STATA GLOSSARY AND INDEX

RELEASE 14

A Stata Press Publication

StataCorp LLC
College Station, Texas
 ®
Copyright c 1985–2015 StataCorp LLC
All rights reserved
Version 14

Published by Stata Press, 4905 Lakeway Drive, College Station, Texas 77845
Typeset in TEX

ISBN-10: 1-59718-156-0
ISBN-13: 978-1-59718-156-3

This manual is protected by copyright. All rights are reserved. No part of this manual may be reproduced, stored
in a retrieval system, or transcribed, in any form or by any means—electronic, mechanical, photocopy, recording, or
otherwise—without the prior written permission of StataCorp LLC unless permitted subject to the terms and conditions
of a license granted to you by StataCorp LLC to use the software and documentation. No license, express or implied,
by estoppel or otherwise, to any intellectual property rights is granted by this document.
StataCorp provides this manual “as is” without warranty of any kind, either expressed or implied, including, but
not limited to, the implied warranties of merchantability and fitness for a particular purpose. StataCorp may make
improvements and/or changes in the product(s) and the program(s) described in this manual at any time and without
notice.
The software described in this manual is furnished under a license agreement or nondisclosure agreement. The software
may be copied only in accordance with the terms of the agreement. It is against the law to copy the software onto
DVD, CD, disk, diskette, tape, or any other medium for any purpose other than backup or archival purposes.
The automobile dataset appearing on the accompanying media is Copyright
c 1979 by Consumers Union of U.S.,
Inc., Yonkers, NY 10703-1057 and is reproduced by permission from CONSUMER REPORTS, April 1979.
Stata, , Stata Press, Mata, , and NetCourse are registered trademarks of StataCorp LLC.
Stata and Stata Press are registered trademarks with the World Intellectual Property Organization of the United Nations.
NetCourseNow is a trademark of StataCorp LLC.
Other brand and product names are registered trademarks or trademarks of their respective companies.
For copyright information about the software, type help copyright within Stata.

The suggested citation for this software is

StataCorp. 2015. Stata: Release 14 . Statistical Software. College Station, TX: StataCorp LLC.
Contents

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

Acronym glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
Glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Vignette index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
Author index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
Subject index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185

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 Multidimensional scaling and biplots
Basic statistics Multilevel mixed-effects models
Bayesian analysis Multiple imputation
Binary outcomes Multivariate analysis of variance and
Categorical outcomes related techniques
Censored and truncated regression models Nonlinear regression
Cluster analysis Nonparametric statistics
Correspondence analysis Ordinal outcomes
Count outcomes Other statistics
Discriminant analysis Pharmacokinetic statistics
Do-it-yourself generalized method of moments Power and sample size
Do-it-yourself maximum likelihood estimation Quality control
Endogenous covariates ROC analysis
Epidemiology and related Rotation
Estimation related Sample selection models
Exact statistics Simulation/resampling
Factor analysis and principal components Standard postestimation tests, tables,
Fractional outcomes and other analyses
Generalized linear models Structural equation modeling
Indicator and categorical variables Survey data

1
2 Combined subject table of contents

Item response theory Survival analysis

Linear regression and related Time series, multivariate
Logistic and probit regression Time series, univariate
Longitudinal data/panel data Transforms and normality tests
Mixed models Treatment effects
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
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
[D] use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Load Stata dataset
[D] varmanage . . . . . . . . . . . . . . . . Manage variable labels, formats, and other properties
 Combined subject table of contents 3

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] 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] String functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[FN] Trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[D] egen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extensions to generate

Strings
[U] Section 12.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Strings
[U] Section 12.4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Handling Unicode strings
[U] Chapter 23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Working with strings
[FN] String functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
[D] data types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quick reference for data types
[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
4 Combined subject table of contents

Loading, saving, importing, and exporting data

[GS] Chapter 6 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . Using the Data Editor
[U] Chapter 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Entering and importing data
[D] edit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Browse or edit data with Data Editor
[D] export . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overview of exporting data from Stata
[D] import . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overview of importing data into Stata
[D] import delimited . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import delimited text data
[D] import excel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import and export Excel files
[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] putexcel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export results to an Excel file
[P] putexcel advanced . . . . . . . . Export results to an Excel file using advanced syntax
[D] save . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save Stata dataset
[D] sysuse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Use shipped dataset
[D] use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Load Stata dataset
[D] webuse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Use dataset from Stata website
[D] xmlsave . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export or import dataset in XML format

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
 Combined subject table of contents 5

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

Changing and renaming variables

[GS] Chapter 7 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . Using the Variables Manager
[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] 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
[D] varmanage . . . . . . . . . . . . . . . . Manage variable labels, formats, and other properties

Examining data
[GS] Chapter 6 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . Using the Data Editor
[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] edit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Browse or edit data with Data Editor
[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
6 Combined subject table of contents

[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] icd9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM diagnosis and 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
 Combined subject table of contents 7

[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
[D] unicode translate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Translate files to Unicode
[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
8 Combined subject table of contents

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 user-written ado-files
[D] checksum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculate checksum of file
[D] copy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy file from disk or URL
[R] net . . . . . . . . . . . . . . . . . Install and manage user-written 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
[D] use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Load Stata dataset

Data types and memory

[U] Chapter 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Managing memory
[U] Section 12.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Numeric storage types
[U] Section 12.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Strings
[U] Section 12.4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Handling Unicode strings
[U] Section 13.12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Precision and problems therein
[U] Chapter 23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Working with strings
[D] compress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compress data in memory
[D] data types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quick reference for data types
[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
 Combined subject table of contents 9

Advanced utilities
[D] assert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Verify truth of claim
[D] cd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Change directory
[D] changeeol . . . . . . . . . . . . . . . . . . . . . . . . . Convert end-of-line characters of text file
[D] checksum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculate checksum of file
[D] copy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy file from disk or URL
[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 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 convertfile . . . . . . . . . . . . . . . . Low-level file conversion between encodings
[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
10 Combined subject table of contents

[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
 Combined subject table of contents 11

[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] biplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Biplots
[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
12 Combined subject table of contents

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] 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
 Combined subject table of contents 13

[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] anova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Analysis of variance and covariance
[R] bitest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Binomial probability test
[R] ci . . . . . . . . . . . . . . . . . . Confidence intervals for means, proportions, and variances
[R] correlate . . . . . . . . . . . . . . . . . Correlations (covariances) of variables or coefficients
[D] egen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extensions to generate
14 Combined subject table of contents

[R] esize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Effect size based on mean comparison

[R] icc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Intraclass correlation coefficients
[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] regress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear regression
[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 twoway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-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
[BAYES] bayes . . . . . . . . . . . . . . . . . . . . . . . . Introduction to commands for Bayesian analysis
[BAYES] bayesgraph . . . . . . . . . . . . . . . . . Graphical summaries and convergence diagnostics
[BAYES] bayesmh . . . . . . . . . . . . . Bayesian regression using Metropolis–Hastings algorithm
[BAYES] bayesmh evaluators . . . . . . . . . . . . . . . . . . . . User-defined evaluators with bayesmh
[BAYES] bayesmh postestimation . . . . . . . . . . . . . . . . . . . . . Postestimation tools for bayesmh
[BAYES] bayesstats . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bayesian statistics after bayesmh
[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 26.7 . . . . . . . . . . . . . Binary-outcome qualitative dependent-variable models
[R] binreg . . . . . . . . . . . . Generalized linear models: Extensions to the binomial family
[R] biprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bivariate probit regression
[R] cloglog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Complementary log-log regression
[TE] eteffects . . . . . . . . . . . . . . . . . . . . . . . . . . . . Endogenous treatment-effects estimation
[R] exlogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact logistic regression
[R] glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models
[R] heckprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probit model with sample selection
[R] hetprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heteroskedastic probit model
[IRT] irt 1pl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One-parameter logistic model
 Combined subject table of contents 15

[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] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.11 . . . . . . . . . . . Multiple-outcome qualitative dependent-variable models
[R] asclogit . . . . . . . . Alternative-specific conditional logit (McFadden’s choice) model
[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
[R] heckman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model
[R] heckoprobit . . . . . . . . . . . . . . . . . . . . . . Ordered probit model with sample selection
[R] heckprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probit model with sample selection
[R] intreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interval regression
[ME] mestreg . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects parametric survival models
[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
16 Combined subject table of contents

[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 26.28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate and cluster 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] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Count dependent-variable models
[U] Section 26.20.5 . . . . . . . . . . . . . . . Count dependent-variable models with panel data
[R] cpoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Censored Poisson regression
[TE] eteffects . . . . . . . . . . . . . . . . . . . . . . . . . . . . Endogenous treatment-effects estimation
[TE] etpoisson . . . . . . . . . . . . . . . . . Poisson regression with endogenous treatment effects
[R] expoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact Poisson regression
[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
[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
[R] tnbreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated negative binomial 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
 Combined subject table of contents 17

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
[MV] scoreplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Score and loading plots
[MV] screeplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scree plot

Do-it-yourself generalized method of moments

[U] Section 26.24 . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments (GMM)
[R] gmm . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments estimation
[P] matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to matrix commands

Do-it-yourself maximum likelihood estimation

[P] matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to matrix commands
[R] ml . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Maximum likelihood estimation
[R] mlexp . . . . . . . . . . . . Maximum likelihood estimation of user-specified expressions

Endogenous covariates
[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Chapter 26 . . . . . . . . . . . . . . . . . . . . . . . . . Overview of Stata estimation commands
[TE] eteffects . . . . . . . . . . . . . . . . . . . . . . . . . . . . Endogenous treatment-effects estimation
[TE] etpoisson . . . . . . . . . . . . . . . . . Poisson regression with endogenous treatment effects
[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] ivprobit . . . . . . . . . . . . . . . . . . Probit 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] binreg . . . . . . . . . . . . Generalized linear models: Extensions to the binomial family
[R] brier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brier score decomposition
[R] clogit . . . . . . . . . . . . . . . . . . . . . . . . . . . Conditional (fixed-effects) logistic regression
[R] dstdize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Direct and indirect standardization
[R] epitab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tables for epidemiologists
[R] exlogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact logistic regression
[D] icd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to ICD commands
[D] icd10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-10 diagnosis codes
[D] icd9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM diagnosis and procedure codes
18 Combined subject table of contents

[R] kappa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interrater agreement

[R] logistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression, reporting odds ratios
[R] pk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic (biopharmaceutical) data
[R] pkcollapse . . . . . . . . . . . . . . . . . . . . . Generate pharmacokinetic measurement dataset
[R] pkcross . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Analyze crossover experiments
[R] pkequiv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Perform bioequivalence tests
[R] pkexamine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculate pharmacokinetic measures
[R] pkshape . . . . . . . . . . . . . . . . . . . . . . . . . Reshape (pharmacokinetic) Latin-square data
[R] pksumm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize pharmacokinetic data
[R] poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression
[R] roc . . . . . . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) analysis
[R] roccomp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of equality of ROC areas
[R] rocfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric ROC models
[R] rocreg . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) regression
[R] roctab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonparametric ROC analysis
[R] symmetry . . . . . . . . . . . . . . . . . . . . . . . . Symmetry and marginal homogeneity tests
[R] tabulate twoway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-way table of frequencies
Also see 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 26.14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact estimators
[R] bitest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Binomial probability test
[R] centile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report centile and confidence interval
[R] ci . . . . . . . . . . . . . . . . . . Confidence intervals for means, proportions, and variances
[R] dstdize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Direct and indirect standardization
[R] epitab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tables for epidemiologists
[R] exlogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact logistic regression
[R] expoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact Poisson regression
[R] ksmirnov . . . . . . . . . . . . . . . . . . . Kolmogorov – Smirnov equality-of-distributions test
[R] loneway . . . . . . . . . . . . . . . . Large one-way ANOVA, random effects, and reliability
[R] ranksum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equality tests on unmatched data
[R] roctab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonparametric ROC analysis
[R] symmetry . . . . . . . . . . . . . . . . . . . . . . . . Symmetry and marginal homogeneity tests
[R] tabulate twoway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-way table of frequencies
[R] tetrachoric . . . . . . . . . . . . . . . . . . . . . . . . Tetrachoric correlations for binary variables
 Combined subject table of contents 19

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
[MV] scoreplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Score and loading plots
[MV] screeplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scree plot
[R] tetrachoric . . . . . . . . . . . . . . . . . . . . . . . . Tetrachoric correlations for binary variables

Fractional outcomes
[R] betareg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Beta regression
[TE] eteffects . . . . . . . . . . . . . . . . . . . . . . . . . . . . Endogenous treatment-effects estimation
[R] fracreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fractional response regression
[TE] teffects ipw . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Inverse-probability weighting
[TE] teffects nnmatch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nearest-neighbor matching
[TE] teffects psmatch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Propensity-score matching

Generalized linear models

[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models
[R] binreg . . . . . . . . . . . . Generalized linear models: Extensions to the binomial family
[R] fracreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fractional response regression
[R] glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models
[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 26.12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Item response theory
[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 1pl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . One-parameter logistic model
[IRT] irt 2pl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-parameter logistic model
[IRT] irt 3pl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Three-parameter logistic model
[IRT] irt grm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graded response model
[IRT] irt hybrid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hybrid IRT models
[IRT] irt nrm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nominal 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
20 Combined subject table of contents

Linear regression and related

[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Chapter 26 . . . . . . . . . . . . . . . . . . . . . . . . . Overview of Stata estimation commands
[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
[TE] etpoisson . . . . . . . . . . . . . . . . . Poisson regression with endogenous treatment effects
[TE] etregress . . . . . . . . . . . . . . . . . . Linear regression with endogenous treatment effects
[R] fp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fractional polynomial regression
[R] frontier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stochastic frontier models
[R] glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models
[R] heckman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model
[R] ivpoisson . . . . . . . . . . . . . . . . Poisson model with continuous endogenous covariates
[R] ivregress . . . . . . . . . . . . . . . . . . . . Single-equation instrumental-variables regression
[R] ivtobit . . . . . . . . . . . . . . . . . . . . Tobit model with continuous endogenous covariates
[R] lpoly . . . . . . . . . . . . . . . . . . . . . . . . . . . Kernel-weighted local polynomial smoothing
[ME] meglm . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects generalized linear model
[R] mfp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariable fractional polynomial models
[ME] mixed . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects linear regression
[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] regress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear regression
[R] rocfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric ROC models
[R] rreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robust regression
[ST] stcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cox proportional hazards model
[ST] stcrreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Competing-risks regression
[R] stepwise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stepwise estimation
[ST] streg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric survival models
[R] sureg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zellner’s seemingly unrelated regression
[R] tnbreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated negative binomial regression
[R] vwls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Variance-weighted least squares
[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] xtgee . . . . . . . . . . . . . . . . Fit population-averaged panel-data models by using GEE
[XT] xtgls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fit panel-data models by using GLS
[XT] xthtaylor . . . . . . . . . . . . . . Hausman–Taylor estimator for error-components models
[XT] xtivreg . . . Instrumental variables and two-stage least squares for panel-data models
[XT] xtpcse . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors
[XT] xtrc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-coefficients model
[XT] xtreg Fixed-, between-, and random-effects and population-averaged linear models
[XT] xtregar . . . . . . . Fixed- and random-effects linear models with an AR(1) disturbance
[XT] xtstreg . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects parametric survival models
 Combined subject table of contents 21

Logistic and probit regression

[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Chapter 26 . . . . . . . . . . . . . . . . . . . . . . . . . Overview of Stata estimation commands
[R] asclogit . . . . . . . . Alternative-specific conditional logit (McFadden’s choice) model
[R] asmprobit . . . . . . . . . . . . . . . . . . . Alternative-specific multinomial probit regression
[R] asroprobit . . . . . . . . . . . . . . . . . . Alternative-specific rank-ordered probit regression
[R] biprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bivariate probit regression
[R] clogit . . . . . . . . . . . . . . . . . . . . . . . . . . . Conditional (fixed-effects) logistic regression
[R] cloglog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Complementary log-log regression
[R] exlogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact logistic regression
[R] heckoprobit . . . . . . . . . . . . . . . . . . . . . . Ordered probit model with sample selection
[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 grm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graded response model
[IRT] irt hybrid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Hybrid IRT models
[IRT] irt nrm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nominal response model
[IRT] irt pcm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Partial credit model
[IRT] irt rsm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rating scale model
[R] ivprobit . . . . . . . . . . . . . . . . . . Probit model with continuous endogenous covariates
[R] logistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression, reporting odds ratios
[R] logit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression, reporting coefficients
[ME] melogit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects logistic regression
[ME] meologit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression
[ME] meoprobit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression
[ME] meprobit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects probit regression
[ME] meqrlogit . . . . . . . . Multilevel mixed-effects logistic regression (QR decomposition)
[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] xtcloglog . . . . . . . . . . . . . . Random-effects and population-averaged cloglog models
[XT] xtgee . . . . . . . . . . . . . . . . Fit population-averaged panel-data models by using GEE
[XT] xtlogit . . . . . . . Fixed-effects, random-effects, and population-averaged logit models
[XT] xtologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered logistic models
[XT] xtoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered probit models
[XT] xtprobit . . . . . . . . . . . . . . . . Random-effects and population-averaged probit models

Longitudinal data/panel data

[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data models
[ME] meologit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression
[ME] meoprobit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression
[ME] mepoisson . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects Poisson regression
22 Combined subject table of contents

[ME] meprobit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects probit regression

[ME] meqrpoisson . . . . Multilevel mixed-effects Poisson regression (QR decomposition)
[ME] mixed . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects linear regression
[XT] quadchk . . . . . . . . . . . . . . . . . . . . . . . Check sensitivity of quadrature approximation
[XT] xt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to xt commands
[XT] xtabond . . . . . . . . . . . . . . . . . . Arellano–Bond linear dynamic panel-data estimation
[XT] xtcloglog . . . . . . . . . . . . . . Random-effects and population-averaged cloglog models
[XT] xtdata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Faster specification searches with xt data
[XT] xtdescribe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe pattern of xt data
[XT] xtdpd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linear dynamic panel-data estimation
[XT] xtdpdsys . . . . Arellano–Bover/Blundell–Bond linear dynamic panel-data estimation
[XT] xtfrontier . . . . . . . . . . . . . . . . . . . . . . . . . . . Stochastic frontier models for panel data
[XT] xtgee . . . . . . . . . . . . . . . . Fit population-averaged panel-data models by using GEE
[XT] xtgls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fit panel-data models by using GLS
[XT] xthtaylor . . . . . . . . . . . . . . Hausman–Taylor estimator for error-components models
[XT] xtintreg . . . . . . . . . . . . . . . . . . . . . . . Random-effects interval-data regression models
[XT] xtivreg . . . Instrumental variables and two-stage least squares for panel-data models
[XT] xtline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data line plots
[XT] xtlogit . . . . . . . Fixed-effects, random-effects, and population-averaged logit models
[XT] xtnbreg Fixed-effects, random-effects, & population-averaged negative binomial models
[XT] xtologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered logistic models
[XT] xtoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered probit models
[XT] xtpcse . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors
[XT] xtpoisson . . Fixed-effects, random-effects, and population-averaged Poisson models
[XT] xtprobit . . . . . . . . . . . . . . . . Random-effects and population-averaged probit models
[XT] xtrc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-coefficients model
[XT] xtreg Fixed-, between-, and random-effects and population-averaged linear models
[XT] xtregar . . . . . . . Fixed- and random-effects linear models with an AR(1) disturbance
[XT] xtset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be panel data
[XT] xtstreg . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects parametric survival models
[XT] xtsum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize xt data
[XT] xttab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate xt data
[XT] xttobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects tobit models
[XT] xtunitroot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data unit-root tests

Mixed models
[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects models
[R] anova . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Analysis of variance and covariance
[R] icc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Intraclass correlation coefficients
[MV] manova . . . . . . . . . . . . . . . . . . . . . . Multivariate analysis of variance and covariance
[ME] me . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to multilevel mixed-effects models
[ME] mecloglog . . . . . . . . . . . Multilevel mixed-effects complementary log-log regression
[ME] meglm . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects generalized linear model
[ME] melogit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects logistic regression
[ME] menbreg . . . . . . . . . . . . . . . . . Multilevel mixed-effects negative binomial regression
[ME] meologit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression
[ME] meoprobit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression
[ME] mepoisson . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects Poisson regression
[ME] meprobit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects probit regression
[ME] meqrlogit . . . . . . . . Multilevel mixed-effects logistic regression (QR decomposition)
 Combined subject table of contents 23

[ME] meqrpoisson . . . . Multilevel mixed-effects Poisson regression (QR decomposition)

[ME] mestreg . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects parametric survival models
[ME] mixed . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects linear regression
[XT] xtcloglog . . . . . . . . . . . . . . Random-effects and population-averaged cloglog models
[XT] xtintreg . . . . . . . . . . . . . . . . . . . . . . . Random-effects interval-data regression models
[XT] xtlogit . . . . . . . Fixed-effects, random-effects, and population-averaged logit models
[XT] xtologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered logistic models
[XT] xtoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered probit models
[XT] xtprobit . . . . . . . . . . . . . . . . Random-effects and population-averaged probit models
[XT] xtrc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-coefficients model
[XT] xtreg Fixed-, between-, and random-effects and population-averaged linear models
[XT] xttobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects tobit models

Multidimensional scaling and biplots

[MV] biplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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 26.21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects models
[ME] me . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to multilevel mixed-effects models
[ME] mecloglog . . . . . . . . . . . Multilevel mixed-effects complementary log-log regression
[ME] meglm . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects generalized linear model
[ME] melogit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects logistic regression
[ME] menbreg . . . . . . . . . . . . . . . . . Multilevel mixed-effects negative binomial regression
[ME] meologit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression
[ME] meoprobit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression
[ME] mepoisson . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects Poisson regression
[ME] meprobit . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects probit regression
[ME] meqrlogit . . . . . . . . Multilevel mixed-effects logistic regression (QR decomposition)
[ME] meqrpoisson . . . . Multilevel mixed-effects Poisson regression (QR decomposition)
[ME] mestreg . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects parametric survival models
[ME] mixed . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects linear regression

Multiple imputation
[U] Section 26.27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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
24 Combined subject table of contents

[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 26.28 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate and cluster analysis
[MV] canon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Canonical correlations
[MV] hotelling . . . . . . . . . . . . . . . . . . . . . . . . Hotelling’s T-squared generalized means test
[MV] manova . . . . . . . . . . . . . . . . . . . . . . Multivariate analysis of variance and covariance
[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] bitest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Binomial probability test
[R] bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bootstrap sampling and estimation
[R] bsample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sampling with replacement
[R] bstat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report bootstrap results
[R] centile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report centile and confidence interval
[R] cusum . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cusum plots and tests for binary variables
[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] lpoly . . . . . . . . . . . . . . . . . . . . . . . . . . . Kernel-weighted local polynomial smoothing
[R] nptrend . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test for trend across ordered groups
[R] prtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of proportions
[R] qreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quantile regression
[R] ranksum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Equality tests on unmatched data
[R] roc . . . . . . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) analysis
[R] roccomp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of equality of ROC areas
[R] rocreg . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) regression
[R] rocregplot . . . . . . . . . Plot marginal and covariate-specific ROC curves after rocreg
[R] roctab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonparametric ROC analysis
[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
[R] symmetry . . . . . . . . . . . . . . . . . . . . . . . . Symmetry and marginal homogeneity tests
[R] tabulate twoway . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Two-way table of frequencies
 Combined subject table of contents 25

Ordinal outcomes
[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[R] asroprobit . . . . . . . . . . . . . . . . . . Alternative-specific rank-ordered probit regression
[R] heckoprobit . . . . . . . . . . . . . . . . . . . . . . Ordered probit model with sample selection
[IRT] irt grm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graded response model
[IRT] irt pcm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Partial credit model
[IRT] irt rsm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rating scale model
[ME] meologit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression
[ME] meoprobit . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression
[R] ologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered logistic regression
[R] oprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered probit regression
[R] rologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rank-ordered logistic regression
[XT] xtologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered logistic models
[XT] xtoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered probit models

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] centile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report centile and confidence interval
[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 26.29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic data
[R] pk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic (biopharmaceutical) data
[R] pkcollapse . . . . . . . . . . . . . . . . . . . . . Generate pharmacokinetic measurement dataset
[R] pkcross . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Analyze crossover experiments
[R] pkequiv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Perform bioequivalence tests
[R] pkexamine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Calculate pharmacokinetic measures
[R] pkshape . . . . . . . . . . . . . . . . . . . . . . . . . Reshape (pharmacokinetic) Latin-square data
[R] pksumm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize pharmacokinetic data

Power and sample size

[U] Section 26.31 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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 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 oneproportion . . . . . . . . . . . Power analysis for a one-sample proportion test
[PSS] power onevariance . . . . . . . . . . . . . . . Power analysis for a one-sample variance test
[PSS] power oneway . . . . . . . . . . . . . . . . . Power analysis for one-way analysis of variance
26 Combined subject table of contents

[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 repeated . . . . . . . . Power analysis for repeated-measures analysis of variance
[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 twoproportions . . . . . . . . . . Power analysis for a two-sample proportions test
[PSS] power twovariances . . . . . . . . . . . . . Power analysis for a two-sample variances test
[PSS] power twoway . . . . . . . . . . . . . . . . . Power analysis for two-way analysis of variance
[PSS] unbalanced designs . . . . . . . . . . . . . . . . . . . . . . Specifications for unbalanced designs

Quality control
[R] cusum . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cusum plots and tests for binary variables
[R] qc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quality control charts
[R] serrbar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph standard error bar chart

ROC analysis
[U] Section 26.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ROC analysis
[R] roc . . . . . . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) analysis
[R] roccomp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of equality of ROC areas
[R] rocfit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric ROC models
[R] rocfit postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for rocfit
[R] rocreg . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) regression
[R] rocreg postestimation . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for rocreg
[R] rocregplot . . . . . . . . . Plot marginal and covariate-specific ROC curves after rocreg
[R] roctab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nonparametric ROC analysis

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] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.18 . . . . . . . . . . . . . . . . . . . . . . Models with endogenous sample selection
[TE] etpoisson . . . . . . . . . . . . . . . . . Poisson regression with endogenous treatment effects
[TE] etregress . . . . . . . . . . . . . . . . . . Linear regression with endogenous treatment effects
[R] heckman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model
[R] heckoprobit . . . . . . . . . . . . . . . . . . . . . . Ordered probit model with sample selection
[R] heckprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probit model 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
 Combined subject table of contents 27

Standard postestimation tests, tables, and other analyses

[U] Section 13.5 . . . . . . . . . . . . . . . . . . . . . . . Accessing coefficients and standard errors
[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Econometric model forecasting
[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
28 Combined subject table of contents

Structural equation modeling

[U] Section 26.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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 mindices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Modification indices
[SEM] estat residuals . . . . . . . . . . . . . . . . . . . . . . . . . Display mean and covariance residuals
[SEM] estat scoretests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Score tests
[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
 Combined subject table of contents 29

[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] 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 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 only)
[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
30 Combined subject table of contents

[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] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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] 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
[MI] mi XXXset . . . . . . . . . . . . . . . . . . . . . . . . . Declare mi data to be svy, st, ts, xt, etc.
[SVY] variance estimation . . . . . . . . . . . . . . . . . . . . . . . Variance estimation for survey data

Survival analysis
[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.20.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival models with panel data
[U] Section 26.22 . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival-time (failure-time) models
[U] Section 26.23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Treatment-effect models
[U] Section 26.31 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Power and sample-size analysis
[ST] survival analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to survival analysis
[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
[ST] ltable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Life tables for survival data
[ME] mestreg . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects parametric survival models
 Combined subject table of contents 31

[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
[R] stepwise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stepwise estimation
[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] streg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric survival models
[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
[MI] mi XXXset . . . . . . . . . . . . . . . . . . . . . . . . . Declare mi data to be svy, st, ts, xt, etc.
[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
[XT] xtstreg . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects parametric survival models
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] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Models with time-series data
[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] forecast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Econometric model forecasting
[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
32 Combined subject table of contents

[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
[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] rolling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rolling-window and recursive estimation
[TS] sspace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State-space models
[TS] tsappend . . . . . . . . . . . . . . . . . . . . . . . . . . . Add observations to a time-series dataset
[TS] tsfill . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fill in gaps in time variable
[TS] tsline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Plot time-series data
[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
[TS] xcorr . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cross-correlogram for bivariate time series
 Combined subject table of contents 33

Time series, univariate

[U] Section 11.4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series varlists
[U] Section 13.10 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operators
[U] Chapter 20 . . . . . . . . . . . . . . . . . . . . . . . . . Estimation and postestimation commands
[U] Section 26.19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Models with time-series data
[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 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] forecast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Econometric model forecasting
[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
[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] rolling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rolling-window and recursive estimation
[TS] sspace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State-space models
[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] tsline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Plot time-series data
[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] tssmooth . . . . . . . . . . . . . . . . . . . . . Smooth and forecast univariate time-series data
34 Combined subject table of contents

[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
[TS] xcorr . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cross-correlogram for bivariate time series

Transforms and normality tests

[R] boxcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Box–Cox regression models
[R] fp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fractional polynomial regression
[R] ladder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ladder of powers
[R] lnskew0 . . . . . . . . . . . . . . . . . . . . . . . Find zero-skewness log or Box – Cox transform
[R] mfp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariable fractional polynomial models
[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 26.23 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Treatment-effect models
[TE] eteffects . . . . . . . . . . . . . . . . . . . . . . . . . . . . Endogenous treatment-effects estimation
[TE] etpoisson . . . . . . . . . . . . . . . . . Poisson regression with endogenous treatment effects
[TE] etregress . . . . . . . . . . . . . . . . . . Linear regression with endogenous treatment effects
[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 aipw . . . . . . . . . . . . . . . . . . . . . . . . Augmented inverse-probability weighting
[TE] teffects intro . . . . . . . . . . . . . Introduction to treatment effects for observational data
[TE] teffects intro advanced Advanced introduction to treatment effects for observational data
[TE] teffects ipw . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Inverse-probability weighting
[TE] teffects ipwra . . . . . . . . . . . . . . . Inverse-probability-weighted regression adjustment
[TE] teffects multivalued . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivalued treatment effects
[TE] teffects nnmatch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Nearest-neighbor matching
[TE] teffects overlap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Overlap plots
[TE] teffects psmatch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Propensity-score matching
[TE] teffects ra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Regression adjustment
[TE] treatment effects . . . . . . . . . . . . . . . . . . . Introduction to treatment-effects commands
 Combined subject table of contents 35

Matrix commands
Basics
[U] Chapter 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Matrix expressions
[P] matlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display a matrix and control its format
[P] matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to matrix commands
[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
[R] ml . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Maximum likelihood estimation
[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
[M] Mata Reference Manual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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
36 Combined subject table of contents

[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
[U] Section 12.4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Handling Unicode strings
[P] dialog programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dialog programming
[P] display . . . . . . . . . . . . . . . . . . . . . . . Display strings and values of scalar expressions
[P] smcl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Markup and Control Language
[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] matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to matrix commands
[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] smcl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Markup and Control Language
[P] sortpreserve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sort within programs
[P] timer . . . . . . . . . . . . . Time sections of code by recording and reporting time spent
[TS] tsrevar . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operator programming command

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
 Combined subject table of contents 37

[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] estat programming . . . . . . . . . . . . . . . Controlling estat after user-written commands
[P] estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manage estimation results
[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 static Java method
[P] macro . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Macro definition and manipulation
[P] macro lists . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Manipulate lists
[R] ml . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Maximum likelihood estimation
[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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Export results to an Excel file
[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
[D] unicode convertfile . . . . . . . . . . . . . . . . Low-level file conversion between encodings
[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
[TS] tsrevar . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operator programming command

Projects
[P] Project Manager . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Organize Stata files
38 Combined subject table of contents

File formats
[P] file formats .dta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Description of .dta file format
[D] unicode convertfile . . . . . . . . . . . . . . . . Low-level file conversion between encodings
[D] unicode translate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Translate files to Unicode

Mata
[M] Mata Reference Manual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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 6 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . Using the Data Editor
[GS] Chapter 7 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . Using the Variables Manager
[GS] Chapter 13 (GSM, GSU, GSW) . . . . . . Using the Do-file Editor—automating Stata
[GS] Chapter 15 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Editing graphs
[P] dialog programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dialog programming
[R] doedit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Edit do-files and other text files
[D] edit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Browse or edit data with Data Editor
[P] set locale ui . . . . . . . . . . . . . . . Specify a localization package for the user interface
[P] sleep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pause for a specified time
[P] smcl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stata Markup and Control Language
[D] unicode locale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unicode locale utilities
[D] varmanage . . . . . . . . . . . . . . . . Manage variable labels, formats, and other properties
[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
ASL achieved significance level
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

39
40 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
ct count time
cusum cumulative sum
c.v. 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

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
ESS error sum of squares
ESS effective sample size
 Acronym glossary 41

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
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
GSEM generalized structural equation modeling/model
GUI graphical user interface

HAC heteroskedasticity- and autocorrelation-consistent

HR hazard ratio
HRF human readable form
42 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
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
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
MDES minimum detectable effect size
MDS multidimensional scaling
ME multiple equation
 Acronym glossary 43

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
44 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 45

SAARCH simple asymmetric ARCH

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

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
46 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

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.

47
48 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.
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 49

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.
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
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.
50 Glossary

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.
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.
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
 Glossary 51

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 process. An autoregressive process is a time-series model 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 processes 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 treatment effect. The average treatment effect is the average among all individuals in a
population.
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-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 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
52 Glossary

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.
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 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).
 Glossary 53

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.
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.

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.
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.
54 Glossary

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.
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.
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.
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.
 Glossary 55

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.
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.
56 Glossary

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.
casewise deletion. See listwise deletion.
categorical item. A categorical item is an item that is either ordinal or nominal.
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.
 Glossary 57

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, censoring, left-censoring, and right-censoring. 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.
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.
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.
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.
58 Glossary

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
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 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,
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
 Glossary 59

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.
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.
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.
60 Glossary

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.
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


 Glossary 61

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.
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.
62 Glossary

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.
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
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.
continuous parameters. Continuous parameters are parameters with continuous prior distributions.
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
 Glossary 63

In the multivariate setting (MANOVA), a contrast in k population mean vectors is defined as

δ = c1 µ1 + c2 µ2 + · · · ck µk
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 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.
controlled clinical trial study. This is an experimental study in which treatments are assigned to two
or more groups of subjects without the randomization.
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
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.
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.
64 Glossary

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.
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%.
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.
 Glossary 65

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.
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

The tj index the times at which events (of any type) occur, and b
h1 (tj ) and bh2 (tj ) are the cause-
specific hazard contributions for type 1 and type 2, respectively. S(t)
b estimates the probability
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.
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.
66 Glossary

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.
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.
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
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.
 Glossary 67

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 }.
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.
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.
68 Glossary

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.
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.
 Glossary 69

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
examples in [PSS] power pairedproportions.
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.
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.
70 Glossary

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.
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.
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-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.
 Glossary 71

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.
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.
72 Glossary

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.
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.
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.
 Glossary 73

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 ) + (P2 − Q2 ) + · · · + (Pn − Qn ) = t (Pi − Qi )2
2 2 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 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.
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.
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.
74 Glossary

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.
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.
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
 Glossary 75

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.
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.
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.
76 Glossary

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.
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.
 Glossary 77

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.
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.
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
78 Glossary

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.
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.
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
 Glossary 79

The scalar w/b is a generalized eigenvalue if b is not zero.

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.
80 Glossary

generalized SEM. Generalized SEM is a term we have coined to mean SEM optionally allowing
generalized linear response functions or multilevel models. gsem fits generalized SEMs.
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.
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.
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.
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.
 Glossary 81

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)}

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.
82 Glossary

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.
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.
 Glossary 83

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
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 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.
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.
84 Glossary

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.
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.
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.
 Glossary 85

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 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)

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.
86 Glossary

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 prior. An informative prior is a prior distribution that has substantial influence on the
posterior distribution.
initial values. 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
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.
 Glossary 87

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.
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.
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.
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.
88 Glossary

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.
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.
 Glossary 89

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.
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.
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 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 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.
90 Glossary

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 first- and second-order latent variables, first-, second-, and higher-level (latent) variables,
and observed variables.
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-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.
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
α(L) = α0 + α1 L + α2 L2 + · · · = ατ Lτ
τ =0
 Glossary 91

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.
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.
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.
92 Glossary

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.
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
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).
 Glossary 93

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.
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
examples in [PSS] power pairedproportions.
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.
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.
94 Glossary

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}
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.
 Glossary 95

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
integral used in the calculation of the log likelihood. The quadrature locations and weights for
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.
measure. A measure is a quantity representing the proximity between objects or method for determining
the proximity between objects. Also see proximity.
measure, measurement, x a measurement of X, x measures X. See measurement variables.
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.
96 Glossary

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.
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 , log Λ2

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.
 Glossary 97

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.
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.
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
integral used in the calculation of the log likelihood. The quadrature locations and weights for
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.
98 Glossary

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] bayesmh 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)

where P (M ) is the prior probability of a model M and m(y) is the marginal likelihood under
model M .
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.
 Glossary 99

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-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.
multivariate regression. A multivariate regression is a linear regression model in which the regressand
is vector valued. Equivalently, a mutivariate 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
100 Glossary

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.
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.
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.
 Glossary 101

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

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( ).
102 Glossary

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.
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.
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
 Glossary 103

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.
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.
104 Glossary

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.
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.
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.
Also see One-sided test versus two-sided test under Remarks and examples in [PSS] intro.
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.
 Glossary 105

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 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.
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.
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
106 Glossary

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
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.
 Glossary 107

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 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
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).
See Crawford–Ferguson rotation for a definition of Λ.
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
108 Glossary

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.
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
 Glossary 109

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.
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.
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.
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.
110 Glossary

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.
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.
 Glossary 111

postulated value. See alternative value.

potential outcome. The potential outcome is the outcome an individual would obtain if given a
specific treatment.
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. The potential-outcome means refers to the means of the potential outcomes
for a specific treatment level.
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://www.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.
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.
112 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 113

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.
114 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

See Crawford–Ferguson rotation for a definition of Λ.

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.
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 115

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. 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.
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.
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.
116 Glossary

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.
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.
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.
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.
 Glossary 117

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.
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.
right-censoring. See censored, censoring, left-censoring, and right-censoring.
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.
118 Glossary

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.
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.
 Glossary 119

RSM. See rating scale model.

RVI. See relative variance increase.
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 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.
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.
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.
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.
120 Glossary

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

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.
 Glossary 121

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-on-observables. See conditional-independence assumption.
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.
122 Glossary

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.
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.
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.
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.
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.
 Glossary 123

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.
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.
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.
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).
124 Glossary

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.
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.
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.
 Glossary 125

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
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( ).
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.
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 only forecast one period into the future (assuming only first lags appear in the model);
for that reason, 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.
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.
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.
126 Glossary

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,
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.
 Glossary 127

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.
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.
128 Glossary

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.
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:
 Glossary 129

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.
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.
130 Glossary

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.
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.

See Crawford–Ferguson rotation for a definition of Λ.
 Glossary 131

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.
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.
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,
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-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.
132 Glossary

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.
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).
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
 Glossary 133

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.
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 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.
134 Glossary

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.
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.
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.
 Glossary 135

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.
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.
136 Glossary

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
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
 Glossary 137

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
hypothesis states that the parameter is greater than the value conjectured under the null hypothesis.
Also see One-sided test versus two-sided test under Remarks and examples in [PSS] intro.
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.
138 Glossary

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–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.
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.
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
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.
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( ).
 Glossary 139

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.
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.
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.
 140 Glossary

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.

References
Bartlett, M. S. 1937. The statistical conception of mental factors. British Journal of Psychology 28: 97–104.
. 1938. Methods of estimating mental factors. Nature, London 141: 609–610.
Bellman, R. E. 1961. Adaptive Control Processes. Princeton, NJ: Princeton University Press.
Bentler, P. M. 1977. Factor simplicity index and transformations. Psychometrika 42: 277–295.
Bentler, P. M., and D. G. Weeks. 1980. Linear structural equations with latent variables. Psychometrika 45: 289–308.
Breusch, T. S., and A. R. Pagan. 1980. The Lagrange multiplier test and its applications to model specification in
econometrics. Review of Economic Studies 47: 239–253.
Chatfield, C. 2004. The Analysis of Time Series: An Introduction. 6th ed. Boca Raton, FL: Chapman & Hall/CRC.
Comrey, A. L. 1967. Tandem criteria for analytic rotation in factor analysis. Psychometrika 32: 277–295.
Cox, T. F., and M. A. A. Cox. 2001. Multidimensional Scaling. 2nd ed. Boca Raton, FL: Chapman & Hall/CRC.
Crawford, C. B., and G. A. Ferguson. 1970. A general rotation criterion and its use in orthogonal rotation. Psychometrika
35: 321–332.
Davidson, R., and J. G. MacKinnon. 1993. Estimation and Inference in Econometrics. New York: Oxford University
Press.
Dickey, D. A., and W. A. Fuller. 1979. Distribution of the estimators for autoregressive time series with a unit root.
Journal of the American Statistical Association 74: 427–431.
Durbin, J. 1970. Testing for serial correlation in least-squares regressions when some of the regressors are lagged
dependent variables. Econometrica 38: 410–421.
Durbin, J., and G. S. Watson. 1950. Testing for serial correlation in least squares regression. I. Biometrika 37:
409–428.
. 1951. Testing for serial correlation in least squares regression. II. Biometrika 38: 159–177.
. 1971. Testing for serial correlation in least squares regression. III. Biometrika 58: 1–19.
 Glossary 141

Elliott, G. R., T. J. Rothenberg, and J. H. Stock. 1996. Efficient tests for an autoregressive unit root. Econometrica
64: 813–836.
Fisher, R. A. 1936. The use of multiple measurements in taxonomic problems. Annals of Eugenics 7: 179–188.
Hamilton, J. D. 1994. Time Series Analysis. Princeton: Princeton University Press.
Hendrickson, A. E., and P. O. White. 1964. Promax: A quick method for rotation to oblique simple structure. British
Journal of Statistical Psychology 17: 65–70.
Jennrich, R. I. 2004. Rotation to simple loadings using component loss functions: The orthogonal case. Psychometrika
69: 257–273.
Kaiser, H. F. 1974. An index of factor simplicity. Psychometrika 39: 31–36.
Kenward, M. G., and J. H. Roger. 1997. Small sample inference for fixed effects from restricted maximum likelihood.
Biometrics 53: 983–997.
Kruskal, J. B. 1964. Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis. Psychometrika
29: 1–27.
Mahalanobis, P. C. 1936. On the generalized distance in statistics. National Institute of Science of India 12: 49–55.
Phillips, P. C. B., and P. Perron. 1988. Testing for a unit root in time series regression. Biometrika 75: 335–346.
Sammon, J. W., Jr. 1969. A nonlinear mapping for data structure analysis. IEEE Transactions on Computers 18:
401–409.
Satterthwaite, F. E. 1946. An approximate distribution of estimates of variance components. Biometrics Bulletin 2:
110–114.
Thomson, G. H. 1951. The Factorial Analysis of Human Ability. London: University of London Press.
Wei, W. W. S. 2006. Time Series Analysis: Univariate and Multivariate Methods. 2nd ed. Boston: Pearson.
Vignette index Hammersley, J. M. (1920–2004), [M-5] halton( )
Hartley, H. O. (1912–1980), [MI] mi impute
Aalen, O. O. (1947– ), [ST] sts Harvey, A. C. (1947– ), [TS] ucm
Agnesi, M. G. (1718–1799), [R] dydx Hastings, W. K. (1930– ), [BAYES] bayesmh
Akaike, H. (1927–2009), [R] estat ic Hausman, J. A. (1946– ), [R] hausman
Arellano, M. (1957– ), [XT] xtabond Hays, W. L. (1926–1995), [R] esize
Heckman, J. J. (1944– ), [R] heckman
Bartlett, M. S. (1910–2002), [TS] wntestb Henderson, C. R. (1911–1989), [ME] mixed
Bayes, T. (1701(?)–1761), [BAYES] intro Hermite, C. (1822–1901), [M-5] issymmetric( )
Berkson, J. (1899–1982), [R] logit Hesse, L. O. (1811–1874), [M-5] moptimize( )
Bliss, C. I. (1899–1979), [R] probit Hessenberg, K. A. (1904–1959), [M-5] hessenbergd( )
Bond, S. R. (1963– ), [XT] xtabond Hilbert, D. (1862–1943), [M-5] Hilbert( )
Bonferroni, C. E. (1892–1960), [R] correlate Hopper, G. M. (1906–1992), [P] trace
Box, G. E. P. (1919–2013), [TS] arima Hotelling, H. (1895–1973), [MV] hotelling
Breusch, T. S. (1953– ), [R] regress postestimation Householder, A. S. (1904–1993), [M-5] qrd( )
time series Huber, P. J. (1934– ), [U] 20 Estimation and
Brier, G. W. (1913–1998), [R] brier postestimation commands

Cholesky, A.-L. (1875–1918), [M-5] cholesky( ) Jaccard, P. (1868–1944), [MV] measure option
Cleveland, W. S. (1943– ), [R] lowess Jacobi, C. G. J. (1804–1851), [M-5] deriv( )
Cochran, W. G. (1909–1980), [SVY] survey Jeffreys, H. (1891–1989), [BAYES] bayesmh
Cochrane, D. (1917–1983), [TS] prais Jenkins, G. M. (1933–1982), [TS] arima
Cohen, J. (1923–1998), [R] kappa Johansen, S. (1939– ), [TS] vecrank
Cornfield, J. (1912–1979), [R] epitab
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
King, A. A. (1815–1852), [M-2] intro
David, F. N. (1909–1993), [R] correlate
Kish, L. (1910–2000), [SVY] survey
Dickey, D. A. (1945– ), [TS] dfuller
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
Fisher, R. A. (1890–1962), [R] anova Laplace, P.-S. (1749–1827), [R] regress
Fourier, J. B. J. (1768–1830), [R] cumul Legendre, A.-M. (1752–1833), [R] regress
Fuller, W. A. (1931– ), [TS] dfuller Lexis, W. (1837–1914), [ST] stsplit
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
Gnanadesikan, R. (1932–2015), [R] diagnostic plots Mahalanobis, P. C. (1893–1972), [MV] hotelling
Godfrey, L. G. (1946– ), [R] regress postestimation Mann, H. B. (1905–2000), [R] ranksum
time series Mantel, N. (1919–2002), [ST] strate
Gompertz, B. (1779–1865), [ST] streg Markov, A. (1856–1922), [BAYES] intro
Gosset, W. S. (1876–1937), [R] ttest Marquardt, D. W. (1929–1997), [M-5] moptimize( )
Granger, C. W. J. (1934–2009), [TS] vargranger Martin, M. E. (1912–2012), [SVY] svy: tabulate oneway
Greenwood, M. (1880–1949), [ST] sts martingale, [ST] stcox postestimation
McFadden, D. L. (1937– ), [R] asclogit
Hadamard, J. S. (1865–1963), [FN] Matrix functions McNemar, Q. (1900–1986), [R] epitab
Haenszel, W. M. (1910–1998), [ST] strate Meier, P. (1924–2011), [ST] sts
Halton, J. H. (1931– ), [M-5] halton( ) Metropolis, N. C. (1915–1999), [BAYES] bayesmh

143
144 Vignette index

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 Albert, P. S., [XT] xtgee
Aldenderfer, M. S., [MV] cluster
Alderman, M. H., [PSS] intro, [PSS] power repeated
A Aldrich, J. H., [R] logit, [R] probit
Alexander, J. T., [R] mlexp
Aalen, O. O., [ST] stcrreg postestimation, [ST] sts
Alexandersson, A., [R] regress
Abadie, A., [TE] teffects intro advanced, [TE] teffects
multivalued, [TE] teffects nnmatch, Alf, E., Jr., [R] rocfit, [R] rocreg
[TE] teffects psmatch Alfaro, R., [MI] intro
Abayomi, K. A., [MI] intro substantive, [MI] mi Algina, J., [R] esize
impute Alldredge, J. R., [R] pk, [R] pkcross
Abraham, B., [TS] tssmooth, [TS] tssmooth Allen, M. J., [MV] alpha
dexponential, [TS] tssmooth exponential, ALLHAT Officers and Coordinators for the ALLHAT
[TS] tssmooth hwinters, [TS] tssmooth Collaborative Research Group, [PSS] intro,
shwinters [PSS] power repeated
Abraira, V., [R] logit postestimation Allison, M. J., [MV] manova
Abraira-Garcı́a, L., [R] epitab Allison, P. D., [MI] intro substantive, [MI] mi
Abramowitz, M., [FN] Mathematical functions, impute, [R] rologit, [R] testnl, [ST] discrete,
[ME] meqrlogit, [ME] meqrpoisson, [ST] stcox PH-assumption tests, [XT] xtlogit,
[R] contrast, [R] orthog [XT] xtologit, [XT] xtoprobit, [XT] xtpoisson,
Abrams, K. R., [R] meta, [ST] streg [XT] xtreg
Abrevaya, J., [R] boxcox postestimation Almås, I., [R] inequality
Achen, C. H., [R] scobit Aloisio, K. M., [MI] mi estimate, [MI] mi impute,
Achenback, T. M., [MV] mvtest [XT] xtgee
Acock, A. C., [MV] alpha, [R] anova, [R] correlate, Alonzo, T. A., [R] rocreg, [R] rocreg postestimation,
[R] nestreg, [R] oneway, [R] prtest, [R] rocregplot
[R] ranksum, [R] ttest, [SEM] intro 4, Altman, D. G., [R] anova, [R] fp, [R] kappa,
[SEM] intro 5, [SEM] intro 6, [SEM] intro 11, [R] kwallis, [R] meta, [R] mfp, [R] nptrend,
[SEM] example 1, [SEM] example 3, [R] oneway
[SEM] example 7, [SEM] example 9, Alvarez, J., [XT] xtabond
[SEM] example 18, [SEM] example 20 Alwin, D. F., [SEM] example 9
Adkins, L. C., [R] heckman, [R] regress, [R] regress Ambler, G., [R] fp, [R] fp postestimation, [R] mfp,
postestimation, [TS] arch [R] regress
Afifi, A. A., [MV] canon, [MV] discrim, [MV] factor, Amemiya, T., [R] intreg, [R] ivprobit, [R] nlogit,
[MV] pca, [R] anova, [R] stepwise, [R] tobit, [TS] varsoc, [XT] xthtaylor,
[U] 20.25 References [XT] xtivreg
Agnesi, M. G., [R] dydx Amisano, G., [TS] irf create, [TS] var intro, [TS] var
Agresti, A., [ME] me, [ME] meologit, [ME] meoprobit, svar, [TS] vargranger, [TS] varwle
[PSS] intro, [PSS] power oneproportion, An, S., [TS] arfima
[PSS] power twoproportions, [PSS] power Anderberg, M. R., [MV] cluster,
pairedproportions, [PSS] power trend, [R] ci, [MV] measure option
[R] epitab, [R] expoisson, [R] tabulate twoway Andersen, E. B., [R] clogit
Ahn, S. K., [TS] vec intro Andersen, P. K., [R] glm, [ST] stcox, [ST] stcrreg
Ahrens, J. H., [FN] Random-number functions Anderson, B. D. O., [TS] sspace
Aielli, G. P., [TS] mgarch, [TS] mgarch dcc Anderson, E., [M-1] LAPACK, [M-5] lapack( ),
Aigner, D. J., [R] frontier, [XT] xtfrontier [MV] clustermat, [MV] discrim estat,
Aiken, L. S., [R] pcorr [MV] discrim lda, [MV] discrim lda
Aisbett, C. W., [ST] stcox, [ST] streg postestimation, [MV] mvtest, [MV] mvtest
Aitchison, J., [BAYES] intro, [R] ologit, [R] oprobit normality, [P] matrix eigenvalues
Aitken, A. C., [R] reg3 Anderson, J. A., [MI] mi impute, [R] ologit, [R] slogit
Aitkin, M. A., [MV] mvtest correlations Anderson, M. L., [ST] stcrreg
Aivazian, S. A., [R] ksmirnov Anderson, R. E., [R] rologit
Ajejo, J., [XT] xtreg, [XT] xtreg postestimation Anderson, R. L., [R] anova
Akaike, H., [MV] factor postestimation, [R] BIC Anderson, S., [R] pkequiv
note, [R] estat ic, [R] glm, [SEM] estat Anderson, T. W., [MI] intro substantive,
gof, [SEM] methods and formulas for sem, [MV] discrim, [MV] manova, [MV] pca,
[ST] streg, [TS] varsoc [PSS] intro, [PSS] power onecorrelation,
Akman, V. E., [BAYES] bayesmh [PSS] power twocorrelations, [R] ivregress
Albert, A., [MI] mi impute, [MV] discrim, postestimation, [TS] vec, [TS] vecrank,
[MV] discrim logistic

145
146 Author index

Anderson, T. W., continued B

[XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
[XT] xtivreg Babiker, A. G., [PSS] intro, [PSS] power cox,
Andersson, T. M.-L., [ST] stcox [R] epitab, [ST] sts test
Andrews, D. F., [D] egen, [MV] discrim lda Babin, B. J., [R] rologit
postestimation, [MV] discrim qda, Babu, A. J. G., [FN] Random-number functions
[MV] discrim qda postestimation, Bai, X., [TE] stteffects intro, [TE] stteffects
[MV] manova, [R] rreg ipw, [TE] stteffects ipwra, [TE] stteffects
Andrews, D. W. K., [R] ivregress, [TS] estat sbsingle postestimation, [TE] stteffects ra, [TE] stteffects
Andrews, M. J., [ME] meglm, [ME] melogit, wra
[ME] meoprobit, [ME] mepoisson, Bai, Z., [M-1] LAPACK, [M-5] lapack( ), [P] matrix
[ME] meqrlogit, [ME] meqrpoisson, eigenvalues
[ME] mestreg, [ME] mixed, [XT] xtreg Baillie, R. T., [TS] arfima
Andrich, D., [IRT] irt rsm, [SEM] example 28g Baker, F. B., [IRT] irt, [IRT] irt nrm
Andrieu, C., [BAYES] intro, [BAYES] bayesmh Baker, M. J., [BAYES] bayes
Ängquist, L., [G-2] graph combine, [R] bootstrap, Baker, R. J., [R] glm
[R] permute Baker, R. M., [R] ivregress postestimation
Angrist, J. D., [R] ivregress, [R] ivregress Bakker, A., [R] mean
postestimation, [R] qreg, [R] regress, Balaam, L. N., [R] pkcross
[TE] stteffects ipw, [TE] stteffects ipwra,
Balakrishnan, N., [FN] Statistical functions
[TE] stteffects postestimation, [TE] stteffects
Baldus, W. P., [ST] stcrreg
ra, [TE] stteffects wra, [TE] teffects intro
advanced, [U] 20.25 References Balestra, P., [XT] xtivreg
Anscombe, F. J., [R] binreg postestimation, [R] glm, Baltagi, B. H., [ME] mixed, [R] hausman, [XT] xt,
[R] glm postestimation [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
[XT] xthtaylor, [XT] xthtaylor postestimation,
Ansley, C. F., [TS] arima
[XT] xtivreg, [XT] xtpoisson, [XT] xtprobit,
Arbuthnott, J., [R] signrank
[XT] xtreg, [XT] xtreg postestimation,
Archer, K. J., [R] estat gof, [R] logistic, [R] logit, [XT] xtregar, [XT] xtunitroot
[SVY] estat
Bamber, D., [R] rocfit, [R] rocregplot, [R] roctab
Arellano, M., [R] areg postestimation, [R] gmm,
Bancroft, T. A., [R] stepwise
[XT] xtabond, [XT] xtcloglog, [XT] xtdpd,
Banerjee, A., [XT] xtunitroot
[XT] xtdpd postestimation, [XT] xtdpdsys,
[XT] xtdpdsys postestimation, [XT] xtivreg, Bang, H., [TE] teffects intro advanced
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, Barbin, É., [M-5] cholesky( )
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg, Barlow, R. E., [BAYES] intro
[XT] xtstreg Barnard, G. A., [R] spearman, [R] ttest
Arminger, G., [R] suest Barnard, J., [MI] intro substantive, [MI] mi estimate,
Armitage, P., [PSS] intro, [PSS] power twomeans, [MI] mi estimate using, [MI] mi predict,
[PSS] power pairedmeans, [PSS] power cmh, [MI] mi test
[PSS] power trend, [R] ameans, [R] expoisson, Barnett, A. G., [R] glm
[R] pkcross, [R] sdtest Barnow, B. S., [TE] etregress
Armstrong, R. D., [R] qreg Baron, R. M., [SEM] example 42g
Arnold, B. C., [MI] intro substantive, [MI] mi impute Barrett, J. H., [PSS] intro
chained Barrison, I. G., [R] binreg
Arnold, S. F., [MV] manova Barthel, F. M.-S., [PSS] intro, [PSS] power cox,
Aronow, W. S., [ME] mestreg [ST] stcox PH-assumption tests
Arora, S. S., [XT] xtivreg, [XT] xtreg Bartlett, J. W., [MI] mi impute
Arseven, E., [MV] discrim lda Bartlett, M. S., [ I ] Glossary, [MV] factor, [MV] factor
Arthur, M., [R] symmetry postestimation, [MV] Glossary, [R] oneway,
Atchadé, Y. F., [BAYES] intro, [BAYES] bayesmh [TS] wntestb
Atella, V., [R] frontier, [XT] xtfrontier Barton, C. N., [PSS] power repeated
Aten, B., [XT] xtunitroot Bartus, T., [R] margins
Atkinson, A. C., [FN] Random-number functions, Basford, K. E., [G-2] graph matrix, [ME] me,
[R] boxcox, [R] nl [ME] melogit, [ME] meoprobit,
Austin, P. C., [TE] tebalance [ME] mepoisson, [ME] meqrlogit,
Azen, S. P., [R] anova, [U] 20.25 References [ME] meqrpoisson, [ME] mestreg
Aznar, A., [TS] vecrank Basilevsky, A. T., [MV] factor, [MV] pca
Basmann, R. L., [R] ivregress, [R] ivregress
postestimation
Basu, A., [R] betareg, [R] glm
 Author index 147

Bates, D. M., [ME] me, [ME] meglm, [ME] meqrlogit, Bentler, P. M., [ I ] Glossary, [MV] rotate,
[ME] meqrpoisson, [ME] mixed, [ME] mixed [MV] rotatemat, [MV] Glossary, [SEM] intro 4,
postestimation [SEM] intro 7, [SEM] intro 9, [SEM] estat
Batistatou, E., [PSS] power eqgof, [SEM] estat framework, [SEM] estat
Battese, G. E., [XT] xtfrontier gof, [SEM] estat stable, [SEM] example 1,
Bauldry, S., [R] ivregress, [SEM] intro 5 [SEM] example 3, [SEM] methods and
Baum, C. F., [D] cross, [D] fillin, [D] icd, [D] joinby, formulas for sem
[D] reshape, [D] separate, [D] stack, [D] xpose, Bera, A. K., [R] sktest, [TS] arch, [TS] varnorm,
[M-1] intro, [MV] mvtest, [MV] mvtest [TS] vecnorm, [XT] xtreg, [XT] xtreg
normality, [P] intro, [P] levelsof, [R] gmm, postestimation, [XT] xtregar
[R] heckman, [R] heckoprobit, [R] heckprobit, Beran, J., [TS] arfima, [TS] arfima postestimation
[R] ivregress, [R] ivregress postestimation, Beran, R. J., [R] regress postestimation time series
[R] margins, [R] net, [R] net search, [R] regress Berger, J. O., [BAYES] intro
postestimation, [R] regress postestimation Berger, R. L., [PSS] intro, [R] ci
time series, [R] ssc, [TS] time series, Berglund, P. A., [SVY] survey, [SVY] subpopulation
[TS] arch, [TS] arima, [TS] dfgls, [TS] rolling, estimation
[TS] tsfilter, [TS] tsset, [TS] var, [TS] wntestq, Berk, K. N., [R] stepwise
[U] 11.7 References, [U] 16.5 References, Berk, R. A., [R] rreg
[U] 18.14 References, [U] 20.25 References,
Berkes, I., [TS] mgarch
[XT] xtgls, [XT] xtreg, [XT] xtunitroot
Berkson, J., [R] logit, [R] probit
Bauwens, L., [TS] mgarch
Berliner, L. M., [BAYES] intro
Baxter, M., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter
cf Bern, P. H., [R] nestreg
Bayart, D., [R] qc Bernaards, C. A., [MV] rotatemat
Bayes, T., [BAYES] intro Bernardo, J. M., [BAYES] intro
Beale, E. M. L., [R] stepwise, [R] test Bernasco, W., [R] tetrachoric
Beall, G., [MV] mvtest, [MV] mvtest covariances Berndt, E. K., [M-5] optimize( ), [R] glm, [TS] arch,
[TS] arima
Bean, J. A., [PSS] power cmh
Berndt, E. R., [R] truncreg
Beaton, A. E., [R] rreg
Bernstein, I. H., [MV] alpha
Beck, N. L., [XT] xtgls, [XT] xtpcse
Berry, D. A., [BAYES] intro, [BAYES] intro
Becker, R. A., [G-2] graph matrix
Berry, G., [PSS] intro, [PSS] power twomeans,
Becker, S. O., [TE] teffects intro advanced
[PSS] power pairedmeans, [PSS] power cmh,
Becketti, S., [P] pause, [R] fp, [R] fp postestimation, [R] ameans, [R] expoisson, [R] sdtest
[R] regress, [R] runtest, [R] spearman,
Berry, K. J., [R] ranksum
[TS] time series, [TS] arch, [TS] arima,
[TS] corrgram, [TS] dfuller, [TS] irf, Besag, J., [BAYES] intro
[TS] prais, [TS] tssmooth, [TS] var intro, Best, D. J., [FN] Random-number functions
[TS] var svar, [TS] vec intro, [TS] vec Best, N. G., [BAYES] bayesstats ic
Beerstecher, E., [MV] manova Bewley, R., [R] reg3
Beggs, S., [R] rologit Beyer, W. H., [R] qc
Belanger, A. J., [R] sktest, [R] swilk Beyersman, J., [ST] stcrreg
Bellman, R. E., [ I ] Glossary, [MV] Glossary Bhargava, A., [XT] xtregar
Bellocco, R., [R] epitab, [R] glm, [R] logit, [XT] xtgee Bianchi, G., [TS] tsfilter, [TS] tsfilter bw
Belotti, F., [R] churdle, [R] frontier, [R] tobit, Bibby, J. M., [MI] mi impute mvn, [MV] discrim,
[XT] xtfrontier [MV] discrim lda, [MV] factor, [MV] manova,
Belsley, D. A., [R] regress postestimation, [MV] matrix dissimilarity, [MV] mds,
[R] regress postestimation diagnostic plots, [MV] mds postestimation, [MV] mdslong,
[U] 18.14 References [MV] mdsmat, [MV] mvtest, [MV] mvtest
Beltrami, E., [M-5] svd( ) means, [MV] mvtest normality, [MV] pca,
[MV] procrustes, [P] matrix dissimilarity
Bendel, R. B., [R] stepwise
Bickeböller, H., [R] symmetry
Benedetti, J. K., [R] tetrachoric
Bickel, P. J., [D] egen, [R] rreg
Beniger, J. R., [G-2] graph bar, [G-2] graph pie,
[G-2] graph twoway histogram, [R] cumul Binder, D. A., [MI] intro substantive, [P] robust,
[SVY] svy estimation, [SVY] variance
Bennett, K. J., [R] nbreg, [R] poisson
estimation, [U] 20.25 References
Bentham, G., [ME] menbreg, [ME] mepoisson,
Birdsall, T. G., [R] lroc
[ME] meqrpoisson, [SEM] example 39g
Birnbaum, A., [BAYES] bayesmh, [IRT] irt, [IRT] irt
2pl, [IRT] irt 3pl, [IRT] irtgraph iif
Bischof, C., [M-1] LAPACK, [M-5] lapack( ),
[P] matrix eigenvalues
148 Author index

Bishai, D., [R] betareg Borowczyk, J., [M-5] cholesky( )

