also see =exp, [U] 11 Language syntax
spatial weighting matrix
exp() function, [FN] Mathematical functions,
exact binomial test, see binomial test [M-5] exp( )
exact DDF, see denominator degrees of freedom exp list, [SVY] svy bootstrap, [SVY] svy brr,
exact statistics, [U] 26.8 Count outcomes, [SVY] svy jackknife, [SVY] svy sdr,
[U] 26.10 Exact estimators [TS] rolling
binary confidence intervals, [R] ci, [R] exlogistic, expand
[R] roctab command, [D] expand
centiles, [R] centile for mi data, [MI] mi expand
confidence intervals for variances, [R] ci expand factor varlists, [P] fvexpand
indirect standardization, [R] dstdize expand, mi subcommand, [MI] mi expand
one-way anova, [R] loneway expandcl command, [D] expandcl
regression, [R] exlogistic, [R] expoisson expectation-maximization algorithm, [FMM] Glossary,
test, [MI] mi impute mvn, [MI] Glossary
binomial probability, [R] bitest parameter trace files, [MI] mi ptrace
equality of distributions, [R] ksmirnov expected future value, [DSGE] Glossary
equality of medians, [R] ranksum expected information matrix, [SEM] Glossary
Fisher’s, [R] tabulate twoway
244 Subject index
experimental data, [MV] manova, [R] anova, export,

[R] contrast, [R] correlate, [R] epitab, graph subcommand, [G-2] graph export
[R] kwallis, [R] logit, [R] mean, [R] regress, mi subcommand, [MI] mi export, [MI] mi export
[R] summarize, [R] tabulate oneway, ice, [MI] mi export nhanes1
[R] tabulate twoway, [R] ttest, [R] ztest, spmatrix subcommand, [SP] spmatrix export
[U] 12 Data, [U] 20 Estimation and exporting data, [D] export, [D] import dbase,
postestimation commands, [U] 26.15 Multilevel [D] import delimited, [D] import excel,
mixed-effects models, [U] 26.16 Survival [D] import sasxport, [D] odbc, [D] outfile,
analysis models, [U] 26.22 Structural equation [M-5] docx*( ), [M-5] xl( ), [MI] mi export,
modeling (SEM) [MI] mi export ice, [MI] mi export nhanes1
experimental group, [PSS] Glossary exporting graphs, [G-2] graph export, [G-2] graph
correlation, see correlation, experimental-group set, [G-3] eps options, [G-3] png options,
mean, see means, experimental-group [G-3] ps options, [G-3] svg options,
proportion, see proportions, experimental-group [G-3] tif options, [G-4] text
sample size, see sample-size exporting results, [P] putexcel, [P] putexcel advanced
standard deviation, see standard deviations, exposure
experimental-group odds ratio, [PSS] power mcc, [PSS] Glossary
variance, see variances, experimental-group variable, [ST] Glossary
experimental study, [PSS] power, [PSS] Glossary Expression Builder, [U] 13.8 Using the Expression
explanatory variable, [ERM] Glossary, [SP] Glossary, Builder
also see covariate expressions, [M-2] exp, [P] matrix define,
exploded logit model, [R] rologit [U] 13 Functions and expressions
expoisson command, [R] expoisson, [R] expoisson extended
postestimation ASCII, [D] unicode, [D] unicode translate,
exponential [ I ] Glossary
density, [FN] Statistical functions, [M-5] normal( ) encoding conversion, [D] unicode convertfile,
distribution, [FMM] fmm: streg, [FN] Statistical [D] unicode translate
functions, [M-5] normal( ), [ST] stintreg, encodings, [D] unicode encoding
[ST] streg macro functions, [P] char, [P] display, [P] macro,
function, [FN] Mathematical functions [P] macro lists, [P] serset
generalized autoregressive conditional regression model, [ERM] intro 1, [ERM] intro 2,
heteroskedasticity, [TS] arch [ERM] intro 8, [ERM] Glossary
notation, [U] 12.2 Numbers interpretation, [ERM] intro 6
smoothing, [TS] tssmooth, [TS] tssmooth normality assumption, [ERM] intro 1
exponential, [TS] Glossary rules for using margins command,
survival regression, [FMM] fmm: streg, [ERM] intro 6
[SEM] example 47g, [ST] stintreg, [ST] streg rules for using predict command,
test, [PSS] power exponential, [PSS] Glossary [ERM] intro 6
exponential, triangularization, how to, [ERM] triangularize
churdle subcommand, [R] churdle triangularization, requirement, [ERM] intro 3
power subcommand, [PSS] power exponential external, [M-2] declarations
tssmooth subcommand, [TS] tssmooth exponential externals, [M-2] declarations, [M-5] direxternal( ),
exponential() function, [FN] Statistical functions, [M-5] findexternal( ), [M-5] valofexternal( ),
[M-5] normal( ) [M-6] Glossary
exponentialden() function, [FN] Statistical extract diagonal, [M-5] diagonal( ), [M-5] diag( )
functions, [M-5] normal( ) extract, mi subcommand, [MI] mi extract, [MI] mi
exponentialtail() function, [FN] Statistical replace0
functions, [M-5] normal( ) extracting m=# data from mi data, [MI] mi extract,
exponentiated coefficients, [FMM] estat eform, [MI] mi select
[R] eform option, [SEM] estat eform extracting original data from mi data, [MI] mi extract
exponentiation, [M-5] exp( ), [M-5] matexpsym( ) extrapolation, [D] ipolate
export
dbase command, [D] import dbase
delimited command, [D] import delimited F
excel command, [D] import excel F
sasxport command, [D] import sasxport density,
central, [FN] Statistical functions
noncentral, [FN] Statistical functions
Subject index 245
F , continued failure, continued

distribution, tables, [ST] ltable
cumulative, [FN] Statistical functions time, see survival analysis
cumulative noncentral, [FN] Statistical functions failure–success proportion, [PSS] power
inverse cumulative, [FN] Statistical functions pairedproportions
inverse reverse cumulative, [FN] Statistical failure-time model, see survival analysis
functions false-negative result, see type II error
inverse reverse cumulative noncentral, false-positive rate, [R] estat classification, [R] roc,
[FN] Statistical functions [R] rocreg, [R] rocreg postestimation,
reverse cumulative, [FN] Statistical functions [R] rocregplot
reverse cumulative noncentral, [FN] Statistical false-positive result, see type I error
functions family
noncentrality parameter, [FN] Statistical functions Bernoulli, [SEM] methods and formulas for gsem
test, [PSS] Glossary beta, [SEM] methods and formulas for gsem
F() function, [FN] Statistical functions, binomial, [SEM] methods and formulas for gsem
[M-5] normal( ) distribution, [SEM] Glossary
Facebook, see Stata on Facebook exponential, [SEM] methods and formulas for
factor, [MV] Glossary, [PSS] Glossary gsem
analysis, [MV] alpha, [MV] canon, [MV] factor, gamma, [SEM] methods and formulas for gsem
[MV] factor postestimation, [MV] Glossary, see Gaussian, [SEM] methods and formulas for gsem
confirmatory factor analysis loglogistic, [SEM] methods and formulas for gsem
loading plot, [MV] scoreplot, [MV] Glossary lognormal, [SEM] methods and formulas for gsem
loadings, [MV] Glossary multinomial, [SEM] methods and formulas for
model, [TS] dfactor gsem
parsimony rotation, [MV] rotate, [MV] rotatemat, negative binomial, [SEM] methods and formulas
[MV] Glossary for gsem
score plot, [MV] scoreplot ordinal, [SEM] methods and formulas for gsem
scores, [MV] factor postestimation, [MV] Glossary, Poisson, [SEM] methods and formulas for gsem
[SEM] intro 7, [SEM] example 14, Weibull, [SEM] methods and formulas for gsem
[SEM] methods and formulas for sem, FAQs, [U] 3.2.1 The Stata website (www.stata.com)
[SEM] predict after sem search, [R] search, [U] 4.8.4 FAQ searches
variables, [P] fvexpand, [P] matrix rownames, fastscroll, set subcommand, [R] set
[P] rmcoll, [P] syntax, [P] unab,
favorspeed() function, [M-5] favorspeed( )
[PSS] Glossary, [R] fvrevar, [R] fvset,
[U] 11.4.3 Factor variables, [U] 13.9 Indicator fbufget() function, [M-5] bufio( )
values for levels of factor variables, fbufput() function, [M-5] bufio( )
[U] 14.2.2 Two-part names, [U] 20.12 Accessing fcast compute command, [TS] fcast compute
estimated coefficients, [U] 25 Working with fcast graph command, [TS] fcast graph
categorical data and factor variables fclose() function, [M-5] fopen( )
factor command, [MV] factor, [MV] factor fclose() function, [M-5] fopen( )
postestimation FCS, see fully conditional specification
factorial, [U] 11.4.3 Factor variables Fden() function, [FN] Statistical functions,
design, [MV] manova, [R] anova [M-5] normal( )
function, [FN] Mathematical functions feasible generalized least squares, [R] reg3, [R] sureg,
factorial() function, [M-5] factorial( ) [SEM] intro 4, [TS] dfgls, [TS] prais, [TS] var,
factormat command, [MV] factor, [MV] factor [XT] xtgls, [XT] xtivreg, [XT] xtreg
postestimation feasible generalized nonlinear least squares, [R] nlsur
factors, estat subcommand, [MV] factor federal information processing standard, [SP] Glossary
postestimation Federal Reserve Economic Data, reading data from,
factor-variable [D] import fred
notation, [SEM] intro 3 feedback loops, [SEM] estat stable, [SEM] estat
settings, [R] fvset teffects
facweights, estat subcommand, [R] asmprobit fences, [R] lv
postestimation, [R] asroprobit postestimation ferrortext() function, [M-5] ferrortext( )
failure FEVD, see forecast-error variance decomposition
event, [ST] Glossary, [TE] Glossary fft() function, [M-5] fft( )
probability, [PSS] power exponential, [PSS] power fft() function, [M-5] fft( )
logrank fget() function, [M-5] fopen( )
fget() function, [M-5] fopen( )
246 Subject index
fgetmatrix() function, [M-5] fopen( ) files, continued

fgetmatrix() function, [M-5] fopen( ) saving, [D] save, [P] window programming,
fgetnl() function, [M-5] fopen( ) [P] window fopen
fgetnl() function, [M-5] fopen( ) temporary, [P] macro, [P] preserve, [P] scalar
FGLS, see feasible generalized least squares uncompressing, [D] zipfile
FGNLS, see feasible generalized nonlinear least squares writing text or binary, [P] file
fictional data, [SEM] Glossary filewrite() function, [FN] Programming functions
file fill
conversion, [D] changeeol, [D] filefilter areas, dimming and brightening, [G-2] graph
format, Stata, [P] file formats .dta twoway histogram, [G-2] graph twoway
modification, [D] changeeol, [D] filefilter kdensity, [G-4] colorstyle
processing, [M-4] io, [M-5] bufio( ), [M-5] cat( ), color, setting, [G-3] region options
[M-5] docx*( ), [M-5] ferrortext( ), fill(), egen function, [D] egen
[M-5] fileexists( ), [M-5] findfile( ), fillin command, [D] fillin
[M-5] fopen( ), [M-5] unlink( ), [M-5] xl( ) filling in values, [ST] stfill
translation, [D] changeeol, [D] filefilter fillmissing() function, [M-5] fillmissing( )
file filters, [TS] tsfilter, also see smoothers
close command, [P] file Baxter–King, [TS] tsfilter bk
open command, [P] file Butterworth, [TS] tsfilter bw
query command, [P] file Christiano–Fitzgerald, [TS] tsfilter cf
read command, [P] file Hodrick–Prescott, [TS] tsfilter hp
seek command, [P] file final, [M-2] class
sersetread command, [P] serset financial frictions model, [DSGE] intro 3c
sersetwrite command, [P] serset findexternal() function, [M-5] findexternal( )
set command, [P] file findfile command, [P] findfile
write command, [P] file findfile() function, [M-5] findfile( )
file, confirm subcommand, [P] confirm finding file in path, [P] findfile
file, find in path, [P] findfile finding variables, [D] lookfor
fileexists() function, [FN] Programming finite mixture models, [FMM] fmm intro, [FMM] fmm
functions, [M-5] fileexists( ) estimation, [FMM] fmm, [FMM] fmm: betareg,
filefilter command, [D] filefilter [FMM] fmm: cloglog, [FMM] fmm: glm,
filename manipulation, [M-5] adosubdir( ), [FMM] fmm: intreg, [FMM] fmm: ivregress,
[M-5] pathjoin( ) [FMM] fmm: logit, [FMM] fmm: mlogit,
filenames, displaying, [D] dir [FMM] fmm: nbreg, [FMM] fmm: ologit,
fileread() function, [FN] Programming functions [FMM] fmm: oprobit, [FMM] fmm: pointmass,
[FMM] fmm: poisson, [FMM] fmm: probit,
filereaderror() function, [FN] Programming
[FMM] fmm: regress, [FMM] fmm: streg,
functions
[FMM] fmm: tobit, [FMM] fmm: tpoisson,
files, [FMM] fmm: truncreg, [FMM] example 1a,
checksum of, [D] checksum [FMM] example 1b, [FMM] example 1c,
comparison, [D] cf [FMM] example 1d, [FMM] example 2,
compressing, [D] zipfile [FMM] example 3, [FMM] example 4,
copying and appending, [D] copy [FMM] Glossary, [SEM] intro 5,
display contents of, [D] type [SEM] example 53g, [SEM] example 54g,
downloading, [D] checksum, [D] copy, [SEM] Glossary, [U] 26.24 Finite mixture
[R] adoupdate, [R] net, [R] sj, [R] ssc, models (FMMs)
[R] update, [U] 28 Using the Internet to keep finite population correction, [PSS] power, [PSS] power
up to date onemean, [PSS] power pairedmeans,
erasing, [D] erase [PSS] Glossary, [SVY] survey, [SVY] svy
exporting, see exporting data estimation, [SVY] svyset, [SVY] variance
extensions, [U] 11.6 Filenaming conventions estimation, [SVY] Glossary
importing, see importing data FIPS, see federal information processing standard
loading, [D] use codes, [SP] intro 4, [SP] intro 7, [SP] Glossary,
names, [U] 11.6 Filenaming conventions, also see federal information processing standard
[U] 18.3.11 Constructing Windows filenames first-differenced estimator, [XT] xtabond, [XT] xtdpd,
by using macros [XT] xtdpdsys, [XT] xtivreg
opening, [P] window programming, [P] window first-order latent variables, [SEM] Glossary
fopen firststage, estat subcommand, [R] ivregress
reading text or binary, [P] file postestimation
Subject index 247
Fisher–Irwin’s exact test, [PSS] power twoproportions, fmm prefix command, [FMM] fmm intro,
[PSS] Glossary [FMM] fmm, [FMM] fmm postestimation,
fisher, xtunitroot subcommand, [XT] xtunitroot [FMM] example 1a, [FMM] example 1b,
Fisher’s [FMM] example 1c, [FMM] example 1d,
exact test, [PSS] power twoproportions, [FMM] example 3, [FMM] example 4
[PSS] Glossary, [R] epitab, [R] tabulate twoway fmm: betareg command, [FMM] fmm: betareg
z test, [PSS] power onecorrelation, [PSS] power fmm: cloglog command, [FMM] fmm: cloglog
twocorrelations, [PSS] Glossary fmm: glm command, [FMM] fmm: glm
z transformation, [PSS] power onecorrelation, fmm: intreg command, [FMM] fmm: intreg
[PSS] power twocorrelations, [PSS] Glossary fmm: ivregress command, [FMM] fmm: ivregress
Fisher-type test, [XT] xtunitroot fmm: logit command, [FMM] fmm: logit
fits, adding, [G-2] graph twoway fpfit, [G-2] graph fmm: mlogit command, [FMM] fmm: mlogit
twoway fpfitci, [G-2] graph twoway lfit, fmm: nbreg command, [FMM] fmm: nbreg
[G-2] graph twoway lfitci, [G-2] graph twoway fmm: ologit command, [FMM] fmm: ologit
qfit, [G-2] graph twoway qfitci fmm: oprobit command, [FMM] fmm: oprobit
fixed effects, [BAYES] Glossary, [PSS] Glossary fmm: pointmass command, [FMM] fmm: pointmass,
fixed-effects model, [ME] Glossary, [R] anova, [FMM] example 3
[R] areg, [R] asclogit, [R] clogit, fmm: poisson command, [FMM] fmm: poisson,
[SP] spxtregress, [XT] xtabond, [XT] xtdpd, [FMM] example 2, [FMM] example 3
[XT] xtdpdsys, [XT] xtivreg, [XT] xtlogit, fmm: probit command, [FMM] fmm: probit
[XT] xtnbreg, [XT] xtoprobit, [XT] xtpoisson,
fmm: regress command, [FMM] fmm: regress
[XT] xtreg, [XT] xtregar, [XT] xtstreg,
[XT] Glossary fmm: streg command, [FMM] fmm: streg
multilevel mixed-effects models, [ME] mecloglog, fmm: tobit command, [FMM] fmm: tobit
[ME] meglm, [ME] meintreg, [ME] melogit, fmm: tpoisson command, [FMM] fmm: tpoisson
[ME] menbreg, [ME] menl, [ME] meologit, fmm: truncreg command, [FMM] fmm: truncreg
[ME] meoprobit, [ME] mepoisson, %fmts, [D] format, [U] 12.5 Formats: Controlling
[ME] meprobit, [ME] meqrlogit, how data are displayed
[ME] meqrpoisson, [ME] mestreg, fmtwidth() function, [FN] Programming functions,
[ME] metobit, [ME] mixed [M-5] fmtwidth( )
fixed-effects parameters, [BAYES] Glossary folders, see directories
F-keys, [U] 10 Keyboard use follow up, lost due to, [ERM] intro 5
flat prior, see noninformative prior follow-up, [PSS] Glossary
flat, prior() suboption, [BAYES] bayesmh period, [PSS] power exponential, [PSS] power
evaluators logrank, [PSS] Glossary
flexible functional form, [R] boxcox, [R] fp, [R] mfp studies, see incidence studies
flist command, [D] list study, see cohort study
float, [D] data types, [U] 12.2.2 Numeric storage fonts, in graphs, [G-4] text
types, [U] 13.12 Precision and problems therein footnote, ml subcommand, [R] ml
float() function, [FN] Programming functions, fopen() function, [M-5] fopen( )
[M-5] floatround( ), [U] 13.12 Precision and fopen() function, [M-5] fopen( )
problems therein fopen, window subcommand, [P] window
floatround() function, [M-5] floatround( ) programming, [P] window fopen
floatwindows, set subcommand, [R] set for, [M-2] for, [M-2] continue, [M-2] break,
flong [M-2] semicolons
data style, [MI] styles, [MI] Glossary for, estimates subcommand, [R] estimates for
technical description, [MI] technical foreach command, [P] foreach
flongsep forecast, [TS] forecast
data style, [MI] mi xeq, [MI] styles, [MI] Glossary adjust command, [TS] forecast adjust
estimating memory requirements, [MI] mi convert clear command, [TS] forecast clear
style, [MI] mi copy, [MI] mi erase coefvector command, [TS] forecast coefvector
technical description, [MI] technical create command, [TS] forecast create
floor() function, [FN] Mathematical functions, describe command, [TS] forecast describe
[M-5] trunc( ) drop command, [TS] forecast drop
flopin() function, [M-5] lapack( ) estimates command, [TS] forecast estimates
flopout() function, [M-5] lapack( ) exogenous command, [TS] forecast exogenous
FMI, see fraction missing information identity command, [TS] forecast identity
FMM, see finite mixture models list command, [TS] forecast list
248 Subject index
forecast, continued formats, [D] datetime, [D] describe, [D] format,

query command, [TS] forecast query [D] varmanage, [U] 12.5 Formats: Controlling
solve command, [TS] forecast solve how data are displayed, [U] 20.9 Formatting
forecast, the coefficient table, [U] 24.3 Displaying dates
ARCH model, [TS] arch postestimation and times
ARFIMA model, [TS] arfima postestimation formatted data, reading, see importing data
ARIMA model, [TS] arima postestimation formatting contents of macros, [P] macro
DSGE model, [DSGE] intro 1, [DSGE] dsge formatting statistical output, [D] format
postestimation FORTRAN, [M-2] goto, [M-5] dsign( )
dynamic, see dynamic forecast forum, [U] 3.2.4 The Stata Forum
dynamic-factor model, [TS] dfactor postestimation forvalues command, [P] forvalues
econometric model, [TS] forecast, [TS] forecast forward operator, [DSGE] Glossary, [TS] Glossary
adjust, [TS] forecast clear, [TS] forecast fourfold tables, [R] epitab
coefvector, [TS] forecast create, [TS] forecast Fourier transform, [M-5] fft( )
describe, [TS] forecast drop, [TS] forecast fp
estimates, [TS] forecast exogenous, generate command, [R] fp
[TS] forecast identity, [TS] forecast list, plot command, [R] fp postestimation
[TS] forecast query, [TS] forecast solve, predict command, [R] fp postestimation
[U] 20.21 Dynamic forecasts and simulations prefix command, [R] fp, [R] fp postestimation
Markov-switching model, [TS] mswitch FPC, see finite population correction
postestimation
fpfit, graph twoway subcommand, [G-2] graph
MGARCH model, see multivariate GARCH twoway fpfit
postestimation
fpfitci, graph twoway subcommand, [G-2] graph
standard error of, [R] regress postestimation twoway fpfitci
state-space model, [TS] sspace postestimation fput() function, [M-5] fopen( )
static, see static forecast fput() function, [M-5] fopen( )
structural vector autoregressive model, [TS] var svar fputmatrix() function, [M-5] fopen( )
postestimation
fputmatrix() function, [M-5] fopen( )
threshold regression model, [TS] threshold,
fracplot command, [R] mfp postestimation
[TS] threshold postestimation
fracpred command, [R] mfp postestimation
unobserved-components model, [TS] ucm
postestimation fracreg command, [R] fracreg, [R] fracreg
postestimation
vector autoregressive model, [TS] var
postestimation fraction defective, [R] qc
vector error-correction model, [TS] vec fraction missing information, [MI] mi estimate, [MI] mi
postestimation predict, [MI] mi test, [MI] Glossary
forecast-error variance decomposition, [G-2] graph fraction option, [G-2] graph twoway histogram
other, [TS] irf, [TS] irf create, [TS] irf ograph, fractional polynomial regression, [R] fp
[TS] irf table, [TS] var intro, [TS] varbasic, multivariable, [R] mfp
[TS] vec intro, [TS] Glossary fractional response regression, [R] fracreg, [SVY] svy
forecasting, [DSGE] intro 1, [DSGE] dsge estimation, [U] 26.5 Fractional outcomes
postestimation, [TS] arch, [TS] arfima, fractional sample size, see sample-size
[TS] arima, [TS] fcast compute, [TS] fcast fractionally integrated autoregressive moving-average
graph, [TS] irf create, [TS] mgarch, model, [TS] estat acplot, [TS] psdensity
[TS] tsappend, [TS] tssmooth, [TS] tssmooth frailty, see shared frailty
dexponential, [TS] tssmooth exponential, frailty model, [ST] stcox, [ST] stcurve, [ST] streg
[TS] tssmooth hwinters, [TS] tssmooth ma, framework, estat subcommand, [SEM] estat
[TS] tssmooth shwinters, [TS] ucm, [TS] var framework
intro, [TS] var, [TS] vec intro, [TS] vec fread() function, [M-5] fopen( )
foreground color, [G-4] schemes intro fread() function, [M-5] fopen( )
format command, [D] format FRED, see Federal Reserve Economic Data
format, confirm subcommand, [P] confirm fred import subcommand, [D] import fred
format macro extended function, [P] macro freddescribe command, [D] import fred
format settings, [R] set cformat fredkey, set subcommand, [D] import fred, [R] set
format width, [M-5] fmtwidth( ) fredsearch command, [D] import fred
freduse command, [TS] arfima postestimation
free, constraint subcommand, [R] constraint
Subject index 249
free parameter, [ME] Glossary fully conditional specification, [MI] mi impute, [MI] mi
frequencies, impute chained, [MI] Glossary
creating dataset of, [D] collapse, [D] contract function, graph twoway subcommand, [G-2] graph
graphical representation, [R] histogram, twoway function
[R] kdensity functions, [FN] Date and time functions,
table of, [R] table, [R] tabstat, [R] tabulate [FN] Mathematical functions, [FN] Matrix
oneway, [R] tabulate twoway, [R] tabulate, functions, [FN] Programming functions,
summarize(), [SVY] svy: tabulate oneway, [FN] Random-number functions,
[SVY] svy: tabulate twoway [FN] Statistical functions, [FN] String
frequency option, [G-2] graph twoway histogram functions, [FN] Trigonometric functions,
frequency table, [XT] xttab [M-2] declarations, [M-4] intro, [M-5] intro,
[M-6] Glossary, [U] 13.3 Functions
frequency weight, [U] 11.1.6 weight,
[U] 20.24.1 Frequency weights cluster generate, adding, [MV] cluster
programming subroutines
[frequency=exp] modifier, [U] 11.1.6 weight,
[U] 20.24.1 Frequency weights aggregate, [D] egen
frequency-domain analysis, [TS] cumsp, [TS] pergram, arguments, [M-1] returnedargs, also see arguments
[TS] psdensity, [TS] Glossary combinations of estimators, [R] lincom, [R] nlcom
frequentist analysis, [BAYES] intro, [BAYES] bayesian combinatorial, [FN] Mathematical functions
commands, [BAYES] bayesmh, creating dataset of, [D] collapse, [D] obs
[BAYES] Glossary cumulative distribution, [R] cumul
frequentist concepts, [MI] intro substantive date, [U] 24.5 Extracting components of dates and
freturncode() function, [M-5] ferrortext( ) times
from() option, [R] maximize date and time, [FN] Date and time functions
from, update subcommand, [R] update derivatives and integrals of, [R] dydx
frombase() function, [M-5] inbase( ) estimable, [R] margins
fromdata, spmatrix subcommand, [SP] spmatrix evaluator program, [R] gmm, [R] nl, [R] nlsur
fromdata extended macro, [P] char, [P] display, [P] macro,
frontier command, [R] frontier, [R] frontier [P] macro lists, [P] serset
postestimation fractional polynomial, [R] fp, [R] mfp
frontier model, see stochastic frontier model graphing, [D] range, [G-2] graph twoway function
fsave, window subcommand, [P] window index, [R] logistic postestimation, [R] logit
programming postestimation, [R] probit postestimation
fseek() function, [M-5] fopen( ) kernel, [R] kdensity, [R] lpoly
fseek() function, [M-5] fopen( ) link, [FMM] fmm: betareg, [FMM] fmm: glm,
fstatus() function, [M-5] fopen( ) [R] betareg, [R] glm
Ftail() function, [FN] Statistical functions, mathematical, [FN] Mathematical functions
[M-5] normal( ) matrix, [FN] Matrix functions, [P] matrix define,
ftell() function, [M-5] fopen( ) [U] 14.8 Matrix functions
ftell() function, [M-5] fopen( ) maximizing likelihood, [R] maximize, [R] ml
ftfreqs() function, [M-5] fft( ) naming convention, [M-1] naming
ftpad() function, [M-5] fft( ) obtaining help for, [R] help
ftperiodogram() function, [M-5] fft( ) orthogonalization, [R] orthog
ftretime() function, [M-5] fft( ) parameters, [R] nlcom
ftruncate() function, [M-5] fopen( ) passing to functions, [M-2] ftof
ftruncate() function, [M-5] fopen( ) piecewise cubic and piecewise linear, [R] mkspline
ftunwrap() function, [M-5] fft( ) prediction, [R] predict, [R] predictnl
ftwrap() function, [M-5] fft( ) production and cost, [R] frontier
full programming, [FN] Programming functions
conditionals, [BAYES] intro, [BAYES] bayesmh, random-number, [D] generate, [FN] Random-
[BAYES] Glossary number functions, [R] set rng, [R] set
factorial, [U] 11.4.3 Factor variables rngstream, [R] set seed
Gibbs sampling, see Gibbs sampling statistical, [FN] Statistical functions
model, [PSS] power, [PSS] power rsquared, string, [FN] String functions
[PSS] Glossary time-series, [FN] Selecting time-span functions
fullsdiag() function, [M-5] fullsvd( ) trigonometric, [FN] Trigonometric functions
fullsvd() function, [M-5] fullsvd( ) underscore, [M-6] Glossary
fullsvd() function, [M-5] fullsvd( ) variance, [R] glm
future history, [ST] stset, [ST] Glossary
250 Subject index
fvexpand command, [P] fvexpand Gaussian kernel function, [G-2] graph twoway
fvlabel, set subcommand, [R] set, [R] set kdensity, [G-2] graph twoway lpoly,
showbaselevels [R] kdensity, [R] lpoly, [R] qreg, [TE] tebalance
fvrevar command, [R] fvrevar density, [TE] tebalance overid, [TE] teffects
fvset overlap
base command, [R] fvset Gaussian regression, [SEM] Glossary
clear command, [R] fvset GEE, see generalized estimating equations
design command, [R] fvset geigen la() function, [M-5] geigensystem( )
report command, [R] fvset geigenselect* la() functions,
command for mi data, [MI] mi XXXset [M-5] geigensystem( )
mi subcommand, [MI] mi XXXset geigensystem() function, [M-5] geigensystem( )
fvtrack, set subcommand, [R] set geigensystem la() function, [M-5] geigensystem( )
fvunab command, [P] unab geigensystemselect*() functions,
[M-5] geigensystem( )
fvwrap, set subcommand, [R] set, [R] set
showbaselevels general interval-censored data, see case II interval-
censored data
fvwrapon, set subcommand, [R] set, [R] set
showbaselevels general linear model, [ME] mixed, [MV] manova,
[MV] mvreg, [R] anova, [R] loneway,
[fweight=exp] modifier, [U] 11.1.6 weight,
[R] oneway, [R] regress
[U] 20.24.1 Frequency weights
generalized
fwrite() function, [M-5] fopen( )
autoregressive conditional heteroskedasticity,
fwrite() function, [M-5] fopen( )
[TS] arch, [TS] Glossary
fxsize() option, [G-2] graph combine
eigensystem, [M-5] geigensystem( )
fysize() option, [G-2] graph combine
eigenvalues, [M-6] Glossary
estimating equations, [XT] xtgee, [XT] Glossary
G gamma survival regression, [ST] stintreg, [ST] streg
Hessenberg decomposition, [M-5] ghessenbergd( )
g -prior, see Zellner’s g -prior inverse, [M-5] invsym( ), [M-5] pinv( ),
g2 inverse of matrix, [P] matrix define, [P] matrix svd [M-5] qrinv( )
gain, [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter bw, inverse of matrix, [P] matrix define, [P] matrix svd
[TS] tsfilter cf, [TS] tsfilter hp, [TS] Glossary least squares,
gamma estimated, see estimated generalized least squares
density function, [FN] Statistical functions feasible, see feasible generalized least squares
incomplete, [FN] Statistical functions least-squares estimator, [TS] prais, [TS] Glossary
distribution, [FMM] fmm: streg linear latent and mixed models, [R] gllamm
cumulative, [FN] Statistical functions linear mixed model, [ME] me, [ME] Glossary
inverse cumulative, [FN] Statistical functions linear mixed-effects model, [ME] me, [ME] meglm,
inverse reverse cumulative, [FN] Statistical [ME] Glossary
functions linear models, [FMM] fmm, [FMM] fmm: glm,
reverse cumulative, [FN] Statistical functions [R] binreg, [R] fracreg, [R] glm, [SVY] svy
regression, [SEM] intro 5, [SEM] Glossary estimation, [U] 26.9 Generalized linear models,
survival regression, [FMM] fmm: streg [U] 26.14.4 Generalized linear models with
gamma() function, [M-5] factorial( ) panel data, [XT] xtgee, [XT] Glossary
gamma survival regression, [FMM] fmm: streg linear response functions, [FMM] Glossary,
gammaden() function, [FN] Statistical functions, [SEM] Glossary
[M-5] normal( ) method of moments, [P] matrix accum,
gammap() function, [FN] Statistical functions, [SEM] Glossary, [U] 26.21 Generalized
[M-5] normal( ) method of moments (GMM), [XT] xtabond,
gammaptail() function, [FN] Statistical functions, [XT] xtdpd, [XT] xtdpdsys, see gmm command
[M-5] normal( ) negative binomial regression, [R] nbreg, [SVY] svy
gap() option, [G-2] graph twoway histogram estimation
gaps, [ST] stbase, [ST] stdescribe, [ST] stgen, partial credit model, [IRT] Glossary
[ST] stset, [ST] Glossary response variables, [SEM] intro 2, [SEM] intro 5,
GARCH, see generalized autoregressive conditional [SEM] gsem family-and-link options
heteroskedasticity responses, combined, [SEM] example 34g
Gauss–Hermite quadrature, [IRT] Glossary, see Schur decomposition, [M-5] gschurd( )
quadrature, Gauss–Hermite SEM, [SEM] Glossary
Gauss–Seidel method, [M-5] solvenl( )
Subject index 251
generate, GLM, see generalized linear models

cluster subcommand, [MV] cluster generate glm command, [R] glm, [R] glm postestimation
icd10 subcommand, [D] icd10 GLME, see generalized linear mixed-effects model
icd10cm subcommand, [D] icd10cm GLMM, see generalized linear mixed model
icd10pcs subcommand, [D] icd10pcs Global, class prefix operator, [P] class
icd9 subcommand, [D] icd9 global command, [P] macro, [U] 18.3.2 Global
icd9p subcommand, [D] icd9p macros, [U] 18.3.10 Advanced global macro
sts subcommand, [ST] sts generate manipulation
generate command, [D] generate, [MI] mi passive, global variable, [M-2] declarations,
[MI] mi xeq [M-5] direxternal( ), [M-5] findexternal( ),
generate functions, adding, [MV] cluster [M-5] valofexternal( ), [M-6] Glossary
programming subroutines glsaccum, matrix subcommand, [P] matrix accum
generating data, [D] egen, [D] generate GMM, see generalized method of moments
generating variables, [ST] stgen, [ST] sts generate gmm command, [R] gmm, [R] gmm postestimation
geographic information system, [SP] Glossary gnbreg command, [R] nbreg, [R] nbreg
data, [SP] Glossary postestimation
geographic units, [SP] intro 2, [SP] Glossary gof, estat subcommand, [R] estat gof, [R] poisson
get, postestimation, [SEM] estat gof, [SVY] estat
constraint subcommand, [R] constraint gofplot, estat subcommand, [ST] stintreg
postestimation
net subcommand, [R] net
Gompertz survival regression, [ST] stintreg, [ST] streg
get() function, [FN] Matrix functions, [P] matrix
define, [P] matrix get Gönen and Heller’s K , [ST] stcox postestimation
getmata command, [D] putmata Goodman and Kruskal’s gamma, [R] tabulate twoway
getting started, [U] 1 Read this—it will help goodness of fit, [R] brier, [R] diagnostic plots,
[R] estat gof, [R] ksmirnov, [R] linktest,
Getting Started with Stata manuals, [U] 1.1 Getting
[R] logistic postestimation, [R] lrtest,
Started with Stata
[R] poisson postestimation, [R] regress
keyword search of, [U] 4 Stata’s help and search postestimation, [SEM] intro 7, [SEM] estat
facilities eqgof, [SEM] estat ggof, [SEM] estat
gettoken command, [P] gettoken gof, [SEM] estat lcgof, [SEM] example 3,
Geweke–Hajivassiliou–Keane multivariate normal [SEM] example 4, [SEM] example 51g,
simulator, [M-5] ghk( ), [M-5] ghkfast( ) [SEM] Glossary, [SVY] estat, also see deviance
ggof, estat subcommand, [SEM] estat ggof residual, also see normal distribution and
ghalton() function, [M-5] halton( ) normality, test for
ghessenbergd() function, [M-5] ghessenbergd( ) plot, [G-2] graph other, [ST] stintreg
ghessenbergd() function, [M-5] ghessenbergd( ) postestimation
ghessenbergd la() function, [M-5] ghessenbergd( ) goto, [M-2] goto
ghk() function, [M-5] ghk( ) Gower coefficient similarity measure,
ghkfast() function, [M-5] ghkfast( ) [MV] measure option
ghkfast i() function, [M-5] ghkfast( ) GPCM, see generalized partial credit model
ghkfast init() function, [M-5] ghkfast( ) gpcm, irt subcommand, [IRT] irt pcm
ghkfast init *() function, [M-5] ghkfast( ) .gph file, [U] 11.6 Filenaming conventions
ghkfast query *() function, [M-5] ghkfast( ) gph files, [G-2] graph manipulation, [G-4] concept:
ghk init() function, [M-5] ghk( ) gph files
ghk init *() function, [M-5] ghk( ) describing contents, [G-2] graph describe
ghk query npts() function, [M-5] ghk( ) graded response model, [IRT] Glossary
GHQ, see quadrature, Gauss–Hermite, see Gauss– gradient option, [R] maximize
Hermite quadrature grammar, [M-2] syntax
Gibbs sampling, [BAYES] intro, [BAYES] bayes, Granger causality, [TS] vargranger, [TS] Glossary
[BAYES] bayesmh, [BAYES] Glossary graph
ginvariant, estat subcommand, [SEM] estat bar command, [G-2] graph bar
ginvariant box command, [G-2] graph box
GIS, see geographic information system close command, [G-2] graph close
GJR, see threshold autoregressive conditional combine command, [G-2] graph combine
heteroskedasticity command, [G-2] graph
gladder command, [R] ladder copy command, [G-2] graph copy
GLLAMM, see generalized linear latent and mixed describe command, [G-2] graph describe
models dir command, [G-2] graph dir
gllamm command, [R] gllamm
252 Subject index
graph, continued graph, continued

display command, [G-2] graph display twoway pcbarrow command, [G-2] graph twoway
dot command, [G-2] graph dot, pcarrow
[G-3] area options, [G-3] line options twoway pccapsym command, [G-2] graph twoway
drop command, [G-2] graph drop pccapsym
export command, [G-2] graph export twoway pci command, [G-2] graph twoway pci
hbar command, [G-2] graph bar twoway pcscatter command, [G-2] graph twoway
hbox command, [G-2] graph box pcscatter
matrix command, [G-2] graph matrix twoway pcspike command, [G-2] graph twoway
pie command, [G-2] graph pie pcspike
play command, [G-2] graph play twoway qfit command, [G-2] graph twoway qfit
print command, [G-2] graph print, twoway qfitci command, [G-2] graph twoway
[G-3] pr options qfitci
query command, [G-2] graph query twoway rarea command, [G-2] graph twoway
rename command, [G-2] graph rename rarea
replay command, [G-2] graph replay twoway rbar command, [G-2] graph twoway rbar
save command, [G-2] graph save twoway rcap command, [G-2] graph twoway rcap
set command, [G-2] graph set twoway rcapsym command, [G-2] graph twoway
rcapsym
set print command, [G-2] graph set
twoway rconnected command, [G-2] graph
twoway area command, [G-2] graph twoway area
twoway rconnected
twoway bar command, [G-2] graph twoway bar
twoway rline command, [G-2] graph twoway
twoway command, [G-2] graph twoway rline
twoway connected command, [G-2] graph twoway twoway rscatter command, [G-2] graph twoway
connected rscatter
twoway contour command, [G-2] graph twoway twoway rspike command, [G-2] graph twoway
contour rspike
twoway contourline command, [G-2] graph twoway scatter command, [G-2] graph twoway
twoway contourline scatter
twoway dot command, [G-2] graph twoway dot twoway scatteri command, [G-2] graph twoway
twoway dropline command, [G-2] graph twoway scatteri
dropline twoway spike command, [G-2] graph twoway
twoway fpfit command, [G-2] graph twoway fpfit spike
twoway fpfitci command, [G-2] graph twoway twoway tsline command, [G-2] graph twoway
fpfitci tsline
twoway function command, [G-2] graph twoway twoway tsrline command, [G-2] graph twoway
function tsline
twoway histogram command, [G-2] graph twoway use command, [G-2] graph use
histogram graph,
twoway kdensity command, [G-2] graph twoway fcast subcommand, [TS] fcast graph
kdensity
irf subcommand, [TS] irf graph
twoway lfit command, [G-2] graph twoway lfit
twoway lfitci command, [G-2] graph twoway
sts subcommand, [ST] sts graph
lfitci
Graph Editor, [G-1] graph editor
twoway line command, [G-2] graph twoway line
graph region, [G-3] region options
twoway lowess command, [G-2] graph twoway
lowess graph text, [G-4] text
twoway lpoly command, [G-2] graph twoway graph,
lpoly adjusted Kaplan–Meier survivor curves, [ST] sts
twoway lpolyci command, [G-2] graph twoway baseline hazard and survivor, [ST] stcox, [ST] sts
lpolyci cumulative hazard function, [ST] stcurve, [ST] sts
twoway mband command, [G-2] graph twoway graph
mband hazard function, [ST] ltable, [ST] stcurve, [ST] sts
twoway mspline command, [G-2] graph twoway graph
mspline Kaplan–Meier survivor curves, [ST] stcox PH-
twoway pcarrow command, [G-2] graph twoway assumption tests, [ST] sts, [ST] sts graph
pcarrow log-log curve, [ST] stcox PH-assumption tests
twoway pcarrowi command, [G-2] graph twoway survivor function, [ST] stcurve, [ST] sts graph
pcarrowi
Subject index 253
graphical user interface, [IRT] Control Panel, graphs, continued

[P] dialog programming, [PSS] GUI, fractional polynomial, [R] fp postestimation
[PSS] power, [SEM] Builder, [SEM] Builder, functions, [D] obs, [D] range
generalized, [SEM] Glossary histograms, [R] histogram, [R] kdensity
examples of, [U] 2 A brief description of Stata impulse–response functions, [TS] irf, [TS] irf
graphics, cgraph, [TS] irf graph, [TS] irf ograph
query subcommand, [G-2] set graphics, [G-2] set integrals, [R] dydx
printcolor, [G-2] set scheme, [R] query interaction plots, [R] marginsplot
set subcommand, [G-2] set graphics, [R] set item response theory, [IRT] irtgraph icc,
graphregion() option, [G-3] region options [IRT] irtgraph tcc, [IRT] irtgraph iif,
graphs, [IRT] irtgraph tif, [MV] biplot
added-variable plot, [R] regress postestimation ladder-of-power histograms, [R] ladder
diagnostic plots letter-value display, [R] lv
adjusted partial residual plot, [R] regress leverage-versus-(squared)-residual, [R] regress
postestimation diagnostic plots postestimation diagnostic plots
augmented component-plus-residual plot, [R] regress loading
postestimation diagnostic plots after candisc, [MV] candisc, [MV] scoreplot
augmented partial residual plot, [R] regress after discrim lda, [MV] discrim lda,
postestimation diagnostic plots [MV] discrim lda postestimation,
autocorrelations, [TS] corrgram [MV] scoreplot
Bayesian, [BAYES] bayesgraph after factor, [MV] factor postestimation,
binary variable cumulative sum, [R] cusum [MV] scoreplot
biplot, [MV] biplot, [MV] ca postestimation plots after pca, [MV] pca postestimation,
box, [TE] tebalance box [MV] scoreplot
CA dimension projection, [MV] ca postestimation logistic diagnostic, [R] logistic postestimation,
plots [R] lsens
cluster tree, see graphs, dendrogram lowess smoothing, [R] lowess
component-plus-residual, [R] regress postestimation margins, [U] 20.20 Graphing margins, marginal
diagnostic plots effects, and contrasts
contrasts, see subentry margins margins plots, [R] marginsplot
correlogram, [TS] corrgram MDS configuration, [MV] mds postestimation plots
cross-correlogram, [TS] xcorr means and medians, [R] grmeanby
cross-sectional time-series data, [XT] xtdata, normal probability, [R] diagnostic plots
[XT] xtline overall look of, [G-4] schemes intro
cumulative distribution, [R] cumul parameterized curves, [D] range
cumulative spectral density, [TS] cumsp parametric autocorrelation, [TS] estat acplot
dendrogram, [MV] clustermat, [MV] cluster parametric autocovariance, [TS] estat acplot
dendrogram, [MV] cluster generate, parametric stability, [TS] estat sbcusum
[MV] cluster linkage, [MV] cluster stop partial correlogram, [TS] corrgram
density, [R] kdensity, [TE] tebalance density, partial residual, [R] regress postestimation
[TE] tebalance overid, [TE] teffects overlap diagnostic plots
density-distribution sunflower, [R] sunflower partial-regression leverage, [R] regress
derivatives, [R] dydx, [R] testnl postestimation diagnostic plots
describing contents, [G-2] graph describe periodogram, [TS] pergram
diagnostic, [R] diagnostic plots power and sample size, [PSS] power, graph
dotplot, [R] dotplot procrustes overlay, [MV] procrustes postestimation
eigenvalue profile plots, [R] marginsplot
after discrim lda, [MV] discrim lda quality control, [R] qc
postestimation, [MV] screeplot quantile, [R] diagnostic plots
after factor, [MV] factor postestimation, quantile–normal, [R] diagnostic plots
[MV] screeplot quantile–quantile, [R] diagnostic plots
after manova, [MV] screeplot regression diagnostic, [R] regress postestimation
after mca, [MV] screeplot diagnostic plots
after mds, [MV] screeplot residual versus fitted, [R] regress postestimation
after pca, [MV] pca postestimation, diagnostic plots
[MV] screeplot residual versus predictor, [R] regress postestimation
error-bar charts, [R] serrbar diagnostic plots
forecasts, [TS] fcast graph
254 Subject index
graphs, continued grmeanby command, [R] grmeanby

