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ANOVA/MANOVA
| Balanced and unbalanced designs, factorial, nested, and mixed designs, repeated measures, marginal means, contrasts, … balanced and unbalanced designs, factorial, nested, and mixed designs, repeated measures, marginal means, contrasts, .. |
Basic statistics
| Summaries, cross-tabulations, correlations, t tests, equality-of-variance tests, tests of proportions, confidence intervals, factor variables, … |
Bayesian Analysis
| Thousands of built-in models, univariate and multivariate models, linear and nonlinear models, continuous, binary, ordinal, and count outcomes, continuous univariate, multivariate, and discrete priors, add your own models, adaptive Metropolis–Hastings sampling, Gibbs sampling, convergence diagnostics. posterior summaries, hypothesis testing, model comparison, … |
Binary, count, and limited outcomes
| Logistic, probit, tobit, Poisson and negative binomial, conditional, multinomial, nested, ordered, rank-ordered, and stereotype logistic, multinomial probit, zero-inflated and left-truncated count models, selection models, marginal effects… |
Cluster Analysis
| Hierarchical clustering, kmeans and kmedian nonhierarchical clustering, dendrograms, stopping rules, user-extensible analyses, … |
Contrasts, pairwise comparisons and margins
| Compare means, intercepts, or slopes, compare to reference category, adjacent category, grand mean, etc., orthogonal polynomials, multiple comparison adjustments, graph estimated means and contrasts, interaction plots, … |
Data Management
| Data transformations, , match-merge, import/export data, ODBC, SQL, XML, by-group processing, append files, sort, row–column transposition, labeling, saving results, .. |
Documentation
| 20 manuals, 11,000 + pages, seamless navigation, thosuands of worked examples, methods and formulas, reference |
Embedded Statistical Computations
Epidemiology
| Standardization of rates, case–control, cohort, matched case–control, Mantel–Haenszel, pharmacokinetics, ROC analysis, ICD-9-CM, … |
Exact Statistics
| Exact logistic and Poisson regression, exact case–control statistics, binomial tests, Fisher’s exact test for r × c tables, … |
Functions
| Statistical, random number, mathematical, string, date and time, … |
Generalized Linear Models (GLMs)
| Ten link functions, user-defined links, seven distributions, ML and IRLS estimation, nine variance estimators, seven residuals, … |
GMM and nonlinear regression
| Generalized method of moments (GMM), nonlinear regression, … |
Graphical User Interface
| Menus and dialogs for all features, Data Editor, Variables Manager, Graph Editor, Project Manager, Do-file Editor, Clipboard Preview Tool, multiple preference sets, … |
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Internet Capabilities |
| Ability to install new commands, web updating, web file sharing, latest Stata news, … |
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Installation Qualification |
| IQ report for regulatory agencies such as the FDA, installation verification |
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Item Response Theory |
| Binary (1PL, 2PL, 3PL), ordinal, and categorical response models, item characteristic curves, test characteristic curves, item information functions, test information functions, differential item functioning (DIF) |
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Linear models
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| Regression, censored outcomes, endogenous regressors, bootstrap, jackknife, and robust and cluster–robust variance, instrumental variables, three-stage least squares, constraints, quantile regression, GLS … |
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Longitudonal data/ panel data |
| Random and fixed effects with robust standard errors, linear mixed models, random-effects probit, GEE, random and fixed-effects poisson, dynamic panel data models, instrumental variables, panel unit-roots tests |
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Matrix programming—Mata
| Interactive sessions, large-scale development projects, optimization, matrix inversions, decompositions, eigenvalues and eigenvectors, LAPACK engine, real and complex numbers, string matrices, interface to Stata datasets and matrices, numerical derivatives, object-oriented programming, … |
Multi-level Mixed Effect Models
| Continuous, binary, and count outcomes, two-, three-, and higher-level models, generalized linear models, random-intercepts, random-slopes, crossed random effects, BLUPs of effects and fitted values, hierarchical models, residual error structures, support for survey data in linear models … |
Multiple Imputation
| Nine univariate imputation methods, multivariate normal imputation, chained equations, explore pattern of missingness, manage imputed datasets, fit model and pool results, transform parameters, joint tests of parameter estimates, predictions, … |
Multivariate methods
| Factor analysis, principal components, discriminant analysis, rotation, multidimensional scaling, Procrustean analysis, correspondence analysis, biplots, dendrograms, user-extensible analyses, .. |
Nonparametric methods
| Wilcoxon–Mann–Whitney, Wilcoxon signed ranks, and Kruskal–Wallis tests, Spearman and Kendall correlations, Kolmogorov–Smirnov tests, exact binomial CIs, survival data, ROC analysis, smoothing, bootstrapping, … |
Other Statisitical Methods
| Kappa measure of interrater agreement, Cronbach’s alpha, stepwise regression, tests of normality, … |
Power and sample size
| Power, sample size, effect size, minimum detectable effect, means, proportions, variances, correlations, ANOVA, case–control studies, cohort studies, survival analysis, balanced or unbalanced designs, results in tables or graphs, … |
Programmable Maximum Likelihood
| User-specified functions, NR, DFP, BFGS, BHHH, OIM, OPG, robust, bootstrap, and jackknife SEs, Wald tests, survey data, numeric or analytic derivatives, … |
Programming features
| Adding new commands, command scripting, object-oriented programming, menu and dialog-box programming, Project Manager, plugins, .. |
Resampling & Simulation Methods
| Bootstrap, jackknife, Monte Carlo simulation, permutation tests, … |
SEM (Structural Equation Modelling)
| Graphical path diagram builder, standardized and unstandardized estimates, modification indices, direct and indirect effects, continuous, binary, count, and ordinal outcomes (GLM), multilevel models, random slopes and intercepts, factors scores, empirical Bayes, and other predictions, groups and tests of invariance, goodness of fit, handles MAR data by FIML, correlated data, … |
Simple Maximum Likelihood
| Specify likelihood using simple expressions, no programming required, survey data, standard, robust, bootstrap, and jackknife SEs, matrix estimators, … |
Survey Methods
| Multistage designs, bootstrap, BRR, jackknife, linearized, and SDR variance estimation, poststratification, DEFF, predictive margins, means, proportions, ratios, totals, summary tables, regression, instrumental variables, probit, Cox regression, … |
Survival analysis*
| Kaplan–Meier and Nelson–Aalen estimators,, Cox regression (frailty), parametric models (frailty), competing risks, hazards, time-varying covariates, left- and right-censoring, Weibull, exponential, and Gompertz analysis, … |
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Tests, predictions, and effects |
| Wald tests, LR tests, linear and nonlinear combinations, predictions and generalized predictions, marginal means, least-squares means, adjusted means, marginal and partial effects, forecast models, Hausman tests, … |
| Time Series |
| ARIMA, ARFIMA, ARCH/GARCH, VAR, VECM, multivariate GARCH, unobserved components model, dynamic factors, state-space models, business calendars, correlograms, periodograms, forecasts, impulse-response functions, unit-root tests, filters and smoothers, rolling and recursive estimation, … |
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Treatment |
| Inverse probability weight (IPW), doubly robust methods, propensity score matching, regression adjustment, covariate matching, multilevel treatments, average treatment effects (ATEs), average treatment effects on the treated (ATETs), potential-outcome means (POMs), … |
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