Bishop, D. T., [PSS] intro Bos, J. M., [R] betareg
Black, F., [TS] arch Boshuizen, H. C., [MI] intro substantive, [MI] mi
Black, H. R., [PSS] intro, [PSS] power repeated impute, [MI] mi impute chained, [MI] mi
Black, W. C., [R] rologit impute monotone
Blackburne, E. F., III, [XT] xtabond, [XT] xtdpd, Boswell, T. M., [ST] streg postestimation
[XT] xtdpdsys Boswijk, H. P., [TS] vec
Blackford, S., [M-1] LAPACK, [M-5] lapack( ), Bottai, M., [R] epitab, [R] qreg, [ST] streg, [XT] xtreg
[P] matrix eigenvalues Bound, J., [R] ivregress postestimation
Blackwell, J. L., III, [R] areg, [XT] xtgls, [XT] xtpcse, Bover, O., [XT] xtdpd, [XT] xtdpdsys
[XT] xtreg Bowerman, B. L., [TS] tssmooth, [TS] tssmooth
Bland, M., [R] ranksum, [R] sdtest, [R] signrank, dexponential, [TS] tssmooth exponential,
[R] spearman [TS] tssmooth hwinters, [TS] tssmooth
Blashfield, R. K., [MV] cluster shwinters
Blasius, J., [MV] ca, [MV] mca Bowker, A. H., [R] symmetry
Blasnik, M., [D] clonevar, [D] split, [D] statsby Box, G. E. P., [MV] manova, [MV] mvtest
Bleda, M.-J., [MV] alpha covariances, [R] anova, [R] boxcox,
Blevins, J. R., [R] hetprobit [R] lnskew0, [TS] arfima, [TS] arima,
Bliese, P. D., [R] icc [TS] corrgram, [TS] cumsp, [TS] dfuller,
[TS] estat acplot, [TS] pergram, [TS] pperron,
Bliss, C. I., [R] probit
[TS] psdensity, [TS] wntestq, [TS] xcorr
Bloch, D. A., [R] brier
Box, J. F., [R] anova
Bloomfield, P., [R] qreg, [TS] arfima
Box-Steffensmeier, J. M., [ST] stcox, [ST] streg,
Blossfeld, H.-P., [ME] mestreg [TS] time series, [TS] arima, [TS] forecast,
Blum, A. L., [PSS] power cmh [TS] irf, [TS] var, [TS] vec
Blundell, R., [R] gmm, [R] ivprobit, [TE] teffects Boyd, N. F., [R] kappa
intro advanced, [TE] teffects multivalued, Boyle, J. M., [P] matrix symeigen
[XT] xtdpd, [XT] xtdpdsys
Boyle, P., [ME] menbreg, [ME] mepoisson,
BMDP, [R] symmetry [ME] meqrpoisson, [SEM] example 39g
Boardley, D., [IRT] irt Bozzette, S. A., [IRT] irt
Bobee, B., [BAYES] intro Brackstone, G. J., [R] diagnostic plots, [R] swilk
Bock, R. D., [IRT] irt nrm Bradley, R. A., [R] signrank
Bofinger, E., [R] qreg Brady, A. R., [PSS] intro, [R] logistic, [R] spikeplot
Boggess, M. M., [ST] stcrreg, [ST] stcrreg Brady, T., [D] edit
postestimation
Brand, J. P. L., [MI] intro substantive, [MI] mi impute
Boice, J. D., Jr., [R] epitab chained
Boland, P. J., [R] ttest Brännäs, K., [R] cpoisson
Bolduc, D., [R] asmprobit Brannon, B. R., [ME] me, [ME] meglm,
Bollen, K. A., [MV] factor postestimation, [R] regress [ME] meologit, [ME] meoprobit, [XT] xtologit,
postestimation, [SEM] intro 4, [SEM] intro 5, [XT] xtoprobit
[SEM] estat residuals, [SEM] estat teffects, Brant, R., [R] ologit
[SEM] example 10, [SEM] example 15,
Brave, S., [TE] etregress
[SEM] methods and formulas for sem,
[SEM] predict after sem, [SEM] sem reporting Bray, R. J., [MV] clustermat
options Bray, T. A., [FN] Random-number functions
Bollerslev, T., [TS] arch, [TS] arima, [TS] mgarch, Breitung, J., [XT] xtunitroot
[TS] mgarch ccc, [TS] mgarch dvech Brent, R. P., [MV] mdsmat, [MV] mvtest means
Bond, S., [R] gmm, [XT] xtabond, [XT] xtdpd, Breslow, N. E., [IRT] difmh, [ME] me,
[XT] xtdpd postestimation, [XT] xtdpdsys, [ME] meglm, [ME] melogit, [ME] meoprobit,
[XT] xtdpdsys postestimation, [XT] xtivreg [ME] mepoisson, [ME] meqrlogit,
Bond, T. G., [IRT] irt, [SEM] example 28g [ME] meqrpoisson, [ME] mestreg, [PSS] power
Bonett, D. G., [R] ci mcc, [R] clogit, [R] dstdize, [R] epitab,
[R] symmetry, [ST] stcox, [ST] stcox PH-
Bonferroni, C. E., [R] correlate
assumption tests, [ST] sts, [ST] sts test
Boos, D. D., [TE] teffects aipw
Breusch, T. S., [ I ] Glossary, [MV] mvreg, [R] regress
Borenstein, M., [R] meta postestimation, [R] regress postestimation time
Borg, I., [MV] mds, [MV] mds postestimation, series, [R] sureg, [TS] Glossary, [XT] xtreg
[MV] mdslong, [MV] mdsmat postestimation
Borgan, Ø., [ST] stcrreg Brier, G. W., [R] brier
Bornhorst, F., [XT] xtunitroot Brillinger, D. R., [R] jackknife
 Author index 149

Brockwell, P. J., [TS] corrgram, [TS] sspace C

Brody, H., [R] epitab
Brook, R. H., [R] brier Caffo, B. S., [BAYES] bayesstats summary
Brooks, S., [BAYES] intro Cai, T., [R] rocreg
Brown, B. W., [ST] sts graph Cai, T. T., [R] ci
Brown, C. C., [R] epitab Cailliez, F., [MV] mdsmat
Brown, D. R., [ME] mixed, [PSS] intro, [PSS] power Cain, G. G., [TE] etregress
repeated, [R] anova, [R] contrast, [R] loneway, Caines, P. E., [TS] sspace
[R] oneway, [R] pwcompare Caliendo, M., [TE] teffects intro advanced
Brown, G. K., [TE] etregress, [TE] teffects intro Califf, R. M., [ST] stcox postestimation
advanced Caliński, T., [MV] cluster, [MV] cluster stop
Brown, H., [ME] mixed Cameron, A. C., [ME] meglm, [ME] mixed,
Brown, J. D., [MV] manova [R] asclogit, [R] asmprobit, [R] betareg,
Brown, L. D., [R] ci [R] bootstrap, [R] cpoisson, [R] gmm,
Brown, M. B., [R] sdtest, [R] tetrachoric [R] heckman, [R] heckoprobit, [R] intreg,
Brown, S. E., [R] symmetry [R] ivpoisson, [R] ivregress, [R] ivregress
Brown, T. A., [SEM] intro 4 postestimation, [R] logit, [R] mprobit,
Brown, W., [R] icc [R] nbreg, [R] ologit, [R] oprobit, [R] poisson,
[R] probit, [R] qreg, [R] regress, [R] regress
Browne, M. W., [MV] procrustes, [SEM] estat gof,
postestimation, [R] simulate, [R] sureg,
[SEM] methods and formulas for sem
[R] tnbreg, [R] tobit, [R] tpoisson, [R] zinb,
Broyden, C. G., [TS] forecast solve
[R] zinb postestimation, [R] zip, [R] zip
Bru, B., [R] poisson postestimation, [TE] etregress, [TE] stteffects
Brückner, E., [ME] mestreg intro, [TE] stteffects ipw, [TE] stteffects ipwra,
Bruno, G. S. F., [TS] forecast, [XT] xtabond, [TE] stteffects postestimation, [TE] stteffects
[XT] xtdpd, [XT] xtdpdsys, [XT] xtreg ra, [TE] stteffects wra, [TE] teffects intro
Bryk, A. S., [ME] me, [ME] mecloglog, [ME] meglm, advanced, [TE] teffects aipw, [TE] teffects ra,
[ME] melogit, [ME] menbreg, [ME] meologit, [TS] forecast estimates, [XT] xt, [XT] xtnbreg,
[ME] meoprobit, [ME] mepoisson, [XT] xtpoisson
[ME] meprobit, [ME] meqrpoisson, Camilli, G., [IRT] dif
[ME] mestreg, [ME] mixed Campbell, D. T., [SEM] example 17
Brzezinski, M., [R] swilk Campbell, M. J., [PSS] intro, [PSS] power,
Brzinsky-Fay, C., [G-2] graph twoway rbar [PSS] power cox, [PSS] power logrank, [R] ci,
Buchholz, A., [ST] stcrreg [R] kappa, [R] poisson, [R] tabulate twoway
Buchner, D. M., [R] ladder Canette, I., [ME] meglm, [ME] mixed, [R] nl,
Buis, M. L., [FN] Random-number functions, [R] nlsur
[G-3] by option, [R] betareg, [R] constraint, Canner, J., [D] icd10
[R] eform option, [R] logistic, [R] logit, Cappellari, L., [D] corr2data, [D] egen, [R] asmprobit
[R] margins Cardell, S., [R] rologit
Buja, A., [U] 20.25 References Carey, R. B., [D] icd10
Bunch, D. S., [R] asmprobit Caria, M. P., [XT] xtgee
Buot, M.-L. G., [MV] mvtest means Carle, A. C., [ME] mixed
Burden, R. L., [M-5] solvenl( ) Carlile, T., [R] kappa
Burden Study Group, [D] icd10 Carlin, B. P., [BAYES] intro, [BAYES] bayesmh,
Burke, W. J., [R] tobit [BAYES] bayesstats ic
Burket, G. R., [IRT] irt 3pl Carlin, J. B., [BAYES] intro, [BAYES] bayesmh,
Burkhauser, R. V., [MI] intro substantive [BAYES] bayesstats ic, [BAYES] bayesstats
Burnam, M. A., [R] lincom, [R] mlogit, [R] mprobit, summary, [MI] intro substantive, [MI] intro,
[R] mprobit postestimation, [R] predictnl, [MI] mi estimate, [MI] mi impute, [MI] mi
[R] slogit impute mvn, [MI] mi impute regress,
Burns, A. F., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter [R] ameans, [R] epitab
bw, [TS] tsfilter cf, [TS] tsfilter hp, [TS] ucm Carnes, B. A., [ST] streg
Burns, J. C., [ME] mixed Carpenter, J. R., [ME] me, [ME] meglm, [ME] melogit,
Burr, I. W., [R] qc [ME] meqrlogit, [MI] intro substantive,
Burwell, D. T., [ME] mestreg [MI] intro, [MI] mi impute, [R] bootstrap,
Buskens, V., [R] tabstat [R] bstat
Busso, M., [TE] stteffects ipwra, [TE] teffects overlap Carroll, J. B., [MV] rotatemat
Butterworth, S., [TS] tsfilter, [TS] tsfilter bw Carroll, R. J., [BAYES] bayesmh, [ME] me,
[ME] meglm, [ME] mixed, [ME] mixed,
[R] boxcox, [R] rreg, [R] sdtest
150 Author index

Carson, R. T., [R] tnbreg, [R] tpoisson Chao, E. C., [ME] me, [ME] meqrlogit,
Carter, S. L., [ME] me, [ME] melogit, [ME] meqrlogit postestimation,
[ME] meoprobit, [ME] mepoisson, [ME] meqrpoisson, [ME] meqrpoisson
[ME] meqrlogit, [ME] meqrpoisson, postestimation
[ME] mestreg, [R] frontier, [R] lrtest, Charlett, A., [R] fp
[R] nbreg, [ST] stcox, [ST] streg, [XT] xt Chatfield, C., [ I ] Glossary, [TS] arima,
Casagrande, J. T., [PSS] intro, [PSS] power [TS] corrgram, [TS] pergram, [TS] tssmooth,
twoproportions [TS] tssmooth dexponential, [TS] tssmooth
Casals, J., [TS] sspace exponential, [TS] tssmooth hwinters,
Casella, G., [BAYES] intro, [ME] me, [ME] mecloglog, [TS] tssmooth ma, [TS] tssmooth shwinters,
[ME] meglm, [ME] melogit, [ME] menbreg, [TS] Glossary
[ME] meologit, [ME] meoprobit, Chatfield, M., [R] anova
[ME] mepoisson, [ME] meprobit, [ME] mestreg, Chatfield, M. D., [D] merge
[ME] mixed, [PSS] intro, [R] ci Chatterjee, S., [R] poisson, [R] regress, [R] regress
Castellani, M., [R] betareg postestimation, [R] regress postestimation
Castillo, E., [MI] intro substantive, [MI] mi impute diagnostic plots
chained Chávez Juárez, F. W., [R] inequality
Castro, L. M., [IRT] irt 3pl Chen, H., [TS] mswitch
Cattaneo, M. D., [R] gmm, [TE] eteffects, Chen, M., [D] drawnorm
[TE] stteffects intro, [TE] stteffects ipw, Chen, M.-H., [BAYES] intro, [BAYES] bayesstats
[TE] stteffects ipwra, [TE] stteffects summary
postestimation, [TE] stteffects ra, [TE] stteffects Chen, X., [ME] mixed, [PSS] power oneproportion,
wra, [TE] tebalance, [TE] tebalance box, [PSS] power twoproportions, [R] logistic,
[TE] tebalance density, [TE] tebalance overid, [R] logistic postestimation, [R] logit
[TE] tebalance summarize, [TE] teffects intro, Chernick, M. R., [PSS] intro, [PSS] power
[TE] teffects intro advanced, [TE] teffects oneproportion, [PSS] power twoproportions
aipw, [TE] teffects ipw, [TE] teffects ipwra, Chernozhukov, V., [BAYES] intro
[TE] teffects multivalued, [TE] teffects
Cheung, Y. B., [ST] stcox
nnmatch, [TE] teffects psmatch, [TE] teffects
ra Cheung, Y.-W., [TS] dfgls
Cattelan, A. M., [R] betareg Chiang, C. L., [ST] ltable
Cattell, R. B., [MV] factor postestimation, Chib, S., [BAYES] intro
[MV] pca postestimation, [MV] procrustes, Chiburis, R., [R] heckman, [R] heckoprobit,
[MV] screeplot [R] heckprobit, [R] oprobit
Caudill, S. B., [R] frontier, [XT] xtfrontier Choi, B. C. K., [R] rocfit, [R] rocreg postestimation,
Caulcutt, R., [R] qc [R] rocregplot, [R] roctab
Cefalu, M. S., [ST] stcox postestimation, [ST] stcurve, Choi, I., [XT] xtunitroot
[ST] sts graph Choi, M.-D., [M-5] Hilbert( )
Center for Human Resource Research, Choi, S. C., [MV] discrim knn
[SEM] example 38g, [SEM] example 46g, Cholesky, A.-L., [M-5] cholesky( )
[XT] xt Chou, R. Y., [TS] arch
Centers for Disease Control and Prevention, [D] icd9 Chow, G. C., [R] contrast, [TS] estat sbknown
Cerulli, G., [TE] eteffects, [TE] etpoisson, Chow, S.-C., [PSS] intro, [PSS] power onemean,
[TE] etregress, [TE] teffects intro advanced, [PSS] power twomeans, [PSS] power
[TE] teffects ipw pairedmeans, [PSS] power oneproportion,
Chabert, J.-L., [M-5] cholesky( ) [PSS] power exponential, [R] pk, [R] pkcross,
Chadwick, J., [R] poisson [R] pkequiv, [R] pkexamine, [R] pkshape
Chakraborti, S., [R] ksmirnov Christakis, N., [R] rologit
Chaloner, K., [BAYES] intro Christensen, W. F., [MV] biplot, [MV] ca,
Chamberlain, G., [R] clogit, [R] gmm, [R] qreg [MV] candisc, [MV] canon, [MV] canon
postestimation, [MV] cluster, [MV] discrim,
Chambers, J. M., [G-2] graph box, [G-2] graph
[MV] discrim estat, [MV] discrim knn,
matrix, [G-3] by option, [R] diagnostic plots,
[MV] discrim lda, [MV] discrim lda
[R] grmeanby, [R] lowess, [U] 1.4 References
postestimation, [MV] discrim logistic,
Chang, I. M., [R] margins [MV] discrim qda, [MV] discrim qda
Chang, Y., [TS] sspace postestimation, [MV] factor, [MV] manova,
Chang, Y.-J., [XT] xtivreg, [XT] xtreg [MV] mca, [MV] mvtest, [MV] mvtest
correlations, [MV] mvtest covariances,
[MV] mvtest means, [MV] mvtest normality,
[MV] pca, [MV] screeplot
 Author index 151

Christiano, L. J., [TS] irf create, [TS] tsfilter, Collett, D., [PSS] intro, [PSS] power logrank,
[TS] tsfilter cf, [TS] var svar [R] clogit, [R] logistic, [R] logistic
Chu, C.-S. J., [XT] xtunitroot postestimation, [ST] stci, [ST] stcox
Chu-Chun-Lin, S., [TS] sspace postestimation, [ST] stcrreg postestimation,
Clark, V. A., [MV] canon, [MV] discrim, [MV] factor, [ST] streg postestimation, [ST] sts test,
[MV] pca, [R] stepwise, [ST] ltable [ST] stsplit
Clarke, M. R. B., [MV] factor Collins, E., [SVY] survey, [SVY] svy estimation
Clarke, R. D., [R] poisson Compostella, F. A., [R] betareg
Clarke-Pearson, D. L., [R] roccomp, [R] rocreg, Comrey, A. L., [ I ] Glossary, [MV] rotate,
[R] roctab [MV] rotatemat, [MV] Glossary
Clarkson, D. B., [R] tabulate twoway Comstock, T. J., [BAYES] bayesmh
Clarotti, C. A., [BAYES] intro Comte, F., [TS] mgarch
Clayton, D. G., [D] egen, [ME] me, [ME] meglm, Cone-Wesson, B., [R] rocreg, [R] rocreg
[ME] mepoisson, [ME] meqrpoisson, postestimation, [R] rocregplot
[R] cloglog, [R] cumul, [R] epitab, [ST] stptime, Conejo, N. M., [ME] mixed
[ST] strate, [ST] stsplit, [ST] sttocc Conesa, D., [TS] mswitch
Cleland, J., [BAYES] bayesmh, [ME] me, Cong, R., [R] tobit, [R] tobit postestimation,
[ME] meglm, [ME] melogit, [ME] meprobit, [R] truncreg, [TE] etregress
[ME] meqrlogit Connor, R. J., [PSS] intro, [PSS] power
Clerc-Urmès, I., [ST] sts pairedproportions
Clerget-Darpoux, F., [R] symmetry Conover, W. J., [R] centile, [R] ksmirnov, [R] kwallis,
Cleveland, W. S., [G-1] graph intro, [G-2] graph [R] nptrend, [R] sdtest, [R] spearman,
box, [G-2] graph dot, [G-2] graph matrix, [R] tabulate twoway
[G-2] graph twoway lowess, [G-3] by option, Conroy, R. M., [R] intreg, [R] ranksum
[R] diagnostic plots, [R] lowess, [R] lpoly, Consonni, D., [R] dstdize
[R] sunflower, [U] 1.4 References Contador, I., [R] rocreg, [R] rocregplot
Cleves, M. A., [ME] mestreg, [MI] mi estimate, Conway, M. R., [XT] xtlogit, [XT] xtologit,
[PSS] power exponential, [PSS] power logrank, [XT] xtoprobit, [XT] xtprobit
[R] binreg, [R] dstdize, [R] logistic, [R] logit, Cook, A., [R] ci
[R] roccomp, [R] rocfit, [R] rocreg, [R] rocreg Cook, I. T., [U] 1.4 References
postestimation, [R] rocregplot, [R] roctab, Cook, N. R., [R] rocreg
[R] sdtest, [R] symmetry, [ST] survival
Cook, R. D., [P] predict, [R] boxcox, [R] regress
analysis, [ST] st, [ST] stcox, [ST] stcrreg,
postestimation
[ST] stcrreg postestimation, [ST] stcurve,
[ST] stdescribe, [ST] streg, [ST] sts, [ST] stset, Cooper, M. C., [MV] cluster, [MV] cluster
[ST] stsplit, [ST] stvary, [TE] stteffects intro, programming subroutines, [MV] cluster stop
[XT] xtstreg Cornelius, P. L., [ME] mixed
Cliff, N., [MV] canon postestimation Cornfield, J., [R] epitab
Clogg, C. C., [R] suest Corten, R., [MV] mds
Clopper, C. J., [R] ci Coster, D., [R] contrast
Cobb, G. W., [R] anova Coull, B. A., [R] ci
Cochran, W. G., [P] levelsof, [PSS] intro, [PSS] power Cousens, S. N., [TE] teffects intro advanced
cmh, [PSS] power trend, [R] ameans, Coviello, V., [ST] stcrreg, [ST] stcrreg postestimation,
[R] anova, [R] correlate, [R] dstdize, [ST] sttocc
[R] mean, [R] oneway, [R] poisson, [R] probit, Cowles, M. K., [BAYES] intro
[R] proportion, [R] ranksum, [R] ratio, Cox, C., [SEM] example 2
[R] signrank, [R] total, [SVY] survey, Cox, C. S., [SVY] survey, [SVY] svy estimation
[SVY] estat, [SVY] subpopulation estimation, Cox, D. R., [PSS] intro, [PSS] power cox, [R] boxcox,
[SVY] svyset, [SVY] variance estimation [R] exlogistic, [R] expoisson, [R] lnskew0,
Cochrane, D., [TS] prais [ST] ltable, [ST] stcox, [ST] stcox PH-
Coelli, T. J., [R] frontier, [XT] xtfrontier assumption tests, [ST] stcrreg, [ST] streg,
Coffey, C., [MI] intro substantive [ST] streg postestimation, [ST] sts
Cohen, J., [PSS] intro, [PSS] power oneway, Cox, G. M., [P] levelsof, [R] anova
[PSS] power twoway, [R] esize, [R] kappa, Cox, M. A. A., [ I ] Glossary, [MV] biplot, [MV] ca,
[R] pcorr [MV] mds, [MV] mds postestimation,
Cohen, P., [R] pcorr [MV] mdsmat, [MV] procrustes, [MV] Glossary
Coleman, J. S., [R] poisson Cox, N. J., [D] by, [D] clonevar, [D] codebook,
[D] contract, [D] count, [D] datetime,
[D] describe, [D] destring, [D] drop, [D] ds,
[D] duplicates, [D] egen, [D] expand, [D] fillin,
152 Author index

Cox, N. J., continued Cudeck, R., [SEM] estat gof, [SEM] methods and
[D] format, [D] icd, [D] lookfor, [D] missing formulas for sem
values, [D] rename, [D] reshape, [D] sample, Cui, J., [R] symmetry, [ST] stcox, [ST] streg,
[D] separate, [D] split, [D] statsby, [XT] xtgee
[FN] intro, [FN] Mathematical functions, Cumming, G., [R] esize, [R] regress postestimation
[FN] Programming functions, [FN] String Cummings, P., [R] binreg, [R] epitab, [R] glm,
functions, [G-1] graph intro, [G-2] graph [R] margins, [XT] xtpoisson
bar, [G-2] graph box, [G-2] graph dot, Cummings, T. H., [R] nbreg, [R] poisson
[G-2] graph twoway dot, [G-2] graph
Cunliffe, S., [R] ttest
twoway function, [G-2] graph twoway
histogram, [G-2] graph twoway kdensity, Curtis, J. T., [MV] clustermat
[G-2] graph twoway lowess, [G-2] graph Curts-Garcı́a, J., [R] smooth
twoway lpoly, [G-2] graph twoway pcarrow, Cushman, W. C., [PSS] intro, [PSS] power repeated
[G-2] graph twoway pcspike, [G-2] graph Cutler, J. A., [PSS] intro, [PSS] power repeated
twoway scatter, [G-3] added line options, Cutler, S. J., [ST] ltable
[G-3] added text options, Cuzick, J., [R] kappa, [R] nptrend
[G-3] aspect option, [G-3] axis label options, Czekanowski, J., [MV] measure option
[G-3] axis scale options, [G-3] by option,
[G-3] title options, [G-4] linestyle,
[MV] mvtest, [MV] mvtest normality, D
[P] forvalues, [P] levelsof, [P] matrix define,
[P] unab, [R] betareg, [R] ci, [R] cumul, D’Agostino, R. B., [MV] mvtest normality, [R] sktest,
[R] diagnostic plots, [R] grmeanby, [R] swilk
[R] histogram, [R] inequality, [R] kappa, D’Agostino, R. B., Jr., [R] sktest, [R] swilk
[R] kdensity, [R] ladder, [R] lowess, Daidone, S., [R] frontier, [XT] xtfrontier
[R] lpoly, [R] net, [R] net search, [R] regress Danahy, D. T., [ME] mestreg
postestimation, [R] regress postestimation
Daniel, C., [R] diagnostic plots, [R] oneway
diagnostic plots, [R] search, [R] serrbar,
[R] sktest, [R] smooth, [R] spikeplot, [R] ssc, Daniel, R. M., [MI] intro substantive, [MI] mi impute,
[R] stem, [R] summarize, [R] sunflower, [MI] mi impute chained, [MI] mi impute
[R] tabulate oneway, [R] tabulate twoway, monotone, [TE] teffects intro advanced
[TS] tsline, [TS] tsset, [TS] tssmooth hwinters, Danuso, F., [R] nl
[TS] tssmooth shwinters, [U] 3.9 References, Dardanoni, V., [MI] intro substantive
[U] 11.7 References, [U] 12.10 References, Das, S., [XT] xtunitroot
[U] 13.13 References, [U] 17.10 Reference, DasGupta, A., [R] ci
[U] 23.5 Reference, [U] 24.8 References, Davey, P. G., [D] icd10
[XT] xtdescribe Davey Smith, G., [R] meta
Cox, T. F., [ I ] Glossary, [MV] biplot, [MV] ca, David, F. N., [R] correlate
[MV] mds, [MV] mds postestimation, David, H. A., [D] egen, [R] spearman, [R] summarize
[MV] mdsmat, [MV] procrustes, [MV] Glossary David, J. S., [TS] arima
Cozad, J. B., [MV] discrim lda Davidon, W. C., [M-5] optimize( )
Cragg, J. G., [R] churdle, [R] ivregress postestimation Davidson, J., [TS] mswitch postestimation
Craig, A. S., [D] icd10 Davidson, R., [ I ] Glossary, [R] boxcox, [R] cnsreg,
Cramer, E. M., [MV] procrustes [R] gmm, [R] intreg, [R] ivregress,
Cramér, H., [R] tabulate twoway [R] ivregress postestimation, [R] mlogit, [R] nl,
Cramer, J. S., [R] logit [R] nlsur, [R] reg3, [R] regress, [R] regress
Crawford, C. B., [ I ] Glossary, [MV] rotate, postestimation time series, [R] truncreg,
[MV] rotatemat, [MV] Glossary [TS] arch, [TS] arima, [TS] prais, [TS] sspace,
Creel, M. D., [R] cpoisson [TS] varlmar, [TS] Glossary, [XT] xtgls,
Cribari-Neto, F., [R] betareg [XT] xtpcse
Critchley, F., [MV] mdsmat Davies, R. B., [TS] estat sbsingle
Cronbach, L. J., [MV] alpha, [R] icc Davis, B. R., [PSS] intro, [PSS] power repeated
Crouchley, R., [ME] mestreg Davis, G., [TS] arima
Croux, C., [R] rreg Davis, R. A., [TS] corrgram, [TS] sspace
Crow, K., [D] import excel, [P] putexcel, [P] putexcel Davison, A. C., [R] bootstrap
advanced, [U] 13.13 References Day, N. E., [PSS] power mcc, [R] clogit, [R] dstdize,
Crowder, M. J., [ST] stcrreg, [ST] streg [R] epitab, [R] symmetry
Crowe, P. R., [G-2] graph box Day, W. H. E., [MV] cluster
Crowley, J., [ST] stcox, [ST] stcrreg, [ST] stset de Ayala, R. J., [IRT] irt, [IRT] irt nrm, [IRT] irt pcm,
Crowther, M. J., [PSS] intro, [ST] streg [IRT] irt hybrid
De Backer, M., [ME] meqrlogit postestimation
 Author index 153

De Boeck, P., [BAYES] bayesmh, [IRT] irt, Dickson, E. R., [ST] stcrreg
[IRT] Control Panel, [IRT] irt 1pl, [IRT] irt 2pl, Dicle, M. F., [D] import
[IRT] irt 3pl, [IRT] irt hybrid, [IRT] diflogistic, Didelez, V., [R] ivregress
[IRT] difmh, [ME] me Diebold, F. X., [TS] arch
De Hoyos, R. E., [XT] xtreg Dieter, U., [FN] Random-number functions
de Irala-Estévez, J., [R] logistic Digby, P. G. N., [R] tetrachoric
De Jong, P., [TS] dfactor, [TS] sspace, [TS] sspace Diggle, P. J., [BAYES] bayesmh, [ME] me,
postestimation, [TS] ucm [ME] meglm, [ME] mixed, [TS] arima,
De Keyser, P., [ME] meqrlogit postestimation [TS] wntestq
de Kraker, M. E. A., [D] icd10 Dijksterhuis, G. B., [MV] procrustes
de Leeuw, J., [MV] ca postestimation DiNardo, J., [TE] stteffects ipwra, [TE] teffects
De Luca, G., [MI] intro substantive, [R] biprobit, overlap, [XT] xtrc
[R] heckoprobit, [R] heckprobit, [R] oprobit, Ding, Z., [TS] arch
[R] probit Dinno, A., [MV] factor, [MV] pca, [R] kwallis,
De Stavola, B. L., [ST] stcox, [ST] stset, [TE] teffects [R] pwcompare
intro advanced Dixon, W. J., [PSS] intro, [PSS] power twomeans,
De Vroey, C., [ME] meqrlogit postestimation [PSS] power pairedmeans, [PSS] power
de Wolf, I., [R] rologit onevariance, [PSS] power twovariances,
Deady, S., [R] betareg [R] ttest, [R] ztest
Dearden, L., [TE] teffects intro advanced, [TE] teffects Dobbin, K., [PSS] power
multivalued Dobson, A. J., [R] glm
Deaton, A. S., [R] nlsur, [U] 20.25 References Dodd, L. E., [R] rocreg
Deb, P., [R] churdle, [R] nbreg, [R] tobit Dohoo, I., [R] epitab, [R] regress
Debarsy, N., [R] lpoly Doll, R., [R] epitab, [R] poisson
DeGroot, M. H., [BAYES] intro, [TS] arima Donald, S. G., [R] ivregress postestimation
Dehon, C., [R] correlate Dongarra, J. J., [M-1] LAPACK, [M-5] lapack( ),
Deistler, M., [TS] sspace [P] matrix eigenvalues, [P] matrix symeigen
del Rio, A., [TS] tsfilter hp Donner, A., [R] loneway
DeLong, D. M., [R] roccomp, [R] rocreg, [R] roctab Donoho, D. L., [R] lpoly
DeLong, E. R., [R] roccomp, [R] rocreg, [R] roctab Doornik, J. A., [MV] mvtest, [MV] mvtest normality,
DeMaris, A., [R] regress postestimation [TS] arfima, [TS] vec
Demidenko, E., [ME] me, [ME] mecloglog, Dore, C. J., [R] fp
[ME] meglm, [ME] melogit, [ME] menbreg, Dorfman, D. D., [R] rocfit, [R] rocreg
[ME] meologit, [ME] meoprobit, Doris, A., [R] gmm, [R] inequality
[ME] mepoisson, [ME] meprobit, [ME] mestreg, Draper, N., [R] eivreg, [R] oneway, [R] regress,
[ME] mixed [R] stepwise
Demmel, J., [M-1] LAPACK, [M-5] lapack( ), Driver, H. E., [MV] measure option
[P] matrix eigenvalues Drukker, D. M., [ME] me, [ME] melogit,
Demnati, A., [SVY] direct standardization, [ME] meoprobit, [ME] mepoisson,
[SVY] poststratification, [SVY] variance [ME] meqrlogit, [ME] meqrpoisson,
estimation [ME] mestreg, [R] asmprobit, [R] boxcox,
Dempster, A. P., [ME] me, [ME] mixed, [MI] intro [R] frontier, [R] gmm, [R] lrtest, [R] nbreg,
substantive, [MI] mi impute mvn [R] tobit, [ST] stcox, [ST] streg, [TE] etregress,
Denis, D., [G-2] graph twoway scatter [TE] stteffects intro, [TE] stteffects ipw,
Desbordes, R., [R] ivregress [TE] stteffects ipwra, [TE] stteffects
Desmarais, B. A., [R] zinb, [R] zip postestimation, [TE] stteffects ra, [TE] stteffects
Desu, M. M., [PSS] power exponential wra, [TE] teffects intro advanced, [TE] teffects
Deville, J.-C., [SVY] direct standardization, aipw, [TE] teffects multivalued, [TE] teffects
[SVY] poststratification, [SVY] variance nnmatch, [TS] arfima postestimation,
estimation [TS] sspace, [TS] vec, [XT] xt, [XT] xtregar
Devroye, L., [FN] Random-number functions Du Croz, J., [M-1] LAPACK, [M-5] lapack( ),
[P] matrix eigenvalues
Dewey, M. E., [R] correlate
Duan, N., [R] boxcox postestimation, [R] heckman,
Dey, D. D., [BAYES] intro
[TS] forecast estimates
Dey, D. K., [BAYES] intro
Dubes, R. C., [MV] cluster
Dice, L. R., [MV] measure option
Duda, R. O., [MV] cluster, [MV] cluster stop
Dickens, R., [TS] prais
Dumyati, G., [D] icd10
Dickey, D. A., [ I ] Glossary, [TS] dfgls, [TS] dfuller,
Duncan, A. J., [R] qc
[TS] pperron, [TS] Glossary
Duncan, O. D., [SEM] example 7
154 Author index

Dunlop, D. D., [PSS] intro, [PSS] power onemean, Ender, P. B., [MV] canon, [R] marginsplot
[R] ztest Enders, W., [TS] arch, [TS] arima, [TS] arima
Dunn, G., [MV] discrim, [MV] discrim qda postestimation, [TS] corrgram
postestimation, [MV] mca, [R] kappa, Engel, A., [R] boxcox, [R] marginsplot, [SVY] survey,
[TE] teffects multivalued [SVY] estat, [SVY] subpopulation estimation,
Dunnett, C. W., [FN] Statistical functions, [SVY] svy, [SVY] svy brr, [SVY] svy
[R] mprobit, [R] pwcompare estimation, [SVY] svy jackknife, [SVY] svy
Dunnington, G. W., [R] regress postestimation, [SVY] svy: tabulate oneway,
Dunsmore, I. R., [BAYES] intro [SVY] svy: tabulate twoway, [SVY] svydescribe
Dunson, D. B., [BAYES] intro, [BAYES] bayesmh, Engel, C., [R] churdle, [TS] mswitch
[BAYES] bayesstats ic, [BAYES] bayesstats Engle, R. F., [R] regress postestimation time
summary, [MI] intro substantive, [MI] mi series, [TS] arch, [TS] arima, [TS] dfactor,
impute mvn, [MI] mi impute regress [TS] mgarch, [TS] mgarch dcc, [TS] mgarch
Dupont, W. D., [PSS] power mcc, [R] epitab, dvech, [TS] mgarch vcc, [TS] vec intro,
[R] logistic, [R] mkspline, [R] sunflower, [TS] vec, [TS] vecrank
[ST] stcox, [ST] stir, [ST] sts Erdreich, L. S., [R] roccomp, [R] rocfit, [R] roctab
Durbin, J., [ I ] Glossary, [R] ivregress postestimation, Esman, R. M., [D] egen
[R] regress postestimation time series, Eubank, R. L., [R] lpoly
[TS] prais, [TS] ucm, [TS] Glossary Evans, C. L., [TS] irf create, [TS] var svar
Duren, P., [R] regress Evans, M. A., [R] pk, [R] pkcross
Durlauf, S. N., [TS] vec intro, [TS] vec, [TS] vecrank Everitt, B. S., [MV] cluster, [MV] cluster
Duval, R. D., [R] bootstrap, [R] jackknife, [R] rocreg, stop, [MV] discrim, [MV] discrim qda
[R] rocregplot postestimation, [MV] mca, [MV] pca,
Dwyer, J. H., [XT] xtreg [MV] screeplot, [R] gllamm, [R] glm,
Dyck, A., [D] datetime [U] 1.4 References
Everson, H. T., [IRT] dif
Ewens, W. J., [R] symmetry
E Ezekiel, M., [R] regress postestimation diagnostic
plots
Eaves, R. C., [SEM] example 2 Ezzati-Rice, T. M., [MI] intro substantive
Eberhardt, M., [XT] xtrc
Eberly, L. E., [BAYES] intro
Ecob, R., [MI] mi estimate
F
Eddings, W. D., [MI] mi impute Facchin, C., [R] betareg
Edelsbrunner, H., [MV] cluster Fagerland, M. F., [R] epitab
Ederer, F., [ST] ltable Fagerland, M. W., [R] estat gof, [R] mlogit
Edgington, E. S., [R] runtest postestimation, [R] ologit
Edwards, A. L., [R] anova Fai, A. H.-T., [ME] mixed
Edwards, A. W. F., [R] tetrachoric Fair, R. C., [TS] forecast solve
Edwards, J. H., [R] tetrachoric Faires, J. D., [M-5] solvenl( )
Efron, B., [R] bootstrap, [R] qreg Falcaro, M., [MV] cluster dendrogram
Efroymson, M. A., [R] stepwise Fan, J., [R] lpoly
Egger, M., [R] meta Fan, Y.-A., [R] tabulate twoway
Eichenbaum, M., [TS] irf create, [TS] var svar Fang, K.-T., [R] asmprobit
Eisenhart, C., [R] correlate, [R] runtest Farbmacher, H., [R] churdle, [R] cpoisson,
Elashoff, J. D., [ME] mixed [R] tpoisson
Ellenberg, S. S., [BAYES] bayesmh Fay, R. E., [SVY] survey, [SVY] svy sdr,
Elliott, G. R., [ I ] Glossary, [TS] dfgls, [TS] Glossary [SVY] variance estimation
Ellis, C. D., [R] poisson Feinleib, M., [XT] xtreg
Ellis, P. D., [R] esize, [R] regress postestimation Feiveson, A. H., [PSS] intro, [R] nlcom, [R] ranksum
Elston, D. A., [ME] mixed Feldman, J. J., [SVY] survey, [SVY] svy estimation
Eltinge, J. L., [R] test, [SVY] survey, [SVY] estat, Feldt, L. S., [PSS] power repeated, [R] anova
[SVY] svy postestimation, [SVY] svydescribe, Feller, W., [TS] wntestb
[SVY] variance estimation Fellingham, G. W., [ME] mixed
Embretson, S. E., [IRT] irt, [SEM] example 28g, Feltbower, R., [R] epitab
[SEM] example 29g Feng, S., [MI] intro substantive
Emerson, J. D., [R] lv, [R] stem Ferguson, G. A., [ I ] Glossary, [MV] rotate,
Emsley, R., [TE] teffects multivalued [MV] rotatemat, [MV] Glossary
Enas, G. G., [MV] discrim knn Fernández, P., [ME] mixed
 Author index 155

Ferrari, S. L. P., [R] betareg Fletcher, K., [R] rocreg, [R] rocreg postestimation,
Ferri, H. A., [R] kappa [R] rocregplot
Festinger, L., [R] ranksum Fletcher, R., [M-5] optimize( )
Fibrinogen Studies Collaboration, [ST] stcox Flood, S., [R] mlexp
postestimation Flynn, Z. L., [R] gmm
Fidell, L. S., [MV] discrim, [MV] discrim lda Folsom, R. C., [R] rocreg, [R] rocreg postestimation,
Field, A., [MI] mi estimate, [MI] mi impute, [R] rocregplot
[XT] xtgee Ford, C. E., [PSS] intro, [PSS] power repeated
Field, C. A., [R] bootstrap Ford, J. M., [R] frontier, [XT] xtfrontier
Fieller, E. C., [R] pkequiv Forsythe, A. B., [R] sdtest
Fienberg, S. E., [BAYES] intro, [R] kwallis, Forthofer, R. N., [R] dstdize
[R] tabulate twoway Fosheim, G. E., [D] icd10
Filon, L. N. G., [R] correlate Foster, A., [R] regress
Filoso, V., [R] regress Fouladi, R. T., [R] esize
Finch, S., [R] esize Foulkes, M. A., [PSS] power cox, [PSS] power
Findley, D. F., [R] estat ic exponential
Findley, T. W., [R] ladder Fourier, J. B. J., [R] cumul
Fine, J. P., [ST] stcrreg 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] 20.25 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 Freedman, L. S., [PSS] intro, [PSS] power cox,
Fisher, R. A., [ I ] Glossary, [MV] clustermat, [PSS] power exponential, [PSS] power logrank
[MV] discrim, [MV] discrim estat, Freeman, D. H., Jr., [SVY] svy: tabulate twoway
[MV] discrim lda, [MV] Glossary, [P] levelsof, Freeman, E. H., [SEM] estat stable
[PSS] intro, [PSS] power twoproportions, Freeman, J. L., [R] epitab, [SVY] svy: tabulate
[PSS] power onecorrelation, [PSS] power twoway
twocorrelations, [R] anova, [R] anova, [R] esize, Freeman, J. R., [TS] time series, [TS] arima,
[R] ranksum, [R] signrank, [R] tabulate [TS] forecast, [TS] irf, [TS] var, [TS] vec
twoway, [ST] streg
Freese, J., [R] asroprobit, [R] clogit, [R] cloglog,
Fiske, D. W., [SEM] example 17 [R] logistic, [R] logit, [R] mlogit, [R] mprobit,
Fitzgerald, T. J., [TS] tsfilter, [TS] tsfilter cf [R] nbreg, [R] ologit, [R] oprobit, [R] poisson,
Fitzmaurice, G. M., [ME] mixed [R] probit, [R] regress, [R] regress
Fix, E., [MV] discrim knn postestimation, [R] tnbreg, [R] tpoisson,
Flannery, B. P., [FN] Statistical functions, [G-2] graph [R] zinb, [R] zip, [U] 20.25 References
twoway contour, [M-5] solvenl( ), [P] matrix Fridkin, S. K., [D] icd10
symeigen, [R] dydx, [R] vwls, [TS] arch, Friedman, J. H., [MV] discrim knn
[TS] arima Friedman, M., [TS] arima
Flay, B. R., [ME] me, [ME] meglm, [ME] meologit, Friendly, M., [G-2] graph twoway scatter
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit Frölich, M., [R] qreg, [TE] teffects multivalued
Flegal, J. M., [BAYES] bayesstats summary Frome, E. L., [R] qreg
Fleiss, J. L., [PSS] intro, [PSS] power oneproportion, Frühwirth-Schnatter, S., [TS] mswitch
[PSS] power twoproportions, [R] dstdize,
Frydenberg, M., [R] dstdize, [R] roccomp, [R] roctab
[R] epitab, [R] icc, [R] kappa
Fu, V. K., [R] ologit
Fleming, T. R., [ST] stcox, [ST] sts test
156 Author index

Fuller, W. A., [ I ] Glossary, [MV] factor, [P] robust, Gavin, M. D., [ME] me, [ME] meglm, [ME] meologit,
[R] regress, [R] spearman, [SVY] svy: tabulate [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
twoway, [SVY] variance estimation, [TS] dfgls, Gehan, E. A., [ST] sts test
[TS] dfuller, [TS] pperron, [TS] psdensity, Geisser, S., [PSS] power repeated, [R] anova
[TS] tsfilter, [TS] tsfilter bk, [TS] ucm, Gel, Y. R., [R] sdtest
[TS] Glossary, [U] 20.25 References Gelade, W., [R] summarize
Funkhouser, H. G., [G-2] graph pie Gelbach, J., [R] ivprobit, [R] ivtobit
Furberg, C. D., [PSS] intro, [PSS] power repeated Gelfand, A. E., [BAYES] intro, [BAYES] bayesmh,
Futuyma, D. J., [MV] measure option [MI] mi impute chained
Fyler, D. C., [R] epitab Gelman, A., [BAYES] intro, [BAYES] bayesmh,
Fyles, A., [ST] stcrreg, [ST] stcrreg postestimation [BAYES] bayesstats ic, [BAYES] bayesstats
summary, [ME] me, [MI] intro substantive,
[MI] mi impute, [MI] mi impute mvn, [MI] mi
G impute regress
Gelman, R., [R] margins
Gabriel, K. R., [MV] biplot Geman, D., [BAYES] intro, [MI] mi impute chained
Gail, M. H., [P] robust, [PSS] power exponential, Geman, S., [BAYES] intro, [MI] mi impute chained
[R] rocreg, [R] rocreg postestimation, Genadek, K., [R] mlexp
[ST] stcrreg, [ST] strate, [U] 20.25 References Genest, C., [R] diagnostic plots, [R] swilk
Galanti, M. R., [XT] xtgee Gentle, J. E., [FN] Random-number functions,
Galati, J. C., [MI] intro substantive, [MI] intro, [R] anova, [R] nl
[MI] mi estimate Genton, M. G., [R] sktest
Gałecki, A. T., [ME] mixed, [ME] mixed Genz, A., [R] asmprobit
postestimation George, S. L., [PSS] power exponential
Gali, J., [TS] estat sbsingle Gerkins, V. R., [R] symmetry
Gall, J.-R. L., [R] estat gof, [R] logistic Gerow, K. G., [SVY] survey
Gallant, A. R., [R] ivregress, [R] nl Gershman, K., [D] icd10
Gallup, J. L., [M-5] docx*( ), [P] putexcel, Gertler, M., [TS] estat sbsingle
[P] putexcel advanced, [R] estimates table Geskus, R. B., [ST] stcrreg, [ST] stcrreg
Galton, F., [R] correlate, [R] cumul, [R] regress, postestimation
[R] summarize Geweke, J., [BAYES] intro, [BAYES] bayesmh,
Galvao, A., [XT] xtreg, [XT] xtreg postestimation [R] asmprobit, [TS] dfactor
Gamerman, D., [BAYES] intro Geyer, C. J., [BAYES] bayesmh
Gan, F. F., [R] diagnostic plots Ghosh, S. K., [BAYES] intro
Gange, S. J., [XT] xtcloglog, [XT] xtgee, Giannini, C., [TS] irf create, [TS] var intro, [TS] var
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, svar, [TS] vargranger, [TS] varwle
[XT] xtoprobit, [XT] xtprobit, [XT] xttobit Gibbons, J. D., [R] ksmirnov, [R] spearman
Gani, J., [TS] wntestb Gibbons, R. D., [ME] me, [ME] mecloglog,
Garbow, B. S., [P] matrix symeigen [ME] meglm, [ME] melogit, [ME] menbreg,
Garcı́a, B., [R] churdle [ME] meologit, [ME] meoprobit,
Garcia, R., [TS] mswitch [ME] mepoisson, [ME] meprobit, [ME] mestreg
Gardiner, J. S., [TS] tssmooth, [TS] tssmooth Gichangi, A., [ST] stcrreg
dexponential, [TS] tssmooth exponential, Giesbrecht, F. G., [ME] mixed
[TS] tssmooth hwinters, [TS] tssmooth Giesen, D., [R] tetrachoric
shwinters Gifi, A., [MV] mds
Gardner, E. S., Jr., [TS] tssmooth dexponential, Gijbels, I., [R] lpoly
[TS] tssmooth hwinters Gilbert, G. K., [MV] measure option
Garnett, W. R., [BAYES] bayesmh Giles, D. E. A., [TS] prais
Garrett, J. M., [R] logistic, [R] logistic postestimation, Gilks, W. R., [BAYES] intro, [BAYES] bayesmh
[R] regress postestimation, [ST] stcox PH-
Gill, R. D., [ST] stcrreg
assumption tests
Gillham, N. W., [R] regress
Garsd, A., [R] exlogistic
Gillispie, C. C., [R] regress
Gart, J. J., [R] epitab
Gini, R., [R] epitab, [R] vwls
Gasser, T., [R] lpoly
Ginther, O. J., [ME] mixed
Gastwirth, J. L., [R] sdtest
Giordani, P., [BAYES] intro, [BAYES] bayesmh
Gates, R., [R] asmprobit
Girshick, M. A., [MV] pca
Gauss, J. C. F., [R] regress
Glass, G. V., [R] esize
Gauvreau, K., [PSS] intro, [R] dstdize, [R] logistic,
[ST] ltable, [ST] sts Glass, R. I., [R] epitab
 Author index 157

Gleason, J. R., [D] cf, [D] describe, [D] generate, Gordon, D. J., [PSS] intro, [PSS] power repeated
[D] infile (fixed format), [D] label, [D] notes, Gordon, M. G., [R] binreg
[D] order, [FN] Random-number functions, Gordon, N. J., [BAYES] intro
[R] anova, [R] bootstrap, [R] ci, [R] correlate, Gorga, M. P., [R] rocreg, [R] rocreg postestimation,
[R] epitab, [R] loneway, [R] summarize, [R] rocregplot
[R] ttest Gorman, J. W., [R] stepwise
Gleason, L. R., [ME] me, [ME] meglm, [ME] meologit, Gorst-Rasmussen, A., [MV] pca
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Gorsuch, R. L., [MV] factor, [MV] rotate,
Gleick, J., [M-5] optimize( ) [MV] rotatemat
Gleser, G., [MV] alpha Gosset [Student, pseud.], W. S., [R] ttest
Glidden, D. V., [R] logistic, [ST] stcox, [TE] stteffects Gosset, W. S., [R] ttest
intro, [TE] stteffects ipw, [TE] stteffects ipwra,
Gould, W. W., [D] datasignature, [D] datetime,
[TE] stteffects postestimation, [TE] stteffects ra,
[D] destring, [D] drawnorm, [D] ds,
[TE] stteffects wra, [TE] teffects intro advanced
[D] egen, [D] format, [D] icd9, [D] infile
Gloeckler, L. A., [ST] discrete (fixed format), [D] merge, [D] putmata,
Glosten, L. R., [TS] arch [D] reshape, [D] sample, [FN] Random-number
Glowacz, K. M., [ME] me, [ME] meglm, functions, [M-1] how, [M-1] interactive,
[ME] meologit, [ME] meoprobit, [XT] xtologit, [M-2] exp, [M-2] goto, [M-2] pointers,
[XT] xtoprobit [M-2] struct, [M-2] subscripts, [M-2] syntax,
Gnanadesikan, R., [MV] manova, [R] cumul, [M-4] io, [M-4] stata, [M-5] deriv( ),
[R] diagnostic plots [M-5] eigensystem( ), [M-5] geigensystem( ),
Godambe, V. P., [SVY] variance estimation [M-5] inbase( ), [M-5] moptimize( ),
Godfrey, L. G., [R] regress postestimation time series [M-5] runiform( ), [M-5] st addvar( ),
Godsill, S. J., [BAYES] intro [M-5] st global( ), [M-5] st local( ),
Goeden, G. B., [R] kdensity [M-5] st view( ), [ME] mestreg, [MI] mi
Goerg, S. J., [R] ksmirnov estimate, [P] intro, [P] datasignature,
[P] matrix eigenvalues, [P] matrix mkmat,
Golbe, D. L., [D] label language, [D] merge,
[P] postfile, [P] robust, [PSS] power
[U] 22.1 References
exponential, [PSS] power logrank,
Goldberger, A. S., [R] intreg, [R] tobit, [TE] etregress [R] bootstrap, [R] bsample, [R] dydx,
Goldblatt, A., [R] epitab [R] frontier, [R] gmm, [R] grmeanby,
Golden, C. D., [SVY] survey, [SVY] svy estimation [R] jackknife, [R] kappa, [R] logistic,
Goldfarb, D., [M-5] optimize( ) [R] margins, [R] maximize, [R] mkspline,
Goldfeld, S. M., [TS] mswitch [R] ml, [R] net search, [R] nlcom, [R] ologit,
Goldman, N., [ME] me [R] oprobit, [R] poisson, [R] predictnl,
Goldstein, H., [ME] me, [ME] meglm, [ME] melogit, [R] qreg, [R] regress, [R] rreg, [R] simulate,
[ME] mepoisson, [ME] meqrlogit, [R] sktest, [R] smooth, [R] swilk, [R] testnl,
[ME] meqrpoisson, [ME] mestreg, [ME] mixed [ST] survival analysis, [ST] stcox, [ST] stcrreg,
Goldstein, R., [D] ds, [D] egen, [R] brier, [ST] stcrreg postestimation, [ST] stdescribe,
[R] correlate, [R] inequality, [R] nl, [R] ologit, [ST] streg, [ST] stset, [ST] stsplit,
[R] oprobit, [R] ranksum, [R] regress [ST] stvary, [SVY] survey, [SVY] ml for svy,
postestimation, [XT] xtreg [TE] stteffects intro, [U] 13.13 References,
Golsch, K., [ME] mestreg [U] 18.14 References, [U] 22.1 References,
Golub, G. H., [M-5] svd( ), [R] orthog, [R] tetrachoric, [U] 26.34 References, [XT] xtfrontier,
[TS] arfima, [TS] arfima postestimation [XT] xtstreg
Gómez de la Cámara, A., [R] rocreg, [R] rocregplot Gourieroux, C. S., [R] hausman, [R] suest, [R] test,
[TS] arima, [TS] mgarch ccc, [TS] mgarch dcc,
Gómez, V., [TS] tsfilter, [TS] tsfilter hp
[TS] mgarch vcc
Gompertz, B., [ST] streg
Gower, J. C., [MV] biplot, [MV] ca, [MV] mca,
Gönen, M., [ST] stcox postestimation [MV] measure option, [MV] procrustes
Gonzalez, J. F., Jr., [SVY] estat, [SVY] subpopulation Gracik, L., [R] betareg
estimation, [SVY] svy bootstrap, [SVY] svy
Gradshteyn, I. S., [TS] arfima
estimation
Graham, J. W., [MI] intro substantive, [MI] mi impute
Gonzalo, J., [TS] vec intro, [TS] vecrank
Grambsch, P. M., [ME] mestreg, [ST] stcox, [ST] stcox
Good, P. I., [G-1] graph intro, [R] permute,
PH-assumption tests, [ST] stcox postestimation,
[R] symmetry, [R] tabulate twoway
[ST] stcrreg
Goodall, C., [R] lowess, [R] rreg
Granger, C. W. J., [TS] arch, [TS] arfima,
Goodman, L. A., [R] tabulate twoway [TS] vargranger, [TS] vec intro, [TS] vec,
Gooley, T. A., [ST] stcrreg [TS] vecrank
Gordon, A. D., [MV] biplot, [MV] cluster, Grasman, R. P. P. P., [TS] mswitch
[MV] cluster stop, [MV] measure option
158 Author index

Graubard, B. I., [ME] mixed, [PSS] power trend, Grizzle, J. E., [R] vwls
[R] margins, [R] ml, [R] test, [SVY] survey, Groenen, P. J. F., [MV] mds, [MV] mds
[SVY] direct standardization, [SVY] estat, postestimation, [MV] mdslong, [MV] mdsmat
[SVY] svy, [SVY] svy estimation, [SVY] svy Grogger, J. T., [R] tnbreg, [R] tpoisson
postestimation, [SVY] svy: tabulate twoway, Gronau, R., [R] heckman, [SEM] example 45g
[SVY] variance estimation Groothuis-Oudshoorn, C. G. M., [MI] intro
Gray, R. J., [ST] stcrreg substantive, [MI] mi impute chained
Graybill, F. A., [PSS] intro, [PSS] power Gropper, D. M., [R] frontier, [XT] xtfrontier
onecorrelation, [PSS] power twocorrelations, Gross, A. J., [ST] ltable
[R] centile
Grundmann, H., [D] icd10
Green, B. F., [MV] discrim lda, [MV] procrustes
Grunfeld, Y., [XT] xtgls, [XT] xtpcse, [XT] xtrc
Green, D. M., [R] lroc
Grzebyk, M., [ST] sts
Green, P. E., [MV] cluster
Guan, W., [R] bootstrap
Green, P. J., [BAYES] intro
Guenther, W. C., [PSS] intro
Greenacre, M. J., [MV] ca, [MV] mca, [MV] mca
Guerry, A.-M., [G-2] graph twoway histogram
postestimation, [SEM] example 35g,
[SEM] example 36g Guidolin, M., [TS] mswitch
Greenbaum, A., [M-1] LAPACK, [M-5] lapack( ), Guilkey, D. K., [XT] xtprobit
[P] matrix eigenvalues Guillemot, M., [M-5] cholesky( )
Greenberg, E., [BAYES] intro Guimarães, P., [XT] xtnbreg
Greene, W. H., [P] matrix accum, [R] asclogit, Guo, G., [ME] mecloglog, [ME] melogit,
[R] asmprobit, [R] biprobit, [R] clogit, [ME] meprobit
[R] cnsreg, [R] frontier, [R] gmm, Guo, S., [TE] stteffects intro, [TE] stteffects
[R] heckman, [R] heckoprobit, [R] heckprobit, ipw, [TE] stteffects ipwra, [TE] stteffects
[R] hetprobit, [R] ivregress, [R] logit, [R] lrtest, postestimation, [TE] stteffects ra, [TE] stteffects
[R] margins, [R] mkspline, [R] mlexp, wra, [TE] tebalance
[R] mlogit, [R] nlogit, [R] nlsur, [R] pcorr, Gurmu, S., [R] cpoisson
[R] probit, [R] reg3, [R] regress, [R] regress Gutierrez, R. G., [ME] me, [ME] melogit,
postestimation time series, [R] sureg, [R] testnl, [ME] meoprobit, [ME] mepoisson,
[R] truncreg, [TE] etregress, [TS] arch, [ME] meqrlogit, [ME] meqrpoisson,
[TS] arima, [TS] corrgram, [TS] var, [XT] xt, [ME] mestreg, [R] frontier, [R] lpoly, [R] lrtest,
[XT] xtgls, [XT] xthtaylor postestimation, [R] nbreg, [ST] stcox, [ST] streg, [ST] streg
[XT] xtpcse, [XT] xtpoisson, [XT] xtrc, postestimation, [XT] xt
[XT] xtreg
Greenfield, S., [MV] alpha, [MV] factor, [MV] factor
postestimation, [R] lincom, [R] mlogit, H
[R] mprobit, [R] mprobit postestimation,
[R] predictnl, [R] slogit, [SEM] example 37g Haaland, J.-A., [G-1] graph intro
Greenhouse, J. B., [R] epitab Haan, P., [R] asmprobit, [R] mlogit, [R] mprobit
Greenhouse, S. W., [PSS] power repeated, [R] anova, Haario, H., [BAYES] intro, [BAYES] bayesmh
[R] epitab Haas, K., [M-5] moptimize( )
Greenland, S., [BAYES] intro, [IRT] difmh, [R] ci, Haas, R. W., [FN] Random-number functions
[R] epitab, [R] mkspline, [R] ologit, [R] poisson Hadamard, J. S., [FN] Matrix functions
Greenwood, M., [ST] ltable, [ST] sts Hadi, A. S., [R] poisson, [R] regress, [R] regress
Greenwood, P., [MI] intro substantive postestimation, [R] regress postestimation
Gregoire, A., [R] kappa diagnostic plots
Grieve, R., [R] bootstrap, [R] bstat Hadorn, D. C., [R] brier
Griffith, J. L., [R] brier Hadri, K., [XT] xtunitroot
Griffith, R., [R] gmm Haenszel, W., [IRT] difmh, [PSS] power cmh,
Griffiths, W. E., [R] cnsreg, [R] estat ic, [R] ivregress, [R] epitab, [ST] strate, [ST] sts test
[R] ivregress postestimation, [R] logit, Hahn, G. J., [M-5] moptimize( )
[R] probit, [R] regress, [R] regress Hahn, J., [R] ivregress postestimation
postestimation, [R] test, [TS] arch, [TS] prais, Hair, J. F., Jr., [R] rologit
[XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg Hajian-Tilaki, K. O., [R] rocreg
Griliches, Z., [ME] me, [XT] xtgls, [XT] xtnbreg, Hajivassiliou, V. A., [R] asmprobit
[XT] xtpcse, [XT] xtpoisson, [XT] xtrc Hakkio, C. S., [D] egen
Grimm, R. H., [PSS] intro, [PSS] power repeated Hald, A., [R] qreg, [R] regress, [R] signrank,
Grimmett, G., [M-5] halton( ) [R] summarize
Grisetti, R., [R] betareg Haldane, J. B. S., [R] epitab, [R] ranksum
Grissom, R. J., [R] esize, [R] regress postestimation Hall, A. D., [R] frontier
 Author index 159

Hall, A. R., [R] gmm, [R] gmm postestimation, Hansen, B. E., [TS] estat sbsingle
[R] ivpoisson, [R] ivpoisson postestimation, Hansen, H., [MV] mvtest, [MV] mvtest normality
[R] ivregress, [R] ivregress postestimation Hansen, L. P., [R] gmm, [R] ivregress, [R] ivregress
Hall, B. H., [M-5] optimize( ), [ME] me, [R] glm, postestimation, [XT] xtabond, [XT] xtdpd,
[TS] arch, [TS] arima, [XT] xtnbreg, [XT] xtdpdsys
[XT] xtpoisson Hansen, W. B., [ME] me, [ME] meglm, [ME] meologit,
Hall, N. S., [R] anova [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Hall, P., [R] bootstrap, [R] qreg, [R] regress Hao, L., [R] qreg
postestimation time series Harabasz, J., [MV] cluster, [MV] cluster stop
Hall, R. E., [M-5] optimize( ), [R] glm, [TS] arch, Haran, M., [BAYES] bayesstats summary
[TS] arima Harbord, R. M., [ME] melogit, [ME] meoprobit,
Hall, W. J., [MV] biplot, [R] roccomp, [R] rocfit, [ME] meqrlogit, [R] roccomp, [R] roctab
[R] roctab Harden, J. J., [R] zinb, [R] zip
Haller, A. O., [SEM] example 7 Hardin, J. W., [D] statsby, [G-1] graph intro,
Halley, E., [ST] ltable [ME] meglm postestimation, [ME] meqrlogit
Hallock, K., [R] qreg postestimation, [ME] meqrpoisson
Halton, J. H., [M-5] halton( ) postestimation, [R] binreg, [R] biprobit,
Halvorsen, K. T., [R] tabulate twoway [R] estat ic, [R] glm, [R] glm postestimation,
Hamaker, E. L., [TS] mswitch [R] lroc, [R] nbreg, [R] poisson, [R] ranksum,
Hamann, U., [MV] measure option [R] regress postestimation, [R] signrank,
Hambleton, R. K., [IRT] irt, [SEM] example 28g, [R] tnbreg, [R] tpoisson, [R] zinb, [TS] newey,
[SEM] example 29g [TS] prais, [XT] xtgee, [XT] xtpoisson
Hamer, R. M., [MV] mds, [MV] mdslong, Harel, O., [MI] mi estimate
[MV] mdsmat Haritou, A., [R] suest
Hamerle, A., [R] clogit Harkness, J., [R] ivprobit, [R] ivtobit
Hamilton, J. D., [ I ] Glossary, [P] matrix eigenvalues, Harley, J. B., [PSS] power cox
[R] gmm, [TS] time series, [TS] arch, Harman, H. H., [MV] factor, [MV] factor
[TS] arfima, [TS] arima, [TS] corrgram, postestimation, [MV] rotate, [MV] rotatemat
[TS] dfuller, [TS] estat aroots, [TS] fcast Harrell, F. E., Jr., [R] mkspline, [R] ologit, [ST] stcox
compute, [TS] forecast solve, [TS] irf, postestimation
[TS] irf create, [TS] mswitch, [TS] mswitch Harrington, D. P., [ST] stcox, [ST] sts test
postestimation, [TS] pergram, [TS] pperron, Harris, E. K., [MV] discrim, [MV] discrim logistic
[TS] psdensity, [TS] sspace, [TS] sspace Harris, R. D. F., [XT] xtunitroot
postestimation, [TS] tsfilter, [TS] ucm, [TS] var Harris, R. J., [MV] canon postestimation
intro, [TS] var, [TS] var svar, [TS] vargranger, Harris, R. L., [R] qc
[TS] varnorm, [TS] varsoc, [TS] varstable,
Harris, T., [R] nbreg, [R] poisson, [R] qreg,
[TS] varwle, [TS] vec intro, [TS] vec,
[R] ranksum, [R] signrank, [R] zinb
[TS] vecnorm, [TS] vecrank, [TS] vecstable,
[TS] xcorr, [TS] Glossary Harrison, D. A., [D] list, [G-2] graph twoway
histogram, [PSS] intro, [R] histogram,
Hamilton, L. C., [D] xpose, [G-1] graph intro,
[R] tabulate oneway, [R] tabulate twoway
[MV] factor, [MV] screeplot, [R] bootstrap,
[R] diagnostic plots, [R] estat vce, [R] ladder, Harrison, J., [BAYES] intro
[R] lv, [R] mlogit, [R] regress, [R] regress Harrison, J. A., [R] dstdize
postestimation, [R] regress postestimation Harrison, J. M., [ST] stcrreg
diagnostic plots, [R] rreg, [R] simulate, Harrison, L. H., [D] icd10
[R] summarize, [R] ttest Hart, P. E., [MV] cluster, [MV] cluster stop
Hammarling, S., [M-1] LAPACK, [M-5] lapack( ), Hartigan, J. A., [G-2] graph matrix
[P] matrix eigenvalues Hartley, H. O., [MI] intro substantive, [MI] mi impute
Hammersley, J. M., [M-5] halton( ) Hartmann, D. P., [R] icc
Hampel, F. R., [D] egen, [R] rreg, Harvey, A. C., [R] hetprobit, [TS] arch, [TS] arima,
[U] 20.25 References [TS] prais, [TS] psdensity, [TS] sspace,
Hand, D. J., [MV] biplot, [MV] ca, [MV] discrim, [TS] sspace postestimation, [TS] tsfilter,
[MV] mca [TS] tsfilter hp, [TS] tssmooth hwinters,
Handscomb, D. C., [M-5] halton( ) [TS] ucm, [TS] var svar
Hankey, B., [ST] strate Harville, D. A., [ME] meglm, [ME] mixed
Hanley, J. A., [R] roccomp, [R] rocfit, [R] rocreg, Hassell, J. F., [ST] sts
[R] rocreg postestimation, [R] rocregplot, Hassler, U., [TS] irf create
[R] roctab
Hannachi, A., [MV] pca
Hannan, E. J., [TS] sspace
160 Author index