ROC curve, [R] lroc, [R] roccomp, [R] rocfit grmeans, estat subcommand, [MV] discrim lda
postestimation, [R] rocregplot, [R] roctab postestimation
rootograms, [R] spikeplot group(), egen function, [D] egen
saving, [G-3] saving option group, estat subcommand, [ME] estat group,
score [ME] mecloglog postestimation, [ME] meglm
after candisc, [MV] candisc, [MV] scoreplot postestimation, [ME] meintreg postestimation,
after discrim lda, [MV] discrim lda, [ME] melogit postestimation, [ME] menbreg
[MV] discrim lda postestimation, postestimation, [ME] menl postestimation,
[MV] scoreplot [ME] meologit postestimation, [ME] meoprobit
after factor, [MV] factor postestimation, postestimation, [ME] mepoisson postestimation,
[MV] scoreplot [ME] meprobit postestimation, [ME] meqrlogit
postestimation, [ME] meqrpoisson
after pca, [MV] scoreplot
postestimation, [ME] mestreg postestimation,
scree [ME] metobit postestimation, [ME] mixed
after canon, [MV] screeplot postestimation
after ca, [MV] screeplot group invariance test, [SEM] methods and formulas
after discrim lda, [MV] discrim lda for sem
postestimation, [MV] screeplot group randomized trial, see cluster randomized design
after factor, [MV] factor postestimation, group weights, [PSS] power trend
[MV] screeplot group-data regression, [R] intreg
after manova, [MV] screeplot grouping variables, generating, [MV] cluster generate
after mca, [MV] screeplot groups, graphs by, [G-3] by option
after mds, [MV] screeplot groupvar, [U] 11.4 varname and varlists
after pca, [MV] pca postestimation, grsummarize, estat subcommand, [MV] discrim
[MV] screeplot estat, [MV] discrim knn postestimation,
Shepard diagram, [MV] mds postestimation plots [MV] discrim lda postestimation, [MV] discrim
smoothing, [R] kdensity, [R] lowess, [R] lpoly logistic postestimation, [MV] discrim qda
spike plot, [R] spikeplot postestimation
stem-and-leaf, [R] stem GRT, see cluster randomized design
sunflower, [R] sunflower gs1 print color mapping, [G-2] set printcolor
suppressing, [G-3] nodraw option gs2 print color mapping, [G-2] set printcolor
symmetry, [R] diagnostic plots gs3 print color mapping, [G-2] set printcolor
time-versus-concentration curve, [R] pk, gschurd() function, [M-5] gschurd( )
[R] pkexamine gschurd() function, [M-5] gschurd( )
treatment-effects balance, [TE] tebalance box, gschurdgroupby() function, [M-5] gschurd( )
[TE] tebalance density, [TE] tebalance overid gschurdgroupby() function, [M-5] gschurd( )
treatment-effects overlap, [TE] teffects overlap gschurdgroupby la() function, [M-5] gschurd( )
white-noise test, [TS] wntestb gschurd la() function, [M-5] gschurd( )
grdistances, estat subcommand, [MV] discrim gsem command, [SEM] Builder, generalized,
lda postestimation, [MV] discrim qda [SEM] example 1, [SEM] example 27g,
postestimation [SEM] example 28g, [SEM] example 29g,
greater than (or equal) operator, [U] 13.2.3 Relational [SEM] example 30g, [SEM] example 31g,
operators [SEM] example 32g, [SEM] example 33g,
.grec file, [U] 11.6 Filenaming conventions [SEM] example 34g, [SEM] example 35g,
Greek letters, [G-4] text [SEM] example 36g, [SEM] example 37g,
Greenhouse–Geisser epsilon, [R] anova [SEM] example 38g, [SEM] example 39g,
Greenhouse–Geisser correction, see nonsphericity [SEM] example 40g, [SEM] example 41g,
correction [SEM] example 42g, [SEM] example 43g,
Greenwood confidence intervals, [ST] sts [SEM] example 44g, [SEM] example 45g,
grid [SEM] example 46g, [SEM] example 47g,
definition, [G-4] gridstyle [SEM] example 48g, [SEM] example 49g,
lines, [G-3] axis label options
without ticks, [G-4] tickstyle [SEM] example 54g, [SEM] gsem, [SEM] gsem
gridstyle, [G-4] gridstyle family-and-link options, [SEM] gsem model
GRM, see graded response model description options, [SEM] gsem path notation
grm, irt subcommand, [IRT] irt grm, [IRT] irt grm extensions, [SEM] gsem postestimation,
postestimation [SEM] methods and formulas for gsem,
grmap command, [SP] intro 7, [SP] grmap [SEM] sem and gsem path notation
Subject index 255
gsort command, [D] gsort hazard, continued

guessing, [IRT] Glossary ratio, [PSS] power cox, [PSS] power exponential,
guessing parameter, [IRT] irt 3pl [PSS] power logrank, [R] eform option,
GUI, see graphical user interface [R] lincom, [ST] Glossary, [TE] Glossary
tables, [ST] ltable
H hazard-rate difference, [PSS] power exponential
hazards,
HAC variance estimate, [R] binreg, [R] glm, [R] gmm, control-group, [PSS] power exponential,
[R] ivregress, [R] nl, [XT] xtgls [PSS] power logrank
hadamard() function, [FN] Matrix functions, experimental-group, [PSS] power exponential,
[P] matrix define [PSS] power logrank
Hadamard matrix, [SVY] svy brr, [SVY] Glossary two-sample, [PSS] power exponential, [PSS] power
Hadri Lagrange multiplier stationarity test, logrank
[XT] xtunitroot hbar, graph subcommand, [G-2] graph bar
hadri, xtunitroot subcommand, [XT] xtunitroot hbox, graph subcommand, [G-2] graph box
half option, [G-2] graph matrix headlabel option, [G-2] graph twoway pccapsym,
halfyear() function, [D] datetime, [FN] Date and [G-2] graph twoway pcscatter
time functions, [M-5] date( ) health ratio, [R] binreg
halfyearly() function, [D] datetime, [D] datetime heckman command, [R] heckman, [R] heckman
translation, [FN] Date and time functions, postestimation
[M-5] date( ) Heckman selection model, [ERM] eintreg,
halton() function, [M-5] halton( ) [ERM] eoprobit, [ERM] eprobit,
halton() function, [M-5] halton( ) [ERM] eregress, [ERM] example 4a,
Halton set, [M-5] halton( ) [ERM] example 4b, [R] heckman,
Hamann coefficient similarity measure, [R] heckoprobit, [R] heckprobit,
[MV] measure option [SEM] example 45g, [SVY] svy estimation
Hammersley set, [M-5] halton( ) heckoprobit command, [R] heckoprobit,
Hansen’s J statistic, [R] gmm, [R] gmm [R] heckoprobit postestimation
postestimation, [R] ivpoisson, [R] ivpoisson heckpoisson command, [R] heckpoisson,
postestimation, [R] ivregress [R] heckpoisson postestimation
hard missing value, [MI] mi impute, [MI] Glossary heckprobit command, [R] heckprobit,
harmonic mean, [R] ameans [R] heckprobit postestimation
Harrell’s C , [ST] stcox postestimation height() textbox option, [G-3] added text options
Harris–Tzavalis test, [XT] xtunitroot Helmert contrasts, [R] contrast
has eprop() function, [FN] Programming functions help, [M-1] help
hash functions, [M-5] hash1( ), [M-6] Glossary mata subcommand, [M-3] mata help
hash tables, [M-5] asarray( ), view subcommand, [R] view
[M-5] AssociativeArray( ), [M-6] Glossary help command, [M-3] mata help, [R] help,
hash1() function, [M-5] hash1( ) [U] 4 Stata’s help and search facilities, [U] 7 –
hashing, [M-6] Glossary more– conditions
hasmissing() function, [M-5] missing( ) writing your own, [U] 18.11.6 Writing system help
hat matrix, see projection matrix, diagonal elements of help d, view subcommand, [R] view
hausman command, [R] hausman help — I don’t know what to do, [U] 3 Resources for
Hausman specification test, [R] hausman, [XT] xtreg learning and using Stata
postestimation Henze–Zirkler normality test, [MV] mvtest normality
Hausman–Taylor estimator, [XT] xthtaylor Hermitian
Haver Analytics databases, reading data from, adjoin, [M-2] op transpose, [M-5] conj( )
[D] import haver matrices, [M-5] issymmetric( ),
haver import subcommand, [D] import haver [M-5] makesymmetric( ), [M-6] Glossary
haverdir, set subcommand, [D] import haver, transpose, [M-2] op transpose, [M-5] conj( )
[R] set Hessenberg
hazard, [TE] etregress decomposition, [M-5] hessenbergd( ),
contributions, [ST] Glossary [M-6] Glossary
function, [G-2] graph other, [ST] sts, [ST] sts form, [M-6] Glossary
generate, [ST] sts list, [ST] Glossary hessenbergd() function, [M-5] hessenbergd( )
graph of, [ST] ltable, [ST] stcurve, [ST] sts hessenbergd() function, [M-5] hessenbergd( )
graph hessenbergd la() function, [M-5] hessenbergd( )
rate, [PSS] power exponential, [PSS] power hessian option, [R] maximize
logrank
256 Subject index
heterogeneity test, [R] epitab hierarchical, continued

heteroskedastic errors, see linear regression with regression, [R] nestreg, [R] stepwise
heteroskedastic errors samples, [R] anova, [R] gllamm, [R] loneway,
heteroskedastic linear regression, [R] hetregress, [R] areg
[SVY] svy estimation higher ASCII, see extended ASCII
heteroskedastic probit regression, [R] hetprobit, higher-order models, see confirmatory factor analysis
[SVY] svy estimation highest posterior density
heteroskedasticity, also see HAC variance estimate credible interval, [BAYES] intro, [BAYES] bayesian
ARCH model, see autoregressive conditional commands, [BAYES] bayes, [BAYES] bayesmh,
heteroskedasticity model [BAYES] bayesstats summary,
conditional, [R] regress postestimation time series [BAYES] Glossary
GARCH model, see generalized autoregressive region, [BAYES] intro, [BAYES] Glossary
conditional heteroskedasticity high-low charts, [G-2] graph twoway rbar,
Newey–West estimator, see Newey–West regression [G-2] graph twoway rcap, [G-2] graph twoway
robust variances, see robust, Huber/White/sandwich rspike
estimator of variance high-pass filter, [TS] tsfilter bw, [TS] tsfilter hp,
test, [R] hetprobit, [R] hetregress, [R] regress [TS] Glossary
postestimation, [R] regress postestimation time Hilbert() function, [M-5] Hilbert( )
series, [R] sdtest Hildreth–Lu regression, [TS] prais
hetprobit command, [R] hetprobit, [R] hetprobit HILO, [M-5] byteorder( )
postestimation histogram command, [R] histogram
hetregress command, [R] hetregress, [R] hetregress histogram, graph twoway subcommand, [G-2] graph
postestimation twoway histogram
hettest, estat subcommand, [R] regress histograms, [G-2] graph twoway histogram,
postestimation [R] histogram
hexadecimal report, [D] hexdump dotplots, [R] dotplot
hexdump command, [D] hexdump kernel density estimator, [R] kdensity
Heywood ladder-of-powers, [R] ladder
case, [MV] Glossary of categorical variables, [R] histogram
solution, [MV] Glossary rootograms, [R] spikeplot
hh() function, [D] datetime, [FN] Date and time stem-and-leaf, [R] stem
functions, [M-5] date( ) historical stored results, [M-5] st global( ),
hhC() function, [D] datetime, [FN] Date and time [M-5] st matrix( ), [M-5] st numscalar( )
functions, [M-5] date( ) histories, [G-2] graph bar, [G-2] graph box,
hidden stored results, [M-5] st global( ), [G-2] graph matrix, [G-2] graph
[M-5] st matrix( ), [M-5] st numscalar( ) pie, [G-2] graph twoway histogram,
hierarchical [G-3] by option
cluster analysis, [MV] cluster, [MV] clustermat, hms() function, [D] datetime, [FN] Date and time
[MV] cluster linkage functions, [M-5] date( )
clustering, [MV] Glossary Hodrick–Prescott filter, [TS] tsfilter, [TS] tsfilter hp
model, [BAYES] bayes: mecloglog, hofd() function, [D] datetime, [FN] Date and time
[BAYES] bayes: meglm, functions, [M-5] date( )
[BAYES] bayes: meintreg, Hogsmead fictional location, [SP] intro 2
[BAYES] bayes: melogit, Hogwarts fictional location, [SP] intro 2
[BAYES] bayes: menbreg, hold,
[BAYES] bayes: meologit,
estimates subcommand, [P] estimates
[BAYES] bayes: meoprobit,
[BAYES] bayes: mepoisson, return subcommand, [P] return
[BAYES] bayes: meprobit, Holm’s multiple-comparison adjustment, see multiple
[BAYES] bayes: mestreg, comparisons, Holm’s method
[BAYES] bayes: metobit, Holt–Winters smoothing, [TS] tssmooth, [TS] tssmooth
[BAYES] bayes: mixed, [ME] me, dexponential, [TS] tssmooth exponential,
[ME] mecloglog, [ME] meglm, [ME] meintreg, [TS] tssmooth hwinters, [TS] tssmooth
[ME] melogit, [ME] menbreg, [ME] menl, shwinters, [TS] Glossary
[ME] meologit, [ME] meoprobit, homogeneity of variances, [R] oneway, [R] sdtest
[ME] mepoisson, [ME] meprobit, homogeneity test, [R] epitab
[ME] meqrlogit, [ME] meqrpoisson, homoskedasticity tests, [R] regress postestimation
[ME] mestreg, [ME] metobit, [ME] mixed, Horst normalization, see Kaiser normalization
[ME] Glossary, [U] 26.15 Multilevel mixed-
effects models
Subject index 257
Hosmer–Lemeshow hypergeometric() function, [FN] Statistical

delta chi-squared influence statistic, see delta chi- functions, [M-5] normal( )
squared influence statistic hypergeometric,
delta deviance influence statistic, see delta deviance cumulative distribution, [FN] Statistical functions
influence statistic probability mass function, [FN] Statistical functions
goodness-of-fit test, [R] estat gof, [SVY] estat hypergeometricp() function, [FN] Statistical
hot, ssc subcommand, [R] ssc functions, [M-5] normal( )
hotelling command, [MV] hotelling hyperparameters, [BAYES] intro, [BAYES] bayesian
Hotelling’s commands, [BAYES] bayes, [BAYES] bayesmh,
generalized T -squared statistic, [MV] manova [BAYES] bayesmh evaluators,
T -squared, [MV] hotelling, [MV] mvtest means, [BAYES] bayesgraph, [BAYES] Glossary
[MV] Glossary hyperprior, [BAYES] intro, [BAYES] bayesian
hours() function, [D] datetime, [FN] Date and time commands, [BAYES] bayes, [BAYES] bayesmh,
functions, [M-5] date( ) [BAYES] bayesmh evaluators,
hp, tsfilter subcommand, [TS] tsfilter hp [BAYES] bayesgraph, [BAYES] Glossary
HPD hypertext help, [R] help, [U] 4 Stata’s help and search
facilities, [U] 18.11.6 Writing system help
credible interval, see highest posterior density
credible interval hypothesis, [PSS] Glossary, also see null hypothesis
and alternative hypothesis
region, see highest posterior density region
test, [PSS] Glossary, [SEM] test, [SEM] testnl, also
hqrd() function, [M-5] qrd( )
see null hypothesis and alternative hypothesis
hqrd() function, [M-5] qrd( )
testing, Bayesian, see Bayesian, hypothesis testing
hqrdmultq() function, [M-5] qrd( )
hypothesized value, see null value
hqrdmultq1t() function, [M-5] qrd( )
hqrdp() function, [M-5] qrd( )
hqrdp() function, [M-5] qrd( )
hqrdp la() function, [M-5] qrd( )
I
hqrdq() function, [M-5] qrd( ) I() function, [FN] Matrix functions, [M-5] I( ),
hqrdq1() function, [M-5] qrd( ) [P] matrix define
hqrdr() function, [M-5] qrd( ) i.i.d. assumption, see independent and identically
hqrdr1() function, [M-5] qrd( ) distributed sampling assumption
HRF, see human readable form ibeta() function, [FN] Statistical functions,
ht, xtunitroot subcommand, [XT] xtunitroot [M-5] normal( )
HTML, [P] dyndoc, [P] dyntext, [P] markdown ibetatail() function, [FN] Statistical functions,
http://www.stata.com, [U] 3.2.1 The Stata website [M-5] normal( )
(www.stata.com) ic, bayesstats subcommand, [BAYES] bayesstats
httpproxy, set subcommand, [R] netio, [R] set ic, estat subcommand, [R] estat, [R] estat ic
httpproxyauth, set subcommand, [R] netio, [R] set ICC, see item characteristic curve
httpproxyhost, set subcommand, [R] netio, [R] set icc command, [R] icc
httpproxyport, set subcommand, [R] netio, [R] set icc, estat subcommand, [ME] estat icc,
httpproxypw, set subcommand, [R] netio, [R] set [ME] meintreg postestimation, [ME] melogit
httpproxyuser, set subcommand, [R] netio, [R] set postestimation, [ME] meprobit postestimation,
Huber weighting, [R] rreg [ME] meqrlogit postestimation, [ME] metobit
Huber/White/sandwich estimator of variance, see robust, postestimation, [ME] mixed postestimation
Huber/White/sandwich estimator of variance icc, irtgraph subcommand, [IRT] irtgraph icc
human readable form, [D] datetime, [D] datetime icd9
display formats, [D] datetime translation check command, [D] icd9
hurdle regression, [R] churdle clean command, [D] icd9
Huynh–Feldt epsilon, [R] anova command, [D] icd
hwinters, tssmooth subcommand, [TS] tssmooth generate command, [D] icd9
hwinters lookup command, [D] icd9
hybrid query command, [D] icd9
MH sampler, see Metropolis–Hastings sampling search command, [D] icd9
model, [IRT] Glossary icd9p
hybrid, irt subcommand, [IRT] irt hybrid, [IRT] irt check command, [D] icd9p
hybrid postestimation clean command, [D] icd9p
hyperbolic functions, [FN] Statistical functions, command, [D] icd
[M-5] sin( ) generate command, [D] icd9p
lookup command, [D] icd9p
258 Subject index
icd9p, continued Im() function, [M-5] Re( )

query command, [D] icd9p Im–Pesaran–Shin test, [XT] xtunitroot
search command, [D] icd9p image,
icd10 putdocx subcommand, [P] putdocx
check command, [D] icd10 putpdf subcommand, [P] putpdf
clean command, [D] icd10 imaginary part, [M-5] Re( )
command, [D] icd immediate commands, [P] display, [R] bitest, [R] ci,
generate command, [D] icd10 [R] esize, [R] prtest, [R] sdtest, [R] symmetry,
lookup command, [D] icd10 [R] tabulate twoway, [R] ttest, [R] ztest,
query command, [D] icd10 [U] 18.4.5 Parsing immediate commands,
search command, [D] icd10 [U] 19 Immediate commands
icd10cm implied context, class, [P] class
check command, [D] icd10cm import
clean command, [D] icd10cm dbase command, [D] import dbase
command, [D] icd delimited command, [D] import delimited
generate command, [D] icd10cm excel command, [D] import excel
lookup command, [D] icd10cm fred command, [D] import fred
query command, [D] icd10cm haver command, [D] import haver
search command, [D] icd10cm sasxport command, [D] import sasxport
icd10pcs import,
check command, [D] icd10pcs mi subcommand, [MI] mi import, [MI] mi import
flong, [MI] mi import flongsep, [MI] mi import
clean command, [D] icd10pcs
ice, [MI] mi import nhanes1, [MI] mi import
command, [D] icd wide
generate command, [D] icd10pcs spmatrix subcommand, [SP] spmatrix import
lookup command, [D] icd10pcs importance weight, [U] 11.1.6 weight,
query command, [D] icd10pcs [U] 20.24.4 Importance weights
search command, [D] icd10pcs imported spatial weighting matrix, [SP] Glossary
ICE, see imputation, multivariate, chained equations importing data, [D] import, [D] import dbase,
ice command, [MI] mi export ice, [MI] mi import ice [D] import delimited, [D] import excel,
iconv, [D] unicode convertfile [D] import fred, [D] import haver, [D] import
ICU, see International Components for Unicode sasxport, [D] infile (fixed format), [D] infile
ID variable, [ST] Glossary (free format), [D] infix (fixed format), [D] odbc,
ID variable, [SP] spset, [SP] Glossary [MI] mi import, [MI] mi import flong, [MI] mi
ID variable, [SP] Glossary import flongsep, [MI] mi import ice, [MI] mi
identification, see model identification import nhanes1, [MI] mi import wide,
identified, [DSGE] Glossary [U] 21 Entering and importing data, also
see combining datasets, also see inputting data
identifier, class, [P] class
interactively
identifier, unique, [D] isid
real-time, [D] import fred
identity, forecast subcommand, [TS] forecast
improper prior, [BAYES] intro, [BAYES] bayes,
identity
[BAYES] bayesmh, [BAYES] bayesstats ic,
identity matrix, [M-5] I( ), [P] matrix define [BAYES] Glossary
idiosyncratic error term, [XT] Glossary impulse–response functions, [DSGE] intro 1,
idistance spatial weighting matrix, [SP] Glossary [DSGE] intro 3b, [DSGE] intro 3c,
if, [M-2] if [DSGE] dsge postestimation, [DSGE] Glossary,
if exp qualifier, [P] syntax, [U] 11 Language syntax [G-2] graph other, [TS] irf, [TS] irf add,
if programming command, [P] if [TS] irf cgraph, [TS] irf create, [TS] irf ctable,
igaussian() function, [FN] Statistical functions, [TS] irf describe, [TS] irf drop, [TS] irf graph,
[M-5] normal( ) [TS] irf ograph, [TS] irf rename, [TS] irf set,
igaussianden() function, [FN] Statistical functions, [TS] irf table, [TS] var intro, [TS] varbasic,
[M-5] normal( ) [TS] vec intro, [TS] Glossary
igaussiantail() function, [FN] Statistical functions, imputation diagnostics, see imputation, diagnostics
[M-5] normal( ) imputation method, [MI] mi impute, [MI] mi impute
ignorable missing-data mechanism, [MI] intro usermethod
substantive, [MI] Glossary iterative, [MI] mi impute, [MI] mi impute chained,
IIA, see independence of irrelevant alternatives [MI] mi impute mvn
IIF, see item information function monotone, [MI] mi impute monotone
iif, irtgraph subcommand, [IRT] irtgraph iif
Subject index 259
imputation method, continued imputation, continued

multivariate, [MI] mi impute chained, [MI] mi passive variables, [MI] mi impute regress
impute monotone, [MI] mi impute mvn perfect prediction, [MI] mi impute
proper, [MI] intro substantive Poisson regression, [MI] mi impute poisson
univariate, [MI] mi impute intreg, [MI] mi impute predictive mean matching, [MI] mi impute, [MI] mi
logit, [MI] mi impute mlogit, [MI] mi impute impute pmm
nbreg, [MI] mi impute ologit, [MI] mi impute regression, [MI] mi impute, [MI] mi impute regress
pmm, [MI] mi impute poisson, [MI] mi impute semiparametric, [MI] mi impute pmm
regress, [MI] mi impute truncreg step, [MI] intro substantive, [MI] mi estimate
imputation, transformations, [MI] mi impute
binary, [MI] mi impute logit truncated data, [MI] mi impute truncreg
by groups, [MI] mi impute truncated regression, [MI] mi impute truncreg
categorical, [MI] mi impute mlogit, [MI] mi impute univariate, [MI] mi impute intreg, [MI] mi impute
ologit logit, [MI] mi impute mlogit, [MI] mi impute
chained equations, [MI] mi impute intreg, [MI] mi nbreg, [MI] mi impute ologit, [MI] mi impute
impute logit, [MI] mi impute mlogit, [MI] mi pmm, [MI] mi impute poisson, [MI] mi impute
impute nbreg, [MI] mi impute ologit, [MI] mi regress, [MI] mi impute truncreg
impute pmm, [MI] mi impute poisson, [MI] mi user-defined, [MI] mi impute usermethod
impute regress, [MI] mi impute truncreg
imputations, recommended number of, [MI] intro
conditional, [MI] mi impute, [MI] mi impute substantive, [MI] mi estimate
chained, [MI] mi impute intreg, [MI] mi impute
impute, mi subcommand, [MI] mi impute, [MI] mi
logit, [MI] mi impute mlogit, [MI] mi impute
impute chained, [MI] mi impute intreg, [MI] mi
monotone, [MI] mi impute nbreg, [MI] mi
impute ologit, [MI] mi impute pmm, [MI] mi
impute monotone, [MI] mi impute mvn,
impute poisson, [MI] mi impute regress,
[MI] mi impute nbreg, [MI] mi impute ologit,
[MI] mi impute truncreg, [MI] Glossary
[MI] mi impute pmm, [MI] mi impute poisson,
continuous, [MI] mi impute pmm, [MI] mi impute [MI] mi impute regress, [MI] mi impute
regress truncreg, [MI] mi impute usermethod
with a limited range, [MI] mi impute intreg, imputed data, [MI] Glossary
[MI] mi impute truncreg
imputed variables, see variables, imputed
count data, [MI] mi impute nbreg, [MI] mi impute
imtest, estat subcommand, [R] regress
poisson
postestimation
diagnostics, [MI] mi impute
in range qualifier, [P] syntax, [U] 11 Language syntax
interval regression, [MI] mi impute intreg
in smcl, display directive, [P] display
interval-censored data, [MI] mi impute intreg
inbase() function, [M-5] inbase( )
linear regression, [MI] mi impute regress
incidence, [ST] Glossary
logistic regression, [MI] mi impute logit
rate, [ST] Glossary
modeling, [MI] mi impute
studies, [R] epitab, [ST] stcurve, [ST] stir,
monotone, [MI] mi impute, [MI] mi impute [ST] stptime, [ST] strate, [ST] stsum
chained, [MI] mi impute monotone
incidence-rate ratio, [ME] meglm, [ME] menbreg,
multinomial logistic regression, [MI] mi impute [ME] mepoisson, [ME] meqrpoisson,
mlogit [ME] mestreg, [R] eform option, [R] epitab,
multiple, [MI] intro substantive [ST] stir, [ST] stptime, [ST] stsum, [XT] xtgee,
multivariate, [XT] xtnbreg, [XT] xtpoisson
chained equations, [MI] mi impute, [MI] mi estimation,
impute chained heckpoisson regression, [R] heckpoisson
monotone, [MI] mi impute, [MI] mi impute negative binomial regression,
intreg, [MI] mi impute logit, [MI] mi impute [FMM] fmm: nbreg, [R] nbreg, [R] tnbreg,
mlogit, [MI] mi impute monotone, [MI] mi [R] zinb
impute nbreg, [MI] mi impute ologit, Poisson regression, [FMM] fmm: poisson,
[MI] mi impute pmm, [MI] mi impute [FMM] fmm: tpoisson, [FMM] example 2,
poisson, [MI] mi impute regress, [MI] mi [R] cpoisson, [R] expoisson, [R] ivpoisson,
impute truncreg [R] poisson, [R] tpoisson, [R] zip,
normal, [MI] mi impute, [MI] mi impute mvn [TE] etpoisson
negative binomial regression, [MI] mi impute nbreg postestimation, [R] contrast, [R] expoisson
on subsamples, [MI] mi impute postestimation, [R] lincom
ordered logistic regression, [MI] mi impute ologit negative binomial regression, [R] nbreg
overdispersed count data, [MI] mi impute nbreg postestimation, [R] tnbreg postestimation,
passive, [MI] mi impute, [MI] mi impute chained [R] zinb postestimation
260 Subject index
incidence-rate ratio, postestimation regression, continued infile command, [D] infile (fixed format), [D] infile
Poisson regression, [R] poisson postestimation, (free format)
[R] tpoisson postestimation, [R] zip infix command, [D] infix (fixed format)
postestimation influence statistics, see delta beta influence statistic, see
include bitmap, set subcommand, [R] set delta chi-squared influence statistic, see delta
include command, [P] include deviance influence statistic, see DFBETA, see
income distributions, [R] inequality LMAX value
income tax rate function, [D] egen %infmt, [D] infile (fixed format)
incomplete information, [IRT] Glossary
beta function, [FN] Statistical functions, criteria, see Akaike information criterion, see
[M-5] normal( ) Bayesian information criterion
gamma function, [FN] Statistical functions, matrix, [P] matrix get, [R] correlate, [R] maximize
[M-5] normal( ) matrix test, [R] regress postestimation
observations, [MI] Glossary, see dropout informative missingness, [ERM] Glossary
increment operator, [M-2] op increment informative prior, [BAYES] intro, [BAYES] bayesian
independence of irrelevant alternatives, commands, [BAYES] bayes, [BAYES] bayesmh,
assumption, [FMM] fmm: mlogit, [R] clogit, [BAYES] bayesstats ic, [BAYES] Glossary
[R] mlogit inheritance, [M-2] class, [P] class
relaxing assumption, [R] asclogit, [R] asmixlogit, init, ml subcommand, [R] ml
[R] asmprobit, [R] asroprobit, [R] nlogit init, ssd subcommand, [SEM] ssd
test for, [R] hausman, [R] nlogit, [R] suest initial values, [DSGE] Glossary, [SEM] Glossary, see
independence test, [R] correlate, [R] epitab, starting values
[R] spearman, [R] tabulate twoway, initialization, class, [P] class
[SVY] svy: tabulate twoway inlist() function, [FN] Programming functions
independent and identically distributed, inner fence, [R] lv
[DSGE] Glossary, [TS] Glossary innovation accounting, [TS] irf
independent and identically distributed sampling input command, [D] input
assumption, [SP] Glossary, [TE] teffects intro, input, matrix subcommand, [P] matrix define
[TE] teffects intro advanced, [TE] Glossary input, obtaining from console in programs, see console,
index of probit and logit, [R] logit postestimation, obtaining input from
[R] predict, [R] probit postestimation input/output functions, [M-4] io
index search, [R] search, [U] 4 Stata’s help and search inputting data
facilities from a file, see importing data, see reading data
index, from disk
mathematical functions, [M-4] statistical interactively, [D] edit, [D] input, also see editing
matrix functions, [M-4] utility data, also see importing data
statistical functions, [M-4] statistical inrange() function, [FN] Programming functions
stopping rules, see stopping rules insert, odbc subcommand, [D] odbc
utility functions, [M-4] utility insobs command, [D] insobs
indexnot() function, [FN] String functions, inspect command, [D] inspect
[M-5] indexnot( ) install,
indicator variables, [R] tabulate oneway, [R] xi, net subcommand, [R] net
[SEM] Glossary, also see factor variables ssc subcommand, [R] ssc
indicators, [U] 11.4.3 Factor variables installation
indirect impacts, [SP] spivregress postestimation, of community-contributed commands (updating),
[SP] spregress postestimation, [SP] spxtregress [R] adoupdate
postestimation
of official updates, [R] update, [U] 28 Using the
indirect standardization, [R] dstdize Internet to keep up to date
individual-level design, [PSS] power, [PSS] power of SJ and STB, [R] net, [R] sj, [U] 3.5 Updating
twoproportions, cluster, [PSS] Glossary and adding features from the web,
individual-level treatment effect, [ERM] Glossary, [U] 17.6 How do I install an addition?
[TE] Glossary instance, [M-6] Glossary
ineligible missing values, [MI] mi impute, class, [P] class
[MI] Glossary
.instancemv built-in class function, [P] class
inequality measures, [R] inequality
instance-specific variable, [P] class
inertia, [MV] Glossary, also see total inertia
instrument, [ERM] Glossary, [IRT] Glossary
inertia, estat subcommand, [MV] ca postestimation
Subject index 261
instrumental-variables, [ERM] intro 3, interval

[ERM] Glossary, [SP] Glossary, [XT] Glossary censoring, see imputation, interval-censored data
endogenous, [ERM] intro 3 data, [XT] xtintreg, [XT] Glossary
estimator, [XT] Glossary hypothesis test, [BAYES] Glossary
regression, [FMM] fmm: ivregress, [R] gmm, hypothesis testing, see Bayesian, hypothesis testing,
[R] ivpoisson, [R] ivprobit, [R] ivregress, interval
[R] ivtobit, [R] reg3, [SVY] svy estimation, regression, [ERM] intro 2, [ERM] eintreg,
[XT] xtabond, [XT] xtdpd, [XT] xtdpdsys, [ERM] example 1b, [ERM] example 1c,
[XT] xthtaylor, [XT] xtivreg, [XT] xtivreg [FMM] fmm: intreg, [R] intreg, [ST] stintreg,
postestimation [SVY] svy estimation
spatial autoregressive models, [SP] spivregress random-effects, [XT] xtintreg
int, [D] data types, [U] 12.2.2 Numeric storage types regression model, [SEM] example 44g
int() function, [FN] Mathematical functions test, [BAYES] Glossary, see Bayesian, hypothesis
integ command, [R] dydx testing, interval
integer truncation function, [FN] Mathematical interval-censoring, [ERM] Glossary
functions intraclass correlation, [ME] Glossary, [PSS] power
integers, [M-5] trunc( ) onemean, cluster, [PSS] power twomeans,
integrals, numeric, [R] dydx cluster, [PSS] power oneproportion, cluster,
integrated autoregressive moving-average model, [PSS] power twoproportions, cluster,
[TS] estat acplot, [TS] psdensity [PSS] power logrank, cluster, [PSS] Glossary,
integrated process, [TS] Glossary [R] icc, [R] prtest, [R] ztest, also see estat icc
intensity, color, adjustment, [G-2] graph twoway command
histogram, [G-2] graph twoway kdensity, intracluster correlation, see correlation, intracluster
[G-4] colorstyle intreg command, [R] intreg, [R] intreg
intensitystyle, [G-4] intensitystyle postestimation
interaction, [R] anova, [R] contrast, [R] fvrevar, inv() function, [FN] Matrix functions, [P] matrix
[R] margins, [R] margins, contrast, define
[R] margins, pwcompare, [R] marginsplot, invariance, [IRT] Glossary
[R] pwcompare, [R] set emptycells, invbinomial() function, [FN] Statistical functions,
[R] xi, [U] 11.4.3 Factor variables, [M-5] normal( )
[U] 13.5.3 Factor variables and time-series invbinomialtail() function, [FN] Statistical
operators, [U] 20.19 Obtaining contrasts, functions, [M-5] normal( )
tests of interactions, and main effects, invcauchy() function, [FN] Statistical functions,
[U] 25.2 Estimation with factor variables [M-5] normal( )
effects, [PSS] Glossary invcauchytail() function, [FN] Statistical functions,
expansion, [R] xi [M-5] normal( )
plots, [R] marginsplot invchi2() function, [FN] Statistical functions,
intercept, [SEM] intro 4, [SEM] Glossary, also see [M-5] normal( )
constraints, specifying invchi2tail() function, [FN] Statistical functions,
interface, query subcommand, [R] query [M-5] normal( )
internal consistency test, [MV] alpha invcloglog() function, [FN] Mathematical functions,
International Components for Unicode, [D] unicode [M-5] logit( )
Internet, invdunnettprob() function, [FN] Statistical
commands to control connections to, [R] netio functions, [M-5] normal( )
installation of updates from, [R] adoupdate, [R] net, inverse
[R] sj, [R] update, [U] 28 Using the Internet to cumulative
keep up to date beta distribution, [FN] Statistical functions
search, [R] net search binomial function, [FN] Statistical functions
Stata, [U] 3.2.1 The Stata website (www.stata.com) chi-squared distribution function, [FN] Statistical
Stata Journal, [U] 3.4 The Stata Journal functions
Stata Press, [U] 3.3 Stata Press exponential distribution, [FN] Statistical
interpolation, [D] ipolate functions
interquantile range, [R] qreg F distribution function, [FN] Statistical
interquartile range, [R] lv, [R] table, [R] tabstat functions
generating variable containing, [D] egen incomplete gamma function, [FN] Statistical
making dataset of, [D] collapse functions
summarizing, [D] pctile inverse Gaussian function, [FN] Statistical
functions
interrater agreement, [R] kappa
Weibull distribution, [FN] Statistical functions
interrupting command execution, [U] 10 Keyboard use
262 Subject index
inverse, continued invHilbert() function, [M-5] Hilbert( )

Gaussian distribution, invibeta() function, [FN] Statistical functions,
cumulative, [FN] Statistical functions [M-5] normal( )
density, [FN] Statistical functions invibetatail() function, [FN] Statistical functions,
inverse cumulative, [FN] Statistical functions [M-5] normal( )
inverse reverse cumulative, [FN] Statistical invigaussian() function, [FN] Statistical functions,
functions [M-5] normal( )
reverse cumulative, [FN] Statistical functions invigaussiantail() function, [FN] Statistical
hyperbolic tangent transformation, see Fisher’s z functions, [M-5] normal( )
transformation invlaplace() function, [FN] Statistical functions
matrix, [M-4] solvers, [M-5] invsym( ), invlaplacetail() function, [FN] Statistical
[M-5] cholinv( ), [M-5] luinv( ), [M-5] qrinv( ), functions
[M-5] pinv( ), [M-5] solve tol( ) invlogistic() function, [FN] Statistical functions,
noncentral [M-5] normal( )
beta distribution, [FN] Statistical functions invlogistictail() function, [FN] Statistical
chi-squared distribution function, [FN] Statistical functions, [M-5] normal( )
functions invlogit() function, [FN] Mathematical functions,
F distribution, [FN] Statistical functions [M-5] logit( )
normal distribution function, [FN] Statistical invnbinomial() function, [FN] Statistical functions,
functions [M-5] normal( )
of matrix, [P] matrix define, [P] matrix svd invnbinomialtail() function, [FN] Statistical
reverse cumulative functions, [M-5] normal( )
beta distribution, [FN] Statistical functions invnchi2() function, [FN] Statistical functions,
[M-5] normal( )
binomial function, [FN] Statistical functions
invnchi2tail() function, [FN] Statistical functions,
chi-squared distribution function, [FN] Statistical
[M-5] normal( )
functions
invnF() function, [FN] Statistical functions,
exponential distribution, [FN] Statistical
[M-5] normal( )
functions
invnFtail() function, [FN] Statistical functions,
F distribution function, [FN] Statistical
[M-5] normal( )
functions
invnibeta() function, [FN] Statistical functions,
incomplete gamma function, [FN] Statistical
[M-5] normal( )
functions
invnormal() function, [FN] Statistical functions,
inverse Gaussian function, [FN] Statistical
[M-5] normal( )
functions
invnt() function, [FN] Statistical functions,
noncentral chi-squared distribution function,
[M-5] normal( )
[FN] Statistical functions
invnttail() function, [FN] Statistical functions,
t distribution function, [FN] Statistical functions
[M-5] normal( )
Weibull distribution, [FN] Statistical functions
invorder() function, [M-5] invorder( )
inverse-distance matrix, see spatial weighting matrix
invpoisson() function, [FN] Statistical functions,
inverse-probability weighting, [TE] teffects intro, [M-5] normal( )
[TE] teffects intro advanced, [TE] teffects ipw,
invpoissontail() function, [FN] Statistical
[TE] Glossary
functions, [M-5] normal( )
inverse-probability-weighted regression adjustment,
invsym() function, [M-5] invsym( )
[TE] teffects intro, [TE] teffects intro advanced,
[TE] teffects ipwra, [TE] Glossary invsym() function, [FN] Matrix functions,
[M-5] invsym( ), [P] matrix define
invexponential() function, [FN] Statistical
functions, [M-5] normal( ) invt() function, [FN] Statistical functions,
[M-5] normal( )
invexponentialtail() function, [FN] Statistical
functions, [M-5] normal( ) invtokens() function, [M-5] invtokens( )
invF() function, [FN] Statistical functions, invttail() function, [FN] Statistical functions,
[M-5] normal( ) [M-5] normal( )
invfft() function, [M-5] fft( ) invtukeyprob() function, [FN] Statistical functions,
[M-5] normal( )
invfft() function, [M-5] fft( )
invvech() function, [M-5] vec( )
invFtail() function, [FN] Statistical functions,
[M-5] normal( ) invweibull() function, [FN] Statistical functions,
[M-5] normal( )
invgammap() function, [FN] Statistical functions,
[M-5] normal( ) invweibullph() function, [FN] Statistical functions,
[M-5] normal( )
invgammaptail() function, [FN] Statistical functions,
[M-5] normal( )
Subject index 263
invweibullphtail() function, [FN] Statistical IRT Control Panel, [IRT] Control Panel
functions, [M-5] normal( ) irtgraph
invweibulltail() function, [FN] Statistical icc command, [IRT] irtgraph icc
functions, [M-5] normal( ) iif command, [IRT] irtgraph iif
I/O functions, [M-4] io tcc command, [IRT] irtgraph tcc
ipolate command, [D] ipolate tif command, [IRT] irtgraph tif
ips, xtunitroot subcommand, [XT] xtunitroot .isa built-in class function, [P] class
IPW, see inverse-probability weighting iscale() option, [G-2] graph matrix
ipw, stteffects subcommand, [TE] stteffects ipw iscomplex() function, [M-5] isreal( )
ipw, teffects subcommand, [TE] teffects ipw isdiagonal() function, [M-5] isdiagonal( )
IPWRA, see inverse-probability-weighted regression isfleeting() function, [M-5] isfleeting( )
adjustment isid command, [D] isid
ipwra, stteffects subcommand, [TE] stteffects .isofclass built-in class function, [P] class
ipwra isolines, [G-2] graph twoway contourline
ipwra, teffects subcommand, [TE] teffects ipwra ispointer() function, [M-5] isreal( )
IQR, see interquartile range isreal() function, [M-5] isreal( )
iqr(), egen function, [D] egen isrealvalues() function, [M-5] isrealvalues( )
iqreg command, [R] qreg, [R] qreg postestimation isstring() function, [M-5] isreal( )
ir command, [R] epitab issymmetric() function, [FN] Matrix functions,
irecode() function, [FN] Programming functions [M-5] issymmetric( ), [P] matrix define
IRF, see impulse–response functions issymmetriconly() function, [M-5] issymmetric( )
irf, [TS] irf istdize command, [R] dstdize
add command, [TS] irf add istmt, [M-1] how, [M-6] Glossary
cgraph command, [TS] irf cgraph isview() function, [M-5] isview( )
create command, [TS] irf create italics, [G-4] text
ctable command, [TS] irf ctable item, [IRT] Glossary
describe command, [TS] irf describe characteristic curve, [IRT] irtgraph icc,
drop command, [TS] irf drop [IRT] Glossary
graph command, [TS] irf graph information function, [IRT] irtgraph iif,
ograph command, [TS] irf ograph [IRT] Glossary
rename command, [TS] irf rename location, [IRT] Glossary
set command, [TS] irf set response function, [IRT] irt, [IRT] Glossary
table command, [TS] irf table response theory, [IRT] irt, [IRT] dif, [IRT] Glossary,
.irf file, [U] 11.6 Filenaming conventions [SEM] intro 5, [SEM] example 28g,
iri command, [R] epitab [SEM] example 29g
IRLS, see iterated, reweighted least squares iterate() option, [R] maximize
IRR, see incidence-rate ratio iterated principal-factor method, [MV] factor,
IRT, see item response theory [MV] Glossary
irt iterated, reweighted least squares, [R] binreg, [R] glm,
1pl command, [IRT] irt 1pl, [IRT] irt 1pl [R] reg3, [R] sureg
postestimation iteration,
2pl command, [IRT] irt 2pl, [IRT] irt 2pl bisection method, [PSS] power, [PSS] Glossary
postestimation Newton’s method, power, [PSS] power
3pl command, [IRT] irt 3pl, [IRT] irt 3pl iterations, controlling the maximum number,
postestimation [R] maximize
command, [IRT] irt, [IRT] Control Panel ivpoisson command, [R] ivpoisson, [R] ivpoisson
gpcm command, [IRT] irt pcm postestimation
grm command, [IRT] irt grm, [IRT] irt grm ivprobit command, [R] ivprobit, [R] ivprobit
hybrid command, [IRT] irt hybrid, [IRT] irt ivregress command, [R] ivregress, [R] ivregress
hybrid postestimation postestimation
nrm command, [IRT] irt nrm, [IRT] irt nrm ivtobit command, [R] ivtobit, [R] ivtobit
pcm command, [IRT] irt pcm, [IRT] irt pcm [iweight=exp] modifier, [U] 11.1.6 weight,
postestimation [U] 20.24.4 Importance weights
rsm command, [IRT] irt rsm, [IRT] irt rsm
postestimation
264 Subject index
J Kalman
filter, [DSGE] Glossary, [TS] arima, [TS] dfactor,
J×2 contingency table, [PSS] power trend, [TS] dfactor postestimation, [TS] sspace,
[PSS] Glossary [TS] sspace postestimation, [TS] ucm, [TS] ucm
J() function, [M-5] J( ), [M-2] void, [M-6] Glossary, postestimation, [TS] Glossary
[FN] Matrix functions, [P] matrix define forecast, [TS] dfactor postestimation, [TS] sspace
Jaccard coefficient similarity measure, postestimation, [TS] ucm postestimation
[MV] measure option smoothing, [TS] dfactor postestimation,
jackknife, [SEM] Glossary [TS] sspace postestimation, [TS] ucm
estimation, [R] jackknife, postestimation
[SVY] jackknife options, [SVY] svy jackknife, Kao test, [XT] xtcointtest
[SVY] variance estimation, [SVY] Glossary kao, xtcointtest subcommand, [XT] xtcointtest
standard errors, [R] vce option, [SVY] svy kap command, [R] kappa
jackknife, [SVY] variance estimation, Kaplan–Meier
[XT] vce options product-limit estimate, [ST] sts, [ST] sts generate,
jackknife options, [SVY] jackknife options [ST] sts graph, [ST] sts list, [ST] sts test,
jackknife prefix command, [R] jackknife, [ST] Glossary
[R] jackknife postestimation survivor function, [ST] ltable, [ST] stcox PH-
jackknifed residuals, [R] regress postestimation assumption tests, [ST] sts
jackknifed standard error, see Monte Carlo error kappa command, [R] kappa
Jarque–Bera statistic, [TS] varnorm, [TS] vecnorm kapwgt command, [R] kappa
Java, [P] java, [P] javacall kdensity command, [R] kdensity
javacall command, [P] javacall kdensity, graph twoway subcommand, [G-2] graph
JavaScript, [P] dyntext twoway kdensity
JCA, see joint correspondence analysis keep command, [D] drop
Jeffreys noninformative prior, [MI] mi impute mvn keeping variables or observations, [D] drop
Jeffreys prior, [BAYES] intro, [BAYES] bayesian Kendall’s tau, [R] spearman, [R] tabulate twoway
commands, [BAYES] bayes, [BAYES] bayesmh, Kenward–Roger DDF, see denominator degrees of
[BAYES] Glossary freedom, Kenward–Roger
jeffreys, prior() suboption, [BAYES] bayesmh kernel density estimator, [R] kdensity
evaluators kernel density smoothing, [G-2] graph other
jitter() option, [G-2] graph matrix, [G-2] graph kernel-weighted local polynomial estimator, [R] lpoly
twoway scatter
keyboard
jitterseed() option, [G-2] graph matrix, entry, [U] 10 Keyboard use
[G-2] graph twoway scatter
search, [U] 4 Stata’s help and search facilities
join operator, [M-2] op join
Keynesian model, see New Keynesian model
joinby command, [D] joinby, [U] 22 Combining
keys, [G-3] clegend option, [G-3] legend options
datasets
kilometers, [SP] spdistance
joining datasets, see combining datasets
Kish design effects, [R] loneway, [SVY] estat
joining time-span records, [ST] stsplit
kiss32, see random-number generator
joint
Kmatrix() function, [M-5] Kmatrix( )
correspondence analysis, [MV] mca, [MV] mca
postestimation, [MV] Glossary kmeans, [MV] Glossary
normality, see normality, joint kmeans, cluster subcommand, [MV] cluster kmeans
and kmedians
posterior distribution, [BAYES] intro,
[BAYES] bayesmh, [BAYES] Glossary kmeans clustering, [MV] cluster, [MV] cluster kmeans
and kmedians
jumble() function, [M-5] sort( )
kmedians, [MV] Glossary
jumble() function, [M-5] sort( )
kmedians, cluster subcommand, [MV] cluster
justification of text, [G-3] textbox options
kmeans and kmedians
justificationstyle, [G-4] justificationstyle
kmedians clustering, [MV] cluster, [MV] cluster
kmeans and kmedians
K KMO, see Kaiser–Meyer–Olkin sampling adequacy
kmo, estat subcommand, [MV] factor postestimation,
Kaiser–Meyer–Olkin sampling adequacy, [MV] factor [MV] pca postestimation
postestimation, [MV] pca postestimation, KNN, see kth-nearest neighbor
[MV] Glossary knn, discrim subcommand, [MV] discrim knn
Kaiser normalization, [MV] factor postestimation, Kolmogorov–Smirnov test, [R] ksmirnov
[MV] pca postestimation, [MV] rotate, KR-20, [MV] alpha
[MV] rotatemat
Subject index 265
Kronecker direct product, [D] cross, lag operator, [DSGE] Glossary, [TS] Glossary,
[M-2] op kronecker, [P] matrix define [U] 11.4.4 Time-series varlists
Kruskal stress, [MV] mds postestimation, lag-exclusion statistics, [TS] varwle
[MV] Glossary lagged values, [U] 11.4.4 Time-series varlists,
Kruskal–Wallis test, [R] kwallis [U] 13 Functions and expressions,
ksmirnov command, [R] ksmirnov [U] 13.7 Explicit subscripting,
ktau command, [R] spearman [U] 13.10.1 Generating lags, leads, and
kth-nearest neighbor, [MV] discrim knn, differences
[MV] Glossary lag-order selection statistics, [TS] var intro, [TS] var,
Kuder–Richardson Formula 20, [MV] alpha [TS] var svar, [TS] varsoc, [TS] vec intro
Kulczyński coefficient similarity measure, Lagrange multiplier test, [PSS] Glossary, [R] regress
[MV] measure option postestimation time series, [SEM] estat
kurt(), egen function, [D] egen ginvariant, [SEM] estat mindices, [SEM] estat
scoretests, [SEM] Glossary, [TS] varlmar,
kurtosis, [MV] mvtest normality, [R] lv, [R] pksumm,
[TS] veclmar, also see score test
[R] regress postestimation, [R] sktest,
[R] summarize, [R] tabstat, [TS] varnorm, lags, see spatial lags
[TS] vecnorm lalign() option, [G-3] connect options
kwallis command, [R] kwallis Lance and Williams’s formula, [MV] cluster
language, [D] unicode locale
syntax, [P] syntax, [U] 11 Language syntax
L language, label subcommand, [D] label language
L1-norm models, [R] qreg languages, multiple, [D] label language
l1title() option, [G-3] title options LAPACK, [M-1] LAPACK, [M-5] cholesky( ),
l2title() option, [G-3] title options [M-5] cholinv( ), [M-5] cholsolve( ),
label [M-5] eigensystem( ), [M-5] eigensystemselect( ),
copy command, [D] label [M-5] fullsvd( ), [M-5] ghessenbergd( ),
data command, [D] label, [U] 12.6 Dataset, [M-5] lapack( ), [M-5] lud( ), [M-5] luinv( ),
variable, and value labels [M-5] lusolve( ), [M-5] qrd( ), [M-5] qrinv( ),
[M-5] qrsolve( ), [M-5] svd( ), [M-5] svsolve( ),
define command, [D] label, [U] 12.6 Dataset,
[M-6] Glossary
variable, and value labels
Laplace
dir command, [D] label
density, [FN] Statistical functions
drop command, [D] label
distribution,
language command, [D] label language,
[U] 12.6 Dataset, variable, and value labels cumulative, [FN] Statistical functions
list command, [D] label, [U] 12.6 Dataset, inverse cumulative, [FN] Statistical functions
variable, and value labels inverse reverse cumulative, [FN] Statistical
save command, [D] label functions
values command, [D] label, [U] 12.6 Dataset, reverse cumulative, [FN] Statistical functions
variable, and value labels laplace() function, [FN] Statistical functions
variable command, [D] label, [U] 12.6 Dataset, laplaceden() function, [FN] Statistical functions
variable, and value labels laplacetail() function, [FN] Statistical functions
macro extended function, [P] macro Laplacian approximation, [ME] me, [ME] mecloglog,
label, snapshot subcommand, [D] snapshot [ME] meglm, [ME] meintreg, [ME] melogit,
label values, [P] macro, [U] 12.6 Dataset, variable, [ME] menbreg, [ME] meologit,
and value labels, [U] 13.11 Label values [ME] meoprobit, [ME] mepoisson,
[ME] meprobit, [ME] mestreg, [ME] metobit,
labelbook command, [D] labelbook
[ME] Glossary, [SEM] methods and formulas
labeling data, [D] describe, [D] edit, [D] label,
for gsem
[D] label language, [D] notes, [D] varmanage,
latent
[U] 12.6 Dataset, variable, and value labels
class, [FMM] fmm, [FMM] Glossary
labeling data in other languages, [U] 12.6.4 Labels in
other languages goodness-of-fit statistics, [SEM] estat lcgof
labels, marginal means, [FMM] estat lcmean,
[SEM] estat lcmean
axis, [G-3] axis label options
marginal probabilities, [FMM] estat lcprob,
creating, [D] edit, [D] varmanage
[SEM] estat lcprob
editing, [D] edit, [D] varmanage
class analysis, [SEM] intro 2, [SEM] intro 5,
marker, [G-3] marker label options
LAD regression, [R] qreg [SEM] example 52g, [SEM] Glossary
ladder command, [R] ladder cluster model, [SEM] Glossary
ladder of powers, [G-2] graph other, [R] ladder
266 Subject index
latent, continued lefteigensystem() function, [M-5] eigensystem( )

growth model, [SEM] intro 5, [SEM] example 18, lefteigensystem() function, [M-5] eigensystem( )
[SEM] Glossary lefteigensystemselect*() functions,
profile model, [SEM] Glossary [M-5] eigensystemselect( )
roots, [M-5] eigensystem( ) leftgeigensystem() function, [M-5] geigensystem( )
space, [IRT] Glossary leftgeigensystemselect*() function,
trait, [IRT] Glossary [M-5] geigensystem( )
variable, [FMM] Glossary, [SEM] intro 4, left-hand-side variable, [ERM] Glossary
[SEM] Glossary left-truncation, [ST] Glossary, [TE] Glossary, also see
latent profile analysis, [SEM] example 52g imputation, truncated data
LATEX, [P] dyntext legend() option, [G-3] legend options
Latin-square designs, [MV] manova, [R] anova, legends, [G-3] clegend option, [G-3] legend options
[R] pkshape problems, [G-3] legend options
latitude, see coordinate system use with by(), [G-3] by option,
lattice data, [SP] intro, [SP] Glossary, also see area [G-3] clegend option, [G-3] legend options
data legendstyle, [G-4] legendstyle
LAV regression, [R] qreg length, [M-5] abs( ), [M-5] rows( ), [M-5] strlen( ),
Lawley–Hotelling trace statistic, [MV] canon, [M-5] ustrlen( ), [M-5] udstrlen( )
[MV] manova, [MV] mvtest means, length() function, [M-5] rows( )
[MV] Glossary length of string function, [FN] String functions
lceffects, estat subcommand, [SVY] estat less than (or equal) operator, [U] 13.2.3 Relational
lcgof, estat subcommand, [SEM] estat lcgof operators
lcmean, estat subcommand, [FMM] estat lcmean, letter values, [R] lv
[SEM] estat lcmean level command and value, [P] macro
lcolor() option, [G-3] connect options, level, set subcommand, [R] level, [R] set
[G-3] rspike options levels, [U] 11.4.3 Factor variables
lcprob, estat subcommand, [FMM] estat lcprob, levelsof command, [P] levelsof
[SEM] estat lcprob Levene’s robust test statistic, [R] sdtest
LDA, see linear discriminant analysis leverage, [R] logistic postestimation, [R] regress
lda, discrim subcommand, [MV] discrim lda postestimation diagnostic plots
lead leverage plots, [G-2] graph other
operator, [U] 11.4.4 Time-series varlists leverage-versus-(squared)-residual plot, [R] regress
values, see lagged values postestimation diagnostic plots
leap seconds, [TS] tsset Levin–Lin–Chu test, [XT] xtunitroot
least LEx, [SEM] sem and gsem option covstructure( )
absolute lexis command, [ST] stsplit
deviations, [R] qreg lexis diagram, [ST] stsplit
residuals, [R] qreg lfit, graph twoway subcommand, [G-2] graph
value regression, [R] qreg twoway lfit
squares, see linear regression lfitci, graph twoway subcommand, [G-2] graph
generalized, see feasible generalized least squares twoway lfitci
least squared deviations, see linear regression libraries, [M-1] how, [M-3] mata mlib, [M-3] mata
least-squares means, [R] margins, [R] marginsplot, which
[U] 20.16.1 Obtaining estimated marginal license, [R] about
means life tables, [ST] ltable, [ST] sts, [ST] Glossary
leave one out, [MV] discrim, [MV] discrim likelihood, see maximum likelihood estimation
estat, [MV] discrim knn, [MV] discrim likelihood displacement value, [ST] stcox
knn postestimation, [MV] discrim lda, postestimation, [ST] Glossary
[MV] discrim lda postestimation, [MV] discrim likelihood-ratio
qda, [MV] discrim qda postestimation, chi-squared of association, [R] tabulate twoway
[MV] Glossary test, [DSGE] intro 8, [DSGE] Glossary,
left eigenvectors, [M-5] eigensystem( ), [M-6] Glossary [PSS] power twoproportions, [PSS] Glossary,
left-censoring, also see imputation, interval-censored [R] lrtest, [SEM] lrtest, [SEM] methods and
data formulas for sem, [U] 20.13.3 Likelihood-ratio
left-censoring, [ERM] Glossary, [ST] Glossary, tests
[TE] Glossary Likert summative scales, [MV] alpha
Subject index 267
limited dependent variables, [BAYES] bayes: betareg, limits, [D] describe, [D] memory, [M-1] limits,
[BAYES] bayes: binreg, [BAYES] bayes: bipro- [R] limits, [R] matsize, [U] 6 Managing
bit, [BAYES] bayes: clogit, memory
[BAYES] bayes: cloglog, [BAYES] bayes: glm, numerical and string, [P] creturn
[BAYES] bayes: gnbreg, [BAYES] bayes: heck- system, [P] creturn
oprobit, [BAYES] bayes: heck- lincom command, [R] lincom, [SEM] intro 7,
probit, [BAYES] bayes: hetprobit, [SEM] estat stdize, [SEM] lincom, [SVY] svy
[BAYES] bayes: intreg, [BAYES] bayes: lo- postestimation
gistic, [BAYES] bayes: logit, Lindstrom–Bates algorithm, [ME] menl, [ME] Glossary
[BAYES] bayes: mecloglog,
line, definition, [G-4] linestyle
[BAYES] bayes: meglm, [BAYES] bayes: mel-
ogit, line, graph twoway subcommand, [G-2] graph
[BAYES] bayes: menbreg, [BAYES] bayes: me- twoway line
ologit, [BAYES] bayes: meopro- linealignmentstyle, [G-4] linealignmentstyle
bit, [BAYES] bayes: mepois- linear
son, [BAYES] bayes: meprobit, combinations, [SVY] estat, [SVY] svy
[BAYES] bayes: mlogit, postestimation
[BAYES] bayes: mprobit, combinations of estimators, [R] lincom,
[BAYES] bayes: nbreg, [BAYES] bayes: ologit, [U] 20.14 Obtaining linear combinations of
[BAYES] bayes: oprobit, [BAYES] bayes: pois- coefficients
son, [BAYES] bayes: probit, combinations, forming, [P] matrix score
[BAYES] bayes: streg, [BAYES] bayes: tnbreg, discriminant analysis, [MV] candisc, [MV] discrim
[BAYES] bayes: tobit, [BAYES] bayes: tpois- lda, [MV] Glossary
son, [BAYES] bayes: truncreg, filter, [TS] tsfilter, [TS] tsfilter cf, [TS] tssmooth
[BAYES] bayes: zinb, [BAYES] bayes: zio- ma, [TS] Glossary
probit, [BAYES] bayes: zip, [ERM] ein- hypothesis test after estimation, [R] contrast,
treg, [ERM] eoprobit, [ERM] eprobit, [R] lrtest, [R] margins, [R] margins, contrast,
[FMM] fmm: betareg, [FMM] fmm: cloglog, [R] margins, pwcompare, [R] pwcompare,
[FMM] fmm: glm, [FMM] fmm: intreg, [R] test
[FMM] fmm: logit, [FMM] fmm: mlogit, interpolation and extrapolation, [D] ipolate
[FMM] fmm: nbreg, [FMM] fmm: ologit,
logit model, [PSS] power trend
[FMM] fmm: oprobit, [FMM] fmm: pois-
son, [FMM] fmm: probit, [FMM] fmm: streg, mixed-effects model, [ME] me, [ME] mixed,
[FMM] fmm: tobit, [FMM] fmm: tpoisson, [ME] Glossary
[FMM] fmm: truncreg, [FMM] example 2, Bayesian, [BAYES] bayes: mixed
[IRT] Control Panel, [IRT] irt 1pl, [IRT] irt prediction, see multiple imputation, prediction
2pl, [IRT] irt 3pl, [IRT] irt grm, [IRT] irt nrm, regression, [BAYES] bayes: binreg,
[IRT] irt pcm, [IRT] irt rsm, [IRT] irt hybrid, [BAYES] bayes: glm, [BAYES] bayes: heckman,
[ME] mecloglog, [ME] meglm, [ME] mein- [BAYES] bayes: hetregress,
treg, [ME] melogit, [ME] menbreg, [ME] me- [BAYES] bayes: intreg, [BAYES] bayes: mvreg,
ologit, [ME] meoprobit, [ME] mepoisson, [BAYES] bayes: regress, [BAYES] bayes: tobit,
[ME] meprobit, [ME] meqrlogit, [ME] meqr- [BAYES] bayes: truncreg, [ERM] intro 2,
poisson, [ME] mestreg, [ME] metobit, [R] as- [ERM] eintreg, [ERM] eregress,
clogit, [R] asmixlogit, [R] asmprobit, [R] asro- [ERM] example 1a, [ERM] example 2a,
probit, [R] betareg, [R] binreg, [R] biprobit, [ERM] example 2b, [ERM] example 2c,
[R] brier, [R] clogit, [R] cloglog, [R] cpois- [FMM] fmm, [FMM] fmm: glm,
son, [R] cusum, [R] exlogistic, [R] expois- [FMM] fmm: intreg, [FMM] fmm: ivregress,
son, [R] glm, [R] heckoprobit, [R] heckpois- [FMM] fmm: regress, [FMM] fmm: tobit,
son, [R] heckprobit, [R] hetprobit, [R] in- [FMM] fmm: truncreg, [FMM] example 1a,
treg, [R] ivpoisson, [R] ivprobit, [R] logistic, [FMM] example 1b, [FMM] example 1c,
[R] logit, [R] mlogit, [R] mprobit, [R] nbreg, [FMM] example 1d, [ME] meintreg,
[R] nlogit, [R] ologit, [R] oprobit, [R] poisson, [ME] metobit, [MV] mvreg, [PSS] power,
[R] probit, [R] rocfit, [R] rocreg, [R] rologit, [PSS] power oneslope, [PSS] power rsquared,
[R] scobit, [R] slogit, [R] tnbreg, [R] tobit, [PSS] power pcorr, [R] anova, [R] areg,
[R] tpoisson, [R] truncreg, [R] zinb, [R] ziopro- [R] binreg, [R] churdle, [R] cnsreg, [R] eivreg,
bit, [R] zip, [ST] stcox, [ST] stcrreg, [ST] stin- [R] frontier, [R] glm, [R] gmm, [R] heckman,
treg, [ST] streg, [SVY] svy estimation, [TE] et- [R] hetregress, [R] intreg, [R] ivregress,
poisson, [XT] xtcloglog, [XT] xtgee, [XT] xt- [R] ivtobit, [R] qreg, [R] reg3, [R] regress,
logit, [XT] xtnbreg, [XT] xtologit, [XT] xtopro- [R] rreg, [R] sureg, [R] tobit, [R] truncreg,
bit, [XT] xtpoisson, [XT] xtprobit, [XT] xtstreg [R] vwls, [SEM] intro 5, [SEM] example 6,
[SEM] Glossary, [SVY] svy estimation,
[TE] etregress, [TE] teffects ra, [TS] newey,
268 Subject index
linear regression, continued link