Hastie, T. J., [MV] discrim knn, [R] grmeanby, Henry-Amar, M., [ST] ltable
[R] slogit Hensher, D. A., [R] nlogit
Hastings, W. K., [BAYES] intro, [BAYES] bayesmh Henze, N., [MV] mvtest, [MV] mvtest normality
Hastorf, A. H., [R] epitab Hermite, C., [M-5] issymmetric( )
Hauck, W. W., [R] pkequiv, [XT] xtcloglog, Herr, J. L., [TE] teffects intro advanced, [TE] teffects
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, nnmatch
[XT] xtprobit Herrero, F. J., [ME] mixed
Haughton, J. H., [R] inequality Herrin, J., [U] 18.14 References
Hauser, M. A., [TS] arfima Herriot, J. G., [M-5] spline3( )
Hausman, J. A., [M-5] optimize( ), [ME] me, [R] glm, Hertz, S., [ST] stsplit
[R] hausman, [R] ivregress postestimation, Herzberg, A. M., [MV] discrim lda postestimation,
[R] nlogit, [R] rologit, [R] suest, [SEM] estat [MV] discrim qda, [MV] discrim qda
residuals, [SEM] methods and formulas for postestimation, [MV] manova
sem, [TS] arch, [TS] arima, [XT] xthtaylor, Hess, K. R., [ST] stcox PH-assumption tests, [ST] sts
[XT] xtnbreg, [XT] xtpoisson, [XT] xtreg graph
postestimation
Hesse, L. O., [M-5] moptimize( )
Havnes, T., [R] inequality
Hessenberg, K. A., [M-5] hessenbergd( )
Hawkins, C. M., [PSS] intro, [PSS] power repeated
Heston, A., [XT] xtunitroot
Hayashi, F., [R] gmm, [R] ivpoisson, [R] ivregress,
Heyde, C. C., [U] 1.4 References
[R] ivregress postestimation
Hickam, D. H., [R] brier
Hayes, R. J., [R] permute
Higbee, K. T., [D] clonevar, [D] ds
Hays, R. D., [IRT] irt, [R] lincom, [R] mlogit,
[R] mprobit, [R] mprobit postestimation, Higdon, D., [BAYES] intro
[R] predictnl, [R] slogit Higgins, J. E., [R] anova
Hays, W. L., [R] esize, [R] regress postestimation Higgins, J. P. T., [R] meta
He, X., [ST] stcox PH-assumption tests Higgins, M. L., [TS] arch
Heagerty, P. J., [BAYES] bayesmh, [ME] me, Hilbe, J. M., [FN] Random-number functions,
[ME] meglm, [ME] mixed, [MV] factor, [ME] meglm postestimation, [ME] meqrlogit
[MV] pca, [PSS] intro, [PSS] power twomeans, postestimation, [ME] meqrpoisson
[PSS] power oneway, [PSS] power twoway, postestimation, [MV] discrim lda,
[R] anova, [R] dstdize, [R] oneway [MV] manova, [MV] measure option,
Heckman, J., [R] biprobit, [R] heckman, [R] heckman [R] cloglog, [R] cpoisson, [R] estat ic, [R] glm,
postestimation, [R] heckoprobit, [R] heckprobit, [R] glm postestimation, [R] logistic, [R] logit,
[SEM] example 45g, [TE] etregress, [R] lroc, [R] nbreg, [R] poisson, [R] probit,
[TE] stteffects intro, [TE] teffects intro [R] simulate, [R] tnbreg, [R] tpoisson, [R] zinb,
advanced [XT] xtgee, [XT] xtpoisson
Hedeker, D., [ME] me, [ME] mecloglog, [ME] meglm, Hilbert, D., [M-5] Hilbert( )
[ME] melogit, [ME] menbreg, [ME] meologit, Hildreth, C., [TS] prais
[ME] meoprobit, [ME] mepoisson, Hilferty, M. M., [MV] mvtest normality
[ME] meprobit, [ME] mestreg Hilgard, E. R., [R] epitab
Hédelin, G., [ST] sts Hill, A. B., [R] epitab, [R] poisson
Hedges, L. V., [R] esize, [R] meta Hill, J., [ME] me
Hedley, D., [ST] stcrreg, [ST] stcrreg postestimation Hill, R. C., [R] cnsreg, [R] estat ic, [R] heckman,
Heeringa, S. G., [SVY] survey, [SVY] subpopulation [R] ivregress, [R] ivregress postestimation,
estimation [R] logit, [R] probit, [R] regress, [R] regress
Heidelberger, P., [BAYES] intro postestimation, [R] test, [TS] arch, [TS] prais,
Heinecke, K., [P] matrix mkmat [XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg
Heinonen, O. P., [R] epitab Hill, R. P., [ST] stcrreg, [ST] stcrreg postestimation
Heiss, F., [R] nlogit Hill, W. G., [R] epitab
Heitjan, D. F., [MI] intro substantive, [MI] mi impute Hills, M., [D] egen, [R] cloglog, [R] cumul, [R] epitab,
[ST] stcox, [ST] stptime, [ST] strate, [ST] stset,
Heller, G., [ST] stcox postestimation
[ST] stsplit, [ST] sttocc
Hemming, K., [PSS] intro
Hills, S. E., [BAYES] intro, [BAYES] bayesmh
Hempel, S., [R] epitab
Hinchliffe, S. R., [ST] stcox, [ST] stcrreg
Henderson, B. E., [R] symmetry
Hinkley, D. V., [R] bootstrap
Henderson, C. R., [ME] me, [ME] mixed
Hipel, K. W., [TS] arima, [TS] ucm
Hendrickson, A. E., [ I ] Glossary, [MV] rotate,
Hirano, K., [TE] stteffects intro, [TE] stteffects
[MV] rotatemat, [MV] Glossary
ipw, [TE] stteffects ipwra, [TE] teffects intro
Hendrickx, J., [R] mlogit, [R] xi advanced
Hennevogl, W., [ME] me Hirji, K. F., [R] exlogistic, [R] expoisson
 Author index 161

Hitt, M. P., [TS] time series, [TS] arima, [TS] forecast, Hosmer, D. W., Jr., [PSS] intro, [PSS] power mcc,
[TS] irf, [TS] var, [TS] vec [PSS] power cox, [R] clogit, [R] clogit
Hlouskova, J., [XT] xtunitroot postestimation, [R] estat classification,
Hoaglin, D. C., [R] diagnostic plots, [R] lv, [R] regress [R] estat gof, [R] glm, [R] lincom, [R] logistic,
postestimation, [R] regress postestimation [R] logistic postestimation, [R] logit, [R] logit
diagnostic plots, [R] smooth, [R] stem postestimation, [R] lroc, [R] lrtest, [R] lsens,
Hobert, J. P., [BAYES] intro [R] mlogit, [R] mlogit postestimation,
Hocevar, D., [SEM] example 19 [R] predictnl, [R] stepwise, [SEM] example 33g,
[SEM] example 34g, [ST] stcox, [ST] streg,
Hochberg, Y., [R] oneway
[XT] xtgee
Hocking, R. R., [ME] meglm, [ME] mixed, [MI] intro
Hossain, K. M., [R] epitab
substantive, [R] stepwise
Hoşten, S., [MV] mvtest means
Hodges, J. L., [MV] discrim knn
Hotelling, H., [MV] canon, [MV] hotelling,
Hodrick, R. J., [TS] tsfilter, [TS] tsfilter hp
[MV] manova, [MV] pca, [R] roccomp,
Hoechle, D., [XT] xtgls, [XT] xtpcse, [XT] xtreg, [R] rocfit, [R] roctab
[XT] xtregar
Hougaard, P., [ST] streg
Hoel, P. G., [R] bitest, [R] ttest, [R] ztest
Householder, A. S., [M-5] qrd( ), [MV] mds,
Hoff, P. D., [BAYES] intro, [BAYES] bayes, [MV] mdslong, [MV] mdsmat
[BAYES] bayesmh
Howell, D. C., [PSS] intro, [PSS] power pairedmeans
Hoffmann, J. P., [R] glm
Hsiao, C., [XT] xt, [XT] xtabond, [XT] xtdpd,
Hofman, A. F., [ST] stcrreg [XT] xtdpdsys, [XT] xtivreg
Hogben, L. T., [ST] sts Hsieh, F. Y., [PSS] intro, [PSS] power cox,
Holan, S. H., [TS] arima [PSS] power logrank
Hole, A. R., [R] asmprobit, [R] clogit, [R] mlogit, Hu, M., [ST] stcox, [ST] stset
[R] mprobit Huang, C., [R] sunflower
Holland, A. D., [TE] stteffects intro, [TE] stteffects Huang, D. S., [R] nlsur, [R] sureg
ipw, [TE] stteffects ipwra, [TE] stteffects
Hubálek, Z., [MV] measure option
postestimation, [TE] stteffects ra, [TE] stteffects
wra, [TE] teffects intro advanced, [TE] teffects Hubben, G. A. A., [R] betareg
aipw, [TE] teffects multivalued Huber, C., [R] esize, [R] regress postestimation,
Holland, P. W., [IRT] irt 3pl, [IRT] dif, [IRT] difmh, [SEM] Builder, [SEM] Builder, generalized
[TE] stteffects intro, [TE] teffects intro Huber, P. J., [D] egen, [P] robust, [R] qreg, [R] rreg,
advanced [R] suest, [U] 20.25 References
Holloway, L., [R] brier Hubert, P., [BAYES] intro
Holm, S., [R] test Huberty, C. J., [MV] candisc, [MV] discrim,
Holmes, D. J., [ME] mixed [MV] discrim estat, [MV] discrim lda,
[MV] discrim lda postestimation, [MV] discrim
Holmes, S., [R] bootstrap
qda
Holmgren, J., [R] epitab
Hubrich, K., [TS] vec intro, [TS] vecrank
Holt, C. C., [TS] tssmooth, [TS] tssmooth
Hughes, J. B., [MV] manova
dexponential, [TS] tssmooth exponential,
[TS] tssmooth hwinters, [TS] tssmooth Hunter, D. R., [R] qreg
shwinters Huq, M. I., [R] epitab
Holt, D., [SVY] survey, [SVY] estat Huq, N. M., [BAYES] bayesmh, [ME] me,
Holtz-Eakin, D., [XT] xtabond, [XT] xtdpd, [ME] meglm, [ME] melogit, [ME] meprobit,
[XT] xtdpdsys [ME] meqrlogit
Hong, H., [BAYES] intro Hurd, M., [R] intreg, [R] tobit
Hood, W. C., [R] ivregress Hurley, J. R., [MV] procrustes
Hooker, P. F., [ST] streg Hurst, H. E., [TS] arfima
Hooper, R., [PSS] intro Hussey, J. R., [R] nbreg, [R] poisson
Hopper, G. M., [P] trace Hutto, C., [R] exlogistic
Horncastle, A. P., [R] frontier, [XT] xtfrontier Huynh, H., [PSS] power repeated, [R] anova
Horst, P., [MV] factor postestimation, [MV] rotate,
[MV] rotatemat I
Horton, N. J., [ME] meglm, [ME] mixed, [MI] intro
substantive, [MI] mi estimate, [MI] mi impute, Ibrahim, J. G., [BAYES] intro
[XT] xtgee Ickstadt, K., [BAYES] intro
Horváth, L., [TS] mgarch Iglewicz, B., [R] lv
Horvitz, D. G., [TE] teffects intro advanced Ikebe, Y., [P] matrix symeigen
Hosking, J. R. M., [TS] arfima Ilardi, G., [R] frontier, [XT] xtfrontier
Im, K. S., [XT] xtunitroot
162 Author index

Imai, K., [TE] tebalance, [TE] tebalance overid Jerez, M., [TS] sspace
Imbens, G. W., [TE] stteffects intro, [TE] stteffects Jewell, N. P., [R] epitab
ipw, [TE] stteffects ipwra, [TE] stteffects Jick, H., [R] epitab
postestimation, [TE] stteffects ra, [TE] stteffects Joe, H., [ME] melogit, [ME] meoprobit,
wra, [TE] teffects intro advanced, [TE] teffects [ME] mepoisson, [ME] meqrlogit,
multivalued, [TE] teffects nnmatch, [ME] meqrpoisson, [ME] mestreg, [R] tabulate
[TE] teffects psmatch twoway
Irwin, J. O., [PSS] intro, [PSS] power twoproportions Johansen, S., [TS] irf create, [TS] varlmar, [TS] vec
Isaacs, D., [R] fp intro, [TS] vec, [TS] veclmar, [TS] vecnorm,
Ishiguro, M., [R] BIC note [TS] vecrank, [TS] vecstable
ISSP, [MV] ca, [MV] mca, [MV] mca postestimation Johnson, C. A., [ME] me, [ME] meglm,
Iversen, E., Jr, [BAYES] intro [ME] meologit, [ME] meoprobit, [XT] xtologit,
[XT] xtoprobit
Johnson, D. E., [MV] manova, [R] anova, [R] contrast,
J [R] pwcompare
Jaccard, P., [MV] measure option Johnson, L. A., [TS] tssmooth, [TS] tssmooth
Jackman, R. W., [R] regress postestimation dexponential, [TS] tssmooth exponential,
[TS] tssmooth hwinters, [TS] tssmooth
Jackson, J. E., [MV] pca, [MV] pca postestimation
shwinters
Jacobi, C. G. J., [M-5] deriv( )
Johnson, M. E., [R] sdtest
Jacobs, K. B., [R] symmetry
Johnson, M. M., [R] sdtest
Jacobs, M., [D] duplicates
Johnson, N. L., [FN] Statistical functions,
Jacoby, W. G., [MV] biplot
[R] ksmirnov, [R] nbreg, [R] poisson,
Jaeger, A., [TS] tsfilter, [TS] tsfilter hp [U] 1.4 References
Jaeger, D. A., [R] ivregress postestimation Johnson, R. A., [MV] canon, [MV] discrim,
Jagannathan, R., [TS] arch [MV] discrim estat, [MV] discrim lda,
Jain, A. K., [MV] cluster [MV] discrim lda postestimation, [MV] mvtest,
James, B. R., [R] rocreg, [R] rocreg postestimation [MV] mvtest correlations, [MV] mvtest
James, G. S., [MV] mvtest, [MV] mvtest means covariances, [MV] mvtest means
James, I. M., [M-2] op kronecker, [M-5] deriv( ), Johnson, S., [R] epitab
[M-5] issymmetric( ), [M-5] pinv( ) Johnson, V. E., [BAYES] intro
James, K. L., [R] rocreg, [R] rocreg postestimation Johnson, W., [MI] intro substantive, [SVY] survey
Janes, H., [R] rocfit, [R] rocreg, [R] rocreg Johnston, J., [XT] xtrc
postestimation, [R] rocregplot Johnston, J. E., [R] ranksum
Jang, D. S., [SVY] variance estimation Jolliffe, D., [R] inequality, [R] qreg, [R] regress
Jann, B., [G-2] graph twoway bar, [P] mark, Jolliffe, I. T., [MV] biplot, [MV] pca, [R] brier
[R] estimates store, [R] ksmirnov, Jones, A., [R] heckman, [R] logit, [R] probit
[R] marginsplot, [R] stored results, [R] tabulate Jones, B. D., [TS] mswitch
twoway, [SVY] svy: tabulate twoway
Jones, B. S., [ST] stcox, [ST] streg
Jarque, C. M., [R] sktest, [TS] varnorm, [TS] vecnorm
Jones, D. R., [R] meta
Jarrett, R. G., [BAYES] bayesmh
Jones, G. L., [BAYES] intro, [BAYES] bayesstats
Jeantheau, T., [TS] mgarch summary
Jeanty, P. W., [D] destring, [D] import excel, Jones, M. C., [R] kdensity, [R] lpoly
[D] reshape, [FN] String functions
Jones, P. S., [M-5] Vandermonde( )
Jeffreys, H., [BAYES] intro, [BAYES] bayesmh,
Jordan, C., [M-5] svd( )
[BAYES] bayesstats ic, [R] ci, [R] spearman
Jöreskog, K. G., [MV] factor postestimation,
Jenkins, B., [M-5] hash1( )
[SEM] estat residuals
Jenkins, G. M., [TS] arfima, [TS] arima,
Jorgensen, R. A., [ST] stcrreg
[TS] corrgram, [TS] cumsp, [TS] dfuller,
Jorner, U., [G-1] graph intro
[TS] estat acplot, [TS] pergram, [TS] pperron,
[TS] psdensity, [TS] xcorr Joyeux, R., [TS] arfima
Jenkins, S. P., [D] corr2data, [D] egen, [D] rename, Judge, G. G., [R] estat ic, [R] ivregress, [R] ivregress
[MI] intro substantive, [R] asmprobit, postestimation, [R] logit, [R] probit, [R] regress
[R] betareg, [R] do, [R] inequality, postestimation, [R] test, [TS] arch, [TS] prais,
[ST] discrete, [ST] stcox [XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg
Jennrich, R. I., [ I ] Glossary, [MV] mvtest, Judkins, D. R., [SVY] svy brr, [SVY] svyset,
[MV] mvtest correlations, [MV] rotate, [SVY] variance estimation
[MV] rotatemat, [MV] Glossary Judson, D. H., [R] cpoisson, [R] poisson, [R] tabulate
Jensen, A. R., [MV] rotate twoway, [R] tpoisson
Jensen, D. R., [MV] mvtest, [MV] mvtest means Judson, R. A., [TS] forecast
 Author index 163

Julious, S. A., [PSS] intro Kent, J. T., [MI] mi impute mvn, [MV] discrim,
Jung, B. C., [ME] mixed [MV] discrim lda, [MV] factor, [MV] manova,
Juul, S., [R] dstdize, [R] roccomp, [R] roctab [MV] matrix dissimilarity, [MV] mds,
[MV] mds postestimation, [MV] mdslong,
[MV] mdsmat, [MV] mvtest, [MV] mvtest
means, [MV] mvtest normality, [MV] pca,
K [MV] procrustes, [P] matrix dissimilarity,
[P] robust, [U] 20.25 References
Kachitvichyanukul, V., [FN] Random-number
functions Kenward, M. G., [ I ] Glossary, [ME] mixed,
[ME] Glossary, [MI] intro substantive, [MI] mi
Kackar, R. N., [ME] mixed
impute
Kadane, J. B., [BAYES] intro, [ME] me,
Kerlinger, F. N., [R] esize, [R] regress postestimation
[ME] meqrlogit, [ME] meqrpoisson
Keselman, H. J., [R] esize
Kahn, H. A., [PSS] intro, [R] dstdize, [R] epitab,
[ST] ltable, [ST] stcox Kettenring, J. R., [R] diagnostic plots
Kaiser, H. F., [ I ] Glossary, [MV] factor Keynes, J. M., [R] ameans
postestimation, [MV] pca postestimation, Khan, M. R., [R] epitab
[MV] rotate, [MV] rotatemat, [MV] Glossary Khan, S., [R] hetprobit
Kaiser, J., [R] ksmirnov, [R] permute, [R] signrank Khandker, S. R., [R] inequality
Kalbfleisch, J. D., [ST] ltable, [ST] stcox, [ST] stcox Khanti-Akom, S., [XT] xthtaylor
PH-assumption tests, [ST] stcox postestimation, Khare, M., [MI] intro substantive
[ST] streg, [ST] sts, [ST] sts test, [ST] stset, Khuri, A. I., [ME] mixed
[TE] stteffects intro, [TE] stteffects ra, Kiernan, M., [R] kappa
[XT] xtcloglog, [XT] xtlogit, [XT] xtologit, Kieser, M., [PSS] intro
[XT] xtoprobit, [XT] xtprobit Kilian, L., [TS] forecast solve
Kalman, R. E., [TS] arima Kim, C.-J., [TS] mswitch, [TS] mswitch postestimation
Kalmijn, M., [R] tetrachoric Kim, H.-J., [TS] estat sbsingle
Kamphuis, J. H., [TS] mswitch Kim, I.-M., [TS] vec intro, [TS] vec, [TS] vecrank
Kang, J. D. Y., [TE] teffects intro advanced Kim, J. J., [R] esize, [R] regress postestimation
Kantor, D., [D] cf, [FN] Programming functions Kim, J. O., [MV] factor
Kaplan, E. L., [ST] stcrreg, [ST] stcrreg Kim, S., [BAYES] intro, [IRT] irt
postestimation, [ST] sts Kimber, A. C., [ST] streg
Karim, M. R., [ME] meglm Kimbrough, J. W., [MV] discrim knn
Karlin, S., [TS] mswitch Kinderman, A. J., [FN] Random-number functions
Kass, R. E., [BAYES] intro, [BAYES] bayes, King, A. A., [M-2] intro
[BAYES] bayesstats ic King, J., [IRT] irt
Katz, J. N., [XT] xtgls, [XT] xtpcse King, M., [R] mlexp
Kaufman, J., [D] ds King, M. L., [TS] prais
Kaufman, L., King, R. G., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter
[MV] cluster, [MV] clustermat, [MV] matrix cf, [TS] tsfilter hp, [TS] vecrank
dissimilarity, [MV] measure option, [P] matrix
Kirk, R. E., [R] esize, [R] regress postestimation
dissimilarity
Kirkwood, B. R., [R] dstdize, [R] summarize
Kaufman, R. L., [U] 20.25 References
Kish, L., [P] robust, [R] loneway, [SVY] survey,
Keane, M. P., [R] asmprobit
[SVY] estat, [SVY] variance estimation,
Keeler, E. B., [R] brier [U] 20.25 References
Keiding, N., [ST] stcrreg, [ST] stsplit Kitagawa, G., [R] BIC note
Kelley, K., [R] esize, [R] regress postestimation Kiviet, J. F., [XT] xtabond
Kelly, S., [IRT] irt Klar, J., [R] estat gof
Kemp, A. W., [FN] Random-number functions, Klecka, W. R., [MV] discrim, [MV] discrim lda
[R] nbreg, [R] poisson
Kleiber, C., [R] inequality
Kemp, C. D., [FN] Random-number functions
Klein, J. P., [PSS] intro, [PSS] power cox, [ST] stci,
Kempthorne, P. J., [R] regress postestimation [ST] stcox, [ST] stcox postestimation,
Kendall, D. G., [MV] mds [ST] stcrreg, [ST] streg, [ST] sts, [ST] sts
Kendall, M. G., [MV] measure option, [R] centile, graph, [ST] sts test
[R] spearman, [R] tabulate twoway Klein, L. R., [R] reg3, [R] reg3 postestimation,
Kennedy, W. J., Jr., [P] robust, [R] anova, [R] nl, [R] regress postestimation time series,
[R] regress, [R] stepwise, [SVY] svy: tabulate [TS] forecast, [TS] forecast adjust, [TS] forecast
twoway describe, [TS] forecast estimates, [TS] forecast
Kenny, D. A., [SEM] intro 4, [SEM] example 42g list, [TS] forecast solve
164 Author index

Klein, M., [R] binreg, [R] clogit, [R] logistic, Krauss, N., [SVY] estat, [SVY] subpopulation
[R] lrtest, [R] mlogit, [R] ologit, [XT] xtgee estimation, [SVY] svy bootstrap, [SVY] svy
Kleinbaum, D. G., [R] binreg, [R] clogit, [R] epitab, estimation
[R] logistic, [R] lrtest, [R] mlogit, [R] ologit, Kreidberg, M. B., [R] epitab
[XT] xtgee Kreuter, F., [R] estat classification, [R] kdensity,
Kleiner, B., [G-2] graph box, [G-2] graph matrix, [R] regress, [R] regress postestimation,
[G-3] by option, [R] diagnostic plots, [R] regress postestimation diagnostic plots,
[R] lowess, [U] 1.4 References [SVY] survey
Kleinman, K. P., [MI] intro substantive Krishnaiah, P. R., [MV] mvtest
Klema, V. C., [P] matrix symeigen Krishnamoorthy, K., [MV] mvtest, [MV] mvtest
Klevens, R. M., [D] icd10 means, [PSS] intro, [PSS] power oneproportion
Kline, R. B., [R] esize, [R] regress postestimation, Kroeber, A. L., [MV] measure option
[SEM] intro 4, [SEM] example 3, Krolzig, H.-M., [TS] mswitch
[SEM] example 4, [SEM] example 5 Kronecker, L., [M-2] op kronecker
Kmenta, J., [R] eivreg, [R] ivregress, [R] regress, Kroner, K. F., [TS] arch
[TS] arch, [TS] prais, [TS] rolling, [XT] xtpcse Krull, J. L., [SEM] example 42g
Knook, D. L., [MI] intro substantive, [MI] mi impute, Krus, D. J., [MV] canon postestimation
[MI] mi impute chained, [MI] mi impute Krushelnytskyy, B., [R] inequality, [R] qreg
monotone Kruskal, J. B., [ I ] Glossary, [MV] mds, [MV] mds
Knuth, D. E., [FN] Random-number functions postestimation, [MV] mdslong, [MV] mdsmat,
Koch, G. G., [R] anova, [R] kappa, [R] vwls, [MV] Glossary
[SVY] svy: tabulate twoway Kruskal, W. H., [R] kwallis, [R] ranksum,
Koehler, A. B., [TS] tssmooth, [TS] tssmooth [R] spearman, [R] tabulate twoway
dexponential, [TS] tssmooth exponential, Kshirsagar, A. M., [MV] discrim lda, [MV] pca
[TS] tssmooth hwinters, [TS] tssmooth Kublanovskaya, V. N., [M-5] qrd( )
shwinters
Kuehl, R. O., [BAYES] bayes, [ME] me, [R] icc,
Koehler, K. J., [R] diagnostic plots [R] oneway
Koenker, R., [R] qreg, [R] regress postestimation Kuh, E., [R] regress postestimation, [R] regress
Kohler, U., [D] egen, [D] input, [G-2] graph twoway postestimation, [R] regress postestimation
rbar, [MV] biplot, [R] estat classification, diagnostic plots, [U] 18.14 References
[R] kdensity, [R] regress, [R] regress Kulczyński, S., [MV] measure option
postestimation, [R] regress postestimation
Kumbhakar, S. C., [R] frontier, [R] frontier
diagnostic plots
postestimation, [XT] xtfrontier
Kohn, R. J., [BAYES] intro, [BAYES] bayesmh,
Kung, D. S., [R] qreg
[TS] arima
Künsch, H. R., [U] 20.25 References
Kokoszka, P., [TS] irf create
Kunz, C. U., [PSS] intro
Kolenikov, S., [MV] factor, [SVY] svy bootstrap,
[SVY] variance estimation Kupper, L. L., [R] epitab
Kolev, G. I., [P] scalar, [U] 11.7 References Kutner, M. H., [PSS] power oneway, [R] pkcross,
[R] pkequiv, [R] pkshape, [R] regress
Kolmogorov, A. N., [R] ksmirnov
postestimation
Koopman, S. J., [R] regress postestimation time series,
Kwiatkowski, D., [XT] xtunitroot
[TS] ucm
Koopmans, T. C., [R] ivregress
Korin, B. P., [MV] mvtest L
Korn, E. L., [ME] mixed, [PSS] power trend,
[R] margins, [R] ml, [R] test, [SVY] survey, Lachenbruch, P. A., [MV] discrim, [MV] discrim estat,
[SVY] direct standardization, [SVY] estat, [MV] discrim lda, [R] diagnostic plots
[SVY] svy, [SVY] svy estimation, [SVY] svy Lachin, J. M., [PSS] intro, [PSS] power, [PSS] power
postestimation, [SVY] svy: tabulate twoway, pairedproportions, [PSS] power onecorrelation,
[SVY] variance estimation [PSS] power cmh, [PSS] power trend,
Kotz, S., [FN] Statistical functions, [R] inequality, [PSS] power cox, [PSS] power exponential
[R] ksmirnov, [R] nbreg, [R] nlogit, Lacy, M. G., [R] permute
[R] poisson, [U] 1.4 References Lafontaine, F., [R] boxcox
Krakauer, H., [ST] ltable Lahiri, K., [R] tobit, [XT] xtgls
Krall, J. M., [PSS] power cox Lai, K. S., [TS] dfgls
Kramer, C. Y., [MV] mvtest, [MV] mvtest means, Lai, S., [R] exlogistic
[R] pwcompare
 Author index 165

Laird, N. M., [ME] me, [ME] meglm, [ME] melogit, Lee, L. F., [XT] xtreg
[ME] meoprobit, [ME] mepoisson, Lee, P., [ST] streg
[ME] meqrlogit, [ME] meqrpoisson, Lee, S., [D] drawnorm, [FN] Random-number
[ME] mestreg, [ME] mixed, [MI] intro functions
substantive, [MI] mi impute mvn, [R] expoisson Lee, T.-C., [R] estat ic, [R] ivregress, [R] ivregress
Lakatos, E., [PSS] power exponential, [PSS] power postestimation, [R] logit, [R] probit, [R] regress
logrank postestimation, [R] test, [TS] arch, [TS] prais,
Lal, R., [FN] Random-number functions [XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg
Lambert, D., [R] zip Lee, W. C., [R] roctab
Lambert, P. C., [PSS] intro, [R] poisson, [ST] stcox, Leese, M., [MV] cluster, [MV] cluster stop
[ST] stcrreg, [ST] stptime, [ST] streg Legendre, A.-M., [R] regress
LaMotte, L. R., [ME] me, [ME] meglm, [ME] mixed Lehmann, E. L., [R] oneway
Lan, K. K. G., [PSS] power exponential, [PSS] power Lei-Gomez, Q., [TE] teffects intro advanced
logrank Leisenring, W., [ST] stcrreg
Lance, G. N., [MV] cluster Lemeshow, S. A., [PSS] intro, [PSS] power mcc,
Landau, S., [MV] cluster, [MV] cluster stop [PSS] power cox, [R] clogit, [R] clogit
Landesman Ramey, S., [PSS] power repeated postestimation, [R] estat classification,
Landis, J. R., [R] kappa [R] estat gof, [R] glm, [R] lincom, [R] logistic,
Lane, M. A., [SVY] survey, [SVY] svy estimation [R] logistic postestimation, [R] logit, [R] logit
Lane, P. W., [R] margins, [TE] teffects intro advanced postestimation, [R] lroc, [R] lrtest, [R] lsens,
Lane-Claypon, J. E., [R] epitab [R] mlogit, [R] predictnl, [R] stepwise,
Lange, K., [R] qreg [SEM] example 33g, [SEM] example 34g,
[ST] stcox, [ST] streg, [SVY] survey,
Lange, S. M., [ST] stcrreg
[SVY] estat, [SVY] poststratification,
Langford, I. H., [ME] menbreg, [ME] mepoisson, [XT] xtgee
[ME] meqrpoisson, [SEM] example 39g
Lenth, R. V., [PSS] intro
Langholz, B., [ST] sttocc
Leonard, M., [XT] xtgee
Laplace, P.-S., [R] regress
Lepkowski, J. M., [MI] intro substantive, [MI] mi
LaRosa, J., [PSS] intro, [PSS] power repeated impute, [MI] mi impute chained, [MI] mi
Larrimore, J., [MI] intro substantive impute logit, [MI] mi impute mlogit, [MI] mi
Larsen, W. A., [R] regress postestimation diagnostic impute monotone, [MI] mi impute ologit,
plots [MI] mi impute poisson, [MI] mi impute
Lash, T. L., [R] ci, [R] epitab, [R] poisson truncreg
Latouche, A., [ST] stcrreg Leroy, A. M., [R] qreg, [R] regress postestimation,
Laurent, S., [TS] mgarch [R] rreg
Lauritsen, J. M., [D] labelbook, [D] list Lesaffre, E., [ME] me, [ME] meqrlogit postestimation,
Lauritzen, S. L., [R] summarize [MV] discrim logistic
LaVange, L. M., [PSS] power repeated LeSage, G., [ST] stcrreg
Lavori, P. W., [PSS] power cox Leser, C. E. V., [TS] tsfilter, [TS] tsfilter hp
Lawless, J. F., [PSS] intro, [ST] ltable Leuven, E., [TE] teffects intro advanced
Lawley, D. N., [MV] canon, [MV] factor, [MV] factor Levendis, J., [D] import
postestimation, [MV] manova, [MV] mvtest, Levene, H., [R] sdtest
[MV] mvtest correlations, [MV] pca Levin, A., [XT] xtunitroot
Lawlor, D. A., [ME] meqrlogit, [ME] meqrpoisson, Levin, B., [PSS] intro, [PSS] power oneproportion,
[ME] mixed [PSS] power twoproportions, [R] dstdize,
Layard, R., [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys, [R] epitab, [R] kappa
[XT] xtivreg Levin, W., [ST] stcrreg, [ST] stcrreg postestimation
Ledermann, W., [M-5] schurd( ) Levinsohn, J. A., [R] frontier
Ledolter, J., [TS] tssmooth, [TS] tssmooth Levy, D. E., [R] sunflower
dexponential, [TS] tssmooth exponential, Levy, M., [MI] intro substantive, [MI] mi impute
[TS] tssmooth hwinters, [TS] tssmooth Levy, P. S., [SVY] survey, [SVY] poststratification
shwinters Lewis, D., [MI] mi estimate
Lee, E. S., [R] dstdize Lewis, H. G., [R] heckman, [SEM] example 45g
Lee, E. T., [R] roccomp, [R] rocfit, [R] roctab, Lewis, I. G., [R] binreg
[ST] streg
Lewis, J. D., [R] fp
Lee, J. C., [MV] mvtest
Lewis, S. M., [BAYES] intro, [BAYES] bayesstats ic
Lee, J. W., [ME] me
Lexis, W. H., [ST] stsplit
Lee, K. J., [MI] intro substantive, [MI] mi impute
Leyland, A. H., [ME] mepoisson, [ME] meqrlogit,
Lee, K. L., [ST] stcox postestimation [ME] meqrpoisson, [ME] mestreg
166 Author index

Li, C., [MI] intro substantive, [SEM] intro 4 Liu, C. Y., [PSS] intro, [PSS] power oneproportion,
Li, F., [MI] intro substantive [PSS] power twoproportions
Li, G., [R] rreg Liu, J.-P., [PSS] intro, [R] pk, [R] pkcross,
Li, K.-H., [MI] intro substantive, [MI] mi estimate, [R] pkequiv, [R] pkexamine, [R] pkshape
[MI] mi impute mvn, [MI] mi test Liu, Q., [ME] me, [ME] meqrlogit, [ME] meqrpoisson
Li, N., [MI] intro substantive Liu, T.-P., [SVY] svy bootstrap, [SVY] variance
Li, Q., [XT] xtivreg, [XT] xtreg postestimation, estimation
[XT] xtregar Liu, X., [R] ologit
Li, W., [PSS] power oneway, [R] pkcross, Ljung, G. M., [TS] wntestq
[R] pkequiv, [R] pkshape Lo, S.-H., [ST] sts
Liang, K.-Y., [BAYES] bayesmh, [ME] me, Lo Magno, G. L., [M-5] docx*( )
[ME] meglm, [ME] melogit, [ME] meoprobit, Locke, C. S., [R] pkequiv
[ME] mepoisson, [ME] meqrlogit, Lockwood, J. R., [R] areg, [XT] xtreg
[ME] meqrpoisson, [ME] mestreg, [ME] mixed, Loftsgaarden, D. O., [MV] discrim knn
[XT] xtcloglog, [XT] xtgee, [XT] xtlogit, Lokshin, M., [R] biprobit, [R] heckman,
[XT] xtnbreg, [XT] xtologit, [XT] xtoprobit, [R] heckoprobit, [R] heckprobit, [R] oprobit
[XT] xtpoisson, [XT] xtprobit
Long, J. S., [D] codebook, [D] label, [D] notes,
Libois, F., [R] fp, [XT] xtreg [R] asroprobit, [R] clogit, [R] cloglog,
Lichman, M., [BAYES] bayesmh [R] fracreg, [R] intreg, [R] logistic, [R] logit,
Lieberman, O., [TS] mgarch [R] mlogit, [R] mprobit, [R] nbreg, [R] ologit,
Ligges, U., [BAYES] bayesmh [R] oprobit, [R] poisson, [R] probit,
Likert, R. A., [MV] alpha [R] regress, [R] regress postestimation,
Lilien, D. M., [TS] arch [R] testnl, [R] tnbreg, [R] tobit, [R] tpoisson,
Lilienfeld, D. E., [R] epitab [R] zinb, [R] zip, [U] 12.10 References,
Lim, G. C., [R] cnsreg, [R] regress, [R] regress [U] 16.5 References, [U] 20.25 References
postestimation, [TS] arch Longest, K. C., [R] tabulate twoway,
Lin, C.-F., [XT] xtunitroot [U] 12.10 References
Lin, D. Y., [P] robust, [ST] stcox, [ST] stcrreg, Longley, J. D., [R] kappa
[SVY] svy estimation, [TE] stteffects ipwra, Longton, G. M., [R] rocfit, [R] rocreg, [R] rocreg
[U] 20.25 References postestimation, [R] rocregplot
Lin, X., [ME] me, [ME] meglm, [ME] melogit, Loomis, J. B., [R] cpoisson
[ME] meoprobit, [ME] mepoisson, Lopes, H. F., [BAYES] intro
[ME] meqrlogit, [ME] meqrpoisson, López-Feldman, A., [R] inequality
[ME] mestreg López-Maside, A., [TS] mswitch
Lincoff, G. H., [MV] discrim knn López-Quilez, A., [TS] mswitch
Linde-Zwirble, W., [FN] Random-number functions López-Vizcaı́no, M. E., [R] epitab
Lindelow, M., [SVY] svy estimation, [SVY] svyset Lora, D., [R] rocreg, [R] rocregplot
Linden, A., [TS] newey, [TS] prais Lord, F. M., [IRT] irt, [IRT] irt 2pl
Lindley, D. V., [R] ci Lorenz, M. O., [R] inequality
Lindor, K. D., [ST] stcrreg Louis, T. A., [BAYES] intro, [R] tabulate twoway
Lindsey, C., [R] boxcox, [R] lowess, [R] nestreg, Loutit, I., [R] qc
[R] regress postestimation, [R] regress Lovelace, L., [M-2] intro
postestimation diagnostic plots, [R] stepwise Lovell, C. A. K., [R] frontier, [R] frontier
Lindstrom, M. J., [XT] xtcloglog, [XT] xtgee, postestimation, [XT] xtfrontier
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, Lovie, A. D., [R] spearman
[XT] xtoprobit, [XT] xtprobit, [XT] xttobit Lovie, P., [R] spearman
Ling, S., [TS] mgarch Lu, H.-M., [TS] mswitch
Lingoes, J. C., [MV] mds, [MV] mdslong, Lu, J. Y., [TS] prais
[MV] mdsmat
Lucas, H. L., [R] pkcross
Linhart, J. M., [D] ds, [D] format, [M-5] mindouble( ),
Luce, R. D., [R] rologit
[R] lpoly, [ST] sts, [U] 13.13 References
Luckman, B., [MV] screeplot
Lipset, S. M., [R] histogram
Ludwig, J., [ST] stcrreg
Lipsitz, S. R., [MI] intro substantive
Lukácsy, K., [FN] Random-number functions
Littell, R. C., [ME] me
Lumley, T. S., [MV] factor, [MV] pca, [PSS] intro,
Little, R. J. A., [MI] intro substantive, [MI] mi impute
[PSS] power twomeans, [PSS] power oneway,
mvn, [MI] mi impute pmm
[PSS] power twoway, [R] anova, [R] dstdize,
[R] oneway
Lund, R., [TS] arima
 Author index 167

Luniak, M. M., [MV] biplot Mallick, B. K., [BAYES] intro

Lunn, M., [ST] stcrreg Mallows, C. L., [R] regress postestimation diagnostic
Lunt, M., [R] ologit, [R] slogit, [TE] teffects plots
multivalued Manca, A., [R] betareg
Lurie, M. B., [MV] manova Manchul, L., [ST] stcrreg, [ST] stcrreg postestimation
Lütkepohl, H., [M-5] Dmatrix( ), [M-5] Kmatrix( ), Mandelbrot, B. B., [TS] arch
[M-5] Lmatrix( ), [R] estat ic, [R] ivregress, Mander, A. P., [R] anova, [R] symmetry, [ST] stsplit
[R] ivregress postestimation, [R] logit, Mangel, M., [TS] varwle
[R] probit, [R] regress postestimation, [R] test, Manjón, M., [R] nbreg postestimation, [R] poisson
[TS] time series, [TS] arch, [TS] dfactor, postestimation, [R] zinb postestimation, [R] zip
[TS] fcast compute, [TS] irf, [TS] irf create, postestimation
[TS] mgarch dvech, [TS] prais, [TS] sspace, Manly, B. F. J., [MV] discrim qda postestimation
[TS] sspace postestimation, [TS] var intro,
Mann, H. B., [R] kwallis, [R] ranksum
[TS] var, [TS] var svar, [TS] varbasic,
[TS] vargranger, [TS] varnorm, [TS] varsoc, Manning, W. G., [R] churdle, [R] heckman, [R] tobit
[TS] varstable, [TS] varwle, [TS] vec intro, Manski, C. F., [R] gmm
[TS] vecnorm, [TS] vecrank, [TS] vecstable, Mansuy, R., [ST] stcox postestimation
[XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg Mantel, H., [SVY] svy bootstrap, [SVY] variance
Lynfield, R., [D] icd10 estimation
Mantel, N., [IRT] difmh, [PSS] power cmh, [R] epitab,
[R] stepwise, [ST] strate, [ST] sts test
M Maravall, A., [TS] tsfilter hp
Ma, G., [R] roccomp, [R] rocfit, [R] roctab Marcellino, M., [XT] xtunitroot
Maas, B., [BAYES] bayesmh Marchenko, Y. V., [ME] me, [ME] meglm,
Macdonald-Wallis, C. M., [ME] meqrlogit, [ME] melogit, [ME] meoprobit,
[ME] meqrpoisson, [ME] mixed [ME] mepoisson, [ME] meqrlogit,
Machin, D., [PSS] intro, [PSS] power, [PSS] power [ME] meqrpoisson, [ME] mestreg, [ME] mixed,
cox, [PSS] power logrank, [R] ci, [R] kappa, [MI] intro substantive, [MI] mi estimate,
[R] tabulate twoway [MI] mi impute, [PSS] power exponential,
Mack, T. M., [R] symmetry [PSS] power logrank, [R] anova, [R] loneway,
[R] oneway, [R] sktest, [ST] survival analysis,
MacKinnon, D. P., [SEM] example 42g
[ST] stcox, [ST] stcrreg, [ST] stcrreg
MacKinnon, J. G., [ I ] Glossary, [P] robust,
postestimation, [ST] stdescribe, [ST] streg,
[R] boxcox, [R] cnsreg, [R] gmm, [R] intreg,
[ST] stset, [ST] stsplit, [ST] stvary,
[R] ivregress, [R] ivregress postestimation,
[TE] stteffects intro, [XT] xtstreg
[R] mlogit, [R] nl, [R] nlsur, [R] reg3,
Marden, J. I., [R] rologit
[R] regress, [R] regress postestimation time
series, [R] truncreg, [TS] arch, [TS] arima, Mardia, K. V., [MI] mi impute mvn, [MV] discrim,
[TS] dfuller, [TS] pperron, [TS] prais, [MV] discrim lda, [MV] factor, [MV] manova,
[TS] sspace, [TS] varlmar, [TS] Glossary, [MV] matrix dissimilarity, [MV] mds,
[U] 20.25 References, [XT] xtgls, [XT] xtpcse [MV] mds postestimation, [MV] mdslong,
[MV] mdsmat, [MV] mvtest, [MV] mvtest
MacLaren, M. D., [FN] Random-number functions
means, [MV] mvtest normality, [MV] pca,
MacMahon, B., [R] epitab
[MV] procrustes, [P] matrix dissimilarity
MacRae, K. D., [R] binreg
Maris, G., [IRT] irt 3pl
MaCurdy, T. E., [XT] xthtaylor
Mark, D. B., [ST] stcox postestimation
Madans, J. H., [SVY] survey, [SVY] svy estimation
Markel, H., [R] epitab
Madansky, A., [R] runtest
Markov, A., [BAYES] intro
Maddala, G. S., [R] nlogit, [R] tobit, [TE] etregress,
Markowski, C. A., [R] sdtest
[TS] vec intro, [TS] vec, [TS] vecrank,
Markowski, E. P., [R] sdtest
[XT] xtgls, [XT] xtunitroot
Marks, H. M., [ST] sts
Madigan, D., [ST] sts
Marquardt, D. W., [M-5] moptimize( ),
Magnus, J. R., [TS] var svar
[M-5] optimize( )
Magnusson, L. M., [R] gmm, [R] ivprobit,
Marr, J. W., [ST] stsplit
[R] ivregress, [R] ivtobit
Marsaglia, G., [FN] Random-number functions
Maguire, B. A., [BAYES] bayesmh
Marschak, J., [R] ivregress
Mahalanobis, P. C., [ I ] Glossary, [MV] discrim lda,
[MV] hotelling, [MV] Glossary Marsh, H. W., [SEM] example 19
Mair, C. S., [ME] menbreg, [ME] mepoisson, Marsh, J., [PSS] intro
[ME] meqrpoisson, [SEM] example 39g Martin, M. E., [SVY] svy: tabulate oneway
Makles, A., [MV] cluster kmeans and kmedians Martin, W., [R] epitab, [R] regress
Malitz, F., [IRT] irt Martı́nez, M. A., [R] logistic
168 Author index

Martı́nez, O., [R] nbreg postestimation, [R] poisson McCullagh, P., [ME] meglm postestimation,
postestimation, [R] zinb postestimation, [R] zip [ME] meqrlogit postestimation,
postestimation [ME] meqrpoisson postestimation, [R] binreg,
Martinez-Beneito, M. A., [TS] mswitch [R] binreg postestimation, [R] glm, [R] glm
Marubini, E., [PSS] intro, [PSS] power logrank, postestimation, [R] ologit, [R] rologit,
[ST] stcrreg, [ST] sts test [XT] vce options, [XT] xtgee, [XT] xtpoisson
Mascher, K., [R] rocreg, [R] rocreg postestimation, McCulloch, C. E., [ME] me, [ME] mecloglog,
[R] rocregplot [ME] meglm, [ME] melogit, [ME] menbreg,
Massey, F. J., Jr., [PSS] intro, [PSS] power twomeans, [ME] meologit, [ME] meoprobit,
[PSS] power pairedmeans, [PSS] power [ME] mepoisson, [ME] meprobit,
onevariance, [PSS] power twovariances, [ME] meqrlogit, [ME] meqrpoisson,
[R] ttest, [R] ztest [ME] mestreg, [ME] mixed, [R] logistic,
Massey, J. T., [R] boxcox, [ST] stcox, [TE] stteffects intro, [TE] stteffects
[R] marginsplot, [SVY] survey, [SVY] estat, ipw, [TE] stteffects ipwra, [TE] stteffects
[SVY] subpopulation estimation, postestimation, [TE] stteffects ra, [TE] stteffects
[SVY] svy, [SVY] svy brr, [SVY] svy wra, [TE] teffects intro advanced
estimation, [SVY] svy jackknife, [SVY] svy McCullough, B. D., [TS] corrgram
postestimation, [SVY] svy: tabulate oneway, McDonald, A., [ME] menbreg, [ME] mepoisson,
[SVY] svy: tabulate twoway, [SVY] svydescribe [ME] meqrpoisson, [SEM] example 39g
Master, I. M., [R] exlogistic McDonald, J. A., [R] sunflower
Masters, G. N., [IRT] irt pcm McDonald, J. F., [R] tobit, [R] tobit postestimation
Mastrucci, M. T., [R] exlogistic McDonald, R. P., [IRT] irt
Mathew, T., [ME] mixed McDougal, L. K., [D] icd10
Mathews, P., [PSS] power twovariances McDowell, A., [R] boxcox, [R] marginsplot,
Matsumoto, M., [FN] Random-number functions, [SVY] survey, [SVY] estat,
[R] set seed [SVY] subpopulation estimation,
Matthews, J. N. S., [PSS] intro, [PSS] power [SVY] svy, [SVY] svy brr, [SVY] svy
twomeans, [PSS] power pairedmeans, estimation, [SVY] svy jackknife, [SVY] svy
[PSS] power cmh, [R] ameans, [R] expoisson, postestimation, [SVY] svy: tabulate oneway,
[R] sdtest [SVY] svy: tabulate twoway, [SVY] svydescribe
Mátyás, L., [R] gmm McDowell, A. W., [R] sureg, [TS] arima
Maurer, K., [R] boxcox, [R] marginsplot, McFadden, D. L., [R] asclogit, [R] asmprobit,
[SVY] survey, [SVY] estat, [R] clogit, [R] hausman, [R] maximize,
[SVY] subpopulation estimation, [R] nlogit, [R] suest, [TE] etregress,
[SVY] svy, [SVY] svy brr, [SVY] svy [TE] stteffects ipwra, [TE] teffects aipw
estimation, [SVY] svy jackknife, [SVY] svy McGilchrist, C. A., [ST] stcox, [ST] streg
postestimation, [SVY] svy: tabulate oneway, McGill, R., [R] sunflower
[SVY] svy: tabulate twoway, [SVY] svydescribe McGinnis, R. E., [R] symmetry
Maxwell, A. E., [MV] factor, [MV] factor McGraw, K. O., [R] icc
postestimation, [R] symmetry McGuire, T. J., [R] dstdize
May, S., [MV] canon, [MV] discrim, [MV] factor, McKelvey, R. D., [R] ologit
[MV] pca, [PSS] intro, [PSS] power cox, McKenney, A., [M-1] LAPACK, [M-5] lapack( ),
[R] stepwise, [ST] stcox, [ST] streg [P] matrix eigenvalues
Mayer, K. U., [ME] mestreg McLachlan, G. J., [ME] me, [ME] melogit,
Mazliak, L., [ST] stcox postestimation [ME] meoprobit, [ME] mepoisson,
Mazýa, V. G., [FN] Matrix functions [ME] meqrlogit, [ME] meqrpoisson,
McAleer, M., [TS] mgarch, [U] 20.25 References [ME] mestreg, [MV] discrim, [MV] discrim
McBride, J. B., [ME] mixed estat, [MV] discrim knn, [MV] discrim lda
McCabe, S. E., [SVY] estat McLain, A. C., [R] nbreg, [R] poisson
McCaffrey, D. F., [R] areg, [XT] xtreg McLeod, A. I., [TS] arima, [TS] ucm
McCarthy, P. J., [SVY] survey, [SVY] svy bootstrap, McNeil, B. J., [R] roccomp, [R] rocfit, [R] rocreg,
[SVY] svy brr, [SVY] variance estimation [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 Mead, R., [M-5] optimize( )
overlap Mealli, F., [MI] intro substantive
Meeusen, W., [R] frontier, [XT] xtfrontier
 Author index 169

Mehta, C. R., [R] exlogistic, [R] exlogistic Mitchell, M. N., [D] data management, [D] by,
postestimation, [R] expoisson, [R] tabulate [D] egen, [D] reshape, [G-1] graph
twoway intro, [ME] mixed postestimation,
Mehta, P. D., [SEM] example 30g [R] anova, [R] anova postestimation,
Meier, P., [ST] stcrreg, [ST] stcrreg postestimation, [R] contrast, [R] logistic, [R] logistic
[ST] sts postestimation, [R] logit, [R] margins,
Meijering, E., [D] ipolate [R] marginsplot, [R] pwcompare, [R] regress,
Meiselman, D., [TS] arima [U] 11.7 References, [U] 12.10 References,
[U] 13.13 References, [U] 20.25 References,
Melly, B., [R] qreg, [TE] teffects multivalued
[U] 22.1 References
Mendenhall, W., III, [SVY] survey
Mitchell, W. C., [TS] tsfilter, [TS] tsfilter bk,
Meng, X.-L., [BAYES] intro, [MI] intro substantive, [TS] tsfilter bw, [TS] tsfilter cf, [TS] tsfilter hp,
[MI] mi estimate, [MI] mi impute, [MI] mi test [TS] ucm
Mensing, R. W., [R] anova postestimation Miura, H., [U] 14.11 Reference
Mergoupis, T., [TE] etregress, [TE] teffects intro Modica, S., [MI] intro substantive
advanced
Moeschberger, M. L., [PSS] intro, [PSS] power cox,
Merryman, S., [XT] xtunitroot [ST] stci, [ST] stcox, [ST] stcox postestimation,
Metropolis, N., [BAYES] intro, [BAYES] bayesmh [ST] stcrreg, [ST] streg, [ST] sts, [ST] sts
Metz, C. E., [R] lroc graph, [ST] sts test
Meulders, M., [MI] intro substantive, [MI] mi impute Moffatt, P. G., [R] churdle
Meyer, B. D., [ST] discrete Moffitt, R. A., [R] tobit, [R] tobit postestimation
Miao, W., [R] sdtest Mogstad, M., [R] inequality
Micali, N., [MI] mi estimate, [MI] mi impute, Molenaar, I. W., [IRT] irt, [SEM] example 28g
[XT] xtgee Molenberghs, G., [ME] me, [ME] mecloglog,
Michael, J. R., [FN] Random-number functions [ME] meglm, [ME] melogit, [ME] menbreg,
Michel-Pajus, A., [M-5] cholesky( ) [ME] meologit, [ME] meoprobit,
Michels, K. M., [ME] mixed, [PSS] intro, [PSS] power [ME] mepoisson, [ME] meprobit, [ME] mestreg,
repeated, [R] anova, [R] contrast, [R] loneway, [ME] mixed, [XT] xtreg postestimation
[R] oneway, [R] pwcompare Moler, C. B., [P] matrix symeigen
Michener, C. D., [MV] measure option Monahan, J. F., [FN] Random-number functions
Mickey, M. R., [MV] discrim estat Monfort, A., [R] hausman, [R] suest, [R] test,
Midthune, D., [SVY] estat, [SVY] svy estimation [TS] arima, [TS] mgarch ccc, [TS] mgarch dcc,
Mielke, P. W., Jr., [R] brier, [R] ranksum [TS] mgarch vcc
Miettinen, O. S., [R] epitab Monshouwer, K., [MV] mvtest
Mihaly, K., [R] areg, [XT] xtreg Monson, R. R., [R] epitab
Milan, L., [MV] ca, [MV] factor, [MV] mca, Montes-Rojas, G., [XT] xtreg, [XT] xtreg
[MV] pca postestimation
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., Jr., [FN] Statistical functions, shwinters
[R] ci, [R] diagnostic plots, [R] oneway, Montoya, D., [R] rocreg, [R] rocreg postestimation,
[R] pwcompare [R] rocregplot
Milliff, R. F., [BAYES] intro Mood, A. M., [R] centile
Milligan, G. W., [MV] cluster, [MV] cluster Moon, H. R., [XT] xtunitroot
programming subroutines, [MV] cluster stop Mooney, C. Z., [R] bootstrap, [R] jackknife,
Milliken, G. A., [ME] me, [MV] manova, [R] anova, [R] rocreg, [R] rocregplot
[R] contrast, [R] margins, [R] pwcompare Moore, E. H., [M-5] pinv( )
Milosevic, M., [ST] stcrreg, [ST] stcrreg Moore, J. B., [TS] sspace
postestimation Moore, R. J., [FN] Statistical functions
Min, C.-K., [BAYES] intro Moran, J. L., [R] dstdize
Miquel, J., [BAYES] intro Moreno-Gorrin, C., [ST] stcox
Miranda, A., [R] gllamm, [R] heckoprobit, Morgenstern, H., [R] epitab, [R] epitab
[R] heckprobit, [R] ivprobit, [R] ivtobit, Mori, M., [ST] stcrreg
[R] logistic, [R] logit, [R] nbreg, [R] ologit, Morris, C., [R] bootstrap
[R] oprobit, [R] poisson, [R] probit Morris, J. N., [ST] stsplit
Mitchell, C., [R] exlogistic Morris, N. F., [R] binreg
Morris, T. P., [MI] mi impute, [MI] mi impute pmm
170 Author index

Morrison, D. F., [MV] clustermat, [MV] discrim lda, Nash, J. C., [G-2] graph box
[MV] discrim logistic, [MV] discrim logistic Nash, J. D., [D] infile (fixed format), [D] merge
postestimation, [MV] manova National Center for Health Statistics, [D] icd, [D] icd9
Morrison, M. A., [D] icd10 Navarro-Lozano, S., [TE] teffects intro advanced
Morrow, A., [R] epitab Naylor, J. C., [ME] meqrlogit, [ME] meqrpoisson,
Mortimore, P., [MI] mi estimate [XT] xtcloglog, [XT] xtintreg, [XT] xtlogit,
Mosier, C. I., [MV] procrustes [XT] xtologit, [XT] xtoprobit, [XT] xtpoisson,
Moskowitz, M., [R] kappa [XT] xtprobit, [XT] xttobit
Mosteller, C. F., [R] jackknife, [R] regress, [R] regress Neal, R. M., [BAYES] intro
postestimation diagnostic plots, [R] rreg Neal, T., [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
Moulines, É., [BAYES] intro, [BAYES] bayesmh [XT] xtunitroot
Moulton, L. H., [R] permute Neale, M. C., [SEM] example 30g
Muellbauer, J., [R] nlsur Neath, R., [BAYES] bayesstats summary
Mueller, C. W., [MV] factor Nee, J. C. M., [R] kappa
Mueller, R. O., [MV] discrim lda Neely, S. T., [R] rocreg, [R] rocreg postestimation,
Muirhead, R. J., [MV] pca [R] rocregplot
Mulaik, S. A., [MV] factor, [MV] rotate Neff, R. K., [R] epitab
Mullahy, J., [R] biprobit, [R] gmm, [R] ivpoisson, Neimann, H., [MV] mdsmat
[R] zinb, [R] zip Nel, D. G., [MV] mvtest, [MV] mvtest means
Müller, H.-G., [R] lpoly, [ST] sts graph Nelder, J. A., [M-5] optimize( ), [ME] meglm
Muller, K. E., [PSS] power oneway, [PSS] power postestimation, [ME] meqrlogit postestimation,
repeated [ME] meqrpoisson postestimation, [R] binreg,
Müller, P., [BAYES] intro [R] binreg postestimation, [R] glm, [R] glm
Mundlak, Y., [XT] xtivreg, [XT] xtregar postestimation, [R] margins, [R] ologit,
[TE] teffects intro advanced, [XT] vce options,
Munnell, A. H., [ME] mixed
[XT] xtgee, [XT] xtpoisson
Muñoz, J., [R] exlogistic
Nelson, C. R., [R] ivregress postestimation,
Muraki, E., [IRT] irt pcm [TS] mswitch
Muro, J., [R] heckoprobit, [R] heckprobit Nelson, D. B., [TS] arch, [TS] arima, [TS] mgarch
Murphy, A. H., [R] brier Nelson, E. C., [MV] alpha, [MV] factor, [MV] factor
Murphy, J. L., [XT] xtprobit postestimation, [R] lincom, [R] mlogit,
Murphy, R. S., [SVY] survey, [SVY] svy estimation [R] mprobit, [R] mprobit postestimation,
Murray, R. M., [ME] mecloglog, [ME] melogit, [R] predictnl, [R] slogit, [SEM] example 37g
[ME] meprobit, [ME] meqrlogit Nelson, F. D., [R] logit, [R] probit
Murray-Lyon, I. M., [R] binreg Nelson, W., [ST] stcrreg postestimation, [ST] sts
Murrill, W. A., [MV] discrim knn Nelson, W. C., [MV] mvtest correlations
Murtaugh, P. A., [ST] stcrreg Neter, J., [PSS] power oneway, [R] pkcross,
Mussolino, M. E., [SVY] survey, [SVY] svy estimation [R] pkequiv, [R] pkshape, [R] regress
Muthén, B., [SEM] example 9 postestimation
Mykland, P., [BAYES] intro, [BAYES] bayesgraph Neudecker, H., [TS] var svar
Myland, J. C., [FN] Mathematical functions, Neuhaus, J. M., [ME] me, [ME] mecloglog,
[FN] Trigonometric functions [ME] meglm, [ME] melogit, [ME] menbreg,
[ME] meologit, [ME] meoprobit,
[ME] mepoisson, [ME] meprobit,
N [ME] meqrlogit, [ME] meqrpoisson,
Nachtsheim, C. J., [PSS] power oneway, [R] pkcross, [ME] mestreg, [ME] mixed, [XT] xtcloglog,
[R] pkequiv, [R] pkshape, [R] regress [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
postestimation [XT] xtoprobit, [XT] xtprobit
Nadarajah, S., [R] nlogit Nevels, K., [MV] procrustes
Nadaraya, E. A., [R] lpoly Newbold, P., [TS] arima, [TS] vec intro
Nadle, J., [D] icd10 Newey, W. K., [R] glm, [R] gmm, [R] ivpoisson,
[R] ivprobit, [R] ivregress, [R] ivtobit,
Nagel, R. W., [MV] discrim lda
[TE] etregress, [TE] stteffects ipwra,
Nagler, J., [R] scobit
[TE] teffects aipw, [TS] newey, [TS] pperron,
Naiman, D. Q., [R] qreg [XT] xtabond, [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
Narula, S. C., [R] qreg
 Author index 171

Newson, R. B., [D] contract, [D] generate, [D] statsby, Obstfeld, M., [XT] xtunitroot
[PSS] intro, [R] centile, [R] glm, [R] glm Ochiai, A., [MV] measure option
postestimation, [R] inequality, [R] kwallis, Odum, E. P., [MV] clustermat
[R] logistic postestimation, [R] logit Oehlert, G. W., [R] nlcom, [R] rocreg postestimation,
postestimation, [R] margins, [R] mkspline, [R] rocregplot
[R] ranksum, [R] signrank, [R] spearman, Oh, K.-Y., [XT] xtunitroot
[R] tabulate twoway, [ST] stcox postestimation
Oldham, K. B., [FN] Mathematical functions,
Newton, H. J., [R] kdensity, [TS] arima, [FN] Trigonometric functions
[TS] corrgram, [TS] cumsp, [TS] dfuller,
Oliveira, A. G., [ST] ltable, [ST] sts
[TS] pergram, [TS] wntestb, [TS] xcorr,
[U] 3.9 References, [XT] xtgee Olivier, D., [R] expoisson
Newton, I., [M-5] optimize( ) Olkin, I., [MV] hotelling, [R] kwallis, [TS] wntestb
Newton, M. A., [XT] xtcloglog, [XT] xtgee, Olsen, M. K., [MI] intro substantive
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, Olshansky, S. J., [ST] streg
[XT] xtoprobit, [XT] xtprobit, [XT] xttobit Olson, J. M., [R] symmetry
Neyman, J., [R] ci Omar, R. Z., [ME] me
Ng, E. S.-W., [ME] me, [ME] meglm, [ME] melogit, Ooms, M., [TS] arfima
[ME] meqrlogit, [R] bootstrap, [R] bstat Oparil, S., [PSS] intro, [PSS] power repeated
Ng, S., [TS] dfgls Orcutt, G. H., [TS] prais
Nicewander, W. A., [R] correlate Ord, J. K., [R] centile, [R] mean, [R] proportion,
Nichols, A., [ME] meglm, [ME] mixed, [R] ivregress, [R] qreg, [R] ratio, [R] summarize, [R] total
[R] reg3, [TE] etregress, [TE] teffects intro Orsini, N., [R] epitab, [R] glm, [R] logit, [R] mkspline,
advanced, [XT] xtrc, [XT] xtreg [R] qreg, [ST] streg, [XT] xtreg
Nickell, S. J., [R] gmm, [TS] forecast, [XT] xtabond, Osbat, C., [XT] xtunitroot
[XT] xtdpd, [XT] xtdpdsys, [XT] xtivreg, Osterlind, S. J., [IRT] dif
[XT] xtunitroot Osterwald-Lenum, M. G., [TS] vecrank
Nielsen, B., [TS] varsoc, [TS] vec intro Ostle, B., [R] anova postestimation
Nightingale, F, [G-2] graph pie Ott, R. L., [SVY] survey
Nishimura, T., [FN] Random-number functions, Over, M., [R] regress, [XT] xtivreg
[R] set seed Overgaard, M., [ST] stcox
Nogueras, G. M., [ST] stcox Owen, A. L., [TS] forecast
Nolan, D., [R] diagnostic plots
Nordlund, D. J., [MV] discrim lda
Norton, E. C., [R] churdle, [R] tobit P
Norton, S. J., [R] rocreg, [R] rocreg postestimation,
[R] rocregplot Pacheco, J. M., [R] dstdize
Nunnally, J. C., [MV] alpha Pagan, A. R., [ I ] Glossary, [MV] mvreg, [R] frontier,
[R] regress postestimation, [R] sureg,
[TS] Glossary, [XT] xtreg postestimation
O Pagano, M., [PSS] intro, [R] dstdize, [R] logistic,
O’Brien, R. G., [PSS] power oneway [R] margins, [R] tabulate twoway, [ST] ltable,
O’Brien, S. M., [TE] stteffects intro, [TE] stteffects [ST] sts
ipw, [TE] stteffects ipwra, [TE] stteffects Paik, M. C., [PSS] intro, [PSS] power oneproportion,
postestimation, [TE] stteffects ra, [TE] stteffects [PSS] power twoproportions, [R] dstdize,
wra [R] epitab, [R] kappa
O’Connell, P. G. J., [XT] xtunitroot Palma, W., [TS] arfima, [TS] arfima postestimation,
O’Connell, R. T., [TS] tssmooth, [TS] tssmooth [TS] estat acplot
dexponential, [TS] tssmooth exponential, Palmer, T. M., [ME] meqrlogit, [ME] meqrpoisson,
[TS] tssmooth hwinters, [TS] tssmooth [ME] mixed, [R] ivregress, [R] meta,
shwinters [SEM] intro 5
O’Donnell, C. J., [XT] xtfrontier Palta, M., [XT] xtcloglog, [XT] xtgee, [XT] xtintreg,
O’Donnell, O., [R] inequality, [SVY] svy estimation, [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
[SVY] svyset [XT] xtprobit, [XT] xttobit
O’Fallon, W. M., [R] logit Pampel, F. C., [R] logistic, [R] logit, [R] probit
O’Hara, B., [BAYES] bayesmh Paneth, N., [R] epitab
O’Neill, D., [R] gmm, [R] inequality Panis, C., [R] mkspline
O’Neill, S., [R] inequality Pantazis, N., [ME] meglm, [ME] mixed
Oakes, D., [PSS] intro, [ST] ltable, [ST] stcox, Paolino, P., [R] betareg
[ST] stcox PH-assumption tests, [ST] streg, Papke, L. E., [R] fracreg
[ST] sts Parent, E., [BAYES] intro
172 Author index

Park, H. J., [P] robust, [R] regress, Perrin, E., [MV] alpha, [MV] factor, [MV] factor
[SVY] svy: tabulate twoway postestimation, [R] lincom, [R] mlogit,
Park, J. Y., [R] boxcox, [R] margins, [R] nlcom, [R] mprobit, [R] mprobit postestimation,
[R] predictnl, [R] rocreg postestimation, [R] predictnl, [R] slogit, [SEM] example 37g
[R] rocregplot, [R] testnl, [TS] sspace, [TS] vec Perron, P., [ I ] Glossary, [TS] dfgls, [TS] estat sbsingle,
intro, [TS] vec, [TS] vecrank [TS] mswitch, [TS] pperron, [TS] Glossary
Parks, W. P., [R] exlogistic Perry, H. M., [PSS] intro, [PSS] power repeated
Parmar, M. K. B., [PSS] intro, [PSS] power cox, Persson, R., [G-1] graph intro
[ST] stcox, [ST] streg Pesaran, M. H., [XT] xtunitroot
Parmigiani, G., [BAYES] intro Pesarin, F., [R] tabulate twoway
Parner, E. T., [R] glm, [ST] stcox Peterson, B., [R] ologit
Parzen, E., [R] estat ic, [R] kdensity Peterson, W. W., [R] lroc
Pasquini, J., [R] epitab, [R] vwls Petit, S., [D] icd10
Patel, N. R., [R] exlogistic, [R] exlogistic Petitclerc, M., [R] kappa
postestimation, [R] expoisson, [R] tabulate Petkova, E., [R] suest
twoway Peto, J., [ST] sts test
Paterson, L., [ME] meqrlogit Peto, R., [ST] stcox, [ST] streg, [ST] sts test
Patterson, H. D., [R] pkcross Petrin, A. K., [R] frontier
Patterson, K., [XT] xtunitroot Pevalin, D., [ME] mixed
Pattitoni, P., [R] betareg Pevehouse, J. C. W., [TS] time series, [TS] arima,
Paul, C., [R] logistic [TS] forecast, [TS] irf, [TS] var, [TS] vec
Paulsen, J., [TS] varsoc, [TS] vec intro Pfeffer, R. I., [R] symmetry
Pawitan, Y., [TE] teffects ra Pfeffermann, D., [ME] mixed
Pearce, M. S., [R] epitab, [R] logistic Pflueger, C. E., [R] ivregress postestimation
Pearl, J., [BAYES] intro Phillips, A., [IRT] difmh
Pearson, E. S., [BAYES] bayesmh, [R] ci, [R] ttest Phillips, P. C. B., [ I ] Glossary, [R] boxcox,
Pearson, K., [G-2] graph twoway histogram, [R] margins, [R] nlcom, [R] predictnl,
[MV] mds, [MV] measure option, [MV] pca, [R] regress postestimation time series,
[R] correlate, [R] esize, [R] tabulate twoway [R] rocreg postestimation, [R] rocregplot,
Pechlivanoglou, P., [R] betareg [R] testnl, [TS] pperron, [TS] vargranger,
Pedace, R., [R] logit, [R] probit, [R] regress, [TS] vec intro, [TS] vec, [TS] vecrank,
[R] regress postestimation diagnostic plots, [TS] Glossary, [XT] xtunitroot
[U] 20.25 References Piantadosi, S., [P] robust, [U] 20.25 References
Peen, C., [MV] procrustes Pickles, A., [ME] me, [ME] mepoisson,
Pellock, I. M., [BAYES] bayesmh [ME] meqrlogit, [ME] meqrpoisson,
Pendergast, J. F., [XT] xtcloglog, [XT] xtgee, [ME] mestreg, [MV] cluster dendrogram,
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, [R] gllamm, [R] glm, [SEM] Acknowledgments,
[XT] xtoprobit, [XT] xtprobit, [XT] xttobit [SEM] intro 2, [SEM] example 29g,
Penfield, R. D., [IRT] dif, [R] esize [SEM] methods and formulas for gsem,
Peng, J., [PSS] intro, [PSS] power oneproportion [TE] teffects multivalued, [XT] xtgee,
[XT] xtreg
Penrose, R., [M-5] pinv( )
Pickup, M., [TS] time series, [TS] arch, [TS] arima,
Pepe, M. S., [R] roc, [R] roccomp, [R] rocfit,
[TS] vec
[R] rocreg, [R] rocreg postestimation,
[R] rocregplot, [R] roctab, [ST] stcrreg Pierce, D. A., [ME] me, [ME] meqrlogit,
[ME] meqrpoisson, [TS] wntestq
Peracchi, F., [MI] intro substantive, [R] regress,
[R] regress postestimation Pierson, R. A., [ME] mixed
Pérez, C. M., [ST] stcox Pike, M. C., [PSS] intro, [PSS] power twoproportions,
[R] symmetry, [ST] ltable, [ST] streg
Pérez-Amaral, T., [U] 20.25 References
Pillai, K. C. S., [MV] canon, [MV] manova
Pérez-Hernández, M. A., [R] kdensity
Pindyck, R. S., [R] biprobit, [R] heckprobit
Pérez-Hoyos, S., [R] lrtest
Pinheiro, J. C., [ME] me, [ME] meglm,
Pérez-Regadera, J. F., [R] rocreg, [R] rocregplot
[ME] meqrlogit, [ME] meqrlogit postestimation,
Pérez-Santiago, M. I., [R] epitab [ME] meqrpoisson, [ME] meqrpoisson
Pericchi, L. R., [BAYES] intro postestimation, [ME] mixed, [ME] mixed
Perkins, A. M., [R] ranksum postestimation
Perotti, V., [R] heckoprobit, [R] heckprobit, Pintilie, M., [ST] stcrreg, [ST] stcrreg postestimation
[R] oprobit Pisati, M., [TS] time series
 Author index 173

Pischke, J.-S., [R] ivregress, [R] ivregress Press, W. H., [FN] Statistical functions, [G-2] graph
postestimation, [R] qreg, [R] regress, twoway contour, [M-5] solvenl( ), [P] matrix
[TE] stteffects ipw, [TE] stteffects ipwra, symeigen, [R] dydx, [R] vwls, [TS] arch,
[TE] stteffects postestimation, [TE] stteffects [TS] arima
ra, [TE] stteffects wra, [TE] teffects intro Pressel, S., [PSS] intro, [PSS] power repeated
advanced, [U] 20.25 References Priestley, M. B., [TS] psdensity, [TS] tsfilter, [TS] ucm
Pitarakis, J.-Y., [TS] vecrank Propp, J. G., [BAYES] intro
Pitblado, J. S., [M-5] deriv( ), [M-5] moptimize( ), Proschan, M., [PSS] intro, [PSS] power repeated
[P] intro, [P] robust, [R] frontier, Prosser, R., [ME] mixed
[R] gmm, [R] lpoly, [R] maximize, [R] ml, Pryor, D. B., [ST] stcox postestimation
[ST] sts, [SVY] survey, [SVY] ml for svy,
Punj, G. N., [R] rologit
[XT] xtfrontier
Putter, H., [ST] stcrreg, [ST] stcrreg postestimation
Plackett, R. L., [R] ameans, [R] regress, [R] rologit,
[R] summarize, [R] ttest
Playfair, W. H., [G-2] graph bar, [G-2] graph pie Q
Ploberger, W., [TS] estat sbsingle
Plosser, C. I., [TS] vecrank Qaqish, B., [XT] xtgee
Plummer, W. D., Jr., [R] epitab, [R] sunflower Quandt, R. E., [TS] estat sbsingle, [TS] mswitch
Poi, B. P., [M-5] deriv( ), [M-5] moptimize( ), Quesenberry, C. P., [MV] discrim knn
[P] intro, [P] robust, [R] bootstrap, Quintó, L., [M-5] docx*( ), [P] putexcel, [P] putexcel
[R] bstat, [R] frontier, [R] gmm, advanced
[R] ivregress, [R] ivregress postestimation,
[R] maximize, [R] ml, [R] nl, [R] nlsur,
[R] reg3, [SVY] survey, [SVY] ml for svy,
R
[XT] xtfrontier, [XT] xtrc Rabe-Hesketh, S., [IRT] irt, [IRT] irt grm, [IRT] irt
Poirier, D. J., [BAYES] intro, [R] biprobit rsm, [IRT] irt hybrid postestimation, [ME] me,
Poisson, S. D., [R] poisson [ME] mecloglog, [ME] meglm, [ME] meglm
Pole, A., [BAYES] intro postestimation, [ME] melogit, [ME] menbreg,
Pollard, W. E., [BAYES] intro [ME] meologit, [ME] meoprobit,
Pollock, D. S. G., [TS] tsfilter, [TS] tsfilter bk, [ME] mepoisson, [ME] meprobit,
[TS] tsfilter bw, [TS] tsfilter cf, [TS] tsfilter hp [ME] meqrlogit, [ME] meqrlogit postestimation,
Pollock, P. H., III, [R] histogram, [R] mean [ME] meqrpoisson, [ME] meqrpoisson
postestimation postestimation, [ME] mestreg, [ME] mixed,
[ME] mixed postestimation, [MV] pca,
Ponce de Leon, A., [R] roccomp, [R] roctab
[MV] screeplot, [R] gllamm, [R] glm,
Porter, T. M., [R] correlate
[R] heckoprobit, [R] heckprobit, [R] ivprobit,
Portes, A., [SEM] example 7 [R] ivtobit, [R] logistic, [R] logit, [R] nbreg,
Posten, H. O., [FN] Statistical functions [R] ologit, [R] oprobit, [R] poisson, [R] probit,
Postma, M. J., [R] betareg [SEM] Acknowledgments, [SEM] intro 2,
Powell, M. J. D., [M-5] optimize( ), [TS] forecast solve [SEM] intro 4, [SEM] example 28g,
Powers, D. A., [R] logistic postestimation, [R] logit, [SEM] example 29g, [SEM] example 30g,
[R] logit postestimation, [R] probit [SEM] example 39g, [SEM] example 40g,
Prais, S. J., [TS] prais [SEM] example 41g, [SEM] example 45g,
Prakash, R., [ME] mestreg [SEM] example 46g, [SEM] methods and
Preacher, K. J., [R] esize, [R] regress postestimation, formulas for gsem, [SEM] predict after gsem,
[SEM] example 42g [XT] xtcloglog, [XT] xtgee, [XT] xtintreg,
Preece, D. A., [R] ttest [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg,
Pregibon, D., [R] glm, [R] linktest, [R] logistic,
[XT] xtstreg, [XT] xttobit
[R] logistic postestimation, [R] logit, [R] logit
postestimation Rachman, S., [R] epitab
Prentice, R. L., [ST] discrete, [ST] ltable, [ST] stcox, Raciborski, R., [MV] cluster, [R] cpoisson,
[ST] stcox PH-assumption tests, [ST] stcox [R] poisson, [R] tpoisson
postestimation, [ST] streg, [ST] sts, [ST] sts Racine-Poon, A., [BAYES] intro, [BAYES] bayesmh
test, [ST] stset, [TE] stteffects intro, Radmacher, R. D., [PSS] power
[TE] stteffects ra, [XT] xtgee Raftery, A. E., [BAYES] intro, [BAYES] bayes,
Prescott, E. C., [TS] tsfilter, [TS] tsfilter hp [BAYES] bayesmh, [BAYES] bayesstats ic,
Prescott, R., [ME] mixed [R] BIC note, [R] estat ic, [R] glm, [SEM] estat
gof
174 Author index

Raghunathan, T. E., [MI] intro substantive, [MI] mi Rencher, A. C., continued

estimate, [MI] mi impute, [MI] mi impute [MV] discrim lda postestimation, [MV] discrim
chained, [MI] mi impute logit, [MI] mi impute logistic, [MV] discrim qda, [MV] discrim qda
mlogit, [MI] mi impute monotone, [MI] mi postestimation, [MV] factor, [MV] manova,
impute ologit, [MI] mi impute poisson, [MI] mi [MV] mca, [MV] mvtest, [MV] mvtest
impute truncreg, [MI] mi test correlations, [MV] mvtest covariances,
Ramalheira, C., [R] ameans, [ST] ltable [MV] mvtest means, [MV] mvtest normality,
Ramey, C. T., [PSS] power repeated [MV] pca, [MV] screeplot, [R] anova
Ramsahai, R. R., [R] ivregress postestimation
Ramsey, J. B., [R] regress postestimation Research Triangle Institute, [SVY] svy: tabulate
Rao, C. R., [ME] me, [ME] mixed, [MV] factor, twoway
[MV] hotelling, [MV] manova Revankar, N. S., [BAYES] bayesmh, [R] frontier,
Rao, D. S. P., [XT] xtfrontier [XT] xtfrontier
Rao, J. N. K., [SVY] direct standardization, Richards, D. S. P., [MV] mvtest means
[SVY] poststratification, [SVY] svy bootstrap, Richardson, W., [R] ttest
[SVY] svy: tabulate twoway, [SVY] variance Richter, J. R., [PSS] intro
estimation Ridder, G., [TE] stteffects intro, [TE] stteffects
Rao, T. R., [MV] measure option ipw, [TE] stteffects ipwra, [TE] teffects intro
Raphson, J., [M-5] optimize( ) advanced
Rasbash, J., [ME] me, [ME] meglm, [ME] melogit, Riffenburgh, R. H., [R] ksmirnov, [R] kwallis
[ME] meqrlogit, [ME] mixed Riley, A. R., [D] filefilter, [D] list, [R] net search
Rasch, G., [BAYES] bayesmh, [IRT] irt, [IRT] irt 1pl, Ringquist, E. J., [R] meta
[SEM] example 28g Rios Insua, D., [BAYES] intro
Ratcliffe, S. J., [XT] xtgee Rip, M., [R] epitab
Ratkovic, M., [TE] tebalance, [TE] tebalance overid Rising, W. R., [FN] Programming functions,
Ratkowsky, D. A., [R] nl, [R] pk, [R] pkcross [U] 12.10 References
Raudenbush, S. W., [ME] me, [ME] mecloglog, Rivers, D., [R] ivprobit
[ME] meglm, [ME] melogit, [ME] menbreg, Robbins, N. B., [G-2] graph dot
[ME] meologit, [ME] meoprobit, Roberson, P. K., [R] estat gof, [R] lroc
[ME] mepoisson, [ME] meprobit, Robert, C. P., [BAYES] intro
[ME] meqrpoisson, [ME] mestreg, [ME] mixed Roberts, C., [PSS] power
Ravn, M. O., [TS] tsfilter, [TS] tsfilter hp Roberts, G. O., [BAYES] intro, [BAYES] bayesmh,
Ray, S., [D] icd10 [BAYES] bayesstats summary
Raykov, T., [SEM] estat eqgof, [SEM] example 3, Roberts, S., [PSS] power
[SEM] methods and formulas for sem Robins, J. M., [IRT] difmh, [R] epitab, [TE] stteffects
Rayner, P. J. W., [BAYES] intro intro, [TE] stteffects ipw, [TE] stteffects ipwra,
Rebelo, S. T., [TS] tsfilter, [TS] tsfilter hp [TE] stteffects wra, [TE] teffects intro advanced
Redelmeier, D. A., [R] brier Robins, R. P., [TS] arch
Reichenheim, M. E., [R] kappa, [R] roccomp, Robinson, A., [M-5] Toeplitz( )
[R] roctab Robinson, K. L., [IRT] irt
Reid, C., [M-5] Hilbert( ), [R] ci Robson, K., [ME] mixed
Reid, N. M., [ST] stcox Robyn, D. L., [G-2] graph bar, [G-2] graph pie,
Reilly, M., [R] epitab, [R] logistic [G-2] graph twoway histogram, [R] cumul
Reinfurt, K. H., [MV] mvtest correlations Rodgers, J. L., [R] correlate
Reinsch, C. H., [M-5] spline3( ), [P] matrix symeigen Rodrı́guez, G., [ME] me, [R] nbreg, [R] poisson
Reinsel, G. C., [TS] arfima, [TS] arima, Roger, J. H., [ I ] Glossary, [ME] mixed, [ME] Glossary
[TS] corrgram, [TS] cumsp, [TS] dfuller, Rogers, D. J., [MV] measure option
[TS] estat acplot, [TS] pergram, [TS] pperron, Rogers, H. J., [IRT] irt, [IRT] diflogistic
[TS] psdensity, [TS] vec intro, [TS] xcorr Rogers, W. H., [D] egen, [P] robust, [R] brier,
Reise, S. P., [IRT] irt, [SEM] example 28g, [R] glm, [R] heckman, [R] lincom, [R] mlogit,
[SEM] example 29g [R] mprobit, [R] mprobit postestimation,
Reiter, J. P., [MI] intro substantive, [MI] intro, [R] nbreg, [R] poisson, [R] predictnl, [R] qreg,
[MI] mi estimate, [MI] mi estimate using, [R] regress, [R] rocreg, [R] rreg, [R] sktest,
[MI] mi test [R] slogit, [R] suest, [R] swilk, [ST] stcox PH-
Relles, D. A., [R] rreg assumption tests, [ST] stcox postestimation,
Rencher, A. C., [MV] biplot, [MV] ca, [MV] candisc, [U] 20.25 References
[MV] canon, [MV] canon postestimation, Rogoff, K., [XT] xtunitroot
[MV] cluster, [MV] discrim, [MV] discrim Rohlf, F. J., [MV] cluster, [MV] measure option
estat, [MV] discrim knn, [MV] discrim lda, Rohwer, G., [ME] mestreg
 Author index 175

Rojas, P. B., [PSS] power cmh Royston, P., continued

Rolin, J.-M., [IRT] irt 3pl [R] fp postestimation, [R] glm, [R] glm,
Rombouts, J. V. K., [TS] mgarch [R] kdensity, [R] lnskew0, [R] lowess,
Romney, A. K., [MV] ca [R] marginsplot, [R] mfp, [R] ml, [R] nl,
Ronchetti, E. M., [D] egen, [R] qreg [R] regress, [R] sktest, [R] smooth, [R] swilk,
[ST] stcox, [ST] stcox PH-assumption tests,
Ronning, G., [R] clogit
[ST] streg, [TE] stteffects intro
Roodman, D., [D] collapse, [XT] xtdpd, [XT] xtdpdsys
Rubin, D. B., [BAYES] intro, [BAYES] bayesmh,
Room, T., [TS] arima [BAYES] bayesstats ic, [BAYES] bayesstats
Rosati, R. A., [ST] stcox postestimation summary, [ME] me, [ME] mixed, [MI] intro
Rose, D. W., [MV] discrim knn 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 Rubinfeld, D. L., [R] biprobit, [R] heckprobit
Rosenthal, R., [R] contrast Rubinstein, L. V., [PSS] power exponential
Rosnow, R. L., [R] contrast Rudebusch, G. D., [R] ivregress postestimation
Ross, G. J. S., [R] nl Ruggles, S., [R] mlexp
Rossi, P. E., [R] sureg Runkle, D. E., [TS] arch
Rossi, S. S., [ST] stcrreg Ruppert, D., [BAYES] bayesmh, [ME] me,
Rothenberg, T. J., [ I ] Glossary, [TS] dfgls, [ME] meglm, [ME] mixed, [R] boxcox, [R] rreg
[TS] sspace, [TS] var svar, [TS] vec, Rush, M., [D] egen
[TS] Glossary Russell, P. F., [MV] measure option
Rothkopf, E. Z., [MV] mdslong Rutherford, E., [R] poisson
Rothman, K. J., [R] ci, [R] dstdize, [R] epitab, Rutherford, M. J., [R] poisson, [ST] stptime
[R] poisson Ruud, P. A., [R] gmm, [R] rologit, [R] suest
Rothstein, H. R., [R] meta Ryan, P., [D] egen, [D] pctile, [U] 11.7 References
Rothwell, S. T., [SVY] survey, [SVY] svy estimation Ryan, T. P., [PSS] intro, [R] qc
Rotnitzky, A., [TE] stteffects intro, [TE] stteffects Ryzhik, I. M., [TS] arfima
ipw, [TE] stteffects ipwra, [TE] stteffects wra,
[TE] teffects intro advanced
Rousseeuw, P. J., [D] egen, [MV] cluster, S
[MV] clustermat, [MV] matrix dissimilarity,
[MV] measure option, [P] matrix dissimilarity, Saikkonen, P., [TS] vec intro, [TS] vecrank
[R] qreg, [R] regress postestimation, [R] rreg Sajaia, Z., [R] biprobit, [R] heckprobit
Rovine, M. J., [R] correlate Sakamoto, Y., [R] BIC note
Roy, S. N., [MV] canon, [MV] manova Saksman, E., [BAYES] intro, [BAYES] bayesmh
Royall, R. M., [P] robust, [U] 20.25 References Salas Pauliac, C. H., [D] egen
Royle, J. A., [BAYES] intro Salgado-Ugarte, I. H., [R] kdensity, [R] lowess,
Royston, P., [D] generate, [D] list, [D] sort, [R] smooth
[G-2] graph twoway lowess, [G-2] graph Salim, A., [R] epitab, [R] logistic
twoway scatter, [MI] intro substantive, Salmond, D. J., [BAYES] intro
[MI] intro, [MI] mi estimate, [MI] mi estimate Salvador, M., [TS] vecrank
using, [MI] mi export, [MI] mi export ice, Samaniego, F. J., [TS] varwle
[MI] mi import, [MI] mi import ice, [MI] mi Samejima, F., [IRT] irt 3pl, [IRT] irt grm,
impute, [MI] mi impute chained, [MI] mi [IRT] irtgraph iif
impute intreg, [MI] mi impute monotone, Sammon, J. W., Jr., [ I ] Glossary, [MV] mds,
[MI] mi impute nbreg, [MI] mi impute pmm, [MV] mdslong, [MV] mdsmat, [MV] Glossary
[MI] mi predict, [PSS] intro, [PSS] power Sammons, P., [MI] mi estimate
cox, [R] bootstrap, [R] centile, [R] cusum, Sampson, A. R., [MV] hotelling
[R] diagnostic plots, [R] dotplot, [R] dydx,
Samuels, S. J., [U] 24.8 References
[R] epitab, [R] estat ic, [R] fp,
San Martı́n, E., [IRT] irt 3pl
176 Author index

Sánchez, G., [TS] arima Schneider, H., [R] sdtest

Sanders, F., [R] brier Schneider, W., [TS] sspace
Sándor, L., [TE] teffects intro advanced Schnell, D., [P] robust, [R] regress,
Santner, T. J., [PSS] power exponential [SVY] svy: tabulate twoway
Santos Silva, J. M. C., [R] gmm, [R] ivpoisson Schoenfeld, D. A., [PSS] intro, [PSS] power cox,
Sarabia, J. M., [MI] intro substantive, [MI] mi impute [PSS] power exponential, [PSS] power logrank,
chained [ST] stcox, [ST] stcox postestimation, [ST] streg
Sarafidis, V., [XT] xtreg Schonlau, M., [R] glm, [R] logistic, [R] logit,
Sargan, J. D., [R] ivregress postestimation, [TS] prais [R] poisson, [R] regress
Sargent, T. J., [TS] dfactor Schork, M. A., [PSS] intro
Särndal, C.-E., [SVY] variance estimation Schroeder, M. B., [R] mlexp
Sasieni, P. D., [D] list, [D] memory, [R] dotplot, Schucany, W. R., [FN] Random-number functions
[R] glm, [R] lowess, [R] nptrend, [R] poisson, Schuirmann, D. J., [R] pkequiv
[R] smooth, [ST] stcox Schumacher, M., [ST] stcrreg
Sass, T. R., [R] areg, [XT] xtreg Schumm, L. P., [D] sort
Satorra, A., [SEM] intro 4, [SEM] intro 7, Schunck, R., [ME] mixed, [XT] xtreg
[SEM] intro 9, [SEM] example 1, Schur, I., [M-5] schurd( )
[SEM] methods and formulas for sem Schwartzman, S., [ST] stcox postestimation
Satterthwaite, F. E., [ I ] Glossary, [ME] mixed, Schwarz, G., [BAYES] intro, [MV] factor
[ME] Glossary, [R] esize, [R] ttest, postestimation, [R] BIC note, [R] estat ic,
[SVY] variance estimation [SEM] estat gof, [SEM] methods and formulas
Sauerbrei, W., [R] bootstrap, [R] estat ic, [R] fp, for sem
[R] mfp Schwert, G. W., [TS] dfgls
Saunders, C. L., [PSS] intro Scorcu, A. E., [R] betareg
Savage, I. R., [ST] sts test Scott, A. J., [SVY] estat, [SVY] svy: tabulate twoway
Savin, N. E., [R] regress postestimation time series Scott, C., [SVY] estat, [SVY] subpopulation
Saw, S. L. C., [R] qc estimation, [SVY] svy bootstrap, [SVY] svy
Sawa, T., [R] estat ic estimation
Saxl, I., [R] correlate Scott, D. A., [ST] stcox, [ST] stcrreg
Schaalje, G. B., [ME] mixed, [R] anova postestimation Scott, D. W., [R] kdensity
Schabenberger, O., [ME] me Scott, E. L., [R] intro
Schafer, J. L., [MI] intro substantive, [MI] mi Scott, G. B., [R] exlogistic
estimate, [MI] mi impute, [MI] mi impute Scotto, M. G., [R] diagnostic plots, [ST] streg
monotone, [MI] mi impute mvn, [MI] mi Searle, S. R., [ME] me, [ME] mecloglog, [ME] meglm,
impute truncreg, [TE] teffects intro advanced [ME] melogit, [ME] menbreg, [ME] meologit,
Schaffer, C. M., [MV] cluster [ME] meoprobit, [ME] mepoisson,
Schaffer, M. E., [R] ivregress, [R] ivregress [ME] meprobit, [ME] meqrlogit,
postestimation [ME] meqrpoisson, [ME] mestreg, [ME] mixed,
Schank, T., [ME] meglm, [ME] melogit, [R] contrast, [R] margins, [R] pwcompare,
[ME] meoprobit, [ME] mepoisson, [R] pwmean
[ME] meqrlogit, [ME] meqrpoisson, Sears, R. R., [R] epitab
[ME] mestreg, [ME] mixed, [XT] xtreg Seber, G. A. F., [MV] biplot, [MV] manova,
Scheaffer, R. L., [SVY] survey [MV] mvtest, [MV] mvtest means, [MV] mvtest
Schechter, C. B., [D] encode normality
Scheffé, H., [R] anova, [R] ci, [R] oneway Seed, P. T., [R] ci, [R] correlate, [R] roccomp,
Schenker, N., [MI] intro substantive, [MI] mi impute, [R] roctab, [R] sdtest, [R] spearman
[MI] mi impute pmm, [MI] mi impute regress Seidler, J., [R] correlate
Scheys, I., [ME] meqrlogit postestimation Self, S. G., [ME] me, [ME] melogit, [ME] meoprobit,
Schlesselman, J. J., [R] boxcox, [R] epitab [ME] mepoisson, [ME] meqrlogit,
Schlossmacher, E. J., [R] qreg [ME] meqrpoisson, [ME] mestreg
Schluchter, M. D., [ME] mixed Selvin, S., [R] epitab, [R] poisson, [ST] ltable,
[ST] stcox
Schmeiser, B. W., [FN] Random-number functions
Sempos, C. T., [PSS] intro, [R] dstdize, [R] epitab,
Schmidt, C. H., [R] brier
[ST] ltable, [ST] stcox
Schmidt, E., [M-5] svd( )
Semykina, A., [R] inequality, [R] qreg
Schmidt, P., [R] frontier, [R] regress postestimation,
Seneta, E., [R] correlate, [U] 1.4 References
[XT] xtfrontier, [XT] xtunitroot
Senn, S. J., [R] glm, [R] ttest
Schmidt, T. J., [D] egen, [TS] tsfilter
Sentana, E., [TS] mgarch
Schneider, D. C., [D] import haver
Serachitopol, D. M., [ST] sts graph
 Author index 177

Serfling, R. J., [TS] irf create Sininger, Y., [R] rocreg, [R] rocreg postestimation,
Shafer, G., [ST] stcox postestimation [R] rocregplot
Shah, B. V., [SVY] direct standardization, Sitgreaves, R., [R] icc
[SVY] poststratification, [SVY] variance Sjölander, P. C., [R] glm, [R] logit
estimation Skinner, C. J., [ME] mixed, [SVY] survey,
Shanno, D. F., [M-5] optimize( ) [SVY] estat, [SVY] svy estimation,
Shao, J., [PSS] intro, [PSS] power onemean, [SVY] variance estimation
[PSS] power twomeans, [PSS] power Skovlund, E., [PSS] intro, [PSS] power cox
pairedmeans, [PSS] power oneproportion, Skrondal, A., [IRT] irt, [IRT] irt hybrid
[PSS] power exponential, [SVY] survey, postestimation, [ME] me, [ME] mecloglog,
[SVY] svy jackknife, [SVY] variance [ME] meglm, [ME] meglm postestimation,
estimation [ME] melogit, [ME] menbreg, [ME] meologit,
Shao, Q.-M., [BAYES] intro, [BAYES] bayesstats [ME] meoprobit, [ME] mepoisson,
summary [ME] meprobit, [ME] meqrlogit,
Shapiro, S., [R] epitab [ME] meqrlogit postestimation,
Shapiro, S. S., [R] swilk [ME] meqrpoisson, [ME] meqrpoisson
Shaposhnikova, T. O., [FN] Matrix functions postestimation, [ME] mestreg, [ME] mixed,
Shavelson, R. J., [MV] alpha [ME] mixed postestimation, [R] gllamm,
[R] glm, [SEM] Acknowledgments,
Shea, J. S., [R] ivregress postestimation
[SEM] intro 2, [SEM] intro 4,
Sheather, S. J., [R] boxcox, [R] lowess, [R] lpoly, [SEM] example 28g, [SEM] example 29g,
[R] nestreg, [R] qreg, [R] regress [SEM] example 30g, [SEM] example 39g,
postestimation, [R] regress postestimation [SEM] example 40g, [SEM] example 41g,
diagnostic plots, [R] stepwise [SEM] example 45g, [SEM] example 46g,
Sheehan, N. A., [R] ivregress [SEM] methods and formulas for gsem,
Sheldon, T. A., [R] meta [SEM] predict after gsem, [U] 1.4 References,
Shepard, R. N., [MV] mds postestimation plots [XT] xtcloglog, [XT] xtgee, [XT] xtintreg,
Shephard, N., [BAYES] intro [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
Shewhart, W. A., [R] qc [XT] xtpoisson, [XT] xtprobit, [XT] xtstreg,
Shiboski, S. C., [R] logistic, [ST] stcox, [TE] stteffects [XT] xttobit
intro, [TE] stteffects ipw, [TE] stteffects ipwra, Slaymaker, E., [P] file
[TE] stteffects postestimation, [TE] stteffects ra, Slone, D., [R] epitab
[TE] stteffects wra, [TE] teffects intro advanced Smans, M., [ME] menbreg, [ME] mepoisson,
Shiller, R. J., [R] tobit [ME] meqrpoisson, [SEM] example 39g
Shimizu, M., [R] kdensity, [R] lowess Smeeton, N. C., [R] ranksum, [R] signrank
Shin, Y., [XT] xtunitroot Smirnov, N. V., [R] ksmirnov
Shoemaker, L. H., [R] ci Smith, A. F. M., [BAYES] intro, [BAYES] bayesmh,
Shrout, P. E., [R] icc, [R] kappa [ME] meqrlogit, [ME] meqrpoisson, [MI] mi
Shults, J., [XT] xtgee impute chained, [XT] xtcloglog, [XT] xtintreg,
Shumway, R. H., [TS] arima [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
Sianesi, B., [TE] stteffects intro, [TE] teffects intro [XT] xtpoisson, [XT] xtprobit, [XT] xttobit
advanced, [TE] teffects multivalued Smith, B. T., [P] matrix symeigen
Sibson, R., [MV] cluster Smith, C. A. B., [MV] discrim estat, [MV] discrim
Šidák, Z., [R] correlate, [R] oneway qda, [R] ranksum
Siegmund, D., [TS] estat sbsingle Smith, H., [MV] manova, [R] eivreg, [R] oneway,
Silvennoinen, A., [TS] mgarch, [TS] mgarch ccc [R] regress, [R] stepwise
Silverman, B. W., [R] kdensity, [R] qreg, [TE] teffects Smith, J. M., [R] fp
overlap Smith, M. L., [R] esize
Silvey, S. D., [R] ologit, [R] oprobit Smith, P. G., [PSS] intro, [PSS] power twoproportions
Simon, R., [BAYES] bayesmh, [PSS] power Smith, R. J., [R] ivprobit
Simonoff, J. S., [R] kdensity, [R] tnbreg, [R] tpoisson Smith, R. L., [ST] streg
Simor, I. S., [R] kappa Smith, T. M. F., [SVY] survey
Simpson, T., [M-5] optimize( ) Smith-Vikos, T., [MV] discrim knn
Sims, C. A., [TS] dfactor, [TS] irf create, [TS] var Smithson, M., [R] betareg, [R] esize, [R] regress
svar, [TS] vec intro, [TS] vec, [TS] vecrank postestimation
Singleton, K. J., [R] gmm Smullyan, R. M., [MV] mds
Sinha, B. K., [ME] mixed Smythe, B., [ST] sts
Sinha, D., [BAYES] intro Sneath, P. H. A., [MV] measure option
178 Author index

Snedecor, G. W., [PSS] intro, [R] ameans, [R] anova, Stahel, W. A., [D] egen
[R] correlate, [R] oneway, [R] ranksum, Stahl, D., [MV] cluster, [MV] cluster stop
[R] signrank Staiger, D. O., [R] ivregress postestimation
Snell, E. J., [R] exlogistic, [R] expoisson, [ST] stcox, Stangl, D. K., [BAYES] intro
[ST] stcox PH-assumption tests, [ST] streg Starmer, C. F., [R] vwls
postestimation Startz, R., [R] ivregress postestimation, [TS] mswitch
Snow, J., [R] epitab Stefanski, L. A., [TE] teffects aipw
Snowden, C. B., [SVY] svy bootstrap, [SVY] variance Stegun, I. A., [FN] Mathematical functions,
estimation [ME] meqrlogit, [ME] meqrpoisson,
Sobel, M. E., [SEM] estat teffects [R] contrast, [R] orthog
Sobol, D. F., [ME] me, [ME] meglm, [ME] meologit, Steichen, T. J., [D] duplicates, [R] kappa,
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit [R] kdensity, [R] sunflower
Sokal, R. R., [MV] measure option Steiger, J. H., [R] esize
Solenberger, P., [MI] intro substantive, [MI] mi Steiger, W., [R] qreg
impute, [MI] mi impute chained, [MI] mi Stein, C., [R] bootstrap
impute logit, [MI] mi impute mlogit, [MI] mi
Steinberg, L., [IRT] irt grm
impute monotone, [MI] mi impute ologit,
[MI] mi impute poisson, [MI] mi impute Stephenson, D. B., [MV] pca, [R] brier
truncreg Stepniewska, K. A., [R] nptrend
Soloaga, I., [R] inequality Stern, H. S., [BAYES] intro, [BAYES] bayesmh,
Song, F., [R] meta [BAYES] bayesstats ic, [BAYES] bayesstats
summary, [MI] intro substantive, [MI] mi
Song, S. H., [ME] mixed
impute mvn, [MI] mi impute regress
Soon, T. W., [R] qc
Sterne, J. A. C., [MI] intro, [R] dstdize, [R] meta,
Sörbom, D., [MV] factor postestimation, [SEM] estat [R] summarize, [SEM] intro 5, [ST] stcox
ginvariant, [SEM] estat mindices, [SEM] estat
Stevens, E. H., [MV] mvtest
residuals, [SEM] estat scoretests
Stevenson, R. E., [R] frontier
Sorensen, D., [M-1] LAPACK, [M-5] lapack( ),
[P] matrix eigenvalues Stewart, G. W., [M-5] svd( ), [P] matrix svd
Sørensen, T. J., [MV] measure option Stewart, J., [ST] ltable
Sorrentino, R., [TS] tsfilter, [TS] tsfilter bw Stewart, M. B., [R] intreg, [R] oprobit, [R] tobit,
[XT] xtprobit
Sosa-Escudero, W., [XT] xtreg, [XT] xtreg
postestimation, [XT] xtregar Stigler, S. M., [R] ameans, [R] ci, [R] correlate,
[R] kwallis, [R] qreg, [R] regress,
Sotoca, S., [TS] sspace
[R] summarize
Sowell, F., [TS] arfima
Stillman, S., [R] ivregress, [R] ivregress postestimation
Spanier, J., [FN] Mathematical functions,
Stine, R., [R] bootstrap
[FN] Trigonometric functions
Stock, J. H., [ I ] Glossary, [R] areg postestimation,
Sparks, A. T., [SEM] example 41g
[R] ivregress, [R] ivregress postestimation,
Späth, H., [MV] cluster [TS] time series, [TS] arch, [TS] dfactor,
Spearman, C. E., [MV] factor, [R] icc, [R] spearman [TS] dfgls, [TS] irf create, [TS] rolling,
Speed, F. M., [R] margins [TS] sspace, [TS] var intro, [TS] var, [TS] var
Speed, T., [R] diagnostic plots svar, [TS] vec intro, [TS] vec, [TS] vecrank,
Spence, I., [G-2] graph pie [TS] Glossary, [XT] xtcloglog, [XT] xthtaylor,
Sperling, R. I., [TS] arch, [TS] arima, [TS] dfgls, [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
[TS] wntestq [XT] xtpoisson, [XT] xtprobit, [XT] xtreg,
Spiegel, D. C., [ME] me, [ME] meglm, [ME] meologit, [XT] xtstreg
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit Stoll, B. J., [R] epitab
Spiegelhalter, D. J., [BAYES] bayesstats ic, [R] brier Stoll, L., [MI] mi estimate
Spieldman, R. S., [R] symmetry Stolley, P. D., [R] epitab
Spiessens, B., [ME] me, [ME] meqrlogit Stone, M. H., [IRT] irt
postestimation Storer, B. E., [ST] stcrreg
Spitzer, J. J., [R] boxcox Stork, D. G., [MV] cluster, [MV] cluster stop
Spizzichino, F., [BAYES] intro Stoto, M. A., [R] lv
Sprent, P., [R] ranksum, [R] signrank Stover, L., [R] rocreg, [R] rocreg postestimation,
Sribney, W. M., [P] matrix mkmat, [PSS] power [R] rocregplot
trend, [R] orthog, [R] ranksum, [R] signrank, Støvring, H., [M-2] pointers
[R] stepwise, [R] test, [SVY] estat, [SVY] svy Straathof, B., [D] insobs
postestimation, [SVY] svy: tabulate twoway, Stram, D. O., [ME] me
[SVY] svydescribe Street, J. O., [R] rreg
Staelin, R., [R] rologit
 Author index 179

Stroup, W. W., [ME] me Taniuchi, T., [R] kdensity

Stryhn, H., [R] epitab, [R] regress Tanner, M. A., [BAYES] intro, [MI] intro substantive,
Stuart, A., [R] centile, [R] mean, [R] proportion, [MI] mi impute mvn
[R] qreg, [R] ratio, [R] summarize, Tanner, W. P., Jr., [R] lroc
[R] symmetry, [R] total, [SVY] survey Tanur, J. M., [R] kwallis
Student, see Gosset, W. S. Tapia, R. A., [R] kdensity
Stuetzle, W., [R] sunflower Tarlov, A. R., [MV] alpha, [MV] factor, [MV] factor
Sturdivant, R. X., [PSS] intro, [PSS] power mcc, postestimation, [R] lincom, [R] mlogit,
[R] clogit, [R] clogit postestimation, [R] estat [R] mprobit, [R] mprobit postestimation,
classification, [R] estat gof, [R] glm, [R] lincom, [R] predictnl, [R] slogit, [SEM] example 37g
[R] logistic, [R] logistic postestimation, Tarone, R. E., [R] epitab, [ST] sts test
[R] logit, [R] logit postestimation, [R] lroc, Tastan, H., [TS] vargranger
[R] lrtest, [R] lsens, [R] mlogit, [R] predictnl, Taub, A. J., [XT] xtreg
[R] stepwise, [SEM] example 33g, Tauchmann, H., [R] frontier, [R] heckman
[SEM] example 34g, [XT] xtgee
Taylor, C., [R] gllamm, [R] glm, [XT] xtgee,
Sturtz, S., [BAYES] bayesmh [XT] xtreg
Suárez, C., [R] heckoprobit, [R] heckprobit Taylor, H. M., [TS] mswitch
Suárez, E. L., [ST] stcox Taylor, J. M. G., [MI] intro substantive, [MI] mi
Sued, M., [TE] teffects intro advanced impute, [MI] mi impute pmm, [MI] mi impute
Suen, H. K., [R] icc regress
Sullivan, G., [P] robust, [R] regress, Taylor, W. E., [XT] xthtaylor
[SVY] svy: tabulate twoway Teller, A. H., [BAYES] intro, [BAYES] bayesmh
Summers, G. F., [SEM] example 9 Teller, E., [BAYES] intro, [BAYES] bayesmh
Summers, R., [XT] xtunitroot ten Berge, J. M. F., [MV] procrustes
Sun, W., [MI] intro substantive ter Bogt, T., [MV] mvtest
Sussman, S., [ME] me, [ME] meglm, [ME] meologit, Teräsvirta, T., [TS] mgarch, [TS] mgarch ccc
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit Terza, J. V., [R] cpoisson, [TE] etpoisson
Sutton, A. J., [R] meta Teukolsky, S. A., [FN] Statistical functions,
Svennerholm, A. M., [R] epitab [G-2] graph twoway contour, [M-5] solvenl( ),
Swagel, P. L., [U] 21.5 Reference [P] matrix symeigen, [R] dydx, [R] vwls,
Swaminathan, H., [IRT] irt, [IRT] diflogistic [TS] arch, [TS] arima
Swamy, P. A. V. B., [XT] xtivreg, [XT] xtrc, Thall, P. F., [ME] mepoisson, [ME] meqrpoisson
[XT] xtreg Thayer, D. T., [IRT] difmh
Swanson, S. A., [MI] mi estimate, [MI] mi impute, Theil, H., [R] ivregress, [R] reg3, [TS] prais
[XT] xtgee Therneau, T. M., [ME] mestreg, [ST] stcox, [ST] stcox
Swed, F. S., [R] runtest PH-assumption tests, [ST] stcox postestimation,
Sweeting, T. J., [ST] streg [ST] stcrreg
Sweetman, O., [R] gmm, [R] inequality Thiele, T. N., [R] summarize
Swensson, B., [SVY] variance estimation Thissen, D., [IRT] irt grm
Swets, J. A., [R] lroc Thomas, A., [BAYES] bayesmh
Sykes, R. C., [IRT] irt 3pl Thomas, D. C., [ST] sttocc
Sylvester, J. J., [M-5] svd( ) Thomas, D. G., [R] epitab
Szroeter, J., [R] regress postestimation Thomas, D. R., [SVY] svy: tabulate twoway
Thompson, B., [MV] canon postestimation, [R] esize,
[R] regress postestimation
T Thompson, D. J., [TE] teffects intro advanced
Thompson, J., [BAYES] intro, [BAYES] bayes,
Tabachnick, B. G., [MV] discrim, [MV] discrim lda [BAYES] bayesmh
Taka, M. T., [R] pkcross Thompson, J. C., [R] diagnostic plots
Tamhane, A. C., [FN] Statistical functions, Thompson, J. R., [R] kdensity, [R] poisson,
[PSS] intro, [PSS] power onemean, [R] oneway, [ST] stptime
[R] ztest Thompson, M. L., [R] rocreg
Tamminen, J., [BAYES] intro, [BAYES] bayesmh Thompson, S. G., [ME] me
Tan, S. B., [PSS] intro, [PSS] power logrank Thompson, S. K., [BAYES] intro, [SVY] survey
Tan, S. H., [PSS] intro, [PSS] power logrank Thompson, W. A., Jr., [ME] me, [ME] mixed
Tan, W. Y., [P] robust, [U] 20.25 References Thoms, J., [BAYES] bayesmh
Tan, Z., [TE] teffects intro advanced, [TE] teffects Thomson, G. H., [ I ] Glossary, [MV] factor
aipw postestimation, [MV] Glossary
Tanimoto, T. T., [MV] measure option
180 Author index

Thorndike, F., [R] poisson Tsiatis, A. A., [R] exlogistic, [ST] stcrreg,
Thurstone, L. L., [MV] rotate, [R] rologit [TE] stteffects intro, [TE] stteffects ipw,
Tibshirani, R. J., [MV] discrim knn, [R] bootstrap, [TE] stteffects ipwra, [TE] stteffects
[R] qreg postestimation, [TE] stteffects ra, [TE] stteffects
Tidmarsh, C. E., [R] fp wra, [TE] teffects intro advanced, [TE] teffects
Tierney, L., [BAYES] intro, [ME] me, [ME] meqrlogit, aipw
[ME] meqrpoisson Tsui, A. K. C., [TS] mgarch, [TS] mgarch vcc
Tilford, J. M., [R] estat gof, [R] lroc Tu, D., [SVY] survey, [SVY] svy jackknife,
Tilling, K., [ME] meqrlogit, [ME] meqrpoisson, [SVY] variance estimation
[ME] mixed, [ST] stcox Tufte, E. R., [G-2] graph bar, [G-2] graph pie,
Timm, N. H., [MV] manova [R] stem
Ting Lee, M.-L., [ST] stcox PH-assumption tests Tukey, J. W., [D] egen, [G-2] graph box, [G-2] graph
matrix, [P] if, [R] jackknife, [R] ladder,
Tippett, L. H. C., [ST] streg
[R] linktest, [R] lv, [R] pwcompare, [R] regress,
Tobı́as, A., [MV] alpha, [R] lrtest, [R] poisson, [R] regress postestimation diagnostic plots,
[R] roccomp, [R] roctab, [R] sdtest, [ST] streg [R] rreg, [R] smooth, [R] spikeplot, [R] stem,
Tobin, J., [R] tobit [SVY] svy jackknife
Toeplitz, O., [M-5] Toeplitz( ) Tukey, P. A., [G-2] graph box, [G-2] graph matrix,
Toman, R. J., [R] stepwise [G-3] by option, [R] diagnostic plots,
Tong, H., [R] estat ic [R] lowess, [U] 1.4 References
Toplis, P. J., [R] binreg Turner, R. M., [ME] me
Torgerson, W. S., [MV] mds, [MV] mdslong, Tutz, G., [ME] me
[MV] mdsmat Twisk, J. W. R., [XT] xtgee, [XT] xtlogit,
Tosetto, A., [R] logistic, [R] logit [XT] xtologit, [XT] xtoprobit, [XT] xtreg
Toulopoulou, T., [ME] mecloglog, [ME] melogit, Tyler, D. E., [MV] pca
[ME] meprobit, [ME] meqrlogit Tyler, J. H., [R] regress
Touloumi, G., [ME] meglm, [ME] mixed Tzavalis, E., [XT] xtunitroot
Townes, J. M., [D] icd10
Train, G. F., [SVY] survey, [SVY] svy sdr, U
[SVY] variance estimation
Train, K. E., [R] asmprobit Uebersax, J. S., [R] tetrachoric
Tramarin, A., [R] betareg Uhlendorff, A., [R] asmprobit, [R] mlogit, [R] mprobit
Trampe, B., [R] mlexp Uhlig, H., [TS] tsfilter, [TS] tsfilter hp
Trapido, E., [R] exlogistic Ulam, S., [BAYES] intro
Trefethen, L. N., [M-5] svd( ) Ulene, A. L., [ME] me, [ME] meglm, [ME] meologit,
Treiman, D. J., [R] eivreg, [R] mlogit [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Trewn, J., [MV] mds University Group Diabetes Program, [R] epitab
Trichopoulos, D., [R] epitab Upton, G. J. G., [U] 1.4 References
Trimbur, T. M., [TS] psdensity, [TS] tsfilter, Upward, R., [ME] meglm, [ME] melogit,
[TS] tsfilter hp, [TS] ucm [ME] meoprobit, [ME] mepoisson,
Trivedi, P. K., [ME] meglm, [ME] mixed, [R] asclogit, [ME] meqrlogit, [ME] meqrpoisson,
[R] asmprobit, [R] betareg, [R] bootstrap, [ME] mestreg, [ME] mixed, [XT] xtreg
[R] cpoisson, [R] gmm, [R] heckman, Ureta, M., [XT] xtreg
[R] heckoprobit, [R] intreg, [R] ivpoisson, Uthoff, V. A., [PSS] power cox
[R] ivregress, [R] ivregress postestimation, Utts, J. M., [R] ci
[R] logit, [R] mprobit, [R] nbreg, [R] ologit,
[R] oprobit, [R] poisson, [R] probit, [R] qreg, V
[R] regress, [R] regress postestimation,
[R] simulate, [R] sureg, [R] tnbreg, [R] tobit, Vach, W., [ST] stcrreg
[R] tpoisson, [R] zinb, [R] zinb postestimation, Væth, M., [PSS] intro, [PSS] power cox
[R] zip, [R] zip postestimation, [TE] etregress, Vail, S. C., [ME] mepoisson, [ME] meqrpoisson
[TE] stteffects intro, [TE] stteffects ipw, Vallejo, G., [ME] mixed
[TE] stteffects ipwra, [TE] stteffects Valliant, R., [SVY] survey
postestimation, [TE] stteffects ra, [TE] stteffects
Valman, H. B., [R] fp
wra, [TE] teffects intro advanced, [TE] teffects
Valsecchi, M. G., [PSS] intro, [PSS] power logrank,
aipw, [TE] teffects ra, [TS] forecast estimates,
[ST] stcrreg, [ST] sts test
[XT] xt, [XT] xtnbreg, [XT] xtpoisson
van Belle, G., [MV] factor, [MV] pca, [PSS] intro,
Tsay, R. S., [TS] varsoc, [TS] vec intro
[PSS] power twomeans, [PSS] power oneway,
Tse, Y. K., [TS] mgarch, [TS] mgarch vcc
[PSS] power twoway, [R] anova, [R] dstdize,
[R] oneway
 Author index 181

van Buuren, S., [MI] intro substantive, [MI] mi Vetterling, W. T., [FN] Statistical functions,
impute, [MI] mi impute chained, [MI] mi [G-2] graph twoway contour, [M-5] solvenl( ),
impute logit, [MI] mi impute mlogit, [MI] mi [P] matrix symeigen, [R] dydx, [R] vwls,
impute monotone, [MI] mi impute ologit, [TS] arch, [TS] arima
[MI] mi impute poisson Vick, R., [R] mlexp
Van de Ven, W. P. M. M., [R] biprobit, Vidakovic, B., [BAYES] intro
[R] heckoprobit, [R] heckprobit Vidmar, S., [R] ameans, [R] epitab
van den Broeck, J., [R] frontier, [XT] xtfrontier Vigfusson, R. J., [TS] forecast solve
van der Ende, J., [MV] mvtest Vinten-Johansen, P., [R] epitab
Van der Heijden, P. G. M., [MV] ca postestimation Vittinghoff, E., [R] logistic, [ST] stcox, [TE] stteffects
van der Laan, M. J., [TE] teffects intro advanced intro, [TE] stteffects ipw, [TE] stteffects ipwra,
Van Der Linde, A., [BAYES] bayesstats ic [TE] stteffects postestimation, [TE] stteffects ra,
van der Linden, W. J., [IRT] irt, [SEM] example 28g, [TE] stteffects wra, [TE] teffects intro advanced
[SEM] example 29g Vohr, B. R., [R] rocreg, [R] rocreg postestimation,
Van der Merwe, C. A., [MV] mvtest, [MV] mvtest [R] rocregplot
means Vollebergh, W. A. M., [MV] mvtest
Van der Reyden, D., [R] ranksum von Bortkiewicz, L., [R] poisson
van der Vaart, A. W., [TE] teffects aipw von Eye, A., [R] correlate
van Doorslaer, E., [SVY] svy estimation, [SVY] svyset von Neumann, J., [BAYES] intro
van Dorsselaer, S., [MV] mvtest Von Storch, H., [R] brier
Van Hoewyk, J., [MI] intro substantive, [MI] mi Vondráček, J., [R] correlate
impute, [MI] mi impute chained, [MI] mi Vuong, Q. H., [R] ivprobit
impute logit, [MI] mi impute mlogit, [MI] mi
impute monotone, [MI] mi impute ologit,
[MI] mi impute poisson, [MI] mi impute
truncreg W
Van Kerm, P., [MV] ca, [P] postfile, [R] inequality,
[R] kdensity Wacholder, S., [R] binreg
Van Loan, C. F., [R] orthog, [R] tetrachoric, Wagner, H. M., [R] qreg
[TS] arfima, [TS] arfima postestimation Wagner, M., [XT] xtunitroot
Van Mechelen, I., [MI] intro substantive, [MI] mi Wagner, T., [MV] mvtest
impute Wagstaff, A., [SVY] svy estimation, [SVY] svyset
Van Ourti, T., [R] inequality Wagstaff, D. A., [MI] mi estimate
Van Pragg, B. M. S., [R] biprobit, [R] heckoprobit, Wainer, H., [G-2] graph pie, [IRT] dif
[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( )
Vehtari, A., [BAYES] intro, [BAYES] bayesmh, Walker, A. M., [R] epitab
[BAYES] bayesstats ic, [BAYES] bayesstats Walker, S., [ST] sts test
summary, [MI] intro substantive, [MI] mi Wallgren, A., [G-1] graph intro
impute mvn, [MI] mi impute regress Wallgren, B., [G-1] graph intro
Vella, F., [ME] me, [TE] etregress Wallis, W. A., [R] kwallis
Velleman, P. F., [R] regress postestimation, [R] smooth Walsh, B., [R] inequality
Venables, W., [R] esize Walstrum, T., [TE] etregress
Verardi, V., [R] correlate, [R] fp, [R] ivregress, Walters, S. J., [R] ci, [R] kappa, [R] tabulate twoway
[R] lpoly, [R] rreg, [R] summarize, [XT] xtreg
Wand, M. P., [BAYES] bayesmh, [ME] me,
Verbeek, M., [ME] me, [TE] etregress [ME] meglm, [ME] mixed, [R] kdensity
Verbeke, G., [ME] me, [ME] mecloglog, [ME] meglm, Wang, D., [D] duplicates, [R] ci, [R] dstdize,
[ME] melogit, [ME] menbreg, [ME] meologit, [R] prtest
[ME] meoprobit, [ME] mepoisson,
Wang, H., [PSS] intro, [PSS] power onemean,
[ME] meprobit, [ME] mestreg, [ME] mixed,
[PSS] power twomeans, [PSS] power
[MI] intro substantive, [MI] mi impute,
pairedmeans, [PSS] power oneproportion,
[XT] xtreg postestimation
[PSS] power exponential
Verdinelli, I., [BAYES] intro
Wang, H.-J., [R] frontier, [XT] xtfrontier
Verdurmen, J., [MV] mvtest
Wang, J.-L., [ST] sts graph
Verkuilen, J., [R] betareg
Wang, J. W., [ST] streg
Vermandele, C., [R] summarize
Wang, Q., [R] ivregress, [TS] arima, [TS] newey
Wang, S., [R] ivregress postestimation
Wang, Y., [R] asmprobit
182 Author index

Wang, Z., [R] epitab, [R] logistic postestimation, Wells, K. B., [R] lincom, [R] mlogit, [R] mprobit,
[R] lrtest, [R] stepwise [R] mprobit postestimation, [R] predictnl,
Ward, J. H., Jr., [MV] cluster, [MV] cluster linkage [R] slogit
Ware, J. H., [ME] me, [ME] meglm, [ME] melogit, Welsch, R. E., [R] regress postestimation,
[ME] meoprobit, [ME] mepoisson, [R] regress postestimation diagnostic plots,
[ME] meqrlogit, [ME] meqrpoisson, [U] 18.14 References
[ME] mestreg, [ME] mixed, [ST] sts test Welsh, A. H., [R] bootstrap
Ware, J. E., Jr., [MV] alpha, [MV] factor, [MV] factor Welsh, D., [M-5] halton( )
postestimation, [R] lincom, [R] mlogit, Wernow, J. B., [D] destring
[R] mprobit, [R] mprobit postestimation, West, B. T., [ME] mixed, [ME] mixed
[R] predictnl, [R] slogit, [SEM] example 37g postestimation, [SVY] survey, [SVY] estat,
Warren, K., [R] epitab [SVY] subpopulation estimation
Waterson, E. J., [R] binreg West, K. D., [R] glm, [R] gmm, [R] ivregress,
Watson, G. S., [ I ] Glossary, [R] lpoly, [R] regress [TS] newey, [TS] pperron, [XT] xtunitroot
postestimation time series, [TS] prais, West, M., [BAYES] intro
[TS] Glossary West, S., [R] epitab
Watson, M. W., [R] areg postestimation, [R] ivregress, West, S. G., [R] pcorr
[TS] time series, [TS] arch, [TS] dfactor, Westfall, R. S., [M-5] optimize( )
[TS] dfgls, [TS] irf create, [TS] rolling, Westlake, W. J., [R] pkequiv
[TS] sspace, [TS] var intro, [TS] var, [TS] var
Weyl, H. K. H., [M-5] svd( )
svar, [TS] vec intro, [TS] vec, [TS] vecrank,
[XT] xtcloglog, [XT] xtlogit, [XT] xtologit, Wheaton, B., [SEM] example 9
[XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit, Whelton, P. K., [PSS] intro, [PSS] power repeated
[XT] xtreg, [XT] xtstreg White, H., [U] 20.21.2 Correlated errors: Cluster–
Weber, S., [R] correlate robust standard errors
Webster, A. D., [R] fp White, H. L., Jr., [P] robust, [R] regress, [R] regress
Wedderburn, R. W. M., [R] glm, [XT] xtgee postestimation, [R] rocreg, [R] suest,
[TS] newey, [TS] prais, [U] 20.25 References,
Weeks, D. G., [ I ] Glossary, [SEM] estat framework
[XT] xtivreg
Weesie, J., [D] generate, [D] joinby, [D] label,
White, I. R., [MI] intro substantive, [MI] intro,
[D] label language, [D] labelbook, [D] list,
[MI] mi estimate, [MI] mi estimate using,
[D] merge, [D] mvencode, [D] order,
[MI] mi impute, [MI] mi impute chained,
[D] recode, [D] rename, [D] reshape,
[MI] mi impute monotone, [MI] mi impute
[D] sample, [MV] alpha, [MV] ca
pmm, [MI] mi predict, [R] simulate, [ST] sts
postestimation, [MV] pca, [P] matrix
test
define, [R] constraint, [R] hausman,
[R] ladder, [R] reg3, [R] regress, [R] regress White, K. J., [R] boxcox, [R] regress postestimation
postestimation, [R] rologit, [R] simulate, time series
[R] suest, [R] sureg, [R] tabstat, [R] tabulate White, P. O., [ I ] Glossary, [MV] rotate,
twoway, [R] test, [R] tetrachoric, [MV] rotatemat, [MV] Glossary
[SEM] Acknowledgments, [ST] stsplit, Whitehead, A., [XT] xtunitroot
[U] 20.25 References Whitehouse, E., [R] inequality
Wei, L., [ME] mixed Whitemore, G. A., [ST] stcox PH-assumption tests
Wei, L. J., [P] robust, [ST] stcox, [ST] stcrreg, Whitfield, J. W., [R] ranksum
[SVY] svy estimation, [U] 20.25 References Whiting, P., [ME] melogit, [ME] meoprobit,
Wei, W. W. S., [ I ] Glossary, [TS] psdensity, [ME] meqrlogit, [R] roccomp, [R] roctab
[TS] tsfilter, [TS] ucm, [TS] Glossary Whitney, D. R., [R] kwallis, [R] ranksum
Weibull, W., [ST] streg Whitney-Saltiel, D. A., [ME] me, [ME] meglm,
Weisberg, H. F., [R] summarize [ME] meologit, [ME] meoprobit, [XT] xtologit,
Weisberg, S., [R] boxcox, [R] regress, [R] regress [XT] xtoprobit
postestimation, [R] regress postestimation Whittaker, J. C., [FN] Random-number functions,
Weiss, J., [MV] mdsmat [MV] ca, [MV] factor, [MV] mca, [MV] pca
Weiss, M., [D] ds, [D] egen, [G-3] by option, Wichern, D. W., [MV] canon, [MV] discrim,
[R] estimates table, [U] 13.13 References [MV] discrim estat, [MV] discrim lda,
Weisstein, E. W., [R] rocreg postestimation [MV] discrim lda postestimation, [MV] mvtest,
Welch, B. L., [R] esize, [R] ttest [MV] mvtest correlations, [MV] mvtest
covariances, [MV] mvtest means
Welch, K. B., [ME] mixed, [ME] mixed postestimation
Wichura, M. J., [FN] Random-number functions
Welch, P. D., [BAYES] intro
Wickramaratne, P. J., [PSS] intro
Weller, S. C., [MV] ca
Widen, J. E., [R] rocreg, [R] rocreg postestimation,
Wellington, J. F., [R] qreg
[R] rocregplot
 Author index 183

Wieand, S., [R] rocreg, [R] rocreg postestimation Wolpert, R. L., [BAYES] intro, [BAYES] intro
Wiesner, R. H., [ST] stcrreg Wolpin, K. I., [R] asmprobit
Wiggins, V. L., [G-3] axis choice options, Wolter, K. M., [SVY] survey, [SVY] svy brr,
[ME] mixed, [R] regress postestimation, [SVY] variance estimation
[R] regress postestimation time series, Wong, S. P., [R] icc
[SEM] sem, [TS] arch, [TS] arima, [TS] sspace Wong, W. H., [BAYES] intro, [MI] intro substantive,
Wikle, C. K., [BAYES] intro [MI] mi impute mvn
Wilcox, D. W., [R] ivregress postestimation Wood, A. M., [MI] intro substantive, [MI] mi
Wilcox, R. R., [D] egen estimate, [MI] mi estimate using, [MI] mi
Wilcoxon, F., [R] kwallis, [R] ranksum, [R] signrank, impute, [MI] mi impute chained, [MI] mi
[ST] sts test predict
Wilde, J., [R] gmm Wood, F. S., [R] diagnostic plots
Wilk, M. B., [R] cumul, [R] diagnostic plots, [R] swilk Woodard, D. E., [MV] manova, [R] contrast
Wilkinson, J. H., [P] matrix symeigen Woodward, M., [R] epitab
Wilkinson, L., [ST] sts Wooldridge, J. M., [R] areg postestimation,
Wilks, D. S., [R] brier [R] churdle, [R] fracreg, [R] gmm,
Wilks, S. S., [MV] canon, [MV] hotelling, [R] heckoprobit, [R] intreg, [R] ivpoisson,
[MV] manova [R] ivprobit, [R] ivregress, [R] ivregress
Williams, B., [SVY] survey postestimation, [R] ivtobit, [R] margins,
[R] margins, contrast, [R] qreg, [R] regress,
Williams, B. K., [MV] discrim lda
[R] regress postestimation, [R] regress
Williams, G. W., [PSS] intro postestimation time series, [R] tobit,
Williams, R., [R] glm, [R] margins, [R] marginsplot, [SEM] estat ginvariant, [SEM] estat mindices,
[R] ologit, [R] oprobit, [R] pcorr, [R] stepwise, [SEM] estat scoretests, [SEM] methods and
[U] 20.25 References formulas for sem, [TE] eteffects, [TE] etregress,
Williams, T. O., Jr., [SEM] example 2 [TE] stteffects intro, [TE] stteffects ipw,
Williams, W. T., [MV] cluster [TE] stteffects ipwra, [TE] stteffects
Wilson, D. B., [BAYES] intro postestimation, [TE] stteffects ra, [TE] stteffects
Wilson, E. B., [MV] mvtest normality, [R] ci wra, [TE] teffects intro advanced, [TE] teffects
Wilson, M., [BAYES] bayesmh, [IRT] irt, aipw, [TE] teffects multivalued, [TE] teffects
[IRT] Control Panel, [IRT] irt 1pl, [IRT] irt 2pl, ra, [TS] arch, [TS] mgarch, [TS] mgarch
[IRT] irt 3pl, [IRT] irt hybrid, [IRT] diflogistic, dvech, [TS] prais, [XT] xt, [XT] xtcloglog,
[IRT] difmh, [ME] me, [MV] rotate [XT] xtivreg, [XT] xtlogit, [XT] xtologit,
Wilson, S. R., [R] bootstrap [XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit,
Windmeijer, F., [R] gmm, [R] ivpoisson, [XT] xtabond, [XT] xtreg, [XT] xtstreg
[XT] xtdpd, [XT] xtdpdsys Woolf, B., [R] epitab
Winer, B. J., [ME] mixed, [PSS] intro, [PSS] power Woolson, R. F., [PSS] power cmh
repeated, [R] anova, [R] contrast, [R] loneway, Working, H., [R] roccomp, [R] rocfit, [R] roctab
[R] oneway, [R] pwcompare World Health Organization, [D] icd, [D] icd10
Wingood, G. M., [R] nbreg, [R] poisson World Health Organization Mortality Data Base (Cause
Winkelmann, R., [ME] menbreg, [R] cpoisson of Death Query online; accessed December 11,
Winsten, C. B., [TS] prais 2014), [D] icd10
Winter, N. J. G., [G-2] graph twoway scatter, Wretman, J., [SVY] variance estimation
[P] levelsof, [SVY] survey Wright, B. D., [IRT] irt
Winters, P. R., [TS] tssmooth, [TS] tssmooth Wright, D. B., [SEM] example 41g
dexponential, [TS] tssmooth exponential, Wright, J. H., [R] ivregress, [R] ivregress
[TS] tssmooth hwinters, [TS] tssmooth postestimation, [XT] xthtaylor
shwinters Wright, J. T., [R] binreg
Wish, M., [MV] mds, [MV] mdslong, [MV] mdsmat Wright, J. T., Jr, [PSS] intro, [PSS] power repeated
Wittes, J., [PSS] intro Wright, P. G., [R] ivregress
Wolfe, F., [D] ds, [R] correlate, [R] spearman Wu, A. W., [IRT] irt
Wolfe, R., [R] ologit, [R] oprobit, [R] tabulate twoway Wu, C. F. J., [R] qreg, [SVY] svy bootstrap,
Wolfinger, R. D., [ME] me [SVY] variance estimation
Wolfowitz, J., [TS] varwle Wu, D.-M., [R] ivregress postestimation
Wolfram, S., [ME] meglm postestimation, Wu, N., [R] ivregress, [TS] arima, [TS] newey
[ME] meqrlogit postestimation, [ST] streg Wu, P. X., [XT] xtregar
Wolfson, C., [R] kappa Wu, S., [XT] xtunitroot
Wolk, A., [R] epitab Wynn, A. H. A., [BAYES] bayesmh
Wolkewitz, M., [D] icd10
184 Author index

X Zellner, A., [BAYES] intro, [BAYES] bayes,

[BAYES] bayesmh, [R] frontier, [R] nlsur,
Xiao, T., [ST] stcox PH-assumption tests [R] reg3, [R] sureg, [TS] prais, [XT] xtfrontier
Xie, Y., [R] logit, [R] probit Zelterman, D., [R] tabulate twoway
Xu, J., [R] cloglog, [R] fracreg, [R] logistic, [R] logit, Zeng, D., [TS] mswitch
[R] mlogit, [R] ologit, [R] oprobit, [R] probit Zhang, Z., [SEM] example 42g
Xu, Y., [ST] stcox Zhao, H., [ME] mecloglog, [ME] melogit,
[ME] meprobit
Zhao, L. P., [TE] stteffects ipwra, [TE] teffects intro
Y advanced, [XT] xtgee
Yang, K., [MV] mds Zheng, X., [IRT] irt, [IRT] irt grm, [IRT] irt rsm,
[R] gllamm
Yang, M., [ME] me
Zimmerman, F., [R] regress
Yang, Z., [R] poisson
Zirkler, B., [MV] mvtest, [MV] mvtest normality
Yar, M., [TS] tssmooth, [TS] tssmooth dexponential,
[TS] tssmooth exponential, [TS] tssmooth Zlotnik, A., [R] logit postestimation
hwinters, [TS] tssmooth shwinters Zubin, J., [MV] measure option
Yates, F., [P] levelsof Zubkoff, M., [MV] alpha, [MV] factor, [MV] factor
Yates, J. F., [R] brier postestimation, [R] lincom, [R] mlogit,
[R] mprobit, [R] mprobit postestimation,
Yee, T. W., [R] slogit
[R] predictnl, [R] slogit, [SEM] example 37g
Yellott, J. I., Jr., [R] rologit
Zucchini, W., [R] rocreg
Yen, S., [R] epitab
Zwiers, F. W., [R] brier
Yen, W. M., [IRT] irt 3pl, [MV] alpha
Zyphur, M. J., [SEM] example 42g
Yeo, D., [SVY] svy bootstrap, [SVY] variance
estimation
Yogo, M., [R] ivregress, [R] ivregress postestimation,
[XT] xthtaylor
Yoshioka, H., [R] logistic postestimation, [R] logit
postestimation
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
Yue, K., [SVY] svy bootstrap, [SVY] variance
estimation
Yule, G. U., [MV] measure option
Yun, M.-S., [R] logistic postestimation, [R] logit
postestimation
Yung, W., [SVY] svy bootstrap, [SVY] variance
estimation
Yusuf, S., [BAYES] bayesmh