[TS] prais, [XT] xtabond, [XT] xtdpd, complementary log-log, [SEM] methods and
[XT] xtdpdsys, [XT] xtfrontier, [XT] xtgee, formulas for gsem
[XT] xtgls, [XT] xthtaylor, [XT] xtintreg, function, [FMM] fmm: betareg, [FMM] fmm: glm,
[XT] xtivreg, [XT] xtpcse, [XT] xtrc, [ME] meglm, [ME] Glossary, [R] betareg,
[XT] xtreg, [XT] xtregar, [XT] xttobit, also see [R] glm, [SEM] Glossary, [XT] xtgee,
generalized linear models, also see panel data, [XT] Glossary
also see random-coefficients model identity, [SEM] methods and formulas for gsem
censored outcomes, [U] 26.3.5 Regression with log, [SEM] methods and formulas for gsem
censored and truncated outcomes logit, [SEM] methods and formulas for gsem
conditional, [U] 26.4.2 Conditional logistic probit, [SEM] methods and formulas for gsem
regression
link, net subcommand, [R] net
heteroskedastic, [R] hetregress
linkage, [MV] cluster, [MV] clustermat, [MV] cluster
spatial autoregressive models, [SP] spivregress, linkage, [MV] Glossary
[SP] spregress, [SP] spxtregress
linktest command, [R] linktest
truncated outcomes, [U] 26.3.5 Regression with
list,
censored and truncated outcomes
cluster subcommand, [MV] cluster utility
with heteroskedastic errors, [U] 26.3.3
Regression with heteroskedastic errors estat subcommand, [MV] discrim estat,
[MV] discrim knn postestimation,
with simple error structures, [U] 26.3.2 Linear
regression
logistic postestimation, [MV] discrim qda
regression imputation, see imputation, regression postestimation
splines, [R] mkspline char subcommand, [P] char
test, see estimation, test after constraint subcommand, [R] constraint
trend, [PSS] power trend creturn subcommand, [P] creturn
linear, churdle subcommand, [R] churdle duplicates subcommand, [D] duplicates
linear form, [ME] Glossary ereturn subcommand, [P] ereturn, [P] return,
linearization, see linearized variance estimator [R] stored results
log likelihood, [ME] Glossary forecast subcommand, [TS] forecast list
method, [ME] Glossary label subcommand, [D] label
linearized macro subcommand, [P] macro
DSGE, [DSGE] dsge matrix subcommand, [P] matrix utility
model, [DSGE] Glossary notes subcommand, [D] notes
variance estimator, [SVY] variance estimation, odbc subcommand, [D] odbc
[SVY] Glossary program subcommand, [P] program
linegap, set subcommand, [R] set return subcommand, [P] return, [R] stored results
linepalette, palette subcommand, [G-2] palette scalar subcommand, [P] scalar
linepatternstyle, [G-4] linepatternstyle snapshot subcommand, [D] snapshot
lines, [G-4] concept: lines sreturn subcommand, [P] return, [R] stored
adding, [G-2] graph twoway lfit, results
[G-3] added line options, also see fits, adding ssd subcommand, [SEM] ssd
alignments, [G-4] linealignmentstyle sts subcommand, [ST] sts list
connecting points, [G-3] connect options, sysdir subcommand, [P] sysdir
[G-4] connectstyle
timer subcommand, [P] timer
dashed, [G-4] linepatternstyle
list command, [D] list
dotted, [G-4] linepatternstyle
list macro extended function, [P] macro lists
grid, [G-3] axis label options, [G-4] linestyle
list manipulation, [P] macro lists
long, in do-files and ado-files, [P] #delimit, [U] 18.11.2
list subscripts, see subscripts
Comments and long lines in ado-files
listing
look of, [G-3] fcline options, [G-3] line options,
[G-4] linestyle data, [D] edit, [D] list
patterns, [G-4] linepatternstyle estimation results, [P] ereturn, [P] estimates
suppressing, [G-4] linestyle macro expanded functions, [P] macro lists
thickness, [G-4] linewidthstyle strings, [U] 12.4.13 How to see the full contents of
a strL or a str# variable
linesize, set subcommand, [R] log, [R] set
values of a variable, [P] levelsof
linestyle, [G-4] linestyle
liststruct() function, [M-5] liststruct( )
added, [G-4] addedlinestyle
listwise deletion, [MI] intro substantive, [MI] mi
linewidthstyle, [G-4] linewidthstyle
estimate, [MI] Glossary
Subject index 269
llc, xtunitroot subcommand, [XT] xtunitroot Local, class prefix operator, [P] class
Lmatrix() function, [M-5] Lmatrix( ) local command, [U] 18.3.9 Advanced local macro
LMAX value, [ST] stcox postestimation, manipulation
[ST] Glossary locale, [D] unicode, [D] unicode locale, [ I ] Glossary
LME, see linear mixed-effects model collation, [D] unicode collator
ln() function, [FN] Mathematical functions, locale functions, set subcommand, [P] set
[M-5] exp( ) locale functions, [R] set
lncauchyden() function, [FN] Statistical functions, locale ui, set subcommand, [P] set locale ui,
[M-5] normal( ) [R] set
lnfactorial() function, [FN] Mathematical localization, [D] unicode locale
functions, [M-5] factorial( ) locally weighted smoothing, [R] lowess
lngamma() function, [FN] Mathematical functions, location, measures of, [R] lv, [R] summarize, [R] table
[M-5] factorial( ) location, specifying, [G-4] clockposstyle,
lnigammaden() function, [FN] Statistical functions [G-4] compassdirstyle, [G-4] ringposstyle
lnigaussianden() function, [FN] Statistical locksplitters, set subcommand, [R] set
functions, [M-5] normal( ) log
lniwishartden() function, [FN] Statistical functions, close command, [R] log
[M-5] normal( ) command, [R] log, [R] view, [U] 15 Saving and
lnlaplaceden() function, [FN] Statistical functions printing output—log files, [U] 16.1.2 Comments
lnmvnormalden() function, [FN] Statistical functions, and blank lines in do-files
[M-5] normal( ) off command, [R] log
lnnormal() function, [FN] Statistical functions, on command, [R] log
[M-5] normal( ) query command, [R] log
lnnormalden() function, [FN] Statistical functions, using command, [R] log
[M-5] normal( ) .log file, [U] 11.6 Filenaming conventions
lnskew0 command, [R] lnskew0 log files, see log command
lnwishartden() function, [FN] Statistical functions, printing, [R] translate
[M-5] normal( )
log() function, [FN] Mathematical functions,
load, [M-5] exp( )
bcal subcommand, [D] bcal log hazard-ratio, [PSS] power cox, [PSS] power
odbc subcommand, [D] odbc exponential, [PSS] power logrank
loading, [MV] Glossary one-sample, [PSS] power cox
loading data, see importing data, see inputting data log hazard-rate, [PSS] power exponential, [PSS] power
interactively, see reading data from disk, see logrank
using data log hazards
loading plot, [MV] scoreplot, [MV] Glossary control-group, [PSS] power exponential,
loadingplot command, [MV] discrim lda [PSS] power logrank
postestimation, [MV] factor postestimation, experimental-group, [PSS] power exponential,
[MV] pca postestimation, [MV] scoreplot [PSS] power logrank
loadings, estat subcommand, [MV] ca two-sample, [PSS] power exponential, [PSS] power
postestimation, [MV] canon postestimation, logrank
[MV] discrim lda, [MV] discrim lda
log likelihood, [BAYES] intro, [BAYES] bayesian
postestimation, [MV] pca postestimation
commands, [BAYES] bayesmh, [FMM] fmm,
local [SEM] methods and formulas for gsem,
independence, [IRT] Glossary [SEM] methods and formulas for sem
linear, [R] lpoly log or nolog option, [R] maximize
polynomial, [R] lpoly log scales, [G-3] axis scale options
polynomial smoothing, [G-2] graph other, log transformations, [R] boxcox, [R] lnskew0
[G-2] graph twoway lpoly, [G-2] graph twoway log10() function, [FN] Mathematical functions,
lpolyci [M-5] exp( )
local logarithms, [M-5] exp( ), [M-5] matexpsym( )
++ command, [P] macro logical operators, [M-2] op logical, [U] 13.2.4 Logical
-- command, [P] macro operators
command, [P] macro, [U] 18.3.1 Local macros logistic
local, density,
ereturn subcommand, [P] ereturn, [P] return mean µ, scale s, [FN] Statistical functions
return subcommand, [P] return standard, [FN] Statistical functions
sreturn subcommand, [P] return discriminant analysis, [MV] discrim logistic
270 Subject index
logistic, continued log-linear model, [FMM] fmm: glm,

distribution, [FMM] fmm: poisson, [FMM] fmm: tpoisson,
cumulative, [FN] Statistical functions [FMM] example 2, [R] cpoisson, [R] expoisson,
inverse cumulative, [FN] Statistical functions [R] glm, [R] heckpoisson, [R] ivpoisson,
regression, [FMM] fmm [R] poisson, [R] tpoisson, [R] zip, [SVY] svy
estimation, [TE] etpoisson
regression imputation, see imputation, logistic
regression log-log plot, [ST] stcox PH-assumption tests
logistic and logit regression, [FMM] fmm: logit, loglogistic survival regression, [FMM] fmm: streg,
[IRT] irt 1pl, [IRT] irt 2pl, [IRT] irt 3pl, [SEM] example 48g, [ST] stintreg, [ST] streg
[IRT] irt hybrid, [R] logistic, [R] logit, lognormal survival regression, [FMM] fmm: streg,
[SEM] intro 5, [SEM] example 33g, [ST] stintreg, [ST] streg
[SEM] example 34g, [SEM] Glossary, logrank, power subcommand, [PSS] power logrank,
[SVY] svy estimation [PSS] power logrank, cluster
alternative-specific mixed, [R] asmixlogit log-rank test, [PSS] power logrank, [ST] sts test
complementary log-log, [FMM] fmm: cloglog, cluster randomized design, [PSS] power logrank,
[R] cloglog cluster
conditional, [R] asclogit, [R] clogit, [R] rologit logtype, set subcommand, [R] log, [R] set
exact, [R] exlogistic LOHI, [M-5] byteorder( )
fixed-effects, [R] asclogit, [R] clogit, [XT] xtlogit, loneway command, [R] loneway
[XT] xtstreg long, [D] data types, [U] 12.2.2 Numeric storage
fractional polynomial, [R] fp types
generalized estimating equations, [XT] xtgee long lines in ado-files and do-files, [P] #delimit,
generalized linear model, [FMM] fmm: glm, [U] 18.11.2 Comments and long lines in ado-
[R] glm files
mixed-effects, [ME] melogit, [ME] meqrlogit, also long, reshape subcommand, [D] reshape
see ordered logistic regression long strings, see string variables, long
Bayesian, [BAYES] bayes: melogit longitude, see coordinate system
multinomial, [FMM] fmm: mlogit, [IRT] irt nrm, longitudinal
[IRT] irt hybrid, [R] asclogit, [R] clogit, data, [MI] mi estimate, [XT] Glossary, also see
[R] mlogit panel data
nested, [R] nlogit studies, see incidence studies
ordered, [FMM] fmm: ologit, [IRT] irt grm, survey data, [SVY] svy estimation
[IRT] irt pcm, [IRT] irt rsm, [IRT] irt hybrid, long-memory process, [TS] arfima, [TS] Glossary
[R] ologit LOO, see leave one out
polytomous, [FMM] fmm: mlogit, [IRT] irt nrm, look of areas, [G-3] area options,
[IRT] irt hybrid, [R] mlogit [G-3] fitarea options
population-averaged, [XT] xtgee, [XT] xtlogit, lookfor command, [D] lookfor
[XT] xtstreg lookup,
random-effects, [XT] xtlogit, [XT] xtologit, icd10 subcommand, [D] icd10
[XT] xtstreg icd10cm subcommand, [D] icd10cm
rank-ordered, [R] rologit icd10pcs subcommand, [D] icd10pcs
skewed, [R] scobit icd9 subcommand, [D] icd9
stereotype, [R] slogit icd9p subcommand, [D] icd9p
logistic command, [R] logistic, [R] logistic loop, [M-2] do, [M-2] for, [M-2] while
postestimation continuing, [M-2] continue
logistic, discrim subcommand, [MV] discrim endless, see endless loop
logistic
exiting, [M-2] break
logistic discriminant analysis, [MV] Glossary
use of semicolons in, [M-2] semicolons
logistic() function, [FN] Statistical functions,
looping, [P] continue, [P] foreach, [P] forvalues,
[M-5] normal( )
[P] while
logisticden() function, [FN] Statistical functions,
Lorenz curve, [R] inequality
[M-5] normal( )
loss, [MV] Glossary
logistictail() function, [FN] Statistical functions,
[M-5] normal( ) loss to follow-up, [PSS] power exponential,
[PSS] power logrank, [PSS] Glossary
logit command, [R] logit, [R] logit postestimation
lost due to follow up, [ERM] intro 5, [ERM] Glossary
logit function, [FN] Mathematical functions
Lotus 1-2-3, reading data from, see spreadsheets
logit regression, see logistic and logit regression
logit() function, [M-5] logit( )
Subject index 271
lower M
ASCII, see plain ASCII
M , [MI] mi impute, [MI] Glossary
asymptote, [IRT] Glossary
one-sided test, [PSS] Glossary, also see one-sided size recommendations, [MI] intro substantive,
test [MI] mi estimate
m, [MI] Glossary
one-tailed test, [PSS] Glossary, also see one-sided
test MA, see moving average model
lowercase, [M-5] strupper( ), [M-5] ustrupper( ) ma, tssmooth subcommand, [TS] tssmooth ma
lowercase-string function, [FN] String functions Mac,
lowertriangle() function, [M-5] lowertriangle( ) keyboard use, [U] 10 Keyboard use
lowertriangle() function, [M-5] lowertriangle( ) pause, [P] sleep
lower-triangular matrix, see triangular matrix specifying filenames, [U] 11.6 Filenaming
lowess, see locally weighted smoothing conventions
lowess command, [R] lowess machine precision, [M-5] epsilon( ), [M-6] Glossary
lowess, graph twoway subcommand, [G-2] graph macro
twoway lowess dir command, [P] macro
lowess smoothing, [G-2] graph other drop command, [P] macro
lowest-level group, [ME] Glossary list command, [P] macro
lpattern() option, [G-3] connect options, shift command, [P] macro
[G-3] rspike options macro substitution, [P] macro
lpoly command, [R] lpoly class, [P] class
lpoly, graph twoway subcommand, [G-2] graph macros, [P] creturn, [P] macro, [P] scalar, [P] syntax,
twoway lpoly [U] 18.3 Macros, also see e() stored results
lpolyci, graph twoway subcommand, [G-2] graph macval() macro expansion function, [P] macro
twoway lpolyci mad(), egen function, [D] egen
L-R plots, [G-2] graph other, [R] regress MAD regression, [R] qreg
postestimation diagnostic plots Mahalanobis
LRECLs, [D] infile (fixed format) distance, [MV] Glossary
lroc command, [R] lroc transformation, [MV] Glossary
lrtest command, [R] lrtest, [SEM] example 10, main effects, [MV] manova, [PSS] Glossary, [R] anova
[SEM] example 39g, [SEM] lrtest main equation, [ERM] Glossary
ls command, [D] dir makecns command, [P] makecns
lsens command, [R] lsens makesymmetric() function, [M-5] makesymmetric( )
lstat command, see estat classification makesymmetric() function, [M-5] makesymmetric( )
command man command, [R] help
lstretch, set subcommand, [R] set manage, window subcommand, [P] window
lstyle() option, [G-3] rspike options programming, [P] window manage
ltable command, [ST] ltable MANCOVA, see multivariate analysis of covariance
ltolerance() option, [R] maximize mangle option, [G-2] graph twoway pcarrow
LU decomposition, [M-5] lud( ) manifest variables, [SEM] Glossary
lud() function, [M-5] lud( ) manipulation commands, [G-2] graph manipulation
lud() function, [M-5] lud( ) Mann–Whitney two-sample statistics, [R] ranksum
lud la() function, [M-5] lud( ) MANOVA, see multivariate analysis of variance
luinv() function, [M-5] luinv( ) manova command, [MV] manova, [MV] manova
luinv() function, [M-5] luinv( ) postestimation
luinv la() function, [M-5] luinv( ) manova, estat subcommand, [MV] discrim lda
lusolve() function, [M-5] lusolve( ) postestimation
lusolve() function, [M-5] lusolve( ) manovatest command, [MV] manova postestimation
lusolve la() function, [M-5] lusolve( ) Mantel–Cox method, [ST] strate
lv command, [R] lv Mantel–Haenszel
lval, [M-2] op assignment, [M-6] Glossary method, [ST] strate
lvalue, class, [P] class test, [PSS] Glossary, [R] epitab, [ST] stir
lvr2plot command, [R] regress postestimation mapping strings to numbers, [D] destring, [D] encode,
diagnostic plots [D] label, also see real() function
lwidth() option, [G-3] connect options, maps, [M-5] asarray( ), [M-5] AssociativeArray( )
[G-3] rspike options MAR, see missing at random, see missing values
272 Subject index
marginal markout command, [P] mark

distribution, Bayesian, [BAYES] intro, Markov chain, [TS] mswitch
[BAYES] bayesmh, [BAYES] Glossary Markov chain Monte Carlo, [BAYES] intro,
effects, [R] margins, [R] marginsplot, [BAYES] bayesian commands, [BAYES] bayes,
[U] 20.16 Obtaining marginal means, [BAYES] bayesmh, [BAYES] bayesmh
adjusted predictions, and predictive margins, evaluators, [BAYES] Glossary, [MI] mi impute,
[U] 20.20 Graphing margins, marginal effects, [MI] mi impute mvn, [MI] Glossary
and contrasts convergence, [MI] mi impute, [MI] mi impute
homogeneity, [PSS] power, [PSS] power chained, [MI] mi impute mvn
pairedproportions, [PSS] power mcc, convergence of, [BAYES] intro, [BAYES] bayesian
[PSS] Glossary commands, [BAYES] bayes, [BAYES] bayesmh,
homogeneity, test of, [R] symmetry [BAYES] bayesian postestimation,
likelihood, Bayesian, [BAYES] intro, [BAYES] bayesgraph, [BAYES] bayesstats ess
[BAYES] bayesmh, [BAYES] bayesstats ic, mixing of, [BAYES] intro, [BAYES] bayesian
[BAYES] bayestest model, [BAYES] Glossary commands, [BAYES] bayesmh,
means, [R] contrast, [R] margins, [R] margins, [BAYES] bayesian postestimation,
contrast, [R] margins, pwcompare, [BAYES] bayesgraph, [BAYES] bayesstats ess,
[R] marginsplot, [R] pwcompare, [BAYES] Glossary
[U] 20.16 Obtaining marginal means, adjusted parameter trace files, [MI] mi ptrace
predictions, and predictive margins sample, [BAYES] Glossary
posterior distribution, Bayesian, [BAYES] intro, sample size of, [BAYES] intro, [BAYES] bayesian
[BAYES] bayesian commands, commands, [BAYES] bayesmh,
[BAYES] bayesmh, [BAYES] bayesgraph, [BAYES] Glossary
[BAYES] bayesstats ess, [BAYES] bayesstats sampling, [BAYES] intro, [BAYES] bayesian
summary, [BAYES] bayestest interval, commands, [BAYES] bayes, [BAYES] bayesmh,
[BAYES] Glossary [BAYES] bayesmh evaluators,
proportion, see proportions, marginal [BAYES] bayesian postestimation,
tax rate egen function, [D] egen [BAYES] bayesgraph, [BAYES] bayesstats
margins command, [ERM] intro 6, [R] margins, summary, [BAYES] Glossary
[R] margins postestimation, [R] margins, standard error, see Monte Carlo standard error
contrast, [R] margins, pwcompare, Markov-switching model, [TS] mswitch
[R] marginsplot, [SEM] intro 7, [SVY] svy marksample command, [P] mark
postestimation, [U] 20.16 Obtaining marginal Marquardt algorithm, [M-5] moptimize( ),
means, adjusted predictions, and predictive [M-5] optimize( )
margins martingale residual, [ST] stcox postestimation,
margins, size of, [G-4] marginstyle [ST] stintreg postestimation, [ST] streg
margins test, [R] margins, [R] pwcompare postestimation
marginsplot command, [R] marginsplot, mass, [MV] Glossary
[U] 20.20 Graphing margins, marginal effects, Mata, [D] putmata, [SP] spmatrix matafromsp,
and contrasts [SP] spmatrix spfrommata, [SP] spmatrix
marginstyle, [G-3] region options, userdefined
[G-3] textbox options, [G-4] marginstyle commands, [M-3] intro
mark command, [P] mark error messages, [M-5] error( ), also see traceback
Markdown, [P] dyntext, [P] markdown log
dynamic tags, [P] dynamic tags, [P] dyndoc mata
markdown clear command, [M-3] mata clear
command, [P] markdown describe command, [M-3] mata describe
marker labels, [G-3] marker label options, drop command, [M-3] mata drop
[G-4] markerlabelstyle help command, [M-3] mata help
markerlabelstyle, [G-4] markerlabelstyle invocation command, [M-3] mata
markers, [G-3] marker options, also see marker labels matdescribe command, [M-3] mata matsave
color, [G-4] colorstyle matsave command, [M-3] mata matsave
resizing, [G-3] scale option matuse command, [M-3] mata matsave
shape of, [G-4] symbolstyle memory command, [M-3] mata memory
size of, [G-4] markersizestyle mlib add command, [M-3] mata mlib
markersizestyle, [G-4] markersizestyle mlib create command, [M-3] mata mlib
markerstyle, [G-4] markerstyle mlib index command, [M-3] mata mlib
markin command, [P] mark mlib query command, [M-3] mata mlib
marking observations, [P] mark mosave command, [M-3] mata mosave
Subject index 273
mata, continued matpowersym() function, [M-5] matpowersym( )

query command, [M-3] mata set, [R] set matpowersym() function, [M-5] matpowersym( )
rename command, [M-3] mata rename mat put rr command, [P] matrix get
set matacache command, [M-3] mata set, [R] set matrices, [M-4] intro, [M-6] Glossary, [P] matrix,
set matafavor command, [M-3] mata set, [U] 14 Matrix expressions
[M-5] favorspeed( ), [R] set accessing internal, [P] matrix get
set matalibs command, [M-3] mata set, [R] set accumulating, [P] matrix accum
set matalnum command, [M-3] mata set, [R] set appending rows and columns, [P] matrix define
set matamofirst command, [M-3] mata set, Cholesky decomposition, [P] matrix define
[R] set coefficient matrices, [P] ereturn
set mataoptimize command, [M-3] mata set, column names, see matrices, row and column names
[R] set constrained estimation, [P] makecns
set matastrict command, [M-1] ado, copying, [P] matrix define, [P] matrix get,
[M-2] declarations, [M-3] mata set, [R] set [P] matrix mkmat
stata command, [M-3] mata stata correlation, [MV] pca, [P] matrix define
which command, [M-3] mata which covariance, [MV] pca
mata, clear subcommand, [D] clear covariance matrix of estimators, [P] ereturn,
mata, query subcommand, [R] query [P] matrix get
.mata source code file, [M-1] source, [M-3] mata cross-product, [P] matrix accum
mlib, [M-6] Glossary, [U] 11.6 Filenaming determinant, [P] matrix define
conventions diagonals, [P] matrix define
matafromsp, displaying, [P] matlist, [P] matrix utility
spmatrix subcommand, [SP] spmatrix matafromsp dissimilarity, [MV] matrix dissimilarity,
matched [MV] Glossary, [P] matrix dissimilarity
2x2 tables, [PSS] power mcc distances, [MV] matrix dissimilarity, [P] matrix
case–control data, [R] asclogit, [R] clogit, dissimilarity
[R] epitab, [R] symmetry, [ST] sttocc dropping, [P] matrix utility
case–control study, [PSS] power, [PSS] power mcc eigenvalues, [P] matrix eigenvalues, [P] matrix
study, [PSS] power, [PSS] power mcc, symeigen
[PSS] Glossary eigenvectors, [P] matrix symeigen
matched-pairs tests, [R] signrank, [R] ttest, [R] ztest elements, [P] matrix define
matching equation names, see matrices, row and column
1:M , [PSS] power names
coefficient, [MV] Glossary estimation results, [P] ereturn, [P] estimates
coefficient similarity measure, functions, [FN] Matrix functions,
[MV] measure option [M-4] manipulation, [M-4] matrix,
configuration, [MV] Glossary [M-4] solvers, [M-4] standard, [P] matrix define
estimator, [TE] teffects intro, [TE] teffects intro identity, [P] matrix define
advanced, [TE] teffects nnmatch, [TE] teffects input, [P] matrix define, [U] 14.4 Inputting
psmatch, [TE] Glossary matrices by hand
matcproc command, [P] makecns inversion, [P] matrix define, [P] matrix svd
matdescribe, mata subcommand, [M-3] mata Kronecker product, [P] matrix define
matsave labeling rows and columns, see matrices, row and
matexpsym() function, [M-5] matexpsym( ) column names
matexpsym() function, [M-5] matexpsym( ) linear combinations with data, [P] matrix score
math symbols, [G-4] text listing, [P] matlist, [P] matrix utility
mathematical functions, [M-4] mathematical, namespace and conflicts, [P] matrix, [P] matrix
[M-4] matrix, [M-4] scalar, [M-4] solvers, define
[M-4] standard norm, [M-5] norm( )
mathematical functions and expressions, number of rows and columns, [P] matrix define
[FN] Mathematical functions, [P] matrix define, operators such as addition, [P] matrix define,
[U] 13.3 Functions [U] 14.7 Matrix operators
matlist command, [P] matlist orthonormal basis, [P] matrix svd
matlogsym() function, [M-5] matexpsym( ) partitioned, [P] matrix define
matlogsym() function, [M-5] matexpsym( ) performing constrained estimation, [P] makecns
matmissing() function, [FN] Matrix functions, posting estimation results, [P] ereturn,
[P] matrix define [P] estimates
matname command, [P] matrix mkmat renaming, [P] matrix utility
274 Subject index
matrices, continued matsize, set subcommand, [R] matsize, [R] set

row and column names, [P] ereturn, [P] matrix matuniform() function, [FN] Matrix functions,
define, [P] matrix mkmat, [P] matrix [P] matrix define
rownames, [U] 14.2 Row and column names matuse, mata subcommand, [M-3] mata matsave
rows and columns, [P] matrix define max(),
saving matrix, [P] matrix mkmat built-in function, [FN] Mathematical functions
scoring, [P] matrix score egen function, [D] egen
similarity, [MV] matrix dissimilarity, [P] matrix max() function, [M-5] minmax( )
dissimilarity max memory, set subcommand, [R] set
store variables as matrix, [P] matrix mkmat maxbyte() function, [FN] Programming functions
submatrix extraction, [P] matrix define maxdb, set subcommand, [R] db, [R] set
submatrix substitution, [P] matrix define maxdouble() function, [FN] Programming functions,
subscripting, [P] matrix define, [M-5] mindouble( )
[U] 14.9 Subscripting maxes() option, [G-2] graph matrix
sweep operator, [P] matrix define maxfloat() function, [FN] Programming functions
temporary names, [P] matrix maximization, [M-5] moptimize( ), [M-5] optimize( )
trace, [P] matrix define maximization technique explained, [R] maximize,
transposing, [P] matrix define [R] ml
variables, make into matrix, [P] matrix mkmat maximize, ml subcommand, [R] ml
zero, [P] matrix define maximum
matrix, [M-2] declarations function, [D] egen, [FN] Programming functions
matrix length of string, [M-1] limits
accum command, [P] matrix accum likelihood, [FMM] fmm, [SEM] intro 4,
coleq command, [P] matrix rownames [SEM] methods and formulas for gsem,
colnames command, [P] matrix rownames [SEM] methods and formulas for sem,
commands, introduction, [P] matrix [SEM] Glossary
define command, [P] matrix define with missing values, [SEM] example 26,
dir command, [P] matrix utility [SEM] Glossary
dissimilarity command, [MV] matrix likelihood estimation, [MV] factor, [R] maximize,
dissimilarity, [P] matrix dissimilarity [R] ml, [R] mlexp
drop command, [P] matrix utility likelihood factor method, [MV] Glossary
eigenvalues command, [P] matrix eigenvalues limits, [R] limits
glsaccum command, [P] matrix accum number of observations, [D] memory
input command, [P] matrix define number of variables, [D] describe, [D] memory
list command, [P] matrix utility number of variables and observations,
opaccum command, [P] matrix accum [U] 6 Managing memory
rename command, [P] matrix utility number of variables in a model, [R] matsize
roweq command, [P] matrix rownames pseudolikelihood estimation, [SVY] ml for svy,
rownames command, [P] matrix rownames
restricted likelihood, [ME] menl, [ME] mixed
score command, [P] matrix score
size of dataset, [U] 6 Managing memory
svd command, [P] matrix svd
size of matrix, [M-1] limits
symeigen command, [P] matrix symeigen
value dissimilarity measure, [MV] measure option
vecaccum command, [P] matrix accum
maximums and minimums, [M-5] minindex( )
matrix,
creating dataset of, [D] collapse
clear subcommand, [D] clear
functions, [D] egen, [FN] Mathematical functions,
confirm subcommand, [P] confirm
[FN] Programming functions
ereturn subcommand, [P] ereturn, [P] return
reporting, [R] lv, [R] summarize, [R] table
graph subcommand, [G-2] graph matrix
maxindex() function, [M-5] minindex( )
maxint() function, [FN] Programming functions
matrix graphs, [G-2] graph matrix
maxiter, set subcommand, [R] maximize, [R] set
matrix model parameter, [BAYES] Glossary, see
maxlong() function, [FN] Programming functions
Bayesian, model parameters
max memory, set subcommand, [D] memory
matrix() function, [FN] Programming functions,
[P] matrix define maxvar, set subcommand, [D] memory, [R] set
matsave, mata subcommand, [M-3] mata matsave mband, graph twoway subcommand, [G-2] graph
twoway mband
matsize, [M-1] limits, [P] creturn, [P] macro
MCA, see multiple correspondence analysis
matsize command, [U] 14 Matrix expressions
Subject index 275
mca command, [MV] mca, [MV] mca postestimation, means, continued

[MV] mca postestimation plots displaying, [R] ameans, [R] summarize, [R] table,
MCAGH, see quadrature, mode-curvature adaptive [R] tabstat, [R] tabulate, summarize(),
Gauss–Hermite [XT] xtsum
MCAGHQ, see mode-curvature adaptive Gauss–Hermite estimating, [R] mean, [U] 26.2 Means, proportions,
quadrature and related statistics
mcaplot command, [MV] mca postestimation, experimental-group, [PSS] power twomeans,
[MV] mca postestimation plots [PSS] unbalanced designs
mcaprojection command, [MV] mca postestimation, graphing, [R] grmeanby
[MV] mca postestimation plots independent, see means, two-sample
MCAR, see missing completely at random marginal, [R] margins
mcc command, [R] epitab multiple-sample, [PSS] power oneway, [PSS] power
mcc, power subcommand, [PSS] power mcc twoway, [PSS] power repeated
mcci command, [R] epitab one-sample, [PSS] power onemean,
MCE, see Monte Carlo error [PSS] unbalanced designs
McFadden’s choice model, [R] asclogit cluster randomized design, [PSS] power
MCMC, see Markov chain Monte Carlo onemean, cluster
McNemar’s chi-squared test, [R] clogit, [R] epitab paired, [PSS] power pairedmeans
McNemar’s test, [PSS] Glossary pairwise comparisons of, [R] pwmean
mcolor() option, [G-3] marker options pharmacokinetic data, [R] pksumm
MCSE, see Monte Carlo standard error posttreatment, [PSS] power pairedmeans
md command, [D] mkdir pretreatment, [PSS] power pairedmeans
MDES, see minimum detectable effect size robust, [R] rreg
mdev(), egen function, [D] egen survey data, [SVY] svy estimation
MDS, see multidimensional scaling testing equality, [MV] hotelling, [MV] manova,
mds command, [MV] mds, [MV] mds postestimation, [MV] mvtest means
[MV] mds postestimation plots testing equality of, see equality test of means
mdsconfig command, [MV] mds, [MV] mds two-sample, [PSS] power twomeans, [PSS] power
postestimation plots pairedmeans, [PSS] unbalanced designs
mdslong command, [MV] mds postestimation, cluster randomized design, [PSS] power
[MV] mds postestimation plots, [MV] mdslong twomeans, cluster
mdsmat command, [MV] mds postestimation, means,
[MV] mds postestimation plots, [MV] mdsmat ci subcommand, [R] ci
mdsshepard command, [MV] mds postestimation cii subcommand, [R] ci
plots mvtest subcommand, [MV] mvtest means
mdy() function, [D] datetime, [FN] Date and time meanvariance() function, [M-5] mean( )
functions, [M-5] date( ) measure, [MV] Glossary
mdyhms() function, [D] datetime, [FN] Date and time measured with error, [ERM] Glossary
functions, [M-5] date( ) measurement
mean command, [R] mean, [R] mean postestimation component, [SEM] Glossary
mean contrasts, see contrasts error, [MV] alpha, [R] vwls, [SEM] intro 5,
mean(), egen function, [D] egen [SEM] example 1, [SEM] example 27g
mean() function, [M-5] mean( ) model, [SEM] intro 5, [SEM] example 1,
mean–variance adaptive Gauss–Hermite quadrature, [SEM] example 3, [SEM] example 20,
see quadrature, mean–variance adaptive Gauss– [SEM] example 27g, [SEM] example 30g,
Hermite [SEM] example 31g, [SEM] Glossary
means, [PSS] power, [PSS] power oneway, variables, [SEM] Glossary
[PSS] power repeated, [PSS] unbalanced measurement error, [ERM] intro 3, [ERM] Glossary
designs measures, cluster subcommand, [MV] cluster
across variables, not observations, [D] egen programming utilities
arithmetic, geometric, and harmonic, [R] ameans measures of
confidence interval and standard error, [R] ci association, [R] tabulate twoway
control-group, [PSS] power twomeans, central tendency, see means, see medians
[PSS] unbalanced designs dispersion, see percentiles, displaying, see standard
correlated, see means, paired deviations, displaying, see variance, displaying,
creating see range of data
dataset of, [D] collapse inequality, [R] inequality
variable containing, [D] egen location, [R] lv, [R] summarize
276 Subject index
mecloglog command, [ME] mecloglog, menus, programming, [P] dialog programming,

[ME] mecloglog postestimation [P] window programming, [P] window fopen,
median command, [R] ranksum [P] window manage, [P] window menu,
median(), egen function, [D] egen [P] window push, [P] window stopbox
median regression, [R] qreg meologit command, [ME] meologit, [ME] meologit
median test, [R] ranksum postestimation
medianlinkage, meoprobit command, [ME] meoprobit,
clustermat subcommand, [MV] cluster linkage [ME] meoprobit postestimation
cluster subcommand, [MV] cluster linkage mepoisson command, [ME] mepoisson,
[ME] mepoisson postestimation
median-linkage clustering, [MV] cluster,
[MV] clustermat, [MV] cluster linkage, meprobit command, [ME] meprobit, [ME] meprobit
[MV] Glossary postestimation
medians, meqrlogit command, [ME] meqrlogit,
[ME] meqrlogit postestimation
creating
meqrpoisson command, [ME] meqrpoisson,
dataset of, [D] collapse
[ME] meqrpoisson postestimation
variable containing, [D] egen
merge command, [D] merge, [U] 22 Combining
displaying, [D] pctile, [R] centile, [R] lv, datasets
[R] summarize, [R] table, [R] tabstat
merge, mi subcommand, [MI] mi merge
graphing, [R] grmeanby
merge variable, [D] merge
testing equality of, see equality test of medians
merged-explicit options, [G-4] concept: repeated
mediation model, [SEM] intro 5, [SEM] example 42g options
MEFF, see misspecification effects merged-implicit options, [G-4] concept: repeated
MEFT, see misspecification effects options
meglm command, [ME] meglm, [ME] meglm merging data, see combining datasets
postestimation Mersenne Twister, see random-number generator
meintreg command, [ME] meintreg, [ME] meintreg messages and return codes, see error messages and
postestimation return codes
melogit command, [ME] melogit, [ME] melogit mestreg command, [ME] mestreg
postestimation
meta-analysis, [BAYES] bayesmh, [R] meta
member
method, [M-2] class, [SEM] Glossary
function, [M-2] class
metobit command, [ME] metobit, [ME] metobit
program, [P] class postestimation
variable, [M-2] class, [P] class metric scaling, [MV] Glossary
memory Metropolis–Hastings
graphs, describing contents, [G-2] graph describe algorithm, [BAYES] intro, [BAYES] bayesian
matsize, see matsize, set subcommand commands, [BAYES] bayes, [BAYES] bayesmh,
requirements, estimating for flongsep, [MI] mi [BAYES] bayesmh evaluators,
convert [BAYES] Glossary
settings, [P] creturn sampling, [BAYES] intro, [BAYES] bayesian
utilization, [M-1] limits, [M-3] mata memory commands, [BAYES] bayes, [BAYES] bayesmh,
memory, [BAYES] bayesmh evaluators,
mata subcommand, [M-3] mata memory [BAYES] Glossary
query subcommand, [D] memory, [R] query mfcolor() option, [G-3] marker options
memory, mfp prefix command, [R] mfp, [R] mfp postestimation
clearing, [D] clear mfx, estat subcommand, [R] asclogit postestimation,
determining and resetting limits, [D] describe, [R] asmprobit postestimation, [R] asroprobit
[D] memory postestimation
managing, [U] 6 Managing memory MGARCH, see multivariate GARCH model
reducing utilization, [D] compress, [D] encode, mgarch
[D] recast, [P] discard ccc command, [TS] mgarch ccc, [TS] mgarch ccc
memory command, [D] memory, [U] 6 Managing postestimation
memory dcc command, [TS] mgarch dcc, [TS] mgarch dcc
menbreg command, [ME] menbreg, [ME] menbreg postestimation
postestimation dvech command, [TS] mgarch dvech, [TS] mgarch
menl command, [ME] menl, [ME] menl postestimation dvech postestimation
menu, window subcommand, [P] window vcc command, [TS] mgarch vcc, [TS] mgarch vcc
programming, [P] window menu postestimation
Subject index 277
MH mi, continued
algorithm, see Metropolis–Hastings algorithm test command, [MI] mi estimate postestimation,
sampling, see Metropolis–Hastings sampling [MI] mi test
mhodds command, [R] epitab testtransform command, [MI] mi estimate
mi postestimation, [MI] mi test
add command, [MI] mi add tsset command, [MI] mi XXXset
append command, [MI] mi append unregister command, [MI] mi set
command, [MI] intro, [MI] styles, [MI] workflow unset command, [MI] mi set
convert command, [MI] mi convert update command, [MI] mi update, [MI] noupdate
copy command, [MI] mi copy, [MI] styles option
describe command, [MI] mi describe varying command, [MI] mi varying
erase command, [MI] mi erase, [MI] styles xeq command, [MI] mi xeq
estimate command, [MI] mi estimate, xtset command, [MI] mi XXXset
[MI] mi estimate using, [MI] mi estimate mi data, [MI] Glossary
postestimation, [MI] mi test mi() function, [FN] Programming functions
estimate postestimation, [MI] mi estimate MICE, see multivariate imputation, chained equations
postestimation, [MI] mi predict, [MI] mi test Microsoft
expand command, [MI] mi expand Access, reading data from, [D] odbc
export command, [MI] mi export, [MI] mi export Excel, [M-5] xl( )
ice, [MI] mi export nhanes1 Excel, reading data from, [D] import excel,
extract command, [MI] mi extract, [MI] mi [D] odbc
replace0 Excel, write results to, [P] putexcel, [P] putexcel
fvset command, [MI] mi XXXset advanced
import command, [MI] mi import, [MI] mi import Office, [M-5] docx*( ), [M-5] xl( )
flong, [MI] mi import flongsep, [MI] mi import Windows, see Windows
ice, [MI] mi import nhanes1, [MI] mi import Word, [M-5] docx*( ), [P] putdocx
wide middle suboption, [G-4] alignmentstyle
impute command, [MI] mi impute, [MI] mi impute midsummaries, [R] lv
chained, [MI] mi impute intreg, [MI] mi impute mild outliers, [R] lv
logit, [MI] mi impute mlogit, [MI] mi impute
miles, [SP] spdistance
monotone, [MI] mi impute mvn, [MI] mi
impute nbreg, [MI] mi impute ologit, [MI] mi Mills’s ratio, [R] heckman, [R] heckman
impute pmm, [MI] mi impute poisson, [MI] mi postestimation
impute regress, [MI] mi impute truncreg, MIMIC models, see multiple indicators and multiple
[MI] mi impute usermethod causes model
merge command, [MI] mi merge min(), egen function, [D] egen
misstable command, [MI] mi misstable min() function, [FN] Mathematical functions,
passive command, [MI] mi passive [M-5] minmax( )
predict command, [MI] mi estimate min memory, set subcommand, [R] set
postestimation, [MI] mi predict minbyte() function, [FN] Programming functions
predictnl command, [MI] mi estimate mindices, estat subcommand, [SEM] estat mindices
postestimation, [MI] mi predict mindouble() function, [FN] Programming functions,
ptrace command, [MI] mi ptrace [M-5] mindouble( )
query command, [MI] mi describe minfloat() function, [FN] Programming functions
register command, [MI] mi set minimization, [M-5] moptimize( ), [M-5] optimize( )
rename command, [MI] mi rename minimum
replace0 command, [MI] mi replace0 absolute deviations, [R] qreg
reset command, [MI] mi reset detectable effect size, [PSS] power, [PSS] Glossary
reshape command, [MI] mi reshape detectable value, [PSS] Glossary
select command, [MI] mi select, also see mi entropy rotation, [MV] rotate, [MV] rotatemat,
extract command [MV] Glossary
set command, [MI] mi set squared deviations, [R] areg, [R] cnsreg, [R] nl,
st command, [MI] mi XXXset [R] regress, [R] regress postestimation
stjoin command, [MI] mi stsplit minimums and maximums, see maximums and
minimums
streset command, [MI] mi XXXset
minindex() function, [M-5] minindex( )
stset command, [MI] mi XXXset
minint() function, [FN] Programming functions
stsplit command, [MI] mi stsplit
Minkowski dissimilarity measure,
svyset command, [MI] mi XXXset
[MV] measure option
278 Subject index
minlong() function, [FN] Programming functions mixed command, [ME] mixed

minmax() function, [M-5] minmax( ) mixed-effects model, see multilevel model
min memory, set subcommand, [D] memory mkdir command, [D] mkdir
minutes() function, [D] datetime, [FN] Date and mkdir() function, [M-5] chdir( )
time functions, [M-5] date( ) mkdir() function, [M-5] chdir( )
misclassification rate, [MV] Glossary mkmat command, [P] matrix mkmat
missing at random, [ERM] Glossary, [MI] intro mkspline command, [R] mkspline
substantive, [MI] mi impute, [MI] Glossary ML, see maximum likelihood
missing completely at random, [ERM] Glossary, ml
[MI] intro substantive, [MI] Glossary check command, [R] ml
missing data, [MI] intro substantive clear command, [R] ml
arbitrary pattern, [MI] intro substantive, [MI] mi command, [SVY] ml for svy
impute, [MI] mi impute chained, [MI] mi count command, [R] ml
impute mvn, [MI] Glossary
display command, [R] ml
monotone pattern, [MI] intro substantive, [MI] mi
footnote command, [R] ml
impute monotone, [MI] mi impute mvn, graph command, [R] ml
[MI] Glossary init command, [R] ml
missing() function, [FN] Programming functions, maximize command, [R] ml
[M-5] missing( ) model command, [R] ml
missing not at random, [ERM] intro 4, plot command, [R] ml
[ERM] Glossary, [MI] intro substantive, query command, [R] ml
[MI] Glossary report command, [R] ml
missing observations, see dropout score command, [R] ml
missing on observables, [ERM] intro 4 search command, [R] ml
missing values, [M-5] missing( ), [M-5] missingof( ), trace command, [R] ml
[M-5] editmissing( ), [M-5] fillmissing( ), mlabangle() option, [G-3] marker label options
[D] missing values, [R] misstable, mlabcolor() option, [G-3] marker label options
[SEM] example 26, [SP] intro 2, mlabel() option, [G-3] marker label options
[U] 12.2.1 Missing values, [U] 13 Functions and mlabgap() option, [G-3] marker label options
expressions
mlabposition() option, [G-3] marker label options
counting, [D] codebook, [D] inspect mlabsize() option, [G-3] marker label options
encoding and decoding, [D] mvencode mlabstyle() option, [G-3] marker label options
extended, [D] mvencode mlabtextstyle() option,
hard and soft, [MI] Glossary [G-3] marker label options
ineligible, [MI] Glossary mlabvposition() option,
pattern of, [MI] mi misstable [G-3] marker label options
replacing, [D] merge mlalign() option, [G-3] marker options
missingness, [ERM] Glossary mlcolor() option, [G-3] marker options
missingness, pattern, see pattern of missingness mleval command, [R] ml
missingof() function, [M-5] missingof( ) mlexp command, [R] mlexp, [R] mlexp postestimation
misspecification effects, [SVY] estat, [SVY] Glossary mlib
misstable add, mata subcommand, [M-3] mata mlib
for mi data, [MI] mi misstable create, mata subcommand, [M-3] mata mlib
nested command, [R] misstable index, mata subcommand, [M-3] mata mlib
patterns command, [R] misstable query, mata subcommand, [M-3] mata mlib
summarize command, [R] misstable .mlib library file, [M-1] how, [M-3] mata describe,
tree command, [R] misstable [M-3] mata mlib, [M-3] mata set, [M-3] mata
misstable, mi subcommand, [MI] mi misstable which, [M-6] Glossary, [U] 11.6 Filenaming
mixed conventions
design, [MV] manova, [PSS] Glossary, [R] anova mlmatbysum command, [R] ml
model, [ME] mecloglog, [ME] meintreg, mlmatsum command, [R] ml
[ME] melogit, [ME] menbreg, [ME] menl, MLMV, see maximum likelihood with missing values
[ME] meologit, [ME] meoprobit, mlogit command, [R] mlogit, [R] mlogit
[ME] mepoisson, [ME] meprobit, postestimation
[ME] meqrlogit, [ME] meqrpoisson, mlong
[ME] mestreg, [ME] metobit, [ME] mixed, data style, [MI] styles, [MI] Glossary
[ME] Glossary, [U] 26.15 Multilevel mixed- technical description, [MI] technical
effects models
Subject index 279
mlpattern() option, [G-3] marker options mofd() function, [D] datetime, [FN] Date and time
mlstyle() option, [G-3] marker options functions, [M-5] date( )
mlsum command, [R] ml moments (of a distribution), [SEM] Glossary
mlvecsum command, [R] ml monadic operator, [M-2] syntax, [M-6] Glossary
mlwidth() option, [G-3] marker options monotone imputation, see imputation, monotone
mm() function, [D] datetime, [FN] Date and time monotone-missing pattern, [MI] mi impute monotone,
functions, [M-5] date( ) [MI] Glossary, [R] misstable
.mmat matrix file, [M-3] mata matsave, monotonicity, see pattern of missingness
[U] 11.6 Filenaming conventions Monte Carlo
mmC() function, [D] datetime, [FN] Date and time error, [MI] mi estimate, [MI] mi estimate using,
functions, [M-5] date( ) [MI] Glossary
MNAR, see missing not at random simulations, [P] postfile, [R] permute, [R] simulate
MNP, see outcomes, multinomial standard error, [BAYES] intro, [BAYES] bayesian
.mo object code file, [M-1] how, [M-3] mata commands, [BAYES] bayes, [BAYES] bayesmh,
mosave, [M-3] mata which, [M-6] Glossary, [BAYES] bayesstats summary,
[U] 11.6 Filenaming conventions [BAYES] Glossary
mod() function, [FN] Mathematical functions, month() function, [D] datetime, [FN] Date and time
[M-5] mod( ) functions, [M-5] date( ), [U] 24.5 Extracting
mode(), egen function, [D] egen components of dates and times
mode-curvature adaptive Gauss–Hermite quadrature, monthly() function, [D] datetime, [D] datetime
see quadrature, mode-curvature adaptive Gauss– translation, [FN] Date and time functions,
Hermite [M-5] date( )
model Moore–Penrose inverse, [M-5] pinv( )
coefficients test, [R] lrtest, [R] test, [R] testnl, moptimize() function, [M-5] moptimize( )
[SVY] svy postestimation moptimize() function, [M-5] moptimize( )
comparison, Bayesian, see Bayesian, model moptimize ado cleanup() function,
comparison [M-5] moptimize( )
hypothesis testing, see Bayesian, hypothesis testing moptimize evaluate() function,
identification, [DSGE] intro 6, [SEM] intro 4, [M-5] moptimize( )
[SEM] intro 12, [SEM] Glossary moptimize evaluate() function, [M-5] moptimize( )
posterior probability, [BAYES] intro, moptimize init() function, [M-5] moptimize( )
[BAYES] bayesian commands, moptimize init *() functions, [M-5] moptimize( )
[BAYES] bayestest model, [BAYES] Glossary moptimize query() function, [M-5] moptimize( )
simplification test, [SEM] example 8, moptimize result *() functions,
[SEM] example 10 [M-5] moptimize( )
solution, [DSGE] Glossary moptimize util *() functions, [M-5] moptimize( )
specification test, see specification test moran, estat subcommand, [SP] estat moran
model interpretation, [ERM] intro 6 Moran test of residual correlation with nearby residuals,
coefficient, [ERM] intro 6 [SP] estat moran
counterfactuals, [ERM] intro 6 Mordor fictional location, [SP] intro 2
model, ml subcommand, [R] ml more command and parameter, [P] macro, [P] more,
model-consistent expectation, [DSGE] Glossary [R] more, [U] 7 –more– conditions,
model-implied covariances and correlations, [U] 16.1.6 Preventing –more– conditions
[SEM] example 11 more() function, [M-5] more( )
modeling more, set subcommand, [R] more, [R] set
fractions, [FMM] fmm: betareg, [R] betareg mortality table, see life tables
proportions, [FMM] fmm: betareg, [R] betareg mosave, mata subcommand, [M-3] mata mosave
rates, [FMM] fmm: betareg, [R] betareg moving average
models, maximum number of variables in, [R] matsize model, [TS] arch, [TS] arfima, [TS] arima,
modern scaling, [MV] Glossary [TS] sspace, [TS] ucm
modification, file, [D] filefilter process, [TS] Glossary
modification indices, [SEM] estat mindices, smoother, [TS] tssmooth, [TS] tssmooth ma
[SEM] example 5, [SEM] methods and mprobit command, [R] mprobit, [R] mprobit
formulas for sem, [SEM] Glossary postestimation
modifying data, [D] generate, also see editing data mreldif() function, [FN] Matrix functions,
modulus function, [FN] Mathematical functions [M-5] reldif( ), [P] matrix define
modulus transformations, [R] boxcox mreldifre() function, [M-5] reldif( )
mreldifsym() function, [M-5] reldif( )
280 Subject index
msangle() option, [G-3] marker options multiple comparisons, continued

msize() option, [G-3] marker options, [R] oneway, [R] regress postestimation,
[G-3] rcap options [R] roccomp, [R] spearman, [R] test, [R] testnl,
msofhours() function, [D] datetime, [FN] Date and [R] tetrachoric
time functions, [M-5] date( ) Bonferroni’s method, [R] contrast, [R] margins,
msofminutes() function, [D] datetime, [FN] Date [R] pwcompare, [R] pwmean, [R] anova
and time functions, [M-5] date( ) postestimation, [R] correlate, [R] oneway,
msofseconds() function, [D] datetime, [FN] Date [R] regress postestimation, [R] roccomp,
and time functions, [M-5] date( ) [R] spearman, [R] test, [R] testnl,
mspline, graph twoway subcommand, [G-2] graph [R] tetrachoric
twoway mspline Duncan’s method, [R] pwcompare, [R] pwmean
mstyle() option, [G-3] marker options Dunnett’s method, [R] pwcompare, [R] pwmean
mswitch command, [TS] mswitch, [TS] mswitch Holm’s method, [R] anova postestimation,
postestimation [R] regress postestimation, [R] test, [R] testnl
msymbol() option, [G-3] marker options multiple-range method, see Dunnett’s method
mt64, see random-number generator subentry
MTMM, see multitrait–multimethod data and matrices Scheffé’s method, [R] contrast, [R] margins,
[R] pwcompare, [R] pwmean, [R] oneway
mtr(), egen function, [D] egen
Šidák’s method, [R] contrast, [R] margins,
multiarm trial, [ST] Glossary
[R] pwcompare, [R] pwmean, [R] anova
multidimensional scaling, [MV] mds, [MV] mds postestimation, [R] correlate, [R] oneway,
postestimation plots, [MV] mdslong, [R] regress postestimation, [R] roccomp,
[MV] mdsmat, [MV] Glossary [R] spearman, [R] test, [R] testnl,
configuration plot, [MV] Glossary [R] tetrachoric
multilevel data, [MI] mi estimate Studentized-range method, see Tukey’s method
multilevel latent variable, [SEM] intro 2, [SEM] gsem subentry
path notation extensions Student–Newman–Keuls’s method, [R] pwcompare,
multilevel model, [R] pwmean
[BAYES] bayesmh, [BAYES] bayes: mecloglog, Tukey’s method, [R] pwcompare, [R] pwmean
[BAYES] bayes: meglm, [BAYES] bayes: mein- multiple correlation, [SEM] Glossary
treg, [BAYES] bayes: melogit,
multiple correspondence analysis, [MV] Glossary
[BAYES] bayes: menbreg, [BAYES] bayes: me-
ologit, [BAYES] bayes: meopro- multiple imputation, [MI] intro substantive, [MI] intro,
bit, [BAYES] bayes: mepois- [MI] styles, [MI] workflow, [U] 26.28 Multiple
son, [BAYES] bayes: mepro- imputation
bit, [BAYES] bayes: mestreg, analysis step, [MI] intro substantive, [MI] mi
[BAYES] bayes: meto- estimate, [MI] mi estimate using, [MI] mi
bit, [BAYES] bayes: mixed, [ME] me, estimate postestimation, [MI] mi test
[ME] mecloglog, [ME] meglm, [ME] mein- estimation, [MI] estimation
treg, [ME] melogit, [ME] menbreg, [ME] menl, imputation step, [MI] intro substantive, [MI] mi
[ME] meologit, [ME] meoprobit, [ME] mepois- impute, [MI] mi impute usermethod
son, [ME] meprobit, [ME] meqrlogit, inference, [MI] intro substantive
[ME] meqrpoisson, [ME] mestreg, [ME] meto- pooling step, [MI] intro substantive, [MI] mi
bit, [ME] mixed, [R] gllamm, [SEM] intro 5, estimate, [MI] mi estimate using
[SEM] example 30g, [SEM] example 38g, prediction, [MI] mi predict
[SEM] example 39g, [SEM] example 40g, theory, [MI] intro substantive
[SEM] example 41g, [SEM] example 42g, multiple indicators and multiple causes model,
[SEM] Glossary, [U] 26.15 Multilevel mixed- [SEM] intro 5, [SEM] example 10,
effects models [SEM] example 36g, [SEM] Glossary
multinomial multiple languages, [D] label language
logistic regression, [FMM] fmm, [SEM] intro 2, multiple partial correlation, [PSS] Glossary
[SEM] intro 5, [SEM] example 37g,
multiple regression, see linear regression
[SEM] example 41g, [SEM] Glossary,
[SVY] svy estimation multiple-range multiple-comparison adjustment, see
multiple comparisons, Dunnett’s method
logistic regression imputation, see imputation,
multinomial logistic regression multiple-failure st data, [ST] stbase, [ST] stci,
[ST] stcox, [ST] stcox postestimation,
outcome model, see outcomes, multinomial
[ST] stcurve, [ST] stdescribe, [ST] stfill,
probit regression, [SVY] svy estimation [ST] stgen, [ST] stir, [ST] stptime, [ST] strate,
multiple comparisons, [R] contrast, [R] margins, [ST] streg, [ST] streg postestimation, [ST] sts,
[R] pwcompare, [R] pwmean, [MV] mvreg, [ST] sts generate, [ST] sts graph, [ST] sts list,
[R] anova postestimation, [R] correlate, [ST] sts test, [ST] stset, [ST] stsplit, [ST] stsum
Subject index 281
multiple-record st data, [ST] stbase, [ST] stci, multivariate, continued