Z
Zabell, S. L., [R] kwallis
Zakoian, J. M., [TS] arch
Zamora, M., [R] heckoprobit, [R] heckprobit
Zappasodi, P., [MV] manova
Zavoina, W., [R] ologit
Zeger, S. L., [BAYES] bayesmh, [ME] me,
[ME] meglm, [ME] mixed, [XT] xtcloglog,
[XT] xtgee, [XT] xtlogit, [XT] xtnbreg,
[XT] xtologit, [XT] xtoprobit, [XT] xtpoisson,
[XT] xtprobit
Zeh, J., [D] egen
Zelen, M., [R] ttest, [R] ztest
Zell, E. R., [D] icd10
Subject index abbreviations, [U] 11.1.1 varlist, [U] 11.2 Abbreviation
rules, [U] 11.4 varlists
unabbreviating command names, [P] unabcmd
Symbols unabbreviating variable list, [P] syntax, [P] unab
ability, [IRT] Glossary
! (not), see logical operators abond, estat subcommand, [XT] xtabond
!= (not equal), see relational operators postestimation, [XT] xtdpd postestimation,
α, [PSS] Glossary [XT] xtdpdsys postestimation
β , [PSS] Glossary aborting command execution, [U] 9 The Break key,
δ , [PSS] Glossary [U] 10 Keyboard use
& (and), see logical operators about command, [R] about
* abbreviation character, see abbreviations abs() function, [FN] Mathematical functions,
*, clear subcommand, [D] clear [M-5] abs( )
* comment indicator, [P] comments absolute value
- abbreviation character, see abbreviations dissimilarity measure, [MV] measure option
-> operator, [M-2] struct function, see abs() function
., class, [P] class absorption in regression, [R] areg
/* */ comment delimiter, [M-2] comments, ac command, [TS] corrgram
[P] comments accelerated failure-time model, [ST] streg,
// comment indicator, [M-2] comments, [P] comments [ST] Glossary
/// comment indicator, [P] comments acceptance
; delimiter, [P] #delimit rate, [BAYES] intro, [BAYES] bayes,
< (less than), see relational operators [BAYES] bayesmh, [BAYES] Glossary
<= (less than or equal), see relational operators region, [PSS] Glossary
== (equality), see relational operators Access, Microsoft, reading data from, [D] odbc
> (greater than), see relational operators accrual period, [PSS] power exponential, [PSS] power
logrank, [PSS] Glossary
>= (greater than or equal), see relational operators
accum, matrix subcommand, [P] matrix accum
? abbreviation characters, see abbreviations
A.clear() function, [M-5] AssociativeArray( )
| (or), see logical operators
acos() function, [FN] Trigonometric functions,
~ (not), see logical operators
[M-5] sin( )
~ abbreviation character, see abbreviations
acosh() function, [FN] Trigonometric functions,
~= (not equal), see relational operators [M-5] sin( )
100% sample, [SVY] Glossary acplot, estat subcommand, [TS] estat acplot
1:M matched design, [PSS] power mcc, acprplot command, [R] regress postestimation
[PSS] Glossary diagnostic plots
1PL, see one-parameter logistic model actual
1pl, irt subcommand, [IRT] irt 1pl, [IRT] irt 1pl alpha, [PSS] Glossary, also see significance level
postestimation
power, see power
2×2×K contingency table, [PSS] Glossary
sample size, see sample-size
2×2 contingency table, [PSS] Glossary
significance level, [PSS] Glossary, also see
2PL, see two-parameter logistic model significance level
2pl, irt subcommand, [IRT] irt 2pl, [IRT] irt 2pl actuarial tables, see life tables
postestimation
adaptation, [BAYES] intro, [BAYES] bayesmh,
3PL, see three-parameter logistic model [BAYES] Glossary
3pl, irt subcommand, [IRT] irt 3pl, [IRT] irt 3pl period, [BAYES] bayesmh, [BAYES] Glossary
postestimation
adaptive iteration, [BAYES] bayesmh,
[BAYES] Glossary
A adaptopt() option, see gsem option adaptopts()
add,
.a, .b, . . . , .z, see missing values irf subcommand, [TS] irf add
a posteriori, [BAYES] Glossary mi subcommand, [MI] mi add
a priori, [BAYES] Glossary return subcommand, [P] return
Aalen–Nelson cumulative hazard, see Nelson–Aalen add factor, [TS] Glossary
cumulative hazard added lines, y=x, [G-2] graph twoway function
Abadie–Imbens robust standard errors, see robust, addedlinestyle, [G-4] addedlinestyle
Abadie–Imbens standard errors
abbrev() function, [FN] String functions,
[M-5] abbrev( )

185
186 Subject index

added-variable plots, [G-2] graph other, [R] regress adopath, continued

postestimation 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
adf, see sem option method() 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] example 4,
describe command, [R] net [SEM] methods and formulas for sem,
[ST] streg
dir command, [R] net
A.key() function, [M-5] AssociativeArray( )
uninstall command, [R] net
A.keys() function, [M-5] AssociativeArray( )
ado d, view subcommand, [R] view
algebraic expressions, functions, and operators,
.ado file, [U] 11.6 Filenaming conventions
[P] matrix define, [U] 13 Functions and
ado, expressions
clear subcommand, [D] clear alignment of text, [G-3] textbox options
view subcommand, [R] view alignmentstyle, [G-4] alignmentstyle
ado-files, [M-1] ado, [P] sysdir, [P] version, all, [U] 11.1.1 varlist
[U] 3.4 The Stata Journal, [U] 17 Ado-files,
all,
[U] 18.11 Ado-files
clear subcommand, [D] clear
adding comments to, [P] comments
update subcommand, [R] update
debugging, [P] trace
all() function, [M-5] all( )
downloading, see files, downloading
all macro extended function, [P] macro
editing, [R] doedit
allmissing option, see sem option allmissing
installing, [R] net, [R] sj, [R] ssc, [U] 17.6 How do
I install an addition? allocation ratio, [PSS] power twomeans, [PSS] power
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 user-written, [R] adoupdate
observations, [D] gsort, [D] sort
adopath
variable names, [D] order
+ command, [P] sysdir
variables, [D] sort
++ command, [P] sysdir
- command, [P] sysdir
 Subject index 187

alphanumeric variables, see string variables, parsing, see A.nextval() function, [M-5] AssociativeArray( )
string variables angle of text, [G-4] anglestyle
alternative anglestyle, [G-4] anglestyle
correlation, [PSS] power, [PSS] power angular similarity measure, [MV] measure option
onecorrelation A.notfound() function, [M-5] AssociativeArray( )
hypothesis, [PSS] Glossary, also see null hypothesis ANOVA, see analysis of variance
and alternative hypothesis anova command, [R] anova, [R] anova postestimation
mean, [PSS] power, [PSS] power onemean, ANOVA DDF, see denominator degrees of freedom,
[PSS] unbalanced designs ANOVA
mean difference, [PSS] power, [PSS] power anova, estat subcommand, [MV] discrim lda
pairedmeans postestimation
parameter, [PSS] Glossary, also see alternative value Anscombe residual, [ME] mecloglog postestimation,
proportion, [PSS] power, [PSS] power [ME] meglm postestimation, [ME] melogit
oneproportion postestimation, [ME] menbreg postestimation,
scenarios, [TS] forecast, [TS] forecast adjust, [ME] mepoisson postestimation, [ME] meprobit
[TS] forecast clear, [TS] forecast coefvector, postestimation, [ME] meqrlogit postestimation,
[TS] forecast create, [TS] forecast describe, [ME] meqrpoisson postestimation,
[TS] forecast drop, [TS] forecast estimates, [ME] mestreg postestimation
[TS] forecast exogenous, [TS] forecast anti, estat subcommand, [MV] factor
identity, [TS] forecast list, [TS] forecast query, postestimation, [MV] pca postestimation
[TS] forecast solve anti-image
standard deviation, [PSS] power, [PSS] power correlation matrix, [MV] factor postestimation,
onevariance [MV] pca postestimation, [MV] Glossary
value, [PSS] Glossary, also see postulated value covariance matrix, [MV] factor postestimation,
variance, [PSS] power, [PSS] power onevariance [MV] pca postestimation, [MV] Glossary
alternatives, estat subcommand, [R] asclogit any() function, [M-5] all( )
postestimation, [R] asmprobit postestimation, anycount(), egen function, [D] egen
[R] asroprobit postestimation, [R] nlogit anymatch(), egen function, [D] egen
postestimation
anyof() function, [M-5] all( )
alternative-specific
anyvalue(), egen function, [D] egen
conditional logit (McFadden’s choice) model,
A-PARCH, see asymmetric power autoregressive
[R] asclogit
conditional heteroskedasticity
multinomial probit regression, [R] asmprobit
append command, [D] append, [U] 22 Combining
rank-ordered probit regression, [R] asroprobit datasets
ameans command, [R] ameans append, mi subcommand, [MI] mi append
American Standard Code for Information Interchange, append variable, [D] append
see ASCII
appending data, [D] append, [MI] mi append,
A.N() function, [M-5] AssociativeArray( ) [U] 22 Combining datasets
analysis of covariance, [R] anova appending rows and columns to matrix, [P] matrix
analysis of variance, [PSS] power, [PSS] power define
oneway, [PSS] power twoway, [PSS] Glossary, apply recording, [G-2] graph play
[R] anova, [R] contrast, [R] icc, [R] loneway,
approximating Euclidean distances, [MV] mds
[R] oneway
postestimation
Kruskal–Wallis, [R] kwallis
A.put() function, [M-5] AssociativeArray( )
plots, [R] marginsplot
AR, see autoregressive
repeated measures, [PSS] power repeated,
arbitrary pattern of missing values, [MI] mi impute
[R] anova
chained, [MI] mi impute mvn, [MI] Glossary,
analysis step, [MI] intro substantive, [MI] mi estimate, also see pattern of missingness
also see estimation
arccosine, arcsine, and arctangent functions,
analysis time, [ST] Glossary, [TE] Glossary [FN] Trigonometric functions
analysis-of-variance test of normality, [R] swilk ARCH, see autoregressive conditional heteroskedasticity
analytic weight, [U] 11.1.6 weight, arch command, [TS] arch, [TS] arch postestimation
[U] 20.23.2 Analytic weights
archlm, estat subcommand, [R] regress
anchoring, see constraints, normalization postestimation time series
ANCOVA, see analysis of covariance area, graph twoway subcommand, [G-2] graph
and operator, [U] 13.2.4 Logical operators twoway area
Anderberg coefficient similarity measure, area under the curve, [R] lroc, also see pharmacokinetic
[MV] measure option data, also see receiver operating characteristic
A.next() function, [M-5] AssociativeArray( ) analysis
188 Subject index

areas, [G-4] colorstyle, also see fill, areas, dimming and ASCII, [D] unicode, [D] unicode translate,
brightening, also see fill, color, setting [ I ] Glossary
areastyle, [G-4] areastyle codes, [M-5] ascii( )
areg command, [R] areg, [R] areg postestimation encoding conversion, [D] unicode convertfile,
A.reinit() function, [M-5] AssociativeArray( ) [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( ) asin() function, [FN] Trigonometric functions,
ARFIMA, see autoregressive fractionally integrated [M-5] sin( )
moving-average model asinh() function, [FN] Trigonometric functions,
arfima command, [TS] arfima, [TS] arfima [M-5] sin( )
postestimation asis, display directive, [P] display
arg() function, [M-5] sin( ) asis print color mapping, [G-2] set printcolor
args command, [P] syntax asmprobit command, [R] asmprobit, [R] asmprobit
args() function, [M-5] args( ) postestimation
arguments, aspect ratio, [G-3] aspect option
program, [M-2] declarations, [M-6] Glossary changing, [G-2] graph display
values returned in, [M-1] returnedargs controlling, [G-2] graph combine
varying number, [M-2] optargs, [M-5] args( ) asroprobit command, [R] asroprobit, [R] asroprobit
ARIMA, see autoregressive integrated moving-average postestimation
model assert command, [D] assert
arima command, [TS] arima, [TS] arima assert() function, [M-5] assert( )
postestimation asserteq() function, [M-5] assert( )
arithmetic operators, [M-2] op arith, [M-2] op colon, assignment, class, [P] class
[P] matrix define, [U] 13.2.1 Arithmetic assignment operator, [M-2] op assignment
operators association test, [R] correlate, [R] epitab,
ARMA, see autoregressive moving average [R] spearman, [R] tabulate twoway,
ARMAX, see autoregressive moving average with [R] tetrachoric, [SVY] svy: tabulate twoway
exogenous inputs association, measures of, [R] tabulate twoway
aroots, estat subcommand, [TS] estat aroots associative arrays, [M-5] asarray( ),
array, [M-6] Glossary [M-5] AssociativeArray( )
arrays, class, [P] class AssociativeArray() function,
.Arrdropall built-in class modifier, [P] class [M-5] AssociativeArray( )
.Arrdropel built-in class modifier, [P] class asymmetric power autoregressive conditional
.arrindexof built-in class function, [P] class heteroskedasticity, [TS] arch
.arrnels built-in class function, [P] class asymmetry, see skewness
arrows, [G-2] graph twoway pcarrow asymptotic distribution free, [SEM] intro 4,
[SEM] methods and formulas for sem,
.Arrpop built-in class modifier, [P] class
[SEM] Glossary
.Arrpush built-in class modifier, [P] class
asyvars option, [G-2] graph bar, [G-2] graph box,
as error, display directive, [P] display [G-2] graph dot
as input, display directive, [P] display at risk, [ST] Glossary
as result, display directive, [P] display atan() function, [FN] Trigonometric functions,
as text, display directive, [P] display [M-5] sin( )
as txt, display directive, [P] display atan2() function, [FN] Trigonometric functions,
asarray() function, [M-5] asarray( ) [M-5] sin( )
asarray contains() function, [M-5] asarray( ) atanh() function, [FN] Trigonometric functions,
asarray contents() function, [M-5] asarray( ) [M-5] sin( )
asarray create() function, [M-5] asarray( ) ATE, see average treatment effect
asarray elements() function, [M-5] asarray( ) ATET, see average treatment effect on treated
asarray first() function, [M-5] asarray( ) at-risk table, [ST] sts graph
asarray key() function, [M-5] asarray( ) attributable fraction, [R] epitab, [ST] Glossary
asarray keys() function, [M-5] asarray( ) attributable proportion, [R] epitab
asarray next() function, [M-5] asarray( ) AUC, also see area under the curve
asarray notfound() function, [M-5] asarray( ) augmented
asarray remove() function, [M-5] asarray( ) component-plus-residual plot, [R] regress
ascategory() option, [G-2] graph bar, [G-2] graph postestimation diagnostic plots
box, [G-2] graph dot
 Subject index 189

augmented, continued available area, [G-3] region options

inverse-probability weighting, [TE] teffects intro, available-case analysis, [MI] intro substantive
[TE] teffects intro advanced, [TE] teffects aipw, A.val() function, [M-5] AssociativeArray( )
[TE] Glossary average
partial residual plot, [R] regress postestimation marginal effects, [R] margins, [R] marginsplot
diagnostic plots partial effects (APEs), [R] margins, [R] marginsplot
regression, see imputation, perfect prediction predictions, [R] margins, [R] marginsplot
Author Support Program, [U] 3.7.2 For authors RVI, [MI] mi estimate, [MI] Glossary
auto.dta, [U] 1.2.2 Example datasets treatment effect, [TE] eteffects, [TE] teffects intro,
autocode() function, [FN] Programming functions, [TE] teffects intro advanced, [TE] teffects
[U] 25.1.2 Converting continuous variables to aipw, [TE] teffects ipw, [TE] teffects ipwra,
categorical variables [TE] teffects multivalued, [TE] teffects
autocorrelation, [BAYES] intro, [BAYES] bayes, nnmatch, [TE] teffects psmatch, [TE] teffects
[BAYES] bayesmh, [BAYES] bayesgraph, ra, [TE] Glossary
[BAYES] bayesstats ess, [R] regress comparing, [TE] teffects intro advanced
postestimation time series, [TS] arch, survival time, [TE] stteffects intro,
[TS] arfima, [TS] arima, [TS] corrgram, [TE] stteffects ipw, [TE] stteffects ipwra,
[TS] dfactor, [TS] estat acplot, [TS] newey, [TE] stteffects ra, [TE] stteffects wra
[TS] prais, [TS] psdensity, [TS] sspace, treatment effect on treated, [TE] teffects intro,
[TS] ucm, [TS] var, [TS] varlmar, [TE] teffects intro advanced, [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 averagelinkage,
autocovariance, [TS] arfima, [TS] arima, clustermat subcommand, [MV] cluster linkage
[TS] corrgram, [TS] estat acplot, [TS] psdensity
cluster subcommand, [MV] cluster linkage
automatic print color mapping, [G-2] set printcolor
average-linkage clustering, [MV] cluster,
Automation, [P] automation [MV] clustermat, [MV] cluster linkage,
autoregressive, [TS] arch, [TS] arfima, [TS] arima, [MV] Glossary
[TS] dfactor, [TS] sspace, [TS] ucm averages, see means
conditional heteroskedasticity avplot and avplots commands, [R] regress
effects, [TS] arch postestimation diagnostic plots
effects, testing for, [R] regress postestimation [aweight=exp] modifier, [U] 11.1.6 weight,
time series [U] 20.23.2 Analytic weights
model, [TS] arch, [TS] arch postestimation, axes
[TS] Glossary, also see multivariate GARCH multiple scales, [G-3] axis choice options
model
setting offset between and plot region,
test, [R] regress postestimation time series [G-3] region options
fractionally integrated moving-average model, suppressing, [G-3] axis scale options
[TS] arfima, [TS] arfima postestimation,
axis
[TS] estat acplot, [TS] psdensity, [TS] Glossary
labeling, [G-3] axis label options,
integrated moving-average model, [TS] arima,
[G-3] axis options
[TS] arima postestimation, [TS] estat acplot,
[TS] estat aroots, [TS] psdensity, [TS] Glossary line, look of, [G-3] axis scale options,
[G-3] cat axis label options,
model, [TS] dfactor, [TS] estat acplot,
[G-3] cat axis line options
[TS] mswitch, [TS] psdensity, [TS] sspace,
[TS] ucm log, [G-3] axis scale options
moving average, [TS] arch, [TS] arfima, overall look, [G-4] axisstyle
[TS] arima, [TS] sspace, [TS] ucm, range, [G-3] axis scale options
[TS] Glossary reversed, [G-3] axis scale options
moving average with exogenous inputs, [TS] arfima, scale, [G-3] axis options,
[TS] arima, [TS] dfactor, [TS] sspace, [G-3] axis scale options
[TS] ucm, [TS] Glossary selection of, [G-3] axis choice options
process, [TS] Glossary, [XT] xtabond, [XT] xtdpd, suppressing, [G-3] axis scale options
[XT] xtdpdsys, [XT] Glossary ticking, [G-3] axis label options
autotabgraphs, set subcommand, [R] set
190 Subject index

axis, continued BASE directory, [P] sysdir, [U] 17.5 Where does Stata
titling, [G-3] axis options, look for ado-files?
[G-3] axis title options baseline, [ST] Glossary
suppressing, [G-3] axis title options comparisons, [SEM] estat gof, [SEM] example 4
axisstyle, [G-4] axisstyle dataset, [ST] stbase
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 baseopts option, see sem option baseopts()
backed up message, [R] maximize basis, orthonormal, [P] matrix svd
background color, [G-4] schemes intro batch means, [BAYES] bayesmh, [BAYES] bayesstats
summary, [BAYES] Glossary
setting, [G-3] region options
balance Battese–Coelli parameterization, [XT] xtfrontier
standardized differences, [TE] tebalance summarize Baxter–King filter, [TS] tsfilter, [TS] tsfilter bk
variance ratios, [TE] tebalance summarize Bayes factor, [BAYES] intro, [BAYES] bayes,
[BAYES] bayesmh, [BAYES] bayesstats ic,
balance, tebalance subcommand, [TE] tebalance
[BAYES] Glossary
box, [TE] tebalance density, [TE] tebalance
overid, [TE] tebalance summarize
Bayes’s rule, [BAYES] intro, [BAYES] bayesmh,
[BAYES] Glossary, see Bayes’s theorem
balanced
Bayes’s theorem, [MV] Glossary
data, [XT] Glossary
bayesgraph
design, [PSS] power twomeans, [PSS] power
twoproportions, [PSS] power twovariances,
command, [BAYES] bayesgraph
[PSS] power twocorrelations, [PSS] power matrix command, [BAYES] bayesgraph
oneway, [PSS] power twoway, [PSS] power Bayesian
repeated, [PSS] power cmh, [PSS] power trend, analysis, [BAYES] intro, [BAYES] bayes,
[PSS] power exponential, [PSS] power logrank, [BAYES] bayesmh, [BAYES] bayesmh
[PSS] unbalanced designs, [PSS] Glossary postestimation, [BAYES] bayesgraph,
repeated replication, [SVY] brr options, [BAYES] bayesstats, [BAYES] bayesstats ess,
[SVY] svy brr, [SVY] variance estimation, [BAYES] bayesstats ic, [BAYES] bayesstats
[SVY] Glossary summary, [BAYES] bayestest,
repeated replication standard errors, [SVY] svy brr, [BAYES] bayestest interval, [BAYES] bayestest
[SVY] variance estimation model, [BAYES] Glossary, [U] 26.32 Bayesian
analysis
band-pass filters, [TS] tsfilter bk, [TS] tsfilter cf
band-pass filters, [TS] Glossary concepts, [BAYES] intro, [BAYES] bayesmh,
[MI] intro substantive
bar
estimation, [BAYES] bayes, [BAYES] bayesmh,
graph subcommand, [G-2] graph bar
[BAYES] bayesmh evaluators,
graph twoway subcommand, [G-2] graph twoway [BAYES] bayesstats ic
bar
feasible initial values, [BAYES] bayesmh,
bar charts, [G-2] graph bar [BAYES] bayesmh evaluators,
barbsize option, [G-2] graph twoway pcarrow [BAYES] Glossary
barlook options, [G-3] barlook options user-written evaluators, [BAYES] bayesmh
bars evaluators
labeling, [G-3] blabel option graphical summaries, [BAYES] intro,
look of, [G-3] barlook options [BAYES] bayes, [BAYES] bayesmh,
Bartlett scoring, [MV] factor postestimation [BAYES] bayesmh postestimation,
Bartlett’s [BAYES] bayesgraph
bands, [TS] corrgram hypothesis testing, [BAYES] intro, [BAYES] bayes,
periodogram test, [TS] wntestb [BAYES] bayesmh postestimation,
test for equal variances, [R] oneway [BAYES] bayestest, [BAYES] Glossary
base interval, [BAYES] intro, [BAYES] bayesmh
conversion, [M-5] inbase( ) postestimation, [BAYES] bayestest interval
level, [U] 11.4.3 Factor variables model, [BAYES] intro, [BAYES] bayesmh
postestimation, [BAYES] bayestest model
plottypes, [G-3] advanced options
base, fvset subcommand, [R] fvset
 Subject index 191

Bayesian, continued beta, see β

information criterion, [BAYES] intro, coefficients, [R] regress
[BAYES] bayesmh, [BAYES] bayesstats ic, density,
[BAYES] Glossary, [R] BIC note, [R] estat, central, [FN] Statistical functions
[R] estat ic, [R] estimates stats, [R] glm, noncentral, [FN] Statistical functions
[R] lrtest, [SEM] estat gof, [SEM] example 4, distribution,
[SEM] methods and formulas for sem
cumulative, [FN] Statistical functions
model comparison, [BAYES] intro, [BAYES] bayes,
cumulative noncentral, [FN] Statistical functions
[BAYES] bayesmh, [BAYES] bayesmh
postestimation, [BAYES] bayesstats, inverse cumulative, [FN] Statistical functions
[BAYES] bayesstats ic, [BAYES] bayestest, inverse cumulative noncentral, [FN] Statistical
[BAYES] bayestest model, [BAYES] Glossary functions
model parameters, [BAYES] intro, [BAYES] bayes, inverse reverse cumulative, [FN] Statistical
[BAYES] bayesmh, [BAYES] bayesmh functions
evaluators, [BAYES] bayesmh postestimation, reverse cumulative, [FN] Statistical functions
[BAYES] bayesstats, [BAYES] Glossary function,
postestimation, [BAYES] bayes, [BAYES] bayesmh, complement to incomplete, [FN] Statistical
[BAYES] bayesmh postestimation, functions
[BAYES] bayesgraph, [BAYES] bayesstats, incomplete, [FN] Statistical functions,
[BAYES] bayesstats ess, [BAYES] bayesstats [M-5] normal( )
ic, [BAYES] bayesstats summary, regression, [R] betareg, [SVY] svy estimation,
[BAYES] bayestest, [BAYES] bayestest interval, [U] 26.10 Fractional-outcome dependent-
[BAYES] bayestest model variable models
prediction, [BAYES] intro betaden() function, [FN] Statistical functions,
sensitivity analysis, [BAYES] intro, [M-5] normal( )
[BAYES] bayesmh, [BAYES] bayesstats ic betareg command, [R] betareg, [R] betareg
summary statistics, [BAYES] intro, [BAYES] bayes, postestimation
[BAYES] bayesmh, [BAYES] bayesmh between estimators, [XT] xtivreg, [XT] xtreg,
postestimation, [BAYES] bayesstats, [XT] Glossary
[BAYES] bayesstats summary between matrix, [MV] Glossary
bayesmh command, [BAYES] bayesmh between–within DDF, see denominator degrees of
bayesstats freedom, repeated
command, [BAYES] bayesstats between-cell means and variances, [XT] xtdescribe,
ess command, [BAYES] bayesstats [XT] xtsum
ic command, [BAYES] bayesstats between-group variance, [PSS] power oneway
summary command, [BAYES] bayesstats between-imputation variability, [MI] mi estimate,
bayestest [MI] mi predict
interval command, [BAYES] bayestest interval between-subjects
model command, [BAYES] bayestest model design, [PSS] power oneway, [PSS] power twoway,
bcal [PSS] power repeated, [PSS] Glossary
check command, [D] bcal factor, [PSS] power repeated, [PSS] Glossary
create command, [D] bcal variance, [PSS] power repeated
describe command, [D] bcal BFGS algorithm, see Broyden–Fletcher–Goldfarb–
dir command, [D] bcal Shanno algorithm
load command, [D] bcal bgodfrey, estat subcommand, [R] regress
BCC, see boundary characteristic curve postestimation time series
bcskew0 command, [R] lnskew0 BHHH algorithm, see Berndt–Hall–Hall–Hausman
algorithm
Bentler–Raykov squared multiple-correlation coefficient,
[SEM] estat eqgof bias corrected and accelerated, [R] bootstrap
postestimation, [R] bstat
Bentler–Weeks matrices, [SEM] intro 7, [SEM] estat
framework, [SEM] example 11, [SEM] Glossary BIC, see Bayesian information criterion
Bentler’s invariant pattern simplicity rotation, Bickenböller test statistic, [R] symmetry
[MV] rotate, [MV] rotatemat, [MV] Glossary bin() option, [G-2] graph twoway histogram
Berndt–Hall–Hall–Hausman algorithm, binary
[M-5] moptimize( ), [M-5] optimize( ), [R] ml files, writing and reading, [P] file
I/O, [M-5] bufio( )
item, [IRT] Glossary
operator, [M-6] Glossary
outcome, [PSS] power
192 Subject index

binary, continued block

outcome model, [SEM] intro 5, diagonal covariance, [MV] mvtest covariances
[SEM] example 27g, [SEM] example 28g, diagonal matrix, [M-5] blockdiag( )
[SEM] example 29g, [SEM] example 30g, exogeneity, [TS] vargranger
[SEM] example 31g, [SEM] example 32g, blockdiag() function, [M-5] blockdiag( )
[SEM] example 33g, [SEM] example 34g, see blocking, [BAYES] intro, [BAYES] bayes,
outcomes, binary [BAYES] bayesmh, [BAYES] Glossary
string, [ I ] Glossary blog, see Stata Blog
variable imputation, see imputation, binary Blundell–Bond estimator, [XT] xtdpd, [XT] xtdpdsys
binary 0, [ I ] Glossary BLUPs, [ME] me, [ME] mixed, [ME] mixed
binomial postestimation, [ME] Glossary
distribution, bofd() function, [D] datetime business calendars,
confidence intervals, [R] ci [FN] Date and time functions, [M-5] date( )
cumulative, [FN] Statistical functions bold font, [G-4] text
inverse cumulative, [FN] Statistical functions Bonferroni’s multiple-comparison adjustment, see
inverse reverse cumulative, [FN] Statistical multiple comparisons, Bonferroni’s method
functions bootstrap, [SEM] Glossary
reverse cumulative, [FN] Statistical functions estimation, [SVY] bootstrap options, [SVY] svy
family regression, [R] binreg bootstrap, [SVY] variance estimation,
probability mass function, [FN] Statistical functions [SVY] Glossary
probability test, [R] bitest bootstrap options, [SVY] bootstrap options
test, [PSS] power oneproportion, [PSS] Glossary sampling and estimation, [P] postfile, [R] bootstrap,
binomial() function, [FN] Statistical functions, [R] bsample, [R] bstat, [R] qreg, [R] rocreg,
[M-5] normal( ) [R] simulate
binomialp() function, [FN] Statistical functions, standard errors, [R] vce option, [SVY] svy
[M-5] normal( ) bootstrap, [SVY] variance estimation,
binomialtail() function, [FN] Statistical functions, [XT] vce options
[M-5] normal( ) bootstrap prefix command, [R] bootstrap,
binormal() function, [FN] Statistical functions, [R] bootstrap postestimation
[M-5] normal( ) bootstrap, estat subcommand, [R] bootstrap
binreg command, [R] binreg, [R] binreg postestimation
postestimation border around plot region, suppressing,
bioequivalence test, [BAYES] bayesmh, [R] pk, [G-3] region options
[R] pkequiv borders
biopharmaceutical data, see pharmacokinetic data misplacement of, [G-3] added text options
biplot, [MV] biplot, [MV] ca postestimation plots, suppressing, [G-4] linestyle
[MV] Glossary suppressing around plot region,
biplot command, [MV] biplot [G-3] region options
biprobit command, [R] biprobit, [R] biprobit Boston College archive, see Statistical Software
postestimation Components archive
biquartimax rotation, [MV] rotate, [MV] rotatemat, bottom suboption, [G-4] alignmentstyle
[MV] Glossary boundary
biquartimin rotation, [MV] rotate, [MV] rotatemat, characteristic curve, [IRT] irtgraph icc,
[MV] Glossary [IRT] Glossary
bisection method, see iteration, bisection method kernel, [ST] Glossary
bitest and bitesti commands, [R] bitest solution, [MV] Glossary
bitmap, [G-3] png options, [G-3] tif options Box–Cox
bivariate normal function, [FN] Statistical functions power transformations, [R] lnskew0
bivariate probit regression, [R] biprobit, [SVY] svy regression, [R] boxcox
estimation box, graph subcommand, [G-2] graph box
biweight kernel function, [R] kdensity, [R] lpoly, Box M test, [MV] mvtest covariances
[R] qreg, [TE] tebalance density, [TE] tebalance box plots, [G-2] graph box
overid, [TE] teffects overlap boxcox command, [R] boxcox, [R] boxcox
biweight regression estimates, [R] rreg postestimation
biyearly() function, [U] 25 Working with Box’s conservative epsilon, [R] anova
categorical data and factor variables break, [M-2] break
bk, tsfilter subcommand, [TS] tsfilter bk break command, [P] break
blanks, removing from strings, [FN] String functions
 Subject index 193

Break key, [U] 9 The Break key, [U] 16.1.4 Error by() function, [P] byable
handling in do-files by() option, [G-2] graph bar, [G-3] by option
interception, [P] break, [P] capture by(), use of legends with, [G-3] by option,
processing, [M-5] setbreakintr( ) [G-3] clegend option, [G-3] legend options
breakkey() function, [M-5] setbreakintr( ) by varlist: prefix, [D] by, [P] byable, [U] 11.5 by
breakkeyreset() function, [M-5] setbreakintr( ) varlist: construct, [U] 13.7 Explicit
Breitung test, [XT] xtunitroot subscripting, [U] 27.2 The by construct
breitung, xtunitroot subcommand, [XT] xtunitroot byable(), [P] byable
Breusch–Godfrey test, [R] regress postestimation time by-graphs, look of, [G-4] bystyle
series by-groups, [D] by, [D] statsby, [P] byable, [U] 11.5 by
Breusch–Pagan Lagrange multiplier test, [XT] xtreg varlist: construct
postestimation byindex() function, [P] byable
Breusch–Pagan test, [MV] mvreg, [R] sureg bylastcall() function, [P] byable
Breusch–Pagan/Cook–Weisberg test for byn1() function, [P] byable
heteroskedasticity, [R] regress postestimation byn2() function, [P] byable
brier command, [R] brier bysort varlist: prefix, [D] by
Brier score decomposition, [R] brier bystyle, [G-4] bystyle
broad type, [M-6] Glossary byte, [ I ] Glossary
browse command, [D] edit byte, [D] data types, [U] 12.2.2 Numeric storage
browse, view subcommand, [R] view types
Broyden–Fletcher–Goldfarb–Shanno algorithm, byteorder() function, [FN] Programming functions,
[M-5] moptimize( ), [M-5] optimize( ), [R] ml [M-5] byteorder( )
Broyden–Powell method, [M-5] solvenl( )
BRR, see balanced repeated replication C
brr options, [SVY] brr options
bsample command, [R] bsample C() function, [M-5] C( )
bsqreg command, [R] qreg, [R] qreg postestimation c() function, [M-5] c( )
bstat command, [R] bstat c() pseudofunction, [FN] Programming functions
bstyle() option, [G-3] barlook options c(adopath) c-class value, [P] creturn, [P] sysdir
bufbfmtisnum() function, [M-5] bufio( ) c(adosize) c-class value, [P] creturn, [P] sysdir
bufbfmtlen() function, [M-5] bufio( ) c(ALPHA) c-class value, [P] creturn
bufbyteorder() function, [M-5] bufio( ) c(alpha) c-class value, [P] creturn
buffered I/O, [M-5] bufio( ) c(autotabgraphs) c-class value, [P] creturn
bufget() function, [M-5] bufio( ) c(bit) c-class value, [P] creturn
bufio() function, [M-5] bufio( ) c(born date) c-class value, [P] creturn
bufmissingvalue() function, [M-5] bufio( ) c(byteorder) c-class value, [P] creturn
bufput() function, [M-5] bufio( ) c(cformat) c-class value, [P] creturn, [R] set cformat
build, ssd subcommand, [SEM] ssd c(changed) c-class value, [P] creturn
Builder (GUI), [SEM] Glossary c(charlen) c-class value, [P] creturn
building a graph, [G-1] graph intro C charts, [G-2] graph other
built-in, class, [P] class c(checksum) c-class value, [D] checksum, [P] creturn
built-in variables, [U] 11.3 Naming conventions, c(clevel) c-class value, [P] creturn
[U] 13.4 System variables ( variables) c(cmdlen) c-class value, [P] creturn
bullet symbol, [G-4] text c(coeftabresults) c-class value, [P] creturn
burn-between period, [MI] mi impute, [MI] mi impute c(console) c-class value, [P] creturn
chained, [MI] mi impute mvn, [MI] Glossary c(copycolor) c-class value, [P] creturn
burn-in period, [BAYES] intro, [BAYES] bayes, c(current date) c-class value, [P] creturn
[BAYES] bayesmh, [BAYES] bayesgraph, c(current time) c-class value, [P] creturn
[BAYES] Glossary, [MI] mi impute, [MI] mi c(dirsep) c-class value, [P] creturn
impute chained, [MI] mi impute mvn, c(dockable) c-class value, [P] creturn
[MI] Glossary c(dockingguides) c-class value, [P] creturn
business calendars, [D] bcal, [D] datetime c(doublebuffer) c-class value, [P] creturn
business calendars, [D] datetime business c(dp) c-class value, [D] format, [P] creturn
calendars creation, [M-5] date( ), [TS] intro, c(emptycells) c-class value, [P] creturn
[U] 24.7 Business dates and calendars
c(eolchar) c-class value, [P] creturn
business dates, see business calendars
c(epsdouble) c-class value, [P] creturn
Butterworth filter, [TS] tsfilter, [TS] tsfilter bw
c(epsfloat) c-class value, [P] creturn
bw, tsfilter subcommand, [TS] tsfilter bw
c(eqlen) c-class value, [P] creturn
194 Subject index

c(fastscroll) c-class value, [P] creturn c(minbyte) c-class value, [P] creturn
c(filedate) c-class value, [P] creturn c(mindouble) c-class value, [P] creturn
c(filename) c-class value, [P] creturn c(minfloat) c-class value, [P] creturn
c(flavor) c-class value, [P] creturn c(minint) c-class value, [P] creturn
c(fvlabel) 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(namelenbye) 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
c(maxfloat) c-class value, [P] creturn c(rngstate) c-class value, [P] creturn, [R] set seed
c(maxint) c-class value, [P] creturn c(scheme) c-class value, [P] creturn
c(maxiter) c-class value, [P] creturn c(scrollbufsize) c-class value, [P] creturn
c(max k theory) c-class value, [P] creturn c(SE) c-class value, [P] creturn
c(maxlong) c-class value, [P] creturn c(searchdefault) c-class value, [P] creturn
c(max macrolen) c-class value, [P] creturn c(seed) c-class value, [R] set emptycells, [R] set seed
c(max matsize) c-class value, [P] creturn c(segmentsize) c-class value, [D] memory,
c(max memory) c-class value, [D] memory, [P] creturn
[P] creturn c(sformat) c-class value, [P] creturn, [R] set cformat
c(max N theory) c-class value, [P] creturn c(showbaselevels) c-class value, [P] creturn, [R] set
c(maxstrlvarlen) c-class value, [P] creturn showbaselevels
c(maxstrvarlen) c-class value, [P] creturn c(showemptycells) c-class value, [P] creturn, [R] set
c(maxvar) c-class value, [D] memory, [P] creturn showbaselevels
c(maxvlabellen) c-class value, [P] creturn c(showomitted) c-class value, [P] creturn, [R] set
c(max width theory) c-class value, [P] creturn showbaselevels
c(memory) c-class value, [P] creturn c(smallestdouble) c-class value, [P] creturn
 Subject index 195

c(smoothfonts) c-class value, [P] creturn canonical, continued

c(stata version) c-class value, [P] creturn discriminant analysis, [MV] candisc, [MV] Glossary
c(sysdir base) c-class value, [P] creturn, [P] sysdir link, [ME] meglm, [ME] Glossary, [XT] Glossary
c(sysdir oldplace) c-class value, [P] creturn, loadings, [MV] canon, [MV] canon postestimation,
[P] sysdir [MV] Glossary
c(sysdir personal) c-class value, [P] creturn, variate set, [MV] canon, [MV] canon
[P] sysdir postestimation, [MV] Glossary
c(sysdir plus) c-class value, [P] creturn, [P] sysdir canontest, estat subcommand, [MV] discrim lda
c(sysdir site) c-class value, [P] creturn, [P] sysdir postestimation
c(sysdir stata) c-class value, [P] creturn, capped spikes, [G-3] rcap options
[P] sysdir caprojection command, [MV] ca postestimation
c(timeout1) c-class value, [P] creturn plots
c(timeout2) c-class value, [P] creturn caption() option, [G-3] title options
c(tmpdir) c-class value, [P] creturn capture command, [P] capture
c(trace) c-class value, [P] creturn, [P] trace carryover effects, [R] pk, [R] pkcross, [R] pkshape
c(tracedepth) c-class value, [P] creturn, [P] trace case–cohort data, [ST] sttocc
c(traceexpand) c-class value, [P] creturn, [P] trace case–control, [PSS] Glossary
c(tracehilite) c-class value, [P] creturn, [P] trace data, [R] clogit, [R] epitab, [R] logistic, [R] rocreg,
c(traceindent) c-class value, [P] creturn, [P] trace [R] symmetry, [ST] sttocc
c(tracenumber) c-class value, [P] creturn, [P] trace study, [PSS] power, [PSS] power mcc, [R] epitab
c(tracesep) c-class value, [P] creturn, [P] trace casement displays, [G-3] by option
c(type) c-class value, [D] generate, [P] creturn casewise deletion, [D] egen, [P] mark, see listwise
c(update interval) c-class value, [P] creturn deletion
c(update prompt) c-class value, [P] creturn cat command, [D] type
c(update query) c-class value, [P] creturn cat() function, [M-5] cat( )
c(username) c-class value, [P] creturn categorical, also see factor variables
c(userversion) c-class value, [P] creturn axis, look of
c(varabbrev) c-class value, [P] creturn labels, [G-3] cat axis label options
c(varkeyboard) c-class value, [P] creturn line, [G-3] cat axis line options
c(version) c-class value, [P] creturn, [P] version contrasts after anova, [R] contrast
c(Wdays) c-class value, [P] creturn covariates, [R] anova
c(Weekdays) c-class value, [P] creturn data, [D] egen, [D] recode, [MV] ca, [MV] manova,
c(width) c-class value, [P] creturn [MV] mca, [R] epitab, [SVY] svy
estimation, [SVY] svy: tabulate oneway,
CA, see correspondence analysis
[SVY] svy: tabulate twoway
ca command, [MV] ca, [MV] ca postestimation,
data, agreement, measures for, [R] kappa
[MV] ca postestimation plots
graphs, [R] grmeanby, [R] spikeplot
cabiplot command, [MV] ca postestimation plots
item, [IRT] Glossary
calculator, [R] display
outcomes, see outcomes, binary, see outcomes,
calendars, [D] bcal, [D] datetime business calendars,
categorical, see outcomes, ordinal, also see
[D] datetime business calendars creation,
outcomes, binary, also see outcomes, ordinal
[TS] intro
regression, also see outcomes subentry
calibration, [IRT] Glossary
absorbing one categorical variable, [R] areg
Caliński and Harabasz index stopping rules,
[MV] cluster stop tabulations, [R] table, [R] tabstat, [R] tabulate
oneway, [R] tabulate twoway, [R] tabulate,
caller() pseudofunction, [FN] Programming
summarize()
functions
variable creation, [R] tabulate oneway, [R] xi
callersversion() function, [M-5] callersversion( )
variable imputation, see imputation, categorical
camat command, [MV] ca, [MV] ca postestimation,
[MV] ca postestimation plots variables, [U] 25.1.2 Converting continuous
variables to categorical variables
Canberra dissimilarity measure, [MV] measure option
category
candisc command, [MV] candisc, [MV] discrim estat,
[MV] discrim qda postestimation boundary curve, see boundary characteristic curve
canon command, [MV] canon, [MV] canon boundary location, [IRT] Glossary
postestimation characteristic curve, [IRT] irtgraph icc,
canonical [IRT] Glossary
correlation analysis, [MV] Glossary response function, [IRT] irtgraph icc,
[IRT] Glossary
correlations, [MV] canon, [MV] canon
postestimation cause-specific hazard, [ST] Glossary
196 Subject index

cc command, [R] epitab chained equations, see imputation, multivariate, chained

CCC, see category characteristic curve equations
ccc, mgarch subcommand, [TS] mgarch ccc changeeol command, [D] changeeol
cchart command, [R] qc changing
cci command, [R] epitab data, see editing data
c-class command, [P] creturn directories, [D] cd
c-conformability, [M-2] op colon, [M-6] Glossary char(#), display directive, [P] display
CCT, see controlled clinical trial study char
CD, see coefficient of determination command, [U] 12.8 Characteristics
cd command, [D] cd define command, [P] char
cd, net subcommand, [R] net list command, [P] char
Cdhms() function, [D] datetime, [FN] Date and time macro extended function, [P] macro
functions, [M-5] date( ) rename command, [P] char
cdir, classutil subcommand, [P] classutil char() function, [FN] String functions, [M-5] ascii( )
ceil() function, [FN] Mathematical functions, character
[M-5] trunc( ) data, see string variables
ceiling function, [FN] Mathematical functions variables, [D] infile (free format)
cell means, [PSS] Glossary characteristic roots, [M-5] eigensystem( )
cell-means model, [PSS] Glossary characteristics, [P] char, [U] 12.8 Characteristics,
censored, [ST] Glossary, [TE] Glossary [U] 18.3.6 Extended macro functions,
observations, [MI] mi impute intreg, [MI] mi [U] 18.3.13 Referring to characteristics
XXXset, [R] heckman, [R] heckoprobit, characters, [ I ] Glossary
[R] heckprobit, [R] intreg, [R] ivtobit, [R] tobit, charset, set subcommand, [P] smcl
[ST] st, also see truncated observations chdir command, [D] cd
Poisson regression, [R] cpoisson, [SVY] svy chdir() function, [M-5] chdir( )
estimation chdir() function, [M-5] chdir( )
censored-normal regression, see interval regression check,
censoring, [PSS] power trend, [PSS] power cox, bcal subcommand, [D] bcal
[PSS] power exponential, [PSS] power logrank, icd10 subcommand, [D] icd10
see imputation, interval-censored data
icd9 subcommand, [D] icd9
census, [SVY] Glossary
icd9p subcommand, [D] icd9
data, [SVY] survey, [SVY] direct standardization,
ml subcommand, [R] ml
[SVY] variance estimation
checkestimationsample command,
center suboption, [G-4] justificationstyle
[P] signestimationsample
centered data, [MV] Glossary
checking data, [D] assert
centile command, [R] centile
checkpoint, [D] snapshot
centiles, see percentiles, displaying, see percentiles
checksum, set subcommand, [D] checksum, [R] set
central posterior interval, see equal-tailed credible
checksum command, [D] checksum
interval
checksums of data, [D] checksum, [D] datasignature,
central tendency, measures of, see means, see medians
[P] datasignature, [P] signestimationsample
centroidlinkage,
chi2() function, [FN] Statistical functions,
clustermat subcommand, [MV] cluster linkage [M-5] normal( )
cluster subcommand, [MV] cluster linkage chi2den() function, [FN] Statistical functions,
centroid-linkage clustering, [MV] cluster, [M-5] normal( )
[MV] clustermat, [MV] cluster linkage, chi2tail() function, [FN] Statistical functions,
[MV] Glossary [M-5] normal( )
certainty strata, [SVY] estat chi-squared
certainty units, [SVY] variance estimation density, [FN] Statistical functions
certifying data, [D] assert, [D] checksum, distribution,
[D] count, [D] datasignature, [D] inspect,
cumulative, [FN] Statistical functions
[P] datasignature, [P] signestimationsample
cumulative noncentral, [FN] Statistical functions
certifying mi data are consistent, [MI] mi update
inverse cumulative, [FN] Statistical functions
cf command, [D] cf
inverse cumulative noncentral, [FN] Statistical
cf, tsfilter subcommand, [TS] tsfilter cf
functions
CFA, see confirmatory factor analysis
inverse reverse cumulative, [FN] Statistical
CFI, see comparative fit index functions
cformat, set subcommand, [R] set, [R] set cformat inverse reverse cumulative noncentral,
cgraph, irf subcommand, [TS] irf cgraph [FN] Statistical functions
 Subject index 197

chi-squared distribution, continued cii

noncentral, [FN] Statistical functions means command, [R] ci
reverse cumulative, [FN] Statistical functions proportions command, [R] ci
reverse cumulative noncentral, [FN] Statistical variances command, [R] ci
functions class
hypothesis test, [R] hausman, [R] lrtest, [R] sdtest, definition, [P] class
[R] tabulate twoway, [R] test, [R] testnl instance, [P] class
noncentrality parameter, [FN] Statistical functions programming, [M-6] Glossary, [P] class
probability and quantile plots, [G-2] graph other programming utilities, [P] classutil
probability plot, [R] diagnostic plots class, [M-2] class
quantile plot, [R] diagnostic plots class exit command, [P] class exit
test, [PSS] Glossary, [SEM] methods and formulas classes, [M-2] class
for sem classfunctions, estat subcommand, [MV] discrim
test for marginal homogeneity, [R] symmetry lda postestimation
test of independence, [R] epitab, [R] tabulate classical scaling, [MV] Glossary
twoway, [SVY] svy: tabulate twoway classification, see cluster analysis, see discriminant
Chms() function, [D] datetime, [FN] Date and time analysis
functions, [M-5] date( ) data, see receiver operating characteristic analysis
choice models, [ME] mecloglog, [ME] meglm, function, [MV] discrim, [MV] discrim lda,
[ME] melogit, [ME] meologit, [ME] meoprobit, [MV] discrim lda postestimation, [MV] discrim
[ME] meprobit, [ME] meqrlogit, [R] asclogit, qda, [MV] discrim qda postestimation,
[R] asmprobit, [R] asroprobit, [R] clogit, [MV] Glossary
[R] cloglog, [R] exlogistic, [R] glm, interrater agreement, [R] kappa
[R] heckoprobit, [R] heckprobit, [R] hetprobit,
table, [MV] candisc, [MV] discrim, [MV] discrim
[R] ivprobit, [R] logistic, [R] logit, [R] mlogit,
estat, [MV] discrim knn, [MV] discrim
[R] mprobit, [R] nlogit, [R] ologit, [R] oprobit,
knn postestimation, [MV] discrim lda,
[R] probit, [R] rologit, [R] scobit, [R] slogit,
[MV] discrim lda postestimation, [MV] discrim
[R] suest, [XT] xtgee, [XT] xtlogit,
logistic, [MV] discrim logistic postestimation,
[XT] xtologit, [XT] xtoprobit, [XT] xtprobit,
[MV] discrim qda, [MV] discrim qda
[XT] xtstreg
postestimation, [MV] Glossary, [R] estat
Cholesky classification
decomposition, [M-5] cholesky( ), [P] matrix define classification, estat subcommand, [R] estat
ordering, [TS] Glossary classification
cholesky() function, [M-5] cholesky( ) .classmv built-in class function, [P] class
cholesky() function, [FN] Matrix functions, .classname built-in class function, [P] class
[M-5] cholesky( ), [P] matrix define classname() function, [M-5] eltype( )
cholinv() function, [M-5] cholinv( ) classtable, estat subcommand, [MV] discrim
cholinv() function, [M-5] cholinv( ) estat, [MV] discrim knn postestimation,
cholsolve() function, [M-5] cholsolve( ) [MV] discrim lda postestimation, [MV] discrim
cholsolve() function, [M-5] cholsolve( ) logistic postestimation, [MV] discrim qda
chop() function, [FN] Programming functions postestimation
Chow test, [R] anova, [R] contrast, [R] lrtest, classutil
[TS] estat sbknown cdir command, [P] classutil
Christiano–Fitzgerald filter, [TS] tsfilter, [TS] tsfilter cf describe command, [P] classutil
churdle dir command, [P] classutil
command, [R] churdle, [R] churdle postestimation drop command, [P] classutil
exponential command, [R] churdle which command, [P] classutil
linear command, [R] churdle classwide variable, [P] class
CI, see confidence interval clean,
assumption, see conditional-independence icd10 subcommand, [D] icd10
assumption icd9 subcommand, [D] icd9
ci icd9p subcommand, [D] icd9
means command, [R] ci clear
proportions command, [R] ci * command, [D] clear
variances command, [R] ci ado command, [D] clear
CIF, see cumulative incidence function all command, [D] clear
command, [D] clear
mata command, [D] clear
198 Subject index

clear, continued close, continued

matrix command, [D] clear log subcommand, [R] log
option, [U] 11.2 Abbreviation rules close graphs, [G-2] graph close
programs command, [D] clear cls command, [R] cls
results command, [D] clear clstyle() option, [G-3] connect options
clear, cluster, [SVY] survey, [SVY] svy estimation,
datasignature subcommand, [D] datasignature [SVY] svyset, [SVY] variance estimation,
ereturn subcommand, [P] ereturn, [P] return [SVY] Glossary
estimates subcommand, [P] estimates cluster, [MV] cluster, see gsem option vce(), see
estimates subcommand, [R] estimates store sem option vce()
forecast subcommandforecast subcommand, averagelinkage command, [MV] cluster linkage
[TS] forecast clear centroidlinkage command, [MV] cluster linkage
fvset subcommand, [R] fvset completelinkage command, [MV] cluster linkage
mata subcommand, [M-3] mata clear delete command, [MV] cluster programming
ml subcommand, [R] ml utilities
postutil subcommand, [P] postfile dendrogram command, [MV] cluster dendrogram
putexcel subcommand, [P] putexcel, [P] putexcel dir command, [MV] cluster utility
advanced drop command, [MV] cluster utility
return subcommand, [P] return generate command, [MV] cluster generate
serset subcommand, [P] serset kmeans command, [MV] cluster kmeans and
sreturn subcommand, [P] program, [P] return kmedians
timer subcommand, [P] timer kmedians command, [MV] cluster kmeans and
clearing estimation results, [P] ereturn, [P] estimates, kmedians
[R] estimates store list command, [MV] cluster utility
clearing memory, [D] clear measures command, [MV] cluster programming
clegend() option, [G-3] clegend option, utilities
[G-3] legend options medianlinkage command, [MV] cluster linkage
clevel, set subcommand, [BAYES] set clevel, [R] set notes command, [MV] cluster notes
clinical trial, [BAYES] bayesmh, [PSS] Glossary parsedistance command, [MV] cluster
clinically programming utilities
meaningful difference, [PSS] Glossary, also see δ query command, [MV] cluster programming
utilities
meaningful effect, [PSS] Glossary, also see
clinically meaningful difference rename command, [MV] cluster utility
significance difference, see clinically meaningful renamevar command, [MV] cluster utility
difference set command, [MV] cluster programming utilities
significant difference, [PSS] Glossary singlelinkage command, [MV] cluster linkage
clip() function, [FN] Programming functions stop command, [MV] cluster stop
Clock() function, [D] datetime, [D] datetime use command, [MV] cluster utility
translation, [FN] Date and time functions, wardslinkage command, [MV] cluster linkage
[M-5] date( ) waveragelinkage command, [MV] cluster linkage
clock() function, [D] datetime, [D] datetime cluster analysis, [MV] cluster, [MV] cluster
translation, [FN] Date and time functions, dendrogram, [MV] cluster generate,
[M-5] date( ) [MV] cluster kmeans and kmedians,
clock position, [G-4] clockposstyle [MV] cluster linkage, [MV] cluster stop,
clock time, [TS] tsset [MV] cluster utility, [MV] Glossary,
clockposstyle, [G-4] clockposstyle [U] 26.28 Multivariate and cluster analysis
clogit command, [R] bootstrap, [R] clogit, [R] clogit dendrograms, [MV] cluster dendrogram
postestimation, [R] exlogistic, [R] rologit dropping, [MV] cluster utility
cloglog command, [R] cloglog, [R] cloglog hierarchical, [MV] cluster, [MV] clustermat,
postestimation [MV] cluster linkage
cloglog() function, [FN] Mathematical functions, kmeans, [MV] cluster kmeans and kmedians
[M-5] logit( ) kmedians, [MV] cluster kmeans and kmedians
cloglog option, see gsem option cloglog listing, [MV] cluster utility
clonevar command, [D] clonevar notes, [MV] cluster notes
close, programming, [MV] cluster programming
cmdlog subcommand, [R] log subroutines, [MV] cluster programming
file subcommand, [P] file utilities
close subcommand, [G-2] graph close renaming, [MV] cluster utility
 Subject index 199

cluster analysis, continued cluster estimator of variance, continued

stopping rules, [MV] cluster, [MV] cluster stop nonlinear
tree, [MV] cluster dendrogram, [MV] Glossary least-squares estimation, [R] nl
using, [MV] cluster utility systems of equations, [R] nlsur
cluster estimator of variance, [P] robust, parametric survival models, [ST] streg
[R] vce option, [XT] vce options Poisson regression, [R] poisson
alternative-specific censored, [R] cpoisson
conditional logit model, [R] asclogit truncated, [R] tpoisson
multinomial probit regression, [R] asmprobit with endogenous covariates, [R] ivpoisson
rank-ordered probit regression, [R] asroprobit zero-inflated, [R] zip
beta regression, [R] betareg population-averaged models, [XT] xtgee
censored Poisson regression, [R] cpoisson complementary log-log, [XT] xtcloglog
competing-risks regression, [ST] stcrreg logit, [XT] xtlogit
complementary log-log regression, [R] cloglog negative binomial, [XT] xtnbreg
Cox proportional hazards model, [ST] stcox Poisson, [XT] xtpoisson
exponential regression, hurdle, [R] churdle probit, [XT] xtprobit
fixed-effects models, Prais–Winsten and Cochrane–Orcutt regression,
linear, [XT] xtreg [TS] prais
Poisson, [XT] xtpoisson probit regression, [R] probit
fractional response regression, [R] fracreg bivariate, [R] biprobit
generalized linear models, [R] glm heteroskedastic, [R] hetprobit
for binomial family, [R] binreg multinomial, [R] mprobit
generalized method of moments, [R] gmm, ordered, [R] oprobit
[R] ivpoisson ordered heckman selection model,
heckman selection model, [R] heckman [R] heckoprobit
hurdle regression, [R] churdle with endogenous covariates, [R] ivprobit
instrumental-variables regression, [R] ivregress with sample selection, [R] heckprobit
interval regression, [R] intreg random-effects models
linear dynamic panel-data models, [XT] xtabond, complementary log-log, [XT] xtcloglog
[XT] xtdpd, [XT] xtdpdsys linear, [XT] xtreg
linear regression, [R] regress logistic, [XT] xtlogit, [XT] xtologit
constrained, [R] cnsreg parametric survival, [XT] xtstreg
hurdle, [R] churdle Poisson, [XT] xtpoisson
truncated, [R] truncreg probit, [XT] xtoprobit, [XT] xtprobit
with dummy-variable set, [R] areg structural equation modeling, [SEM] intro 8,
logistic regression, [R] logistic, [R] logit, also see [SEM] sem option method( )
logit regression subentry summary statistics,
conditional, [R] clogit mean, [R] mean
multinomial, [R] mlogit proportion, [R] proportion
ordered, [R] ologit ratio, [R] ratio
rank-ordered, [R] rologit total, [R] total
skewed, [R] scobit tobit model, [R] tobit
stereotype, [R] slogit with endogenous covariates, [R] ivtobit
logit regression, [R] logit, also see logistic regression treatment-effects model, [TE] eteffects,
subentry [TE] etpoisson, [TE] etregress
nested, [R] nlogit truncated
maximum likelihood estimation, [R] ml, [R] mlexp negative binomial regression, [R] tnbreg
multilevel mixed-effects models, [ME] mecloglog, Poisson regression, [R] tpoisson
[ME] meglm, [ME] melogit, [ME] menbreg, regression, [R] truncreg
[ME] meologit, [ME] meoprobit, with endogenous covariates,
[ME] mepoisson, [ME] meprobit, [ME] mestreg, Poisson regression, [R] ivpoisson
[ME] mixed
probit model, [R] ivprobit
multinomial
tobit model, [R] ivtobit
logistic regression, [R] mlogit
with endogenous regressors,
probit regression, [R] mprobit
instrumental-variables regression, [R] ivregress
negative binomial regression
truncated, [R] nbreg
zero-inflated, [R] zinb
200 Subject index

cluster estimator of variance, continued coefficients (from estimation), continued

zero-inflated cataloging, [R] estimates
negative binomial regression, [R] zinb estimated linear combinations, see linear
Poisson regression, [R] zip combinations of estimators
cluster sampling, [P] robust, [ST] stcox, [ST] streg, linear combinations of, see linear combinations of
[R] bootstrap, [R] bsample, [R] jackknife estimators
clustered, [SEM] Glossary nonlinear combinations of, see nonlinear
clustering, see cluster analysis combinations of estimators
clustermat, [MV] clustermat testing equality of, [R] test, [R] testnl
averagelinkage command, [MV] cluster linkage coeflegend option, see gsem option coeflegend, see
centroidlinkage command, [MV] cluster linkage sem option coeflegend
completelinkage command, [MV] cluster linkage coeftabresults, set subcommand, [R] set
medianlinkage command, [MV] cluster linkage coefvector, forecast subcommand, [TS] forecast
singlelinkage command, [MV] cluster linkage coefvector
stop command, [MV] cluster stop Cofc() function, [D] datetime, [FN] Date and time
functions, [M-5] date( )
wardslinkage command, [MV] cluster linkage
cofC() function, [D] datetime, [FN] Date and time
waveragelinkage command, [MV] cluster linkage
functions, [M-5] date( )
clusters, duplicating, [D] expandcl
Cofd() function, [D] datetime, [FN] Date and time
cmdlog functions, [M-5] date( )
close command, [R] log cofd() function, [D] datetime, [FN] Date and time
command, [R] log, [U] 15 Saving and printing functions, [M-5] date( )
output—log files cohort studies, [ST] ltable
off command, [R] log cohort study, [PSS] intro, [PSS] power,
on command, [R] log [PSS] Glossary, [R] epitab, [ST] stcox,
using command, [R] log [ST] stptime, [ST] strate, [ST] sttocc
Cmdyhms() function, [D] datetime, [FN] Date and cointegration, [TS] fcast compute, [TS] fcast graph,
time functions, [M-5] date( ) [TS] vec intro, [TS] vec, [TS] veclmar,
cmh, power subcommand, [PSS] power cmh [TS] vecnorm, [TS] vecrank, [TS] vecstable,
CMI assumption, see conditional mean independence [TS] Glossary
assumption coleq macro extended function, [P] macro
cmissing() option, [G-3] cline options, coleq, matrix subcommand, [P] matrix rownames
[G-3] connect options colfullnames macro extended function, [P] macro
cnsreg command, [R] cnsreg, [R] cnsreg collapse command, [D] collapse
postestimation collate() function, [M-5] sort( )
Cochran–Armitage test, [PSS] power, [PSS] power collatorlocale() function, [FN] String functions
trend, [PSS] Glossary collatorversion() function, [FN] String functions
Cochran–Mantel–Haenszel test, [PSS] power, collect statistics, [D] statsby
[PSS] power cmh, see Mantel–Haenszel test
collinear option, see gsem option collinear
Cochrane–Orcutt regression, [TS] prais, [TS] Glossary
collinear variables, removing, [P] rmcoll
code
collinearity,
pages, [ I ] Glossary
display of omitted variables, [R] set showbaselevels
point, [ I ] Glossary
handling by regress, [R] regress
code points, [D] unicode encoding
retaining collinear variables, [R] estimation options,
code, timing, [P] timer [R] orthog
codebook command, [D] codebook variance inflation factors, [R] regress postestimation
coef[], [U] 13.5 Accessing coefficients and colmax() function, [M-5] minmax( )
standard errors
colmaxabs() function, [M-5] minmax( )
coefficient alpha, [MV] alpha
colmin() function, [M-5] minmax( )
coefficient of determination, [SEM] estat eqgof,
colminmax() function, [M-5] minmax( )
[SEM] estat ggof, [SEM] estat gof,
[SEM] example 4, [SEM] example 21, colmissing() function, [M-5] missing( )
[SEM] methods and formulas for sem, colnames macro extended function, [P] macro
[SEM] Glossary colnames, matrix subcommand, [P] matrix
coefficient of variation, [R] tabstat, [SVY] estat rownames
coefficients (from estimation), colnonmissing() function, [M-5] missing( )
accessing, [P] ereturn, [P] matrix get, colnumb() function, [FN] Matrix functions,
[U] 13.5 Accessing coefficients and standard [P] matrix define
errors colon operators, [M-2] op colon, [M-6] Glossary
 Subject index 201

color, [G-2] palette, [G-4] colorstyle command, continued

background, [G-4] schemes intro parsing, [P] gettoken, [P] syntax, [P] tokenize,
dimming and brightening, [G-2] graph twoway [U] 18.4 Program arguments
histogram, [G-2] graph twoway kdensity, timings, [U] 8 Error messages and return codes
[G-4] colorstyle commands,
foreground, [G-4] schemes intro abbreviating, [U] 11.2 Abbreviation rules
intensity adjustment, [G-2] graph twoway aborting, [P] continue, [U] 9 The Break key,
histogram, [G-2] graph twoway kdensity, [U] 10 Keyboard use
[G-4] colorstyle editing and repeating, [U] 10 Keyboard use
of bars, [G-3] barlook options immediate, [U] 19 Immediate commands
of connecting lines, [G-3] connect options repeating automatically, [D] by, [P] byable,
of markers, [G-3] marker options [P] continue, [P] foreach, [P] forvalues,
of pie slices, [G-2] graph pie [P] while
of text, [G-3] textbox options reviewing, [R] #review
setting background and fill, [G-3] region options unabbreviating names of, [P] unabcmd
color() option, [G-2] graph twoway histogram, commas, reading data separated by, [D] import
[G-2] graph twoway kdensity delimited, [D] infile (fixed format), [D] infile
color, palette subcommand, [G-2] palette (free format)
colors, specifying in programs, [P] display comments, [M-2] comments
colorstyle, [G-4] colorstyle adding to programs, [P] comments
cols() function, [M-5] rows( ) in programs, do-files, etc., [U] 16.1.2 Comments
colscalefactors() function, [M-5] equilrc( ) and blank lines in
colshape() function, [M-5] rowshape( ) do-files, [U] 18.11.2 Comments and long lines
colsof() function, [FN] Matrix functions, [P] matrix in ado-files
define with data, [D] notes
colsum() function, [M-5] sum( ) common, estat subcommand, [MV] factor
column(#), display directive, [P] display postestimation
column of matrix, selecting, [M-5] select( ) common factors, [MV] Glossary
column stripes, [M-6] Glossary common odds ratio, [PSS] power cmh, [PSS] Glossary
column-join operator, [M-2] op join communality, [MV] factor, [MV] factor
postestimation, [MV] Glossary
column-major order, [M-6] Glossary
commutation matrix, [M-5] Kmatrix( )
columns in graphs, [PSS] Glossary
comparative fit index, [SEM] estat gof, [SEM] methods
columns of matrix,
and formulas for sem
appending to, [P] matrix define
comparative scatterplot, [R] dotplot
names of, [P] ereturn, [P] matrix define, [P] matrix
compare command, [D] compare
rownames, [U] 14.2 Row and column names
compare, estat subcommand, [MV] procrustes
operators on, [P] matrix define
postestimation
colvector, [M-2] declarations, [M-6] Glossary
comparing two
comb() function, [FN] Mathematical functions,
files, [D] cf, [D] checksum
[M-5] comb( )
variables, [D] compare
combination step, [MI] intro substantive, [MI] mi
estimate, [MI] mi estimate using, [MI] mi comparison
predict group, see experimental group
combinatorial function, [M-5] comb( ) test between nested models, [R] nestreg
combinatorials, calculating, [FN] Mathematical value, see alternative value
functions compassdirstyle, [G-4] compassdirstyle
combine, graph subcommand, [G-2] graph combine compatibility of Stata programs across releases,
combining [P] version
data, [MI] mi add, [MI] mi append, [MI] mi merge competing risks, [ST] stcrreg, [ST] Glossary
datasets, [D] append, [D] cross, [D] joinby, complementary log-log regression, [ME] mecloglog,
[D] merge, [U] 22 Combining datasets [R] cloglog, [R] glm, [SEM] Glossary,
graphs, [G-2] graph combine [SVY] svy estimation, [XT] xtcloglog,
[XT] xtgee
command
complete
arguments, [P] gettoken, [P] syntax, [P] tokenize,
[U] 18.4 Program arguments data, [MI] Glossary
language, [SEM] Glossary degrees of freedom for coefficients, [MI] mi
estimate, [MI] Glossary
line, launching dialog box from, [R] db
observations, [MI] Glossary
202 Subject index

complete-cases analysis, [MI] Glossary conditional, continued

complete-data analysis, [MI] Glossary independence, [IRT] Glossary
completed data, [MI] Glossary logistic regression, [R] asclogit, [R] clogit,
completed-data analysis, [MI] intro substantive, [R] rologit, [R] slogit, [XT] xtlogit,
[MI] mi estimate, [MI] Glossary [XT] xtologit, [XT] xtstreg
completelinkage, marginal effects, [R] margins, [R] marginsplot
clustermat subcommand, [MV] cluster linkage margins, [R] margins, [R] marginsplot
cluster subcommand, [MV] cluster linkage mean, [TE] Glossary
complete-linkage clustering, [MV] cluster, mean independence assumption, [TE] teffects intro
[MV] clustermat, [MV] cluster linkage, advanced
[MV] Glossary normality, see normality, conditional
completely determined outcomes, [R] logit operator, [M-2] op conditional
complex, [M-2] declarations, [M-6] Glossary overdispersion, [ME] menbreg, [ME] Glossary
component variance, [TS] arch, [TS] Glossary
analysis, [MV] factor, [MV] pca, [MV] rotate, conditional-independence assumption, [TE] teffects
[MV] rotatemat intro, [TE] teffects intro advanced,
loading plot, [MV] scoreplot [TE] Glossary
plot, [MV] scoreplot confidence interval, [BAYES] intro, [BAYES] bayes,
scores, [MV] Glossary [BAYES] bayesmh, [SEM] Glossary,
component-plus-residual plot, [G-2] graph other, [SVY] variance estimation, [U] 20.7 Specifying
[R] regress postestimation diagnostic plots the width of confidence intervals
components of PSS analysis for bioequivalence, [R] pkequiv
clinically meaningful difference, see clinically for bootstrap statistics, [R] bootstrap
meaningful difference postestimation, [R] rocreg, [R] rocreg
effect size, see δ postestimation
power, see power for combinations of coefficients,
sample size, see sample-size linear, [R] lincom
significance level, see significance level nonlinear, [R] nlcom
statistical method, see test for contrasts, [R] contrast
compound double quotes, [P] macro for counts, [R] ci
compound symmetric for cumulative hazard function, [ST] sts list
correlation matrix, [MV] mvtest correlations for false-positive rates, [R] rocregplot
covariance matrix, [MV] mvtest covariances for hazard ratios, [ST] stcox, [ST] streg
compound symmetry, [PSS] Glossary for incidence-rate ratios, [R] cpoisson,
[R] expoisson, [R] glm, [R] nbreg, [R] poisson,
compress command, [D] compress
[R] tnbreg, [R] tpoisson, [R] zinb, [R] zip,
compress files, [D] zipfile [ST] stir, [TE] etpoisson, [XT] xtgee,
compute, fcast subcommand, [TS] fcast compute [XT] xtnbreg, [XT] xtpoisson
Comrey’s tandem 1 and 2 rotations, [MV] rotate, for intragroup correlations, [R] loneway
[MV] rotatemat, [MV] Glossary for linear combinations, [SVY] svy postestimation
concat(), egen function, [D] egen for margins, [R] margins
concatenating strings, [U] 13.2.2 String operators for means, [R] ci, [R] ameans, [R] esize, [R] mean,
concordance, estat subcommand, [ST] stcox [R] ttest, [R] ztest
postestimation for means and percentiles of survival time, [ST] stci
concordance measures, [ST] stcox postestimation for medians and percentiles, [R] centile
concordant pairs, [PSS] power, [PSS] power for odds and risk ratios, [R] epitab
pairedproportions, [PSS] Glossary
for odds ratios, [R] exlogistic, [R] glm, [R] logistic,
cond() function, [FN] Programming functions, [R] logit, [R] ologit, [R] scobit, [XT] xtcloglog,
[M-5] cond( ) [XT] xtgee, [XT] xtlogit, [XT] xtologit,
condition number, [M-5] cond( ), [M-6] Glossary [XT] xtstreg
condition statement, [P] if for proportions, [R] ci, [R] proportion
conditional for ratios, [R] ratio
conjugacy, see semiconjugate prior for relative-risk ratios, [R] mlogit
fixed-effects model, [XT] Glossary for ROC area, [R] roccomp, [R] rocfit, [R] rocreg,
(fixed-effects) logistic regression, [SVY] svy [R] roctab
estimation for ROC values, [R] rocregplot
hazard function, [ME] Glossary, [XT] Glossary for standard deviations, [R] ci
hazard ratio, [ME] Glossary, [XT] Glossary
imputation, see imputation, conditional
 Subject index 203

confidence interval, continued constrained estimation, [R] constraint, [R] estimation

for standardized mortality ratios, [R] dstdize, options
[ST] stptime, [ST] strate alternative-specific
for subhazard ratios, [ST] stcrreg conditional logistic model, [R] asclogit
for survival rates, [ST] ltable multinomial probit regression, [R] asmprobit
for survivor function, [ST] sts list rank-ordered probit regression, [R] asroprobit
for tabulated proportions, [SVY] svy: tabulate ARCH, [TS] arch
twoway ARFIMA, [TS] arfima
for totals, [R] total ARIMA and ARMAX, [TS] arima
for variances, [R] ci beta regression, [R] betareg
confidence interval, set default, [R] level censored Poisson regression, [R] cpoisson
confidence levels, [R] level competing risks, [ST] stcrreg
config, estat subcommand, [MV] mds complementary log-log regression, [R] cloglog
postestimation dynamic factor model, [TS] dfactor
configuration, [MV] Glossary exponential regression, hurdle, [R] churdle
configuration plot, [MV] mds postestimation plots, fixed-effects models
[MV] Glossary logit, [XT] xtlogit
confirm negative binomial, [XT] xtnbreg
existence command, [P] confirm Poisson, [XT] xtpoisson
file command, [P] confirm fractional response regression, [R] fracreg
format command, [P] confirm GARCH model, [TS] mgarch ccc, [TS] mgarch
matrix command, [P] confirm dcc, [TS] mgarch dvech, [TS] mgarch vcc
names command, [P] confirm generalized linear models, [R] glm
number command, [P] confirm for binomial family, [R] binreg
scalar command, [P] confirm generalized negative binomial regression, [R] nbreg
variable command, [P] confirm heckman selection model, [R] heckman,
confirm, datasignature subcommand, [R] heckoprobit
[D] datasignature hurdle
confirmatory factor analysis, [MV] intro, regression, [R] churdle
[SEM] intro 5, [SEM] example 15, interval regression, [R] intreg
[SEM] example 30g, [SEM] Glossary linear regression, [R] cnsreg
conformability, [M-2] void, [M-6] Glossary, also see hurdle, [R] churdle
c-conformability, also see p-conformability, also
seemingly unrelated, [R] sureg
see r-conformability
stochastic frontier, [R] frontier
confounding, [R] epitab, [ST] Glossary
three-stage least squares, [R] reg3
confusion matrix, [MV] Glossary
truncated, [R] truncreg
conj() function, [M-5] conj( )
logistic regression, [R] logistic, [R] logit, also see
conj() function, [M-5] conj( )
logit regression subentry
conjoint analysis, [R] rologit
conditional, [R] clogit
conjugate, [M-5] conj( ), [M-6] Glossary
multinomial, [R] mlogit
prior, [BAYES] intro, [BAYES] bayes,
ordered, [R] ologit
[BAYES] bayesmh, [BAYES] bayesgraph,
[BAYES] Glossary skewed, [R] scobit
transpose, [M-2] op transpose, [M-5] conj( ), stereotype, [R] slogit
[M-6] Glossary logit regression, [R] logit, also see logistic regression
connect() option, [G-3] cline options, subentry
[G-3] connect options, [G-4] connectstyle nested, [R] nlogit
connected, graph twoway subcommand, [G-2] graph Markov-switching model, [TS] mswitch
twoway connected maximum likelihood estimation, [R] ml, [R] mlexp
connectstyle, [G-4] connectstyle multilevel mixed-effects, [ME] mecloglog,
conren, set subcommand, [R] set [ME] meglm, [ME] melogit, [ME] menbreg,
console, [ME] meologit, [ME] meoprobit,
[ME] mepoisson, [ME] meprobit, [ME] mestreg
controlling scrolling of output, [P] more, [R] more
multinomial
obtaining input from, [P] display
logistic regression, [R] mlogit
constant conditional-correlation model, [TS] mgarch,
[TS] mgarch ccc probit regression, [R] mprobit
204 Subject index

constrained estimation, continued constraint matrix, creating and displaying, [P] makecns
negative binomial regression, [R] nbreg constraints, [SEM] sem and gsem option constraints( ),
truncated, [R] tnbreg [SEM] Glossary
zero-inflated, [R] zinb across groups, [SEM] intro 6
parametric survival models, [ST] streg normalization, [SEM] intro 4, [SEM] gsem,
Poisson regression, [R] poisson [SEM] sem, [SEM] Glossary
censored, [R] cpoisson relaxing, [SEM] intro 6, [SEM] sem and gsem path
truncated, [R] tpoisson notation, [SEM] sem path notation extensions
zero-inflated, [R] zip specifying, [SEM] intro 4, [SEM] intro 6,
probit regression, [R] probit [SEM] sem and gsem option constraints( ),
[SEM] sem and gsem option covstructure( ),
bivariate, [R] biprobit
[SEM] sem and gsem path notation, [SEM] sem
heteroskedastic, [R] hetprobit path notation extensions
multinomial, [R] mprobit constraints() option, see gsem option
ordered, [R] oprobit constraints(), see sem option
with endogenous covariates, [R] ivprobit constraints()
with sample selection, [R] heckprobit constructor, [M-2] class
programming, [P] makecns containers, [M-5] asarray( ), [M-5] AssociativeArray( )
random-effects models containment DDF, see denominator degrees of freedom,
complementary log-log, [XT] xtcloglog ANOVA
interval-data regression, [XT] xtintreg contents of data, [D] codebook, [D] describe, [D] ds,
logit, [XT] xtlogit, [XT] xtologit [D] labelbook
negative binomial, [XT] xtnbreg context, class, [P] class
parametric survival, [XT] xtstreg contingency table, [MV] ca, [PSS] power, [PSS] power
Poisson, [XT] xtpoisson pairedproportions, [PSS] power cmh,
probit, [XT] xtoprobit, [XT] xtprobit [PSS] power mcc, [PSS] power trend,
tobit, [XT] xttobit [R] epitab, [R] roctab, [R] symmetry, [R] table,
state-space model, [TS] sspace [R] tabulate twoway, [SVY] svy: tabulate
twoway
stochastic frontier models for panel data,
[XT] xtfrontier continue, display directive, [P] display
structural vector autoregressive models, [TS] var continue command, [P] continue
svar continuity correction, [PSS] power cmh, [PSS] power
tobit model with endogenous covariates, [R] ivtobit trend
treatment-effects model, [TE] etpoisson, continuous
[TE] etregress outcomes, see outcomes, continuous
truncated parameters, [BAYES] bayestest interval,
negative binomial regression, [R] tnbreg [BAYES] Glossary
Poisson regression, [R] tpoisson variable imputation, see imputation, continuous
regression, [R] truncreg contour, graph twoway subcommand, [G-2] graph
twoway contour
unobserved-components model, [TS] ucm
vector autoregressive models, [TS] var contour plot, [G-2] graph twoway contour,
[G-3] clegend option
vector error-correction models, [TS] vec
contour-line plot, [G-2] graph twoway contourline
with endogenous covariates
contourline, graph twoway subcommand,
probit regression, [R] ivprobit
[G-2] graph twoway contourline
tobit model, [R] ivtobit
contract command, [D] contract
zero-inflated
contrast command, [R] anova postestimation,
negative binomial regression, [R] zinb [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] 20.18 Obtaining
constraint contrasts, tests of interactions, and main effects
command, [R] constraint contrasts, [MV] intro, [MV] manova postestimation,
define command, [R] constraint [MV] Glossary, [PSS] Glossary, [R] contrast,
dir command, [R] constraint [R] margins, contrast, [R] marginsplot,
drop command, [R] constraint [U] 20.18 Obtaining contrasts, tests of
free command, [R] constraint interactions, and main effects
get command, [R] constraint graphing, [U] 20.19 Graphing margins, marginal
list command, [R] constraint effects, and contrasts
macro extended function, [P] macro control charts, [R] qc
 Subject index 205

control group, [PSS] Glossary corr2data command, [D] corr2data

correlation, see correlation, control-group correcting data, see editing data
mean, see means, control-group correlate command, [R] correlate
proportion, see proportions, control-group correlated errors, see robust, Huber/White/sandwich
sample size, see sample-size estimator of variance, also see autocorrelation
standard deviation, see standard deviations, control- correlated uniqueness model, [SEM] intro 5,
group [SEM] example 17, [SEM] Glossary
variance, see variances, control-group correlation, [M-5] corr( ), [M-5] fft( ), [M-5] mean( ),
controlled clinical trial study, [PSS] power, [PSS] power, [R] correlate
[PSS] Glossary between paired observations, [PSS] power onemean,
convergence, [SEM] intro 12, [SEM] sem, [SEM] sem [PSS] power pairedmeans, [PSS] power
and gsem option from( ) pairedproportions
criteria, [R] maximize binary variables, [R] tetrachoric
of MCMC, see Markov chain Monte Carlo, canonical, [MV] canon
convergence coefficient of exposure, [PSS] power mcc
conversion, file, [D] changeeol, [D] filefilter compound symmetric, [MV] mvtest correlations
convert, mi subcommand, [MI] mi convert continuous variables, [R] correlate
converting between styles, [MI] mi convert control-group, [PSS] power twocorrelations
convolve() function, [M-5] fft( ) data generation, [D] corr2data, [D] drawnorm
Cook–Weisberg test for heteroskedasticity, [R] regress experimental-group, [PSS] power twocorrelations
postestimation factoring of, [MV] factor
Cook’s D, [R] glm postestimation, [R] regress independent, see correlation, two-sample
postestimation interitem, [MV] alpha
coordinates, estat subcommand, [MV] ca intraclass, see intraclass correlation
postestimation, [MV] mca postestimation intracluster, [R] loneway
copy, Kendall’s rank, [R] spearman
graph subcommand, [G-2] graph copy matrices, [MV] mvtest correlations, [P] matrix
label subcommand, [D] label define, [R] correlate, [R] estat, [R] estat vce
mi subcommand, [MI] mi copy, [MI] styles matrix, anti-image, [MV] factor postestimation,
ssc subcommand, [R] ssc [MV] pca postestimation
copy and paste, [D] edit model, [SEM] intro 5, [SEM] Glossary
.copy built-in class function, [P] class one-sample, [PSS] power onecorrelation
copy command, [D] copy pairwise, [R] correlate
copy graph, [G-2] graph copy partial and semipartial, [R] pcorr
copy macro extended function, [P] macro principal components of, [MV] pca
copycolor, set subcommand, [G-2] set printcolor, serial, [R] runtest
[R] set similarity measure, [MV] measure option
copying variables, [D] clonevar, [D] edit Spearman’s rank, [R] spearman
copyright structure, [R] asmprobit, [R] asroprobit, [R] reg3,
Apache, [R] copyright apache [XT] xtcloglog, [XT] xtgee, [XT] xtgls,
boost, [R] copyright boost [XT] xtlogit, [XT] xtnbreg, [XT] xtpcse,
icd10, [R] copyright icd10 [XT] xtpoisson, [XT] xtprobit, [XT] xtreg,
icu, [R] copyright icu [XT] xtstreg, [XT] Glossary
lapack, [R] copyright lapack testing equality, [MV] mvtest correlations
libharu, [R] copyright libharu tests of, [SEM] estat stdize, [SEM] example 16
libpng, [R] copyright libpng tetrachoric, [R] tetrachoric
Mersenne Twister, [R] copyright mersennetwister two-sample, [PSS] power twocorrelations
MiG Layout, [R] copyright miglayout correlation, estat subcommand, [R] asmprobit
scintilla, [R] copyright scintilla postestimation, [R] asroprobit postestimation
symbol, [G-4] text correlation() function, [M-5] mean( )
ttf2pt1, [R] copyright ttf2pt1 correlations,
zlib, [R] copyright zlib estat subcommand, [MV] canon postestimation,
[MV] discrim lda postestimation, [MV] discrim
copyright command, [R] copyright
qda postestimation, [MV] mds postestimation
Cornfield confidence intervals, [R] epitab
mvtest subcommand, [MV] mvtest correlations
Corr() function, [M-5] fft( )
correlogram, [G-2] graph other, [TS] corrgram,
corr() function, [M-5] corr( ) [TS] Glossary
corr() function, [FN] Matrix functions, [M-5] corr( ),
[P] matrix define
206 Subject index

correspondence analysis, [MV] ca, [MV] mca, covariance, estat subcommand, [MV] discrim
[MV] Glossary lda postestimation, [MV] discrim qda
correspondence analysis projection, [MV] ca postestimation, [R] asmprobit postestimation,
postestimation plots, [MV] Glossary [R] asroprobit postestimation
corrgram command, [TS] corrgram covariance() option, see gsem option
cos() function, [FN] Trigonometric functions, covariance(), see sem option covariance()
[M-5] sin( ) covariances, mvtest subcommand, [MV] mvtest
cosh() function, [FN] Trigonometric functions, covariances
[M-5] sin( ) covariances, creating dataset from, see summary
cosine function, [FN] Trigonometric functions statistics data
cosine kernel function, [R] kdensity, [R] lpoly, covariate
[R] qreg, [TE] tebalance density, [TE] tebalance balance, [TE] tebalance box, [TE] tebalance
overid, [TE] teffects overlap density, [TE] tebalance overid, [TE] tebalance
cost frontier model, [R] frontier, [XT] xtfrontier summarize
costs, [MV] Glossary class, [D] duplicates
count command, [D] count patterns, [R] logistic postestimation, [R] logit
count data, postestimation, [R] probit postestimation
confidence intervals for counts, [R] ci covariates, [ST] Glossary
estimation, [R] cpoisson, [R] expoisson, [R] glm, covarimin rotation, [MV] rotate, [MV] rotatemat,
[R] gmm, [R] ivpoisson, [R] nbreg, [R] poisson, [MV] Glossary
[R] tnbreg, [R] tpoisson, [R] zinb, [R] zip, COVRATIO, [R] regress postestimation
[U] 26.13 Count dependent-variable models covstructure() option, see gsem option
graphs, [R] histogram, [R] kdensity, [R] spikeplot covstructure(), see sem option
imputation, see imputation, count data covstructure()
interrater agreement, [R] kappa cox, power subcommand, [PSS] power cox
summary statistics of, [R] table, [R] tabstat, Cox proportional hazards model, [PSS] power cox,
[R] tabulate oneway, [R] tabulate twoway, [ST] stcox, [SVY] svy estimation
[R] tabulate, summarize() test of assumption, [ST] stcox, [ST] stcox PH-
symmetry and marginal homogeneity tests, assumption tests, [ST] stcox postestimation,
[R] symmetry [ST] stsplit
count(), egen function, [D] egen Cox–Snell residual, [ST] stcox postestimation,
count model, [SEM] intro 5, [SEM] example 34g, [ST] streg postestimation
[SEM] example 39g cpoisson command, [R] cpoisson, [R] cpoisson
count outcome model, see outcomes, count postestimation
count, ml subcommand, [R] ml cprplot command, [R] regress postestimation
diagnostic plots
counterfactual, [TE] Glossary, also see potential
outcome Cragg hurdle regression, [R] churdle
counts, making dataset of, [D] collapse Cramér’s V , [R] tabulate twoway
count-time data, [ST] ct, [ST] ctset, [ST] cttost, Crawford–Ferguson rotation, [MV] rotate,
[ST] sttoct, [ST] Glossary, [SVY] svy [MV] rotatemat, [MV] Glossary
estimation create,
courses about Stata, [U] 3.6.2 NetCourses bcal subcommand bcal subcommand, [D] bcal
covariance, [SEM] intro 4, [SEM] Glossary forecast subcommand, [TS] forecast create
analysis of, [R] anova irf subcommand, [TS] irf create
assumptions, [SEM] gsem, [SEM] sem serset subcommand, [P] serset
matrix of estimators, [P] ereturn, [P] matrix get, create cspline, serset subcommand, [P] serset
[R] estat, [R] estat vce, [R] estimates store create xmedians, serset subcommand, [P] serset
matrix, credible interval, [BAYES] intro, [BAYES] bayes,
anti-image, [MV] factor postestimation, [BAYES] bayesmh, [BAYES] bayesmh
[MV] pca postestimation 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 credible level, [BAYES] intro, [BAYES] bayesmh,
[BAYES] bayesstats summary, [BAYES] set
of variables or coefficients, [R] correlate
clevel, [BAYES] Glossary
principal components of, [MV] pca
creturn list command, [P] creturn
stationarity, [TS] Glossary
crexternal() function, [M-5] findexternal( )
structure, [ME] me, [ME] Glossary
 Subject index 207

critical current data, [P] creturn

region, see rejection region curse of dimensionality, [MV] Glossary
value, [PSS] power oneproportion, [PSS] power curved path, [SEM] Glossary
twoproportions, [PSS] power onevariance, custom prediction equations, [MI] mi impute chained,
[PSS] Glossary [MI] mi impute monotone
Cronbach’s alpha, [MV] alpha cusum
cross command, [D] cross plot, [BAYES] intro, [BAYES] bayesgraph,
cross() function, [M-5] cross( ) [BAYES] Glossary, [G-2] graph other
cross product, [M-5] cross( ), [M-5] crossdev( ), test, [R] cusum
[M-5] quadcross( ) cusum command, [R] cusum
cross-product matrices, [P] matrix accum CUSUM plot, see cusum plot
cross-correlation function, [TS] xcorr, [TS] Glossary cut(), egen function, [D] egen
cross-correlogram, [G-2] graph other, [TS] xcorr cutil, see classutil
crossdev() function, [M-5] crossdev( ) cv, estat subcommand, [SVY] estat
crossed variables, [MV] Glossary cvpermute() function, [M-5] cvpermute( )
crossed-effects model, [ME] me, [ME] mecloglog, cvpermutesetup() function, [M-5] cvpermute( )
[ME] meglm, [ME] melogit, [ME] menbreg, cyclical component, [TS] tsfilter, [TS] ucm,
[ME] meologit, [ME] meoprobit, [TS] Glossary
[ME] mepoisson, [ME] meprobit,
[ME] meqrlogit, [ME] meqrpoisson,
[ME] mestreg, [ME] mixed, [ME] Glossary,
D
[SEM] example 40g, [SEM] Glossary DA, see data augmentation
crossing variables, [MV] Glossary daily() function, [FN] Date and time functions
crossover designs, [R] pk, [R] pkcross, [R] pkshape dashed lines, [G-4] linepatternstyle
cross-sectional data
data, [XT] Glossary augmentation, [MI] mi impute, [MI] mi impute
study, [PSS] power, [PSS] Glossary, [R] epitab mvn, [MI] Glossary
time-series data, [XT] Glossary entry, see importing data, see inputting data
cross-tabulations, see tables interactively, see reading data from disk
crude estimate, [R] epitab, [ST] Glossary management, [MI] mi add, [MI] mi append,
cs command, [R] epitab [MI] mi expand, [MI] mi extract, [MI] mi
csi command, [R] epitab merge, [MI] mi rename, [MI] mi replace0,
.csv filename suffix, [D] import delimited [MI] mi reset, [MI] mi reshape
ct command, [ST] ctset manipulation, [R] fvrevar, [R] fvset, [TS] tsappend,
[TS] tsfill, [TS] tsreport, [TS] tsrevar,
ct data, [ST] Glossary, also see count-time data
[TS] tsset, [XT] xtset
ctable, irf subcommand, [TS] irf ctable
matrix, [M-5] st data( ), [M-5] st view( ),
ctset command, [ST] ctset [M-6] Glossary
cttost command, [ST] cttost reduction, [MV] ca, [MV] canon, [MV] factor,
cubic natural splines, [M-5] spline3( ) [MV] mds, [MV] pca
cumsp command, [TS] cumsp signature, [D] datasignature, [P] datasignature,
cumul command, [R] cumul [P] signestimationsample
cumulative transfer, see exporting data, see importing data
distribution functions, [FN] Statistical functions types, [D] data types, [U] 12 Data
distribution, empirical, [R] cumul data,
hazard function, [ST] stcurve, [ST] sts, [ST] sts appending, see appending data
generate, [ST] sts graph, [ST] sts list, autocorrelated, see autocorrelation
[ST] Glossary, [TE] Glossary case–cohort, see case–cohort data
hazard ratio, see hazard ratio case–control, see case–control data
incidence categorical, see categorical data, agreement,
data, [R] epitab measures for, see categorical data
estimator, [ST] stcrreg, [ST] Glossary certifying, see certifying data
function, [ST] stcrreg, [ST] stcurve, characteristics of, see characteristics
[ST] Glossary checksums of, see checksums of data
incidence data, [R] poisson combining, see combining datasets
spectral distribution, empirical, [TS] cumsp, contents of, see contents of data
[TS] psdensity
count-time, see count-time data
subhazard function, [ST] stcrreg, [ST] stcurve,
cumulative incidence data, see cumulative incidence
[ST] Glossary
data
208 Subject index

data, continued data, label subcommand, [D] label

current, see current data data-have-changed flag, [M-5] st updata( )
discrete survival, see discrete survival data database, reading data from, [D] odbc
displaying, see displaying data dataset,
documenting, see documenting data adding notes to, [D] notes
editing, see editing data comparing, [D] cf, [D] checksum
entering, see importing data, see inputting data creating, [D] corr2data, [D] drawnorm
interactively example, [U] 1.2.2 Example datasets
experimental, see experimental data loading, see importing data, see inputting data
exporting, see exporting data interactively, see using data
extended missing values, see missing values rectangularize, [D] fillin
flong, see flong saving, see exporting data, see saving data
flongsep, see flongsep dataset labels, [D] label, [D] label language, [D] notes
generating, see generating data determining, [D] codebook, [D] describe
importing, see importing data managing, [D] varmanage
inputting, see importing data, see inputting data datasignature
interactively, see reading data from disk clear command, [D] datasignature
labeling, see labeling data command, [D] datasignature, [SEM] example 25,
large, dealing with, see memory [SEM] ssd
listing, see listing data confirm command, [D] datasignature
loading, see importing data, see inputting data report command, [D] datasignature
interactively, see using data set command, [D] datasignature
matched case–control, see matched case–control data datasignature command, [P] datasignature
missing values, see missing values date
mlong, see mlong and time stamp, [D] describe
multiple-failure st, see multiple-failure st data functions, [D] datetime, [D] datetime translation,
multiple-record st, see multiple-record st data [FN] Date and time functions, [M-5] date( )
nested case–control, see nested case–control data date() function, [D] datetime, [D] datetime
observational, see observational data translation, [FN] Date and time functions,
preserving, see preserving data [M-5] date( )
range of, see range of data date,
ranking, see ranking data displaying, [U] 12.5.3 Date and time formats,
reading, see importing data, see loading data, see [U] 24.3 Displaying dates and times
reading data from disk formats, [U] 12.5.3 Date and time formats,
recoding, see recoding data [U] 24.3 Displaying dates and times
rectangularizing, see rectangularize dataset functions, [U] 24.5 Extracting components of dates
reordering, see reordering data and times
reorganizing, see reorganizing data inputting, [U] 24.2 Inputting dates and times
restoring, see restoring data variables, [U] 24 Working with dates and times
sampling, see sampling datelist, [U] 11.1.9 datelist
saving, see exporting data, see saving data dates and times, [D] datetime, [D] datetime
business calendars, [D] datetime business
single-failure st, see survival analysis
calendars creation, [D] datetime display
single-record st, see survival analysis formats, [D] datetime translation, [M-5] c( ),
stacking, see stacking data [M-5] date( ), [P] creturn
strings, see string variables dates,
summarizing, see summarizing data business, see business calendars
survey, see survey data Excel, [D] datetime
survival-time, see survival analysis OpenOffice, [D] datetime
time-series, see time-series analysis R, [D] datetime
time-span, see time-span data SAS, [D] datetime
transposing, see transposing data SPSS, [D] datetime
verifying, see certifying data datetime, [D] datetime, [D] datetime business
wide, see wide calendars, [D] datetime business calendars
Data Browser, see Data Editor creation, [D] datetime display formats,
Data Editor, [D] edit [D] datetime translation
copy and paste, [D] edit
data label macro extended function, [P] macro
 Subject index 209

Davidon–Fletcher–Powell algorithm, delimiter

[M-5] moptimize( ), [M-5] optimize( ), [R] ml for comments, [P] comments
day() function, [D] datetime, [FN] Date and time for lines, [P] #delimit
functions, [M-5] date( ), [U] 24.5 Extracting delta, see δ
components of dates and times beta influence statistic, [R] clogit postestimation,
db command, [R] db [R] logistic postestimation, [R] logit
dcc, mgarch subcommand, [TS] mgarch dcc postestimation
.dct file, [U] 11.6 Filenaming conventions chi-squared influence statistic, [R] clogit
.dct filename suffix, [D] import, [D] infile (fixed postestimation, [R] logistic postestimation,
format), [D] infix (fixed format), [D] outfile [R] logit postestimation
DDF, see denominator degrees of freedom deviance influence statistic, [R] clogit
debugging, [P] discard, [P] pause, [P] trace postestimation, [R] logistic postestimation,
decimal symbol, setting, [D] format [R] logit postestimation
declarations, [M-2] declarations, [M-6] Glossary method, [R] margins, [R] nlcom, [R] predictnl,
.Declare built-in class modifier, [P] class [R] testnl, [SEM] estat residuals, [SEM] estat
declare, class, [P] class teffects, [SVY] variance estimation,
[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( ),
[M-5] hessenbergd( ), [M-5] lud( ), [M-5] qrd( ), dendrogram, cluster subcommand, [MV] cluster
[M-5] schurd( ), [M-5] svd( ) dendrogram
deconvolve() function, [M-5] fft( ) denominator degrees of freedom
decrement operator, [M-2] op increment ANOVA, [ME] mixed, [ME] Glossary
default settings of system parameters, [P] set Kenward–Roger, [ME] mixed, [ME] Glossary
locale functions, [P] set locale ui, [R] query, repeated, [ME] mixed, [ME] Glossary
[R] set defaults residual, [ME] mixed, [ME] Glossary
defective matrix, [M-6] Glossary Satterthwaite, [ME] mixed, [ME] Glossary
DEFF, see design effects density
define, estimation, kernel, [R] kdensity
char subcommand, [P] char functions, [M-5] normal( )
constraint subcommand, [R] constraint smoothing, [G-2] graph other
label subcommand, [D] label density option, [G-2] graph twoway histogram
matrix subcommand, [P] matrix define density-distribution sunflower plot, [R] sunflower
program subcommand, [P] program, [P] program dereference, [M-6] Glossary
properties dereferencing, [M-2] ftof, [M-2] pointers
scalar subcommand, [P] scalar deriv() function, [M-5] deriv( )
transmap subcommand, [R] translate deriv() function, [M-5] deriv( )
DEFT, see design effects derivative of incomplete gamma function,
degree-to-radian conversion, [FN] Mathematical [FN] Mathematical functions, [FN] Statistical
functions functions
degree-of-freedom adjustment, [SEM] Glossary derivatives, [M-5] deriv( )
degrees of freedom, [MI] mi estimate, [MI] mi predict derivatives, numeric, [R] dydx, [R] testnl
for coefficients, complete, see complete degrees of derived plottypes, [G-3] advanced options
freedom for coefficients, also see estimation, deriv init() functions, [M-5] deriv( )
degrees of freedom for coefficients deriv init *() functions, [M-5] deriv( )
delete, [M-5] unlink( ) deriv query() function, [M-5] deriv( )
delete, cluster subcommand, [MV] cluster deriv result *() functions, [M-5] deriv( )
programming utilities describe,
deleting ado subcommand, [R] net
casewise, [D] egen bcal subcommand, [D] bcal
files, [D] erase classutil subcommand, [P] classutil
variables or observations, [D] drop estimates subcommand, [R] estimates describe
#delimit command, [M-2] semicolons, [P] #delimit forecast subcommand, [TS] forecast describe
delimited, graph subcommand, [G-2] graph describe
export subcommand, [D] import delimited irf subcommand, [TS] irf describe
import subcommand, [D] import delimited mata subcommand, [M-3] mata describe
mi subcommand, [MI] mi describe
net subcommand, [R] net
210 Subject index

describe, continued dexponential, tssmooth subcommand,

putexcel subcommand, [P] putexcel, [P] putexcel [TS] tssmooth dexponential
advanced df, estat subcommand, [ME] mixed postestimation
ssc subcommand, [R] ssc dfactor command, [TS] dfactor, [TS] dfactor
ssd subcommand, [SEM] ssd postestimation
describe command, [D] describe, [U] 12.6 Dataset, DFBETA, [R] regress postestimation, [ST] stcox
variable, and value labels postestimation, [ST] stcrreg postestimation,
describing graph, [G-2] graph describe [ST] Glossary
describing mi data, [MI] mi describe dfbeta command, [R] regress postestimation
descriptive statistics, dfgls command, [TS] dfgls
CIs for means, proportions, and variances, [R] ci DFITS, [R] regress postestimation
correlations, [R] correlate, [R] pcorr, DFP algorithm, [R] ml
[R] tetrachoric dfuller command, [TS] dfuller
creating dataset containing, [D] collapse dgammapda() function, [FN] Statistical functions,
creating variables containing, [D] egen [M-5] normal( )
displaying, [D] codebook, [D] pctile, [R] grmeanby, dgammapdada() function, [FN] Statistical functions,
[R] lv, [R] summarize, [XT] xtsum, [XT] xttab [M-5] normal( )
estimation, [R] mean, [R] proportion, [R] ratio, dgammapdadx() function, [FN] Statistical functions,
[R] total [M-5] normal( )
means, [R] ameans, [R] summarize dgammapdx() function, [FN] Statistical functions,
percentiles, [R] centile [M-5] normal( )
pharmacokinetic data, dgammapdxdx() function, [FN] Statistical functions,
make dataset of, [R] pkcollapse [M-5] normal( )
summarize, [R] pksumm dhms() function, [D] datetime, [FN] Date and time
functions, [M-5] date( )
reporting, [SEM] estat summarize
diag() function, [M-5] diag( )
tables, [R] table, [R] tabstat, [R] tabulate oneway,
[R] tabulate twoway, [R] tabulate, summarize() diag() function, [FN] Matrix functions, [M-5] diag( ),
[P] matrix define
design, fvset subcommand, [R] fvset
diag0cnt() function, [FN] Matrix functions,
design effects, [R] loneway, [SVY] estat,
[M-5] diag0cnt( ), [P] matrix define
[SVY] svy: tabulate oneway,
[SVY] svy: tabulate twoway, [SVY] Glossary diagnostic codes, [D] icd, [D] icd9, [D] icd10
design matrix, [M-5] designmatrix( ), [M-5] I( ) diagnostic plots, [G-2] graph other, [R] diagnostic
plots, [R] logistic postestimation, [R] regress
designmatrix() function, [M-5] designmatrix( )
postestimation diagnostic plots
destring command, [D] destring
diagnostics, regression, see regression diagnostics
destroy() function, [M-2] class
diagonal, [M-5] diagonal( ), [M-6] Glossary
destructor, [M-2] class
matrix, [M-5] diag( ), [M-5] diag( ),
destructors, class, [P] class [M-5] diagonal( ), [M-5] isdiagonal( ),
det() function, [FN] Matrix functions, [M-5] det( ), [M-6] Glossary
[P] matrix define vech model, [TS] mgarch, [TS] mgarch dvech
determinant of matrix, [M-5] det( ), [P] matrix define diagonal() function, [M-5] diagonal( )
deterministic trend, [TS] Glossary diagonals of matrices, [P] matrix define
dettriangular() function, [M-5] det( ) dialog
deviance information criterion, [BAYES] bayes, box, [P] dialog programming, [P] window
[BAYES] bayesstats ic, [BAYES] Glossary programming, [P] window fopen, [P] window
deviance residual, [ME] mecloglog postestimation, manage, [P] window menu, [P] window push,
[ME] meglm postestimation, [ME] melogit [P] window stopbox, [R] db
postestimation, [ME] menbreg postestimation, programming, [P] dialog programming, [P] window
[ME] mepoisson postestimation, [ME] meprobit programming, [P] window fopen, [P] window
postestimation, [ME] meqrlogit postestimation, manage, [P] window menu, [P] window push,
[ME] meqrpoisson postestimation, [P] window stopbox
[ME] mestreg postestimation, [R] binreg
DIC, see deviance information criterion
postestimation, [R] fp postestimation, [R] glm
postestimation, [R] logistic postestimation, Dice coefficient similarity measure,
[R] logit postestimation, [R] probit [MV] measure option
postestimation, [ST] stcox postestimation, dichotomous item, [IRT] Glossary
[ST] streg postestimation dichotomous outcome model, see outcomes, binary
deviation cross product, [M-5] crossdev( ), Dickey–Fuller test, [TS] dfgls, [TS] dfuller
[M-5] quadcross( )
 Subject index 211

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
digits, controlling the number displayed, [D] format, pairedproportions, [PSS] Glossary
[U] 12.5 Formats: Controlling how data are proportion, [PSS] power, [PSS] power
displayed pairedproportions, [PSS] Glossary
dilation, [MV] procrustes, [MV] Glossary sets, [PSS] power mcc, [PSS] Glossary
dimension, [MV] Glossary discrete option, [G-2] graph twoway histogram
diminishing adaptation, [BAYES] bayesmh, discrete parameters, [BAYES] bayestest interval,
[BAYES] Glossary [BAYES] Glossary
dir, discrete survival data, [ST] discrete
ado subcommand, [R] net discrete-response regression, [SVY] svy estimation
bcal subcommand, [D] bcal discrim
classutil subcommand, [P] classutil knn command, [MV] discrim, [MV] discrim
cluster subcommand, [MV] cluster utility estat, [MV] discrim knn, [MV] discrim knn
constraint subcommand, [R] constraint postestimation
estimates subcommand, [P] estimates lda command, [MV] discrim, [MV] discrim
estimates subcommand, [R] estimates store estat, [MV] discrim lda, [MV] discrim lda
postestimation
graph subcommand, [G-2] graph dir
logistic command, [MV] discrim, [MV] discrim
label subcommand, [D] label
estat, [MV] discrim logistic, [MV] discrim
macro subcommand, [P] macro logistic postestimation
matrix subcommand, [P] matrix utility qda command, [MV] discrim, [MV] discrim
postutil subcommand, [P] postfile estat, [MV] discrim qda, [MV] discrim qda
program subcommand, [P] program postestimation
return subcommand, [P] return discriminant analysis, [MV] candisc, [MV] discrim,
scalar subcommand, [P] scalar [MV] discrim knn, [MV] discrim lda,
serset subcommand, [P] serset [MV] discrim logistic, [MV] discrim qda,
sysuse subcommand, [D] sysuse [MV] Glossary
dir command, [D] dir loading plot, [MV] scoreplot
dir() function, [M-5] dir( ) score plot, [MV] scoreplot
dir macro extended function, [P] macro discriminant function, [MV] discrim, [MV] discrim
direct standardization, [R] dstdize, [R] mean, lda, [MV] discrim lda postestimation,
[R] proportion, [R] ratio, [SVY] direct [MV] Glossary
standardization, [SVY] Glossary discriminating variables, [MV] Glossary
direction of an effect, [PSS] power discrimination, [IRT] Glossary
directional test, see one-sided test disparity, [MV] Glossary
dispersion, measures of, [D] pctile, [XT] xtsum, see
percentiles, displaying, see standard deviations,
displaying, see variance, displaying, see range of
data
212 Subject index

display distributions,
as error, [M-5] displayas( ), [M-5] errprintf( ) examining, [D] pctile, [R] ameans, [R] centile,
as text, as result, etc., [M-5] displayas( ) [R] kdensity, [R] mean, [R] pksumm,
column, [ I ] Glossary [R] summarize, [R] total
formats, [D] describe, [D] format, [P] macro, income, [R] inequality
[U] 12.5 Formats: Controlling how data are plots, [R] cumul, [R] cusum, [R] diagnostic plots,
displayed, [U] 24.3 Displaying dates and times [R] dotplot, [R] histogram, [R] kdensity,
graph, [G-2] graph display [R] ladder, [R] lv, [R] spikeplot, [R] stem
settings, [R] set showbaselevels standard population, [R] dstdize
width and length, [R] log testing equality of, [R] ksmirnov, [R] kwallis,
display, [R] ranksum, [R] signrank
ereturn subcommand, [P] ereturn testing for normality, [MV] mvtest normality,
graph subcommand, [G-2] graph display [R] sktest, [R] swilk
ml subcommand, [R] ml transformations
display command, [P] display, [P] macro, to achieve normality, [R] boxcox, [R] ladder
[U] 19.1.2 A list of the immediate commands to achieve zero skewness, [R] lnskew0
as a calculator, [R] display disturbance term, [XT] Glossary
display() function, [M-5] display( ) division operator, see arithmetic operators
display macro extended function, [P] display divisive hierarchical clustering methods, [MV] cluster,
displayas() function, [M-5] displayas( ) [MV] Glossary
displayflush() function, [M-5] displayflush( ) DLL, [P] plugin
displaying, also see printing, logs (output) Dmatrix() function, [M-5] Dmatrix( )
contents, [D] describe do command, [R] do, [U] 16 Do-files
data, [D] edit, [D] list .do file, [U] 11.6 Filenaming conventions
files, [D] type do . . . while, [M-2] do, [M-2] continue, [M-2] break
long strings, see string variables, long dockable, set subcommand, [R] set
macros, [P] macro dockingguides, set subcommand, [R] set
matrix, [P] matrix utility documentation, [U] 1 Read this—it will help
named graphs, [G-2] graph display, [G-2] graph keyword search on, [R] search, [U] 4 Stata’s help
use and search facilities
output, [P] display, [P] quietly, [P] smcl, documenting data, [D] codebook, [D] labelbook,
[P] tabdisp [D] notes
previously typed lines, [R] #review docx*() functions, [M-5] docx*( )
scalar expressions, [P] display, [P] scalar doedit command, [R] doedit
stored results, [R] stored results dofb() function, [D] datetime business calendars,
[FN] Date and time functions, [M-5] date( )
dissimilarity, [MV] Glossary
dofC() function, [D] datetime, [FN] Date and time
matrix, [MV] matrix dissimilarity, [MV] Glossary,
functions, [M-5] date( )
[P] matrix dissimilarity
dofc() function, [D] datetime, [FN] Date and time
measures,
functions, [M-5] date( )
[MV] cluster, [MV] cluster programming
utilities, [MV] matrix dissimilarity, [MV] mds, dofh() function, [D] datetime, [FN] Date and time
[MV] measure option, [P] matrix dissimilarity functions, [M-5] date( )
absolute value, [MV] measure option do-files, [P] break, [P] include, [P] version, [R] do,
[U] 16 Do-files, [U] 18.2 Relationship between a
Bray and Curtis, [MV] clustermat
program and a do-file
Canberra, [MV] measure option
adding comments to, [P] comments
Euclidean, [MV] measure option
editing, [R] doedit
Gower, [MV] measure option
long lines, [P] #delimit, [U] 18.11.2 Comments and
maximum value, [MV] measure option long lines in ado-files
Minkowski, [MV] measure option dofm() function, [D] datetime, [FN] Date and time
dissimilarity, matrix subcommand, [MV] matrix functions, [M-5] date( )
dissimilarity, [P] matrix dissimilarity dofq() function, [D] datetime, [FN] Date and time
distance matrices, [MV] matrix dissimilarity, functions, [M-5] date( )
[P] matrix dissimilarity dofw() function, [D] datetime, [FN] Date and time
distances, see dissimilarity measures functions, [M-5] date( )
distances, estat subcommand, [MV] ca dofy() function, [D] datetime, [FN] Date and time
postestimation functions, [M-5] date( )
distribution functions, [M-5] normal( ) domain sampling, [MV] alpha
distributional diagnostic plots, [G-2] graph other
 Subject index 213

Doornik–Hansen normality test, [MV] mvtest ds command, [D] ds

normality dsign() function, [M-5] dsign( ), [M-5] sign( )
dose–response models, [R] binreg, [R] glm, [R] logistic dstdize command, [R] dstdize
dose–response trend, [PSS] power, [PSS] power trend .dta file, [U] 11.6 Filenaming conventions
dot, .dta file extension, technical description, [P] file
graph subcommand, [G-2] graph dot formats .dta
graph twoway subcommand, [G-2] graph twoway .dtasig file, [U] 11.6 Filenaming conventions
dot dual scaling, [MV] ca
dot plots, [G-2] graph dot, [G-2] graph twoway dot, Duda and Hart index stopping rules, [MV] cluster stop
[G-3] area options, [G-3] line options dummy variables, see indicator variables, see indicators
dotplot command, [R] dotplot Duncan’s multiple-comparison adjustment, see multiple
dotted lines, [G-4] linepatternstyle comparisons, Duncan’s method
double, [D] data types, [U] 12.2.2 Numeric storage dunnettprob() function, [FN] Statistical functions,
types [M-5] normal( )
double-exponential smoothing, [TS] tssmooth Dunnett’s multiple comparison adjustment, see multiple
dexponential comparisons, Dunnett’s method
double-precision floating point number, Dunnett’s multiple range distribution,
[U] 12.2.2 Numeric storage types cumulative, [FN] Statistical functions
double quotes, [P] macro inverse cumulative, [FN] Statistical functions
doublebuffer, set subcommand, [R] set dup(#), display directive, [P] display
doubly robust estimator, [TE] teffects intro, duplicate observations,
[TE] teffects intro advanced, [TE] teffects aipw, dropping, [D] duplicates
[TE] teffects ipwra, [TE] Glossary identifying, [D] duplicates
dow() function, [D] datetime, [FN] Date and time duplicates
functions, [M-5] date( ), [U] 24.5 Extracting
drop command, [D] duplicates
components of dates and times
examples command, [D] duplicates
doy() function, [D] datetime, [FN] Date and time
functions, [M-5] date( ) list command, [D] duplicates
dp, set subcommand, [D] format, [R] set report command, [D] duplicates
drawnorm command, [D] drawnorm tag command, [D] duplicates
drift, [TS] Glossary duplicating
drop, clustered observations, [D] expandcl
duplicates subcommand, [D] duplicates observations, [D] expand
label subcommand, [D] label duplication matrix, [M-5] Dmatrix( )
classutil subcommand, [P] classutil duration analysis, see survival analysis
cluster subcommand, [MV] cluster utility Durbin–Watson statistic, [R] regress postestimation
time series, [TS] prais
constraint subcommand, [R] constraint
durbinalt, estat subcommand, [R] regress
estimates subcommand, [P] estimates
postestimation time series
estimates subcommand, [R] estimates store
Durbin’s alternative test, [R] regress postestimation
forecast subcommand, [TS] forecast drop time series
graph subcommand, [G-2] graph drop dvech, mgarch subcommand, [TS] mgarch dvech
irf subcommand, [TS] irf drop dwatson, estat subcommand, [R] regress
macro subcommand, [P] macro postestimation time series
mata subcommand, [M-3] mata drop dyadic operator, [M-2] syntax, [M-6] Glossary
matrix subcommand, [P] matrix utility dydx command, [R] dydx
notes subcommand, [D] notes dynamic
program subcommand, [P] program conditional-correlation model, [TS] mgarch,
return subcommand, [P] return [TS] mgarch dcc
scalar subcommand, [P] scalar factor model, [TS] dfactor, [TS] dfactor
serset subcommand, [P] serset postestimation, also see state-space model
drop command, [D] drop forecast, [TS] arch, [TS] arfima, [TS] fcast
dropline, graph twoway subcommand, [G-2] graph compute, [TS] fcast graph, [TS] forecast,
twoway dropline [TS] forecast adjust, [TS] forecast clear,
dropout, [PSS] Glossary [TS] forecast coefvector, [TS] forecast
dropping create, [TS] forecast describe, [TS] forecast
graphs, [G-2] graph drop drop, [TS] forecast estimates, [TS] forecast
programs, [P] discard exogenous, [TS] forecast identity, [TS] forecast
list, [TS] forecast query, [TS] forecast solve,
variables and observations, [D] drop
214 Subject index

dynamic forecast, continued editvalue() function, [M-5] editvalue( )

[TS] mgarch, [TS] Glossary, [U] 20.20 Dynamic EE estimator, see estimating-equation estimator
forecasts and simulations effect
model, [XT] Glossary detection of, see minimum detectable effect size
panel-data regression, [XT] xtabond, [XT] xtdpd, minimum detectable, see minimum detectable effect
[XT] xtdpdsys size
regression model, [TS] arfima, [TS] arima, size, [PSS] Glossary, [ST] Glossary, also see δ
[TS] var treatment, see treatment effects
structural simultaneous equations, [TS] var svar effective sample size, [BAYES] bayes,
dynamic-multiplier function, [TS] irf, [TS] irf cgraph, [BAYES] bayesmh, [BAYES] bayesstats ess,
[TS] irf create, [TS] irf ctable, [TS] irf ograph, [BAYES] Glossary
[TS] irf table, [TS] var intro, [TS] Glossary effects, estat subcommand, [SVY] estat
.dynamicmv built-in class function, [P] class effects,
direct, [SEM] estat teffects, [SEM] example 7,
E [SEM] example 42g, [SEM] methods and
formulas for sem, [SEM] Glossary
e() indirect, [SEM] estat teffects, [SEM] example 7,
function, [FN] Programming functions, [M-5] e( ) [SEM] example 42g, [SEM] methods and
stored results, [P] ereturn, [P] estimates, formulas for sem, [SEM] Glossary
[P] return, [R] stored results, total, [SEM] estat teffects, [SEM] example 7,
[U] 18.8 Accessing results calculated by other [SEM] example 42g, [SEM] methods and
programs, [U] 18.9 Accessing results calculated formulas for sem, [SEM] Glossary
by estimation commands, [U] 18.10.2 Storing effect-size
results in e()
curve, [PSS] Glossary
e(functions) macro extended function, [P] macro
determination, [PSS] intro, [PSS] power,
e(macros) macro extended function, [P] macro [PSS] power onemean, [PSS] power twomeans,
e(matrices) macro extended function, [P] macro [PSS] power pairedmeans, [PSS] power
e(sample) function, [FN] Programming functions, oneproportion, [PSS] power twoproportions,
[P] ereturn, [P] return [PSS] power pairedproportions, [PSS] power
e(sample), resetting, [R] estimates save onevariance, [PSS] power twovariances,
e(scalars) macro extended function, [P] macro [PSS] power onecorrelation, [PSS] power
EB, see empirical Bayes twocorrelations, [PSS] power oneway,
EBCDIC files, [D] filefilter, [D] infile (fixed format), [PSS] power twoway, [PSS] power repeated,
[U] 21.2.9 If you have EBCDIC data [PSS] power cmh, [PSS] power mcc,
e-class command, [P] program, [P] return, [R] stored [PSS] power cox, [PSS] power exponential,
results, [U] 18.8 Accessing results calculated by [PSS] power logrank, [PSS] unbalanced
other programs designs, [PSS] Glossary
economist scheme, [G-3] axis options, [G-4] scheme efficiency of Markov chain Monte Carlo,
economist [BAYES] intro, [BAYES] bayes,
edit command, [D] edit [BAYES] bayesmh, [BAYES] bayesgraph,
[BAYES] bayesstats ess
editing
efficiency of MCMC, [BAYES] Glossary
ado-files and do-files, [R] doedit
efficiency, query subcommand, [R] query
commands, [U] 10 Keyboard use
eform, estat subcommand, [SEM] estat eform
data, [D] edit, [D] generate, [D] merge, [D] recode
eform option, [R] eform option
files while in Stata, [R] doedit
EGARCH, see exponential generalized autoregressive
graphs, [G-1] graph editor
conditional heteroskedasticity
output, [U] 15 Saving and printing output—log
egen command, [D] egen, [MI] mi passive, [MI] mi
files
xeq
editmissing() function, [M-5] editmissing( )
EGLS, see estimated generalized least squares
editmissing() function, [M-5] editmissing( )
eigen la() function, [M-5] eigensystem( )
edittoint() function, [M-5] edittoint( )
eigensystem() function, [M-5] eigensystem( )
edittoint() function, [M-5] edittoint( )
eigensystem() function, [M-5] eigensystem( )
edittointtol() function, [M-5] edittoint( )
eigensystemselect*() functions,
edittointtol() function, [M-5] edittoint( )
[M-5] eigensystemselect( )
edittozero() function, [M-5] edittozero( )
eigensystemselect*() functions,
edittozero() function, [M-5] edittozero( ) [M-5] eigensystemselect( )
edittozerotol() function, [M-5] edittozero( ) eigenvalue stability condition, [TS] estat aroots,
edittozerotol() function, [M-5] edittozero( ) [TS] varstable, [TS] vecstable
editvalue() function, [M-5] editvalue( )
 Subject index 215

eigenvalue stability index, [SEM] estat stable endogenous

eigenvalues, [M-5] eigensystem( ), [M-6] Glossary, covariates, [R] gmm, [R] ivpoisson, [R] ivprobit,
[MV] factor, [MV] factor postestimation, [R] ivregress, [R] ivtobit, [R] reg3, [XT] xtdpd,
[MV] pca, [MV] rotate, [MV] rotatemat, [XT] xtdpdsys, [XT] xthtaylor, [XT] xtivreg
[MV] screeplot, [MV] Glossary, [P] matrix treatment, [TE] eteffects, [TE] etpoisson,
eigenvalues, [P] matrix svd, [P] matrix [TE] etregress
symeigen treatment-effects model, [SEM] example 46g
eigenvalues() function, [M-5] eigensystem( ) variable, [SEM] intro 4, [SEM] Glossary,
eigenvalues() function, [M-5] eigensystem( ) [SVY] svy estimation, [TS] Glossary,
eigenvalues, matrix subcommand, [P] matrix [XT] Glossary
eigenvalues endogenous, estat subcommand, [R] ivregress
eigenvectors, [M-5] eigensystem( ), [M-6] Glossary, postestimation
[MV] factor, [MV] factor postestimation, ends(), egen function, [D] egen
[MV] pca, [MV] rotate, [MV] rotatemat, Engle’s LM test, [R] regress postestimation time series
[MV] scoreplot, [MV] Glossary, [P] matrix svd, Enhanced Metafile, [G-2] graph export
[P] matrix symeigen ensuring mi data are consistent, [MI] mi update
EIM, see expected information matrix entering data, see importing data, see inputting data
eim, see sem option vce() interactively, see reading data from disk
eivreg command, [R] eivreg, [R] eivreg environment macro extended function, [P] macro
postestimation environment variables (Unix), [P] macro
el() function, [FN] Matrix functions, [P] matrix eolchar, set subcommand, [R] set
define
Epanechnikov kernel function, [G-2] graph twoway
elimination matrix, [M-5] Lmatrix( ) kdensity, [G-2] graph twoway lpoly,
ellipsis, [G-4] text [R] kdensity, [R] lpoly, [R] qreg, [TE] tebalance
else command, [P] if density, [TE] tebalance overid, [TE] teffects
eltype, [M-2] declarations, [M-6] Glossary overlap
eltype() function, [M-5] eltype( ) epidemiological tables, [R] epitab
EM, see expectation-maximization algorithm epidemiology, [R] epitab, [ST] strate
empirical Bayes, [IRT] irt 1pl postestimation, [IRT] irt epidemiology and related,
2pl postestimation, [IRT] irt 3pl postestimation, Brier score decomposition, [R] brier
[IRT] irt grm postestimation, [IRT] irt nrm interrater agreement, [R] kappa
postestimation, [IRT] irt pcm postestimation, meta-analysis, [R] meta
[IRT] irt rsm postestimation, [IRT] irt hybrid
pharmacokinetic data, see pharmacokinetic data
postestimation, [IRT] Glossary, [ME] mecloglog
postestimation, [ME] meglm, [ME] meglm ROC analysis, see receiver operating characteristic
postestimation, [ME] melogit postestimation, analysis
[ME] menbreg postestimation, [ME] meologit standardization, [R] dstdize
postestimation, [ME] meoprobit postestimation, symmetry and marginal homogeneity tests,
[ME] mepoisson postestimation, [ME] meprobit [R] symmetry
postestimation, [ME] mestreg postestimation, tables, [R] tabulate twoway
[ME] Glossary epsdouble() function, [FN] Programming functions
means, see posterior mean epsfloat() function, [FN] Programming functions
modes, see posterior mode epsilon() function, [M-5] epsilon( ), [M-6] Glossary
predictions, [SEM] intro 7, [SEM] methods and eqgof, estat subcommand, [SEM] estat eqgof
formulas for gsem, [SEM] predict after gsem eqtest, estat subcommand, [SEM] estat eqtest
empirical cumulative distribution function, [R] cumul equal FMI test, [MI] mi estimate, [MI] mi test,
emptycells, set subcommand, [R] set, [R] set [MI] Glossary
emptycells equal-allocation design, see balanced design
Encapsulated PostScript, [G-2] graph export, equality of means tests, [MV] hotelling, [MV] manova,
[G-3] eps options, [G-4] text [MV] mvtest means
encode command, [D] encode, [U] 23.2 Categorical equality operator, [U] 13.2.3 Relational operators
string variables equality test of
encodings, [D] unicode, [D] unicode encoding, binomial proportions, [R] bitest
[ I ] Glossary coefficients, [R] pwcompare, [R] sureg, [R] test,
end command, [M-3] end [R] testnl, [SVY] svy postestimation
end-of-line characters, [D] changeeol distributions, [R] ksmirnov, [R] kwallis,
ending a Stata session, [P] exit, [R] exit [R] ranksum, [R] signrank
endless loop, see loop, endless margins, [R] margins, [R] pwcompare
endogeneity test, [R] ivregress postestimation
216 Subject index

equality test of, continued errorrate, estat subcommand, [MV] discrim

means, [R] contrast, [R] esize, [R] pwmean, estat, [MV] discrim knn postestimation,
[R] ttest, [R] ztest, [SVY] svy postestimation [MV] discrim lda postestimation, [MV] discrim
medians, [R] ranksum logistic postestimation, [MV] discrim qda
proportions, [R] bitest, [R] prtest postestimation
ROC areas, [R] roccomp, [R] rocreg errors-in-variables regression, [R] eivreg
survivor functions, [ST] sts test errprintf() function, [M-5] errprintf( )
variances, [R] sdtest esample, estimates subcommand, [R] estimates save
equal-tailed credible interval, [BAYES] intro, esize and esizei commands, [R] esize
[BAYES] bayes, [BAYES] bayesmh, esize, estat subcommand, [R] regress
[BAYES] bayesstats summary, postestimation
[BAYES] Glossary ESS, see effective sample size
equamax rotation, [MV] rotate, [MV] rotatemat, ess, bayesstats subcommand, [BAYES] bayesstats
[MV] Glossary estat, [P] estat programming
equation names of matrix, [P] ereturn, [P] matrix abond command, [XT] xtabond postestimation,
define, [P] matrix rownames, [U] 14.2 Row and [XT] xtdpd postestimation, [XT] xtdpdsys
column names postestimation
equilc() function, [M-5] equilrc( ) acplot command, [TS] estat acplot
equilibration, [M-5] equilrc( ) alternatives command, [R] asclogit
equilr() function, [M-5] equilrc( ) postestimation, [R] asmprobit postestimation,
equilrc() function, [M-5] equilrc( ) [R] asroprobit postestimation, [R] nlogit
equivalence test, [R] pk, [R] pkequiv postestimation
erase, [M-5] unlink( ) anova command, [MV] discrim lda postestimation
erase, mi subcommand, [MI] mi erase, [MI] styles anti command, [MV] factor postestimation,
erase, snapshot subcommand, [D] snapshot [MV] pca postestimation
erase command, [D] erase archlm command, [R] regress postestimation time
series
erasing files, [D] erase
aroots command, [TS] estat aroots
erasing graph files, [G-2] graph drop
bgodfrey command, [R] regress postestimation
ereturn
time series
clear command, [P] ereturn, [P] return
bootstrap command, [R] bootstrap postestimation
display command, [P] ereturn
canontest command, [MV] discrim lda
list command, [P] ereturn, [P] return, [R] stored postestimation
results
classfunctions command, [MV] discrim lda
local command, [P] ereturn, [P] return postestimation
matrix command, [P] ereturn, [P] return classification command, [R] estat classification
post command, [P] ereturn, [P] makecns, classtable command, [MV] discrim
[P] return estat, [MV] discrim knn postestimation,
repost command, [P] ereturn, [P] return [MV] discrim lda postestimation, [MV] discrim
scalar command, [P] ereturn, [P] return logistic postestimation, [MV] discrim qda
error, [SEM] Glossary postestimation
checking, [D] assert common command, [MV] factor postestimation
codes, [M-2] errors 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
error-components model, [XT] xthtaylor, postestimation, [R] asmprobit postestimation,
[XT] Glossary [R] asroprobit postestimation
cv command, [SVY] estat
 Subject index 217

estat, continued estat, continued

df command, [ME] mixed postestimation imtest command, [R] regress postestimation
distances command, [MV] ca postestimation inertia command, [MV] ca postestimation
durbinalt command, [R] regress postestimation kmo command, [MV] factor postestimation,
time series [MV] pca postestimation
dwatson command, [R] regress postestimation time lceffects command, [SVY] estat
series list command, [MV] discrim estat, [MV] discrim
effects command, [SVY] estat knn postestimation, [MV] discrim lda
eform command, [SEM] intro 7, [SEM] estat postestimation, [MV] discrim logistic
eform, [SEM] example 33g, [SEM] example 34g postestimation, [MV] discrim qda
endogenous command, [R] ivregress postestimation
postestimation loadings command, [MV] ca postestimation,
eqgof command, [SEM] intro 7, [SEM] estat [MV] canon postestimation, [MV] discrim lda,
eqgof, [SEM] example 3 [MV] discrim lda postestimation, [MV] pca
eqtest command, [SEM] intro 7, [SEM] estat postestimation
eqtest, [SEM] example 13 manova command, [MV] discrim lda
errorrate command, [MV] discrim estat, postestimation
[MV] discrim knn postestimation, mfx command, [R] asclogit postestimation,
[MV] discrim lda postestimation, [MV] discrim [R] asmprobit postestimation, [R] asroprobit
logistic postestimation, [MV] discrim qda postestimation
postestimation mindices command, [SEM] intro 7, [SEM] estat
esize command, [R] regress postestimation mindices, [SEM] example 5, [SEM] example 9
factors command, [MV] factor postestimation mvreg command, [MV] procrustes postestimation
facweights command, [R] asmprobit nproc command, [R] rocreg postestimation
postestimation, [R] asroprobit postestimation overid command, [R] gmm postestimation,
firststage command, [R] ivregress [R] ivpoisson postestimation, [R] ivregress
postestimation postestimation
framework command, [SEM] intro 7, [SEM] estat ovtest command, [R] regress postestimation
framework, [SEM] example 11 pairwise command, [MV] mds postestimation
ggof command, [SEM] intro 7, [SEM] estat ggof, period command, [TS] ucm postestimation
[SEM] example 21 phtest command, [ST] stcox PH-assumption tests
ginvariant command, [SEM] intro 7, [SEM] estat predict command, [R] exlogistic postestimation
ginvariant, [SEM] example 22 profiles command, [MV] ca postestimation
gof command, [R] estat gof, [R] poisson quantiles command, [MV] mds postestimation
postestimation, [SEM] estat gof, recovariance command, [ME] meqrlogit
[SEM] example 4, [SVY] estat postestimation, [ME] meqrpoisson
grdistances command, [MV] discrim postestimation, [ME] mixed postestimation
lda postestimation, [MV] discrim qda report command, [IRT] estat report
postestimation residuals command, [MV] factor postestimation,
grmeans command, [MV] discrim lda [MV] pca postestimation, [SEM] intro 7,
postestimation [SEM] estat residuals, [SEM] example 10
group command, [ME] mecloglog postestimation, rotate command, [MV] canon postestimation
[ME] meglm postestimation, [ME] melogit rotatecompare command, [MV] canon
postestimation, [ME] menbreg postestimation, postestimation, [MV] factor postestimation,
[ME] meologit postestimation, [ME] meoprobit [MV] pca postestimation
postestimation, [ME] mepoisson postestimation, sargan command, [XT] xtabond postestimation,
[ME] meprobit postestimation, [ME] meqrlogit [XT] xtdpd postestimation, [XT] xtdpdsys
postestimation, [ME] meqrpoisson postestimation
postestimation, [ME] mestreg postestimation,
sbknown command, [TS] estat sbknown
[ME] mixed postestimation
sbsingle command, [TS] estat sbsingle
grsummarize command, [MV] discrim
estat, [MV] discrim knn postestimation, scoretests command, [SEM] intro 7, [SEM] estat
[MV] discrim lda postestimation, [MV] discrim scoretests, [SEM] example 8
logistic postestimation, [MV] discrim qda sd command, [SVY] estat
postestimation se command, [R] exlogistic postestimation,
hettest command, [R] regress postestimation [R] expoisson postestimation
ic command, [R] estat, [R] estat ic size command, [SVY] estat
icc command, [ME] melogit postestimation, smc command, [MV] factor postestimation,
[ME] meprobit postestimation, [ME] meqrlogit [MV] pca postestimation
postestimation, [ME] mixed postestimation
218 Subject index

estat, continued estimates, continued

stable command, [SEM] intro 7, [SEM] estat title command, [R] estimates title
stable, [SEM] example 7 use command, [R] estimates save
stdize: prefix command, [SEM] estat stdize, estimates, forecast subcommand, [TS] forecast
[SEM] example 16 estimates
strata command, [SVY] estat estimating-equation estimator, [TE] teffects aipw,
stress command, [MV] mds postestimation [TE] teffects ipw, [TE] teffects ipwra,
structure command, [MV] discrim lda [TE] teffects ra, [TE] Glossary
postestimation, [MV] factor postestimation estimation
subinertia command, [MV] mca postestimation allowed estimation commands, [MI] estimation
summarize command, [MV] ca postestimation, Bayesian, see Bayesian, estimation
[MV] discrim estat, [MV] discrim commands, [P] ereturn, [P] estimates,
knn postestimation, [MV] discrim lda [U] 18.9 Accessing results calculated by
postestimation, [MV] discrim logistic estimation commands, [U] 26 Overview of
postestimation, [MV] discrim qda Stata estimation commands
postestimation, [MV] factor postestimation, allowing constraints in, [P] makecns
[MV] mca postestimation, [MV] mds eliminating stored information from, [P] discard
postestimation, [MV] pca postestimation, obtaining predictions after, [P] predict
[MV] procrustes postestimation, [R] estat,
obtaining robust estimates, [P] robust
[R] estat summarize, [SEM] estat summarize
saving results from, [P] estimates
svyset command, [SVY] estat
degrees of freedom for coefficients, [MI] mi
szroeter command, [R] regress postestimation
estimate
table command, [MV] ca postestimation
method, [SEM] Glossary
teffects command, [SEM] estat teffects,
options, [R] estimation options, [SEM] gsem
[SEM] example 7, [SEM] example 42g
estimation options, [SEM] sem estimation
vce command, [R] estat, [R] estat vce, [SVY] estat options
vif command, [R] regress postestimation postestimation dialog boxes, [R] postest
wcorrelation command, [ME] mixed posting VCE, [MI] mi estimate
postestimation, [XT] xtgee postestimation
predictions after, see predictions, obtaining after
estimate linear combinations of coefficients, see linear estimation
combinations of estimators
results,
estimate, mi subcommand, [MI] mi estimate, [MI] mi
clearing, [P] ereturn, [P] estimates,
estimate using
[R] estimates store
estimated generalized least squares, [XT] xtgls,
listing, [P] ereturn, [P] estimates
[XT] xtivreg, [XT] xtreg
saving, [P] estimates
estimates
storing, [P] ereturn
clear command, [P] estimates
storing and restoring, [R] estimates store
dir command, [P] estimates
tables of, [R] estimates table
drop command, [P] estimates
sample, summarizing, [R] estat, [R] estat
hold command, [P] estimates
summarize
unhold command, [P] estimates
test after, [MI] mi estimate, [MI] mi test,
estimates [SVY] svy postestimation
clear command, [R] estimates store estimators,
command, [R] suest, [SVY] svy postestimation covariance matrix of, [P] ereturn, [P] matrix
introduction, [R] estimates get, [R] correlate, [R] estat, [R] estat vce,
describe command, [R] estimates describe [U] 20.9 Obtaining the variance–covariance
dir command, [R] estimates store matrix
drop command, [R] estimates store linear combinations, [U] 20.13 Obtaining linear
esample command, [R] estimates save combinations of coefficients
for command, [R] estimates for linear combinations of, [R] lincom
notes command, [R] estimates notes nonlinear combinations of, [R] nlcom
query command, [R] estimates store eteffects command, [TE] eteffects, [TE] eteffects
replay command, [R] estimates replay postestimation
restore command, [R] estimates store etiologic fraction, [R] epitab
save command, [R] estimates save etpoisson command, [TE] etpoisson, [TE] etpoisson
stats command, [R] estimates stats postestimation
store command, [R] estimates store etregress command, [TE] etregress, [TE] etregress
table command, [R] estimates table postestimation
 Subject index 219