[ST] stcox, [ST] stcox postestimation, imputation using chained equations, see imputation,
[ST] stcrreg, [ST] stcrreg postestimation, multivariate, chained equations
[ST] stcurve, [ST] stdescribe, [ST] stfill, kurtosis, [MV] mvtest normality
[ST] stgen, [ST] stir, [ST] stptime, [ST] strate, logistic variable imputation, see imputation,
[ST] streg, [ST] streg postestimation, [ST] sts, multivariate
[ST] sts generate, [ST] sts graph, [ST] sts list, normal, [MV] mvtest normality
[ST] sts test, [ST] stset, [ST] stsplit, [ST] stsum,
distribution, [M-5] mvnormal( )
[ST] stvary, [ST] Glossary, [TE] Glossary
distribution derivative, [M-5] mvnormal( )
multiple-sample
probability, [M-5] mvnormal( )
means, see means, multiple-sample
normal imputation, see imputation, multivariate
study, [PSS] power oneway, [PSS] power twoway,
normal
[PSS] power repeated
normal simulator, [M-5] ghk( ), [M-5] ghkfast( )
test, [PSS] power oneway, [PSS] power twoway,
[PSS] power repeated regression, [BAYES] bayes, [BAYES] bayesmh,
[BAYES] bayesmh evaluators,
independent samples, [PSS] power oneway,
[FMM] example 1a, [FMM] example 1b,
[PSS] power twoway, [PSS] power repeated
[FMM] example 1c, [FMM] example 1d,
means, [PSS] power oneway, [PSS] power [MV] mvreg, [MV] Glossary,
twoway, [PSS] power repeated [SEM] example 12, [SEM] Glossary, also see
multiplication operator, see arithmetic operators seemingly unrelated regression
multiplicative heteroskedastic regression, [R] hetregress regression imputation, see imputation, multivariate
multiplicative heteroskedasticity, [TS] arch skewness, [MV] mvtest normality
multistage clustered sampling, [SVY] survey, test, [MV] mvtest
[SVY] svydescribe, [SVY] svyset time series,
multitrait–multimethod data and matrices, dynamic-factor models, [TS] dfactor
[SEM] intro 5, [SEM] example 17
MGARCH models, see multivariate GARCH
multivalued treatment effect, [ERM] Glossary, model
[TE] teffects aipw, [TE] teffects ipw,
state-space models, [TS] sspace
[TE] teffects ipwra, [TE] teffects multivalued,
[TE] teffects ra, [TE] Glossary structural vector autoregressive models, [TS] var
svar
multivariable fractional polynomial regression, [R] mfp
vector autoregressive models, [TS] var,
multivariate
[TS] varbasic
analysis, [MV] canon, [MV] hotelling,
vector error-correction models, [TS] vec
[MV] mvtest, [U] 26.20 Multivariate analysis
time-series estimators,
bivariate probit, [R] biprobit
dynamic stochastic general equilibrium,
three-stage least squares, [R] reg3
[DSGE] dsge
Zellner’s seemingly unrelated, [R] nlsur,
MVAGH, see quadrature, mean–variance adaptive
[R] sureg
Gauss–Hermite
analysis of covariance, [MV] manova,
MVAGHQ, see mean–variance adaptive Gauss–Hermite
[MV] Glossary
quadrature
analysis of variance, [MV] manova, [MV] Glossary
mvdecode command, [D] mvencode
Behrens–Fisher problem, [MV] mvtest means
mvencode command, [D] mvencode
GARCH model, [TS] mgarch, [TS] Glossary
MVN imputation, see imputation, multivariate normal
constant conditional correlation, [TS] mgarch ccc
mvnormal() function, [M-5] mvnormal( )
diagonal vech, [TS] mgarch dvech
mvnormalcv() function, [M-5] mvnormal( )
dynamic conditional correlation, [TS] mgarch
mvnormalcvderiv() function, [M-5] mvnormal( )
dcc
mvnormalcvderivqp() function, [M-5] mvnormal( )
varying conditional correlation, [TS] mgarch vcc
mvnormalcvqp() function, [M-5] mvnormal( )
GARCH postestimation
mvnormalderiv() function, [M-5] mvnormal( )
constant conditional correlation, [TS] mgarch ccc
postestimation mvnormalderivqp() function, [M-5] mvnormal( )
diagonal vech, [TS] mgarch dvech mvnormalqp() function, [M-5] mvnormal( )
postestimation mvreg command, [MV] mvreg, [MV] mvreg
dynamic conditional correlation, [TS] mgarch postestimation
dcc postestimation mvreg, estat subcommand, [MV] procrustes
varying conditional correlation, [TS] mgarch vcc postestimation
postestimation
imputation, see imputation, multivariate
282 Subject index
mvtest, [MV] mvtest negative binomial, [SEM] example 39g

correlations command, [MV] mvtest distribution,
correlations cumulative, [FN] Statistical functions
covariances command, [MV] mvtest covariances inverse cumulative, [FN] Statistical functions
means command, [MV] mvtest means inverse reverse cumulative, [FN] Statistical
normality command, [MV] mvtest normality functions
reverse cumulative, [FN] Statistical functions
N probability mass function, [FN] Statistical functions
regression, [FMM] fmm: nbreg, [R] nbreg,
n and N built-in variables, [U] 13.4 System variables [SEM] Glossary, [SVY] svy estimation,
( variables), [U] 13.7 Explicit subscripting [XT] Glossary
name() option, [G-3] name option fixed-effects, [XT] xtnbreg
nameexternal() function, [M-5] findexternal( ) generalized linear models, [FMM] fmm: glm,
namelists, [M-3] namelists [R] glm
names, [U] 11.3 Naming conventions mixed-effects, [ME] menbreg
conflicts, [P] matrix, [P] matrix define, [P] scalar population-averaged, [XT] xtgee, [XT] xtnbreg
matrix row and columns, [P] ereturn, [P] matrix random-effects, [XT] xtnbreg
define, [P] matrix rownames truncated, [R] tnbreg
names, confirm subcommand, [P] confirm zero-inflated, [R] zinb
namespace and conflicts, matrices and scalars, negative effect size, [PSS] power, [PSS] Glossary
[P] matrix, [P] matrix define neighbors, first- and second-order, [SP] intro 1,
naming [SP] spmatrix create, [SP] Glossary
convention, [M-1] naming Nelder–Mead algorithm, [M-5] moptimize( ),
groups of variables, [D] rename group [M-5] optimize( )
variables, [D] rename Nelson–Aalen cumulative hazard, [ST] sts, [ST] sts
NaN, [M-6] Glossary generate, [ST] sts graph, [ST] sts list
NARCH, see nonlinear autoregressive conditional nested
heteroskedasticity case–control data, [ST] sttocc
NARCHK, see nonlinear autoregressive conditional designs, [MV] manova, [R] anova
heteroskedasticity with a shift effects, [MV] manova, [R] anova
natural log function, [FN] Mathematical functions, logit, [R] nlogit
[FN] Statistical functions model statistics, [R] nestreg
natural splines, [R] mkspline number list, [PSS] power
nbetaden() function, [FN] Statistical functions, random effects, [BAYES] bayes: mecloglog,
[M-5] normal( ) [BAYES] bayes: meglm,
nbinomial() function, [FN] Statistical functions, [BAYES] bayes: meintreg,
[M-5] normal( ) [BAYES] bayes: melogit,
nbinomialp() function, [FN] Statistical functions, [BAYES] bayes: menbreg,
[M-5] normal( ) [BAYES] bayes: meologit,
nbinomialtail() function, [FN] Statistical functions, [BAYES] bayes: meoprobit,
[M-5] normal( ) [BAYES] bayes: mepoisson,
nbreg command, [R] nbreg, [R] nbreg postestimation [BAYES] bayes: meprobit,
nchi2() function, [FN] Statistical functions, [BAYES] bayes: mestreg,
[M-5] normal( ) [BAYES] bayes: metobit,
nchi2den() function, [FN] Statistical functions, [BAYES] bayes: mixed, [ME] mecloglog,
[M-5] normal( ) [ME] meglm, [ME] meintreg, [ME] melogit,
nchi2tail() function, [FN] Statistical functions, [ME] menbreg, [ME] menl, [ME] meologit,
[M-5] normal( ) [ME] meoprobit, [ME] mepoisson,
n-class command, [P] program, [P] return
[ME] meqrpoisson, [ME] mestreg,
ndots() option, [G-2] graph twoway dot
[ME] metobit, [ME] mixed, [ME] Glossary
nearest neighbor, [MI] mi impute pmm, [MV] discrim
regression, [R] nestreg
knn, [MV] Glossary
nested, misstable subcommand, [R] misstable
nearest-neighbor matching, [TE] teffects intro,
nested-effects model, [SEM] Glossary
[TE] teffects intro advanced, [TE] teffects
nnmatch, [TE] Glossary nestreg prefix command, [R] nestreg
needle plot, [R] spikeplot net
negate() function, [M-5] negate( ) cd command, [R] net
negation matrix, [M-5] negate( ) describe command, [R] net
negation operator, see arithmetic operators from command, [R] net
Subject index 283
net, continued nnmatch, teffects subcommand, [TE] teffects

get command, [R] net nnmatch
install command, [R] net nobreak command, [P] break
link command, [R] net nodraw option, [G-3] nodraw option
query command, [R] net noisily prefix, [P] quietly
search command, [R] net search nolog or log option, [R] maximize
set ado command, [R] net nominal
set other command, [R] net alpha, [PSS] Glossary, also see significance level
sj command, [R] net item, [IRT] Glossary
stb command, [R] net power, see power
net d, view subcommand, [R] view response model, [IRT] Glossary
net, view subcommand, [R] view sample size, see sample-size
NetCourseNow, [U] 3.6.2 NetCourses significance level, [PSS] Glossary, see significance
NetCourses, [U] 3.6.2 NetCourses level
network, query subcommand, [R] query nonadaptive Gauss–Hermite quadrature, see quadrature,
.new built-in class function, [P] class Gauss–Hermite
New Classical model, [DSGE] intro 3b noncentral
new() function, [M-2] class beta density, [FN] Statistical functions
New Keynesian model, [DSGE] intro 3a beta distribution, [FN] Statistical functions
new lines, data without, [D] infile (fixed format) chi-squared distribution, [FN] Statistical functions
new, ssc subcommand, [R] ssc F density, [FN] Statistical functions
newey command, [TS] newey, [TS] newey F distribution, [FN] Statistical functions
postestimation Student’s t density, [FN] Statistical functions
Newey–West Student’s t distribution, [FN] Statistical functions
covariance matrix, [TS] Glossary noncentrality parameter, [PSS] power, [PSS] power
postestimation, [TS] newey postestimation onemean, [PSS] power twomeans, [PSS] power
regression, [TS] newey pairedmeans, [PSS] power oneway,
[PSS] power twoway, [PSS] power repeated,
standard errors, [P] matrix accum, [R] glm
[PSS] power oneslope, [PSS] power rsquared,
newline(#), display directive, [P] display [PSS] power pcorr, [PSS] Glossary
news command, [R] news nonconformities, quality control, [R] qc
news, view subcommand, [R] view nonconstant variance, see robust, Huber/White/sandwich
newsletter, [U] 3 Resources for learning and using estimator of variance
Stata noncursive model, see nonrecursive model
Newton–Raphson algorithm, [M-5] moptimize( ), nondirectional test, see two-sided test
[M-5] optimize( ), [R] ml
nonignorable missing data, [ERM] intro 4
Newton–Raphson method, [M-5] solvenl( )
noninformative prior, [BAYES] intro,
Newton’s method, see iteration, Newton’s method [BAYES] bayesian commands, [BAYES] bayes,
Neyman allocation, [SVY] estat [BAYES] bayesmh, [BAYES] bayesstats ic,
nF() function, [FN] Statistical functions, [BAYES] Glossary
[M-5] normal( ) nonlinear
nFden() function, [FN] Statistical functions, autoregressive conditional heteroskedasticity,
[M-5] normal( ) [TS] arch
nFtail() function, [FN] Statistical functions, autoregressive conditional heteroskedasticity with a
[M-5] normal( ) shift, [TS] arch
nibeta() function, [FN] Statistical functions, combinations of estimators, [R] nlcom
[M-5] normal( ) combinations, predictions, and tests, [SVY] svy
niceness, set subcommand, [D] memory, [R] set postestimation
nl command, [R] nl, [R] nl postestimation equations, [M-5] solvenl( )
nl, tssmooth subcommand, [TS] tssmooth nl estimation, [TS] arch
nlcom command, [R] nlcom, [SEM] intro 7, hypothesis test after estimation, [R] lrtest,
[SEM] estat stdize, [SEM] example 42g, [R] margins, [R] margins, contrast,
[SEM] nlcom, [SVY] svy postestimation [R] margins, pwcompare, [R] nlcom,
NLME, see nonlinear mixed-effects model [R] predictnl, [R] testnl
nlogit command, [R] nlogit, [R] nlogit least squares, [R] nl, [SVY] svy estimation
postestimation mixed-effects model, [ME] me, [ME] menl,
nlogitgen command, [R] nlogit [ME] Glossary
nlogittree command, [R] nlogit
nlsur command, [R] nlsur, [R] nlsur postestimation
284 Subject index
nonlinear, continued nonzero null, [PSS] power, [PSS] power onemean,

power autoregressive conditional heteroskedasticity, [PSS] power pairedmeans, [PSS] power
[TS] arch oneproportion, [PSS] power onevariance,
prediction, see multiple imputation, prediction [PSS] power onecorrelation, [PSS] power
regression, [ME] menl, [R] boxcox, [R] nl, oneslope, [PSS] power rsquared, [PSS] power
[R] nlsur, [TE] teffects ra pcorr
smoothing, [TS] tssmooth nl nopreserve option, [P] nopreserve option
test, see estimation, test after norm, [M-6] Glossary
time-series model, [TS] mswitch, [TS] threshold norm() function, [M-5] norm( )
nonmetric scaling, [MV] mds, [MV] mdslong, normal distribution and normality,
[MV] mdsmat, [MV] Glossary examining distributions for, [R] diagnostic plots,
nonmissing() function, [M-5] missing( ) [R] lv
nonmonotonic power, see saw-toothed power function generating multivariate data, [D] drawnorm
nonnormed fit index, see Tucker–Lewis index probability and quantile plots, [R] diagnostic plots
nonparametric analysis, test for, [R] sktest, [R] swilk
hypothesis tests, transformations to achieve, [R] boxcox, [R] ladder,
agreement, [R] kappa [R] lnskew0
association, [R] spearman, [R] tabulate twoway normal probability plots, [G-2] graph other
cusum, [R] cusum normal() function, [FN] Statistical functions,
[M-5] normal( )
equality of distributions, [R] ksmirnov,
[R] kwallis, [R] ranksum, [R] signrank normal,
medians, [R] ranksum density,
proportions, [R] bitest, [R] prtest mean µ, std. dev. σ , [FN] Statistical functions
random order, [R] runtest natural log of mean µ, std. dev. σ ,
[FN] Statistical functions
trend, [R] nptrend
natural log of standard normal, [FN] Statistical
percentiles, [R] centile
functions
quantile regression, [R] qreg
standard normal, [FN] Statistical functions
ROC analysis, [R] roc
distribution,
estimation, [R] rocreg
cumulative, [FN] Statistical functions
graphs, [R] rocregplot
generating multivariate data with, [D] corr2data
test equality of areas, [R] roccomp
inverse cumulative, [FN] Statistical functions
without covariates, [R] roctab
joint cumulative of bivariate, [FN] Statistical
smoothing, [R] kdensity, [R] lowess, [R] lpoly, functions
[R] smooth
natural log of cumulative, [FN] Statistical
survival analysis, functions
Kaplan–Meier curves, [ST] sts graph sample from multivariate, [FN] Statistical
log rank and other tests of equality, [ST] sts test functions
Nelson–Aalen curves, [ST] sts graph normalden() function, [FN] Statistical functions,
treatment effect, [TE] teffects nnmatch, [M-5] normal( )
[TE] teffects psmatch normality, mvtest subcommand, [MV] mvtest
nonparametric methods, [MV] discrim knn, normality
[MV] Glossary normality test, [MV] mvtest normality
nonparametric regression, [R] npregress intro, after VAR or SVAR, [TS] varnorm
[R] npregress, [R] npregress postestimation, after VEC, [TS] vecnorm
[U] 26.3.9 Nonparametric regression
normality,
nonpredetermined variable, [DSGE] Glossary
conditional, [SEM] intro 4, [SEM] Glossary
nonrecursive model, [SEM] Glossary
joint, [SEM] intro 4, [SEM] Glossary
stability of, [SEM] estat stable, [SEM] example 7
normalization, [MV] ca, [MV] mca, [MV] mds,
nonrtolerance option, [R] maximize [MV] rotate, [MV] Glossary
nonselection hazard, [R] heckman, [R] heckman normalization constraints, see constraints, normalization
postestimation
normalize,
nonsphericity correction, [PSS] power repeated,
spmatrix subcommand, [SP] spmatrix normalize
[PSS] Glossary
normalized residuals, [SEM] estat residuals,
nonstationary time series, [TS] dfgls, [TS] dfuller,
[TS] pperron, [TS] vec intro, [TS] vec
[SEM] Glossary
normalized spatial weighting matrix, [SP] Glossary
Subject index 285
normally distributed random numbers, [FN] Random- null hypothesis and alternative hypothesis, continued
number functions, [R] set rng, [R] set [PSS] power twoproportions, [PSS] power
rngstream, [R] set seed pairedproportions, [PSS] power onevariance,
not concave message, [R] maximize [PSS] power twovariances, [PSS] power
Not Elsewhere Classified, see Stata Blog onecorrelation, [PSS] power twocorrelations,
not equal operator, [U] 13.2.3 Relational operators [PSS] power oneway, [PSS] power twoway,
not operator, [U] 13.2.4 Logical operators [PSS] power repeated, [PSS] power oneslope,
[PSS] power rsquared, [PSS] power pcorr,
note, spmatrix subcommand, [SP] spmatrix note
[PSS] power cmh, [PSS] power mcc,
note() option, [G-3] title options [PSS] power trend, [PSS] power cox,
notes [PSS] power exponential, [PSS] power logrank,
command, [D] notes [PSS] unbalanced designs, [PSS] Glossary
drop command, [D] notes mean, [PSS] power, [PSS] power onemean,
list command, [D] notes [PSS] power oneproportion, [PSS] power
renumber command, [D] notes onecorrelation, [PSS] unbalanced designs
replace command, [D] notes mean difference, [PSS] power, [PSS] power
search command, [D] notes pairedmeans
notes, parameter, [PSS] Glossary, see null value
cluster subcommand, [MV] cluster notes partial correlation, [PSS] power, [PSS] power pcorr
estimates subcommand, [R] estimates notes proportion, [PSS] power
notes on estimation results, [R] estimates notes R2 , [PSS] power, [PSS] power rsquared
notes, slope, [PSS] power, [PSS] power oneslope
cluster analysis, [MV] cluster notes standard deviation, [PSS] power, [PSS] power
creating, [D] notes, [D] varmanage onevariance
editing, [D] notes, [D] varmanage value, [PSS] power, [PSS] Glossary
notifyuser, set subcommand, [R] set variance, [PSS] power, [PSS] power onevariance
noupdate option, [MI] noupdate option nullmat() function, [FN] Matrix functions,
novarabbrev command, [P] varabbrev [P] matrix define
NPARCH, see nonlinear power autoregressive number
conditional heteroskedasticity of clusters, [PSS] Glossary
npgraph command, [R] npregress postestimation of events, see number of failures
npnchi2() function, [FN] Statistical functions, of failures, [PSS] power cox, [PSS] power
[M-5] normal( ) exponential, [PSS] power logrank
npnF() function, [FN] Statistical functions, to string conversion, see string functions
[M-5] normal( ) number, confirm subcommand, [P] confirm
npnt() function, [FN] Statistical functions, numbered
[M-5] normal( ) styles, [G-4] linestyle, [G-4] markerlabelstyle,
npregress command, [R] npregress intro, [G-4] markerstyle, [G-4] pstyle
[R] npregress, [R] npregress postestimation numbers, [U] 12.2 Numbers
nproc, estat subcommand, [R] rocreg postestimation formatting, [D] format
nptrend command, [R] nptrend mapping to strings, [D] encode, [D] label
NR algorithm, [R] ml numeric, [M-2] declarations, [M-6] Glossary
NRM, see nominal response model numeric list, [P] numlist, [P] syntax,
nrm, irt subcommand, [IRT] irt nrm, [IRT] irt nrm [U] 11.1.8 numlist
postestimation numeric value labels, [D] labelbook
nrtolerance() option, [R] maximize numerical precision, [U] 13.12 Precision and problems
nt() function, [FN] Statistical functions, therein
[M-5] normal( ) numlabel command, [D] labelbook
ntden() function, [FN] Statistical functions, numlist command, [P] numlist, [U] 11.1.8 numlist
[M-5] normal( ) N-way analysis of variance, [R] anova
nttail() function, [FN] Statistical functions, N-way multivariate analysis of variance, [MV] manova
[M-5] normal( )
NULL, [M-2] pointers, [M-6] Glossary
null O
correlation, [PSS] power object, [P] class
hypothesis and alternative hypothesis, object code, [M-1] how, [M-6] Glossary
[DSGE] Glossary, [PSS] power, [PSS] power objective prior, see noninformative prior
onemean, [PSS] power twomeans, [PSS] power
object-oriented programming, [M-2] class,
pairedmeans, [PSS] power oneproportion,
[M-6] Glossary, [P] class
286 Subject index
objects, size of, [G-4] relativesize observed level of significance, see p-value
.objkey built-in class function, [P] class observed variables, [SEM] intro 4, [SEM] Glossary
.objtype built-in class function, [P] class Ochiai coefficient similarity measure,
oblimax rotation, [MV] rotate, [MV] rotatemat, [MV] measure option
[MV] Glossary odbc
oblimin rotation, [MV] rotate, [MV] rotatemat, describe command, [D] odbc
[MV] Glossary exec() command, [D] odbc
oblique rotation, [MV] factor postestimation, insert command, [D] odbc
[MV] rotate, [MV] rotatemat, [MV] Glossary list command, [D] odbc
oblique transformation, see oblique rotation load command, [D] odbc
obs parameter, [D] describe, [D] obs query command, [D] odbc
obs, set subcommand, [D] obs, [R] set sqlfile() command, [D] odbc
observational data, [ERM] Glossary, [R] correlate, ODBC data source, reading data from, [D] odbc,
[R] heckman, [R] ivregress, [R] logit, [U] 21.4 ODBC sources
[R] mean, [R] regress, [R] summarize, odbcdriver, set subcommand, [D] odbc, [R] set
[R] tabulate oneway, [R] tabulate twoway, odbcmgr, set subcommand, [D] odbc, [R] set
[R] ttest, [R] ztest, [TE] intro, [TE] treatment
odds, [PSS] Glossary, [ST] Glossary
effects, [TE] eteffects, [TE] etpoisson,
[TE] etpoisson postestimation, [TE] etregress, odds ratio, [ME] meglm, [ME] melogit,
[TE] etregress postestimation, [TE] stteffects, [ME] meologit, [ME] meqrlogit, [PSS] power,
[TE] stteffects postestimation, [TE] tebalance, [PSS] power twoproportions, [PSS] power
[TE] tebalance box, [TE] tebalance density, pairedproportions, [PSS] power cmh,
[TE] tebalance overid, [TE] tebalance [PSS] power mcc, [PSS] Glossary,
summarize, [TE] teffects, [TE] teffects intro, [R] eform option, [R] epitab, [ST] Glossary,
[TE] teffects intro advanced, [TE] teffects [SVY] svy estimation, [XT] xtcloglog,
aipw, [TE] teffects ipw, [TE] teffects ipwra, [XT] xtgee, [XT] xtlogit, [XT] xtologit,
[TE] teffects nnmatch, [TE] teffects overlap, [XT] xtstreg
[TE] teffects postestimation, [TE] teffects differences, [SVY] svy postestimation
psmatch, [TE] teffects ra, [TE] Glossary, estimation, [FMM] fmm: glm, [FMM] fmm: logit,
[U] 12 Data, [U] 20 Estimation and [R] asclogit, [R] binreg, [R] clogit, [R] cloglog,
postestimation commands, [U] 26.13 Time- [R] exlogistic, [R] glm, [R] logistic, [R] logit,
series models, [U] 26.14 Panel-data [R] mlogit, [R] scobit
models, [U] 26.15 Multilevel mixed- postestimation, [R] contrast, [R] exlogistic
effects models, [U] 26.16 Survival analysis postestimation, [R] lincom
models, [U] 26.18 Treatment-effects OEx, [SEM] sem and gsem option covstructure( )
models, [U] 26.20 Multivariate analysis, off,
[U] 26.22 Structural equation modeling (SEM), cmdlog subcommand, [R] log
[U] 26.27 Survey data log subcommand, [R] log
observational study, [PSS] power, [PSS] Glossary timer subcommand, [P] timer
observations, Office Open XML, [M-5] docx*( ), [P] putdocx
adding, [D] insobs Office, Microsoft, see Microsoft Office
built-in counter variable, [U] 11.3 Naming offset between axes and data, setting,
conventions [G-3] region options
complete and incomplete, [MI] Glossary offset variable, [ST] Glossary
creating dataset of, [D] collapse ograph, irf subcommand, [TS] irf ograph
dropping, [D] drop OIM, see observed information matrix
dropping duplicate, [D] duplicates OLDPLACE directory, [P] sysdir, [U] 17.5 Where does
duplicating, [D] expand Stata look for ado-files?
duplicating, clustered, [D] expandcl OLE Automation, [P] automation
identifying duplicate, [D] duplicates ologit command, [R] ologit, [R] ologit postestimation
increasing number of, [D] obs ologit regression, mixed-effects, [ME] meologit
inserting, [D] insobs OLS regression, see linear regression
marking, [P] mark omitted variables, [ERM] intro 3, [ERM] Glossary
maximum number of, [D] memory, [U] 6 Managing omitted variables test, [R] regress postestimation, also
memory see specification test
ordering, [D] gsort, [D] sort on,
transposing with variables, [D] xpose cmdlog subcommand, [R] log
observed information matrix, [R] ml, [R] vce option, log subcommand, [R] log
[SEM] Glossary, [XT] vce options timer subcommand, [P] timer
Subject index 287
one-level model, [ME] me, [ME] Glossary one-way analysis of variance, [PSS] power,
one-parameter logistic model, [IRT] irt 1pl, [PSS] power oneway, [PSS] Glossary,
[IRT] Glossary [R] kwallis, [R] loneway, [R] oneway
one-at-a-time Markov chain Monte Carlo sampling, oneway command, [R] oneway
[BAYES] intro, [BAYES] bayesmh, one-way repeated-measures ANOVA, [PSS] power
[BAYES] Glossary repeated, [PSS] Glossary
onecorrelation, power subcommand, [PSS] power oneway, power subcommand, [PSS] power oneway
onecorrelation online help, [U] 7 –more– conditions
onemean, power subcommand, [PSS] power onemean, opaccum, matrix subcommand, [P] matrix accum
[PSS] power onemean, cluster open, file subcommand, [P] file
oneproportion, power subcommand, [PSS] power OpenOffice dates, [D] datetime
oneproportion, [PSS] power oneproportion, operating characteristic curve, [IRT] Glossary
cluster operating system command, [D] cd, [D] copy, [D] dir,
one-sample [D] erase, [D] mkdir, [D] rmdir, [D] shell,
correlation, see correlation, one-sample [D] type
mean, see means, one-sample operator, [M-2] op arith, [M-2] op assignment,
proportion, see proportions, one-sample [M-2] op colon, [M-2] op conditional,
standard deviation, see standard deviations, one- [M-2] op increment, [M-2] op join,
sample [M-2] op kronecker, [M-2] op logical,
study, [PSS] power, [PSS] unbalanced designs [M-2] op range, [M-2] op transpose,
test, [PSS] intro, [PSS] power, [PSS] power [M-6] Glossary, [P] matrix define,
usermethod, [PSS] Glossary [U] 13.2 Operators
correlation, [PSS] power onecorrelation difference, [U] 11.4.4 Time-series varlists
Cox proportional hazards model, [PSS] power lag, [U] 11.4.4 Time-series varlists
cox lead, [U] 11.4.4 Time-series varlists
hazard function, [PSS] power cox order of evaluation, [U] 13.2.5 Order of evaluation,
hazard ratio, [PSS] power cox all operators
linear logit model, [PSS] power trend seasonal lag, [U] 11.4.4 Time-series varlists
log hazard-ratio, [PSS] power cox OPG, see outer product of the gradient
mean, [PSS] power onemean, [PSS] unbalanced oprobit command, [R] oprobit, [R] oprobit
designs postestimation
partial correlation, [PSS] power pcorr oprobit regression, mixed-effects, [ME] meoprobit
proportion, [PSS] power oneproportion optimization, [M-3] mata set, [M-5] moptimize( ),
regression coefficient, [PSS] power trend, [M-5] optimize( ), [M-6] Glossary
[PSS] power cox optimize() function, [M-5] optimize( )
R-squared, [PSS] power rsquared optimize() function, [M-5] optimize( )
slope, [PSS] power oneslope optimize evaluate() function, [M-5] optimize( )
survivor function, [PSS] power cox optimize evaluate() function, [M-5] optimize( )
variance, [PSS] power onevariance optimize init() function, [M-5] optimize( )
variance, see variances, one-sample optimize init *() functions, [M-5] optimize( )
one-sided test, [PSS] power, [PSS] power onemean, optimize query() function, [M-5] optimize( )
[PSS] power twomeans, [PSS] power optimize result *() functions, [M-5] optimize( )
pairedmeans, [PSS] power oneproportion, options, [U] 11 Language syntax
[PSS] power twoproportions, [PSS] power in a programming context, [P] syntax, [P] unab
pairedproportions, [PSS] power onevariance, repeated, [G-4] concept: repeated options
[PSS] power twovariances, [PSS] power or operator, [U] 13.2.4 Logical operators
onecorrelation, [PSS] power twocorrelations, Oracle, reading data from, [D] odbc
[PSS] power oneway, [PSS] power oneslope,
order command, [D] order
[PSS] power cmh, [PSS] power mcc,
[PSS] power trend, [PSS] power cox, order() function, [M-5] sort( )
[PSS] power exponential, [PSS] power logrank, order statistics, [D] egen, [R] lv
[PSS] Glossary ordered
oneslope, power subcommand, [PSS] power oneslope complementary log-log regression, [SEM] Glossary
one-step-ahead forecast, see static forecast logistic regression, [ME] meologit, [SEM] Glossary,
one-tailed test, [PSS] Glossary, also see one-sided test [SVY] svy estimation
onevariance, power subcommand, [PSS] power logistic regression imputation, see imputation,
onevariance ordered logistic regression
logit, [FMM] fmm: ologit, [R] ologit,
[SEM] example 35g
288 Subject index
ordered, continued outcomes, binary, continued

probit, [ERM] intro 2, [ERM] eoprobit, logistic, [BAYES] bayesmh
[ERM] example 6a, [ERM] example 6b, evaluators, [BAYES] bayes: logistic,
[FMM] fmm: oprobit, [R] heckoprobit, [BAYES] bayes: logit, [FMM] fmm,
[R] oprobit, [R] zioprobit, [SEM] example 35g, [FMM] fmm: logit, [IRT] irt 1pl, [IRT] irt
[SEM] example 36g 2pl, [IRT] irt 3pl, [IRT] irt hybrid,
zero-inflated, [R] zioprobit [R] exlogistic, [R] logistic, [R] logit,
probit regression, [ME] meoprobit, [SEM] Glossary, [R] scobit, [XT] xtlogit, [XT] xtstreg
[SVY] svy estimation multilevel
probit with sample selection, [SVY] svy estimation mixed-effects, [BAYES] bayes: mecloglog,
ordered categorical variable, [ERM] Glossary [BAYES] bayes: melogit,
ordering [BAYES] bayes: meprobit, [ME] mecloglog,
[ME] meglm, [ME] melogit, [ME] meprobit,
observations, [D] gsort, [D] sort
[ME] meqrlogit
variables, [D] order, [D] sort
power and sample size, [PSS] power
ordinal oneproportion, [PSS] power twoproportions,
exposure, [PSS] power trend [PSS] power pairedproportions, [PSS] power
item, [IRT] Glossary cmh, [PSS] power mcc, [PSS] power trend
model, [SEM] intro 5, [SEM] example 31g, probit, [BAYES] bayes: biprobit,
[SEM] example 32g, [SEM] example 35g, [BAYES] bayes: heckprobit,
[SEM] example 36g [BAYES] bayes: hetprobit,
outcome, see outcomes, ordinal [BAYES] bayes: probit, [ERM] eprobit,
outcome model, see outcomes, ordinal [ERM] example 3a, [ERM] example 3b,
ordinary least squares, see linear regression [ERM] example 4a, [ERM] example 4b,
ordination, [MV] mds, [MV] Glossary [ERM] example 5, [ERM] example 6a,
orgtype, [M-2] declarations, [M-6] Glossary [ERM] example 6b, [FMM] fmm,
orgtype() function, [M-5] eltype( ) [FMM] fmm: probit, [R] biprobit,
orientationstyle, [G-4] orientationstyle [R] heckprobit, [R] hetprobit, [R] ivprobit,
[R] probit, [XT] xtprobit
original data, [MI] Glossary
regress, [R] hetregress
orthog command, [R] orthog
ROC analysis, [R] rocfit, [R] rocreg
orthogonal
treatment effects, [TE] eteffects, [TE] teffects
matrix, [M-6] Glossary
aipw, [TE] teffects ipw, [TE] teffects
polynomial, [R] contrast, [R] margins, contrast, ipwra, [TE] teffects nnmatch, [TE] teffects
[R] orthog psmatch, [TE] teffects ra
rotation, [MV] factor postestimation, [MV] rotate, categorical,
[MV] rotatemat, [MV] Glossary
logistic, [BAYES] bayes: mlogit, [FMM] fmm,
transformation, see orthogonal rotation [FMM] fmm: mlogit, [IRT] irt nrm,
orthogonalized impulse–response function, [TS] irf, [IRT] irt hybrid, [R] asclogit, [R] asmixlogit,
[TS] var intro, [TS] vec intro, [TS] vec, [R] clogit, [R] mlogit, [R] nlogit, [R] slogit
[TS] Glossary probit, [BAYES] bayes: mprobit,
orthonormal basis, [P] matrix svd [BAYES] bayes: probit, [R] asmprobit,
orthpoly command, [R] orthog [R] mprobit
other graph commands, [G-2] graph other censored, multilevel mixed-effects,
other, query subcommand, [R] query [BAYES] bayes: metobit, [ME] meintreg,
outcome model, [ERM] Glossary, [TE] eteffects, [ME] metobit
[TE] etpoisson, [TE] etregress, [TE] teffects continuous, [ERM] eintreg, [ERM] eregress,
intro advanced, [TE] teffects aipw, [TE] teffects [FMM] fmm, [R] anova, [R] areg, [R] churdle,
ipwra, [TE] teffects ra, [TE] Glossary [R] cnsreg, [R] frontier, [R] glm, [R] heckman,
outcome variable, [SP] Glossary [R] hetregress, [R] intreg, [R] ivregress,
outcomes, [R] ivtobit, [R] qreg, [R] reg3, [R] regress,
binary, [R] rreg, [R] sureg, [R] tobit, [R] truncreg,
complementary log-log, [BAYES] bayes: cloglog, [R] vwls
[FMM] fmm, [FMM] fmm: cloglog, Bayesian,
[R] cloglog, [XT] xtcloglog [BAYES] bayesmh, [BAYES] bayes: glm,
generalized estimating equations, [XT] xtgee [BAYES] bayes: heckman,
glm for binomial family, [BAYES] bayes: binreg, [BAYES] bayes: hetregress,
[BAYES] bayes: glm, [FMM] fmm, [BAYES] bayes: intreg,
[FMM] fmm: glm, [R] binreg, [R] glm [BAYES] bayes: regress,
[BAYES] bayes: tobit,
[BAYES] bayes: truncreg
Subject index 289
outcomes, continous, continued outcomes, continued

multilevel mixed-effects, [ME] meglm, multinomial, see categorical subentry, see ordinal
[ME] meintreg, [ME] menl, [ME] metobit, subentry, see rank subentry
[ME] mixed ordinal,
panel data, [XT] xtabond, [XT] xtdpd, logistic, [BAYES] bayes: ologit, [FMM] fmm,
[XT] xtdpdsys, [XT] xtfrontier, [XT] xtgls, [FMM] fmm: ologit, [IRT] irt grm, [IRT] irt
[XT] xthtaylor, [XT] xtintreg, [XT] xtivreg, pcm, [IRT] irt rsm, [IRT] irt hybrid,
[XT] xtpcse, [XT] xtreg, [XT] xtregar, [R] ologit, [R] slogit, [XT] xtologit
[XT] xttobit multilevel
power and sample size, [PSS] power onemean, mixed-effects, [BAYES] bayes: meologit,
[PSS] power twomeans, [PSS] power [BAYES] bayes: meoprobit, [ME] meologit,
pairedmeans, [PSS] power onevariance, [ME] meoprobit
[PSS] power twovariances, [PSS] power probit, [BAYES] bayes: oprobit,
onecorrelation, [PSS] power twocorrelations, [BAYES] bayes: zioprobit, [ERM] eoprobit,
[PSS] power oneway, [PSS] power twoway, [FMM] fmm, [FMM] fmm: oprobit,
[PSS] power repeated [R] heckoprobit, [R] oprobit, [R] zioprobit,
time series, [TS] arch, [TS] arfima, [TS] arima, [XT] xtoprobit
[TS] dfactor, [TS] mgarch ccc, [TS] mgarch treatment effect, [TE] teffects multivalued
dcc, [TS] mgarch dvech, [TS] mgarch vcc, polytomous, see categorical subentry, see ordinal
[TS] mswitch, [TS] newey, [TS] prais, subentry, see rank subentry
[TS] sspace, [TS] threshold, [TS] ucm, rank,
[TS] var, [TS] var svar, [TS] vec
logistic, [R] rologit
treatment effects, [TE] eteffects, [TE] etregress,
probit, [R] asroprobit
[TE] teffects aipw, [TE] teffects ipw,
[TE] teffects ipwra, [TE] teffects nnmatch, survival, [FMM] fmm
[TE] teffects psmatch, [TE] teffects ra competing risks, [ST] stcrreg
count, Cox, [ST] stcox
generalized estimating equations, [XT] xtgee parametric, [BAYES] bayes: streg,
heckpoisson, [R] heckpoisson [FMM] fmm: streg, [FMM] example 4,
[ST] stintreg, [ST] streg
multilevel
mixed-effects, [BAYES] bayes: menbreg, power and sample size, [PSS] power cox,
[BAYES] bayes: mepoisson, [ME] menbreg, [PSS] power exponential, [PSS] power
[ME] mepoisson, [ME] meqrpoisson, logrank
[ME] mestreg treatment effects, [TE] stteffects ipw,
negative binomial, [BAYES] bayes: gnbreg, [TE] stteffects ipwra, [TE] stteffects ra,
[BAYES] bayes: nbreg, [TE] stteffects wra
[BAYES] bayes: tnbreg, outer
[BAYES] bayes: zinb, [FMM] fmm, fence, [R] lv
[FMM] fmm: nbreg, [R] nbreg, [R] tnbreg, product, [D] cross
[R] zinb, [XT] xtnbreg product of the gradient, [R] ml, [R] vce option,
Poisson, [BAYES] bayes: poisson, [SEM] Glossary, [XT] vce options
[BAYES] bayes: tpoisson, outfile command, [D] outfile
[BAYES] bayes: zip, outliers, [R] lv, [R] qreg, [R] regress postestimation,
[FMM] fmm, [FMM] fmm: poisson, [R] rreg
[FMM] fmm: tpoisson, [FMM] example 2, outlines, suppressing, [G-4] linestyle
[R] cpoisson, [R] expoisson, [R] ivpoisson, outlining regions, [G-3] region options
[R] poisson, [R] tpoisson, [R] zip, out-of-sample predictions, [R] predict, [R] predictnl,
[TE] etpoisson, [XT] xtpoisson [U] 20.11.3 Making out-of-sample predictions
treatment effects, [TE] eteffects, [TE] etpoisson, output,
[TE] teffects aipw, [TE] teffects ipw, query subcommand, [R] query
[TE] teffects ipwra, [TE] teffects nnmatch,
set subcommand, [P] quietly, [R] set
[TE] teffects psmatch, [TE] teffects ra
output settings, [P] creturn
fractional,
output,
beta, [BAYES] bayes: betareg,
[FMM] fmm: betareg, [R] betareg coefficient table,
fractional response, [BAYES] bayes: fracreg, automatically widen, [R] set
[R] fracreg display settings, [R] set showbaselevels
treatment effects, [TE] eteffects, [TE] teffects format settings, [R] set cformat
ipw, [TE] teffects nnmatch, [TE] teffects controlling the scrolling of, [R] more
psmatch displaying, [P] display, [P] smcl
290 Subject index
output, continued paired-sample test, [PSS] intro, [PSS] power,

formatting numbers, [D] format [PSS] power pairedmeans, [PSS] power
printing, [R] translate, [U] 15 Saving and printing pairedproportions
output—log files means, [PSS] power pairedmeans
recording, [R] log proportions, [PSS] power pairedproportions
suppressing, [P] quietly pairwise
outside values, [R] lv combinations, [D] cross, [D] joinby
over() option, [G-2] graph bar, [G-2] graph box, comparisons, [MV] intro, [R] margins, pwcompare,
[G-2] graph dot [R] marginsplot, [R] pwcompare, [R] pwmean,
overdispersion, [ME] menbreg, [ME] mepoisson, [U] 20.18 Obtaining pairwise comparisons
[ME] meqrpoisson, [ME] mestreg, correlation, [R] correlate
[ME] Glossary, see imputation, overdispersed pairwise, estat subcommand, [MV] mds
count data postestimation
overid, estat subcommand, [R] gmm postestimation, palette color command, [G-2] palette
[R] ivpoisson postestimation, [R] ivregress palette linepalette command, [G-2] palette
postestimation palette smclsymbolpalette command,
overidentifying restrictions, [XT] Glossary [G-2] palette
tests of, [R] gmm postestimation, [R] ivpoisson palette symbolpalette command, [G-2] palette
postestimation, [R] ivregress postestimation, panel data, [BAYES] bayesmh, [M-5] panelsetup( ),
[XT] xtabond, [XT] xtabond postestimation, [MI] mi estimate, [SP] Glossary,
[XT] xtdpd, [XT] xtdpdsys, [XT] xtdpdsys [U] 26.14 Panel-data models, [XT] Glossary,
postestimation also see area data
overlap assumption, [TE] teffects intro, [TE] teffects panel-corrected standard error, [XT] xtpcse,
intro advanced, [TE] teffects overlap, [XT] Glossary
[TE] Glossary panels, variable identifying, [XT] xtset
overlap, teffects subcommand, [TE] teffects panelsetup() function, [M-5] panelsetup( )
overlap panelstats() function, [M-5] panelsetup( )
overloading, class program names, [P] class panelsubmatrix() function, [M-5] panelsetup( )
ovtest, estat subcommand, [R] regress panelsubview() function, [M-5] panelsetup( )
postestimation
paragraph,
putdocx subcommand, [P] putdocx
P putpdf subcommand, [P] putpdf
parallel number list, [PSS] power
P charts, [G-2] graph other parameter
P–P plot, [R] diagnostic plots constraints, [SEM] estat ginvariant,
p-value, [SEM] Glossary [SEM] Glossary
pac command, [TS] corrgram stability, [TS] estat sbcusum
pagebreak, trace files, [MI] mi impute mvn, [MI] mi ptrace
putdocx subcommand, [P] putdocx parameterized curves, [D] range
putpdf subcommand, [P] putpdf parameters, [SEM] Glossary
pagesize, set subcommand, [R] more, [R] set combinations of, [SEM] lincom, [SEM] nlcom
paging of screen output, controlling, [P] more, system, see system parameters
[R] more parametric
paired methods, [MV] Glossary
data, [PSS] Glossary spectral density estimation, [TS] psdensity
means, see means, paired survival models, [FMM] fmm, [FMM] fmm: streg,
observations, see paired data [FMM] example 4, [SEM] example 47g,
proportions, see proportions, paired [SEM] example 48g, [SEM] example 49g,
study, [PSS] power, [PSS] power mcc [ST] stintreg, [ST] streg, [SVY] svy estimation
test, [PSS] Glossary PARCH, see power autoregressive conditional
paired-coordinate plots, [G-2] graph twoway pcarrow, heteroskedasticity
[G-2] graph twoway pccapsym, [G-2] graph parsedistance, cluster subcommand, [MV] cluster
twoway pcscatter, [G-2] graph twoway pcspike programming utilities
pairedmeans, power subcommand, [PSS] power parsimax rotation, [MV] rotate, [MV] rotatemat,
pairedmeans [MV] Glossary
pairedproportions, power subcommand, parsing, [M-5] tokenget( ), [M-5] tokens( ),
[PSS] power pairedproportions [P] gettoken, [P] numlist, [P] syntax,
[P] tokenize, [U] 18.4 Program arguments
Subject index 291
partial pattern
autocorrelation function, [TS] corrgram, matching, [M-5] strmatch( )
[TS] Glossary of missing values, [R] misstable
correlation, [PSS] power, [PSS] power pcorr, of missingness, [MI] intro substantive, [MI] mi
[R] pcorr impute, [MI] mi misstable, [MI] Glossary
credit model, [IRT] Glossary patterns, misstable subcommand, [R] misstable
DFBETA, [ST] stcox postestimation, [ST] stcrreg patterns of data, [D] egen
postestimation, [ST] Glossary pause command, [P] pause
effects, [R] margins, [R] marginsplot pausing until key is pressed, [P] more, [R] more
likelihood displacement value, [ST] Glossary pc(), egen function, [D] egen
LMAX value, [ST] Glossary PCA, see principal component analysis
regression leverage plot, [R] regress postestimation pca command, [MV] pca, [MV] pca postestimation
diagnostic plots pcamat command, [MV] pca, [MV] pca
regression plot, [R] regress postestimation postestimation
diagnostic plots pcarrow, graph twoway subcommand, [G-2] graph
residual plot, [R] regress postestimation diagnostic twoway pcarrow
plots pcarrowi, graph twoway subcommand, [G-2] graph
partial correlation, [PSS] Glossary twoway pcarrowi
partially specified target rotation, [MV] rotate, pcbarrow, graph twoway subcommand, [G-2] graph
[MV] rotatemat, [MV] Glossary twoway pcarrow
partition cluster-analysis methods, [MV] cluster kmeans pccapsym, graph twoway subcommand, [G-2] graph
and kmedians, [MV] Glossary twoway pccapsym
partitioned matrices, [P] matrix define pchart command, [R] qc
partitioning memory, [U] 6 Managing memory pchi command, [R] diagnostic plots
Parzen kernel function, [G-2] graph twoway kdensity, pci, graph twoway subcommand, [G-2] graph twoway
[G-2] graph twoway lpoly, [R] kdensity, pci
[R] lpoly, [R] qreg, [TE] tebalance density, PCM, see partial credit model
[TE] tebalance overid, [TE] teffects overlap pcm, irt subcommand, [IRT] irt pcm, [IRT] irt pcm
passive imputation, see imputation, passive postestimation
passive, mi subcommand, [MI] mi passive p-conformability, [M-6] Glossary
passive variables, see variables, passive pcorr command, [R] pcorr
past history, [ST] stset, [ST] Glossary pcorr, power subcommand, [PSS] power pcorr
path, [SEM] Glossary pcscatter, graph twoway subcommand, [G-2] graph
adding, [SEM] intro 6 twoway pcscatter
coefficients, [SEM] Glossary PCSE, see panel-corrected standard error
constraining, [SEM] intro 4 pcspike, graph twoway subcommand, [G-2] graph
diagrams, [SEM] intro 2, [SEM] intro 3, twoway pcspike
[SEM] Glossary pctile(), egen function, [D] egen
model, [SEM] intro 5 pctile command, [D] pctile
notation, [SEM] intro 2, [SEM] intro 3, pctile command, [D] pctile
[SEM] gsem path notation extensions, PDF, see Portable Document Format
[SEM] sem and gsem path notation, [SEM] sem Pdf*() functions, [M-5] Pdf*( )
path notation extensions, [SEM] Glossary
Pearson
pathasciisuffix() function, [M-5] pathjoin( )
coefficient similarity measure,
pathbasename() function, [M-5] pathjoin( ) [MV] measure option
pathisabs() function, [M-5] pathjoin( ) goodness-of-fit test, [R] estat gof, [R] logistic
pathisurl() function, [M-5] pathjoin( ) postestimation, [R] poisson postestimation
pathjoin() function, [M-5] pathjoin( ) product-moment correlation coefficient, [R] correlate
pathlist() function, [M-5] pathjoin( ) residual, [ME] mecloglog postestimation,
pathrmsuffix() function, [M-5] pathjoin( ) [ME] meglm postestimation, [ME] melogit
paths, [P] creturn, [U] 11.6 Filenaming conventions postestimation, [ME] menbreg postestimation,
pathsearchlist() function, [M-5] pathjoin( ) [ME] mepoisson postestimation, [ME] meprobit
pathsplit() function, [M-5] pathjoin( ) postestimation, [ME] meqrlogit postestimation,
pathstatasuffix() function, [M-5] pathjoin( ) [ME] meqrpoisson postestimation,
pathsubsysdir() function, [M-5] pathjoin( ) [ME] mestreg postestimation, [R] binreg
pathsuffix() function, [M-5] pathjoin( ) postestimation, [R] estat gof, [R] glm
[R] logit postestimation
292 Subject index
Pearson’s correlation, [PSS] power onecorrelation, pinv() function, [M-5] pinv( )

[PSS] power twocorrelations, [PSS] Glossary pinv() function, [M-5] pinv( )
Pedroni test, [XT] xtcointtest pk, see pharmacokinetic data
pedroni, xtcointtest subcommand, [XT] xtcointtest pkcollapse command, [R] pkcollapse
Pegdown, [P] markdown pkcross command, [R] pkcross
penalized log-likelihood function, [ST] stcox, pkequiv command, [R] pkequiv
[ST] Glossary pkexamine command, [R] pkexamine
Penn World Table, reading data from, [D] import fred .pkg filename suffix, [R] net
percentiles, pkshape command, [R] pkshape
create pksumm command, [R] pksumm
dataset of, [D] collapse places, [SP] Glossary
variable containing, [D] codebook, [D] egen, Plackett–Luce model, [R] rologit
[D] pctile plain ASCII, [ I ] Glossary
displaying, [R] centile, [R] lv, [R] summarize, planar coordinates, see coordinate system
[R] table, [R] tabstat platforms for which Stata is available,
perfect prediction, see imputation, perfect prediction [U] 5.1 Platforms
pergram command, [TS] pergram play, graph subcommand, [G-2] graph play
perhapsequilc() function, [M-5] equilrc( ) play() option, [G-3] play option
perhapsequilr() function, [M-5] equilrc( ) playsnd, set subcommand, [R] set
perhapsequilrc() function, [M-5] equilrc( ) plegend() option, [G-3] legend options
period, estat subcommand, [TS] ucm postestimation plot, definition, [G-4] pstyle
periodogram, [G-2] graph other, [TS] pergram, plot, ml subcommand, [R] ml
[TS] psdensity, [TS] Glossary plot region, [G-3] region options
permname macro extended function, [P] macro suppressing border around, [G-3] region options
permutation matrix and vector, [M-1] permutation, plotregion() option, [G-3] region options
[M-5] invorder( ), [M-6] Glossary
plotregionstyle, [G-4] plotregionstyle
permutation test, [R] permute
plottypes
permutations, [M-5] cvpermute( )
base, [G-3] advanced options
permute prefix command, [R] permute
derived, [G-3] advanced options
person location, [IRT] Glossary
plugin option, [P] plugin, [P] program
personal command, [P] sysdir
plugin,
PERSONAL directory, [P] sysdir, [U] 17.5 Where does
Java, [P] java, [P] javacall
Stata look for ado-files?
loading, [P] plugin
person-time, [ST] stptime
plural() function, [FN] String functions
pformat, set subcommand, [R] set, [R] set cformat
PLUS directory, [P] sysdir, [U] 17.5 Where does Stata
pharmaceutical statistics, [R] pk, [R] pksumm
look for ado-files?
pharmacokinetic data, [R] pk,
PMM imputation, see imputation, predictive mean
[R] pkcollapse, [R] pkcross, [R] pkequiv,
matching
[R] pkexamine, [R] pkshape, [R] pksumm,
[U] 26.19 Pharmacokinetic data PNG, see Portable Network Graphics
pharmacokinetic plots, [G-2] graph other pnorm command, [R] diagnostic plots
phase function, [TS] Glossary point estimate, [SVY] Glossary
Phillips–Perron test, [TS] pperron point-and-click analysis, see graphical user interface
phtest, estat subcommand, [ST] stcox PH- pointers, [M-2] pointers, [M-2] ftof,
assumption tests [M-5] findexternal( ), [M-6] Glossary
pi built-in variable, [U] 11.3 Naming conventions pointmass density, [FMM] Glossary
pi() function, [M-5] sin( ) points, connecting, [G-3] connect options,
[G-4] connectstyle
pi, value of, [U] 11.3 Naming conventions,
[U] 13.4 System variables ( variables) poisson() function, [FN] Statistical functions
pie charts, [G-2] graph pie Poisson
pie, graph subcommand, [G-2] graph pie distribution,
piece macro extended function, [P] macro confidence intervals, [R] ci
piecewise cumulative, [FN] Statistical functions
cubic functions, [R] mkspline inverse cumulative, [FN] Statistical functions
linear functions, [R] mkspline inverse reverse cumulative, [FN] Statistical
functions
Pillai’s trace statistic, [MV] canon, [MV] manova,
[MV] mvtest means, [MV] Glossary regression, see Poisson regression
pinnable, set subcommand, [R] set reverse cumulative, [FN] Statistical functions
Subject index 293
Poisson, continued population parameter, [PSS] power, [PSS] power

probability mass function, [FN] Statistical functions onemean, [PSS] power twomeans, [PSS] power
regression, [FMM] fmm, [FMM] fmm: poisson, pairedmeans, [PSS] power oneproportion,
[FMM] example 2, [R] nbreg, [R] poisson, [PSS] power twoproportions, [PSS] power
[SEM] example 34g, [SEM] example 39g, pairedproportions, [PSS] power onevariance,
[SEM] example 53g, [SEM] example 54g, [PSS] power twovariances, [PSS] power
[SEM] Glossary, [ST] stcox, [SVY] svy onecorrelation, [PSS] power twocorrelations,
estimation [PSS] power oneway, [PSS] power twoway,
Bayesian, [BAYES] bayes, [BAYES] bayesmh [PSS] power repeated, [PSS] unbalanced
censored, [R] cpoisson designs, see target, parameter
fixed-effects, [XT] xtpoisson population pyramid, [G-2] graph twoway bar
generalized linear model, [FMM] fmm: glm, population size, [PSS] power, [PSS] power onemean,
[R] glm [PSS] power pairedmeans
mixed-effects, [ME] mepoisson, population standard deviation, see subpopulation,
[ME] meqrpoisson standard deviations of
model, [XT] Glossary population standard errors, [ERM] intro 5
population-averaged, [XT] xtgee, [XT] xtpoisson population-averaged model, [XT] xtcloglog, [XT] xtgee,
[XT] xtlogit, [XT] xtnbreg, [XT] xtpoisson,
random-effects, [XT] xtpoisson
[XT] xtprobit, [XT] xtreg, [XT] xtstreg,
truncated, [FMM] fmm: tpoisson, [R] tpoisson [XT] Glossary
with sample selection, [R] heckpoisson populations,
zero-inflated, [R] zip diagnostic plots, [R] diagnostic plots
poisson command, [R] nbreg, [R] poisson, examining, [R] histogram, [R] lv, [R] spikeplot,
[R] poisson postestimation [R] stem, [R] summarize, [R] table
poisson() function, [M-5] normal( ) standard, [R] dstdize
poissonp() function, [FN] Statistical functions, testing equality of, see distributions, testing equality
[M-5] normal( ) of
poissontail() function, [FN] Statistical functions, testing for normality, [R] sktest, [R] swilk
[M-5] normal( )
Portable Document Format, [G-2] graph export,
polar coordinates, [D] range [R] translate
policy, estat subcommand, [DSGE] dsge create, [M-5] Pdf*( ), [P] putpdf
postestimation, [DSGE] estat policy
Portable Network Graphics, [G-2] graph export,
policy matrix, [DSGE] estat policy, [DSGE] Glossary [G-3] png options
polyadd() function, [M-5] polyeval( ) portmanteau statistic, [TS] corrgram, [TS] wntestq,
polyderiv() function, [M-5] polyeval( ) [TS] Glossary
polydiv() function, [M-5] polyeval( ) positive effect size, [PSS] power, [PSS] Glossary
polyeval() function, [M-5] polyeval( ) post command, [P] postfile
polyinteg() function, [M-5] polyeval( ) post, ereturn subcommand, [P] ereturn,
polymorphism, [P] class [P] makecns, [P] return
polymult() function, [M-5] polyeval( ) postclose command, [P] postfile
polynomial smoothing, see local polynomial smoothing posterior
polynomials, [M-5] polyeval( ) distribution, [BAYES] intro, [BAYES] bayesian
fractional, [R] fp, [R] mfp commands, [BAYES] bayes, [BAYES] bayesmh,
orthogonal, [R] orthog [BAYES] Glossary
smoothing, see local polynomial interval, see credible interval
polyroots() function, [M-5] polyeval( ) mean, [BAYES] intro, [BAYES] bayesian
polysolve() function, [M-5] polyeval( ) commands, [BAYES] bayes, [BAYES] bayesmh,
polytomous, [IRT] Glossary [BAYES] bayesstats summary, [IRT] irt 1pl
polytomous logistic regression, [SVY] svy estimation postestimation, [IRT] irt 2pl postestimation,
polytomous outcome model, see outcomes, polytomous [IRT] irt 3pl postestimation, [IRT] irt grm
postestimation, [IRT] irt nrm postestimation,
polytrim() function, [M-5] polyeval( )
[IRT] irt pcm postestimation, [IRT] irt rsm
POMs, see potential-outcome means
postestimation, [IRT] irt hybrid postestimation,
pooled estimates, [R] epitab [IRT] Glossary, [ME] mecloglog postestimation,
pooled estimator, [XT] Glossary [ME] meglm postestimation, [ME] meintreg
pooling step, [MI] intro substantive, [MI] mi estimate, postestimation, [ME] melogit postestimation,
[MI] mi estimate using, [MI] mi predict [ME] menbreg postestimation, [ME] meologit
population attributable risk, [R] epitab postestimation, [ME] meoprobit postestimation,
population error, [SEM] estat gof, [SEM] example 4 [ME] mepoisson postestimation, [ME] meprobit
postestimation, [ME] mestreg postestimation,
294 Subject index
posterior mean, continued postestimation, continued

[ME] metobit postestimation, [ME] Glossary [TS] estat acplot, [TS] estat aroots, [TS] estat
mode, [BAYES] intro, [IRT] irt 1pl postestimation, sbcusum, [TS] estat sbknown, [TS] estat
[IRT] irt 2pl postestimation, [IRT] irt 3pl sbsingle, [TS] fcast compute, [TS] fcast graph,
postestimation, [IRT] irt grm postestimation, [TS] irf, [TS] psdensity, [TS] vargranger,
[IRT] irt nrm postestimation, [IRT] irt [TS] varlmar, [TS] varnorm, [TS] varsoc,
pcm postestimation, [IRT] irt rsm [TS] varstable, [TS] varwle, [TS] veclmar,
postestimation, [IRT] irt hybrid postestimation, [TS] vecnorm, [TS] vecstable
[IRT] Glossary, [ME] mecloglog postestimation, interface, [R] postest
[ME] meglm postestimation, [ME] meintreg Postestimation Selector, [R] postest
postestimation, [ME] melogit postestimation, postfile command, [P] postfile
[ME] menbreg postestimation, [ME] meologit PostScript, [G-2] graph export, [G-3] eps options,
postestimation, [ME] meoprobit postestimation, [G-3] ps options, [G-4] text
[ME] mepoisson postestimation, [ME] meprobit poststratification, [SVY] poststratification,
postestimation, [ME] mestreg postestimation, [SVY] Glossary
[ME] metobit postestimation, [ME] Glossary
posttreatment mean, see means, posttreatment
odds, [BAYES] intro, [BAYES] bayesian
postulated value, [PSS] power, [PSS] Glossary
commands, [BAYES] bayesstats ic,
[BAYES] bayestest model, [BAYES] Glossary postutil
predictive distribution, [BAYES] intro, clear command, [P] postfile
[BAYES] Glossary dir command, [P] postfile
probabilities, [BAYES] intro, [BAYES] bayesian potential outcome, [ERM] intro 6, [ERM] eintreg,
commands, [BAYES] bayesmh, [ERM] eoprobit, [ERM] eprobit,
[BAYES] bayestest interval, [BAYES] bayestest [ERM] eregress, [ERM] Glossary,
model, [MV] Glossary [TE] eteffects, [TE] etpoisson, [TE] etpoisson
postest command, [R] postest postestimation, [TE] etregress, [TE] tebalance
box, [TE] tebalance density, [TE] tebalance
postestimation
overid, [TE] tebalance summarize, [TE] teffects
command, [BAYES] bayesgraph, intro, [TE] teffects intro advanced, [TE] teffects
[BAYES] bayesstats ess, [BAYES] bayesstats aipw, [TE] teffects ipw, [TE] teffects ipwra,
ic, [BAYES] bayesstats summary, [TE] teffects nnmatch, [TE] teffects overlap,
[BAYES] bayestest interval, [BAYES] bayestest [TE] teffects postestimation, [TE] teffects
model, [DSGE] estat policy, [DSGE] estat psmatch, [TE] teffects ra, [TE] Glossary
stable, [DSGE] estat transition, [ERM] estat
potential spillover effects, see spillover effects
teffects, [FMM] estat eform, [FMM] estat
lcmean, [FMM] estat lcprob, [ME] estat df, potential-outcome means, [ERM] intro 5,
[ME] estat group, [ME] estat icc, [ME] estat [ERM] intro 6, [ERM] predict treatment,
recovariance, [ME] estat sd, [ME] estat [ERM] Glossary, [TE] eteffects, [TE] teffects
wcorrelation, [MI] mi estimate postestimation, intro, [TE] teffects intro advanced, [TE] teffects
[P] estat programming, [R] contrast, [R] estat, aipw, [TE] teffects ipw, [TE] teffects ipwra,
[R] estat gof, [R] estat ic, [R] estat summarize, [TE] teffects multivalued, [TE] teffects ra,
[R] estat vce, [R] estimates, [R] hausman, [TE] Glossary
[R] lincom, [R] linktest, [R] lrtest, [R] margins, survival time, [TE] stteffects ipw, [TE] stteffects
[R] margins, contrast, [R] margins, ipwra, [TE] stteffects ra, [TE] stteffects wra
pwcompare, [R] marginsplot, [R] nlcom, poverty indices, [R] inequality
[R] postest, [R] predict, [R] predictnl, power, [M-2] op arith, [M-2] op colon,
[R] pwcompare, [R] suest, [R] test, [R] testnl, [M-5] matpowersym( ), [PSS] Glossary,
[SEM] estat eform, [SEM] estat eqgof, [ST] Glossary, [U] 19.3 The power command,
[SEM] estat eqtest, [SEM] estat framework, [U] 26.29 Power and sample-size analysis
[SEM] estat ggof, [SEM] estat ginvariant, analysis, see power and sample-size analysis
[SEM] estat gof, [SEM] estat lcgof, [SEM] estat and sample-size analysis, [PSS] GUI, [PSS] power,
lcmean, [SEM] estat lcprob, [SEM] estat [PSS] power usermethod, [PSS] power
mindices, [SEM] estat residuals, [SEM] estat onemean, [PSS] power twomeans, [PSS] power
scoretests, [SEM] estat sd, [SEM] estat stable, pairedmeans, [PSS] power oneproportion,
[SEM] estat stdize, [SEM] estat summarize, [PSS] power twoproportions, [PSS] power
[SEM] estat teffects, [SP] estat moran, pairedproportions, [PSS] power onevariance,
[ST] stcurve, [ST] stintreg postestimation, [PSS] power twovariances, [PSS] power
[SVY] estat, [SVY] svy postestimation, onecorrelation, [PSS] power twocorrelations,
[TE] stteffects postestimation, [TE] tebalance [PSS] power oneway, [PSS] power twoway,
box, [TE] tebalance density, [TE] tebalance [PSS] power repeated, [PSS] power oneslope,
overid, [TE] tebalance summarize, [TE] teffects [PSS] power rsquared, [PSS] power pcorr,
overlap, [TE] teffects postestimation, [PSS] power cmh, [PSS] power mcc,
Subject index 295
power and sample-size analysis, continued power, continued

[PSS] power trend, [PSS] power cox, pcorr command, [PSS] power pcorr
[PSS] power exponential, [PSS] power logrank, repeated command, [PSS] power repeated
[PSS] unbalanced designs, [PSS] Glossary rsquared command, [PSS] power rsquared
goals of, [PSS] intro trend command, [PSS] power trend
prospective, [PSS] intro twocorrelations command, [PSS] power
retrospective, [PSS] intro twocorrelations
autoregressive conditional heteroskedasticity, twomeans command, [PSS] power twomeans,
[TS] arch [PSS] power twomeans, cluster
curve, [PSS] power, [PSS] power usermethod, twoproportions command, [PSS] power
[PSS] power, graph, [PSS] Glossary twoproportions, [PSS] power twoproportions,
determination, [PSS] power, [PSS] power cluster
usermethod, [PSS] power onemean, twovariances command, [PSS] power
[PSS] power twomeans, [PSS] power twovariances
pairedmeans, [PSS] power oneproportion, twoway command, [PSS] power twoway
[PSS] power twoproportions, [PSS] power power, raise to, function, see arithmetic operators
pairedproportions, [PSS] power onevariance,
pperron command, [TS] pperron
[PSS] power twovariances, [PSS] power
onecorrelation, [PSS] power twocorrelations, pragma, [M-2] pragma, [M-6] Glossary
[PSS] power oneway, [PSS] power twoway, pragma unset, [M-2] pragma
[PSS] power repeated, [PSS] power oneslope, pragma unused, [M-2] pragma
[PSS] power rsquared, [PSS] power pcorr, prais command, [TS] prais, [TS] prais postestimation
[PSS] power cmh, [PSS] power mcc, Prais–Winsten regression, [TS] prais, [TS] prais
[PSS] power trend, [PSS] power cox, postestimation, [TS] Glossary, [XT] xtpcse
[PSS] power exponential, [PSS] power logrank, precision, [U] 13.12 Precision and problems therein
[PSS] unbalanced designs, [PSS] Glossary predetermined variable, [DSGE] Glossary,
function, [PSS] Glossary [XT] Glossary
graph, see power curve predict command, [P] predict
graphical output, [PSS] power, graph predict command, [ERM] intro 4, [ERM] intro 6,
regress, [PSS] power, [PSS] power oneslope, [ERM] eintreg predict, [ERM] eoprobit predict,
[PSS] power rsquared, [PSS] power pcorr [ERM] eprobit predict, [ERM] eregress predict,
tabular output, [PSS] power, table [ERM] predict advanced, [ERM] predict
transformations, [R] boxcox, [R] lnskew0 treatment, [P] ereturn, [P] estimates,
user-defined, [PSS] power usermethod [R] predict, [R] regress postestimation,
power [SEM] intro 7, [SEM] example 14,
[SEM] example 28g, [SEM] predict
cmh command, [PSS] power cmh
after gsem, [SEM] predict after sem,
command, [PSS] intro, [PSS] GUI, [PSS] power, [SVY] svy postestimation, [TE] stteffects
[PSS] power usermethod, [PSS] power, graph, postestimation, [TE] teffects postestimation,
[PSS] power, table [U] 20.11 Obtaining predicted values
cox command, [PSS] power cox predict, estat subcommand, [R] exlogistic
exponential command, [PSS] power exponential postestimation
logrank command, [PSS] power logrank, predict, mi subcommand, [MI] mi predict
[PSS] power logrank, cluster predictions, [R] predict, [R] predictnl, [SVY] svy
mcc command, [PSS] power mcc postestimation, see multiple imputation,
onecorrelation command, [PSS] power prediction
onecorrelation obtaining after estimation, [MI] mi predict,
onemean command, [PSS] power onemean, [P] predict
[PSS] power onemean, cluster standard error of, [R] glm, [R] predict, [R] regress
oneproportion command, [PSS] power postestimation
oneproportion, [PSS] power oneproportion, predictive margins, [SVY] Glossary,
cluster [U] 20.16 Obtaining marginal means, adjusted
oneslope command, [PSS] power oneslope predictions, and predictive margins
onevariance command, [PSS] power onevariance predictive mean matching imputation, see imputation,
oneway command, [PSS] power oneway predictive mean matching
pairedmeans command, [PSS] power pairedmeans predictnl command, [R] predictnl, [SVY] svy
pairedproportions command, [PSS] power postestimation
pairedproportions predictnl, mi subcommand, [MI] mi predict
296 Subject index
prefix command, [BAYES] bayes, [FMM] fmm, probit regression, continued

[R] bootstrap, [R] fp, [R] jackknife, [R] mfp, mixed-effects, [ME] meprobit, also see ordered
[R] nestreg, [R] permute, [R] simulate, probit regression
[R] stepwise, [R] xi, [U] 11.1.10 Prefix multilevel
commands Bayesian, [BAYES] bayes: meprobit
Pregibon delta beta influence statistic, see delta beta multinomial, [R] mprobit
influence statistic ordered, [ERM] eoprobit, [ERM] example 3b,
preprocessor commands, [R] #review [ERM] example 6a, [ERM] example 6b,
preserve command, [P] preserve [FMM] fmm: oprobit, [R] heckoprobit,
preserving data, [P] preserve [R] oprobit
pretreatment mean, see means, pretreatment population-averaged, [XT] xtgee, [XT] xtprobit
prevalence studies, see case–control data random-effects, [XT] xtoprobit, [XT] xtprobit
prevented fraction, [R] epitab two-equation, [R] biprobit
prewhiten, [XT] Glossary with endogenous covariates, [R] ivprobit, [SVY] svy
primary sampling unit, [SVY] svydescribe, estimation
[SVY] svyset, [SVY] Glossary with sample selection, [R] heckprobit, [SVY] svy
priming values, [TS] Glossary estimation
principal zero-inflated ordered, [R] zioprobit
component analysis, [MV] pca, [MV] Glossary procedure codes, [D] icd, [D] icd9p, [D] icd10pcs
factors analysis, [MV] factor processors, set subcommand, [R] set
print command, [R] translate procoverlay command, [MV] procrustes
print, graph subcommand, [G-2] graph print postestimation
printcolor, set subcommand, [G-2] set printcolor, procrustes command, [MV] procrustes,
[R] set [MV] procrustes postestimation
printf() function, [M-5] printf( ) Procrustes rotation, [MV] procrustes, [MV] Glossary
printing graphs, [G-2] graph print, [G-3] pr options Procrustes transformation, see Procrustes rotation
exporting options, [G-2] graph set product, [M-2] op arith, [M-2] op colon,
settings, [G-2] graph set [M-2] op kronecker, [M-5] cross( ),
printing, logs (output), [R] translate, [U] 15 Saving [M-5] crossdev( ), [M-5] quadcross( )
and printing output—log files production
prior distribution, [BAYES] intro, [BAYES] bayesian frontier model, [R] frontier, [XT] xtfrontier
commands, [BAYES] bayes, [BAYES] bayesmh, function, [XT] Glossary
[BAYES] Glossary product-moment correlation, [R] correlate
prior odds, [BAYES] intro, [BAYES] bayesian between ranks, [R] spearman
commands, [BAYES] bayesstats ic, profile plots, [R] marginsplot
[BAYES] bayestest model, [BAYES] Glossary profiles, estat subcommand, [MV] ca
prior probabilities, [BAYES] intro, [BAYES] bayesian postestimation
commands, [BAYES] bayesmh, program
[BAYES] bayestest model, [MV] Glossary define command, [P] plugin, [P] program,
private, [M-2] class [P] program properties
probability dir command, [P] program
of a type I error, [PSS] power, [PSS] Glossary drop command, [P] program
of a type II error, [PSS] power, [PSS] Glossary list command, [P] program
weight, see sampling weight program properties, [P] program properties
probit command, [R] probit, [R] probit programmer’s commands and utilities, [MI] mi select,
postestimation [MI] styles, [MI] technical
probit regression, [ERM] intro 2, [ERM] eprobit, programming, [P] syntax
[ERM] example 3a, [ERM] example 4a, cluster analysis, [MV] cluster programming
[FMM] fmm: probit, [R] probit, utilities
[SEM] Glossary, [SVY] svy estimation cluster subcommands, [MV] cluster programming
alternative-specific multinomial probit, subroutines
[R] asmprobit cluster utilities, [MV] cluster programming
alternative-specific rank-ordered, [R] asroprobit subroutines
bivariate, [ERM] example 5, [R] biprobit dialog, [P] dialog programming
generalized estimating equations, [XT] xtgee estat, [P] estat programming
generalized linear model, [FMM] fmm: glm, estimation commands, [P] estimation command
[R] glm functions, [M-4] programming
heteroskedastic, [R] hetprobit limits, [R] limits
Subject index 297
programming, continued proportions, continued

Mac, [P] window programming, [P] window estimating, [R] proportion, [U] 26.2 Means,
fopen, [P] window manage, [P] window menu, proportions, and related statistics
[P] window push, [P] window stopbox experimental-group, [PSS] power twoproportions,
menus, [P] window programming, [P] window [PSS] power cmh
menu independent, see proportions, two-sample
rotations, [MV] rotate marginal, [PSS] power pairedproportions,
use, [M-1] ado [PSS] Glossary
Windows, [P] window programming, [P] window of exposed cases, [PSS] power mcc
fopen, [P] window manage, [P] window menu, of exposed controls, [PSS] power mcc
[P] window push, [P] window stopbox one-sample, [PSS] power oneproportion
programs, clear subcommand, [D] clear cluster randomized design, [PSS] power
programs, oneproportion, cluster
adding comments to, [P] comments paired, [PSS] power pairedproportions
community-contributed, see ado-files stratified test, [PSS] power cmh
debugging, [P] trace survey data, [SVY] svy estimation,
dropping, [P] discard [SVY] svy: tabulate oneway,
looping, [P] continue [SVY] svy: tabulate twoway
Project Manager, [P] Project Manager test of marginal homogeneity, [PSS] power mcc
projection matrix, diagonal elements of, [R] binreg testing equality of, [R] bitest, [R] prtest
postestimation, [R] clogit postestimation, two-sample, [PSS] power twoproportions,
[R] glm postestimation, [R] logistic [PSS] power pairedproportions
postestimation, [R] logit postestimation, cluster randomized design, [PSS] power
[R] regress postestimation, [R] rreg twoproportions, cluster
postestimation proportions,
projection plot, [G-2] graph twoway contour, ci subcommand, [R] ci
[G-2] graph twoway contourline cii subcommand, [R] ci
projmanager command, [P] Project Manager proposal distribution, [BAYES] intro,
promax power rotation, [MV] rotate, [MV] rotatemat, [BAYES] bayesmh, [BAYES] bayesgraph,
[MV] Glossary [BAYES] Glossary
promax rotation, [MV] rotate prospective study, [PSS] power, [PSS] Glossary,
propensity score, [TE] stteffects postestimation, [R] epitab, also see incidence studies
[TE] teffects intro, [TE] teffects intro advanced, protected, [M-2] class
[TE] teffects postestimation, [TE] teffects proximity, [MV] Glossary
psmatch, [TE] Glossary proximity matrix, [SP] Glossary
propensity-score matching, [TE] teffects intro, prtest command, [R] prtest
[TE] teffects intro advanced, [TE] teffects
prtesti command, [R] prtest
psmatch, [TE] Glossary
PS, see PostScript
proper imputation method, [MI] intro substantive
psdensity command, [TS] psdensity
proper values, [M-5] eigensystem( )
pseudo R-squared, [R] maximize
properties, [P] program properties
pseudoconvergence, [BAYES] intro,
properties macro extended function, [P] macro
[BAYES] bayesmh, [BAYES] bayesgraph,
proportion command, [R] proportion, [BAYES] Glossary
[R] proportion postestimation
pseudofunctions, [D] datetime, [FN] Programming
proportional functions, [FN] Random-number functions
hazards model, [ST] Glossary, [SVY] svy pseudoguessing parameter, [IRT] irt 3pl
estimation, also see Cox proportional hazards
pseudoinverse, [M-5] pinv( )
model
pseudolikelihood, [SVY] Glossary
hazards models, see survival analysis
pseudosigmas, [R] lv
odds assumption, [FMM] fmm: ologit, [R] ologit
psi function, [FN] Mathematical functions
relaxed, [R] slogit
psmatch, teffects subcommand, [TE] teffects
odds model, [FMM] fmm: ologit, [R] ologit
psmatch
sampling, [D] sample, [R] bootstrap
PSS analysis, see power and sample-size analysis
proportions, [PSS] power
PSS Control Panel, [PSS] GUI, [PSS] Glossary
confidence intervals for, [R] ci
pstyle, [G-4] pstyle
control-group, [PSS] power twoproportions,
pstyle() option, [G-2] graph twoway scatter,
[PSS] power cmh
[G-3] rspike options, [G-4] pstyle
correlated, see proportions, paired
PSU, see primary sampling unit
discordant, [PSS] power pairedproportions
298 Subject index
.ptrace file, [MI] mi impute mvn, [MI] mi ptrace qda, discrim subcommand, [MV] discrim qda
ptrace, mi subcommand, [MI] mi ptrace qfit, graph twoway subcommand, [G-2] graph
public, [M-2] class twoway qfit
push, window subcommand, [P] window qfitci, graph twoway subcommand, [G-2] graph
programming, [P] window push twoway qfitci
putdocx qladder command, [R] ladder
append command, [P] putdocx QML, see quasimaximum likelihood
begin command, [P] putdocx qnorm command, [R] diagnostic plots
clear command, [P] putdocx qofd() function, [D] datetime, [FN] Date and time
command, [P] putdocx functions, [M-5] date( )
describe command, [P] putdocx qqplot command, [R] diagnostic plots
image command, [P] putdocx QR decomposition, [M-5] qrd( ), [ME] meqrlogit,
pagebreak command, [P] putdocx [ME] meqrpoisson, [ME] Glossary
paragraph command, [P] putdocx qrd() function, [M-5] qrd( )
save command, [P] putdocx qrdp() function, [M-5] qrd( )
table command, [P] putdocx qreg command, [R] qreg, [R] qreg postestimation
text command, [P] putdocx qrinv() function, [M-5] qrinv( )
putexcel qrinv() function, [M-5] qrinv( )
clear command, [P] putexcel, [P] putexcel qrsolve() function, [M-5] qrsolve( )
advanced qrsolve() function, [M-5] qrsolve( )
command, [P] putexcel, [P] putexcel advanced qtolerance() option, [R] maximize
describe command, [P] putexcel, [P] putexcel quad precision, [M-5] mean( ), [M-5] quadcross( ),
advanced [M-5] runningsum( ), [M-5] sum( )
set command, [P] putexcel, [P] putexcel advanced quadchk command, [XT] quadchk
putmata command, [D] putmata quadcolsum() function, [M-5] sum( )
putpdf quadcorrelation() function, [M-5] mean( )
begin command, [P] putpdf quadcross() function, [M-5] quadcross( )
clear command, [P] putpdf quadcrossdev() function, [M-5] quadcross( )
command, [P] putpdf quadmeanvariance() function, [M-5] mean( )
describe command, [P] putpdf quadrant() function, [M-5] sign( )
image command, [P] putpdf quadratic discriminant analysis, [MV] discrim qda,
pagebreak command, [P] putpdf [MV] Glossary
paragraph command, [P] putpdf quadratic terms, [SVY] svy postestimation
save command, [P] putpdf quadrature, [SEM] Glossary, [XT] Glossary
table command, [P] putpdf Gauss–Hermite, [IRT] irt 1pl, [IRT] irt 2pl,
text command, [P] putpdf [IRT] irt 3pl, [IRT] irt grm, [IRT] irt
nrm, [IRT] irt pcm, [IRT] irt rsm,
p-value, [PSS] Glossary
[IRT] irt hybrid, [IRT] Glossary, [ME] me,
pwcompare command, [R] pwcompare, [ME] mecloglog, [ME] meglm, [ME] meintreg,
[R] pwcompare postestimation, [SEM] intro 7, [ME] melogit, [ME] menbreg, [ME] meologit,
[SVY] svy postestimation, [U] 20.18 Obtaining [ME] meoprobit, [ME] mepoisson,
pairwise comparisons [ME] meprobit, [ME] meqrlogit,
pwcorr command, [R] correlate [ME] meqrpoisson, [ME] mestreg,
pwd command, [D] cd [ME] metobit, [ME] mixed, [ME] Glossary,
pwd() function, [M-5] chdir( ) [SEM] methods and formulas for gsem,
pweight, see sampling weight [XT] quadchk
[pweight=exp] modifier, [U] 11.1.6 weight, mean–variance adaptive Gauss–Hermite, [IRT] irt
[U] 20.24.3 Sampling weights 1pl, [IRT] irt 2pl, [IRT] irt 3pl, [IRT] irt grm,
pwmean command, [R] pwmean, [R] pwmean [IRT] irt nrm, [IRT] irt pcm, [IRT] irt rsm,
postestimation [IRT] irt hybrid, [IRT] Glossary, [ME] me,
pyramid, population, [G-2] graph twoway bar [ME] mecloglog, [ME] meglm, [ME] meintreg,
[ME] melogit, [ME] menbreg, [ME] meologit,
Q [ME] meprobit, [ME] meqrlogit,
Q–Q plot, [R] diagnostic plots [ME] meqrpoisson, [ME] mestreg,
Q statistic, see portmanteau statistic [ME] metobit, [ME] mixed, [ME] Glossary,
[SEM] methods and formulas for gsem
qc charts, see quality control charts
qchi command, [R] diagnostic plots
QDA, see quadratic discriminant analysis
Subject index 299
quadrature, continued quantile–normal plots, [R] diagnostic plots

mode-curvature adaptive Gauss–Hermite, [IRT] irt quantile plots, [G-2] graph other, [R] diagnostic plots
1pl, [IRT] irt 2pl, [IRT] irt 3pl, [IRT] irt grm, quantile–quantile plots, [G-2] graph other,
[IRT] irt nrm, [IRT] irt pcm, [IRT] irt rsm, [R] diagnostic plots
[IRT] irt hybrid, [IRT] Glossary, [ME] me, quantile regression, [R] qreg
[ME] mecloglog, [ME] meglm, [ME] meintreg, quantiles, see percentiles
[ME] melogit, [ME] menbreg, [ME] meologit, quantiles, estat subcommand, [MV] mds
[ME] meoprobit, [ME] mepoisson, postestimation
quarter() function, [D] datetime, [FN] Date and
[ME] meqrpoisson, [ME] mestreg,
time functions, [M-5] date( )
[ME] metobit, [ME] mixed, [ME] Glossary,
[SEM] methods and formulas for gsem quarterly() function, [D] datetime, [D] datetime
translation, [FN] Date and time functions,
nonadaptive Gauss–Hermite, see quadrature, Gauss–
[M-5] date( )
Hermite
quartimax rotation, [MV] rotate, [MV] rotatemat,
quadrowsum() function, [M-5] sum( )
[MV] Glossary
quadrunningsum() function, [M-5] runningsum( )
quartimin rotation, [MV] rotate, [MV] rotatemat,
quadrunningsum() function, [M-5] runningsum( ) [MV] Glossary
quadsum() function, [M-5] sum( ) quasimaximum likelihood, [SEM] Glossary
quadvariance() function, [M-5] mean( ) query
qualitative dependent variables, [BAYES] bayesmh, command, [R] query
[BAYES] bayes: binreg,
efficiency command, [R] query
[BAYES] bayes: biprobit,
[BAYES] bayes: clogit, [BAYES] bayes: cloglog, graphics command, [G-2] set graphics, [G-2] set
[BAYES] bayes: glm, [BAYES] bayes: heck- printcolor, [G-2] set scheme, [R] query
oprobit, [BAYES] bayes: heck- interface command, [R] query
probit, [BAYES] bayes: hetprobit, mata command, [R] query
[BAYES] bayes: logistic, [BAYES] bayes: logit, memory command, [D] memory, [R] query
[BAYES] bayes: mecloglog, network command, [R] query
[BAYES] bayes: melogit, [BAYES] bayes: me- other command, [R] query
ologit, [BAYES] bayes: meopro- output command, [R] query
bit, [BAYES] bayes: meprobit, trace command, [R] query
[BAYES] bayes: mlogit, unicode command, [R] query
[BAYES] bayes: mprobit, update command, [R] query
[BAYES] bayes: ologit, [BAYES] bayes: opro-
query,
bit, [BAYES] bayes: probit, [ERM] eopro-
bit, [ERM] eprobit, [FMM] fmm: cloglog, cluster subcommand, [MV] cluster programming
[FMM] fmm: glm, [FMM] fmm: logit, utilities
[FMM] fmm: mlogit, [FMM] fmm: ologit, estimates subcommand, [R] estimates store
[FMM] fmm: oprobit, [FMM] fmm: profile subcommand, [P] file
bit, [IRT] irt 1pl, [IRT] irt 2pl, [IRT] irt 3pl, forecast subcommand, [TS] forecast query
[IRT] irt grm, [IRT] irt nrm, [IRT] irt pcm, graph subcommand, [G-2] graph query
[IRT] irt rsm, [IRT] irt hybrid, [ME] mecloglog, icd10cm subcommand, [D] icd10cm
[ME] meglm, [ME] melogit, [ME] meologit, icd10pcs subcommand, [D] icd10pcs
[ME] meoprobit, [ME] meprobit, [ME] meqr- icd10 subcommand, [D] icd10
logit, [R] asclogit, [R] asmixlogit, [R] asmpro- icd9 subcommand, [D] icd9
bit, [R] asroprobit, [R] binreg, [R] biprobit,
icd9p subcommand, [D] icd9p
[R] brier, [R] clogit, [R] cloglog, [R] cusum,
[R] exlogistic, [R] glm, [R] heckoprobit, log subcommand, [R] log
[R] heckprobit, [R] hetprobit, [R] ivprobit, mi subcommand, [MI] mi describe
[R] logistic, [R] logit, [R] mlogit, [R] mprobit, ml subcommand, [R] ml
[R] nlogit, [R] ologit, [R] oprobit, [R] probit, net subcommand, [R] net
[R] rocfit, [R] rocreg, [R] rologit, [R] scobit, odbc subcommand, [D] odbc
[R] slogit, [SVY] svy estimation, [U] 26.4 Bi- translator subcommand, [R] translate
nary outcomes, [U] 26.6 Ordinal outcomes, transmap subcommand, [R] translate
[U] 26.7 Categorical outcomes, [U] 26.14.3 Dis- update subcommand, [R] update
crete outcomes with panel data, [XT] xtcloglog, webuse subcommand, [D] webuse
[XT] xtgee, [XT] xtlogit, [XT] xtologit,
querybreakintr() function, [M-5] setbreakintr( )
[XT] xtoprobit, [XT] xtprobit
quick reference, [D] data types, [D] missing values
quality control charts, [G-2] graph other, [R] qc,
quietly prefix, [P] quietly
[R] serrbar
quit Mata, [M-3] end
quantile command, [R] diagnostic plots
quitting Stata, see exit command
300 Subject index
quotes random-effects model, [ME] Glossary, [R] anova,

to delimit strings, [U] 18.3.5 Double quotes [R] loneway, [SEM] example 38g,
to expand macros, [P] macro, [U] 18.3.1 Local [SEM] Glossary, [SP] spxtregress,
macros [XT] xtabond, [XT] xtcloglog, [XT] xtdpd,
[XT] xtdpdsys, [XT] xtgee, [XT] xthtaylor,
[XT] xtintreg, [XT] xtivreg, [XT] xtlogit,
R [XT] xtnbreg, [XT] xtologit, [XT] xtoprobit,
r() function, [FN] Programming functions
[XT] xtregar, [XT] xtstreg, [XT] xttobit,
r() stored results, [P] discard, [P] return, [R] stored [XT] Glossary
results, [U] 18.8 Accessing results calculated by
multilevel mixed-effects models, [ME] me,
other programs, [U] 18.10.1 Storing results in
[ME] mecloglog, [ME] meglm, [ME] meintreg,
r()
[ME] melogit, [ME] menbreg, [ME] menl,
r(functions) macro extended function, [P] macro [ME] meologit, [ME] meoprobit,
r(macros) macro extended function, [P] macro [ME] mepoisson, [ME] meprobit,
r(matrices) macro extended function, [P] macro [ME] meqrlogit, [ME] meqrpoisson,
r(scalars) macro extended function, [P] macro [ME] mestreg, [ME] metobit, [ME] mixed
R charts, [G-2] graph other randomized controlled trial study, [PSS] power,
R dates, [D] datetime [PSS] Glossary
r1title() option, [G-3] title options random-number
R2 , [PSS] power, [PSS] power rsquared, [PSS] power function, [FN] Random-number functions,
pcorr, [PSS] Glossary, [SEM] estat eqgof, also [M-5] runiform( ), [R] set rng, [R] set
see coefficient of determination rngstream, [R] set seed, [D] generate
r2title() option, [G-3] title options generator, [FN] Random-number functions,
ra, stteffects subcommand, [TE] stteffects ra [M-5] runiform( ), [R] set seed
ra, teffects subcommand, [ERM] example 2a, generator setting, [R] set rng, [R] set rngstream
[ERM] example 2b, [TE] teffects ra seed, [BAYES] bayes, [BAYES] bayesmh, [MI] mi
radians, [FN] Mathematical functions impute, [R] set seed
raise to a power function, [U] 13.2.1 Arithmetic random-order test, [R] runtest
operators range
Ramsey test, [R] regress postestimation chart, [R] qc
random of data, [D] codebook, [D] inspect, [R] lv,
coefficient, [BAYES] bayesmh, [ME] Glossary [R] stem, [R] summarize, [R] table, [R] tabstat,
effects, [BAYES] Glossary, [PSS] Glossary [XT] xtsum
linear form, [BAYES] Glossary operators, [M-2] op range
parameters, [BAYES] Glossary plots, [G-3] rcap options
variable, [BAYES] Glossary spikes, [G-3] rspike options
intercept, [BAYES] bayesmh, [ME] Glossary, subscripts, see subscripts
[SEM] example 38g vector, [M-5] range( )
model parameter, [BAYES] intro, range command, [D] range
[BAYES] bayesian commands, range() function, [M-5] range( )
[BAYES] bayesmh rangen() function, [M-5] range( )
numbers, normally distributed, [FN] Random- rank, [M-5] rank( ), [M-6] Glossary
number functions, [M-5] runiform( ), rank correlation, [R] spearman
[R] set rng, [R] set rngstream, [R] set seed, rank(), egen function, [D] egen
[D] generate rank() function, [M-5] rank( )
order, test for, [R] runtest ranking data, [R] rologit
sample, [D] sample, [R] bootstrap, [U] 21.3 If you rank-order statistics, [D] egen, [R] signrank,
run out of memory [R] spearman
slope, [SEM] example 38g rank-ordered logistic regression, see outcomes, rank
variates, [FN] Random-number functions, ranks of observations, [D] egen
[R] set rng, [R] set rngstream, [R] set seed,
ranksum command, [R] ranksum
[M-5] runiform( )
Rao’s canonical-factor method, [MV] factor
walk, [TS] Glossary
rarea, graph twoway subcommand, [G-2] graph
random-coefficients
twoway rarea
linear regression, [XT] xtrc
Rasch models, see item response theory
model, [U] 26.14.1 Continuous outcomes with
rate ratio, [R] epitab, [ST] stir, [ST] stptime,
panel data, [XT] Glossary
[ST] stsum, see incidence-rate ratio
rating scale model, [IRT] Glossary
Subject index 301
ratio command, [R] ratio, [R] ratio postestimation receiver operating characteristic analysis, continued
ratio of sample sizes, see allocation ratio parametric analysis without covariates, [R] rocfit
rational expectations, [DSGE] Glossary regression models, [R] rocreg
ratios, estimating, [R] ratio, [U] 26.2 Means, ROC curves after rocfit, [R] rocfit postestimation
proportions, and related statistics ROC curves after rocreg, [R] rocregplot
ratios, survey data, [SVY] svy estimation, test equality of ROC areas, see equality test of ROC
[SVY] svy: tabulate twoway areas
raw data, [U] 12 Data reciprocal averaging, [MV] ca
.raw file, [U] 11.6 Filenaming conventions recode command, [D] recode
raw residuals, [SEM] methods and formulas for sem recode() function, [FN] Programming functions,
rbar, graph twoway subcommand, [G-2] graph [U] 25.1.2 Converting continuous variables to
twoway rbar categorical variables
rbeta() function, [FN] Random-number functions, recoding data, [D] recode
[M-5] runiform( ) recoding data autocode() function,
rbinomial() function, [FN] Random-number [FN] Programming functions
functions, [M-5] runiform( ) reconstructed correlations, [MV] factor postestimation
rc (return codes), see error messages and return codes record I/O versus stream I/O, [U] 21 Entering and
rc built-in variable, [P] capture, [U] 13.4 System importing data
variables ( variables) recording sessions, [U] 15 Saving and printing
rcap, graph twoway subcommand, [G-2] graph output—log files
twoway rcap recovariance, estat subcommand, [ME] estat
rcapsym, graph twoway subcommand, [G-2] graph recovariance, [ME] menl postestimation,
twoway rcapsym [ME] meqrlogit postestimation,
rcauchy() function, [FN] Random-number functions, [ME] meqrpoisson postestimation, [ME] mixed
[M-5] runiform( ) postestimation
rchart command, [R] qc recruitment period, [PSS] Glossary, also see accrual
rchi2() function, [FN] Random-number functions, period
[M-5] runiform( ) rectangle kernel function, [R] kdensity, [R] lpoly,
r-class command, [P] program, [P] return, [R] qreg, [TE] tebalance density, [TE] tebalance
[U] 18.8 Accessing results calculated by other overid, [TE] teffects overlap
programs rectangularize dataset, [D] fillin
r-conformability, [M-5] normal( ), [M-6] Glossary recursive
rconnected, graph twoway subcommand, estimation, [TS] rolling
[G-2] graph twoway rconnected model, [ERM] Glossary, [SEM] Glossary
RCT, see randomized controlled trial study regression analysis, [TS] Glossary
rdiscrete() function, [M-5] runiform( ) system requirement and solution,
Re() function, [M-5] Re( ) [ERM] triangularize
read, file subcommand, [P] file redisplay graph, [G-2] graph display
reading reduced form, [DSGE] Glossary
console input in programs, see console, obtaining reduced model, [PSS] power, [PSS] power rsquared,
input from [PSS] Glossary
data, [M-5] docx*( ), [M-5] xl( ) reexpression, [R] boxcox, [R] ladder, [R] lnskew0
data from disk, [U] 21 Entering and importing .ref built-in class function, [P] class
data, see importing data reference
real, [M-2] declarations, [M-6] Glossary group, see control group
real() function, [FN] String functions prior, see noninformative prior
real number to string conversion, [D] destring, value, see null value
[D] encode, [FN] String functions references, class, [P] class
real part, [M-5] Re( ) reflection, [MV] procrustes, [MV] Glossary
realization, [DSGE] Glossary, [M-6] Glossary .ref n built-in class function, [P] class
recast command, [D] recast reg3 command, [R] reg3, [R] reg3 postestimation
recast() option, [G-3] advanced options, regexm() function, [FN] String functions
[G-3] rcap options, [G-3] rspike options regexr() function, [FN] String functions
receiver operating characteristic analysis, [G-2] graph regexs() function, [FN] String functions
other, [R] roc, [U] 26.4.3 ROC analysis regime-switching model, [TS] mswitch
area under ROC curve, [R] lroc
nonparametric analysis without covariates,
[R] roctab
302 Subject index
regions regression (in generic sense), also see estimation

look of, [G-4] areastyle commands
outlining, [G-3] region options accessing coefficients and standard errors, [P] matrix
shading, [G-3] region options get, [U] 13.5 Accessing coefficients and
register, mi subcommand, [MI] mi set standard errors
registered variables, see variables, registered dummy variables, with, [XT] xtreg
regress command, [R] regress, [R] regress fixed-effects, [XT] xtreg
postestimation, [R] regress postestimation instrumental variables, [XT] xtabond, [XT] xtdpd,
diagnostic plots, [R] regress postestimation time [XT] xtdpdsys, [XT] xthtaylor, [XT] xtivreg
series, [SP] estat moran random-effects, [XT] xtgee, [XT] xtreg
regression, [SEM] Glossary regression adjustment, [TE] teffects intro, [TE] teffects
Bayesian, see Bayesian regression intro advanced, [TE] teffects ra, [TE] Glossary
competing risks, [ST] stcrreg regression coefficient, [PSS] power, [PSS] power
constrained, [R] cnsreg oneslope, [PSS] power rsquared, [PSS] power
creating orthogonal polynomials for, [R] orthog pcorr, [PSS] power trend, [PSS] power cox
diagnostic plots, [G-2] graph other one-sample, [PSS] power trend, [PSS] power cox
diagnostics, [ME] mecloglog postestimation, regression scoring, [MV] factor postestimation
[ME] meglm postestimation, [ME] meintreg regular expressions, [FN] String functions
postestimation, [ME] melogit postestimation, regular variables, see variables, regular
[ME] menbreg postestimation, [ME] menl rejection region, [PSS] Glossary
postestimation, [ME] mepoisson postestimation, relational operators, [U] 13.2.3 Relational operators
[ME] meprobit postestimation, [ME] meqrlogit relative
postestimation, [ME] meqrpoisson difference function, [FN] Mathematical functions
postestimation, [ME] mestreg postestimation, efficiency, [MI] mi estimate, [MI] mi predict,
[ME] metobit postestimation, [ME] mixed [MI] Glossary
postestimation, [R] estat classification, risk, [PSS] power, [PSS] power twoproportions,
[R] estat gof, [R] logistic postestimation, [PSS] power pairedproportions, [PSS] Glossary,
[R] lroc, [R] lsens, [R] poisson postestimation, [R] epitab
[R] predict, [R] predictnl, [R] regress
variance increase, [MI] mi estimate, [MI] mi
postestimation diagnostic plots, [R] regress
predict, [MI] Glossary
postestimation time series, [ST] stcox PH-
assumption tests, [ST] stcox postestimation, relative-risk ratio, [FMM] fmm: mlogit,
[ST] stcrreg postestimation, [ST] stintreg [R] eform option, [R] lincom, [R] mlogit
postestimation, [ST] streg postestimation, relativesize, [G-4] relativesize
[SVY] estat, [SVY] svy postestimation reldif() function, [FN] Mathematical functions,
dummy variables, with, [R] anova, [R] areg, [R] xi [M-5] reldif( )
fixed-effects, [R] areg release marker, [P] version
fractional polynomial, [R] fp, [R] mfp releases, compatibility of Stata programs across,
function, estimating, [R] lpoly [P] version
graphing, [R] logistic, [R] regress postestimation reliability, [MV] alpha, [MV] factor, [R] brier,
diagnostic plots [R] eivreg, [R] heckpoisson, [R] icc, [R] intreg,
[R] loneway, [R] poisson, [SEM] intro 5,
grouped data, [R] intreg
[SEM] intro 12, [SEM] example 24,
hurdle, [R] churdle [SEM] gsem model description options,
increasing number of variables allowed, [R] matsize [SEM] sem and gsem option reliability( ),
instrumental variables, [FMM] fmm: ivregress, [SEM] sem model description options,
[R] gmm, [R] ivpoisson, [R] ivprobit, [SEM] Glossary, [ST] survival analysis,
[R] ivregress, [R] ivtobit [ST] discrete, [ST] ltable, [ST] st, [ST] stcox,
linear, see linear regression [ST] stcrreg, [ST] streg
lines, see fits, adding reliability theory, see survival analysis
spatial autoregressive models, [SP] spivregress, remainder function, [FN] Mathematical functions
[SP] spregress, [SP] spxtregress REML, see restricted maximum likelihood
system, [FMM] fmm: ivregress, [MV] mvreg, removing
[R] gmm, [R] ivpoisson, [R] ivregress, directories, [D] rmdir
[R] nlsur, [R] reg3, [R] sureg files, [D] erase
truncated, [FMM] fmm: truncreg, [R] truncreg r. En, [SEM] sem and gsem option covstructure( )
Subject index 303
rename, report, continued