Euclidean dissimilarity measure, =exp, [U] 11 Language syntax

[MV] measure option exp() function, [FN] Mathematical functions,
Euclidean distance, [MV] Glossary [M-5] exp( )
event, [ST] Glossary exp list, [SVY] svy bootstrap, [SVY] svy brr,
history analysis, see survival analysis [SVY] svy jackknife, [SVY] svy sdr,
of interest, [ST] Glossary [TS] rolling
probability, see failure probability expand
Ex, [SEM] sem and gsem option covstructure( ) command, [D] expand
exact binomial test, see binomial test for mi data, [MI] mi expand
exact DDF, see denominator degrees of freedom expand factor varlists, [P] fvexpand
exact statistics, [U] 26.14 Exact estimators expand, mi subcommand, [MI] mi expand
binary confidence intervals, [R] ci, [R] exlogistic, expandcl command, [D] expandcl
[R] roctab expectation-maximization algorithm, [MI] mi impute
centiles, [R] centile mvn, [MI] Glossary
confidence intervals for variances, [R] ci parameter trace files, [MI] mi ptrace
indirect standardization, [R] dstdize expected information matrix, [SEM] Glossary
one-way anova, [R] loneway experimental data, [MV] manova, [R] anova,
regression, [R] exlogistic, [R] expoisson [R] contrast, [R] correlate, [R] epitab,
test, [R] kwallis, [R] logit, [R] mean, [R] regress,
[R] summarize, [R] tabulate oneway,
binomial probability, [R] bitest
[R] tabulate twoway, [R] ttest, [R] ztest,
equality of distributions, [R] ksmirnov [U] 12 Data, [U] 20 Estimation and
equality of medians, [R] ranksum postestimation commands, [U] 26.4 Structural
Fisher’s, [R] tabulate twoway equation modeling (SEM), [U] 26.21 Multilevel
symmetry and marginal homogeneity, mixed-effects models, [U] 26.22 Survival-time
[R] symmetry (failure-time) models
tetrachoric correlations, [R] tetrachoric experimental group, [PSS] Glossary
exact test, [PSS] Glossary correlation, see correlation, experimental-group
example datasets, [U] 1.2.2 Example datasets mean, see means, experimental-group
examples, duplicates subcommand, [D] duplicates proportion, see proportions, experimental-group
Excel, [U] 21 Entering and importing data sample size, see sample-size
dates, [D] datetime standard deviation, see standard deviations,
Microsoft, see Microsoft Excel experimental-group
Microsoft, reading data from, [D] import excel, variance, see variances, experimental-group
[D] odbc, [D] xmlsave, also see spreadsheets, experimental study, [PSS] power, [PSS] Glossary
transferring exploded logit model, [R] rologit
Microsoft, write results to, [P] putexcel, expoisson command, [R] expoisson, [R] expoisson
[P] putexcel advanced postestimation
excel, exponential
export subcommand, [D] import excel density, [FN] Statistical functions, [M-5] normal( )
import subcommand, [D] import excel distribution, [FN] Statistical functions,
excess fraction, [R] epitab [M-5] normal( ), [ST] streg
exec(), odbc subcommand, [D] odbc function, [FN] Mathematical functions
existence, confirm subcommand, [P] confirm generalized autoregressive conditional
exit class program, [P] class exit heteroskedasticity, [TS] arch
exit, class subcommand, [P] class exit notation, [U] 12.2 Numbers
exit command, [P] capture, [P] exit, [R] exit, smoothing, [TS] tssmooth, [TS] tssmooth
[U] 16.1.4 Error handling in do-files exponential, [TS] Glossary
exit() function, [M-5] exit( ) survival
exit Mata, [M-3] end regression, [ST] streg
exiting Stata, see exit command test, [PSS] power exponential, [PSS] Glossary
exlogistic command, [R] exlogistic, [R] exlogistic exponential,
postestimation churdle subcommand, [R] churdle
exogeneity test, see endogeneity test power subcommand, [PSS] power exponential
exogenous, forecast subcommand, [TS] forecast tssmooth subcommand, [TS] tssmooth exponential
exogenous exponential() function, [FN] Statistical functions,
exogenous variable, [SEM] intro 4, [SEM] Glossary, [M-5] normal( )
[TS] Glossary, [XT] Glossary
exp, [M-2] exp, [M-6] Glossary
220 Subject index

exponentialden() function, [FN] Statistical F , continued

functions, [M-5] normal( ) distribution,
exponentialtail() function, [FN] Statistical cumulative, [FN] Statistical functions
functions, [M-5] normal( ) cumulative noncentral, [FN] Statistical functions
exponentiated coefficients, [R] eform option, inverse cumulative, [FN] Statistical functions
[SEM] estat eform inverse reverse cumulative, [FN] Statistical
exponentiation, [M-5] exp( ), [M-5] matexpsym( ) functions
export inverse reverse cumulative noncentral,
delimited command, [D] import delimited [FN] Statistical functions
excel command, [D] import excel reverse cumulative, [FN] Statistical functions
sasxport command, [D] import sasxport reverse cumulative noncentral, [FN] Statistical
export, graph subcommand, [G-2] graph export functions
export, mi subcommand, [MI] mi export, [MI] mi noncentrality parameter, [FN] Statistical functions
export ice, [MI] mi export nhanes1 test, [PSS] Glossary
exporting data, [D] export, [D] import delimited, F() function, [FN] Statistical functions,
[D] import excel, [D] import sasxport, [M-5] normal( )
[D] odbc, [D] outfile, [D] xmlsave, Facebook, see Stata on Facebook
[M-5] docx*( ), [M-5] xl( ), [MI] mi export, factor, [MV] Glossary, [PSS] Glossary
[MI] mi export ice, [MI] mi export nhanes1 analysis, [MV] alpha, [MV] canon, [MV] factor,
exporting graphs, [G-2] graph export, [G-2] graph [MV] factor postestimation, [MV] Glossary, see
set, [G-3] eps options, [G-3] png options, confirmatory factor analysis
[G-3] ps options, [G-3] tif options, [G-4] text loading plot, [MV] scoreplot, [MV] Glossary
exporting results, [P] putexcel, [P] putexcel advanced loadings, [MV] Glossary
exposure model, [TS] dfactor
odds ratio, [PSS] power mcc, [PSS] Glossary parsimony rotation, [MV] rotate, [MV] rotatemat,
variable, [ST] Glossary [MV] Glossary
exposure() option, see gsem option exposure() score plot, [MV] scoreplot
Expression Builder, [U] 13.8 Using the Expression scores, [MV] factor postestimation, [MV] Glossary,
Builder [SEM] intro 7, [SEM] example 14,
expressions, [M-2] exp, [P] matrix define, [SEM] methods and formulas for sem,
[U] 13 Functions and expressions [SEM] predict after sem
extended variables, [P] fvexpand, [P] matrix rownames,
ASCII, [D] unicode, [D] unicode translate, [P] rmcoll, [P] syntax, [P] unab,
[ I ] Glossary [PSS] Glossary, [R] fvrevar, [R] fvset,
encoding conversion, [D] unicode convertfile, [U] 11.4.3 Factor variables, [U] 13.9 Indicator
[D] unicode translate values for levels of factor variables,
encodings, [D] unicode encoding [U] 14.2.2 Two-part names, [U] 20.11 Accessing
macro functions, [P] char, [P] display, [P] macro, estimated coefficients, [U] 25 Working with
[P] macro lists, [P] serset categorical data and factor variables
external, [M-2] declarations factor command, [MV] factor, [MV] factor
externals, [M-2] declarations, [M-5] direxternal( ), postestimation
[M-5] findexternal( ), [M-5] valofexternal( ), factorial, [U] 11.4.3 Factor variables
[M-6] Glossary design, [MV] manova, [R] anova
extract diagonal, [M-5] diagonal( ), [M-5] diag( ) function, [FN] Mathematical functions
extract, mi subcommand, [MI] mi extract, [MI] mi factorial() function, [M-5] factorial( )
replace0 factormat command, [MV] factor, [MV] factor
extracting m=# data from mi data, [MI] mi extract, postestimation
[MI] mi select factors, estat subcommand, [MV] factor
extracting original data from mi data, [MI] mi extract postestimation
extrapolation, [D] ipolate factor-variable
notation, [SEM] intro 3
settings, [R] fvset
facweights, estat subcommand, [R] asmprobit
F postestimation, [R] asroprobit postestimation
failure
F event, [ST] Glossary, [TE] Glossary
density, probability, [PSS] power exponential, [PSS] power
central, [FN] Statistical functions logrank
noncentral, [FN] Statistical functions tables, [ST] ltable
 Subject index 221

failure, continued fgetnl() function, [M-5] fopen( )

time, see survival analysis FGLS, see feasible generalized least squares
failure–success proportion, [PSS] power FGNLS, see feasible generalized nonlinear least squares
pairedproportions fictional data, [SEM] Glossary
failure-time model, see survival analysis file
false-negative result, see type II error conversion, [D] changeeol, [D] filefilter
false-positive rate, [R] estat classification, [R] roc, format, Stata, [P] file formats .dta
[R] rocreg, [R] rocreg postestimation, modification, [D] changeeol, [D] filefilter
[R] rocregplot processing, [M-4] io, [M-5] bufio( ), [M-5] cat( ),
false-positive result, see type I error [M-5] docx*( ), [M-5] ferrortext( ),
family [M-5] fileexists( ), [M-5] findfile( ),
Bernoulli, [SEM] methods and formulas for gsem [M-5] fopen( ), [M-5] unlink( ), [M-5] xl( )
beta, [SEM] methods and formulas for gsem translation, [D] changeeol, [D] filefilter
binomial, [SEM] methods and formulas for gsem file
distribution, [SEM] Glossary close command, [P] file
exponential, [SEM] methods and formulas for open command, [P] file
gsem query command, [P] file
gamma, [SEM] methods and formulas for gsem read command, [P] file
Gaussian, [SEM] methods and formulas for gsem seek command, [P] file
loglogistic, [SEM] methods and formulas for gsem sersetread command, [P] serset
lognormal, [SEM] methods and formulas for gsem sersetwrite command, [P] serset
multinomial, [SEM] methods and formulas for set command, [P] file
gsem write command, [P] file
negative binomial, [SEM] methods and formulas file, confirm subcommand, [P] confirm
for gsem file, find in path, [P] findfile
ordinal, [SEM] methods and formulas for gsem fileexists() function, [FN] Programming
Poisson, [SEM] methods and formulas for gsem functions, [M-5] fileexists( )
Weibull, [SEM] methods and formulas for gsem filefilter command, [D] filefilter
family() option, see gsem option family() filename manipulation, [M-5] adosubdir( ),
FAQs, [U] 3.2.1 The Stata website (www.stata.com) [M-5] pathjoin( )
search, [R] search, [U] 4.8.4 FAQ searches filenames, displaying, [D] dir
fastscroll, set subcommand, [R] set fileread() function, [FN] Programming functions
favorspeed() function, [M-5] favorspeed( ) filereaderror() function, [FN] Programming
fbufget() function, [M-5] bufio( ) functions
fbufput() function, [M-5] bufio( ) files,
fcast compute command, [TS] fcast compute checksum of, [D] checksum
fcast graph command, [TS] fcast graph comparison, [D] cf
fclose() function, [M-5] fopen( ) compressing, [D] zipfile
fclose() function, [M-5] fopen( ) copying and appending, [D] copy
FCS, see fully conditional specification display contents of, [D] type
Fden() function, [FN] Statistical functions, downloading, [D] checksum, [D] copy,
[M-5] normal( ) [R] adoupdate, [R] net, [R] sj, [R] ssc,
feasible generalized least squares, [R] reg3, [R] sureg, [R] update, [U] 28 Using the Internet to keep
[SEM] intro 4, [TS] dfgls, [TS] prais, [TS] var, up to date
[XT] xtgls, [XT] xtivreg, [XT] xtreg erasing, [D] erase
feasible generalized nonlinear least squares, [R] nlsur exporting, see exporting data
feedback loops, [SEM] estat stable, [SEM] estat extensions, [U] 11.6 Filenaming conventions
teffects importing, see importing data
fences, [R] lv loading, [D] use
ferrortext() function, [M-5] ferrortext( ) names, [U] 11.6 Filenaming conventions,
FEVD, see forecast-error variance decomposition [U] 18.3.11 Constructing Windows filenames
fft() function, [M-5] fft( ) by using macros
fft() function, [M-5] fft( ) opening, [P] window programming, [P] window
fget() function, [M-5] fopen( ) fopen
fget() function, [M-5] fopen( ) reading text or binary, [P] file
fgetmatrix() function, [M-5] fopen( ) saving, [D] save, [P] window programming,
fgetmatrix() function, [M-5] fopen( ) [P] window fopen
fgetnl() function, [M-5] fopen( )
222 Subject index

files, continued fixed-effects model, continued

temporary, [P] macro, [P] preserve, [P] scalar multilevel mixed-effects models, [ME] mecloglog,
uncompressing, [D] zipfile [ME] meglm, [ME] melogit, [ME] menbreg,
writing text or binary, [P] file [ME] meologit, [ME] meoprobit,
filewrite() function, [FN] Programming functions [ME] mepoisson, [ME] meprobit,
fill [ME] meqrlogit, [ME] meqrpoisson,
[ME] mestreg, [ME] mixed
areas, dimming and brightening, [G-2] graph
twoway histogram, [G-2] graph twoway F-keys, [U] 10 Keyboard use
kdensity, [G-4] colorstyle flat prior, see noninformative prior
color, setting, [G-3] region options flat, prior() suboption, [BAYES] bayesmh
fill(), egen function, [D] egen evaluators
fillin command, [D] fillin flexible functional form, [R] boxcox, [R] fp, [R] mfp
filling in values, [ST] stfill flist command, [D] list
fillmissing() function, [M-5] fillmissing( ) float, [D] data types, [U] 12.2.2 Numeric storage
types, [U] 13.12 Precision and problems therein
filters, [TS] tsfilter, also see smoothers
float() function, [FN] Programming functions,
Baxter–King, [TS] tsfilter bk
[M-5] floatround( ), [U] 13.12 Precision and
Butterworth, [TS] tsfilter bw problems therein
Christiano–Fitzgerald, [TS] tsfilter cf floatround() function, [M-5] floatround( )
Hodrick–Prescott, [TS] tsfilter hp floatwindows, set subcommand, [R] set
final, [M-2] class flong
findexternal() function, [M-5] findexternal( ) data style, [MI] styles, [MI] Glossary
findfile command, [P] findfile technical description, [MI] technical
findfile() function, [M-5] findfile( ) flongsep
finding file in path, [P] findfile data style, [MI] mi xeq, [MI] styles, [MI] Glossary
finding variables, [D] lookfor estimating memory requirements, [MI] mi convert
finite population correction, [PSS] power, [PSS] power style, [MI] mi copy, [MI] mi erase
onemean, [PSS] power pairedmeans,
technical description, [MI] technical
[PSS] Glossary, [SVY] survey, [SVY] svy
estimation, [SVY] svyset, [SVY] variance floor() function, [FN] Mathematical functions,
estimation, [SVY] Glossary [M-5] trunc( )
first-differenced estimator, [XT] xtabond, [XT] xtdpd, flopin() function, [M-5] lapack( )
[XT] xtdpdsys, [XT] xtivreg flopout() function, [M-5] lapack( )
first-order latent variables, [SEM] Glossary FMI, see fraction missing information
firststage, estat subcommand, [R] ivregress %fmts, [D] format, [U] 12.5 Formats: Controlling
postestimation how data are displayed
Fisher–Irwin’s exact test, [PSS] power twoproportions, fmtwidth() function, [FN] Programming functions,
[PSS] Glossary [M-5] fmtwidth( )
fisher, xtunitroot subcommand, [XT] xtunitroot folders, see directories
Fisher’s follow-up, [PSS] Glossary
exact test, [PSS] power twoproportions, period, [PSS] power exponential, [PSS] power
[PSS] Glossary, [R] epitab, [R] tabulate twoway logrank, [PSS] Glossary
z test, [PSS] power onecorrelation, [PSS] power studies, see incidence studies
twocorrelations, [PSS] Glossary study, see cohort study
z transformation, [PSS] power onecorrelation, fonts, in graphs, [G-4] text
[PSS] power twocorrelations, [PSS] Glossary footnote, ml subcommand, [R] ml
Fisher-type test, [XT] xtunitroot fopen() function, [M-5] fopen( )
fits, adding, [G-2] graph twoway fpfit, [G-2] graph fopen() function, [M-5] fopen( )
twoway fpfitci, [G-2] graph twoway lfit, fopen, window subcommand, [P] window
[G-2] graph twoway lfitci, [G-2] graph twoway programming, [P] window fopen
qfit, [G-2] graph twoway qfitci for, [M-2] for, [M-2] continue, [M-2] break,
fixed effects, [PSS] Glossary [M-2] semicolons
fixed-effects model, [ME] Glossary, [R] anova, for, estimates subcommand, [R] estimates for
[R] areg, [R] asclogit, [R] clogit, [XT] xtabond, forcecorrelations option, see sem option
[XT] xtdpd, [XT] xtdpdsys, [XT] xtivreg, forcecorrelations
[XT] xtlogit, [XT] xtnbreg, [XT] xtoprobit, forcenoanchor option, see gsem option
[XT] xtpoisson, [XT] xtreg, [XT] xtregar, forcenoanchor, see sem option
[XT] xtstreg, [XT] Glossary forcenoanchor
 Subject index 223

forcexconditional option, see sem option format, confirm subcommand, [P] confirm
forcexconditional format macro extended function, [P] macro
foreach command, [P] foreach format settings, [R] set cformat
forecast, [G-2] graph other format width, [M-5] fmtwidth( )
forecast, [TS] forecast formats, [D] datetime, [D] describe, [D] format,
adjust command, [TS] forecast adjust [D] varmanage, [U] 12.5 Formats: Controlling
clear command, [TS] forecast clear how data are displayed, [U] 20.8 Formatting
coefvector command, [TS] forecast coefvector the coefficient table, [U] 24.3 Displaying dates
create command, [TS] forecast create and times
describe command, [TS] forecast describe formatted data, reading, see importing data
drop command, [TS] forecast drop formatting contents of macros, [P] macro
estimates command, [TS] forecast estimates formatting statistical output, [D] format
exogenous command, [TS] forecast exogenous FORTRAN, [M-2] goto, [M-5] dsign( )
identity command, [TS] forecast identity forum, [U] 3.2.4 The Stata forum
list command, [TS] forecast list forvalues command, [P] forvalues
query command, [TS] forecast query forward operator, [TS] Glossary
solve command, [TS] forecast solve fourfold tables, [R] epitab
forecast, Fourier transform, [M-5] fft( )
ARCH model, [TS] arch postestimation fp
ARFIMA model, [TS] arfima postestimation generate command, [R] fp
ARIMA model, [TS] arima postestimation plot command, [R] fp postestimation
dynamic-factor model, [TS] dfactor postestimation predict command, [R] fp postestimation
econometric model, [TS] forecast, [TS] forecast prefix command, [R] fp, [R] fp postestimation
adjust, [TS] forecast clear, [TS] forecast FPC, see finite population correction
coefvector, [TS] forecast create, [TS] forecast fpfit, graph twoway subcommand, [G-2] graph
describe, [TS] forecast drop, [TS] forecast twoway fpfit
estimates, [TS] forecast exogenous, fpfitci, graph twoway subcommand, [G-2] graph
[TS] forecast identity, [TS] forecast list, twoway fpfitci
[TS] forecast query, [TS] forecast solve, fput() function, [M-5] fopen( )
[U] 20.20 Dynamic forecasts and simulations fput() function, [M-5] fopen( )
Markov-switching model, [TS] mswitch fputmatrix() function, [M-5] fopen( )
postestimation fputmatrix() function, [M-5] fopen( )
MGARCH model, see multivariate GARCH fracplot command, [R] mfp postestimation
postestimation fracpred command, [R] mfp postestimation
standard error of, [R] regress postestimation fracreg command, [R] fracreg, [R] fracreg
state-space model, [TS] sspace postestimation postestimation
structural vector autoregressive model, [TS] var svar fraction defective, [R] qc
postestimation fraction missing information, [MI] mi estimate, [MI] mi
unobserved-components model, [TS] ucm predict, [MI] mi test, [MI] Glossary
postestimation fraction option, [G-2] graph twoway histogram
vector autoregressive model, [TS] var fractional polynomial regression, [R] fp
postestimation
multivariable, [R] mfp
vector error-correction model, [TS] vec
fractional response regression, [R] fracreg, [SVY] svy
postestimation
estimation, [U] 26.10 Fractional-outcome
forecast-error variance decomposition, [G-2] graph dependent-variable models
other, [TS] irf, [TS] irf create, [TS] irf ograph,
fractional sample size, see sample-size
[TS] irf table, [TS] var intro, [TS] varbasic,
[TS] vec intro, [TS] Glossary fractionally integrated autoregressive moving-average
model, [TS] estat acplot, [TS] psdensity
forecasting, [TS] arch, [TS] arfima, [TS] arima,
[TS] fcast compute, [TS] fcast graph, frailty, see shared frailty
[TS] irf create, [TS] mgarch, [TS] tsappend, frailty model, [ST] stcox, [ST] stcurve, [ST] streg
[TS] tssmooth, [TS] tssmooth dexponential, framework, estat subcommand, [SEM] estat
[TS] tssmooth exponential, [TS] tssmooth framework
hwinters, [TS] tssmooth ma, [TS] tssmooth fread() function, [M-5] fopen( )
shwinters, [TS] ucm, [TS] var intro, [TS] var, fread() function, [M-5] fopen( )
[TS] vec intro, [TS] vec freduse command, [TS] arfima postestimation
foreground color, [G-4] schemes intro free, constraint subcommand, [R] constraint
format command, [D] format
224 Subject index

frequencies, functions, [FN] Date and time functions,

creating dataset of, [D] collapse, [D] contract [FN] Mathematical functions, [FN] Matrix
graphical representation, [R] histogram, functions, [FN] Programming functions,
[R] kdensity [FN] Random-number functions,
table of, [R] table, [R] tabstat, [R] tabulate [FN] Statistical functions, [FN] String
oneway, [R] tabulate twoway, [R] tabulate, functions, [FN] Trigonometric functions,
summarize(), [SVY] svy: tabulate oneway, [M-2] declarations, [M-4] intro, [M-5] intro,
[SVY] svy: tabulate twoway [M-6] Glossary, [U] 13.3 Functions
frequency option, [G-2] graph twoway histogram cluster generate, adding, [MV] cluster
frequency table, [XT] xttab programming subroutines
frequency weight, [U] 11.1.6 weight, aggregate, [D] egen
[U] 20.23.1 Frequency weights arguments, [M-1] returnedargs, also see arguments
[frequency=exp] modifier, [U] 11.1.6 weight, combinations of estimators, [R] lincom, [R] nlcom
[U] 20.23.1 Frequency weights combinatorial, [FN] Mathematical functions
frequency-domain analysis, [TS] cumsp, [TS] pergram, creating dataset of, [D] collapse, [D] obs
[TS] psdensity, [TS] Glossary cumulative distribution, [R] cumul
frequentist analysis, [BAYES] intro, [BAYES] bayes, date, [U] 24.5 Extracting components of dates and
[BAYES] bayesmh, [BAYES] Glossary times
frequentist concepts, [MI] intro substantive date and time, [FN] Date and time functions
freturncode() function, [M-5] ferrortext( ) derivatives and integrals of, [R] dydx
from, net subcommand, [R] net estimable, [R] margins
from, update subcommand, [R] update evaluator program, [R] gmm, [R] nl, [R] nlsur
from() option, [R] maximize, see gsem option extended macro, [P] char, [P] display, [P] macro,
from(), see sem option from() [P] macro lists, [P] serset
frombase() function, [M-5] inbase( ) fractional polynomial, [R] fp, [R] mfp
frontier command, [R] frontier, [R] frontier graphing, [D] range, [G-2] graph twoway function
postestimation index, [R] logistic postestimation, [R] logit
frontier model, see stochastic frontier model postestimation, [R] probit postestimation
fsave, window subcommand, [P] window kernel, [R] kdensity, [R] lpoly
programming link, [R] betareg, [R] glm
fseek() function, [M-5] fopen( ) mathematical, [FN] Mathematical functions
fseek() function, [M-5] fopen( ) matrix, [FN] Matrix functions, [P] matrix define,
fstatus() function, [M-5] fopen( ) [U] 14.8 Matrix functions
Ftail() function, [FN] Statistical functions, maximizing likelihood, [R] maximize, [R] ml
[M-5] normal( ) naming convention, [M-1] naming
ftell() function, [M-5] fopen( ) obtaining help for, [R] help
ftell() function, [M-5] fopen( ) orthogonalization, [R] orthog
ftfreqs() function, [M-5] fft( ) parameters, [R] nlcom
ftpad() function, [M-5] fft( ) passing to functions, [M-2] ftof
ftperiodogram() function, [M-5] fft( ) piecewise cubic and piecewise linear, [R] mkspline
ftretime() function, [M-5] fft( ) prediction, [R] predict, [R] predictnl
ftruncate() function, [M-5] fopen( ) production and cost, [R] frontier
ftruncate() function, [M-5] fopen( ) programming, [FN] Programming functions
ftunwrap() function, [M-5] fft( ) random-number, [D] generate, [FN] Random-
ftwrap() function, [M-5] fft( ) number functions, [R] set rng, [R] set seed
full statistical, [FN] Statistical functions
conditionals, [BAYES] intro, [BAYES] bayesmh, string, [FN] String functions
[BAYES] Glossary time-series, [FN] Selecting time-span functions
factorial, [U] 11.4.3 Factor variables trigonometric, [FN] Trigonometric functions
Gibbs sampling, see Gibbs sampling underscore, [M-6] Glossary
fullsdiag() function, [M-5] fullsvd( ) variance, [R] glm
fullsvd() function, [M-5] fullsvd( ) future history, [ST] stset, [ST] Glossary
fullsvd() function, [M-5] fullsvd( ) fvexpand command, [P] fvexpand
fully conditional specification, [MI] mi impute, [MI] mi fvlabel, set subcommand, [R] set, [R] set
impute chained, [MI] Glossary showbaselevels
function, graph twoway subcommand, [G-2] graph fvrevar command, [R] fvrevar
twoway function
 Subject index 225

fvset Gaussian kernel function, [G-2] graph twoway

base command, [R] fvset kdensity, [G-2] graph twoway lpoly,
clear command, [R] fvset [R] kdensity, [R] lpoly, [R] qreg, [TE] tebalance
design command, [R] fvset density, [TE] tebalance overid, [TE] teffects
report command, [R] fvset overlap
command for mi data, [MI] mi XXXset Gaussian regression, [SEM] Glossary
mi subcommand, [MI] mi XXXset GEE, see generalized estimating equations
fvstandard option, see gsem option fvstandard geigen la() function, [M-5] geigensystem( )
fvunab command, [P] unab geigenselect* la() functions,
[M-5] geigensystem( )
fvwrap() option, see sem option fvwrap()
geigensystem() function, [M-5] geigensystem( )
fvwrap, set subcommand, [R] set, [R] set
showbaselevels geigensystem la() function, [M-5] geigensystem( )
fvwrapon() option, see sem option fvwrapon() geigensystemselect*() functions,
[M-5] geigensystem( )
fvwrapon, set subcommand, [R] set, [R] set
showbaselevels generalized
[fweight=exp] modifier, [U] 11.1.6 weight, autoregressive conditional heteroskedasticity,
[U] 20.23.1 Frequency weights [TS] arch, [TS] Glossary
fwrite() function, [M-5] fopen( ) eigensystem, [M-5] geigensystem( )
fwrite() function, [M-5] fopen( ) eigenvalues, [M-6] Glossary
fxsize() option, [G-2] graph combine estimating equations, [XT] xtgee, [XT] Glossary
fysize() option, [G-2] graph combine gamma survival regression, [ST] streg
Hessenberg decomposition, [M-5] ghessenbergd( )
inverse, [M-5] invsym( ), [M-5] pinv( ),
G [M-5] qrinv( )
inverse of matrix, [P] matrix define, [P] matrix svd
g -prior, see Zellner’s g -prior
least squares,
g2 inverse of matrix, [P] matrix define, [P] matrix svd estimated, see estimated generalized least squares
gain, [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter bw, feasible, see feasible generalized least squares
[TS] tsfilter cf, [TS] tsfilter hp, [TS] Glossary
least-squares estimator, [TS] prais, [TS] Glossary
gamma
linear latent and mixed models, [R] gllamm
density function, [FN] Statistical functions
linear mixed model, [ME] me, [ME] Glossary
incomplete, [FN] Statistical functions
linear mixed-effects model, [ME] me, [ME] meglm,
distribution [ME] Glossary
cumulative, [FN] Statistical functions linear models, [R] binreg, [R] fracreg, [R] glm,
inverse cumulative, [FN] Statistical functions [SVY] svy estimation, [U] 26.6 Generalized
inverse reverse cumulative, [FN] Statistical linear models, [U] 26.20.3 Generalized
functions linear models with panel data, [XT] xtgee,
reverse cumulative, [FN] Statistical functions [XT] Glossary
regression, [SEM] intro 5, [SEM] Glossary linear response functions, [SEM] Glossary
gamma() function, [M-5] factorial( ) method of moments, [P] matrix accum,
gamma option, see gsem option gamma [SEM] Glossary, [U] 26.24 Generalized
gammaden() function, [FN] Statistical functions, method of moments (GMM), [XT] xtabond,
[M-5] normal( ) [XT] xtdpd, [XT] xtdpdsys, see gmm command
gammap() function, [FN] Statistical functions, negative binomial regression, [R] nbreg, [SVY] svy
[M-5] normal( ) estimation
gammaptail() function, [FN] Statistical functions, partial credit model, [IRT] Glossary
[M-5] normal( ) response variables, [SEM] intro 2, [SEM] intro 5,
gap() option, [G-2] graph twoway histogram [SEM] gsem family-and-link options
gaps, [ST] stbase, [ST] stdescribe, [ST] stgen, responses, combined, [SEM] example 34g
[ST] stset, [ST] Glossary Schur decomposition, [M-5] gschurd( )
GARCH, see generalized autoregressive conditional SEM, [SEM] Glossary
heteroskedasticity generate,
Gauss–Hermite quadrature, [IRT] Glossary, see cluster subcommand, [MV] cluster generate
quadrature, Gauss–Hermite icd10 subcommand, [D] icd10
Gauss–Seidel method, [M-5] solvenl( ) icd9 subcommand, [D] icd9
icd9p subcommand, [D] icd9
sts subcommand, [ST] sts generate
226 Subject index

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
get, gnbreg command, [R] nbreg, [R] nbreg
constraint subcommand, [R] constraint postestimation
net subcommand, [R] net gof, estat subcommand, [R] estat gof, [R] poisson
get() function, [FN] Matrix functions, [P] matrix postestimation, [SEM] estat gof, [SVY] estat
define, [P] matrix get Gompertz survival regression, [ST] streg
getmata command, [D] putmata Gönen and Heller’s K , [ST] stcox postestimation
getting started, [U] 1 Read this—it will help Goodman and Kruskal’s gamma, [R] tabulate twoway
Getting Started with Stata manuals, [U] 1.1 Getting goodness of fit, [R] brier, [R] diagnostic plots,
Started with Stata [R] estat gof, [R] ksmirnov, [R] linktest,
keyword search of, [U] 4 Stata’s help and search [R] logistic postestimation, [R] lrtest,
facilities [R] poisson postestimation, [R] regress
gettoken command, [P] gettoken postestimation, [SEM] intro 7, [SEM] estat
Geweke–Hajivassiliou–Keane multivariate normal eqgof, [SEM] estat ggof, [SEM] estat
simulator, [M-5] ghk( ), [M-5] ghkfast( ) gof, [SEM] example 3, [SEM] example 4,
[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( ) goto, [M-2] goto
ghessenbergd() function, [M-5] ghessenbergd( ) Gower coefficient similarity measure,
ghessenbergd la() function, [M-5] ghessenbergd( ) [MV] measure option
ghk() function, [M-5] ghk( ) GPCM, see generalized partial credit model
ghkfast() function, [M-5] ghkfast( ) gpcm, irt subcommand, [IRT] irt pcm
ghkfast i() function, [M-5] ghkfast( ) .gph file, [U] 11.6 Filenaming conventions
ghkfast init() function, [M-5] ghkfast( ) gph files, [G-2] graph manipulation, [G-4] concept:
ghkfast init *() function, [M-5] ghkfast( ) gph files
ghkfast query *() function, [M-5] ghkfast( ) describing contents, [G-2] graph describe
ghk init() function, [M-5] ghk( ) graded response model, [IRT] Glossary
ghk init *() function, [M-5] ghk( ) gradient option, [R] maximize
ghk query npts() function, [M-5] ghk( ) grammar, [M-2] syntax
GHQ, see quadrature, Gauss–Hermite, see Gauss– Granger causality, [TS] vargranger, [TS] Glossary
Hermite quadrature graph
Gibbs sampler, see Gibbs sampling bar command, [G-2] graph bar
Gibbs sampling, [BAYES] intro, [BAYES] bayesmh, box command, [G-2] graph box
[BAYES] Glossary close command, [G-2] graph close
ginvariant, estat subcommand, [SEM] estat combine command, [G-2] graph combine
ginvariant
command, [G-2] graph
ginvariant() option, see sem option ginvariant()
copy command, [G-2] graph copy
GJR, see threshold autoregressive conditional
describe command, [G-2] graph describe
heteroskedasticity
dir command, [G-2] graph dir
gladder command, [R] ladder
display command, [G-2] graph display
GLLAMM, see generalized linear latent and mixed
models dot command, [G-2] graph dot,
[G-3] area options, [G-3] line options
gllamm command, [R] gllamm
drop command, [G-2] graph drop
GLM, see generalized linear models
export command, [G-2] graph export
glm command, [R] glm, [R] glm postestimation
hbar command, [G-2] graph bar
GLME, see generalized linear mixed-effects model
hbox command, [G-2] graph box
GLMM, see generalized linear mixed model
matrix command, [G-2] graph matrix
Global, class prefix operator, [P] class
pie command, [G-2] graph pie
global command, [P] macro, [U] 18.3.2 Global
macros, [U] 18.3.10 Advanced global macro play command, [G-2] graph play
manipulation print command, [G-2] graph print,
[G-3] pr options
query command, [G-2] graph query
 Subject index 227

graph, continued graph, continued

rename command, [G-2] graph rename twoway rbar command, [G-2] graph twoway rbar
replay command, [G-2] graph replay twoway rcap command, [G-2] graph twoway rcap
save command, [G-2] graph save twoway rcapsym command, [G-2] graph twoway
set command, [G-2] graph set 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 ml subcommand, [R] ml
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 graph text, [G-4] text
lowess graph,
twoway lpoly command, [G-2] graph twoway adjusted Kaplan–Meier survivor curves, [ST] sts
lpoly baseline hazard and survivor, [ST] stcox, [ST] sts
twoway lpolyci command, [G-2] graph twoway cumulative hazard function, [ST] stcurve, [ST] sts
lpolyci graph
twoway mband command, [G-2] graph twoway hazard function, [ST] ltable, [ST] stcurve, [ST] sts
mband graph
twoway mspline command, [G-2] graph twoway Kaplan–Meier survivor curves, [ST] stcox PH-
mspline assumption tests, [ST] sts, [ST] sts graph
twoway pcarrow command, [G-2] graph twoway log-log curve, [ST] stcox PH-assumption tests
pcarrow survivor function, [ST] stcurve, [ST] sts graph
twoway pcarrowi command, [G-2] graph twoway graphical user interface, [IRT] Control Panel,
pcarrowi [P] dialog programming, [PSS] GUI,
twoway pcbarrow command, [G-2] graph twoway [PSS] power, [SEM] Builder, [SEM] Builder,
pcarrow generalized, [SEM] Glossary
twoway pccapsym command, [G-2] graph twoway examples of, [U] 2 A brief description of Stata
pccapsym graphics,
twoway pci command, [G-2] graph twoway pci query subcommand, [G-2] set graphics, [G-2] set
twoway pcscatter command, [G-2] graph twoway printcolor, [G-2] set scheme, [R] query
pcscatter set subcommand, [G-2] set graphics, [R] set
twoway pcspike command, [G-2] graph twoway graphregion() option, [G-3] region options
pcspike graphs,
twoway qfit command, [G-2] graph twoway qfit added-variable plot, [R] regress postestimation
twoway qfitci command, [G-2] graph twoway diagnostic plots
qfitci adjusted partial residual plot, [R] regress
twoway rarea command, [G-2] graph twoway postestimation diagnostic plots
rarea
228 Subject index

graphs, continued graphs, continued

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] 20.19 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, partial correlogram, [TS] corrgram
[MV] cluster linkage, [MV] cluster stop partial residual, [R] regress postestimation
density, [R] kdensity, [TE] tebalance density, diagnostic plots
[TE] tebalance overid, [TE] teffects overlap partial-regression leverage, [R] regress
density-distribution sunflower, [R] sunflower postestimation diagnostic plots
derivatives, [R] dydx, [R] testnl periodogram, [TS] pergram
describing contents, [G-2] graph describe power and sample size, [PSS] power, graph
diagnostic, [R] diagnostic plots procrustes overlay, [MV] procrustes postestimation
dotplot, [R] dotplot profile plots, [R] marginsplot
eigenvalue quality control, [R] qc
after discrim lda, [MV] discrim lda quantile, [R] diagnostic plots
postestimation, [MV] screeplot quantile–normal, [R] diagnostic plots
after factor, [MV] factor postestimation, quantile–quantile, [R] diagnostic plots
[MV] screeplot regression diagnostic, [R] regress postestimation
after manova, [MV] screeplot diagnostic plots
after mca, [MV] screeplot residual versus fitted, [R] regress postestimation
after mds, [MV] screeplot diagnostic plots
after pca, [MV] pca postestimation, residual versus predictor, [R] regress postestimation
[MV] screeplot diagnostic plots
error-bar charts, [R] serrbar ROC curve, [R] lroc, [R] roccomp, [R] rocfit
forecasts, [TS] fcast graph postestimation, [R] rocregplot, [R] roctab
fractional polynomial, [R] fp postestimation rootograms, [R] spikeplot
functions, [D] obs, [D] range saving, [G-3] saving option
histograms, [R] histogram, [R] kdensity score
impulse–response functions, [TS] irf, [TS] irf after candisc, [MV] candisc, [MV] scoreplot
cgraph, [TS] irf graph, [TS] irf ograph after discrim lda, [MV] discrim lda,
integrals, [R] dydx [MV] discrim lda postestimation,
interaction plots, [R] marginsplot [MV] scoreplot
item response theory, [IRT] irtgraph icc, after factor, [MV] factor postestimation,
[IRT] irtgraph tcc, [IRT] irtgraph iif, [MV] scoreplot
[IRT] irtgraph tif, [MV] biplot after pca, [MV] scoreplot
ladder-of-power histograms, [R] ladder scree
letter-value display, [R] lv after canon, [MV] screeplot
leverage-versus-(squared)-residual, [R] regress after ca, [MV] screeplot
postestimation diagnostic plots
 Subject index 229

graphs, scree, continued group weights, [PSS] power trend

after discrim lda, [MV] discrim lda group-data regression, [R] intreg
postestimation, [MV] screeplot grouping variables, generating, [MV] cluster generate
after factor, [MV] factor postestimation, groups, graphs by, [G-3] by option
[MV] screeplot groupvar, [U] 11.4 varlists
after manova, [MV] screeplot grsummarize, estat subcommand, [MV] discrim
after mca, [MV] screeplot estat, [MV] discrim knn postestimation,
after mds, [MV] screeplot [MV] discrim lda postestimation, [MV] discrim
after pca, [MV] pca postestimation, logistic postestimation, [MV] discrim qda
[MV] screeplot postestimation
Shepard diagram, [MV] mds postestimation plots gs1 print color mapping, [G-2] set printcolor
smoothing, [R] kdensity, [R] lowess, [R] lpoly gs2 print color mapping, [G-2] set printcolor
spike plot, [R] spikeplot gs3 print color mapping, [G-2] set printcolor
stem-and-leaf, [R] stem gschurd() function, [M-5] gschurd( )
sunflower, [R] sunflower gschurd() function, [M-5] gschurd( )
suppressing, [G-3] nodraw option gschurdgroupby() function, [M-5] gschurd( )
symmetry, [R] diagnostic plots gschurdgroupby() function, [M-5] gschurd( )
time-versus-concentration curve, [R] pk, gschurdgroupby la() function, [M-5] gschurd( )
[R] pkexamine gschurd la() function, [M-5] gschurd( )
treatment-effects balance, [TE] tebalance box, gsem command, [SEM] Builder, generalized,
[TE] tebalance density, [TE] tebalance overid [SEM] example 1, [SEM] example 27g,
treatment-effects overlap, [TE] teffects overlap [SEM] example 28g, [SEM] example 29g,
white-noise test, [TS] wntestb [SEM] example 30g, [SEM] example 31g,
grdistances, estat subcommand, [MV] discrim [SEM] example 32g, [SEM] example 33g,
lda postestimation, [MV] discrim qda [SEM] example 34g, [SEM] example 35g,
postestimation [SEM] example 36g, [SEM] example 37g,
greater than (or equal) operator, [U] 13.2.3 Relational [SEM] example 38g, [SEM] example 39g,
operators [SEM] example 40g, [SEM] example 41g,
[SEM] example 42g, [SEM] example 43g,
.grec file, [U] 11.6 Filenaming conventions
[SEM] example 44g, [SEM] example 45g,
Greek letters, [G-4] text [SEM] example 46g, [SEM] gsem, [SEM] gsem
Greenhouse–Geisser epsilon, [R] anova family-and-link options, [SEM] gsem model
Greenhouse–Geisser correction, see nonsphericity description options, [SEM] gsem path notation
correction extensions, [SEM] gsem postestimation,
Greenwood confidence intervals, [ST] sts [SEM] methods and formulas for gsem,
grid [SEM] sem and gsem path notation
definition, [G-4] gridstyle gsem option
lines, [G-3] axis label options adaptopts(), [SEM] gsem estimation options
without ticks, [G-4] tickstyle cloglog, [SEM] gsem family-and-link options
gridstyle, [G-4] gridstyle coeflegend, [SEM] example 29g, [SEM] gsem
GRM, see graded response model reporting options
grm, irt subcommand, [IRT] irt grm, [IRT] irt grm collinear, [SEM] gsem model description
postestimation options
grmeanby command, [R] grmeanby constraints(), [SEM] gsem model description
grmeans, estat subcommand, [MV] discrim lda options, [SEM] sem and gsem option
postestimation constraints( )
group(), egen function, [D] egen covariance(), [SEM] gsem model description
group, estat subcommand, [ME] mecloglog options, [SEM] sem and gsem path notation
postestimation, [ME] meglm postestimation, covstructure(), [SEM] gsem model description
[ME] melogit postestimation, [ME] menbreg options, [SEM] sem and gsem option
postestimation, [ME] meologit postestimation, covstructure( )
[ME] meoprobit postestimation, dnumerical, [SEM] gsem estimation options
[ME] mepoisson postestimation, [ME] meprobit exponential, [SEM] gsem family-and-link
postestimation, [ME] meqrlogit postestimation, options
[ME] meqrpoisson postestimation, exposure(), [SEM] gsem family-and-link options
[ME] mestreg postestimation, [ME] mixed family(), [SEM] gsem family-and-link options,
postestimation [SEM] gsem model description options,
group invariance test, [SEM] methods and formulas [SEM] gsem path notation extensions
for sem
group() option, see sem option group()
230 Subject index

gsem option, continued gsem option, continued

forcenoanchor, [SEM] gsem model description startvalues(), [SEM] intro 12, [SEM] gsem
options estimation options
from(), [SEM] intro 12, [SEM] gsem estimation variance(), [SEM] gsem model description
options, [SEM] gsem model description options, options, [SEM] sem and gsem path notation
[SEM] sem and gsem option from( ) vce(), [SEM] intro 8, [SEM] intro 9, [SEM] gsem
fvstandard, [SEM] intro 3, [SEM] gsem model estimation options
description options weibull, [SEM] gsem family-and-link options
fweights(), [SEM] gsem estimation options gsem postestimation commands, [SEM] intro 7
gamma, [SEM] gsem family-and-link options gsort command, [D] gsort
intmethod(), [SEM] intro 12, [SEM] gsem guessing, [IRT] Glossary
estimation options guessing parameter, [IRT] irt 3pl
intpoints(), [SEM] gsem estimation options GUI, see graphical user interface
iweights(), [SEM] gsem estimation options
latent(), [SEM] sem and gsem syntax options
level(), [SEM] gsem reporting options H
link(), [SEM] gsem family-and-link options,
[SEM] gsem model description options, HAC variance estimate, [R] binreg, [R] glm, [R] gmm,
[SEM] gsem path notation extensions [R] ivregress, [R] nl, [XT] xtgls
listwise, [SEM] gsem estimation options hadamard() function, [FN] Matrix functions,
llogistic, [SEM] gsem family-and-link options [P] matrix define
lnormal, [SEM] gsem family-and-link options Hadamard matrix, [SVY] svy brr, [SVY] Glossary
logit, [SEM] gsem family-and-link options Hadri Lagrange multiplier stationarity test,
loglogistic, [SEM] gsem family-and-link [XT] xtunitroot
options hadri, xtunitroot subcommand, [XT] xtunitroot
lognormal, [SEM] gsem family-and-link options half option, [G-2] graph matrix
maximize options, [SEM] intro 12, [SEM] gsem halfyear() function, [D] datetime, [FN] Date and
estimation options time functions, [M-5] date( )
means(), [SEM] gsem model description options, halfyearly() function, [D] datetime, [D] datetime
[SEM] sem and gsem path notation translation, [FN] Date and time functions,
method(), [SEM] intro 8, [SEM] intro 9, [M-5] date( )
[SEM] gsem estimation options halton() function, [M-5] halton( )
mlogit, [SEM] gsem family-and-link options halton() function, [M-5] halton( )
nbreg, [SEM] gsem family-and-link options Halton set, [M-5] halton( )
noanchor, [SEM] gsem model description options Hamann coefficient similarity measure,
noasis, [SEM] gsem model description options [MV] measure option
nocapslatent, [SEM] sem and gsem syntax Hammersley set, [M-5] halton( )
options Hansen’s J statistic, [R] gmm, [R] gmm
nocnsreport, [SEM] gsem reporting options postestimation, [R] ivpoisson, [R] ivpoisson
postestimation, [R] ivregress
noconstant, [SEM] gsem model description
options hard missing value, [MI] mi impute, [MI] Glossary
nodvheader, [SEM] gsem reporting options harmonic mean, [R] ameans
noestimate, [SEM] gsem estimation options Harrell’s C , [ST] stcox postestimation
noheader, [SEM] gsem reporting options Harris–Tzavalis test, [XT] xtunitroot
notable, [SEM] gsem reporting options has eprop() function, [FN] Programming functions
ocloglog, [SEM] gsem family-and-link options hash functions, [M-5] hash1( ), [M-6] Glossary
offset(), [SEM] gsem family-and-link options hash tables, [M-5] asarray( ),
[M-5] AssociativeArray( ), [M-6] Glossary
ologit, [SEM] gsem family-and-link options
hash1() function, [M-5] hash1( )
oprobit, [SEM] gsem family-and-link options
hashing, [M-6] Glossary
poisson, [SEM] gsem family-and-link options
hasmissing() function, [M-5] missing( )
probit, [SEM] gsem family-and-link options
hat matrix, see projection matrix, diagonal elements of
pweights(), [SEM] gsem estimation options
hausman command, [R] hausman
regress, [SEM] gsem family-and-link options
Hausman specification test, [R] hausman, [XT] xtreg
reliability(), [SEM] intro 12, [SEM] gsem
postestimation
model description options, [SEM] sem and
gsem option reliability( ) Hausman–Taylor estimator, [XT] xthtaylor
startgrid(), [SEM] intro 12, [SEM] gsem Haver Analytics databases, reading data from,
estimation options [D] import haver
haver import subcommand, [D] import haver
 Subject index 231

haverdir, set subcommand, [D] import haver, hessenbergd() function, [M-5] hessenbergd( )
[R] set hessenbergd() function, [M-5] hessenbergd( )
hazard, [TE] etregress hessenbergd la() function, [M-5] hessenbergd( )
contributions, [ST] Glossary hessian option, [R] maximize
function, [G-2] graph other, [ST] sts, [ST] sts heterogeneity test, [R] epitab
generate, [ST] sts list, [ST] Glossary heteroskedastic errors, see linear regression with
graph of, [ST] ltable, [ST] stcurve, [ST] sts heteroskedastic errors
graph heteroskedastic probit regression, [R] hetprobit,
rate, [PSS] power exponential, [PSS] power [SVY] svy estimation
logrank heteroskedasticity, also see HAC variance estimate
ratio, [PSS] power cox, [PSS] power exponential, ARCH model, see autoregressive conditional
[PSS] power logrank, [R] eform option, heteroskedasticity model
[R] lincom, [ST] Glossary, [TE] Glossary conditional, [R] regress postestimation time series
tables, [ST] ltable GARCH model, see generalized autoregressive
hazard-rate difference, [PSS] power exponential conditional heteroskedasticity
hazards, Newey–West estimator, see Newey–West regression
control-group, [PSS] power exponential, robust variances, see robust, Huber/White/sandwich
[PSS] power logrank estimator of variance
experimental-group, [PSS] power exponential, test, [R] hetprobit, [R] regress postestimation,
[PSS] power logrank [R] regress postestimation time series,
two-sample, [PSS] power exponential, [PSS] power [R] sdtest
logrank hetprobit command, [R] hetprobit, [R] hetprobit
hbar, graph subcommand, [G-2] graph bar postestimation
hbox, graph subcommand, [G-2] graph box hettest, estat subcommand, [R] regress
headlabel option, [G-2] graph twoway pccapsym, postestimation
[G-2] graph twoway pcscatter hexadecimal report, [D] hexdump
health ratio, [R] binreg hexdump command, [D] hexdump
heckman command, [R] heckman, [R] heckman Heywood
postestimation case, [MV] Glossary
Heckman selection model, [R] heckman, solution, [MV] Glossary
[R] heckoprobit, [R] heckprobit, hh() function, [D] datetime, [FN] Date and time
[SEM] example 45g, [SVY] svy estimation functions, [M-5] date( )
heckoprobit command, [R] heckoprobit, hhC() function, [D] datetime, [FN] Date and time
[R] heckoprobit postestimation functions, [M-5] date( )
heckprobit command, [R] heckprobit, hidden stored results, [M-5] st global( ),
[R] heckprobit postestimation [M-5] st matrix( ), [M-5] st numscalar( )
height() textbox option, [G-3] added text options hierarchical
Helmert contrasts, [R] contrast cluster analysis, [MV] cluster, [MV] clustermat,
help, [M-1] help [MV] cluster linkage
mata subcommand, [M-3] mata help clustering, [MV] Glossary
view subcommand, [R] view model, [ME] me, [ME] mecloglog, [ME] meglm,
help command, [M-3] mata help, [R] help, [ME] melogit, [ME] menbreg, [ME] meologit,
[U] 4 Stata’s help and search facilities, [U] 7 – [ME] meoprobit, [ME] mepoisson,
more– conditions [ME] meprobit, [ME] meqrlogit,
writing your own, [U] 18.11.6 Writing system help [ME] meqrpoisson, [ME] mestreg, [ME] mixed,
help d, view subcommand, [R] view [ME] Glossary, [U] 26.21 Multilevel mixed-
help — I don’t know what to do, [U] 3 Resources for effects models
learning and using Stata regression, [R] nestreg, [R] stepwise
Henze–Zirkler normality test, [MV] mvtest normality samples, [R] anova, [R] gllamm, [R] loneway,
Hermitian [R] areg
adjoin, [M-2] op transpose, [M-5] conj( ) higher ASCII, see extended ASCII
matrices, [M-5] issymmetric( ), higher-order models, see confirmatory factor analysis
[M-5] makesymmetric( ), [M-6] Glossary highest posterior density
transpose, [M-2] op transpose, [M-5] conj( ) credible interval, [BAYES] intro, [BAYES] bayes,
Hessenberg [BAYES] bayesmh, [BAYES] bayesstats
decomposition, [M-5] hessenbergd( ), summary, [BAYES] Glossary
[M-6] Glossary region, [BAYES] intro, [BAYES] Glossary
form, [M-6] Glossary
232 Subject index

high-low charts, [G-2] graph twoway rbar, HPD

[G-2] graph twoway rcap, [G-2] graph twoway credible interval, see highest posterior density
rspike credible interval
high-pass filter, [TS] tsfilter bw, [TS] tsfilter hp, region, see highest posterior density region
[TS] Glossary hqrd() function, [M-5] qrd( )
Hilbert() function, [M-5] Hilbert( ) hqrd() function, [M-5] qrd( )
Hildreth–Lu regression, [TS] prais hqrdmultq() function, [M-5] qrd( )
HILO, [M-5] byteorder( ) hqrdmultq1t() function, [M-5] qrd( )
histogram command, [R] histogram hqrdp() function, [M-5] qrd( )
histogram, graph twoway subcommand, [G-2] graph hqrdp() function, [M-5] qrd( )
twoway histogram hqrdp la() function, [M-5] qrd( )
histograms, [G-2] graph twoway histogram, hqrdq() function, [M-5] qrd( )
[R] histogram hqrdq1() function, [M-5] qrd( )
dotplots, [R] dotplot hqrdr() function, [M-5] qrd( )
kernel density estimator, [R] kdensity hqrdr1() function, [M-5] qrd( )
ladder-of-powers, [R] ladder HRF, see human readable form
of categorical variables, [R] histogram ht, xtunitroot subcommand, [XT] xtunitroot
rootograms, [R] spikeplot http://www.stata.com, [U] 3.2.1 The Stata website
stem-and-leaf, [R] stem (www.stata.com)
historical stored results, [M-5] st global( ), httpproxy, set subcommand, [R] netio, [R] set
[M-5] st matrix( ), [M-5] st numscalar( ) httpproxyauth, set subcommand, [R] netio, [R] set
histories, [G-2] graph bar, [G-2] graph box, httpproxyhost, set subcommand, [R] netio, [R] set
[G-2] graph matrix, [G-2] graph
httpproxyport, set subcommand, [R] netio, [R] set
pie, [G-2] graph twoway histogram,
[G-3] by option httpproxypw, set subcommand, [R] netio, [R] set
hms() function, [D] datetime, [FN] Date and time httpproxyuser, set subcommand, [R] netio, [R] set
functions, [M-5] date( ) Huber weighting, [R] rreg
Hodrick–Prescott filter, [TS] tsfilter, [TS] tsfilter hp Huber/White/sandwich estimator of variance, see robust,
hofd() function, [D] datetime, [FN] Date and time Huber/White/sandwich estimator of variance
functions, [M-5] date( ) human readable form, [D] datetime, [D] datetime
hold, display formats, [D] datetime translation
estimates subcommand, [P] estimates hurdle regression, [R] churdle
return subcommand, [P] return Huynh–Feldt epsilon, [R] anova
Holm’s multiple-comparison adjustment, see multiple hwinters, tssmooth subcommand, [TS] tssmooth
comparisons, Holm’s method hwinters
Holt–Winters smoothing, [TS] tssmooth, [TS] tssmooth hybrid
dexponential, [TS] tssmooth exponential, MH sampler, see hybrid MH sampling
[TS] tssmooth hwinters, [TS] tssmooth MH sampling, [BAYES] intro
shwinters, [TS] Glossary model, [IRT] Glossary
homogeneity of variances, [R] oneway, [R] sdtest hybrid, irt subcommand, [IRT] irt hybrid, [IRT] irt
homogeneity test, [R] epitab hybrid postestimation
homoskedasticity tests, [R] regress postestimation hyperbolic functions, [FN] Statistical functions,
Horst normalization, see Kaiser normalization [M-5] sin( )
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] bayes,
Hotelling’s [BAYES] bayesmh, [BAYES] bayesmh
evaluators, [BAYES] bayesgraph,
generalized T -squared statistic, [MV] manova
[BAYES] Glossary
T -squared, [MV] hotelling, [MV] mvtest means,
hyperprior, [BAYES] intro, [BAYES] bayes,
[MV] Glossary
[BAYES] bayesmh, [BAYES] bayesmh
hours() function, [D] datetime, [FN] Date and time evaluators, [BAYES] bayesgraph,
functions, [M-5] date( ) [BAYES] Glossary
hp, tsfilter subcommand, [TS] tsfilter hp
 Subject index 233

hypertext help, [R] help, [U] 4 Stata’s help and search identifier, class, [P] class
facilities, [U] 18.11.6 Writing system help identifier, unique, [D] isid
hypothesis, [PSS] Glossary, also see null hypothesis identity, forecast subcommand, [TS] forecast
and alternative hypothesis identity
test, [PSS] Glossary, [SEM] test, [SEM] testnl, also identity matrix, [M-5] I( ), [P] matrix define
see null hypothesis and alternative hypothesis idiosyncratic error term, [XT] Glossary
testing, Bayesian, see Bayesian, hypothesis testing if, [M-2] if
hypothesized value, see null value if exp qualifier, [P] syntax, [U] 11 Language syntax
if programming command, [P] if
I igaussian() function, [FN] Statistical functions,
[M-5] normal( )
I() function, [FN] Matrix functions, [M-5] I( ), igaussianden() function, [FN] Statistical functions,
[P] matrix define [M-5] normal( )
i.i.d. assumption, see independent and identically igaussiantail() function, [FN] Statistical functions,
distributed sampling assumption [M-5] normal( )
ibeta() function, [FN] Statistical functions, ignorable missing-data mechanism, [MI] intro
[M-5] normal( ) substantive, [MI] Glossary
ibetatail() function, [FN] Statistical functions, IIA, see independence of irrelevant alternatives
[M-5] normal( ) IIF, see item information function
ic, bayesstats subcommand, [BAYES] bayesstats iif, irtgraph subcommand, [IRT] irtgraph iif
ic, estat subcommand, [R] estat, [R] estat ic Im() function, [M-5] Re( )
ICC, see item characteristic curve Im–Pesaran–Shin test, [XT] xtunitroot
icc command, [R] icc imaginary part, [M-5] Re( )
icc, estat subcommand, [ME] melogit immediate commands, [P] display, [R] bitest, [R] ci,
postestimation, [ME] meprobit postestimation, [R] esize, [R] prtest, [R] sdtest, [R] symmetry,
[ME] meqrlogit postestimation, [ME] mixed [R] tabulate twoway, [R] ttest, [R] ztest,
postestimation [U] 18.4.5 Parsing immediate commands,
icc, irtgraph subcommand, [IRT] irtgraph icc [U] 19 Immediate commands
icd10 implied context, class, [P] class
check command, [D] icd10 import
clean command, [D] icd10 delimited command, [D] import delimited
command, [D] icd excel command, [D] import excel
generate command, [D] icd10 haver command, [D] import haver
lookup command, [D] icd10 sasxport command, [D] import sasxport
query command, [D] icd10 import, mi subcommand, [MI] mi import, [MI] mi
search command, [D] icd10 import flong, [MI] mi import flongsep, [MI] mi
icd9 import ice, [MI] mi import nhanes1, [MI] mi
check command, [D] icd9 import wide
clean command, [D] icd9 importance weight, [U] 11.1.6 weight,
command, [D] icd [U] 20.23.4 Importance weights
generate command, [D] icd9 importing data, [D] import, [D] import delimited,
[D] import excel, [D] import haver, [D] import
lookup command, [D] icd9
sasxport, [D] infile (fixed format), [D] infile
query command, [D] icd9 (free format), [D] infix (fixed format), [D] odbc,
search command, [D] icd9 [D] xmlsave, [MI] mi import, [MI] mi import
icd9p flong, [MI] mi import flongsep, [MI] mi import
check command, [D] icd9 ice, [MI] mi import nhanes1, [MI] mi import
clean command, [D] icd9 wide, [U] 21 Entering and importing data, also
command, [D] icd see combining datasets, also see inputting data
generate command, [D] icd9 interactively
lookup command, [D] icd9 improper prior, [BAYES] intro, [BAYES] bayesmh,
query command, [D] icd9 [BAYES] bayesstats ic, [BAYES] Glossary
search command, [D] icd9 impulse–response functions, [G-2] graph other,
ICE, see imputation, multivariate, chained equations [TS] irf, [TS] irf add, [TS] irf cgraph, [TS] irf
create, [TS] irf ctable, [TS] irf describe,
ice command, [MI] mi export ice, [MI] mi import ice
[TS] irf drop, [TS] irf graph, [TS] irf ograph,
iconv, [D] unicode convertfile
[TS] irf rename, [TS] irf set, [TS] irf table,
ICU, see International Components for Unicode [TS] var intro, [TS] varbasic, [TS] vec intro,
ID variable, [ST] Glossary [TS] Glossary
identification, see model identification
234 Subject index