char subcommand, [P] char ml subcommand, [R] ml
cluster subcommand, [MV] cluster utility reporting options, [SEM] gsem reporting options,
graph subcommand, [G-2] graph rename [SEM] sem reporting options
irf subcommand, [TS] irf rename repost, ereturn subcommand, [P] ereturn,
mata subcommand, [M-3] mata rename [P] return
matrix subcommand, [P] matrix utility request(macname), display directive, [P] display
mi subcommand, [MI] mi rename resampling, [SVY] Glossary
rename command, [D] rename, [D] rename group reserved names, [U] 11.3 Naming conventions
rename for mi data, [MI] mi rename reserved words, [M-2] reswords
rename graph, [G-2] graph rename reset, mi subcommand, [MI] mi reset
renamevar, cluster subcommand, [MV] cluster RESET test, [R] regress postestimation
utility reset, translator subcommand, [R] translate
renaming variables, [D] rename, [D] rename group, reset id, serset subcommand, [P] serset
[MI] mi rename reshape
renumber, notes subcommand, [D] notes command, [D] reshape
reordering data, [D] gsort, [D] order, [D] sort error command, [D] reshape
reorganizing data, [D] reshape, [D] xpose for mi data, [MI] mi reshape
repair, ssd subcommand, [SEM] ssd long command, [D] reshape
repeated DDF, see denominator degrees of freedom, wide command, [D] reshape
repeated reshape, mi subcommand, [MI] mi reshape
repeated measures, [MV] Glossary, [PSS] power residual DDF, see denominator degrees of freedom,
pairedmeans, [PSS] power pairedproportions residual
repeated options, [G-4] concept: repeated options residuals, [R] logistic, [R] predict, [R] regress
repeated, power subcommand, [PSS] power repeated postestimation diagnostic plots, [R] rreg
repeated-measures ANOVA, [PSS] power, [PSS] power postestimation, [SEM] estat gof, [SEM] estat
repeated, [R] anova residuals, [SEM] example 4, [SEM] Glossary,
repeated-measures MANOVA, [MV] manova [ST] stcox postestimation, [ST] stcrreg
repeating and editing commands, [R] #review, postestimation, [ST] stintreg postestimation,
[U] 10 Keyboard use [ST] streg postestimation
repeating commands, [D] by, [P] continue, [P] foreach, residuals, estat subcommand, [MV] factor
[P] forvalues postestimation, [MV] pca postestimation,
replace command, [D] generate, [MI] mi passive, [SEM] estat residuals
[MI] mi xeq residual-versus-fitted plot, [G-2] graph other,
replace, notes subcommand, [D] notes [R] regress postestimation diagnostic plots
replace option, [U] 11.2 Abbreviation rules residual-versus-predictor plot, [G-2] graph other,
[R] regress postestimation diagnostic plots
replace0, mi subcommand, [MI] mi replace0
resistant smoothers, [R] smooth
replay,
restore,
estimates subcommand, [R] estimates replay
estimates subcommand, [R] estimates store
replay subcommand, [G-2] graph replay
replay() function, [FN] Programming functions,
[P] ereturn, [P] estimates snapshot subcommand, [D] snapshot
replay graphs, [G-2] graph replay restore command, [P] preserve
replaying models, [SEM] intro 7 restoring data, [D] snapshot
replicate-weight variable, [SVY] survey, [SVY] svy restricted cubic splines, [R] mkspline
bootstrap, [SVY] svy brr, [SVY] svy jackknife, restricted maximum likelihood, [ME] menl,
[SVY] svy sdr, [SVY] svyset, [SVY] Glossary [ME] mixed, [ME] Glossary
replicating results, clear subcommand, [D] clear
clustered observations, [D] expandcl Results window, clearing, [R] cls
observations, [D] expand results,
replication method, [SVY] svy bootstrap, [SVY] svy clearing, [P] ereturn, [P] estimates, [P] return
brr, [SVY] svy jackknife, [SVY] svy sdr, listing, [P] ereturn, [P] estimates, [P] return
[SVY] svyset, [SVY] variance estimation returning, [P] return, [P] return
report, saving, [P] estimates, [P] putexcel, [P] putexcel
datasignature subcommand, [D] datasignature advanced, [P] return, [R] estimates save
duplicates subcommand, [D] duplicates stored, [R] stored results
estat subcommand, [IRT] estat report storing, [P] ereturn, [P] postfile, [P] return
fvset subcommand, [R] fvset retrospective study, [PSS] power, [PSS] Glossary
304 Subject index
return rlogistic() function, [FN] Random-number

dir command, [P] return functions, [M-5] runiform( )
drop command, [P] return rm command, [D] erase
hold command, [P] return rmcoll command, [P] rmcoll
restore command, [P] return rmdcoll command, [P] rmcoll
return, [M-2] return rmdir command, [D] rmdir
add command, [P] return rmdir() function, [M-5] chdir( )
clear command, [P] return rmdir() function, [M-5] chdir( )
list command, [P] return, [R] stored results rmexternal() function, [M-5] findexternal( )
local command, [P] return RMSEA, see root mean squared error of approximation
matrix command, [P] return rmsg, [P] creturn, [P] error, [U] 8 Error messages
scalar command, [P] return and return codes
return codes, see error messages and return codes rmsg, set subcommand, [P] rmsg, [R] set
return() function, [FN] Programming functions rnbinomial() function, [FN] Random-number
return value, [P] class functions, [M-5] runiform( )
returning results, [P] return rng, set subcommand, [R] set, [R] set rng
class programs, [P] class rngstate() function, [M-5] runiform( )
reventries, set subcommand, [R] set rngstate, set subcommand, [R] set, [R] set seed
reverse causation, [ERM] intro 3, [ERM] Glossary rngstream, set subcommand, [R] set, [R] set
reversed scales, [G-3] axis scale options rngstream
#review command, [R] #review, [U] 10 Keyboard rngstream,
use, [U] 15 Saving and printing output—log clear subcommand, [D] clear
files rnormal() function, [FN] Random-number functions,
revkeyboard, set subcommand, [R] set [M-5] runiform( )
revorder() function, [M-5] invorder( ) robust, [SEM] Glossary
rexponential() function, [FN] Random-number other methods of, [R] rreg, [R] smooth
functions, [M-5] runiform( ) regression, [R] betareg, [R] regress, [R] rreg, also
rgamma() function, [FN] Random-number functions, see robust, Huber/White/sandwich estimator of
[M-5] runiform( ) variance
rhypergeometric() function, [FN] Random-number standard errors, [XT] Glossary
functions, [M-5] runiform( ) test for equality of variance, [R] sdtest
ridge prior, [MI] mi impute mvn robust, Abadie–Imbens standard errors, [TE] teffects
rigaussian() function, [FN] Random-number nnmatch, [TE] teffects psmatch
functions, [M-5] runiform( ) robust, Huber/White/sandwich estimator of variance,
right eigenvectors, [M-5] eigensystem( ) [P] robust, [R] vce option, [SVY] variance
right-censoring, [ERM] Glossary, [ST] Glossary, estimation, [XT] vce options
[TE] Glossary, also see imputation, interval- alternative-specific
censored data conditional logit model, [R] asclogit
right-hand-side variable, [ERM] Glossary, also see mixed logit regression, [R] asmixlogit
covariate multinomial probit regression, [R] asmprobit
rightmost options, [G-4] concept: repeated options rank-ordered probit regression, [R] asroprobit
right-truncation, [ST] Glossary, [TE] Glossary ARCH, [TS] arch
righttruncationright-truncation, see imputation, truncated ARFIMA, [TS] arfima
data ARIMA and ARMAX, [TS] arima
ringposstyle, [G-4] ringposstyle beta regression, [FMM] fmm: betareg, [R] betareg
risk censored Poisson regression, [R] cpoisson
difference, [PSS] power, [PSS] power competing-risks regression, [ST] stcrreg
twoproportions, [PSS] power complementary log-log regression, [R] cloglog
pairedproportions, [PSS] Glossary, [R] epitab Cox proportional hazards model, [ST] stcox
factor, [PSS] Glossary, [R] epitab, [ST] Glossary dynamic stochastic general equilibrium,
pool, [ST] stcox, [ST] stcrreg, [ST] stset, [DSGE] dsge
[ST] Glossary dynamic-factor model, [TS] dfactor
ratio, [PSS] Glossary, [R] binreg, [R] epitab, also exponential regression hurdle, [R] churdle
see relative risk finite mixture models, [FMM] fmm
rlaplace() function, [FN] Random-number fixed-effects models,
functions, [M-5] runiform( ) linear, [XT] xtreg
rline, graph twoway subcommand, [G-2] graph Poisson, [XT] xtpoisson
twoway rline
fractional response regression, [R] fracreg
Subject index 305
robust, Huber/White/sandwich estimator of variance, robust, Huber/White/sandwich estimator of variance,

continued continued
GARCH, [TS] arch Poisson regression, [R] poisson, [TE] etpoisson
generalized linear models, [R] glm censored, [R] cpoisson
for binomial family, [R] binreg truncated, [R] tpoisson
generalized method of moments, [R] gmm, with endogenous covariates, [R] ivpoisson
[R] ivpoisson zero-inflated, [R] zip
heckman selection model, [R] heckman population-averaged models, [XT] xtgee
heckpoisson regression, [R] heckpoisson complementary log-log, [XT] xtcloglog
hurdle regression, [R] churdle logit, [XT] xtlogit
instrumental-variables regression, [R] ivregress negative binomial, [XT] xtnbreg
interval regression, [ERM] eintreg, [R] intreg Poisson, [XT] xtpoisson
linear dynamic panel-data estimation, [XT] xtabond, probit, [XT] xtprobit
[XT] xtdpd, [XT] xtdpdsys Prais–Winsten and Cochrane–Orcutt regression,
linear regression, [ERM] eregress, [R] regress [TS] prais
constrained, [R] cnsreg probit regression, [ERM] eprobit, [R] probit
heteroskedastic, [R] hetregress bivariate, [R] biprobit
hurdle, [R] churdle heteroskedastic, [R] hetprobit
truncated, [R] truncreg multinomial, [R] mprobit
with dummy-variable set, [R] areg ordered, [R] heckoprobit, [R] oprobit
logistic regression, [IRT] irt 1pl, [IRT] irt 2pl, with endogenous covariates, [R] ivprobit
[IRT] irt 3pl, [IRT] irt hybrid, [R] logistic, with sample selection, [R] heckprobit
[R] logit, also see logit regression subentry zero-inflated ordered, [R] zioprobit
conditional, [R] clogit quantile regression, [R] qreg
multinomial, [IRT] irt nrm, [IRT] irt hybrid, random-effects model
[R] mlogit complementary log-log, [XT] xtcloglog
ordered, [IRT] irt grm, [IRT] irt pcm, [IRT] irt linear, [XT] xtreg
rsm, [IRT] irt hybrid, [R] ologit
logistic, [XT] xtlogit, [XT] xtologit
rank-ordered, [R] rologit
skewed, [R] scobit
stereotype, [R] slogit
probit, [XT] xtoprobit, [XT] xtprobit
logit regression, [IRT] irt 1pl, [IRT] irt 2pl,
spatial autoregressive models, [SP] spregress
[IRT] irt 3pl, [IRT] irt hybrid, [R] logistic,
[R] logit, also see logistic regression subentry state-space model, [TS] sspace
nested, [R] nlogit structural equation modeling, [SEM] intro 8,
[SEM] sem option method( )
Markov-switching model, [TS] mswitch
summary statistics,
maximum likelihood estimation, [R] ml, [R] mlexp
mean, [R] mean
multilevel mixed-effects model, [ME] mecloglog,
[ME] meglm, [ME] meintreg, [ME] melogit, proportion, [R] proportion
[ME] menbreg, [ME] meologit, ratio, [R] ratio
[ME] meoprobit, [ME] mepoisson, total, [R] total
[ME] meprobit, [ME] mestreg, [ME] metobit, threshold regression model, [TS] threshold
[ME] mixed tobit model, [R] tobit
multinomial with endogenous covariates, [R] ivtobit
logistic regression, [IRT] irt nrm, [IRT] irt treatment effect, [TE] eteffects, [TE] etpoisson,
hybrid, [R] mlogit [TE] etregress, [TE] teffects aipw, [TE] teffects
probit regression, [R] mprobit ipw, [TE] teffects ipwra, [TE] teffects ra
negative binomial regression, [R] nbreg truncated
truncated, [R] tnbreg negative binomial regression, [R] tnbreg
zero-inflated, [R] zinb Poisson regression, [R] tpoisson
Newey–West regression, [TS] newey regression, [R] truncreg
nonlinear unobserved-components model, [TS] ucm
least-squares estimation, [R] nl with endogenous covariates,
systems of equations, [R] nlsur Poisson regression, [R] ivpoisson
nonparametric regression, [R] npregress probit regression, [R] ivprobit
ordered probit regression, [ERM] eoprobit tobit regression, [R] ivtobit
parametric survival models, [ST] stintreg, [ST] streg with endogenous regressors,
instrumental-variables regression, [R] ivregress
306 Subject index
robust, Huber/White/sandwich estimator of variance, rotation, continued

continued oblimin, see oblimin rotation
zero-inflated oblique, see oblique rotation
negative binomial regression, [R] zinb orthogonal, see orthogonal rotation
ordered probit regression, [R] zioprobit parsimax, see parsimax rotation
Poisson regression, [R] zip partially specified target, see partially specified target
robust command, [P] robust rotation
robvar command, [R] sdtest Procrustes, see Procrustes rotation
ROC, see receiver operating characteristic analysis promax, see promax rotation
roccomp command, [R] roc, [R] roccomp quartimax, see quartimax rotation
rocfit command, [R] rocfit, [R] rocfit postestimation quartimin, see quartimin rotation
rocgold command, [R] roc, [R] roccomp toward a target, see toward a target rotation
rocplot command, [R] rocfit postestimation varimax, see varimax rotation
rocreg command, [R] rocreg, [R] rocreg round() function, [FN] Mathematical functions,
postestimation, [R] rocregplot [M-5] trunc( )
rocregplot command, [R] rocregplot roundoff error, [M-5] epsilon( ), [M-5] edittozero( ),
roctab command, [R] roc, [R] roctab [M-5] edittoint( ), [U] 13.12 Precision and
Rogers and Tanimoto similarity measure, problems therein
[MV] measure option row
roh, [R] loneway of matrix, selecting, [M-5] select( )
rolling command, [TS] rolling operators for data, [D] egen
rolling regression, [TS] rolling, [TS] Glossary stripes, [M-6] Glossary
rologit command, [R] rologit, [R] rologit roweq macro extended function, [P] macro
postestimation roweq, matrix subcommand, [P] matrix rownames
root mean squared error of approximation, [SEM] estat roweqnumb macro extended function, [P] macro
gof, [SEM] example 4, [SEM] methods and roweqnumb() function, [FN] Matrix functions
formulas for sem rowfirst(), egen function, [D] egen
rootograms, [G-2] graph other, [R] spikeplot rowfullnames macro extended function, [P] macro
roots of polynomials, [M-5] polyeval( ) row-join operator, [M-2] op join
rotate command, [MV] factor postestimation, rowlast(), egen function, [D] egen
[MV] pca postestimation, [MV] rotate rowlfnames macro extended function, [P] macro
rotate, estat subcommand, [MV] canon row-major order, [M-6] Glossary
postestimation rowmax(), egen function, [D] egen
rotatecompare, estat subcommand, [MV] canon rowmax() function, [M-5] minmax( )
rowmaxabs() function, [M-5] minmax( )
[MV] pca postestimation
rowmean(), egen function, [D] egen
rotated
rowmedian(), egen function, [D] egen
factor loadings, [MV] factor postestimation
rowmin(), egen function, [D] egen
principal components, [MV] pca postestimation
rowmin() function, [M-5] minmax( )
rotatemat command, [MV] rotatemat
rowminmax() function, [M-5] minmax( )
rotation, [MV] factor postestimation, [MV] pca
postestimation, [MV] rotate, [MV] rotatemat, rowmiss(), egen function, [D] egen
[MV] Glossary rowmissing() function, [M-5] missing( )
Bentler’s invariant pattern simplicity, see Bentler’s rownames macro extended function, [P] macro
invariant pattern simplicity rotation rownames, matrix subcommand, [P] matrix
biquartimax, see biquartimax rotation rownames
biquartimin, see biquartimin rotation rownfreeparms macro extended function, [P] macro
Comrey’s tandem 1, see Comrey’s tandem 1 and 2 rownfreeparms() function, [FN] Matrix functions
rotations rownlfs macro extended function, [P] macro
Comrey’s tandem 2, see Comrey’s tandem 1 and 2 rownonmiss(), egen function, [D] egen
rotations rownonmissing() function, [M-5] missing( )
covarimin, see covarimin rotation rownumb macro extended function, [P] macro
Crawford–Ferguson, see Crawford–Ferguson rotation rownumb() function, [FN] Matrix functions,
equamax, see equamax rotation [P] matrix define
factor parsimony, see factor parsimony rotation rowpctile(), egen function, [D] egen
minimum entropy, see minimum entropy rotation rows() function, [M-5] rows( )
oblimax, see oblimax rotation
Subject index 307
rows of matrix S
appending to, [P] matrix define
names, [P] ereturn, [P] matrix define, [P] matrix s() function, [FN] Programming functions
rownames s() stored results, [FN] Programming
operators, [P] matrix define functions, [P] return, [R] stored results,
[U] 18.8 Accessing results calculated by other
rowscalefactors() function, [M-5] equilrc( )
programs, [U] 18.10.3 Storing results in s()
rowsd(), egen function, [D] egen
s(macros) macro extended function, [P] macro
rowshape() function, [M-5] rowshape( )
s1color scheme, [G-4] scheme s1
rowsof macro extended function, [P] macro
s1manual scheme, [G-4] scheme s1
rowsof() function, [FN] Matrix functions, [P] matrix
s1mono scheme, [G-4] scheme s1
define
s1rcolor scheme, [G-4] scheme s1
rowsum() function, [M-5] sum( )
s2color scheme, [G-4] scheme s2
rowtotal(), egen function, [D] egen
s2gcolor scheme, [G-4] scheme s2
rowvarlist macro extended function, [P] macro
s2gmanual scheme, [G-4] scheme s2
rowvector, [M-2] declarations, [M-6] Glossary
s2manual scheme, [G-4] scheme s2
Roy’s
s2mono scheme, [G-4] scheme s2
largest root test, [MV] canon, [MV] manova,
[MV] mvtest means, [MV] Glossary SAARCH, see simple asymmetric autoregressive
conditional heteroskedasticity
union-intersection test, [MV] canon, [MV] mvtest
means saddle-path stable, [DSGE] Glossary
union-intersection test, [MV] manova Sammon mapping criterion, [MV] Glossary
rpoisson() function, [FN] Random-number sample, [SVY] Glossary
functions, [M-5] runiform( ) sample command, [D] sample
rreg command, [R] rreg, [R] rreg postestimation sample, random, see random sample
rscatter, graph twoway subcommand, [G-2] graph sample selection, [ERM] Glossary
twoway rscatter sample-size, [PSS] Glossary, [U] 26.29 Power and
rseed() function, [M-5] runiform( ) sample-size analysis
RSM, see rating scale model analysis, see power and sample-size analysis
rsm, irt subcommand, [IRT] irt rsm, [IRT] irt rsm curve, [PSS] power, [PSS] power usermethod,
postestimation [PSS] Glossary
rspike, graph twoway subcommand, [G-2] graph determination, [PSS] intro, [PSS] power,
twoway rspike [PSS] power usermethod, [PSS] power
rsquared, power subcommand, [PSS] power rsquared onemean, [PSS] power twomeans, [PSS] power
pairedmeans, [PSS] power oneproportion,
rt() function, [FN] Random-number functions,
[PSS] power twoproportions, [PSS] power
[M-5] runiform( )
pairedproportions, [PSS] power onevariance,
Rubin’s combination rules, [MI] mi estimate, [MI] mi [PSS] power twovariances, [PSS] power
estimate using, [MI] mi predict onecorrelation, [PSS] power twocorrelations,
run command, [R] do, [U] 16 Do-files [PSS] power oneway, [PSS] power twoway,
runiform() function, [FN] Random-number [PSS] power repeated, [PSS] power oneslope,
functions, [M-5] runiform( ), [R] set seed [PSS] power rsquared, [PSS] power pcorr,
runiformint() function, [FN] Random-number [PSS] power cmh, [PSS] power mcc,
functions, [M-5] runiform( ) [PSS] power trend, [PSS] power cox,
runningsum() function, [M-5] runningsum( ) [PSS] power exponential, [PSS] power logrank,
runningsum() function, [M-5] runningsum( ) [PSS] unbalanced designs, [PSS] Glossary
runtest command, [R] runtest cluster size, [PSS] power onemean, cluster,
Russell and Rao coefficient similarity measure, [PSS] power twomeans, cluster, [PSS] power
[MV] measure option twoproportions, cluster, [PSS] power
rvalue, class, [P] class logrank, cluster
rvfplot command, [R] regress postestimation rounding rules for, [PSS] unbalanced designs
diagnostic plots sampling, [D] sample, [R] bootstrap, [R] bsample,
RVI, see relative variance increase [SVY] survey, [SVY] svydescribe,
rvpplot command, [R] regress postestimation [SVY] svyset, [SVY] Glossary, also see cluster
diagnostic plots sampling
rweibull() function, [FN] Random-number rate, [PSS] power, [PSS] power onemean,
functions, [M-5] runiform( ) [PSS] power pairedmeans
rweibullph() function, [FN] Random-number stage, [SVY] estat, [SVY] Glossary
functions, [M-5] runiform( ) unit, [SVY] survey, [SVY] Glossary, also see
primary sampling unit
308 Subject index
sampling, continued scalar, continued

weight, [SVY] survey, [SVY] poststratification, list command, [P] scalar
[SVY] Glossary, [U] 11.1.6 weight, return subcommand, [P] return
[U] 20.24.3 Sampling weights, also see survey scalar functions, [M-4] scalar
data scalar model parameter, [BAYES] Glossary, see
with and without replacement, [SVY] Glossary Bayesian, model parameters
sandwich/Huber/White estimator of variance, see robust, scalar() function, [FN] Programming functions
Huber/White/sandwich estimator of variance scalar() pseudofunction, [P] scalar
SAR, see spatial autoregressive models scalars, [P] scalar
sargan, estat subcommand, [XT] xtabond namespace and conflicts, [P] matrix, [P] matrix
postestimation, [XT] xtdpd postestimation, define
[XT] xtdpdsys postestimation scale,
Sargan test, [XT] xtabond postestimation, [XT] xtdpd log, [G-3] axis scale options
postestimation, [XT] xtdpdsys postestimation
range of, [G-3] axis scale options
SAS dates, [D] datetime
reversed, [G-3] axis scale options
SAS XPORT format, [D] import sasxport
scale() option, [G-3] scale option
sasxport,
scaling, [MV] mds, [MV] mds postestimation plots,
export subcommand, [D] import sasxport [MV] mdslong, [MV] mdsmat
import subcommand, [D] import sasxport scatter, graph twoway subcommand, [G-2] graph
Satterthwaite DDF, see denominator degrees of freedom, twoway scatter
Satterthwaite scatteri, graph twoway subcommand, [G-2] graph
Satterthwaite’s t test, [PSS] power, [PSS] power twoway scatteri
twomeans, [PSS] Glossary scatterplot matrices, [G-2] graph matrix
saturated model, [SEM] estat gof, [SEM] estat scenarios, [TS] forecast, [TS] forecast adjust,
lcgof, [SEM] example 4, [SEM] methods and [TS] forecast clear, [TS] forecast coefvector,
formulas for sem, [SEM] Glossary [TS] forecast create, [TS] forecast describe,
save, [TS] forecast drop, [TS] forecast estimates,
estimates subcommand, [R] estimates save [TS] forecast exogenous, [TS] forecast
graph subcommand, [G-2] graph save identity, [TS] forecast list, [TS] forecast query,
label subcommand, [D] label [TS] forecast solve
putdocx subcommand, [P] putdocx Scheffé’s multiple-comparison adjustment, see multiple
putpdf subcommand, [P] putpdf comparisons, Scheffé’s method
snapshot subcommand, [D] snapshot scheme() option, [G-3] scheme option
spmatrix subcommand, [SP] spmatrix save scheme, set subcommand, [G-2] set scheme, [R] set
save estimation results, [P] estimates schemes, [G-2] set scheme, [G-3] play option,
save command, [D] save [G-3] scheme option, [G-4] schemes intro,
saved results, see stored results [G-4] scheme economist, [G-4] scheme s1,
saveold command, [D] save [G-4] scheme s2, [G-4] scheme sj
saving data, [D] import dbase, [D] import delimited, changing, [G-2] graph display
[D] outfile, [D] save, [D] snapshot, also see creating your own, [G-4] schemes intro
exporting data default, [G-2] set scheme
saving() option, [G-3] saving option Schoenfeld residual, [ST] stcox PH-assumption
saving results, [P] estimates, [P] return, tests, [ST] stcox postestimation, [ST] stcrreg
[R] estimates save postestimation
saw-toothed power function, [PSS] power Schur
oneproportion, [PSS] power twoproportions decomposition, [M-5] schurd( ), [M-6] Glossary
sbcusum, estat subcommand, [TS] estat sbcusum form, [M-6] Glossary
sbknown, estat subcommand, [TS] estat sbknown schurd() function, [M-5] schurd( )
sbsingle, estat subcommand, [TS] estat sbsingle schurd() function, [M-5] schurd( )
Scalable Vector Graphics, [G-2] graph export, schurdgroupby() function, [M-5] schurd( )
[G-3] svg options schurdgroupby() function, [M-5] schurd( )
scalar, [M-2] declarations, [M-6] Glossary, schurdgroupby la() function, [M-5] schurd( )
[P] scalar schurd la() function, [M-5] schurd( )
confirm subcommand, [P] confirm Schwarz information criterion, see Bayesian information
define command, [P] scalar criterion
dir command, [P] scalar scientific notation, [U] 12.2 Numbers
drop command, [P] scalar
ereturn subcommand, [P] ereturn, [P] return
Subject index 309
s-class command, [P] program, [P] return, [R] stored search, continued
results, [U] 18.8 Accessing results calculated by notes subcommand, [D] notes
other programs view subcommand, [R] view
scobit command, [R] scobit, [R] scobit search command, [R] search, [U] 4 Stata’s help and
postestimation search facilities
scope, class, [P] class search d, view subcommand, [R] view
score, [MV] Glossary search Internet, [R] net search
score, matrix subcommand, [P] matrix score searchdefault, set subcommand, [R] search, [R] set
score, ml subcommand, [R] ml seasonal
score plot, [MV] scoreplot, [MV] Glossary ARIMA, [TS] arima
score test, [PSS] power oneproportion, difference operator, [TS] Glossary
[PSS] Glossary, [SEM] intro 7, [SEM] estat lag operator, [U] 11.4.4 Time-series varlists
ginvariant, [SEM] estat mindices, [SEM] estat smoothing, [TS] tssmooth, [TS] tssmooth shwinters
scoretests, [SEM] methods and formulas for
secondary sampling unit, [SVY] Glossary
sem, [SEM] Glossary
second-order latent variables, [SEM] Glossary
scoreplot command, [MV] discrim lda
postestimation, [MV] factor postestimation, seconds() function, [D] datetime, [FN] Date and
[MV] pca postestimation, [MV] scoreplot time functions, [M-5] date( )
scores, [R] predict, [SEM] Glossary seed, set subcommand, [R] set, [R] set seed
scores, obtaining, [U] 20.23 Obtaining scores seek, file subcommand, [P] file
scoretests, estat subcommand, [SEM] estat seemingly unrelated
scoretests estimation, [R] suest
scoring, [MV] factor postestimation, [MV] pca regression, [R] nlsur, [R] reg3, [R] sureg,
postestimation, [P] matrix score [SEM] intro 5, [SEM] example 12,
scree plot, [MV] screeplot, [MV] Glossary [SEM] Glossary, [TS] dfactor
screeplot command, [MV] discrim lda segmentsize, set subcommand, [D] memory, [R] set
postestimation, [MV] factor postestimation, select() function, [M-5] select( )
[MV] pca postestimation, [MV] screeplot select, mi subcommand, [MI] mi select
scrollbufsize, set subcommand, [R] set selectindex() function, [M-5] select( )
scrolling of output, controlling, [P] more, [R] more selection, [ERM] Glossary
sd(), egen function, [D] egen on unobservables, [ERM] Glossary, also see
sd, estat subcommand, [ME] estat sd, [ME] meglm conditional-independence assumption
postestimation, [ME] meintreg postestimation, selection models, [ERM] intro 1, [ERM] eintreg,
[ME] melogit postestimation, [ME] menbreg [ERM] eoprobit, [ERM] eprobit,
postestimation, [ME] menl postestimation, [ERM] eregress, [ERM] example 1c,
[ME] meologit postestimation, [ME] meoprobit [ERM] example 4a, [ERM] example 4b,
postestimation, [ME] mepoisson postestimation, [ERM] example 6b, [R] heckman,
[ME] meprobit postestimation, [ME] meqrlogit [R] heckoprobit, [R] heckprobit, [SVY] svy
postestimation, [ME] meqrpoisson estimation
postestimation, [ME] mestreg postestimation, selection-order statistics, [TS] varsoc
[ME] metobit postestimation, [ME] mixed SEM, see structural equation modeling
postestimation, [SEM] estat sd, [SVY] estat sem command, [SEM] Builder, [SEM] example 1,
SDR, see successive difference replication [SEM] example 3, [SEM] example 6,
sdr options, [SVY] sdr options [SEM] example 7, [SEM] example 8,
sdtest command, [R] sdtest [SEM] example 9, [SEM] example 10,
sdtesti command, [R] sdtest [SEM] example 12, [SEM] example 15,
se, estat subcommand, [R] exlogistic postestimation, [SEM] example 16, [SEM] example 17,
[R] expoisson postestimation [SEM] example 18, [SEM] example 20,
[SEM] example 23, [SEM] example 24,
se[], [U] 13.5 Accessing coefficients and standard
[SEM] example 26, [SEM] example 42g,
errors
search, [SEM] sem, [SEM] sem and gsem path
icd10 subcommand, [D] icd10 notation, [SEM] sem model description
icd10cm subcommand, [D] icd10cm options, [SEM] sem path notation extensions,
icd10pcs subcommand, [D] icd10pcs [SEM] sem postestimation, [SEM] Glossary
icd9 subcommand, [D] icd9 missing values, [SEM] example 26
icd9p subcommand, [D] icd9p with constraints, [SEM] example 8
ml subcommand, [R] ml semicolons, [M-2] semicolons
net subcommand, [R] net semiconjugacy, see semiconjugate prior
310 Subject index
semiconjugate prior, [BAYES] intro, set, continued

[BAYES] bayesmh, [BAYES] Glossary checksum command, [D] checksum, [R] set
semiparametric imputation method, see imputation, clevel command, [BAYES] set clevel, [R] set
predictive mean matching coeftabresults command, [R] set
semiparametric model, [ST] stcox, [ST] stcrreg, command, [R] query, [R] set
[ST] Glossary conren command, [R] set
semirobust standard errors, [XT] Glossary copycolor command, [G-2] set printcolor, [R] set
sensitivity, [R] estat classification, [R] lroc, [R] lsens, dockable command, [R] set
also see receiver operating characteristic analysis dockingguides command, [R] set
analysis, [PSS] power, [PSS] power, graph, doublebuffer command, [R] set
[PSS] power, table, [PSS] power onemean,
dp command, [D] format, [R] set
[PSS] power twomeans, [PSS] power
pairedmeans, [PSS] power oneproportion, emptycells command, [R] set, [R] set emptycells
[PSS] power twoproportions, [PSS] power fastscroll command, [R] set
pairedproportions, [PSS] power onevariance, floatwindows command, [R] set
[PSS] power twovariances, [PSS] power fredkey command, [D] import fred, [R] set
onecorrelation, [PSS] power twocorrelations, fvlabel command, [R] set, [R] set showbaselevels
[PSS] power oneway, [PSS] power twoway, fvtrack command, [R] set
[PSS] power repeated, [PSS] power oneslope, fvwrap command, [R] set, [R] set showbaselevels
[PSS] power rsquared, [PSS] power pcorr, fvwrapon command, [R] set, [R] set
[PSS] power cmh, [PSS] power mcc, showbaselevels
[PSS] power trend, [PSS] power cox, graphics command, [G-2] set graphics, [R] set
[PSS] power exponential, [PSS] power logrank, haverdir command, [D] import haver
[PSS] Glossary, also see Bayesian, sensitivity
haverdir command, [R] set
analysis
httpproxy command, [R] netio, [R] set
model, [R] regress postestimation, [R] rreg
httpproxyauth command, [R] netio, [R] set
separate command, [D] separate
httpproxyhost command, [R] netio, [R] set
separating string variables into parts, [D] split
httpproxyport command, [R] netio, [R] set
seq(), egen function, [D] egen
httpproxypw command, [R] netio, [R] set
sequential imputation, [MI] mi impute, [MI] mi impute
chained, [MI] mi impute monotone httpproxyuser command, [R] netio, [R] set
sequential limit theory, [XT] Glossary include bitmap command, [R] set
sequential regression multivariate imputation, see level command, [R] level, [R] set
imputation, multivariate, chained equations linegap command, [R] set
serial correlation, see autocorrelation linesize command, [R] log, [R] set
serial independence test, [R] runtest locale functions command, [P] set
serrbar command, [R] serrbar locale functions, [R] set
serset, [P] serset locale ui command, [P] set locale ui, [R] set
clear command, [P] serset locksplitters command, [R] set
create command, [P] serset logtype command, [R] log, [R] set
create cspline command, [P] serset lstretch command, [R] set
create xmedians command, [P] serset matsize command, [R] matsize, [R] set
dir command, [P] serset maxdb command, [R] db, [R] set
drop command, [P] serset maxiter command, [R] maximize, [R] set
reset id command, [P] serset max memory command, [D] memory, [R] set
set command, [P] serset maxvar command, [D] memory, [R] set
sort command, [P] serset min memory command, [D] memory, [R] set
summarize command, [P] serset more command, [P] more, [R] more, [R] set
use command, [P] serset niceness command, [D] memory, [R] set
sersetread, file subcommand, [P] serset notifyuser command, [R] set
sersetwrite, file subcommand, [P] serset obs command, [D] obs, [R] set
session, recording, [R] log, [U] 15 Saving and printing odbcdriver command, [D] odbc, [R] set
output—log files odbcmgr command, [D] odbc, [R] set
set output command, [P] quietly, [R] set
adosize command, [P] sysdir, [R] set, pagesize command, [R] more, [R] set
[U] 18.11 Ado-files pformat command, [R] set, [R] set cformat
autotabgraphs command, [R] set pinnable command, [R] set
cformat command, [R] set, [R] set cformat playsnd command, [R] set
charset command, [P] smcl print, graph subcommand, [G-2] graph set
Subject index 311
set, continued set matafavor, mata subcommand, [M-3] mata set,

printcolor command, [G-2] set printcolor, [R] set [M-5] favorspeed( ), [R] set
processors command, [R] set set matalibs, mata subcommand, [M-3] mata set,
reventries command, [R] set [R] set
revkeyboard command, [R] set set matalnum, mata subcommand, [M-3] mata set,
rmsg command, [P] rmsg, [R] set [R] set
rng command, [R] set, [R] set rng set matamofirst, mata subcommand, [M-3] mata
rngstate command, [R] set, [R] set seed set, [R] set
rngstream command, [R] set, [R] set rngstream set mataoptimize, mata subcommand, [M-3] mata
set, [R] set
scheme command, [G-2] set scheme, [G-4] schemes
intro, [R] set set matastrict, mata subcommand, [M-1] ado,
[M-2] declarations, [M-3] mata set, [R] set
scrollbufsize command, [R] set
set other, net subcommand, [R] net
searchdefault command, [R] search, [R] set
setbreakintr() function, [M-5] setbreakintr( )
seed command, [R] set, [R] set seed
set defaults command, [R] set defaults
segmentsize command, [D] memory, [R] set
setmore() function, [M-5] more( )
sformat command, [R] set, [R] set cformat
setmoreonexit() function, [M-5] more( )
showbaselevels command, [R] set, [R] set
showbaselevels setting M , [MI] mi add, [MI] mi set
showemptycells command, [R] set, [R] set setting mi data, [MI] mi set
showbaselevels settings,
showomitted command, [R] set, [R] set display, [R] set showbaselevels
showbaselevels efficiency, [P] creturn
smoothfonts command, [R] set format, [R] set cformat
timeout1 command, [R] netio, [R] set graphics, [P] creturn
timeout2 command, [R] netio, [R] set interface, [P] creturn
trace command, [P] trace, [R] set memory, [P] creturn
tracedepth command, [P] trace, [R] set network, [P] creturn
traceexpand command, [P] trace, [R] set output, [P] creturn
tracehilite command, [P] trace, [R] set program debugging, [P] creturn
traceindent command, [P] trace, [R] set random-number generator, [R] set rng, [R] set
tracenumber command, [P] trace, [R] set rngstream
tracesep command, [P] trace, [R] set trace, [P] creturn
type command, [D] generate, [R] set sformat, set subcommand, [R] set, [R] set cformat
update interval command, [R] set, [R] update sfrancia command, [R] swilk
update prompt command, [R] set, [R] update shadestyle, [G-4] shadestyle
update query command, [R] set, [R] update shading region, [G-3] region options
varabbrev command, [R] set shape parameter, [FMM] fmm: streg, [ST] stintreg,
varkeyboard command, [R] set [ST] streg, [ST] Glossary, [TE] Glossary
set, shapefiles, [SP] intro 3, [SP] spbalance, [SP] spset,
[SP] spshape2dta, [SP] Glossary, also see area
cluster subcommand, [MV] cluster programming
data
utilities
standard-format, [SP] intro 4
datasignature subcommand, [D] datasignature
Stata-format, [SP] intro 4
file subcommand, [P] file
translating to Stata format, [SP] intro 4
graph subcommand, [G-2] graph set
Shapiro–Francia test for normality, [R] swilk
irf subcommand, [TS] irf set
Shapiro–Wilk test for normality, [R] swilk
mi subcommand, [MI] mi set
shared frailty, [ST] stcox, [ST] stcox postestimation,
putexcel subcommand, [P] putexcel, [P] putexcel
[ST] stcurve, [ST] streg, [ST] streg
advanced
postestimation, [ST] Glossary
serset subcommand, [P] serset
shared object, [P] class, [P] plugin
ssd subcommand, [SEM] ssd
shell command, [D] shell
sysdir subcommand, [P] sysdir
Shepard
translator subcommand, [R] translate
diagram, [MV] mds postestimation plots,
webuse subcommand, [D] webuse [MV] Glossary
set ado, net subcommand, [R] net plot, [MV] mds postestimation plots
set matacache, mata subcommand, [M-3] mata set, shewhart command, [R] qc
[R] set
shift, macro subcommand, [P] macro
shock variable, [DSGE] Glossary
312 Subject index
showbaselevels, set subcommand, [R] set, [R] set similarity measures, continued
showbaselevels Jaccard coefficient, [MV] measure option
showemptycells, set subcommand, [R] set, [R] set Kulczyński coefficient, [MV] measure option
showbaselevels matching coefficient, [MV] measure option
shownrtolerance option, [R] maximize Ochiai coefficient, [MV] measure option
showomitted, set subcommand, [R] set, [R] set Pearson coefficient, [MV] measure option
showbaselevels Rogers and Tanimoto coefficient,
showstep option, [R] maximize [MV] measure option
showtolerance option, [R] maximize Russell and Rao coefficient,
.shp files, [SP] intro 4, also see shapefiles [MV] measure option
* shp.dta files, [SP] intro 4, [SP] spcompress, also Sneath and Sokal coefficient,
see shapefiles [MV] measure option
SHR, see subhazard ratio Yule coefficient, [MV] measure option
shwinters, tssmooth subcommand, [TS] tssmooth simple asymmetric autoregressive conditional
shwinters heteroskedasticity, [TS] arch
Šidák’s multiple-comparison adjustment, see multiple simple random sample, [SVY] Glossary
comparisons, Šidák’s method Simpson’s rule, [PSS] power logrank
sign() function, [FN] Mathematical functions, simulate prefix command, [R] simulate
[M-5] sign( ) simulation, [TS] forecast, [TS] forecast adjust,
sign test, [PSS] power oneproportion, [PSS] Glossary [TS] forecast clear, [TS] forecast coefvector,
signature of data, [D] checksum, [D] datasignature, [TS] forecast create, [TS] forecast describe,
[P] datasignature, [P] signestimationsample [TS] forecast drop, [TS] forecast estimates,
signestimationsample command, [TS] forecast exogenous, [TS] forecast
[P] signestimationsample identity, [TS] forecast list, [TS] forecast query,
significance level, [PSS] power, [PSS] power [TS] forecast solve, [U] 20.21 Dynamic forecasts
onemean, [PSS] power twomeans, [PSS] power and simulations
pairedmeans, [PSS] power oneproportion, Markov chain Monte Carlo, [BAYES] intro,
[PSS] power twoproportions, [PSS] power [BAYES] bayesian commands, [BAYES] bayes,
pairedproportions, [PSS] power onevariance, [BAYES] bayesmh, [BAYES] bayesmh
[PSS] power twovariances, [PSS] power evaluators
onecorrelation, [PSS] power twocorrelations, Monte Carlo, [P] postfile, [R] permute,
[PSS] power oneway, [PSS] power twoway, [R] simulate
[PSS] power repeated, [PSS] power oneslope, simultaneous
[PSS] power rsquared, [PSS] power pcorr, quantile regression, [R] qreg
[PSS] power cmh, [PSS] power mcc, systems, [R] reg3
[PSS] power trend, [PSS] power cox,
simultaneous causation, [ERM] intro 3,
[PSS] power exponential, [PSS] power logrank,
[ERM] triangularize, [ERM] Glossary
[PSS] unbalanced designs, [PSS] Glossary,
[U] 20.8 Specifying the width of confidence simultaneous system, [ERM] Glossary
intervals sin() function, [FN] Trigonometric functions,
observed, see p-value [M-5] sin( )
signing digitally data, see datasignature command sine function, [FN] Trigonometric functions
signrank command, [R] signrank single-failure st data, see survival analysis
signtest command, [R] signrank single-imputation methods, [MI] intro substantive
signum function, [FN] Mathematical functions, singlelinkage,
[FN] Trigonometric functions clustermat subcommand, [MV] cluster linkage
similarity, [MV] Glossary cluster subcommand, [MV] cluster linkage
matrices, [MV] matrix dissimilarity, [P] matrix single-linkage clustering, [MV] cluster,
dissimilarity [MV] clustermat, [MV] cluster linkage,
measures, [MV] cluster, [MV] cluster [MV] Glossary
programming utilities, [MV] matrix single-precision floating point number,
dissimilarity, [MV] measure option, [P] matrix [U] 12.2.2 Numeric storage types
dissimilarity single-record st data, see survival analysis
Anderberg coefficient, [MV] measure option singleton strata, [SVY] estat, [SVY] variance
angular, [MV] measure option estimation
correlation, [MV] measure option singleton-group data, [ST] stcox, [ST] Glossary
Dice coefficient, [MV] measure option singular value decomposition, [M-5] svd( ),
Gower coefficient, [MV] measure option [M-5] fullsvd( ), [MV] Glossary, [P] matrix svd
Hamann coefficient, [MV] measure option sinh() function, [FN] Trigonometric functions,
[M-5] sin( )
Subject index 313
SIR, see standardized incidence ratio snapshot, continued

SITE directory, [P] sysdir, [U] 17.5 Where does Stata list command, [D] snapshot
look for ado-files? restore command, [D] snapshot
size, estat subcommand, [SVY] estat save command, [D] snapshot
size of snapshot data, [ST] snapspan, [ST] stset,
all text and markers, [G-3] scale option [ST] Glossary
graph, [G-3] region options snapspan command, [ST] snapspan
changing, [G-2] graph display Sneath and Sokel coefficient similarity measure,
markers, [G-3] marker options [MV] measure option
objects, [G-4] relativesize soft missing value, [MI] mi impute, [MI] Glossary
test, [PSS] Glossary solve AX=B, [M-4] solvers, [M-5] cholsolve( ),
text, [G-3] textbox options [M-5] lusolve( ), [M-5] qrsolve( ),
sizeof() function, [M-5] sizeof( ) [M-5] solve tol( ), [M-5] solvelower( ),
SJ, see Stata Journal and Stata Technical Bulletin [M-5] svsolve( )
sj, net subcommand, [R] net solve, forecast subcommand, [TS] forecast solve
sj scheme, [G-4] scheme sj solvelower() function, [M-5] solvelower( )
skew(), egen function, [D] egen solvelower() function, [M-5] solvelower( )
skewed logistic regression, [R] scobit, [SVY] svy solvenl dump() function, [M-5] solvenl( )
estimation solvenl init() function, [M-5] solvenl( )
skewness, [MV] mvtest normality, [R] ladder, solvenl init *() functions, [M-5] solvenl( )
[R] regress postestimation, [R] summarize, solvenl result *() functions, [M-5] solvenl( )
[TS] varnorm, [R] lnskew0, [R] lv, solvenl solve() function, [M-5] solvenl( )
[R] pksumm, [R] sktest, [R] tabstat solvenl solve() function, [M-5] solvenl( )
skip(#), display directive, [P] display solve tol() function, [M-5] solve tol( )
sktest command, [R] sktest solvetolerance, [M-5] solve tol( )
sleep command, [P] sleep solveupper() function, [M-5] solvelower( )
slogit command, [R] slogit, [R] slogit postestimation solveupper() function, [M-5] solvelower( )
slope, [IRT] Glossary sort command, [D] sort
S macros, [P] creturn, [P] macro sort() function, [M-5] sort( )
smallestdouble() function, [FN] Programming sort() function, [M-5] sort( )
functions, [M-5] mindouble( ) sort option, [G-3] connect options
smc, estat subcommand, [MV] factor postestimation, sort order, [D] describe, [P] byable, [P] macro,
[MV] pca postestimation [P] sortpreserve
SMCL, see Stata Markup and Control Language sort order for strings, [D] unicode collator,
.smcl file, [U] 11.6 Filenaming conventions [FN] String functions, [M-5] ustrcompare( ),
smclsymbolpalette, palette subcommand, [U] 12.4.2.5 Sorting strings containing Unicode
[G-2] palette characters
smooth command, [R] smooth sort, serset subcommand, [P] serset
smooth treatment-effects matching, [TE] teffects sortedby macro extended function, [P] macro
aipw, [TE] teffects ipw, [TE] teffects ipwra, sorting, Unicode strings, [D] unicode collator
[TE] teffects ra, [TE] Glossary sortpreserve option, [P] sortpreserve
smoothers, [TS] tssmooth, [TS] Glossary soundex() function, [FN] String functions,
double exponential, [TS] tssmooth dexponential [M-5] soundex( )
exponential, [TS] tssmooth exponential soundex nara() function, [FN] String functions,
Holt–Winters, [M-5] soundex( )
nonseasonal, [TS] tssmooth hwinters source code, [M-1] how, [M-1] source, [M-6] Glossary
seasonal, [TS] tssmooth shwinters source code, view, [P] viewsource
moving average, [TS] tssmooth ma Sp, see spatial
nonlinear, [TS] tssmooth nl spatial, [SP] Glossary
smoothfonts, set subcommand, [R] set autoregressive models, [SP] intro, [SP] intro 1,
smoothing, [G-2] graph twoway lpoly, [R] lpoly, [SP] spivregress, [SP] spregress,
[R] smooth [SP] spxtregress, [SP] Glossary,
graphs, [G-2] graph other, [R] kdensity, [R] lowess [U] 26.17 Spatial autoregressive models
SMR, see standardized mortality ratio direct, indirect, and total impacts,
snapshot, [D] snapshot [SP] spivregress postestimation,
[SP] spregress postestimation,
snapshot
[SP] spxtregress postestimation
erase command, [D] snapshot
label command, [D] snapshot
314 Subject index
spatial, autoregressive models, continued specificity, [MV] factor, [R] estat classification,
Moran test of residual correlation with nearby [R] lroc, [R] lsens, also see receiver operating
residuals, [SP] estat moran characteristic analysis, see receiver operating
data, [SP] spbalance, [SP] spcompress, characteristic analysis
[SP] spgenerate, [SP] spset, [SP] spshape2dta, spectral
[SP] Glossary, also see area data analysis, [TS] Glossary
estimation, [SP] intro 8 density, [TS] psdensity, [TS] Glossary
lags, [SP] intro 1, [SP] intro 2, [SP] spgenerate, distribution, [TS] cumsp, [TS] pergram,
[SP] Glossary [TS] psdensity, [TS] Glossary
use with non-SP datasets, [SP] spgenerate plots, cumulative, [G-2] graph other
simultaneous autoregressive model, see spatial spectrum, [TS] psdensity, [TS] Glossary
autoregressive models spell data, [ST] Glossary
units, [SP] Glossary spfrommata,
weighting matrix, [SP] intro 1, [SP] spgenerate, spmatrix subcommand, [SP] spmatrix spfrommata
[SP] spmatrix, [SP] spmatrix copy, spgenerate command, [SP] spgenerate
[SP] spmatrix note, [SP] spmatrix save, spherical covariance, [MV] mvtest covariances
[SP] spmatrix use, [SP] Glossary sphericity, [MV] Glossary
advanced construction, [SP] spmatrix assumption, [PSS] power repeated, [PSS] Glossary
spfrommata, [SP] spmatrix userdefined
Spiegelhalter’s Z statistic, [R] brier
contiguity, [SP] spmatrix create
spike, graph twoway subcommand, [G-2] graph
creating from data, [SP] spmatrix fromdata twoway spike
dropping from memory, [SP] spmatrix drop spike plot, [R] spikeplot
ex post contiguity, [SP] spmatrix summarize spikeplot command, [R] spikeplot
explained, [SP] intro 2 spillover effects, [SP] intro 2, [SP] spivregress
exporting as text file, [SP] spmatrix export postestimation, [SP] spregress postestimation,
import from text file, [SP] spmatrix import [SP] spxtregress postestimation, [SP] Glossary
inverse distance, [SP] spmatrix create, spivregress command, [SP] intro 8,
[SP] spmatrix userdefined [SP] spivregress, [SP] spivregress
inverse-distance contiguity, [SP] spmatrix create postestimation
listing, [SP] spmatrix drop spline3() function, [M-5] spline3( )
manipulation from Mata, [SP] spmatrix spline3eval() function, [M-5] spline3( )
userdefined splines
manipulation in Mata, [SP] spmatrix linear, [R] mkspline
matafromsp, [SP] spmatrix spfrommata restricted cubic, [R] mkspline
normalization, [SP] spmatrix create split command, [D] split
panel data, [SP] spmatrix create split-plot designs, [MV] manova, [R] anova
renormalizing, [SP] spmatrix normalize splitting time-span records, [ST] stsplit
user-defined, [SP] spmatrix fromdata, spmatrix
[SP] spmatrix spfrommata, [SP] spmatrix clear command, [SP] spmatrix drop
userdefined
command, [SP] spmatrix
spatially autoregressive errors, see autoregressive errors
copy command, [SP] spmatrix copy
spbalance command, [SP] intro 4, [SP] intro 6
create command, [SP] intro 7, [SP] spmatrix
spcompress command, [SP] spcompress create
spdistance command, [SP] spdistance dir command, [SP] spmatrix drop, [SP] spmatrix
Spearman–Brown prophecy formula, [MV] alpha summarize
spearman command, [R] spearman drop command, [SP] spmatrix drop
Spearman’s rho, [R] spearman export command, [SP] spmatrix export
specialized graphs, [G-2] graph other fromdata command, [SP] spmatrix fromdata
specification test, [R] gmm postestimation, import command, [SP] spmatrix import,
[R] hausman, [R] ivpoisson postestimation, [SP] spmatrix normalize
[R] ivregress postestimation, [R] linktest, matafromsp command, [SP] spmatrix create,
[R] lnskew0, [R] regress postestimation, [SP] spmatrix matafromsp
[R] suest, [ST] stcox, [ST] stcox PH-assumption
normalize command, [SP] spmatrix normalize
tests, [ST] stcox postestimation, [ST] stsplit,
[XT] xtreg postestimation note command, [SP] spmatrix note, [SP] spmatrix
save
save command, [SP] spmatrix save
spfrommata command, [SP] spmatrix create,
[SP] spmatrix spfrommata
Subject index 315
spmatrix, continued ssC() function, [D] datetime, [FN] Date and time
summarize command, [SP] spmatrix summarize functions, [M-5] date( )
use command, [SP] spmatrix use SSCP matrix, [MV] Glossary
userdefined command, [SP] spmatrix userdefined SSD, see summary statistics data
spread, [R] lv ssd
spreadsheets, transferring addgroup command, [SEM] ssd
from Stata, [D] edit, [D] export, [D] import build command, [SEM] ssd
dbase, [D] import delimited, [D] import excel, describe command, [SEM] ssd
[D] import haver, [D] odbc, [D] outfile init command, [SEM] ssd
into Stata, [D] edit, [D] import, [D] import list command, [SEM] ssd
dbase, [D] import delimited, [D] import repair command, [SEM] ssd
excel, [D] import haver, [D] infile (fixed set command, [SEM] ssd
format), [D] infile (free format), [D] odbc, status command, [SEM] ssd
[U] 21 Entering and importing data
unaddgroup command, [SEM] ssd
spregress command, [SP] intro 7, [SP] intro 8,
sspace command, [TS] sspace, [TS] sspace
[SP] estat moran, [SP] spregress, [SP] spregress
postestimation
postestimation
SSU, see secondary sampling unit
sprintf() function, [M-5] printf( )
st addobs() function, [M-5] st addobs( )
spset command, [SP] intro 4, [SP] intro 5,
[SP] intro 6, [SP] spset st addobs() function, [M-5] st addobs( )
spshape2dta command, [SP] intro 4, [SP] intro 7, st addvar() function, [M-5] st addvar( )
[SP] spshape2dta st addvar() function, [M-5] st addvar( )
SPSS dates, [D] datetime st command, [ST] stset
spxtregress command, [SP] intro 8, st commands for mi data, [MI] mi stsplit, [MI] mi
[SP] spxtregress, [SP] spxtregress XXXset
postestimation st ct, [ST] st is
SQL, [D] odbc st data, [ST] st, [ST] Glossary
sqlfile(), odbc subcommand, [D] odbc st data() function, [M-5] st data( )
sqreg command, [R] qreg, [R] qreg postestimation st data() function, [M-5] st data( )
sqrt() function, [FN] Mathematical functions, st dir() function, [M-5] st dir( )
[M-5] sqrt( ) st dropobsif() function, [M-5] st dropvar( )
square st dropobsin() function, [M-5] st dropvar( )
matrix, [M-6] Glossary st dropvar() function, [M-5] st dropvar( )
root, [M-5] sqrt( ), [M-5] cholesky( ) st eclear() function, [M-5] st rclear( )
root function, [FN] Mathematical functions st global() function, [M-5] st global( )
squared multiple correlations, [MV] factor st global hcat() function, [M-5] st global( )
postestimation, [SEM] methods and formulas st is 2, [ST] st is
for sem st isfmt() function, [M-5] st isfmt( )
sreturn st islmname() function, [M-5] st isname( )
clear command, [P] return st isname() function, [M-5] st isname( )
list command, [P] return, [R] stored results st isnumfmt() function, [M-5] st isfmt( )
local command, [P] return st isnumvar() function, [M-5] st vartype( )
SRMI, see imputation, multivariate, chained equations st isstrfmt() function, [M-5] st isfmt( )
SRMR, see standardized, root mean squared residual st isstrvar() function, [M-5] st vartype( )
SRS, see simple random sample st keepobsif() function, [M-5] st dropvar( )
ss() function, [D] datetime, [FN] Date and time st keepobsin() function, [M-5] st dropvar( )
functions, [M-5] date( ) st keepvar() function, [M-5] st dropvar( )
ssc st local() function, [M-5] st local( )
copy command, [R] ssc st macroexpand() function,
describe command, [R] ssc [M-5] st macroexpand( )
hot command, [R] ssc st macroexpand() function,
install command, [R] ssc [M-5] st macroexpand( )
new command, [R] ssc st matrix() function, [M-5] st matrix( )
type command, [R] ssc st matrix hcat() function, [M-5] st matrix( )
uninstall command, [R] ssc st matrixcolstripe() function, [M-5] st matrix( )
SSC archive, see Statistical Software Components st matrixrowstripe() function, [M-5] st matrix( )
archive st, mi subcommand, [MI] mi XXXset
st nobs() function, [M-5] st nvar( )
316 Subject index
st numscalar() function, [M-5] st numscalar( ) stairstep, connecting points with, [G-4] connectstyle
st numscalar hcat() function, standard deviations, [PSS] power, [PSS] power
[M-5] st numscalar( ) onevariance
st nvar() function, [M-5] st nvar( ) confidence intervals for, [R] ci
st rclear() function, [M-5] st rclear( ) control-group, [PSS] power twovariances
st replacematrix() function, [M-5] st matrix( ) creating
st sclear() function, [M-5] st rclear( ) dataset of, [D] collapse
st sdata() function, [M-5] st data( ) variable containing, [D] egen
st sdata() function, [M-5] st data( ) displaying, [R] lv, [R] summarize, [R] table,
st select() function, [M-5] select( ) [R] tabstat, [R] tabulate, summarize(),
st show, [ST] st is [XT] xtsum
st sstore() function, [M-5] st store( ) experimental-group, [PSS] power twovariances
st sstore() function, [M-5] st store( ) independent, see standard deviations, two-sample
st store() function, [M-5] st store( ) one-sample, [PSS] power onevariance
st store() function, [M-5] st store( ) subpopulations, see subpopulation, standard
st strscalar() function, [M-5] st numscalar( ) deviations of
st subview() function, [M-5] st subview( ) testing equality of, [R] sdtest
st sview() function, [M-5] st view( ) two-sample, [PSS] power twovariances
st tempfilename() function, [M-5] st tempname( ) standard error bar charts, [G-2] graph other
st tempname() function, [M-5] st tempname( ) standard errors
st tsrevar() function, [M-5] st tsrevar( ) accessing, [P] matrix get, [U] 13.5 Accessing
st tsrevar() function, [M-5] st tsrevar( ) coefficients and standard errors
st updata() function, [M-5] st updata( ) balanced repeated replication, see balanced repeated
replication standard errors
st varformat() function, [M-5] st varformat( )
bootstrap, see bootstrap standard errors
st varindex() function, [M-5] st varindex( )
for general predictions, [R] predictnl
st varindex() function, [M-5] st varindex( )
forecast, [R] predict, [R] regress postestimation
st varlabel() function, [M-5] st varformat( )
jackknife, see jackknife standard errors
st varname() function, [M-5] st varname( )
MCMC, see Monte Carlo standard error
st varrename() function, [M-5] st varrename( )
mean, [R] ci, [R] mean
st vartype() function, [M-5] st vartype( )
panel-corrected, see panel-corrected standard error
st varvaluelabel() function, [M-5] st varformat( )
population, [ERM] intro 5
st view() function, [M-5] st view( )
prediction, [R] glm, [R] predict, [R] regress
st viewobs() function, [M-5] st viewvars( )
postestimation
st viewvars() function, [M-5] st viewvars( )
residuals, [R] predict, [R] regress postestimation
st vldrop() function, [M-5] st vlexists( )
robust, see robust, Abadie–Imbens standard errors,
st vlexists() function, [M-5] st vlexists( ) see robust, Huber/White/sandwich estimator of
st vlload() function, [M-5] st vlexists( ) variance
st vlmap() function, [M-5] st vlexists( ) semirobust, see semirobust standard errors
st vlmodify() function, [M-5] st vlexists( ) successive difference replication, see successive
st vlsearch() function, [M-5] st vlexists( ) difference replication
stability, [DSGE] intro 5, [DSGE] estat stable, standard linear SEM, [SEM] Glossary
[TS] var intro, [TS] var, [TS] var svar, standard strata, see direct standardization
[TS] vecstable standard weights, see direct standardization
after ARIMA, [TS] estat aroots standard-format shapefiles, see shapefiles
after VAR or SVAR, [TS] varstable standardized
after VEC, [TS] vec intro, [TS] vec coefficients, [SEM] example 3, [SEM] example 6,
of nonrecursive models, see nonrecursive model, [SEM] Glossary, also see standardized
stability of parameters
stable, estat subcommand, [DSGE] dsge covariance, [SEM] Glossary
postestimation, [DSGE] estat stable, covariance residual, [SEM] methods and formulas
[SEM] estat stable for sem
stable unit treatment value assumption, [TE] teffects data, [MV] Glossary
intro advanced
difference, [PSS] power, [PSS] power onemean,
stack command, [D] stack [PSS] power twomeans, [PSS] power
stacked variables, [MV] Glossary pairedmeans
stacking data, [D] stack incidence ratio, [R] dstdize
stacking variables, [MV] Glossary margins, [R] margins
Subject index 317
standardized, continued Stata, continued

mean residual, [SEM] methods and formulas for NetCourseNow, [U] 3.6.2 NetCourses
sem NetCourses, [U] 3.6.2 NetCourses
means, [R] mean on Facebook, [U] 3.2.5 Stata on social media
mortality ratio, [R] dstdize, [R] epitab, on Google+, [U] 3.2.5 Stata on social media
[ST] stptime, [ST] Glossary on LinkedIn, [U] 3.2.5 Stata on social media
option, [SEM] example 11 on Twitter, [U] 3.2.5 Stata on social media
parameters, [SEM] estat stdize, [SEM] methods and op.varname, see Stata, time-series–operated variable
formulas for sem platforms, [U] 5.1 Platforms
proportions, [R] proportion Press, [U] 3.3 Stata Press
rates, [R] dstdize, [R] epitab r-class results, [M-5] st global( ), [M-5] st dir( ),
ratios, [R] ratio [M-5] st rclear( )
residuals, [R] binreg postestimation, [R] glm scalar, [M-5] st numscalar( ), [M-5] st dir( )
postestimation, [R] logistic postestimation, s-class results, [M-5] st global( ), [M-5] st dir( ),
[R] logit postestimation, [R] predict, [R] regress [M-5] st rclear( )
postestimation, [SEM] estat residuals, Stata/IC, see Stata/IC
Stata/MP, see Stata/MP
[SEM] Glossary
Stata/SE, see Stata/SE
root mean squared residual, [SEM] estat
ggof, [SEM] estat gof, [SEM] example 4, supplementary material, [U] 3 Resources for
[SEM] example 21, [SEM] methods and learning and using Stata
formulas for sem support, [U] 3 Resources for learning and using
standardized, variables, [D] egen Stata
start() option, [G-2] graph twoway histogram temporary
starting values, [SEM] intro 12, [SEM] sem and gsem filenames, [M-5] st tempname( )
option from( ), [SEM] sem and gsem path names, [M-5] st tempname( )
notation, [SEM] sem path notation extensions, time-series–operated variable, [M-5] st tsrevar( ),
[SEM] Glossary [M-6] Glossary
Stata training, [U] 3.6 Conferences and training
Blog, [U] 3.2.3 The Stata Blog—Not Elsewhere updates, see updates to Stata
Classified users group meeting, [U] 3.6.1 Conferences and
c-class results, [M-5] st global( ) users group meetings
characteristic, [M-5] st global( ), [M-5] st dir( ) value labels, [M-5] st varformat( ),
conference, [U] 3.6.1 Conferences and users group [M-5] st vlexists( )
meetings variable
description, [U] 2 A brief description of Stata formats, [M-5] st varformat( )
documentation, [U] 1 Read this—it will help labels, [M-5] st varformat( )
dynamic tags, [P] dyntext website, [U] 3.2.1 The Stata website
e-class results, [M-5] st global( ), [M-5] st dir( ), (www.stata.com)
[M-5] st rclear( ) YouTube Channel, [U] 3.2.2 The Stata YouTube
error message, [M-5] error( ) Channel
example datasets, [U] 1.2.2 Example datasets Stata,
execute command, [M-3] mata stata, [M-5] stata( ) data file format, technical description, [P] file
exiting, see exit command formats .dta
for Mac, see Mac exiting, see exit command
for Unix, see Unix pause, [P] sleep
for Windows, see Windows STATA directory, [P] sysdir
Forum, [U] 3.2.4 The Stata Forum stata() function, [M-5] stata( )
internal form, [D] datetime, [D] datetime display stata() function, [M-5] stata( )
formats, [D] datetime translation Stata Journal, [G-4] scheme sj
limits, [R] limits, [U] 5 Flavors of Stata Stata Journal and Stata Technical Bulletin, [U] 3.4 The
logo, [G-2] graph print, [G-3] pr options Stata Journal
macro, [M-5] st global( ), [M-5] st local( ), installation of, [R] net, [R] sj, [U] 17.6 How do I
[M-5] st dir( ) install an addition?
Markup and Control Language, [M-5] display( ), keyword search of, [R] search, [U] 4 Stata’s help
[M-5] printf( ), [M-5] errprintf( ), [G-4] text, and search facilities
[P] smcl stata, mata subcommand, [M-3] mata stata
matrix, [M-5] st matrix( ), [M-5] st dir( ), Stata News, [U] 3 Resources for learning and using
[M-6] Glossary Stata
318 Subject index
Stata Technical Bulletin Reprints, [U] 3.4 The Stata steady-state equilibrium, [DSGE] Glossary,
Journal [TS] Glossary
Stata-format shapefiles, see shapefiles steepest descent (ascent), [M-5] moptimize( ),
Stata/IC, [R] limits, [U] 5 Flavors of Stata [M-5] optimize( )
Stata/MP, [R] limits, [U] 5 Flavors of Stata stem command, [R] stem
Stata/SE, [R] limits, [U] 5 Flavors of Stata stem-and-leaf displays, [R] stem
stata.key file, [R] search stepwise estimation, [R] stepwise
Statalist, [U] 3.2.4 The Stata Forum stepwise prefix command, [R] stepwise
statasetversion() function, [M-5] stataversion( ) .ster file, [MI] mi estimate, [MI] mi estimate
stataversion() function, [M-5] stataversion( ) using, [MI] mi predict, [U] 11.6 Filenaming
state transition matrix, [DSGE] estat transition, conventions
[DSGE] Glossary stereotype logistic regression, [R] slogit, [SVY] svy
state variables, [DSGE] Glossary estimation
lag of, [DSGE] intro 4c stfill command, [ST] stfill
state-space model, [DSGE] Glossary, [TS] sspace, stgen command, [ST] stgen
[TS] sspace postestimation, [TS] Glossary, also .sthlp file, [U] 4 Stata’s help and search
see autoregressive integrated moving-average facilities, [U] 11.6 Filenaming conventions,
model, also see dynamic factor model [U] 18.11.6 Writing system help
static, [M-2] class stintreg command, [ST] stcurve, [ST] stintreg,
static forecast, [DSGE] Glossary, [TS] forecast, [ST] stintreg postestimation
[TS] forecast adjust, [TS] forecast clear, stir command, [ST] stir
[TS] forecast coefvector, [TS] forecast stjoin command, [ST] stsplit
create, [TS] forecast describe, [TS] forecast stjoin for mi data, [MI] mi stsplit
drop, [TS] forecast estimates, [TS] forecast stjoin, mi subcommand, [MI] mi stsplit
exogenous, [TS] forecast identity, [TS] forecast stmc command, [ST] strate
list, [TS] forecast query, [TS] forecast solve, stmh command, [ST] strate
[TS] Glossary stochastic
stationary distribution, [BAYES] intro, equation, [DSGE] Glossary, [TS] Glossary
[BAYES] bayesmh, [BAYES] bayesgraph,
frontier model, [R] frontier, [U] 26.3.7 Stochastic
[BAYES] Glossary
frontier models, [XT] xtfrontier
stationary time series, [TS] dfgls, [TS] dfuller,
trend, [DSGE] Glossary, [TS] tsfilter, [TS] ucm,
[TS] pperron, [TS] var intro, [TS] var, [TS] vec
[TS] Glossary
intro, [TS] vec
stop,
statistical
clustermat subcommand, [MV] cluster stop
density functions, [M-5] normal( )
cluster subcommand, [MV] cluster stop
distribution functions, [M-5] normal( )
stopbox, window subcommand, [P] window
inference, hypothesis testing, see hypothesis test
programming, [P] window stopbox
Statistical Software Components archive, [R] ssc
stopping command execution, [U] 10 Keyboard use
stats, estimates subcommand, [R] estimates stats
stopping rules, [MV] Glossary
statsby prefix command, [D] statsby
adding, [MV] cluster programming subroutines
status, ssd subcommand, [SEM] ssd
Caliński and Harabasz index, [MV] cluster,
STB, see Stata Journal and Stata Technical Bulletin [MV] cluster stop
stb, net subcommand, [R] net Duda and Hart index, [MV] cluster, [MV] cluster
stbase command, [ST] stbase stop
.stbcal file, [D] bcal, [D] datetime business stepsize, [MV] cluster programming subroutines
calendars, [D] datetime business calendars storage types, [D] codebook, [D] compress,
creation, [U] 11.6 Filenaming conventions [D] describe, [D] encode, [D] format,
stci command, [ST] stci [D] generate, [D] recast, [D] varmanage,
stcox command, [ST] stcox, [ST] stcox PH- [U] 11.4 varname and varlists,
assumption tests, [ST] stcox postestimation, [U] 12.2.2 Numeric storage types,
[ST] stcurve [U] 12.4 Strings
stcox, fractional polynomials, [R] fp, [R] mfp store, estimates subcommand, [R] estimates store
stcoxkm command, [ST] stcox PH-assumption tests store estimation results, [P] ereturn
stcrreg command, [ST] stcrreg, [ST] stcrreg stored results, [P] return, [P] return, [R] stored
postestimation, [ST] stcurve results, [SEM] intro 7, [U] 18.8 Accessing
stcurve command, [ST] stcurve results calculated by other programs,
std(), egen function, [D] egen [U] 18.9 Accessing results calculated by
stdescribe command, [ST] stdescribe estimation commands, [U] 18.10 Storing results
stdize, estat subcommand, [SEM] estat stdize clearing, [M-5] st rclear( )
Subject index 319
stored results, continued string variables, continued

hidden or historical, [M-5] st global( ), duplication, [M-5] strdup( )
[M-5] st matrix( ), [M-5] st numscalar( ) functions, [FN] String functions, [M-4] string,
storing and restoring estimation results, [R] estimates [U] 12.4 Strings, [U] 12.4.2.1 Unicode string
store functions, [U] 23 Working with strings
storing results, [P] ereturn, [P] postfile, [P] return pattern matching, [M-5] strmatch( )
stphplot command, [ST] stcox PH-assumption tests to real, convert, [M-5] strtoreal( )
.stpr file, [U] 11.6 Filenaming conventions variables, [D] data types, [D] infile (free format),
stptime command, [ST] stptime [U] 12.4 Strings, [U] 23 Working with strings
.stptrace file, [U] 11.6 Filenaming conventions converting to numbers, [FN] String functions
str#, [D] data types, [U] 12.4 Strings encoding, [D] encode
strata, estat subcommand, [SVY] estat exporting, [D] export
strata with one sampling unit, [SVY] variance formatting, [D] format
estimation importing, [D] import
strate command, [ST] strate inputting, [D] edit, [D] input, [U] 21 Entering
stratification, [R] epitab, [SEM] example 49g, and importing data
[ST] stcox, [ST] stcox PH-assumption tests, long, [U] 12.4.13 How to see the full contents of
[ST] stintreg, [ST] stir, [ST] strate, [ST] streg, a strL or a str# variable, also see strL
[ST] sts, [ST] sts generate, [ST] sts graph, making from value labels, [D] encode
[ST] sts list, [ST] sts test, [ST] stsplit, see mapping to numbers, [D] destring, [D] encode,
stratified sampling [D] label, also see real() function
stratified parsing, [P] gettoken, [P] tokenize
2×2 table, [PSS] power, [PSS] power cmh, sort order, [U] 13.2.3 Relational operators
[PSS] Glossary splitting into parts, [D] split
analysis, [PSS] power, [PSS] power cmh string, [M-2] declarations, [M-6] Glossary
graphs, [R] dotplot string() function, [FN] String functions
model, [SEM] example 49g, [ST] stcox, strings, [D] unicode
[ST] stintreg, [ST] streg, [ST] Glossary stritrim() function, [FN] String functions,
models, [R] asclogit, [R] asmprobit, [R] asroprobit, [M-5] strtrim( )
[R] clogit, [R] exlogistic, [R] expoisson, strL, [D] data types, [U] 12.4 Strings
[R] rocreg, [R] rologit
displaying, [U] 12.4.13 How to see the full contents
resampling, [R] bootstrap, [R] bsample, [R] bstat, of a strL or a str# variable
[R] permute
strlen macro extended function, [P] macro
sampling, [SVY] survey, [SVY] svydescribe,
strlen() function, [FN] String functions,
[SVY] svyset, [SVY] Glossary
[M-5] strlen( )
standardization, [R] dstdize
strlower() function, [FN] String functions,
summary statistics, [R] mean, [R] proportion, [M-5] strupper( )
[R] ratio, [R] total
strltrim() function, [FN] String functions,
tables, [R] epitab [M-5] strtrim( )
test, [R] epitab, [ST] stcox PH-assumption tests, strmatch() function, [FN] String functions,
[ST] sts test, [ST] Glossary [M-5] strmatch( )
stratum collapse, [SVY] svydescribe strofreal() function, [FN] String functions,
strcat() function, [FN] String functions [M-5] strofreal( )
strdup() function, [M-5] strdup( ) strongly balanced, [SP] spbalance, [XT] Glossary
strdup() function, [FN] String functions data, [SP] Glossary
stream I/O versus record I/O, [U] 21 Entering and strpos() function, [FN] String functions,
importing data [M-5] strpos( )
streg command, [ST] stcurve, [ST] streg, [ST] streg strproper() function, [FN] String functions,
postestimation [M-5] strupper( )
streset command, [ST] stset strreverse() function, [FN] String functions,
streset command for mi data, [MI] mi XXXset [M-5] strreverse( )
streset, mi subcommand, [MI] mi XXXset strrpos() function, [FN] String functions
stress, [MV] mds postestimation, [MV] Glossary strrtrim() function, [FN] String functions,
stress, estat subcommand, [MV] mds [M-5] strtrim( )
postestimation strtoname() function, [FN] String functions,
strict stationarity, [DSGE] Glossary, [TS] Glossary [M-5] strtoname( )
string, also see Unicode strings strtoreal() function, [M-5] strtoreal( )
concatenation, [M-5] invtokens( ) strtoreal() function, [M-5] strtoreal( )
320 Subject index
strtrim() function, [FN] String functions, stteffects, continued

[M-5] strtrim( ) ra command, [TE] stteffects ra
struct, [M-2] struct wra command, [TE] stteffects wra
structname() function, [M-5] eltype( ) sttocc command, [ST] sttocc
structural break, sttoct command, [ST] sttoct
known break date, [TS] estat sbknown Stuart–Maxwell test statistic, [R] symmetry
unknown break date, [TS] estat sbsingle Studentized residuals, [R] predict, [R] regress
structural equation modeling, [MV] intro, postestimation
[SEM] methods and formulas for gsem, Studentized-range multiple-comparison adjustment, see
[SEM] methods and formulas for sem, multiple comparisons, Tukey’s method
[SEM] Glossary, [SVY] svy estimation, Student–Newman–Keuls’s multiple-comparison
[U] 26.22 Structural equation modeling (SEM) adjustment, see multiple comparisons, Student–
structural model, [DSGE] Glossary, [ERM] Glossary, Newman–Keuls’s method
[SEM] intro 5, [SEM] example 7, Student’s t
[SEM] example 9, [SEM] example 32g, density,
[SEM] Glossary, [TS] Glossary central, [FN] Statistical functions
structural time-series model, [TS] psdensity, noncentral, [FN] Statistical functions
[TS] sspace, [TS] ucm, [TS] Glossary
distribution, also see t distribution
structural vector autoregressive
cumulative, [FN] Statistical functions
model, [TS] var intro, [TS] var svar, [TS] Glossary
cumulative noncentral, [FN] Statistical functions
postestimation, [R] regress postestimation time
inverse cumulative, [FN] Statistical functions
series, [TS] fcast compute, [TS] fcast graph,
[TS] irf, [TS] irf create, [TS] var svar inverse cumulative noncentral, [FN] Statistical
postestimation, [TS] vargranger, [TS] varlmar, functions
[TS] varnorm, [TS] varsoc, [TS] varstable, inverse reverse cumulative, [FN] Statistical
[TS] varwle functions
structure, [MV] Glossary reverse cumulative, [FN] Statistical functions
structure, estat subcommand, [MV] discrim lda study,
postestimation, [MV] factor postestimation case–control, see case–control study
structured, [SEM] Glossary cohort, see cohort study
structured (correlation or covariance), [SEM] Glossary controlled clinical trial, see controlled clinical trial
structures, [M-2] struct, [M-5] liststruct( ), study
[M-6] Glossary cross-sectional, see cross-sectional study
strupper() function, [FN] String functions, experimental, see experimental study
[M-5] strupper( ) follow-up, see cohort study
sts command, [ST] sts, [ST] sts generate, [ST] sts matched, see matched study
graph, [ST] sts list, [ST] sts test multiple-sample, see multiple-sample study
sts generate command, [ST] sts, [ST] sts generate observational, see observational study
sts graph command, [ST] sts, [ST] sts graph one-sample, see one-sample study
sts list command, [ST] sts, [ST] sts list paired, see paired study
sts test command, [ST] sts, [ST] sts test prospective, see prospective study
.stsem file, [U] 11.6 Filenaming conventions randomized controlled trial, see randomized
stset command, [ST] stset controlled trial study
stset command for mi data, [MI] mi XXXset retrospective, see retrospective study
stset, mi subcommand, [MI] mi XXXset two-sample, see two-sample study
stsplit command, [ST] stsplit stvary command, [ST] stvary
stsplit for mi data, [MI] mi stsplit style
stsplit, mi subcommand, [MI] mi stsplit added line, [G-4] addedlinestyle
stsum command, [ST] stsum area, [G-4] areastyle
.stswm file extension, [SP] spmatrix save, axis, [G-4] tickstyle
[SP] spmatrix use by-graphs, [G-4] bystyle
.stswm file, [U] 11.6 Filenaming conventions clock position, [G-4] clockposstyle
stteffects, [TE] stteffects, [TE] stteffects color, [G-4] colorstyle
postestimation compass direction, [G-4] compassdirstyle
command, [TE] tebalance connect points, [G-4] connectstyle
ipw command, [TE] stteffects ipw grid lines, [G-4] gridstyle
ipwra command, [TE] stteffects ipwra legends, [G-4] legendstyle
lines, [G-4] linepatternstyle, [G-4] linestyle,
[G-4] linewidthstyle
Subject index 321
style, continued subscripts in expressions, [U] 13.7 Explicit

lists, [G-4] stylelists subscripting
margins, [G-4] marginstyle substantive constraints, see constraints
marker labels, [G-4] markerlabelstyle, substr() function, [M-5] substr( )
[G-4] markersizestyle, [G-4] markerstyle substr() function, [FN] String functions,
markers, [G-4] symbolstyle [M-5] substr( )
plot, [G-4] pstyle substring function, [FN] String functions
text, [G-4] textsizestyle, [G-4] textstyle subtitle() option, [G-3] title options
text display angle, [G-4] anglestyle subtraction operator, see arithmetic operators
text justification, [G-4] justificationstyle success–failure proportion, [PSS] power
textboxes, [G-4] orientationstyle, pairedproportions
[G-4] textboxstyle successive difference replication, [SVY] sdr options,
vertical alignment of text, [G-4] alignmentstyle [SVY] svy sdr, [SVY] variance estimation,
style, [MI] mi convert, [MI] styles, [MI] Glossary [SVY] Glossary
style, suest command, [R] suest, [SVY] svy postestimation
flong, see flong .sum file, [U] 11.6 Filenaming conventions
flongsep, see flongsep sum() function, [FN] Mathematical functions,
mlong, see mlong [M-5] sum( )
wide, see wide sum of vector, [M-5] runningsum( )
stylelist, [G-4] stylelists summarize,
subclass, [M-2] class estat subcommand, [R] estat, [R] estat summarize
subdirectories, [U] 11.6 Filenaming conventions misstable subcommand, [R] misstable
subhazard ratio, [R] eform option, [R] lincom, estat subcommand, [MV] ca postestimation,
[ST] Glossary, also see cumulative subhazard [MV] discrim estat, [MV] discrim
function knn postestimation, [MV] discrim lda
postestimation, [MV] discrim logistic
subinertia, estat subcommand, [MV] mca
postestimation, [MV] discrim qda
postestimation
subinstr macro extended function, [P] macro [MV] mca postestimation, [MV] mds
subinstr() function, [FN] String functions, postestimation, [MV] pca postestimation,
[M-5] subinstr( ) [MV] procrustes postestimation, [SEM] estat
subinword() function, [FN] String functions, summarize
[M-5] subinstr( ) serset subcommand, [P] serset
subjective prior, see informative prior spmatrix subcommand, [SP] spmatrix summarize
sublowertriangle() function, summarize command, [D] format, [R] summarize,
[M-5] sublowertriangle( ) [R] tabulate, summarize()
sublowertriangle() function, summarizing data, [D] codebook, [D] inspect,
[M-5] sublowertriangle( ) [R] summarize, [R] tabstat, [SVY] svy: tabulate
subpopulation twoway, [XT] xtsum, [R] lv, [R] table,
differences, [SVY] survey, [SVY] svy [R] tabulate oneway, [R] tabulate twoway,
postestimation [R] tabulate, summarize()
estimation, [SVY] subpopulation estimation, summary, bayesstats subcommand,
[SVY] svy estimation, [SVY] Glossary [BAYES] bayesstats
means, [SVY] svy estimation summary statistics, see Bayesian, summary statistics,
proportions, [SVY] svy estimation, see descriptive statistics
[SVY] svy: tabulate oneway, summary statistics data, [SEM] intro 11,
[SVY] svy: tabulate twoway [SEM] example 2, [SEM] example 19,
ratios, [SVY] svy estimation, [SVY] svy: tabulate [SEM] example 25, [SEM] sem option
oneway, [SVY] svy: tabulate twoway select( ), [SEM] sem ssd options, [SEM] ssd,
standard deviations of, [SVY] estat [SEM] Glossary
totals, [SVY] svy estimation, [SVY] svy: tabulate summary variables, generating, [MV] cluster generate
oneway, [SVY] svy: tabulate twoway summative (Likert) scales, [MV] alpha
subroutines, adding, [MV] cluster programming sums,
utilities creating dataset containing, [D] collapse
subsampling the chain, see thinning over observations, [D] egen, [FN] Mathematical
subscripting matrices, [P] matrix define functions, [R] summarize
subscripts, [G-4] text, [M-2] subscripts, over variables, [D] egen
[M-6] Glossary sunflower command, [R] sunflower
sunflower plots, [R] sunflower
322 Subject index
Super, class prefix operator, [P] class survival analysis, continued

super-varying variables, [MI] mi varying, logistic regression, [R] logistic
[MI] Glossary mixed-effects parametric model, [ME] mestreg
.superclass built-in class function, [P] class Bayesian, [BAYES] bayes: mestreg
superscripts, [G-4] text parametric survival model, [FMM] fmm: streg,
supplementary rows or columns, [MV] ca, [FMM] example 4, [SEM] example 47g,
[MV] Glossary [SEM] example 48g, [SEM] example 49g,
supplementary variables, [MV] mca, [MV] Glossary [ST] stintreg, [ST] stintreg postestimation,
support of Stata, [U] 3 Resources for learning and [ST] streg, [ST] streg postestimation
using Stata Poisson regression, [R] poisson
suppressing graphs, [G-3] nodraw option power and sample size, [PSS] power, [PSS] power
suppressing terminal output, [P] quietly cox, [PSS] power exponential, [PSS] power
SUR, see seemingly unrelated regression logrank
sureg command, [R] sureg, [R] sureg postestimation, random-effects parametric model, [XT] xtstreg
[SEM] intro 5, [SEM] example 12 treatment effects, [TE] stteffects ipw, [TE] stteffects
survey ipwra, [TE] stteffects ra, [TE] stteffects wra
concepts, [SVY] direct standardization, survival data, [MI] mi estimate, [MI] mi predict,
[SVY] poststratification, [SVY] subpopulation [TE] stteffects
estimation, [SVY] variance estimation survival model, see survival analysis
data, [MI] intro substantive, [MI] mi survival outcomes, see outcomes, survival
estimate, [SEM] intro 10, [SVY] survey, survival-time data, see survival analysis
[SVY] svydescribe, [SVY] svyset, survivor function, [G-2] graph other, [ST] sts,
[SVY] Glossary, [U] 26.27 Survey data [ST] sts generate, [ST] sts list, [ST] sts test,
design, [SVY] svydescribe, [SVY] svyset, [ST] Glossary, [TE] Glossary
[SVY] Glossary graph of, [ST] stcurve, [ST] sts graph
estimation, [SVY] bootstrap options, SUTVA, see stable unit treatment value assumption
[SVY] brr options, [SVY] jackknife options, SVAR, see structural vector autoregressive
[SVY] sdr options, [SVY] svy, [SVY] svy svar command, [TS] var svar, [TS] var svar
bootstrap, [SVY] svy brr, [SVY] svy postestimation
estimation, [SVY] svy jackknife, [SVY] svy sdr SVD, see singular value decomposition
postestimation, [SVY] estat, [SVY] svy svd() function, [M-5] svd( )
postestimation svd() function, [M-5] svd( )
prefix command, [SVY] svy svd, matrix subcommand, [P] matrix svd
programmers tools, [SVY] ml for svy, svd la() function, [M-5] svd( ), [M-5] fullsvd( )
[SVY] svymarkout
svdsv() function, [M-5] svd( )
sampling, [SVY] survey, [SVY] svydescribe,
svdsv() function, [M-5] svd( )
[SVY] svyset, see cluster sampling
SVG, see Scalable Vector Graphics
tables, [SVY] svy: tabulate oneway,
[SVY] svy: tabulate twoway svmat command, [P] matrix mkmat
survival analysis, [FMM] fmm, [ST] survival svsolve() function, [M-5] svsolve( )
analysis, [ST] discrete, [ST] ltable, svsolve() function, [M-5] svsolve( )
[ST] snapspan, [ST] st, [ST] st is, [ST] stcurve, svy: asmixlogit command, [SVY] svy estimation
[ST] stdescribe, [ST] stfill, [ST] stgen, svy: biprobit command, [SVY] svy estimation
[ST] stir, [ST] stptime, [ST] strate, [ST] sts, svy: clogit command, [SVY] svy estimation
[ST] sts generate, [ST] sts list, [ST] sts test, svy: cloglog command, [SVY] svy estimation
[ST] stset, [ST] stsplit, [ST] stsum, [ST] sttocc, svy: cnsreg command, [SVY] svy estimation
[ST] sttoct, [ST] stvary, [SVY] svy estimation, svy: cpoisson command, [SVY] svy estimation
[U] 26.16 Survival analysis models svy: eintreg command, [SVY] svy estimation
competing-risks regression, [ST] stcrreg, svy: eoprobit command, [SVY] svy estimation
[ST] stcrreg postestimation svy: eprobit command, [SVY] svy estimation
count-time data, [ST] ct, [ST] ctset, [ST] cttost, svy: eregress command, [SVY] svy estimation
[ST] sts graph
svy: etpoisson command, [SVY] svy estimation
Cox proportional hazards model, [ST] stcox,
svy: etregress command, [SVY] svy estimation
[ST] stcox PH-assumption tests, [ST] stcox
postestimation svy: fmm: betareg command, [SVY] svy estimation
graphs, [ST] sts graph svy: fmm: cloglog command, [SVY] svy estimation
heckpoisson regression, [R] heckpoisson svy: fmm: glm command, [SVY] svy estimation
interval regression, [ERM] eintreg, [R] intreg, svy: fmm: intreg command, [SVY] svy estimation
[ST] stintreg svy: fmm: ivregress command, [SVY] svy
estimation
Subject index 323
svy: fmm: logit command, [SVY] svy estimation svy: ratio command, [SVY] direct standardization,
svy: fmm: mlogit command, [SVY] svy estimation [SVY] svy brr, [SVY] svy estimation,
svy: fmm: nbreg command, [SVY] svy estimation [SVY] svy: tabulate twoway
svy: fmm: ologit command, [SVY] svy estimation svy: regress command, [SVY] survey, [SVY] svy,
svy: fmm: oprobit command, [SVY] svy estimation [SVY] svy estimation, [SVY] svy jackknife,
svy: fmm: pointmass command, [SVY] svy [SVY] svy postestimation
estimation svy: scobit command, [SVY] svy estimation
svy: fmm: poisson command, [SVY] svy estimation svy: sem command, [SVY] svy estimation
svy: fmm: probit command, [SVY] svy estimation svy: slogit command, [SVY] svy estimation
svy: fmm: regress command, [SVY] svy estimation svy: stcox command, [SVY] svy estimation
svy: fmm: streg command, [SVY] svy estimation svy: stintreg command, [SVY] svy estimation
svy: fmm: tobit command, [SVY] svy estimation svy: streg command, [SVY] svy estimation
svy: fmm: tpoisson command, [SVY] svy estimation svy: tabulate command, [SVY] svy: tabulate
svy: fmm: truncreg command, [SVY] svy estimation oneway, [SVY] svy: tabulate twoway
svy: glm command, [SVY] svy estimation svy: tnbreg command, [SVY] svy estimation
svy: gnbreg command, [SVY] svy estimation svy: tobit command, [SVY] svy estimation
svy: gsem command, [SVY] svy estimation svy: total command, [SVY] svy brr, [SVY] svy
estimation
svy: heckman command, [SVY] svy estimation
svy: tpoisson command, [SVY] svy estimation
svy: heckoprobit command, [SVY] svy estimation
svy: truncreg command, [SVY] svy estimation
svy: heckpoisson command, [SVY] svy estimation
svy: zinb command, [SVY] svy estimation
svy: heckprobit command, [SVY] svy estimation
svy: zioprobit command, [SVY] svy estimation
svy: hetprobit command, [SVY] svy estimation
svy: zip command, [SVY] svy estimation
svy: hetregress command, [SVY] svy estimation
svy bootstrap prefix command, [SVY] svy bootstrap
svy: intreg command, [SVY] svy estimation
svy brr prefix command, [SVY] svy brr
svy: ivprobit command, [SVY] svy estimation
svy jackknife prefix command, [SVY] svy jackknife
svy: ivregress command, [SVY] svy estimation
svy prefix command, [SVY] svy
svy: ivtobit command, [SVY] svy estimation
svy sdr prefix command, [SVY] svy sdr
svy: logistic command, [SVY] svy estimation,
[SVY] svy postestimation svydescribe command, [SVY] survey,
[SVY] svydescribe
svy: logit command, [SVY] svy estimation
svymarkout command, [P] mark, [SVY] svymarkout
svy: mean command, [SVY] survey, [SVY] estat,
[SVY] poststratification, [SVY] subpopulation svyset command, [SVY] survey, [SVY] svyset
estimation, [SVY] svy, [SVY] svy estimation, svyset command for mi data, [MI] mi XXXset
[SVY] svy postestimation, [SVY] svydescribe, svyset, estat subcommand, [SVY] estat
[SVY] svyset svyset, mi subcommand, [MI] mi XXXset
svy: mecloglog command, [SVY] svy estimation swap() function, [M-5] swap( )
svy: meglm command, [SVY] svy estimation sweep() function, [FN] Matrix functions, [P] matrix
svy: meintreg command, [SVY] svy estimation define
svy: melogit command, [SVY] svy estimation swilk command, [R] swilk
svy: menbreg command, [SVY] svy estimation switching styles, [MI] mi convert
svy: meologit command, [SVY] svy estimation symbolic forms, [R] anova
svy: meoprobit command, [SVY] svy estimation symbolpalette, palette subcommand, [G-2] palette
svy: mepoisson command, [SVY] svy estimation symbols, [G-4] text, also see markers
svy: meprobit command, [SVY] svy estimation symbolstyle, [G-4] symbolstyle
svy: mestreg command, [SVY] svy estimation symeigen, matrix subcommand, [P] matrix symeigen
svy: metobit command, [SVY] svy estimation symeigen la() function, [M-5] eigensystem( )
svy: mlogit command, [SVY] svy estimation symeigensystem() function, [M-5] eigensystem( )
svy: mprobit command, [SVY] svy estimation symeigensystem() function, [M-5] eigensystem( )
svy: nbreg command, [SVY] svy estimation symeigensystemselect*() functions,
svy: nl command, [SVY] svy estimation [M-5] eigensystemselect( )
svy: ologit command, [SVY] svy estimation, symeigensystemselect*() functions,
[SVY] svy postestimation [M-5] eigensystemselect( )
svy: oprobit command, [SVY] svy estimation symeigenvalues() function, [M-5] eigensystem( )
svy: poisson command, [SVY] svy estimation symeigenvalues() function, [M-5] eigensystem( )
svy: probit command, [SVY] svy estimation symmetric matrices, [M-5] issymmetric( ),
svy: proportion command, [SVY] svy estimation [M-5] makesymmetric( ), [M-6] Glossary
symmetriconly, [M-6] Glossary
324 Subject index
symmetry, [PSS] power, [PSS] power tabi command, [R] tabulate twoway
pairedproportions, [PSS] power mcc, table,
[PSS] Glossary estat subcommand, [MV] ca postestimation
plots, [G-2] graph other, [R] diagnostic plots estimates subcommand, [R] estimates table
test, [R] symmetry irf subcommand, [TS] irf table
symmetry command, [R] symmetry putdocx subcommand, [P] putdocx
symmi command, [R] symmetry putpdf subcommand, [P] putpdf
symplot command, [R] diagnostic plots table command, [R] table
syntax, [M-2] syntax table, frequency, see frequency table
diagrams explained, [R] intro table output, [PSS] power, table, [PSS] power cox,
syntax of Stata’s language, [P] syntax, [PSS] power exponential
[U] 11 Language syntax tables, [TS] irf ctable, [TS] irf table
syntax command, [P] syntax N-way, [P] tabdisp
sysdir actuarial, see life tables
command, [U] 17.5 Where does Stata look for ado- coefficient,
files? display in exponentiated form, [R] eform option
list command, [P] sysdir display settings, [R] estimation options, [R] set
macro extended function, [P] macro showbaselevels
set command, [P] sysdir format settings, [R] set cformat
sysmiss, see missing values maximum likelihood display options, [R] ml
system system parameter settings, [R] set
estimators, [R] gmm, [R] ivpoisson, contingency, [R] table, [R] tabulate twoway,
[R] ivregress, [R] nlsur, [R] reg3, [R] sureg, [SVY] svy: tabulate twoway
[U] 26.3.6 Multiple-equation models, also see epidemiological, see epidemiology and related
generalized method of moments estimation results, [R] estimates table
limits, [P] creturn failure, see failure tables
of equations, [M-5] solvenl( ) formatting numbers in, [D] format
parameters, [P] creturn, [P] set locale functions, fourfold, see fourfold tables
[P] set locale ui, [R] query, [R] set,
frequency, [R] tabulate oneway, [R] tabulate
[R] set defaults
twoway, [SVY] svy: tabulate oneway,
values, [P] creturn [SVY] svy: tabulate twoway, [R] table,
variables, [U] 13.4 System variables ( variables) [R] tabstat, [R] tabulate, summarize()
sysuse hazard, see hazard tables
command, [D] sysuse life, see life tables
dir command, [D] sysuse missing values, [R] misstable
szroeter, estat subcommand, [R] regress of statistics, [P] tabdisp
postestimation printing, [U] 15 Saving and printing output—log
Szroeter’s test for heteroskedasticity, [R] regress files
postestimation summary statistics, [R] table, [R] tabstat,
[R] tabulate, summarize()
tabodds command, [R] epitab
T
tabstat command, [R] tabstat
t distribution, tabulate
cdf, [FN] Statistical functions one-way, [SVY] svy: tabulate oneway
confidence interval for mean, [R] ci, [R] mean two-way, [SVY] svy: tabulate twoway
testing equality of means, [R] esize, [R] ttest tabulate command, [R] tabulate oneway,
%t formats, [D] datetime, [D] format [R] tabulate twoway
t() function, [FN] Statistical functions, summarize(), [R] tabulate, summarize()
[M-5] normal( ) tag, duplicates subcommand, [D] duplicates
t test, [PSS] Glossary tag(), egen function, [D] egen
t1title() option, [G-3] title options Tagged Image File Format, [G-2] graph export
t2title() option, [G-3] title options tan() function, [FN] Trigonometric functions,
tab characters, show, [D] type [M-5] sin( )
tab expansion of variable names, [U] 10.6 Tab tangent function, [FN] Trigonometric functions
expansion of variable names tanh() function, [FN] Trigonometric functions,
tab1 command, [R] tabulate oneway [M-5] sin( )
tab2 command, [R] tabulate twoway TARCH, see threshold autoregressive conditional
tabdisp command, [P] tabdisp heteroskedasticity
Subject index 325
target teffects, continued

between-group variance, [PSS] power oneway ipw command, [TE] teffects ipw
correlation, [PSS] power, [PSS] power ipwra command, [TE] teffects ipwra
onecorrelation, [PSS] power twocorrelations nnmatch command, [TE] teffects nnmatch
discordant proportions, [PSS] power, [PSS] power overlap command, [TE] teffects overlap
pairedproportions psmatch command, [TE] teffects psmatch
effect variance, [PSS] power twoway, [PSS] power ra command, [ERM] example 2a,
repeated [ERM] example 2b, [TE] teffects ra
hazard difference, [PSS] power exponential teffects, estat subcommand, [ERM] eintreg
hazard ratio, [PSS] power exponential, [PSS] power postestimation, [ERM] eoprobit postestimation,
logrank [ERM] eprobit postestimation, [ERM] eregress
log hazard-ratio, [PSS] power exponential, postestimation, [ERM] estat teffects,
[PSS] power logrank [SEM] estat teffects
mean, [PSS] power, [PSS] power onemean, tempfile command, [P] macro
[PSS] power twomeans, [PSS] unbalanced tempfile macro extended function, [P] macro
designs tempname, class, [P] class
mean difference, [PSS] power, [PSS] power tempname command, [P] macro, [P] matrix, [P] scalar
pairedmeans tempname macro extended function, [P] macro
odds ratio, [PSS] power cmh, [PSS] power mcc temporary
parameter, [PSS] Glossary files, [P] macro, [P] preserve, [P] scalar
partial correlation, [PSS] power, [PSS] power pcorr names, [P] macro, [P] matrix, [P] scalar,
proportion, [PSS] power, [PSS] power [U] 18.7.2 Temporary scalars and matrices
oneproportion, [PSS] power twoproportions variables, [P] macro, [U] 18.7.1 Temporary
R2 , [PSS] power, [PSS] power rsquared variables
regression coefficient, [PSS] power cox tempvar command, [P] macro
rotation, [MV] procrustes, [MV] rotate, tempvar macro extended function, [P] macro
[MV] rotatemat, [MV] Glossary termcap(5), [U] 10 Keyboard use
slope, [PSS] power, [PSS] power oneslope terminal
standard deviation, [PSS] power, [PSS] power obtaining input from, [P] display
onevariance, [PSS] power twovariances suppressing output, [P] quietly
variance, [PSS] power, [PSS] power onevariance, terminfo(4), [U] 10 Keyboard use
[PSS] power twovariances
test
tau, [R] spearman
after estimation, see estimation, test after
taxonomy, [MV] Glossary
characteristic curve, [IRT] irtgraph tcc,
Taylor linearization, see linearized variance estimator [IRT] Glossary
tC() pseudofunction, [D] datetime, [FN] Date and information function, [IRT] irtgraph tif,
time functions [IRT] Glossary
tc() pseudofunction, [D] datetime, [FN] Date and of symmetry, [PSS] power, [PSS] power
time functions pairedproportions, [PSS] power mcc
TCC, see test characteristic curve statistic, [PSS] power, [PSS] power onemean,
tcc, irtgraph subcommand, [IRT] irtgraph tcc [PSS] power twomeans, [PSS] power
td() pseudofunction, [D] datetime, [FN] Date and pairedmeans, [PSS] power oneproportion,
time functions [PSS] power twoproportions, [PSS] power
tden() function, [FN] Statistical functions, pairedproportions, [PSS] power onevariance,
[M-5] normal( ) [PSS] power twovariances, [PSS] power
TDT test, see transmission-disequilibrium test onecorrelation, [PSS] power twocorrelations,
tebalance [PSS] power oneway, [PSS] power twoway,
balance command, [TE] tebalance box, [PSS] power repeated, [PSS] power oneslope,
[TE] tebalance density, [TE] tebalance overid, [PSS] power rsquared, [PSS] power pcorr,
[TE] tebalance summarize [PSS] Glossary
command, [TE] tebalance test,
technical support, [U] 3.8 Technical support ARCH, see autoregressive conditional
technique, [SEM] Glossary heteroskedasticity test
technique() option, [R] maximize association, see association test
teffects autocorrelation, see autocorrelation test
aipw command, [TE] teffects aipw autoregressive conditional heteroskedasticity, see
command, [TE] tebalance, [TE] teffects, autoregressive conditional heteroskedasticity test
[TE] teffects postestimation binomial, see binomial test
binomial probability, see binomial probability test
326 Subject index
test, continued test, continued

bioequivalence, see bioequivalence test hypothesis, see hypothesis test
Breitung, see Breitung test Im–Pesaran–Shin, see Im–Pesaran–Shin test
Breusch–Godfrey, see Breusch–Godfrey test independence, also see Breusch–Pagan test, see
Breusch–Pagan, see Breusch–Pagan test independence test
Breusch–Pagan Lagrange multiplier, see Breusch– independence of irrelevant alternatives, see
Pagan Lagrange multiplier test independence of irrelevant alternatives
chi-squared, see chi-squared test information matrix, see information matrix test
chi-squared hypothesis, see chi-squared hypothesis internal consistency, see internal consistency test
test interrater agreement, see interrater agreement
chi-squared, see chi-squared test Kolmogorov–Smirnov, see Kolmogorov–Smirnov test
Chow, see Chow test Kruskal–Wallis, see Kruskal–Wallis test
comparison (between nested models), see kurtosis, see kurtosis
comparison test between nested models Lagrange multiplier, see Lagrange multiplier test
covariate balance, see treatment effects, covariate Levin–Lin–Chu, see Levin–Lin–Chu test
balance likelihood-ratio, see likelihood-ratio test
Cox proportional hazards model, assumption, linear hypotheses after estimation, see linear
see Cox proportional hazards model, test of hypothesis test after estimation
assumption log-rank, see log-rank test
cusum, see cusum test Mantel–Haenszel, see Mantel–Haenszel test
Dickey–Fuller, see Dickey–Fuller test marginal homogeneity, [PSS] power mcc, see
differences of two means, see differences of two marginal homogeneity, test of
means test margins, see margins test
Durbin’s alternative, see Durbin’s alternative test McNemar’s, see McNemar’s test
endogeneity, see endogeneity test McNemar’s chi-squared test, see McNemar’s chi-
Engle’s LM, see Engle’s LM test squared test
equality of model
binomial proportions, see equality test of coefficients, see model coefficients test
binomial proportions simplification, see model simplification test
coefficients, see equality test of coefficients specification, see specification test
distributions, see distributions, testing equality of modification indices, see modification indices
margins, see equality test of margins multiple-sample, see multiple-sample test
means, see equality test of means multivariate, see multivariate test
medians, see equality test of medians nonlinear, see nonlinear test
proportions, see equality test of proportions nonlinear hypotheses after estimation, see nonlinear
ROC areas, see equality test of ROC areas hypothesis test after estimation
survivor functions, see equality test, survivor normality, see normal distribution and normality, see
functions normality test
variances, see equality test of variances omitted variables, see omitted variables test
equivalence, see equivalence test one-sample, see one-sample test
exact, see exact test one-sided, see one-sided test
exogeneity, see endogeneity test overidentifying restrictions, see overidentifying
F , see F test restrictions, tests of
Fisher–Irwin’s exact, see Fisher–Irwin’s exact test overlap assumption, see overlap assumption
Fisher-type, see Fisher-type test paired-sample, see paired-sample test
Fisher’s exact, see Fisher’s exact test permutation, see permutation test
Fisher’s z , see Fisher’s z test quadrature, see quadrature
goodness-of-fit, see goodness of fit Ramsey, see Ramsey test
Granger causality, see Granger causality random-order, see random-order test
group invariance, see group invariance test RESET, see RESET test
Hadri Lagrange multiplier, see Hadri Lagrange score, see score test
multiplier stationarity test serial correlation, see autocorrelation
Harris–Tzavalis, see Harris–Tzavalis test serial independence, see serial independence test
Hausman specification, see Hausman specification Shapiro–Francia, see Shapiro–Francia test for
test normality
heterogeneity, see heterogeneity test Shapiro–Wilk, see Shapiro–Wilk test for normality
heteroskedasticity, see heteroskedasticity test skewness, see skewness
homogeneity, see homogeneity test structural break, see structural break
Subject index 327
test, continued textboxstyle, [G-4] textboxstyle

symmetry, see symmetry test textsizestyle, [G-4] textsizestyle
Szroeter’s, see Szroeter’s test for heteroskedasticity textstyle, [G-4] textstyle
t, see t test th() pseudofunction, [D] datetime, [FN] Date and
TDT, see transmission-disequilibrium test time functions
transmission-disequilibrium test, see transmission- thickness of lines, [G-4] linewidthstyle
disequilibrium test thinning, [BAYES] bayesmh, [BAYES] Glossary
trend, see trend, test for Thomson scoring, [MV] factor postestimation
two-sample, see two-sample test thrashing, [ST] Glossary
two-sided, see two-sided test three-dimensional graph, [G-2] graph twoway contour,
unit-root, see unit-root test [G-2] graph twoway contourline
variance-comparison, see variance-comparison test three-parameter logistic model, [IRT] irt 3pl,
Vuong, see Vuong test [IRT] Glossary
Wald, see Wald test three-stage least squares, [R] reg3
weak instrument, see weak instrument test threshold autoregressive conditional heteroskedasticity,
z , see z test [TS] arch
test command, [R] anova postestimation, [R] test, threshold command, [TS] threshold, [TS] threshold
[SEM] estat stdize, [SEM] example 8, postestimation
[SEM] example 9, [SEM] example 16, tick,
[SEM] test, [SVY] survey, [SVY] svy definition, [G-4] tickstyle
postestimation, [U] 20.13 Performing suppressing, [G-4] tickstyle
hypothesis tests on the coefficients ticksetstyle, [G-4] ticksetstyle
test, mi subcommand, [MI] mi test tickstyle, [G-4] tickstyle
test, sts subcommand, [ST] sts test ties, [MV] Glossary
tested covariates, [PSS] Glossary TIF, see test information function
testnl command, [R] testnl, [SEM] estat stdize, tif, irtgraph subcommand, [IRT] irtgraph tif
[SEM] testnl, [SVY] svy postestimation TIFF, [G-3] tif options, see Tagged Image File Format
testparm command, [R] test, [SEM] test, [SVY] svy time of day, [P] creturn
postestimation time-series–operated variable, [M-5] st data( ),
testtransform, mi subcommand, [MI] mi test [M-5] st tsrevar( ), [M-6] Glossary
tetrachoric command, [R] tetrachoric time stamp, [D] describe
tetrachoric correlation, [MV] Glossary time variable, [SP] Glossary
text, time variables and values, [D] datetime
putdocx subcommand, [P] putdocx time-domain analysis, [TS] arch, [TS] arfima,
putpdf subcommand, [P] putpdf [TS] arima, [TS] Glossary
text files, writing and reading, [P] file timeout1, set subcommand, [R] netio, [R] set
text() option, [G-3] added text options, timeout2, set subcommand, [R] netio, [R] set
[G-3] aspect option timer
text, clear command, [P] timer
adding, [G-3] added text options list command, [P] timer
angle of, [G-4] anglestyle off command, [P] timer
captions, [G-3] title options on command, [P] timer
exporting, see exporting data times and dates, [M-5] c( ), [M-5] date( )
in graphs, [G-4] text time-series
look of, [G-4] textboxstyle, [G-4] textstyle analysis, [D] egen, [P] matrix accum, [R] regress
note, [G-3] title options postestimation time series
reading data in, see importing data estimation, [U] 26.13 Time-series models
resizing, [G-3] scale option filter, [TS] psdensity, [TS] ucm
running outside of borders, formats, [D] format
[G-3] added text options functions, [FN] Selecting time-span functions
saving data in, see exporting data multivariate, see multivariate time series
size of, [G-3] textbox options operators, [TS] tsset, [U] 13.10 Time-series
subtitle, [G-3] title options operators
title, [G-3] title options plots, [G-2] graph other, [G-2] graph twoway
vertical alignment, [G-4] alignmentstyle tsline
text and textboxes, relationship between, [G-4] textstyle unabbreviating varlists, [P] unab
textboxes, [G-3] textbox options univariate, see univariate time series
orientation of, [G-4] orientationstyle varlists, [U] 11.4.4 Time-series varlists
328 Subject index
time-span data, [ST] snapspan total, continued

time-varying covariates, [ST] Glossary principal inertia, [MV] ca, [MV] mca,
time-varying variance, [TS] arch [MV] Glossary
time-versus-concentration curve, [R] pk sample size, see sample-size
timing code, [P] timer total command, [R] total, [R] total postestimation
tin() function, [FN] Selecting time-span functions total(), egen function, [D] egen
title, estimates subcommand, [R] estimates title total impacts, [SP] spivregress postestimation,
title() option, [G-3] title options [SP] spregress postestimation, [SP] spxtregress
titlecase, [ I ] Glossary, [M-6] Glossary postestimation
title-cased string, [ I ] Glossary totals, estimation, [R] total, [U] 26.2 Means,
titles, [G-3] title options proportions, and related statistics
of axis, [G-3] axis title options totals, survey data, [SVY] svy estimation
tlabel() option, [G-3] axis label options toward a target rotation, [MV] procrustes, [MV] rotate,
[MV] rotatemat
TLI, see Tucker–Lewis index
tpoisson command, [R] tpoisson, [R] tpoisson
tm() pseudofunction, [D] datetime, [FN] Date and
postestimation
time functions
tq() pseudofunction, [D] datetime, [FN] Date and
tmlabel() option, [G-3] axis label options
time functions
TMPDIR Unix environment variable, [P] macro
trace,
tmtick() option, [G-3] axis label options
tnbreg command, [R] tnbreg, [R] tnbreg
query subcommand, [R] query
postestimation
set subcommand, [P] creturn, [P] trace, [R] set
tobit command, [R] tobit, [R] tobit postestimation
trace() function, [FN] Matrix functions,
tobit estimator, [ERM] Glossary
[M-5] trace( ), [P] matrix define
tobit regression, [FMM] fmm: tobit, [R] ivtobit,
trace of matrix, [M-5] trace( ), [P] matrix define
[R] tobit, [SEM] example 43g, [SVY] svy
estimation, also see eintreg command, also see trace option, [R] maximize
intreg command, also see truncreg command traceback log, [M-2] errors, [M-5] error( ),
random-effects, [XT] xttobit [M-6] Glossary
with endogenous covariates, [SVY] svy estimation tracedepth, set subcommand, [P] creturn, [P] trace,
[R] set
tobytes() function, [FN] String functions
traceexpand, set subcommand, [P] creturn,
.toc filename suffix, [R] net
[P] trace, [R] set
Toeplitz() function, [M-5] Toeplitz( )
tracehilite, set subcommand, [P] creturn,
tokenallowhex() function, [M-5] tokenget( ) [P] trace, [R] set
tokenallownum() function, [M-5] tokenget( ) traceindent, set subcommand, [P] creturn,
tokenget() function, [M-5] tokenget( ) [P] trace, [R] set
tokengetall() function, [M-5] tokenget( ) tracenumber, set subcommand, [P] creturn,
tokeninit() function, [M-5] tokenget( ) [P] trace, [R] set
tokeninitstata() function, [M-5] tokenget( ) tracesep, set subcommand, [P] creturn, [P] trace,
tokenize command, [P] tokenize [R] set
tokenoffset() function, [M-5] tokenget( ) tracing iterative maximization process, [R] maximize
tokenpchars() function, [M-5] tokenget( ) trademark symbol, [G-4] text
tokenpeek() function, [M-5] tokenget( ) training, [U] 3.6 Conferences and training
tokenqchars() function, [M-5] tokenget( ) transferring data
tokenrest() function, [M-5] tokenget( ) copying and pasting, [D] edit
tokens() function, [M-5] tokens( ) from Stata, [D] export
tokenset() function, [M-5] tokenget( ) into Stata, [D] import, [U] 21 Entering and
tokenwchars() function, [M-5] tokenget( ) importing data
tolerance() option, [R] maximize transformations, [MV] procrustes
tolerances, [M-1] tolerance, [M-5] solve tol( ) log, [R] lnskew0
top() suboption, [G-4] alignmentstyle modulus, [R] boxcox
tostring command, [D] destring power, [R] boxcox, [R] lnskew0
total to achieve normality, [R] boxcox, [R] ladder
characteristic curve, see test characteristic curve to achieve zero skewness, [R] lnskew0
inertia, [MV] ca, [MV] ca postestimation, transformed coefficients, [MI] mi estimate, [MI] mi
[MV] mca, [MV] mca postestimation, estimate using, [MI] mi test
[MV] Glossary transition, estat subcommand, [DSGE] dsge
information function, see test information function postestimation, [DSGE] estat transition
Subject index 329
translate treatment effects, continued

files with Unicode, [D] unicode translate power, [PSS] power, [PSS] power twomeans,
logs, [R] translate [PSS] power pairedmeans, [PSS] power
translate command, [R] translate oneproportion, [PSS] power twoproportions,
translation, file, [D] changeeol, [D] filefilter [PSS] power pairedproportions, [PSS] power
translator oneway, [PSS] power twoway, [PSS] power
repeated, [PSS] power exponential,
query command, [R] translate
[PSS] power logrank
reset command, [R] translate
regression adjustment, [TE] stteffects ra,
set command, [R] translate [TE] teffects ra
transmap survey data, [SVY] svy estimation
define command, [R] translate survival-time data, [TE] stteffects, [TE] stteffects
query command, [R] translate intro, [TE] stteffects ipw, [TE] stteffects ipwra,
transmission-disequilibrium test, [R] symmetry [TE] stteffects postestimation, [TE] stteffects ra,
transmorphic, [M-2] declarations, [M-6] Glossary [TE] stteffects wra
transpose, [M-6] Glossary, also see conjugate transpose treatment model, [ERM] Glossary
in place, [M-5] transpose( ) treatment statistics, [ERM] intro 5
operator, [M-2] op transpose tree, misstable subcommand, [R] misstable
without conjugation, [M-5] transposeonly( ) trees, [MV] cluster, [MV] cluster dendrogram
transpose() function, [M-5] transpose( ) trend, [DSGE] Glossary, [TS] Glossary
transposeonly() function, [M-5] transposeonly( ) trend, power subcommand, [PSS] power trend
transposeonly() function, [M-5] transposeonly( ) trend test, [PSS] power, [PSS] power trend,
transposing data, [D] xpose [R] epitab, [ST] strate, [ST] sts test
transposing matrices, [P] matrix define trend, test for, [R] nptrend, [R] symmetry
transposition, [M-2] op transpose, [M-5] transpose( ), triangle kernel function, [R] kdensity, [R] lpoly,
[M-5] transposeonly( ) [R] qreg, [TE] tebalance density, [TE] tebalance
treatment, [ERM] Glossary overid, [TE] teffects overlap
treatment arms, [ERM] Glossary triangular matrix, [M-5] solvelower( ), [M-6] Glossary
treatment assignment, [ERM] Glossary triangular system, [ERM] Glossary
treatment effects, [ERM] intro 5, [ERM] predict triangularization, requirement, [ERM] intro 3,
treatment, [ERM] Glossary [ERM] triangularize
covariate balance, [TE] tebalance, [TE] tebalance trigamma() function, [FN] Mathematical functions,
box, [TE] tebalance density, [TE] tebalance [M-5] factorial( )
overid, [TE] tebalance summarize trigonometric functions, [FN] Trigonometric functions,
doubly robust estimators, [TE] teffects aipw, [M-5] sin( )
[TE] teffects ipwra trunc() function, [FN] Mathematical functions,
endogenous, [ERM] intro 1, [ERM] eintreg, [M-5] trunc( )
[ERM] eoprobit, [ERM] eprobit, truncated
[ERM] eregress, [SEM] example 46g, negative binomial regression, [R] tnbreg, [SVY] svy
[TE] eteffects, [TE] eteffects postestimation, estimation
[TE] etpoisson, [TE] etpoisson postestimation, observations, [FMM] fmm: truncreg, [R] truncreg,
[TE] etregress, [TE] etregress postestimation also see censored observations
exogenous, [ERM] intro 1, [ERM] example 2a, Poisson regression, [FMM] fmm,
[ERM] example 2b [FMM] fmm: tpoisson, [R] tpoisson, [SVY] svy
if on the treated, [ERM] predict treatment estimation
inverse-probability weighting, [TE] stteffects ipw, regression, [FMM] fmm: truncreg, [R] truncreg,
[TE] teffects ipw [SVY] svy estimation
matching estimators, [TE] teffects nnmatch, truncating
[TE] teffects psmatch real numbers, [FN] Mathematical functions
overlap plots, [TE] teffects overlap strings, [FN] String functions
overview, [TE] intro, [TE] treatment effects, truncation, [ST] stset, [ST] Glossary, [TE] Glossary,
[TE] stteffects intro, [TE] teffects, [TE] teffects also see imputation, truncated data
intro, [TE] teffects intro advanced, [TE] teffects truncreg command, [R] truncreg, [R] truncreg
multivalued, [U] 26.18 Treatment-effects postestimation
models tsappend command, [TS] tsappend
postestimation, [TE] teffects postestimation tscale, graph twoway subcommand, [G-2] graph
twoway tsline
tscale() option, [G-3] axis scale options
tsfill command, [TS] tsfill
330 Subject index
tsfilter, [TS] tsfilter twoproportions, power subcommand, [PSS] power

bk command, [TS] tsfilter bk twoproportions, [PSS] power twoproportions,
bw command, [TS] tsfilter bw cluster
cf command, [TS] tsfilter cf two-sample
hp command, [TS] tsfilter hp correlations, see correlation, two-sample
tsline command, [TS] tsline means, see means, two-sample
tsline, graph twoway subcommand, [G-2] graph paired test, see paired-sample test
twoway tsline proportions, see proportions, two-sample
tsnorm macro extended function, [P] macro standard deviations, see standard deviations, two-
tsreport command, [TS] tsreport sample
tsrevar command, [TS] tsrevar study, [PSS] power, [PSS] unbalanced designs
tsrline command, [TS] tsline test, [PSS] intro, [PSS] power, [PSS] power
tsrline, graph twoway subcommand, [G-2] graph usermethod, [PSS] Glossary
twoway tsline correlations, [PSS] power twocorrelations
tsset command, [TS] tsset dependent samples, [PSS] power mcc
tsset command for mi data, [MI] mi XXXset hazard functions, [PSS] power exponential,
tsset, mi subcommand, [MI] mi XXXset [PSS] power logrank
tssmooth, [TS] tssmooth independent samples, [PSS] power twomeans,
dexponential command, [TS] tssmooth [PSS] power twoproportions, [PSS] power
dexponential twovariances, [PSS] power twocorrelations,
[PSS] power cmh, [PSS] power exponential,
exponential command, [TS] tssmooth exponential
[PSS] power logrank
hwinters command, [TS] tssmooth hwinters
log hazards, [PSS] power exponential,
ma command, [TS] tssmooth ma [PSS] power logrank
nl command, [TS] tssmooth nl log-rank, [PSS] power exponential, [PSS] power
shwinters command, [TS] tssmooth shwinters logrank
tsunab command, [P] unab means, [PSS] power twomeans, [PSS] power
ttail() function, [FN] Statistical functions, pairedmeans, [PSS] unbalanced designs
[M-5] normal( ) proportions, [PSS] power twoproportions,
ttest and ttesti commands, [R] ttest [PSS] power pairedproportions, [PSS] power
ttest command, [MV] hotelling cmh, [PSS] power mcc
ttick() option, [G-3] axis label options survivor functions, [PSS] power exponential,
ttitle() option, [G-3] axis title options [PSS] power logrank
Tucker–Lewis index, [SEM] estat gof, [SEM] methods variances, [PSS] power twovariances
and formulas for sem variances, see variances, two-sample
tukeyprob() function, [FN] Statistical functions, two-sided test, [PSS] power, [PSS] power onemean,
[M-5] normal( ) [PSS] power twomeans, [PSS] power
Tukey’s pairedmeans, [PSS] power oneproportion,
multiple-comparison adjustment, see multiple [PSS] power twoproportions, [PSS] power
comparisons, Tukey’s method pairedproportions, [PSS] power onevariance,
Studentized range distribution, [PSS] power twovariances, [PSS] power
cumulative, [FN] Statistical functions onecorrelation, [PSS] power twocorrelations,
inverse cumulative, [FN] Statistical functions [PSS] power oneway, [PSS] power repeated,
tuning constant, [R] rreg [PSS] power oneslope, [PSS] power cmh,
[PSS] power mcc, [PSS] power trend,
tutorials, [U] 1.2.2 Example datasets
[PSS] power cox, [PSS] power exponential,
tw() pseudofunction, [D] datetime, [FN] Date and [PSS] power logrank, [PSS] unbalanced
time functions designs, [PSS] Glossary
twithin() function, [FN] Selecting time-span two-stage least squares, [R] ivregress, [SVY] svy
functions estimation, [XT] xthtaylor, [XT] xtivreg
Twitter, see Stata on Twitter two-tailed test, [PSS] Glossary, also see two-sided test
two-level model, [ME] me, [ME] Glossary twovariances, power subcommand, [PSS] power
two-parameter logistic model, [IRT] irt 2pl, twovariances
[IRT] Glossary two-way
twocorrelations, power subcommand, [PSS] power analysis of variance, [PSS] power, [PSS] power
twocorrelations twoway, [PSS] Glossary, [R] anova
two-independent-samples test, [PSS] Glossary multivariate analysis of variance, [MV] manova
twomeans, power subcommand, [PSS] power
twomeans, [PSS] power twomeans, cluster
Subject index 331
two-way, continued unconfoundedness, see conditional-independence

repeated-measures ANOVA, [PSS] power repeated, assumption
[PSS] Glossary under observation, [ST] cttost, [ST] st, [ST] stset,
scatterplots, [R] lowess [ST] Glossary
twoway, power subcommand, [PSS] power twoway underlining in syntax diagram, [U] 11 Language syntax
type, [M-2] declarations, [M-6] Glossary underscore functions, [M-1] naming, [M-6] Glossary
type underscore variables, [U] 13.4 System variables
command, [D] type ( variables)
macro extended function, [P] macro unequal-allocation design, see unbalanced design
parameter, [D] generate unhold, estimates subcommand, [P] estimates
type, Unicode, [D] unicode, [ I ] Glossary
set subcommand, [D] generate, [R] set character, [ I ] Glossary
ssc subcommand, [R] ssc collation, [FN] String functions,
type, broad, [M-6] Glossary [M-5] ustrcompare( ), [U] 12.4.2.5 Sorting
type I error, [PSS] Glossary, [ST] Glossary strings containing Unicode characters
type I error probability, see probability of a type I error collation algorithm, [D] unicode collator
type I study, [PSS] Glossary collators, [D] unicode collator
type II error, [PSS] Glossary, [ST] Glossary concept, [M-6] Glossary
type II error probability, see probability of a type II encoding conversion, [D] unicode convertfile,
error [D] unicode translate
type II study, [PSS] Glossary encodings, [D] unicode encoding,
[U] 12.4.2.3 Encodings
locales, [D] unicode locale, [P] set locale functions,
[P] set locale ui, [U] 12.4.2.4 Locales in
U Unicode
normalization, [ I ] Glossary
U statistic, [R] ranksum strings, [FN] String functions, [M-4] string,
UCA, see Unicode collation algorithm [U] 12.4.2 Handling Unicode strings
uchar() function, [FN] String functions, title-cased string, [ I ] Glossary
[M-5] uchar( ) unicode
UCM, see unobserved-components model analyze command, [D] unicode translate
ucm command, [TS] ucm, [TS] ucm postestimation collator list command, [D] unicode collator
uconv, [D] unicode convertfile command, [D] unicode
udstrlen macro extended function, [P] macro convertfile command, [D] unicode convertfile
udstrlen() function, [FN] String functions, encoding alias command, [D] unicode encoding
[M-5] udstrlen( ) encoding list command, [D] unicode encoding
udsubstr() function, [FN] String functions, encoding set command, [D] unicode encoding,
[M-5] udsubstr( ) [D] unicode translate
uisdigit() function, [FN] String functions erasebackups command, [D] unicode translate
uisletter() function, [FN] String functions locale list command, [D] unicode locale
unab command, [P] unab restore command, [D] unicode translate
unabbreviate retranslate command, [D] unicode translate
command names, [P] unabcmd translate command, [D] unicode translate
variable list, [P] syntax, [P] unab uipackage list command, [D] unicode locale
unabcmd command, [P] unabcmd unicode, query subcommand, [R] query
unaddgroup, ssd subcommand, [SEM] ssd unidimensionality, [IRT] Glossary
.uname built-in class function, [P] class uniform accrual, [PSS] power exponential,
unary operator, [M-6] Glossary [PSS] power logrank
unbalanced uniform prior, [BAYES] bayesian commands,
data, [XT] Glossary [BAYES] bayes, [BAYES] bayesmh, [MI] mi
design, [PSS] power twomeans, [PSS] power impute mvn
twoproportions, [PSS] power twovariances, uniformly distributed
[PSS] power twocorrelations, [PSS] power random numbers, [M-5] runiform( )
oneway, [PSS] power twoway, [PSS] power random variates, [M-5] runiform( )
repeated, [PSS] power cmh, [PSS] power trend, random-number function, [FN] Random-number
[PSS] power exponential, [PSS] power logrank, functions, [R] set seed
[PSS] unbalanced designs, [PSS] Glossary
uncensored, [ST] Glossary
uncompress files, [D] zipfile
332 Subject index
uninstall, update,
net subcommand, [R] net mi subcommand, [MI] mi update, [MI] noupdate
ssc subcommand, [R] ssc option
uniqrows() function, [M-5] uniqrows( ) query subcommand, [R] query
unique options, [G-4] concept: repeated options view subcommand, [R] view
unique value labels, [D] labelbook update d, view subcommand, [R] view
unique values, update interval, set subcommand, [R] set,
counting, [D] codebook, [R] table, [R] tabulate [R] update
oneway update prompt, set subcommand, [R] set,
determining, [D] inspect, [D] labelbook [R] update
uniqueness, [MV] factor, [MV] factor postestimation, update query, set subcommand, [R] set, [R] update
[MV] rotate, [MV] Glossary updates to Stata, [R] adoupdate, [R] net, [R] sj,
unit loading, [SEM] intro 4 [R] update, [U] 3.4 The Stata Journal,
unit vectors, [M-5] e( ) [U] 3.5 Updating and adding features from the
unitary matrix, [M-6] Glossary web, [U] 17.6 How do I install an addition?,
[U] 28 Using the Internet to keep up to date
unitcircle() function, [M-5] unitcircle( )
upper
unit-root
one-sided test, [PSS] Glossary
models, [TS] vec intro, [TS] vec
one-tailed test, [PSS] Glossary
process, [TS] Glossary
uppercase, [M-5] strupper( ), [M-5] ustrupper( )
test, [TS] dfgls, [TS] dfuller, [TS] pperron,
[TS] Glossary, [XT] xtunitroot uppercase-string function, [FN] String functions
univariate uppertriangle() function, [M-5] lowertriangle( )
distributions, displaying, [R] cumul, [R] diagnostic uppertriangle() function, [M-5] lowertriangle( )
plots, [R] histogram, [R] ladder, [R] lv, upper-triangular matrix, see triangular matrix
[R] stem urldecode() function, [M-5] urlencode( )
imputation, see imputation, univariate urlencode() function, [M-5] urlencode( )
kernel density estimation, [R] kdensity use,
time series, [TS] arch, [TS] arfima, [TS] arima, cluster subcommand, [MV] cluster utility
[TS] newey, [TS] prais, [TS] ucm estimates subcommand, [R] estimates save
Unix, graph subcommand, [G-2] graph use
keyboard use, [U] 10 Keyboard use serset subcommand, [P] serset
pause, [P] sleep spmatrix subcommand, [SP] spmatrix use
specifying filenames, [U] 11.6 Filenaming use command, [D] use
conventions uselabel command, [D] labelbook
unlink() function, [M-5] unlink( ) user interface, [P] dialog programming
unlink() function, [M-5] unlink( ) language, [D] unicode locale
unobserved-components model, [TS] psdensity localization package, [D] unicode locale
model, [TS] ucm userdefined,
postestimation, [TS] ucm postestimation spmatrix subcommand, [SP] spmatrix userdefined
unorder() function, [M-5] sort( ) user-defined matrix, see spatial weighting matrix
unregister, mi subcommand, [MI] mi set using,
unregistered variables, see variables, unregistered cmdlog subcommand, [R] log
unrestricted FMI test, [MI] mi estimate, [MI] mi test, log subcommand, [R] log
[MI] Glossary using data, [D] sysuse, [D] use, [D] webuse,
unrestricted transformation, [MV] procrustes [P] syntax, also see importing data
postestimation, [MV] Glossary using graphs, [G-2] graph use
unstandardized coefficient, [SEM] Glossary ustrcompare() function, [FN] String functions,
unstructured, [SEM] Glossary [M-5] ustrcompare( )
unzipfile command, [D] zipfile, [SP] intro 4 ustrcompareex() function, [FN] String functions,
update [M-5] ustrcompare( )
all command, [R] update ustrfix() function, [FN] String functions,
command, [R] update [M-5] ustrfix( )
from command, [R] update ustrfrom() function, [FN] String functions,
query command, [R] update [M-5] ustrto( )
Subject index 333
ustrinvalidcnt() function, [FN] String functions, V

[M-5] ustrlen( )
ustrleft() function, [FN] String functions vague prior, see noninformative prior
ustrlen macro extended function, [P] macro valofexternal() function, [M-5] valofexternal( )
ustrlen() function, [FN] String functions, value label macro extended function, [P] macro
[M-5] ustrlen( ) value labels, [D] codebook, [D] describe, [D] edit,
ustrlower() function, [FN] String functions, [D] encode, [D] inspect, [D] label, [D] label
[M-5] ustrupper( ) language, [D] labelbook, [D] varmanage,
ustrltrim() function, [FN] String functions, [P] macro, [U] 12.6.3 Value labels,
[M-5] ustrtrim( ) [U] 13.11 Label values
ustrnormalize() function, [FN] String functions, potential problems in, [D] labelbook
[M-5] ustrnormalize( ) values, label subcommand, [D] label
ustrpos() function, [FN] String functions, Vandermonde() function, [M-5] Vandermonde( )
[M-5] ustrpos( ) vanishing adaptation, see diminishing adaptation
ustrregexm() function, [FN] String functions VAR, see vector autoregressive model, see vector
ustrregexra() function, [FN] String functions autoregressive
ustrregexrf() function, [FN] String functions var command, [TS] var, [TS] var postestimation
ustrregexs() function, [FN] String functions varabbrev command, [P] varabbrev
ustrreverse() function, [FN] String functions, varabbrev, set subcommand, [R] set
[M-5] ustrreverse( ) varbasic command, [TS] varbasic, [TS] varbasic
ustrright() function, [FN] String functions postestimation
ustrrpos() function, [FN] String functions, vargranger command, [TS] vargranger
[M-5] ustrpos( ) variable
ustrrtrim() function, [FN] String functions, abbreviation, [P] varabbrev
[M-5] ustrtrim( ) declarations, [M-2] declarations
ustrsortkey() function, [FN] String functions, description, [D] describe
[M-5] ustrcompare( ) identifying panels, [XT] xtset
ustrsortkeyex() function, [FN] String functions, labels, [D] codebook, [D] describe, [D] edit,
[M-5] ustrcompare( ) [D] label, [D] label language, [D] notes,
ustrtitle() function, [FN] String functions, [D] varmanage, [P] macro, [U] 11.4 varname
[M-5] ustrupper( ) and varlists, [U] 12.6.2 Variable labels
ustrto() function, [FN] String functions, lists, see varlist
[M-5] ustrto( ) types, [D] codebook, [D] data types,
ustrtohex() function, [FN] String functions [D] describe, [M-2] declarations, [P] macro,
ustrtoname() function, [FN] String functions, [SEM] intro 4, [U] 11.4 varname and
[M-5] ustrtoname( ) varlists, [U] 12.2.2 Numeric storage types,
ustrtrim() function, [FN] String functions, [U] 12.4 Strings
[M-5] ustrtrim( ) class, [P] class
ustrunescape() function, [FN] String functions, variable label macro extended function, [P] macro
[M-5] ustrunescape( ) variable, confirm subcommand, [P] confirm
ustrupper() function, [FN] String functions, variable, label subcommand, [D] label
[M-5] ustrupper( ) variable-naming convention, [M-1] naming
ustrword() function, [FN] String functions, variables, [U] 11.3 Naming conventions,
[M-5] ustrword( ) [U] 13.4 System variables ( variables)
ustrwordcount() function, [FN] String functions, variables,
[M-5] ustrword( ) alphabetizing, [D] order
usubinstr() function, [FN] String functions, categorical, see categorical data, agreement,
[M-5] usubinstr( ) measures for, see categorical data
usubstr() function, [M-5] usubstr( ) changing storage types of, [D] recast
usubstr() function, [FN] String functions, characteristics of, [M-6] Glossary, [P] char,
[M-5] usubstr( ) [P] macro, [U] 12.8 Characteristics
UTF-8, [D] unicode, [D] unicode encoding, comparing, [D] compare
[D] unicode translate, [ I] Glossary, copying, [D] clonevar
[M-6] Glossary creating, [D] varmanage
encoding conversion, [D] unicode convertfile, creating new, [D] separate
[D] unicode translate describing, [D] codebook, [D] notes
utilities, programming, [MV] cluster utility determining storage types of, [D] describe
utility routines, [MI] technical displaying contents of, [D] edit, [D] list
334 Subject index
variables, continued variance, continued

documenting, [D] codebook, [D] labelbook, decompositions, see forecast-error variance
[D] notes decomposition
dropping, [D] drop estimation, [SVY] variance estimation,
dummy, see indicator variables, see indicators [SVY] Glossary
factor, see factor variables posterior, [BAYES] intro, [BAYES] bayesian
filtering, [D] varmanage commands, [BAYES] bayesmh,
finding, [D] lookfor [BAYES] bayesstats summary
generating, [MV] cluster generate, [ST] stgen variance,
imputed, [MI] mi rename, [MI] mi reset, [MI] mi analysis of, [PSS] power, [PSS] power oneway,
set, [MI] Glossary [PSS] power twoway, [PSS] power repeated,
in dataset, maximum number of, [D] memory, [R] anova, [R] loneway, [R] oneway,
[U] 6 Managing memory [SEM] intro 4
in model, maximum number, [R] matsize creating dataset of, [D] collapse
list values of, [P] levelsof creating variable containing, [D] egen
listing, [D] codebook, [D] describe, [D] edit, displaying, [R] summarize, [R] tabstat, [XT] xtsum
[D] labelbook, [D] list, [M-5] st data( ) estimators, [R] vce option, [XT] vce options
mapping numeric to string, [D] destring Huber/White/sandwich estimator, see robust,
naming, [D] rename, [U] 11.2 Abbreviation rules, Huber/White/sandwich estimator of variance
[U] 11.3 Naming conventions inflation factors, [R] regress postestimation
naming groups of, [D] rename group linearized, [SVY] variance estimation
ordering, [D] sort nonconstant, [SVY] variance estimation, see robust,
orthogonalize, [R] orthog see robust, Huber/White/sandwich estimator of
variance
passive, [MI] mi impute, [MI] mi passive, [MI] mi
rename, [MI] mi reset, [MI] mi set, [MI] mi stabilizing transformations, [R] boxcox
xeq, [MI] Glossary testing equality of, [R] sdtest
registered, [MI] mi rename, [MI] mi set, variance–covariance matrix of estimators, [P] ereturn,
[MI] Glossary [P] matrix get, [R] correlate, [R] estat, [R] estat
regular, [MI] mi rename, [MI] mi set, vce, [SEM] Glossary, [U] 20.10 Obtaining the
[MI] Glossary variance–covariance matrix
renaming, see renaming variables variance() function, [M-5] mean( )
reordering, [D] order variance-comparison test, [MV] mvtest covariances,
[R] sdtest
setting properties of, [D] varmanage
variances, [PSS] power, [PSS] power onevariance
sorting, [D] gsort, [D] sort, [D] varmanage
confidence intervals for, [R] ci
standardizing, [D] egen
control-group, [PSS] power twovariances
storage types, see storage types
experimental-group, [PSS] power twovariances
string, see string variables
independent, see variances, two-sample
system, see system variables
one-sample, [PSS] power onevariance
tab expansion of, [U] 10.6 Tab expansion of
variable names two-sample, [PSS] power twovariances
temporary, [P] macro variances,
transposing with observations, [D] xpose ci subcommand, [R] ci
unabbreviating, [P] syntax, [P] unab cii subcommand, [R] ci
unique values, [D] codebook, [D] duplicates, variance-weighted least squares, [R] vwls
[D] inspect varimax rotation, [MV] rotate, [MV] rotatemat,
unregistered, [MI] mi rename, [MI] mi set, [MV] Glossary
[MI] Glossary varkeyboard, set subcommand, [R] set
varying and super varying, [MI] mi passive, varlist, [P] syntax, [U] 11 Language syntax,
[MI] mi predict, [MI] mi set, [MI] mi varying, [U] 11.4 varname and varlists
[MI] Glossary existing, [U] 11.4.1 Lists of existing variables
Variables Manager, [D] varmanage new, [U] 11.4.2 Lists of new variables
variance time series, [U] 11.4.4 Time-series varlists
analysis, [MV] manova varlmar command, [TS] varlmar
components, [ME] Glossary, [SEM] estat sd, also varmanage command, [D] varmanage
see mixed model varnorm command, [TS] varnorm
varsoc command, [TS] varsoc
varstable command, [TS] varstable
Subject index 335
varwle command, [TS] varwle version command, [P] version, [U] 16.1.1 Version,
varying [U] 18.11.1 Version
conditional-correlation model, [TS] mgarch, class programming, [P] class
[TS] mgarch vcc vertex, [SP] spmatrix create, [SP] Glossary
estimation sample, [MI] mi estimate vertical alignment of text, [G-4] alignmentstyle
variables, [ST] stvary, see variables, varying and videos, see Stata YouTube Channel
super varying view
varying, mi subcommand, [MI] mi varying ado command, [R] view
vcc, mgarch subcommand, [TS] mgarch vcc ado d command, [R] view
VCE, see variance–covariance matrix of estimators browse command, [R] view
vce, estat subcommand, [R] estat, [R] estat vce, command, [R] view
[SVY] estat help command, [R] view
vce() option, [R] vce option, [XT] vce options help d command, [R] view
VEC, see vector error-correction model net command, [R] view
vec command, [TS] vec, [TS] vec postestimation net d command, [R] view
vec() function, [FN] Matrix functions, [M-5] vec( ), news command, [R] view
[P] matrix define search command, [R] view
vecaccum, matrix subcommand, [P] matrix accum search d command, [R] view
vecdiag() function, [FN] Matrix functions, update command, [R] view
[P] matrix define update d command, [R] view
vech() function, [M-5] vec( ) view d command, [R] view
veclmar command, [TS] veclmar view d, view subcommand, [R] view
VECM, see vector error-correction model view matrix, [M-5] isview( ), [M-5] st subview( ),
vecnorm command, [TS] vecnorm [M-5] st view( ), [M-5] st viewvars( ),
vecrank command, [TS] vecrank [M-6] Glossary
vecstable command, [TS] vecstable view source code, [P] viewsource
vector, [M-2] declarations, [M-6] Glossary viewing previously typed lines, [R] #review
vector autoregressive viewsource, [M-1] source
forecast, [TS] fcast compute, [TS] fcast graph viewsource command, [P] viewsource
model, [G-2] graph other, [TS] dfactor, vif, estat subcommand, [R] regress postestimation
[TS] sspace, [TS] ucm, [TS] var intro, [TS] var, vignette, [U] 1.2.7 Vignette
[TS] var svar, [TS] varbasic, [TS] Glossary virtual, [M-2] class
moving-average model, [TS] dfactor, [TS] sspace, virtual memory, [D] memory
[TS] ucm
void
postestimation, [TS] fcast compute, [TS] fcast
function, [M-2] declarations, [M-6] Glossary
graph, [TS] irf, [TS] irf create, [TS] var
postestimation, [TS] vargranger, [TS] varlmar, matrix, [M-2] void, [M-6] Glossary
[TS] varnorm, [TS] varsoc, [TS] varstable, Vuong test, [R] zinb, [R] zioprobit, [R] zip
[TS] varwle vwls command, [R] vwls, [R] vwls postestimation
vector error-correction
model, [TS] vec intro, [TS] vec, [TS] Glossary, also W
see multivariate GARCH model
W matrix, see spatial weighting matrix
postestimation, [TS] fcast compute, [TS] fcast
Wald test, [DSGE] intro 8, [DSGE] Glossary,
graph, [TS] irf, [TS] irf create, [TS] varsoc,
[PSS] Glossary, [R] contrast, [R] predictnl,
[TS] vec postestimation, [TS] veclmar,
[R] test, [R] testnl, [SEM] intro 7,
[TS] vecnorm, [TS] vecrank, [TS] vecstable
[SEM] estat eqtest, [SEM] estat ginvariant,
vector norm, [M-5] norm( ) [SEM] example 13, [SEM] example 22,
vectors, see matrices [SEM] methods and formulas for sem,
verifying data, [D] assert, [D] count, [SEM] test, [SEM] testnl, [SEM] Glossary,
[D] datasignature, [D] inspect, also see [SVY] svy postestimation, [TS] vargranger,
certifying data [TS] varwle, [U] 20.13 Performing hypothesis
verifying mi data are consistent, [MI] mi update tests on the coefficients, [U] 20.13.4 Nonlinear
version Wald tests
control, [M-2] version, [M-5] callersversion( ), also wardslinkage,
see version command clustermat subcommand, [MV] cluster linkage
version of ado-file, [R] which cluster subcommand, [MV] cluster linkage
of Stata, [M-5] stataversion( ), [R] about Ward’s linkage clustering, [MV] cluster,
version, [M-2] version [MV] clustermat, [MV] cluster linkage,
[MV] Glossary
336 Subject index
Ward’s method clustering, [MV] cluster, weibullden() function, [FN] Statistical functions,
[MV] clustermat [M-5] normal( )
warning messages, [M-2] pragma weibullph() function, [FN] Statistical functions,
waveragelinkage, [M-5] normal( )
clustermat subcommand, [MV] cluster linkage weibullphden() function, [FN] Statistical functions,
cluster subcommand, [MV] cluster linkage [M-5] normal( )
wcorrelation, estat subcommand, [ME] estat weibullphtail() function, [M-5] normal( )
wcorrelation, [ME] menl postestimation, weibulltail() function, [FN] Statistical functions,
[ME] mixed postestimation, [XT] xtgee [M-5] normal( )
postestimation weight, [P] syntax
weak instrument test, [R] ivregress postestimation [weight=exp] modifier, [U] 11.1.6 weight,
weakly balanced, [XT] Glossary [U] 20.24 Weighted estimation
weakly stationary, [DSGE] Glossary weighted data, [U] 11.1.6 weight, [U] 20.24 Weighted
website, estimation, also see survey data
stata.com, [U] 3.2.1 The Stata website weighted least squares, [R] regress, [SEM] methods
(www.stata.com) and formulas for sem, [SEM] Glossary
stata-journal.com, [U] 3.4 The Stata Journal generalized linear models, [R] glm
stata-press.com, [U] 3.3 Stata Press generalized method of moments estimation,
webuse [R] gmm, [R] ivpoisson
command, [D] webuse instrumental-variables regression, [R] gmm,
query command, [D] webuse [R] ivregress
set command, [D] webuse nonlinear least-squares estimation, [R] nl
week() function, [D] datetime, [FN] Date and time nonlinear systems of equations, [R] nlsur
functions, [M-5] date( ) variance, [R] vwls
weekly() function, [D] datetime, [D] datetime weighted moving average, [TS] tssmooth,
translation, [FN] Date and time functions, [TS] tssmooth ma
[M-5] date( ) weighted-average linkage clustering, [MV] cluster,
Weibull [MV] clustermat, [MV] cluster linkage,
density, [MV] Glossary
generalized, [FN] Statistical functions weighted-regression-adjustment estimator,
[TE] Glossary
standard, [FN] Statistical functions
weighting matrix, see spatial weighting matrix
distribution, [FMM] fmm: streg, [FMM] example 4,
[ST] stintreg, [ST] streg weights, [G-2] graph twoway scatter
distribution, probability, [SVY] survey, [SVY] svydescribe,
[SVY] svyset
cumulative, generalized, [FN] Statistical
functions sampling, [SVY] survey, [SVY] svydescribe,
[SVY] svyset
cumulative, standard, [FN] Statistical functions
Welsch distance, [R] regress postestimation
inverse cumulative, generalized, [FN] Statistical
functions Westerlund test, [XT] xtcointtest
inverse cumulative, standard, [FN] Statistical westerlund, xtcointtest subcommand,
functions [XT] xtcointtest
survival regression, [FMM] fmm, which, class, [P] classutil
[FMM] fmm: streg, [FMM] example 4, which, classutil subcommand, [P] classutil
[SEM] example 49g, [ST] stintreg, [ST] streg which command, [R] which, [U] 17.3 How can I tell if
weibull() function, [FN] Statistical functions, a command is built in or an ado-file?
[M-5] normal( ) which, mata subcommand, [M-3] mata which
Weibull proportional hazards while, [M-2] while, [M-2] continue, [M-2] break,
density, [M-2] semicolons
generalized, [FN] Statistical functions while command, [P] while
standard, [FN] Statistical functions white noise, [DSGE] Glossary, [TS] wntestb,
distribution, [TS] wntestq, [TS] Glossary, [XT] Glossary
cumulative, generalized, [FN] Statistical White/Huber/sandwich estimator of variance, see robust,
functions Huber/White/sandwich estimator of variance
cumulative, standard, [FN] Statistical functions White’s test for heteroskedasticity, [R] regress
postestimation
inverse cumulative, generalized, [FN] Statistical
functions wide
inverse cumulative, standard, [FN] Statistical data style, [MI] styles, [MI] Glossary
functions technical description, [MI] technical
wide, reshape subcommand, [D] reshape
Subject index 337
width of % fmt, [M-5] fmtwidth( ) within-subject

width() option, [G-2] graph twoway histogram design, [PSS] power repeated, [PSS] Glossary
Wilcoxon factor, [PSS] power repeated, [PSS] Glossary
rank-sum test, [R] ranksum variance, [PSS] power repeated
signed-ranks test, [R] signrank WLF, see worst linear function
test (Wilcoxon–Breslow, Wilcoxon–Gehan, WLS, see weighted least squares
Wilcoxon–Mann–Whitney), [ST] sts test WMF, see Windows Metafile
wildcard, see regexm() function, see regexr() wntestb command, [TS] wntestb
function, see regexs() function, see wntestq command, [TS] wntestq
strmatch() function wofd() function, [D] datetime, [FN] Date and time
Wilks’s functions, [M-5] date( )
lambda, [MV] canon, [MV] manova, [MV] mvtest Woolf confidence intervals, [R] epitab
means, [MV] Glossary word macro extended function, [P] macro
likelihood-ratio test, [MV] canon, [MV] manova, word() function, [FN] String functions
[MV] mvtest means Word, Microsoft, see Microsoft Word
window wordbreaklocale() function, [FN] String functions
fopen command, [P] window programming, wordcount() function, [FN] String functions
[P] window fopen
workflow, [MI] workflow
fsave command, [P] window programming
worst linear function, [MI] mi impute mvn,
manage command, [P] window programming, [MI] Glossary
[P] window manage
wra, stteffects subcommand, [TE] stteffects wra
menu command, [P] window programming,
write, file subcommand, [P] file
[P] window menu
writing and reading text and binary files, [P] file
push command, [P] window programming,
[P] window push writing data, see exporting data, see saving data
stopbox command, [P] window programming, www.stata.com website, [U] 3.2.1 The Stata website
[P] window stopbox (www.stata.com)
Windows www.stata-journal.com website, [U] 3.4 The Stata
Journal
Enhanced Metafile, [G-2] graph export
www.stata-press.com website, [U] 3.3 Stata Press
Metafile, [G-2] graph export
metafiles programming, [P] automation
programming, [P] automation X
Windows,
filenames, [U] 18.3.11 Constructing Windows xaxis() suboption, [G-3] axis choice options
filenames by using macros X-bar charts, [G-2] graph other
keyboard use, [U] 10 Keyboard use xchart command, [R] qc
pause, [P] sleep xcommon option, [G-2] graph combine
specifying filenames, [U] 11.6 Filenaming xcorr command, [TS] xcorr
conventions xeq, mi subcommand, [MI] mi xeq
winexec command, [D] shell xi prefix command, [R] xi
Wishart distribution, [MV] Glossary xl() function, [M-5] xl( )
density, [FN] Statistical functions xlabel() option, [G-3] axis label options
prior, [BAYES] bayesmh, [BAYES] bayesmh xline() option, [G-3] added line options
evaluators xmlabel() option, [G-3] axis label options
withdrawal, [PSS] power exponential, [PSS] power xmtick() option, [G-3] axis label options
logrank, [PSS] Glossary xpose command, [D] xpose
within estimators, [XT] xthtaylor, [XT] xtivreg, xscale() option, [G-3] axis scale options
[XT] xtreg, [XT] xtregar, [XT] Glossary xshell command, [D] shell
within matrix, [MV] Glossary xsize() option, [G-2] graph display,
within-cell [G-3] region options
means and variances, [XT] xtsum xtabond command, [XT] xtabond, [XT] xtabond
variance, [PSS] power twoway postestimation
within-group error, [ME] Glossary xtcloglog command, [XT] quadchk, [XT] xtcloglog,
within-group variance, [PSS] power oneway [XT] xtcloglog postestimation
within-imputation variability, [MI] mi estimate, [MI] mi xtcointtest
predict kao command, [XT] xtcointtest
pedroni command, [XT] xtcointtest
westerlund command, [XT] xtcointtest
338 Subject index
xtdata command, [XT] xtdata xtunitroot, continued

xtdescribe command, [XT] xtdescribe ips command, [XT] xtunitroot
xtdpd command, [XT] xtdpd, [XT] xtdpd llc command, [XT] xtunitroot
postestimation xvarformat() option, [G-3] advanced options
xtdpdsys command, [XT] xtdpdsys, [XT] xtdpdsys xvarlabel() option, [G-3] advanced options
postestimation xxxset, programming, [MI] technical
xtfrontier command, [XT] xtfrontier,
[XT] xtfrontier postestimation
xtgee command, [XT] xtgee, [XT] xtgee Y
postestimation
yaxis() suboption, [G-3] axis choice options
xtgls command, [XT] xtgls, [XT] xtgls postestimation
ycommon option, [G-2] graph combine
xthtaylor command, [XT] xthtaylor, [XT] xthtaylor
year() function, [D] datetime, [FN] Date and time
postestimation
functions, [M-5] date( ), [U] 24.5 Extracting
xtick() option, [G-3] axis label options components of dates and times
xtile command, [D] pctile yearly() function, [D] datetime, [D] datetime
xtintreg command, [XT] quadchk, [XT] xtintreg, translation, [FN] Date and time functions,
[XT] xtintreg postestimation [M-5] date( )
xtitle() option, [G-3] axis title options yh() function, [D] datetime, [FN] Date and time
xtivreg command, [XT] xtivreg, [XT] xtivreg functions, [M-5] date( )
postestimation ylabel() option, [G-3] axis label options
xtline command, [XT] xtline yline() option, [G-3] added line options
xtlogit command, [XT] quadchk, [XT] xtlogit, ym() function, [D] datetime, [FN] Date and time
[XT] xtlogit postestimation functions, [M-5] date( )
xtnbreg command, [XT] xtnbreg, [XT] xtnbreg ymlabel() option, [G-3] axis label options
postestimation
ymtick() option, [G-3] axis label options
xtologit command, [XT] quadchk, [XT] xtologit, yofd() function, [D] datetime, [FN] Date and time
[XT] xtologit postestimation functions, [M-5] date( )
xtoprobit command, [XT] quadchk, [XT] xtoprobit, YouTube Channel, see Stata YouTube Channel
[XT] xtoprobit postestimation
yq() function, [D] datetime, [FN] Date and time
xtpcse command, [XT] xtpcse, [XT] xtpcse functions, [M-5] date( )
postestimation
yscale() option, [G-3] axis scale options
xtpoisson command, [XT] quadchk, [XT] xtpoisson,
ysize() option, [G-2] graph display,
[XT] xtpoisson postestimation
[G-3] region options
xtprobit command, [XT] quadchk, [XT] xtprobit,
ytick() option, [G-3] axis label options
[XT] xtprobit postestimation
ytitle() option, [G-3] axis title options
xtrc command, [XT] xtrc, [XT] xtrc postestimation
Yule coefficient similarity measure,
xtreg command, [XT] xtreg, [XT] xtreg
[MV] measure option
postestimation
Yule–Walker equations, [TS] corrgram, [TS] Glossary
xtregar command, [XT] xtregar, [XT] xtregar
postestimation yvarformat() option, [G-3] advanced options
xtset command, [SP] intro 4, [SP] spbalance, yvarlabel() option, [G-3] advanced options
[SP] spset, [XT] xtset yw() function, [D] datetime, [FN] Date and time
xtset command for mi data, [MI] mi XXXset functions, [M-5] date( )
xtset, mi subcommand, [MI] mi XXXset
xtstreg command, [XT] quadchk, [XT] xtstreg, Z
[XT] xtstreg postestimation
xtsum command, [XT] xtsum z test, [PSS] Glossary
xttab command, [XT] xttab Zellner’s
xttest0 command, [XT] xtreg postestimation g -prior, [BAYES] bayesian commands,
xttobit command, [XT] quadchk, [XT] xttobit, [BAYES] bayes, [BAYES] bayesmh,
[XT] xttobit postestimation [BAYES] Glossary
xttrans command, [XT] xttab seemingly unrelated regression, [R] sureg, [R] reg3,
xtunitroot [R] suest
breitung command, [XT] xtunitroot zero matrix, [P] matrix define
fisher command, [XT] xtunitroot zero-altered, see zero-inflated
hadri command, [XT] xtunitroot
ht command, [XT] xtunitroot
Subject index 339
zero-inflated
negative binomial regression, [FMM] fmm,
[FMM] fmm: pointmass, [R] zinb, [SVY] svy
estimation
ordered probit regression, [FMM] fmm,
[FMM] fmm: pointmass, [R] zioprobit,
[SVY] svy estimation
Poisson regression, [FMM] fmm,
[FMM] fmm: pointmass, [FMM] example 3,
[R] zip, [SVY] svy estimation
zero-skewness transform, [R] lnskew0
zinb command, [R] zinb, [R] zinb postestimation
zioprobit command, [R] zioprobit, [R] zioprobit
postestimation
zip command, [R] zip, [R] zip postestimation
.zip standard-format shapefiles, [SP] intro 4,
[SP] spbalance, [SP] spshape2dta
zipfile command, [D] zipfile
zlabel() option, [G-3] axis label options
zmlabel() option, [G-3] axis label options
zmtick() option, [G-3] axis label options
zscale() option, [G-3] axis scale options
ztest and ztesti commands, [R] ztest
ztick() option, [G-3] axis label options
ztitle() option, [G-3] axis title options

Christopher F. BAUM - An Introduction To Modern Econometrics Using Stata

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STATA GLOSSARY AND INDEX

A Stata Press Publication

The suggested citation for this software is

Combined subject table of contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Fractional outcomes Structural equation modeling

Data manipulation and management

[D] use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Load Stata dataset

Creating and dropping variables

Functions and expressions

Dates and times

[D] datetime translation . . . . . . . . . . . . . . . . String to numeric date translation functions

Loading, saving, importing, and exporting data

[D] statsby . . . . . . . . . . . . . . . . . . . . . . . Collect statistics for a command across a by list

Labeling, display formats, and notes

Changing and renaming variables

[SVY] svy: tabulate oneway . . . . . . . . . . . . . . . . . . . . . . . . . One-way tables for survey data

Miscellaneous data commands

[MI] mi extract . . . . . . . . . . . . . . . . . . . . . . Extract original or imputed data from mi data

Data types and memory

[D] data types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quick reference for data types

Item response theory graphs

Regression diagnostic plots

Smoothing and densities

More statistical graphs

[BAYES] bayes: meglm . . . . . . . . . . . . . . . . . . . . Bayesian multilevel generalized linear model

[R] exlogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact logistic regression

Censored and truncated regression models

[R] heckman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model

[ME] mepoisson . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects Poisson regression

Do-it-yourself generalized method of moments

Do-it-yourself maximum likelihood estimation

Dynamic stochastic general equilibrium models

Epidemiology and related

[R] rocfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric ROC models

Extended regression models

[ERM] eregress postestimation . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for eregress

Factor analysis and principal components

Finite mixture models

Generalized linear models

Indicator and categorical variables

Item response theory

[IRT] irt grm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graded response model

Latent class models

[R] rocfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric ROC models

Logistic and probit regression

[ME] meologit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression

Longitudinal data/panel data

[XT] xtpcse . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors

Multidimensional scaling and biplots

Multilevel mixed-effects models

Multivariate analysis of variance and related techniques

[ERM] eoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extended ordered probit regression

Power and sample size

Sample selection models

[TE] etregress . . . . . . . . . . . . . . . . . . Linear regression with endogenous treatment effects

Spatial autoregressive models

Standard postestimation tests, tables, and other analyses

Structural equation modeling

[U] Section 26.22 . . . . . . . . . . . . . . . . . . . . . . . . . . . Structural equation modeling (SEM)

α is the drift when t is a stationary, zero-mean process.