imputation diagnostics, see imputation, diagnostics imputation, continued

imputation method, [MI] mi impute, [MI] mi impute negative binomial regression, [MI] mi impute nbreg
usermethod on subsamples, [MI] mi impute
iterative, [MI] mi impute, [MI] mi impute chained, ordered logistic regression, [MI] mi impute ologit
[MI] mi impute mvn overdispersed count data, [MI] mi impute nbreg
monotone, [MI] mi impute monotone passive, [MI] mi impute, [MI] mi impute chained
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
ologit univariate, [MI] mi impute intreg, [MI] mi impute
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
impute regress, [MI] mi impute truncreg user-defined, [MI] mi impute usermethod
conditional, [MI] mi impute, [MI] mi impute imputations, recommended number of, [MI] intro
chained, [MI] mi impute intreg, [MI] mi impute substantive, [MI] mi estimate
logit, [MI] mi impute mlogit, [MI] mi impute impute, mi subcommand, [MI] mi impute, [MI] mi
monotone, [MI] mi impute nbreg, [MI] mi impute chained, [MI] mi impute intreg, [MI] mi
impute ologit, [MI] mi impute pmm, [MI] mi impute logit, [MI] mi impute mlogit, [MI] mi
impute poisson, [MI] mi impute regress, impute monotone, [MI] mi impute mvn,
[MI] mi impute truncreg, [MI] Glossary [MI] mi impute nbreg, [MI] mi impute ologit,
continuous, [MI] mi impute pmm, [MI] mi impute [MI] mi impute pmm, [MI] mi impute poisson,
regress [MI] mi impute regress, [MI] mi impute
truncreg, [MI] mi impute usermethod
with a limited range, [MI] mi impute intreg,
[MI] mi impute truncreg imputed data, [MI] Glossary
count data, [MI] mi impute nbreg, [MI] mi impute imputed variables, see variables, imputed
poisson imtest, estat subcommand, [R] regress
diagnostics, [MI] mi impute postestimation
interval regression, [MI] mi impute intreg in range qualifier, [P] syntax, [U] 11 Language syntax
interval-censored data, [MI] mi impute intreg in smcl, display directive, [P] display
linear regression, [MI] mi impute regress inbase() function, [M-5] inbase( )
logistic regression, [MI] mi impute logit incidence, [ST] Glossary
modeling, [MI] mi impute incidence rate, [ST] Glossary
monotone, [MI] mi impute, [MI] mi impute incidence studies, [R] epitab, [ST] stcurve, [ST] stir,
chained, [MI] mi impute monotone [ST] stptime, [ST] strate, [ST] stsum
multinomial logistic regression, [MI] mi impute incidence-rate ratio, [ME] meglm, [ME] menbreg,
mlogit [ME] mepoisson, [ME] meqrpoisson,
[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
negative binomial regression, [R] nbreg,
monotone, [MI] mi impute, [MI] mi impute [R] tnbreg, [R] zinb
intreg, [MI] mi impute logit, [MI] mi impute
Poisson regression, [R] cpoisson, [R] expoisson,
mlogit, [MI] mi impute monotone, [MI] mi
[R] ivpoisson, [R] poisson, [R] tpoisson,
impute nbreg, [MI] mi impute ologit,
[R] zip, [TE] etpoisson
[MI] mi impute pmm, [MI] mi impute
poisson, [MI] mi impute regress, [MI] mi postestimation, [R] contrast, [R] expoisson
impute truncreg postestimation, [R] lincom
normal, [MI] mi impute, [MI] mi impute mvn
 Subject index 235

incidence-rate ratio, postestimation, continued influence statistics, see delta beta influence statistic, see
negative binomial regression, [R] nbreg delta chi-squared influence statistic, see delta
postestimation, [R] tnbreg postestimation, deviance influence statistic, see DFBETA, see
[R] zinb postestimation LMAX value
Poisson regression, [R] poisson postestimation, %infmt, [D] infile (fixed format)
[R] tpoisson postestimation, [R] zip information, [IRT] Glossary
postestimation criteria, see Akaike information criterion, see
include bitmap, set subcommand, [R] set Bayesian information criterion
include command, [P] include matrix, [P] matrix get, [R] correlate, [R] maximize
income distributions, [R] inequality matrix test, [R] regress postestimation
income tax rate function, [D] egen informative prior, [BAYES] intro, [BAYES] bayes,
incomplete [BAYES] bayesmh, [BAYES] bayesstats ic,
beta function, [FN] Statistical functions, [BAYES] Glossary
[M-5] normal( ) inheritance, [M-2] class, [P] class
gamma function, [FN] Statistical functions, init, ml subcommand, [R] ml
[M-5] normal( ) init, ssd subcommand, [SEM] ssd
observations, [MI] Glossary, see dropout initial values, [SEM] Glossary, see starting values
increment operator, [M-2] op increment initialization, class, [P] class
independence of irrelevant alternatives, inlist() function, [FN] Programming functions
assumption, [R] clogit, [R] mlogit inner fence, [R] lv
relaxing assumption, [R] asclogit, [R] asmprobit, innovation accounting, [TS] irf
[R] asroprobit, [R] nlogit input command, [D] input
test for, [R] hausman, [R] nlogit, [R] suest input, matrix subcommand, [P] matrix define
independence test, [R] correlate, [R] epitab, input, obtaining from console in programs, see console,
[R] spearman, [R] tabulate twoway, obtaining input from
[SVY] svy: tabulate twoway input/output functions, [M-4] io
independent and identically distributed, [TS] Glossary inputting data
independent and identically distributed sampling from a file, see importing data, see reading data
assumption, [TE] teffects intro, [TE] teffects from disk
intro advanced, [TE] Glossary interactively, [D] edit, [D] input, also see editing
index of probit and logit, [R] logit postestimation, data, also see importing data
[R] predict, [R] probit postestimation inrange() function, [FN] Programming functions
index search, [R] search, [U] 4 Stata’s help and search insert, odbc subcommand, [D] odbc
facilities insobs command, [D] insobs
index, inspect command, [D] inspect
mathematical functions, [M-4] statistical install,
matrix functions, [M-4] utility net subcommand, [R] net
statistical functions, [M-4] statistical ssc subcommand, [R] ssc
stopping rules, see stopping rules installation
utility functions, [M-4] utility of official updates, [R] update, [U] 28 Using the
indexnot() function, [FN] String functions, Internet to keep up to date
[M-5] indexnot( ) of SJ and STB, [R] net, [R] sj, [U] 3.5 Updating
indicator variables, [R] tabulate oneway, [R] xi, and adding features from the web,
[SEM] Glossary, also see factor variables [U] 17.6 How do I install an addition?
indicators, [U] 11.4.3 Factor variables of user-written commands (updating), [R] adoupdate
indirect standardization, [R] dstdize instance, [M-6] Glossary
individual-level treatment effect, [TE] Glossary instance, class, [P] class
ineligible missing values, [MI] mi impute, .instancemv built-in class function, [P] class
[MI] Glossary instance-specific variable, [P] class
inequality measures, [R] inequality instrument, [IRT] Glossary
inertia, [MV] Glossary, also see total inertia instrumental-variables, [XT] Glossary
inertia, estat subcommand, [MV] ca postestimation estimator, [XT] Glossary
infile command, [D] infile (fixed format), [D] infile regression, [R] gmm, [R] ivpoisson, [R] ivprobit,
(free format) [R] ivregress, [R] ivtobit, [R] reg3, [SVY] svy
infix command, [D] infix (fixed format) estimation, [XT] xtabond, [XT] xtdpd,
[XT] xtdpdsys, [XT] xthtaylor, [XT] xtivreg,
[XT] xtivreg postestimation
int, [D] data types, [U] 12.2.2 Numeric storage types
236 Subject index

int() function, [FN] Mathematical functions intmethod() option, see gsem option intmethod()
integ command, [R] dydx intpoints() option, see gsem option intpoints()
integer truncation function, [FN] Mathematical intraclass correlation, [ME] Glossary, [R] icc, also see
functions estat icc command
integers, [M-5] trunc( ) intracluster correlation, see correlation, intracluster
integrals, numeric, [R] dydx intreg command, [R] intreg, [R] intreg
integrated autoregressive moving-average model, postestimation
[TS] estat acplot, [TS] psdensity inv() function, [FN] Matrix functions, [P] matrix
integrated process, [TS] Glossary define
intensity, color, adjustment, [G-2] graph twoway invariance, [IRT] Glossary
histogram, [G-2] graph twoway kdensity, invbinomial() function, [FN] Statistical functions,
[G-4] colorstyle [M-5] normal( )
intensitystyle, [G-4] intensitystyle invbinomialtail() function, [FN] Statistical
interaction, [R] anova, [R] contrast, [R] fvrevar, functions, [M-5] normal( )
[R] margins, [R] margins, contrast, invchi2() function, [FN] Statistical functions,
[R] margins, pwcompare, [R] marginsplot, [M-5] normal( )
[R] pwcompare, [R] set emptycells, invchi2tail() function, [FN] Statistical functions,
[R] xi, [U] 11.4.3 Factor variables, [M-5] normal( )
[U] 13.5.3 Factor variables and time-series invcloglog() function, [FN] Mathematical functions,
operators, [U] 20.18 Obtaining contrasts, [M-5] logit( )
tests of interactions, and main effects, invdunnettprob() function, [FN] Statistical
[U] 25.2 Estimation with factor variables functions, [M-5] normal( )
effects, [PSS] Glossary inverse
expansion, [R] xi cumulative
plots, [R] marginsplot beta distribution, [FN] Statistical functions
intercept, [SEM] intro 4, [SEM] Glossary, also see binomial function, [FN] Statistical functions
constraints, specifying chi-squared distribution function, [FN] Statistical
interface, query subcommand, [R] query functions
internal consistency test, [MV] alpha exponential distribution, [FN] Statistical
International Components for Unicode, [D] unicode functions
Internet, F distribution function, [FN] Statistical
commands to control connections to, [R] netio functions
installation of updates from, [R] adoupdate, [R] net, incomplete gamma function, [FN] Statistical
[R] sj, [R] update, [U] 28 Using the Internet to functions
keep up to date inverse Gaussian function, [FN] Statistical
search, [R] net search functions
Stata, [U] 3.2.1 The Stata website (www.stata.com) Weibull distribution, [FN] Statistical functions
Stata Journal, [U] 3.4 The Stata Journal hyperbolic tangent transformation, see Fisher’s z
Stata Press, [U] 3.3 Stata Press transformation
interpolation, [D] ipolate matrix, [M-4] solvers, [M-5] invsym( ),
interquantile range, [R] qreg [M-5] cholinv( ), [M-5] luinv( ), [M-5] qrinv( ),
interquartile range, [R] lv, [R] table, [R] tabstat [M-5] pinv( ), [M-5] solve tol( )
generating variable containing, [D] egen noncentral
making dataset of, [D] collapse beta distribution, [FN] Statistical functions
summarizing, [D] pctile chi-squared distribution function, [FN] Statistical
interrater agreement, [R] kappa functions
interrupting command execution, [U] 10 Keyboard use F distribution, [FN] Statistical functions
interval normal distribution function, [FN] Statistical
censoring, see imputation, interval-censored data functions
data, [XT] xtintreg, [XT] Glossary of matrix, [P] matrix define, [P] matrix svd
hypothesis test, [BAYES] Glossary reverse cumulative
hypothesis testing, see Bayesian, hypothesis testing, beta distribution, [FN] Statistical functions
interval binomial function, [FN] Statistical functions
regression, [R] intreg, [SVY] svy estimation chi-squared distribution function, [FN] Statistical
regression model, [SEM] example 44g functions
interval regression, random-effects, [XT] xtintreg exponential distribution, [FN] Statistical
functions
test, [BAYES] Glossary, see Bayesian, hypothesis
testing, interval F distribution function, [FN] Statistical
functions
 Subject index 237

inverse reverse cumulative, continued invnF() function, [FN] Statistical functions,

incomplete gamma function, [FN] Statistical [M-5] normal( )
functions invnFtail() function, [FN] Statistical functions,
inverse Gaussian function, [FN] Statistical [M-5] normal( )
functions invnibeta() function, [FN] Statistical functions,
noncentral chi-squared distribution function, [M-5] normal( )
[FN] Statistical functions invnormal() function, [FN] Statistical functions,
t distribution function, [FN] Statistical functions [M-5] normal( )
Weibull distribution, [FN] Statistical functions invnt() function, [FN] Statistical functions,
inverse Gaussian distribution, [M-5] normal( )
cumulative, [FN] Statistical functions invnttail() function, [FN] Statistical functions,
density, [FN] Statistical functions [M-5] normal( )
inverse cumulative, [FN] Statistical functions invorder() function, [M-5] invorder( )
inverse reverse cumulative, [FN] Statistical invpoisson() function, [FN] Statistical functions,
functions [M-5] normal( )
reverse cumulative, [FN] Statistical functions invpoissontail() function, [FN] Statistical
inverse-probability weighting, [TE] teffects intro, functions, [M-5] normal( )
[TE] teffects intro advanced, [TE] teffects ipw, invsym() function, [M-5] invsym( )
[TE] Glossary invsym() function, [FN] Matrix functions,
inverse-probability-weighted regression adjustment, [M-5] invsym( ), [P] matrix define
[TE] teffects intro, [TE] teffects intro advanced, invt() function, [FN] Statistical functions,
[TE] teffects ipwra, [TE] Glossary [M-5] normal( )
invexponential() function, [FN] Statistical invtokens() function, [M-5] invtokens( )
functions, [M-5] normal( ) invttail() function, [FN] Statistical functions,
invexponentialtail() function, [FN] Statistical [M-5] normal( )
functions, [M-5] normal( ) invtukeyprob() function, [FN] Statistical functions,
invF() function, [FN] Statistical functions, [M-5] normal( )
[M-5] normal( ) invvech() function, [M-5] vec( )
invfft() function, [M-5] fft( ) invweibull() function, [FN] Statistical functions,
invfft() function, [M-5] fft( ) [M-5] normal( )
invFtail() function, [FN] Statistical functions, invweibullph() function, [FN] Statistical functions,
[M-5] normal( ) [M-5] normal( )
invgammap() function, [FN] Statistical functions, invweibullphtail() function, [FN] Statistical
[M-5] normal( ) functions, [M-5] normal( )
invgammaptail() function, [FN] Statistical functions, invweibulltail() function, [FN] Statistical
[M-5] normal( ) functions, [M-5] normal( )
invHilbert() function, [M-5] Hilbert( ) I/O functions, [M-4] io
invibeta() function, [FN] Statistical functions, ipolate command, [D] ipolate
[M-5] normal( ) ips, xtunitroot subcommand, [XT] xtunitroot
invibetatail() function, [FN] Statistical functions, IPW, see inverse-probability weighting
[M-5] normal( ) ipw, stteffects subcommand, [TE] stteffects ipw
invigaussian() function, [FN] Statistical functions, ipw, teffects subcommand, [TE] teffects ipw
[M-5] normal( ) IPWRA, see inverse-probability-weighted regression
invigaussiantail() function, [FN] Statistical adjustment
functions, [M-5] normal( ) ipwra, stteffects subcommand, [TE] stteffects
invlogistic() function, [FN] Statistical functions, ipwra
[M-5] normal( ) ipwra, teffects subcommand, [TE] teffects ipwra
invlogistictail() function, [FN] Statistical IQR, see interquartile range
functions, [M-5] normal( ) iqr(), egen function, [D] egen
invlogit() function, [FN] Mathematical functions, iqreg command, [R] qreg, [R] qreg postestimation
[M-5] logit( ) ir command, [R] epitab
invnbinomial() function, [FN] Statistical functions, irecode() function, [FN] Programming functions
[M-5] normal( ) IRF, see impulse–response functions
invnbinomialtail() function, [FN] Statistical irf, [TS] irf
functions, [M-5] normal( )
add command, [TS] irf add
invnchi2() function, [FN] Statistical functions,
cgraph command, [TS] irf cgraph
[M-5] normal( )
create command, [TS] irf create
invnchi2tail() function, [FN] Statistical functions,
[M-5] normal( ) ctable command, [TS] irf ctable
238 Subject index

irf, continued 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, see gsem
option maximize options, see sem option
IRR, see incidence-rate ratio
maximize options
IRT, see item response theory
iterated principal-factor method, [MV] factor,
irt [MV] Glossary
1pl command, [IRT] irt 1pl, [IRT] irt 1pl iterated, reweighted least squares, [R] binreg, [R] glm,
postestimation [R] reg3, [R] sureg
2pl command, [IRT] irt 2pl, [IRT] irt 2pl iteration,
postestimation
bisection method, [PSS] power, [PSS] Glossary
3pl command, [IRT] irt 3pl, [IRT] irt 3pl
Newton’s method, power, [PSS] power
postestimation
iterations, controlling the maximum number,
command, [IRT] irt, [IRT] Control Panel
[R] maximize
gpcm command, [IRT] irt pcm
ivpoisson command, [R] ivpoisson, [R] ivpoisson
grm command, [IRT] irt grm, [IRT] irt grm postestimation
postestimation
ivprobit command, [R] ivprobit, [R] ivprobit
hybrid command, [IRT] irt hybrid, [IRT] irt postestimation
hybrid postestimation
ivregress command, [R] ivregress, [R] ivregress
nrm command, [IRT] irt nrm, [IRT] irt nrm postestimation
postestimation
ivtobit command, [R] ivtobit, [R] ivtobit
pcm command, [IRT] irt pcm, [IRT] irt pcm postestimation
postestimation
[iweight=exp] modifier, [U] 11.1.6 weight,
rsm command, [IRT] irt rsm, [IRT] irt rsm [U] 20.23.4 Importance weights
postestimation
IRT Control Panel, [IRT] Control Panel
irtgraph J
icc command, [IRT] irtgraph icc
iif command, [IRT] irtgraph iif J×2 contingency table, [PSS] power trend,
tcc command, [IRT] irtgraph tcc [PSS] Glossary
tif command, [IRT] irtgraph tif J() function, [M-5] J( ), [M-2] void, [M-6] Glossary,
[FN] Matrix functions, [P] matrix define
.isa built-in class function, [P] class
Jaccard coefficient similarity measure,
iscale() option, [G-2] graph matrix
[MV] measure option
iscomplex() function, [M-5] isreal( )
jackknife, [SEM] Glossary
isdiagonal() function, [M-5] isdiagonal( )
estimation, [R] jackknife,
isfleeting() function, [M-5] isfleeting( ) [SVY] jackknife options, [SVY] svy jackknife,
isid command, [D] isid [SVY] variance estimation, [SVY] Glossary
.isofclass built-in class function, [P] class standard errors, [R] vce option, [SVY] svy
isolines, [G-2] graph twoway contourline jackknife, [SVY] variance estimation,
ispointer() function, [M-5] isreal( ) [XT] vce options
isreal() function, [M-5] isreal( ) jackknife options, [SVY] jackknife options
isrealvalues() function, [M-5] isrealvalues( ) jackknife prefix command, [R] jackknife,
isstring() function, [M-5] isreal( ) [R] jackknife postestimation
issymmetric() function, [FN] Matrix functions, jackknifed residuals, [R] regress postestimation
[M-5] issymmetric( ), [P] matrix define jackknifed standard error, see Monte Carlo error
issymmetriconly() function, [M-5] issymmetric( ) Jarque–Bera statistic, [TS] varnorm, [TS] vecnorm
istdize command, [R] dstdize Java, [P] java, [P] javacall
istmt, [M-1] how, [M-6] Glossary JCA, see joint correspondence analysis
isview() function, [M-5] isview( ) Jeffreys noninformative prior, [MI] mi impute mvn
italics, [G-4] text Jeffreys prior, [BAYES] intro, [BAYES] bayes,
[BAYES] bayesmh, [BAYES] Glossary
 Subject index 239

jeffreys, prior() suboption, [BAYES] bayesmh keyboard

evaluators entry, [U] 10 Keyboard use
jitter() option, [G-2] graph matrix, [G-2] graph search, [U] 4 Stata’s help and search facilities
twoway scatter keys, [G-3] clegend option, [G-3] legend options
jitterseed() option, [G-2] graph matrix, Kish design effects, [R] loneway, [SVY] estat
[G-2] graph twoway scatter kiss32, see random-number generator
join operator, [M-2] op join Kmatrix() function, [M-5] Kmatrix( )
joinby command, [D] joinby, [U] 22 Combining kmeans, [MV] Glossary
datasets kmeans, cluster subcommand, [MV] cluster kmeans
joining datasets, see combining datasets and kmedians
joining time-span records, [ST] stsplit kmeans clustering, [MV] cluster, [MV] cluster kmeans
joint correspondence analysis, [MV] mca, [MV] mca and kmedians
postestimation, [MV] Glossary kmedians, [MV] Glossary
joint normality, see normality, joint kmedians, cluster subcommand, [MV] cluster
joint posterior distribution, [BAYES] intro, kmeans and kmedians
[BAYES] bayesmh, [BAYES] Glossary kmedians clustering, [MV] cluster, [MV] cluster
jumble() function, [M-5] sort( ) kmeans and kmedians
jumble() function, [M-5] sort( ) KMO, see Kaiser–Meyer–Olkin sampling adequacy
justification of text, [G-3] textbox options kmo, estat subcommand, [MV] factor postestimation,
justificationstyle, [G-4] justificationstyle [MV] pca postestimation
KNN, see kth-nearest neighbor
knn, discrim subcommand, [MV] discrim knn
K Kolmogorov–Smirnov test, [R] ksmirnov
Kaiser–Meyer–Olkin sampling adequacy, [MV] factor KR-20, [MV] alpha
postestimation, [MV] pca postestimation, Kronecker direct product, [D] cross,
[MV] Glossary [M-2] op kronecker, [P] matrix define
Kaiser normalization, [MV] factor postestimation, Kruskal stress, [MV] mds postestimation,
[MV] pca postestimation, [MV] rotate, [MV] Glossary
[MV] rotatemat Kruskal–Wallis test, [R] kwallis
Kalman ksmirnov command, [R] ksmirnov
filter, [TS] arima, [TS] dfactor, [TS] dfactor ktau command, [R] spearman
postestimation, [TS] sspace, [TS] sspace kth-nearest neighbor, [MV] discrim knn,
postestimation, [TS] ucm, [TS] ucm [MV] Glossary
postestimation, [TS] Glossary Kuder–Richardson Formula 20, [MV] alpha
forecast, [TS] dfactor postestimation, [TS] sspace Kulczyński coefficient similarity measure,
postestimation, [TS] ucm postestimation [MV] measure option
smoothing, [TS] dfactor postestimation, kurt(), egen function, [D] egen
[TS] sspace postestimation, [TS] ucm
kurtosis, [MV] mvtest normality, [R] lv, [R] pksumm,
postestimation
[R] regress postestimation, [R] sktest,
kap command, [R] kappa [R] summarize, [R] tabstat, [TS] varnorm,
Kaplan–Meier [TS] vecnorm
product-limit estimate, [ST] sts, [ST] sts generate, kwallis command, [R] kwallis
[ST] sts graph, [ST] sts list, [ST] sts test,
[ST] Glossary
survivor function, [ST] ltable, [ST] stcox PH- L
assumption tests, [ST] sts
kappa command, [R] kappa L1-norm models, [R] qreg
kapwgt command, [R] kappa l1title() option, [G-3] title options
kdensity command, [R] kdensity l2title() option, [G-3] title options
kdensity, graph twoway subcommand, [G-2] graph label
twoway kdensity copy command, [D] label
keep command, [D] drop data command, [D] label, [U] 12.6 Dataset,
keeping variables or observations, [D] drop variable, and value labels
Kendall’s tau, [R] spearman, [R] tabulate twoway define command, [D] label, [U] 12.6 Dataset,
Kenward–Roger DDF, see denominator degrees of variable, and value labels
freedom, Kenward–Roger dir command, [D] label
kernel density estimator, [R] kdensity drop command, [D] label
kernel density smoothing, [G-2] graph other language command, [D] label language,
kernel-weighted local polynomial estimator, [R] lpoly [U] 12.6 Dataset, variable, and value labels
240 Subject index

label, continued Laplacian approximation, continued

list command, [D] label, [U] 12.6 Dataset, [ME] Glossary, [SEM] methods and formulas
variable, and value labels for gsem
save command, [D] label latent
values command, [D] label, [U] 12.6 Dataset, growth model, [SEM] intro 5, [SEM] example 18,
variable, and value labels [SEM] Glossary
variable command, [D] label, [U] 12.6 Dataset, roots, [M-5] eigensystem( )
variable, and value labels space, [IRT] Glossary
macro extended function, [P] macro trait, [IRT] Glossary
label, snapshot subcommand, [D] snapshot variable, [SEM] intro 4, [SEM] Glossary
label values, [P] macro, [U] 12.6 Dataset, variable, latent() option, see gsem option latent(), see sem
and value labels, [U] 13.11 Label values option latent()
labelbook command, [D] labelbook Latin-square designs, [MV] manova, [R] anova,
labeling data, [D] describe, [D] edit, [D] label, [R] pkshape
[D] label language, [D] notes, [D] varmanage, LAV regression, [R] qreg
[U] 12.6 Dataset, variable, and value labels Lawley–Hotelling trace statistic, [MV] canon,
labeling data in other languages, [U] 12.6.4 Labels in [MV] manova, [MV] mvtest means,
other languages [MV] Glossary
labels, lceffects, estat subcommand, [SVY] estat
axis, [G-3] axis label options lcolor() option, [G-3] connect options,
creating, [D] edit, [D] varmanage [G-3] rspike options
editing, [D] edit, [D] varmanage LDA, see linear discriminant analysis
marker, [G-3] marker label options lda, discrim subcommand, [MV] discrim lda
LAD regression, [R] qreg lead
ladder command, [R] ladder operator, [U] 11.4.4 Time-series varlists
ladder of powers, [G-2] graph other, [R] ladder values, see lagged values
lag operator, [TS] Glossary, [U] 11.4.4 Time-series leap seconds, [TS] tsset
varlists least absolute
lag-exclusion statistics, [TS] varwle deviations, [R] qreg
lagged values, [U] 11.4.4 Time-series varlists, residuals, [R] qreg
[U] 13 Functions and expressions, value regression, [R] qreg
[U] 13.7 Explicit subscripting, least squared deviations, see linear regression
[U] 13.10.1 Generating lags, leads, and least squares, see linear regression
differences generalized, see feasible generalized least squares
lag-order selection statistics, [TS] var intro, [TS] var, least-squares means, [R] margins, [R] marginsplot,
[TS] var svar, [TS] varsoc, [TS] vec intro [U] 20.15.1 Obtaining estimated marginal
Lagrange multiplier test, [PSS] Glossary, [R] regress means
postestimation time series, [SEM] estat leave one out, [MV] discrim, [MV] discrim
ginvariant, [SEM] estat mindices, [SEM] estat estat, [MV] discrim knn, [MV] discrim
scoretests, [SEM] Glossary, [TS] varlmar, knn postestimation, [MV] discrim lda,
[TS] veclmar, also see score test [MV] discrim lda postestimation, [MV] discrim
Lance and Williams’s formula, [MV] cluster qda, [MV] discrim qda postestimation,
language, [D] unicode locale [MV] Glossary
syntax, [P] syntax, [U] 11 Language syntax left eigenvectors, [M-5] eigensystem( ), [M-6] Glossary
language, label subcommand, [D] label language left suboption, [G-4] justificationstyle
languages, multiple, [D] label language left-censoring, [ST] Glossary, [TE] Glossary, see
LAPACK, [M-1] LAPACK, [M-5] cholesky( ), imputation, interval-censored data
[M-5] cholinv( ), [M-5] cholsolve( ), left-truncation, [TE] Glossary, see imputation, truncated
[M-5] eigensystem( ), [M-5] eigensystemselect( ), data, see truncation
[M-5] fullsvd( ), [M-5] ghessenbergd( ), lefteigensystem() function, [M-5] eigensystem( )
[M-5] lapack( ), [M-5] lud( ), [M-5] luinv( ), lefteigensystem() function, [M-5] eigensystem( )
[M-5] lusolve( ), [M-5] qrd( ), [M-5] qrinv( ),
lefteigensystemselect*() functions,
[M-5] qrsolve( ), [M-5] svd( ), [M-5] svsolve( ),
[M-5] eigensystemselect( )
[M-6] Glossary
leftgeigensystem() function, [M-5] geigensystem( )
Laplacian approximation, [ME] me, [ME] mecloglog,
[ME] meglm, [ME] melogit, [ME] menbreg, leftgeigensystemselect*() function,
[ME] meologit, [ME] meoprobit, [M-5] geigensystem( )
[ME] mepoisson, [ME] meprobit, [ME] mestreg, legend() option, [G-3] legend options
 Subject index 241

legends, [G-3] clegend option, [G-3] legend options limited dependent variables, continued
problems, [G-3] legend options [R] heckprobit, [R] hetprobit, [R] ivpoisson,
use with by(), [G-3] by option, [R] ivprobit, [R] logistic, [R] logit, [R] mlogit,
[G-3] clegend option, [G-3] legend options [R] mprobit, [R] nbreg, [R] nlogit, [R] ologit,
legendstyle, [G-4] legendstyle [R] oprobit, [R] poisson, [R] probit, [R] rocfit,
length, [M-5] abs( ), [M-5] rows( ), [M-5] strlen( ), [R] rocreg, [R] rologit, [R] scobit, [R] slogit,
[M-5] ustrlen( ), [M-5] udstrlen( ) [R] tnbreg, [R] tpoisson, [R] zinb, [R] zip,
[TE] etpoisson, [XT] xtcloglog, [XT] xtgee,
length() function, [M-5] rows( )
[XT] xtlogit, [XT] xtnbreg, [XT] xtologit,
length of string function, [FN] String functions [XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit,
less than (or equal) operator, [U] 13.2.3 Relational [XT] xtstreg
operators limits, [D] describe, [D] memory, [M-1] limits,
letter values, [R] lv [R] limits, [R] matsize, [U] 6 Managing
level command and value, [P] macro memory
level() option, see gsem option level(), see sem numerical and string, [P] creturn
option level() system, [P] creturn
level, set subcommand, [R] level, [R] set lincom command, [R] lincom, [SEM] intro 7,
levels, [U] 11.4.3 Factor variables [SEM] estat stdize, [SEM] lincom, [SVY] svy
levelsof command, [P] levelsof postestimation
Levene’s robust test statistic, [R] sdtest line, definition, [G-4] linestyle
leverage, [R] logistic postestimation, [R] regress line, graph twoway subcommand, [G-2] graph
postestimation diagnostic plots twoway line
leverage plots, [G-2] graph other linear
leverage-versus-(squared)-residual plot, [R] regress combinations, [SVY] estat, [SVY] svy
postestimation diagnostic plots postestimation
Levin–Lin–Chu test, [XT] xtunitroot combinations of estimators, [R] lincom,
LEx, [SEM] sem and gsem option covstructure( ) [U] 20.13 Obtaining linear combinations of
lexis command, [ST] stsplit coefficients
lexis diagram, [ST] stsplit combinations, forming, [P] matrix score
lfit, graph twoway subcommand, [G-2] graph discriminant analysis, [MV] candisc, [MV] discrim
twoway lfit lda, [MV] Glossary
lfitci, graph twoway subcommand, [G-2] graph filter, [TS] tsfilter, [TS] tsfilter cf, [TS] tssmooth
twoway lfitci ma, [TS] Glossary
libraries, [M-1] how, [M-3] mata mlib, [M-3] mata hypothesis test after estimation, [R] contrast,
which [R] lrtest, [R] margins, [R] margins, contrast,
license, [R] about [R] margins, pwcompare, [R] pwcompare,
life tables, [ST] ltable, [ST] sts, [ST] Glossary [R] test
likelihood, see maximum likelihood estimation interpolation and extrapolation, [D] ipolate
likelihood displacement value, [ST] stcox logit model, [PSS] power trend
postestimation, [ST] Glossary mixed-effects model, [ME] me, [ME] mixed,
likelihood-ratio [ME] Glossary
chi-squared of association, [R] tabulate twoway prediction, see multiple imputation, prediction
test, [PSS] power twoproportions, [PSS] Glossary, regression, [MV] mvreg, [R] anova, [R] areg,
[R] lrtest, [SEM] lrtest, [SEM] methods and [R] binreg, [R] cnsreg, [R] eivreg, [R] frontier,
formulas for sem, [U] 20.12.3 Likelihood-ratio [R] glm, [R] gmm, [R] heckman, [R] intreg,
tests [R] ivregress, [R] ivtobit, [R] qreg, [R] reg3,
Likert summative scales, [MV] alpha [R] regress, [R] rreg, [R] sureg, [R] tobit,
limited dependent variables, [IRT] Control Panel, [R] vwls, [SEM] intro 5, [SEM] example 6,
[IRT] irt 1pl, [IRT] irt 2pl, [IRT] irt 3pl, [SEM] Glossary, [SVY] svy estimation,
[IRT] irt grm, [IRT] irt nrm, [IRT] irt pcm, [TE] etregress, [TE] teffects ra, [TS] newey,
[IRT] irt rsm, [IRT] irt hybrid, [ME] mecloglog, [TS] prais, [XT] xtabond, [XT] xtdpd,
[ME] meglm, [ME] melogit, [ME] menbreg, [XT] xtdpdsys, [XT] xtfrontier, [XT] xtgee,
[ME] meologit, [ME] meoprobit, [XT] xtgls, [XT] xthtaylor, [XT] xtintreg,
[ME] mepoisson, [ME] meprobit, [XT] xtivreg, [XT] xtpcse, [XT] xtrc,
[ME] meqrlogit, [ME] meqrpoisson, [XT] xtreg, [XT] xtregar, [XT] xttobit, also see
[ME] mestreg, [R] asclogit, [R] asmprobit, generalized linear models, also see panel data,
[R] asroprobit, [R] betareg, [R] binreg, also see random-coefficients model
[R] biprobit, [R] brier, [R] clogit, [R] cloglog, conditional, [U] 26.9 Conditional logistic
[R] cpoisson, [R] cusum, [R] exlogistic, regression
[R] expoisson, [R] glm, [R] heckoprobit,
242 Subject index

linear regression, continued list, continued

with heteroskedastic errors, [U] 26.15 Linear char subcommand, [P] char
regression with heteroskedastic errors constraint subcommand, [R] constraint
with simple error structures, [U] 26.3 Linear creturn subcommand, [P] creturn
regression with simple error structures duplicates subcommand, [D] duplicates
regression imputation, see imputation, regression ereturn subcommand, [P] ereturn, [P] return,
splines, [R] mkspline [R] stored results
test, see estimation, test after forecast subcommand, [TS] forecast list
trend, [PSS] power trend label subcommand, [D] label
linear, churdle subcommand, [R] churdle macro subcommand, [P] macro
linearization, see linearized variance estimator matrix subcommand, [P] matrix utility
linearized variance estimator, [SVY] variance notes subcommand, [D] notes
estimation, [SVY] Glossary odbc subcommand, [D] odbc
linegap, set subcommand, [R] set program subcommand, [P] program
linepalette, palette subcommand, [G-2] palette return subcommand, [P] return, [R] stored results
linepatternstyle, [G-4] linepatternstyle scalar subcommand, [P] scalar
lines, [G-4] concept: lines snapshot subcommand, [D] snapshot
adding, [G-2] graph twoway lfit, sreturn subcommand, [P] return, [R] stored
[G-3] added line options, also see fits, adding results
connecting points, [G-3] connect options, ssd subcommand, [SEM] ssd
[G-4] connectstyle sts subcommand, [ST] sts list
dashed, [G-4] linepatternstyle sysdir subcommand, [P] sysdir
dotted, [G-4] linepatternstyle timer subcommand, [P] timer
grid, [G-3] axis label options, [G-4] linestyle list command, [D] list
look of, [G-3] fcline options, [G-3] line options, list macro extended function, [P] macro lists
[G-4] linestyle list manipulation, [P] macro lists
patterns, [G-4] linepatternstyle list subscripts, see subscripts
suppressing, [G-4] linestyle listing
thickness, [G-4] linewidthstyle data, [D] edit, [D] list
lines, long, in do-files and ado-files, [P] #delimit, estimation results, [P] ereturn, [P] estimates
[U] 18.11.2 Comments and long lines in ado-
macro expanded functions, [P] macro lists
files
strings, [U] 12.4.13 How to see the full contents of
linesize, set subcommand, [R] log, [R] set
a strL or a str# variable
linestyle, [G-4] linestyle
values of a variable, [P] levelsof
added, [G-4] addedlinestyle
liststruct() function, [M-5] liststruct( )
linewidthstyle, [G-4] linewidthstyle
listwise deletion, [MI] intro substantive, [MI] mi
link estimate, [MI] Glossary
complementary log-log, [SEM] methods and listwise option, see gsem option listwise
formulas for gsem
llc, xtunitroot subcommand, [XT] xtunitroot
function, [ME] meglm, [ME] Glossary, [R] betareg,
Lmatrix() function, [M-5] Lmatrix( )
[R] glm, [SEM] Glossary, [XT] xtgee,
[XT] Glossary LMAX value, [ST] stcox postestimation,
[ST] Glossary
identity, [SEM] methods and formulas for gsem
LME, see linear mixed-effects model
log, [SEM] methods and formulas for gsem
ln() function, [FN] Mathematical functions,
logit, [SEM] methods and formulas for gsem
[M-5] exp( )
probit, [SEM] methods and formulas for gsem
lnfactorial() function, [FN] Mathematical
link, net subcommand, [R] net functions, [M-5] factorial( )
link() option, see gsem option link() lngamma() function, [FN] Mathematical functions,
linkage, [MV] cluster, [MV] clustermat, [MV] cluster [M-5] factorial( )
linkage, [MV] Glossary lnigammaden() function, [FN] Statistical functions
linktest command, [R] linktest lnigaussianden() function, [FN] Statistical
list, functions, [M-5] normal( )
cluster subcommand, [MV] cluster utility lniwishartden() function, [FN] Statistical functions,
estat subcommand, [MV] discrim estat, [M-5] normal( )
[MV] discrim knn postestimation, lnmvnormalden() function, [FN] Statistical functions,
[MV] discrim lda postestimation, [MV] discrim [M-5] normal( )
logistic postestimation, [MV] discrim qda lnnormal() function, [FN] Statistical functions,
postestimation [M-5] normal( )
 Subject index 243

lnnormalden() function, [FN] Statistical functions, log, continued

[M-5] normal( ) using command, [R] log
lnskew0 command, [R] lnskew0 .log file, [U] 11.6 Filenaming conventions
lnwishartden() function, [FN] Statistical functions, log files, see log command
[M-5] normal( ) printing, [R] translate
load, log() function, [FN] Mathematical functions,
bcal subcommand, [D] bcal [M-5] exp( )
odbc subcommand, [D] odbc log hazard-ratio, [PSS] power cox, [PSS] power
loading, [MV] Glossary exponential, [PSS] power logrank
loading data, see importing data, see inputting data one-sample, [PSS] power cox
interactively, see reading data from disk, see log hazard-rate, [PSS] power exponential, [PSS] power
using data logrank
loading plot, [MV] scoreplot, [MV] Glossary log hazards
loadingplot command, [MV] discrim lda control-group, [PSS] power exponential,
postestimation, [MV] factor postestimation, [PSS] power logrank
[MV] pca postestimation, [MV] scoreplot experimental-group, [PSS] power exponential,
loadings, estat subcommand, [MV] ca [PSS] power logrank
postestimation, [MV] canon postestimation, two-sample, [PSS] power exponential, [PSS] power
[MV] discrim lda, [MV] discrim lda logrank
postestimation, [MV] pca postestimation log likelihood, [BAYES] intro, [BAYES] bayes,
local [BAYES] bayesmh, [SEM] methods and
independence, [IRT] Glossary formulas for gsem, [SEM] methods and
linear, [R] lpoly formulas for sem
polynomial, [R] lpoly log or nolog option, [R] maximize
polynomial smoothing, [G-2] graph other, log scales, [G-3] axis scale options
[G-2] graph twoway lpoly, [G-2] graph twoway log transformations, [R] boxcox, [R] lnskew0
lpolyci log10() function, [FN] Mathematical functions,
local [M-5] exp( )
++ command, [P] macro logarithms, [M-5] exp( ), [M-5] matexpsym( )
-- command, [P] macro logical operators, [M-2] op logical, [U] 13.2.4 Logical
command, [P] macro, [U] 18.3.1 Local macros operators
local, logistic
ereturn subcommand, [P] ereturn, [P] return density,
return subcommand, [P] return mean µ, scale s, [FN] Statistical functions
sreturn subcommand, [P] return standard, [FN] Statistical functions
Local, class prefix operator, [P] class discriminant analysis, [MV] discrim logistic
local command, [U] 18.3.9 Advanced local macro distribution,
manipulation cumulative, [FN] Statistical functions
locale, [D] unicode, [D] unicode locale, [ I ] Glossary inverse cumulative, [FN] Statistical functions
collation, [D] unicode collator regression imputation, see imputation, logistic
locale functions, set subcommand, [P] set regression
locale functions, [R] set logistic and logit regression, [IRT] irt 1pl, [IRT] irt
locale ui, set subcommand, [P] set locale ui, 2pl, [IRT] irt 3pl, [IRT] irt hybrid, [R] logistic,
[R] set [R] logit, [SEM] intro 5, [SEM] example 33g,
localization, [D] unicode locale [SEM] example 34g, [SEM] Glossary,
locally weighted smoothing, [R] lowess [SVY] svy estimation
location, measures of, [R] lv, [R] summarize, [R] table complementary log-log, [R] cloglog
location, specifying, [G-4] clockposstyle, conditional, [R] asclogit, [R] clogit, [R] rologit
[G-4] compassdirstyle, [G-4] ringposstyle exact, [R] exlogistic
locksplitters, set subcommand, [R] set fixed-effects, [R] asclogit, [R] clogit
log fixed-effects, [XT] xtlogit, [XT] xtstreg
close command, [R] log fractional polynomial, [R] fp
command, [R] log, [R] view, [U] 15 Saving and generalized estimating equations, [XT] xtgee
printing output—log files, [U] 16.1.2 Comments generalized linear model, [R] glm
and blank lines in do-files mixed-effects, [ME] melogit, [ME] meqrlogit, also
off command, [R] log see ordered logistic regression
on command, [R] log multinomial, [IRT] irt nrm, [IRT] irt hybrid,
query command, [R] log [R] asclogit, [R] clogit, [R] mlogit
244 Subject index

logistic and logit regression, continued lookup,

nested, [R] nlogit icd10 subcommand, [D] icd10
ordered, [IRT] irt grm, [IRT] irt pcm, [IRT] irt icd9 subcommand, [D] icd9
rsm, [IRT] irt hybrid, [R] ologit icd9p subcommand, [D] icd9
polytomous, [IRT] irt nrm, [IRT] irt hybrid, loop, [M-2] do, [M-2] for, [M-2] while
[R] mlogit continuing, [M-2] continue
population-averaged, [XT] xtgee, [XT] xtlogit, endless, see endless loop
[XT] xtstreg exiting, [M-2] break
random-effects, [XT] xtlogit, [XT] xtologit, use of semicolons in, [M-2] semicolons
[XT] xtstreg looping, [P] continue, [P] foreach, [P] forvalues,
rank-ordered, [R] rologit [P] while
skewed, [R] scobit Lorenz curve, [R] inequality
stereotype, [R] slogit loss, [MV] Glossary
logistic command, [R] logistic, [R] logistic loss to follow-up, [PSS] power exponential,
postestimation [PSS] power logrank, [PSS] Glossary
logistic, discrim subcommand, [MV] discrim Lotus 1-2-3, reading data from, see spreadsheets
logistic lower
logistic discriminant analysis, [MV] Glossary asymptote, [IRT] Glossary
logistic() function, [FN] Statistical functions, one-sided test, [PSS] Glossary, also see one-sided
[M-5] normal( ) test
logisticden() function, [FN] Statistical functions, one-tailed test, [PSS] Glossary, also see one-sided
[M-5] normal( ) test
logistictail() function, [FN] Statistical functions, lower ASCII, see plain ASCII
[M-5] normal( )
lowercase, [M-5] strupper( ), [M-5] ustrupper( )
logit command, [R] logit, [R] logit postestimation
lowercase-string function, [FN] String functions
logit() function, [M-5] logit( )
lowertriangle() function, [M-5] lowertriangle( )
logit function, [FN] Mathematical functions
lowertriangle() function, [M-5] lowertriangle( )
logit option, see gsem option logit
lower-triangular matrix, see triangular matrix
logit regression, see logistic and logit regression
lowess, see locally weighted smoothing
log-linear model, [R] cpoisson, [R] expoisson, [R] glm,
lowess command, [R] lowess
[R] ivpoisson, [R] poisson, [R] tpoisson, [R] zip,
[SVY] svy estimation, [TE] etpoisson lowess, graph twoway subcommand, [G-2] graph
twoway lowess
log-log plot, [ST] stcox PH-assumption tests
lowess smoothing, [G-2] graph other
loglogistic survival regression, [ST] streg
lpattern() option, [G-3] connect options,
lognormal survival regression, [ST] streg
[G-3] rspike options
logrank, power subcommand, [PSS] power logrank
lpoly command, [R] lpoly
log-rank test, [PSS] power logrank, [ST] sts test
lpoly, graph twoway subcommand, [G-2] graph
logtype, set subcommand, [R] log, [R] set twoway lpoly
LOHI, [M-5] byteorder( ) lpolyci, graph twoway subcommand, [G-2] graph
loneway command, [R] loneway twoway lpolyci
long, [D] data types, [U] 12.2.2 Numeric storage L-R plots, [G-2] graph other, [R] regress
types postestimation diagnostic plots
long lines in ado-files and do-files, [P] #delimit, LRECLs, [D] infile (fixed format)
[U] 18.11.2 Comments and long lines in ado- lroc command, [R] lroc
files
lrtest command, [R] lrtest, [SEM] example 10,
long, reshape subcommand, [D] reshape [SEM] example 39g, [SEM] lrtest
long strings, see string variables, long ls command, [D] dir
longitudinal lsens command, [R] lsens
data, [MI] mi estimate, [XT] Glossary, also see lstat command, see estat classification
panel data command
studies, see incidence studies lstretch, set subcommand, [R] set
survey data, [SVY] svy estimation lstyle() option, [G-3] rspike options
long-memory process, [TS] arfima, [TS] Glossary ltable command, [ST] ltable
LOO, see leave one out ltolerance() option, [R] maximize
look of areas, [G-3] area options, LU decomposition, [M-5] lud( )
[G-3] fitarea options
lud() function, [M-5] lud( )
lookfor command, [D] lookfor
lud() function, [M-5] lud( )
lud la() function, [M-5] lud( )
 Subject index 245

luinv() function, [M-5] luinv( ) manova, estat subcommand, [MV] discrim lda
luinv() function, [M-5] luinv( ) postestimation
luinv la() function, [M-5] luinv( ) manovatest command, [MV] manova postestimation
lusolve() function, [M-5] lusolve( ) Mantel–Cox method, [ST] strate
lusolve() function, [M-5] lusolve( ) Mantel–Haenszel
lusolve la() function, [M-5] lusolve( ) method, [ST] strate
lv command, [R] lv test, [PSS] Glossary, [R] epitab, [ST] stir
lval, [M-2] op assignment, [M-6] Glossary mapping strings to numbers, [D] destring, [D] encode,
lvalue, class, [P] class [D] label, also see real() function
lvr2plot command, [R] regress postestimation maps, [M-5] asarray( ), [M-5] AssociativeArray( )
diagnostic plots MAR, see missing at random, see missing values
lwidth() option, [G-3] connect options, marginal
[G-3] rspike options distribution, Bayesian, [BAYES] intro,
[BAYES] bayesmh, [BAYES] Glossary
effects, [R] margins, [R] marginsplot,
M [U] 20.15 Obtaining marginal means,
M , [MI] mi impute, [MI] Glossary adjusted predictions, and predictive margins,
size recommendations, [MI] intro substantive, [U] 20.19 Graphing margins, marginal effects,
[MI] mi estimate and contrasts
m, [MI] Glossary homogeneity, [PSS] power, [PSS] power
MA, see moving average model pairedproportions, [PSS] power mcc,
ma, tssmooth subcommand, [TS] tssmooth ma [PSS] Glossary
Mac, homogeneity, test of, [R] symmetry
keyboard use, [U] 10 Keyboard use likelihood, Bayesian, [BAYES] intro,
[BAYES] bayesmh, [BAYES] bayesstats ic,
pause, [P] sleep
[BAYES] bayestest model, [BAYES] Glossary
specifying filenames, [U] 11.6 Filenaming
means, [R] contrast, [R] margins, [R] margins,
conventions
contrast, [R] margins, pwcompare,
machine precision, [M-5] epsilon( ), [M-6] Glossary [R] marginsplot, [R] pwcompare,
macro [U] 20.15 Obtaining marginal means, adjusted
dir command, [P] macro predictions, and predictive margins
drop command, [P] macro posterior distribution, Bayesian, [BAYES] intro,
list command, [P] macro [BAYES] bayes, [BAYES] bayesmh,
shift command, [P] macro [BAYES] bayesgraph, [BAYES] bayesstats
macro substitution, [P] macro ess, [BAYES] bayesstats summary,
class, [P] class [BAYES] bayestest interval, [BAYES] Glossary
macros, [P] creturn, [P] macro, [P] scalar, [P] syntax, proportion, see proportions, marginal
[U] 18.3 Macros, also see e() stored results tax rate egen function, [D] egen
macval() macro expansion function, [P] macro margins command, [R] margins, [R] margins
mad(), egen function, [D] egen postestimation, [R] margins, contrast,
MAD regression, [R] qreg [R] margins, pwcompare, [R] marginsplot,
Mahalanobis [SEM] intro 7, [SVY] svy postestimation,
[U] 20.15 Obtaining marginal means, adjusted
distance, [MV] Glossary
predictions, and predictive margins
transformation, [MV] Glossary
margins, size of, [G-4] marginstyle
main effects, [MV] manova, [PSS] Glossary, [R] anova
margins test, [R] margins, [R] pwcompare
makecns command, [P] makecns
marginsplot command, [R] marginsplot,
makesymmetric() function, [M-5] makesymmetric( )
[U] 20.19 Graphing margins, marginal effects,
makesymmetric() function, [M-5] makesymmetric( ) and contrasts
man command, [R] help marginstyle, [G-3] region options,
manage, window subcommand, [P] window [G-3] textbox options, [G-4] marginstyle
programming, [P] window manage mark command, [P] mark
MANCOVA, see multivariate analysis of covariance marker labels, [G-3] marker label options,
mangle option, [G-2] graph twoway pcarrow [G-4] markerlabelstyle
manifest variables, [SEM] Glossary markerlabelstyle, [G-4] markerlabelstyle
manipulation commands, [G-2] graph manipulation markers, [G-3] marker options, also see marker labels
Mann–Whitney two-sample statistics, [R] ranksum color, [G-4] colorstyle
MANOVA, see multivariate analysis of variance resizing, [G-3] scale option
manova command, [MV] manova, [MV] manova shape of, [G-4] symbolstyle
postestimation
246 Subject index

markers, continued mata, continued

size of, [G-4] markersizestyle mosave command, [M-3] mata mosave
markersizestyle, [G-4] markersizestyle query command, [M-3] mata set, [R] set
markerstyle, [G-4] markerstyle rename command, [M-3] mata rename
markin command, [P] mark set matacache command, [M-3] mata set, [R] set
marking observations, [P] mark set matafavor command, [M-3] mata set,
markout command, [P] mark [M-5] favorspeed( ), [R] set
Markov chain, [TS] mswitch set matalibs command, [M-3] mata set, [R] set
Markov chain Monte Carlo, [BAYES] intro, set matalnum command, [M-3] mata set, [R] set
[BAYES] bayes, [BAYES] bayesmh, set matamofirst command, [M-3] mata set,
[BAYES] bayesmh evaluators, [R] set
[BAYES] Glossary, [MI] mi impute, [MI] mi set mataoptimize command, [M-3] mata set,
impute mvn, [MI] Glossary [R] set
convergence, [MI] mi impute, [MI] mi impute set matastrict command, [M-1] ado,
chained, [MI] mi impute mvn [M-2] declarations, [M-3] mata set, [R] set
convergence of, [BAYES] intro, [BAYES] bayes, stata command, [M-3] mata stata
[BAYES] bayesmh, [BAYES] bayesmh which command, [M-3] mata which
postestimation, [BAYES] bayesgraph, mata, clear subcommand, [D] clear
[BAYES] bayesstats ess mata, query subcommand, [R] query
mixing of, [BAYES] intro, [BAYES] bayes, .mata source code file, [M-1] source, [M-3] mata
[BAYES] bayesmh, [BAYES] bayesmh mlib, [M-6] Glossary, [U] 11.6 Filenaming
postestimation, [BAYES] bayesgraph, conventions
[BAYES] bayesstats ess, [BAYES] Glossary
matched
parameter trace files, [MI] mi ptrace
2x2 tables, [PSS] power mcc
sample, [BAYES] Glossary
case–control data, [R] asclogit, [R] clogit,
sample size of, [BAYES] intro, [BAYES] bayes, [R] epitab, [R] symmetry, [ST] sttocc
[BAYES] bayesmh, [BAYES] Glossary
case–control study, [PSS] power, [PSS] power mcc
sampling, [BAYES] intro, [BAYES] bayes,
study, [PSS] power, [PSS] power mcc,
[BAYES] bayesmh, [BAYES] bayesmh
[PSS] Glossary
evaluators, [BAYES] bayesmh postestimation,
[BAYES] bayesgraph, [BAYES] bayesstats matched-pairs tests, [R] signrank, [R] ttest, [R] ztest
summary, [BAYES] Glossary matching
standard error, see Monte Carlo standard error 1:M , [PSS] power
Markov-switching model, [TS] mswitch coefficient, [MV] Glossary
marksample command, [P] mark coefficient similarity measure,
Marquardt algorithm, [M-5] moptimize( ), [MV] measure option
[M-5] optimize( ) configuration, [MV] Glossary
martingale residual, [ST] stcox postestimation, estimator, [TE] teffects intro, [TE] teffects intro
[ST] streg postestimation advanced, [TE] teffects nnmatch, [TE] teffects
mass, [MV] Glossary psmatch, [TE] Glossary
Mata, [D] putmata matcproc command, [P] makecns
commands, [M-3] intro matdescribe, mata subcommand, [M-3] mata
matsave
error messages, [M-5] error( ), also see traceback
log matexpsym() function, [M-5] matexpsym( )
mata matexpsym() function, [M-5] matexpsym( )
clear command, [M-3] mata clear math symbols, [G-4] text
describe command, [M-3] mata describe mathematical functions, [M-4] mathematical,
[M-4] matrix, [M-4] scalar, [M-4] solvers,
drop command, [M-3] mata drop
[M-4] standard
help command, [M-3] mata help
mathematical functions and expressions,
invocation command, [M-3] mata [FN] Mathematical functions, [P] matrix define,
matdescribe command, [M-3] mata matsave [U] 13.3 Functions
matsave command, [M-3] mata matsave matlist command, [P] matlist
matuse command, [M-3] mata matsave matlogsym() function, [M-5] matexpsym( )
memory command, [M-3] mata memory matlogsym() function, [M-5] matexpsym( )
mlib add command, [M-3] mata mlib matmissing() function, [FN] Matrix functions,
mlib create command, [M-3] mata mlib [P] matrix define
mlib index command, [M-3] mata mlib matname command, [P] matrix mkmat
mlib query command, [M-3] mata mlib matpowersym() function, [M-5] matpowersym( )
 Subject index 247

matpowersym() function, [M-5] matpowersym( ) matrices, continued

mat put rr command, [P] matrix get row and column names, [P] ereturn, [P] matrix
matrices, [M-4] intro, [M-6] Glossary, [P] matrix, define, [P] matrix mkmat, [P] matrix
[U] 14 Matrix expressions rownames, [U] 14.2 Row and column names
accessing internal, [P] matrix get rows and columns, [P] matrix define
accumulating, [P] matrix accum saving matrix, [P] matrix mkmat
appending rows and columns, [P] matrix define scoring, [P] matrix score
Cholesky decomposition, [P] matrix define similarity, [MV] matrix dissimilarity, [P] matrix
coefficient matrices, [P] ereturn dissimilarity
column names, see matrices, row and column names store variables as matrix, [P] matrix mkmat
constrained estimation, [P] makecns submatrix extraction, [P] matrix define
copying, [P] matrix define, [P] matrix get, submatrix substitution, [P] matrix define
[P] matrix mkmat subscripting, [P] matrix define,
correlation, [MV] pca, [P] matrix define [U] 14.9 Subscripting
covariance, [MV] pca sweep operator, [P] matrix define
covariance matrix of estimators, [P] ereturn, temporary names, [P] matrix
[P] matrix get trace, [P] matrix define
cross-product, [P] matrix accum transposing, [P] matrix define
determinant, [P] matrix define variables, make into matrix, [P] matrix mkmat
diagonals, [P] matrix define zero, [P] matrix define
displaying, [P] matlist, [P] matrix utility matrix, [M-2] declarations
dissimilarity, [MV] matrix dissimilarity, matrix
[MV] Glossary, [P] matrix dissimilarity accum command, [P] matrix accum
distances, [MV] matrix dissimilarity, [P] matrix coleq command, [P] matrix rownames
dissimilarity colnames command, [P] matrix rownames
dropping, [P] matrix utility commands, introduction, [P] matrix
eigenvalues, [P] matrix eigenvalues, [P] matrix define command, [P] matrix define
symeigen dir command, [P] matrix utility
eigenvectors, [P] matrix symeigen dissimilarity command, [MV] matrix
elements, [P] matrix define dissimilarity, [P] matrix dissimilarity
equation names, see matrices, row and column drop command, [P] matrix utility
names eigenvalues command, [P] matrix eigenvalues
estimation results, [P] ereturn, [P] estimates glsaccum command, [P] matrix accum
functions, [FN] Matrix functions, input command, [P] matrix define
[M-4] manipulation, [M-4] matrix, list command, [P] matrix utility
[M-4] solvers, [M-4] standard, [P] matrix define opaccum command, [P] matrix accum
identity, [P] matrix define rename command, [P] matrix utility
input, [P] matrix define, [U] 14.4 Inputting roweq command, [P] matrix rownames
matrices by hand
rownames command, [P] matrix rownames
inversion, [P] matrix define, [P] matrix svd
score command, [P] matrix score
Kronecker product, [P] matrix define
svd command, [P] matrix svd
labeling rows and columns, see matrices, row and
symeigen command, [P] matrix symeigen
column names
vecaccum command, [P] matrix accum
linear combinations with data, [P] matrix score
matrix,
listing, [P] matlist, [P] matrix utility
clear subcommand, [D] clear
namespace and conflicts, [P] matrix, [P] matrix
define confirm subcommand, [P] confirm
norm, [M-5] norm( ) ereturn subcommand, [P] ereturn, [P] return
number of rows and columns, [P] matrix define graph subcommand, [G-2] graph matrix
operators such as addition, [P] matrix define, return subcommand, [P] return
[U] 14.7 Matrix operators matrix graphs, [G-2] graph matrix
orthonormal basis, [P] matrix svd matrix model parameter, [BAYES] Glossary, see
partitioned, [P] matrix define Bayesian, model parameters
performing constrained estimation, [P] makecns matrix() function, [FN] Programming functions,
[P] matrix define
posting estimation results, [P] ereturn,
[P] estimates matsave, mata subcommand, [M-3] mata matsave
renaming, [P] matrix utility matsize, [M-1] limits, [P] creturn, [P] macro
matsize command, [U] 14 Matrix expressions
248 Subject index

matsize, set subcommand, [R] matsize, [R] set mca command, [MV] mca, [MV] mca postestimation,
matuniform() function, [FN] Matrix functions, [MV] mca postestimation plots
[P] matrix define MCAGH, see quadrature, mode-curvature adaptive
matuse, mata subcommand, [M-3] mata matsave Gauss–Hermite
max(), MCAGHQ, see mode-curvature adaptive Gauss–Hermite
built-in function, [FN] Mathematical functions quadrature
egen function, [D] egen mcaplot command, [MV] mca postestimation,
max() function, [M-5] minmax( ) [MV] mca postestimation plots
max memory, set subcommand, [R] set mcaprojection command, [MV] mca postestimation,
maxbyte() function, [FN] Programming functions [MV] mca postestimation plots
maxdb, set subcommand, [R] db, [R] set MCAR, see missing completely at random
maxdouble() function, [FN] Programming functions, mcc command, [R] epitab
[M-5] mindouble( ) mcc, power subcommand, [PSS] power mcc
maxes() option, [G-2] graph matrix mcci command, [R] epitab
maxfloat() function, [FN] Programming functions MCE, see Monte Carlo error
maximization, [M-5] moptimize( ), [M-5] optimize( ) McFadden’s choice model, [R] asclogit
maximization technique explained, [R] maximize, MCMC, see Markov chain Monte Carlo
[R] ml McNemar’s chi-squared test, [R] clogit, [R] epitab
maximize, ml subcommand, [R] ml McNemar’s test, [PSS] Glossary
maximize options, see gsem option maximize options, mcolor() option, [G-3] marker options
see sem option maximize options MCSE, see Monte Carlo standard error
maximum md command, [D] mkdir
function, [D] egen, [FN] Programming functions MDES, see minimum detectable effect size
length of string, [M-1] limits mdev(), egen function, [D] egen
likelihood, [SEM] intro 4, [SEM] methods and MDS, see multidimensional scaling
formulas for gsem, [SEM] methods and mds command, [MV] mds, [MV] mds postestimation,
formulas for sem, [SEM] Glossary [MV] mds postestimation plots
with missing values, [SEM] example 26, mdsconfig command, [MV] mds, [MV] mds
[SEM] Glossary postestimation plots
likelihood estimation, [MV] factor, [R] maximize, mdslong command, [MV] mds postestimation,
[R] ml, [R] mlexp [MV] mds postestimation plots, [MV] mdslong
likelihood factor method, [MV] Glossary mdsmat command, [MV] mds postestimation,
limits, [R] limits [MV] mds postestimation plots, [MV] mdsmat
number of observations, [D] memory mdsshepard command, [MV] mds postestimation
number of variables, [D] describe, [D] memory plots
number of variables and observations, mdy() function, [D] datetime, [FN] Date and time
[U] 6 Managing memory functions, [M-5] date( )
number of variables in a model, [R] matsize mdyhms() function, [D] datetime, [FN] Date and time
pseudolikelihood estimation, [SVY] ml for svy, functions, [M-5] date( )
[SVY] variance estimation mean command, [R] mean, [R] mean postestimation
restricted likelihood, [ME] mixed mean contrasts, see contrasts
size of dataset, [U] 6 Managing memory mean(), egen function, [D] egen
size of matrix, [M-1] limits mean() function, [M-5] mean( )
value dissimilarity measure, [MV] measure option mean–variance adaptive Gauss–Hermite quadrature,
maximums and minimums, [M-5] minindex( ) [IRT] Glossary, see quadrature, mean–variance
creating dataset of, [D] collapse adaptive Gauss–Hermite
functions, [D] egen, [FN] Mathematical functions, means, [PSS] power, [PSS] power oneway,
[FN] Programming functions [PSS] power repeated, [PSS] unbalanced
designs
reporting, [R] lv, [R] summarize, [R] table
across variables, not observations, [D] egen
maxindex() function, [M-5] minindex( )
arithmetic, geometric, and harmonic, [R] ameans
maxint() function, [FN] Programming functions
confidence interval and standard error, [R] ci
maxiter, set subcommand, [R] maximize, [R] set
control-group, [PSS] power twomeans,
maxlong() function, [FN] Programming functions
[PSS] unbalanced designs
max memory, set subcommand, [D] memory
correlated, see means, paired
maxvar, set subcommand, [D] memory, [R] set
creating
mband, graph twoway subcommand, [G-2] graph
dataset of, [D] collapse
twoway mband
variable containing, [D] egen
MCA, see multiple correspondence analysis
 Subject index 249

means, continued medianlinkage,

displaying, [R] ameans, [R] summarize, [R] table, clustermat subcommand, [MV] cluster linkage
[R] tabstat, [R] tabulate, summarize(), cluster subcommand, [MV] cluster linkage
[XT] xtsum median-linkage clustering, [MV] cluster,
estimating, [R] mean [MV] clustermat, [MV] cluster linkage,
experimental-group, [PSS] power twomeans, [MV] Glossary
[PSS] unbalanced designs medians,
graphing, [R] grmeanby creating
independent, see means, two-sample dataset of, [D] collapse
marginal, [R] margins variable containing, [D] egen
multiple-sample, [PSS] power oneway, [PSS] power displaying, [D] pctile, [R] centile, [R] lv,
twoway, [PSS] power repeated [R] summarize, [R] table, [R] tabstat
one-sample, [PSS] power onemean, graphing, [R] grmeanby
[PSS] unbalanced designs testing equality of, see equality test of medians
paired, [PSS] power pairedmeans mediation model, [SEM] intro 5, [SEM] example 42g
pairwise comparisons of, [R] pwmean MEFF, see misspecification effects
pharmacokinetic data, [R] pksumm MEFT, see misspecification effects
posttreatment, [PSS] power pairedmeans meglm command, [ME] meglm
pretreatment, [PSS] power pairedmeans melogit command, [ME] melogit
robust, [R] rreg member
survey data, [SVY] svy estimation function, [M-2] class
testing equality, [MV] hotelling, [MV] manova, program, [P] class
[MV] mvtest means variable, [M-2] class, [P] class
testing equality of, see equality test of means memory
two-sample, [PSS] power twomeans, [PSS] power graphs, describing contents, [G-2] graph describe
pairedmeans, [PSS] unbalanced designs matsize, see matsize, set subcommand
means, requirements, estimating for flongsep, [MI] mi
ci subcommand, [R] ci convert
cii subcommand, [R] ci settings, [P] creturn
means, mvtest subcommand, [MV] mvtest means utilization, [M-1] limits, [M-3] mata memory
means() option, see gsem option means(), see sem memory,
option means() mata subcommand, [M-3] mata memory
meanvariance() function, [M-5] mean( ) query subcommand, [D] memory, [R] query
measure, [MV] Glossary memory,
measurement clearing, [D] clear
component, [SEM] Glossary determining and resetting limits, [D] describe,
error, [MV] alpha, [R] vwls, [SEM] intro 5, [D] memory
[SEM] example 1, [SEM] example 27g managing, [U] 6 Managing memory
model, [SEM] intro 5, [SEM] example 1, reducing utilization, [D] compress, [D] encode,
[SEM] example 3, [SEM] example 20, [D] recast, [P] discard
[SEM] example 27g, [SEM] example 30g,
memory command, [D] memory, [U] 6 Managing
[SEM] example 31g, [SEM] Glossary
memory
variables, [SEM] Glossary
menbreg command, [ME] menbreg
measures, cluster subcommand, [MV] cluster
menu, window subcommand, [P] window
programming utilities
programming, [P] window menu
measures of
menus, programming, [P] dialog programming,
association, [R] tabulate twoway [P] window programming, [P] window fopen,
central tendency, see means, see medians [P] window manage, [P] window menu,
dispersion, see percentiles, displaying, see standard [P] window push, [P] window stopbox
deviations, displaying, see variance, displaying, meologit command, [ME] meologit
see range of data meoprobit command, [ME] meoprobit
inequality, [R] inequality mepoisson command, [ME] mepoisson
location, [R] lv, [R] summarize meprobit command, [ME] meprobit
mecloglog command, [ME] mecloglog meqrlogit command, [ME] meqrlogit
median command, [R] ranksum meqrpoisson command, [ME] meqrpoisson
median(), egen function, [D] egen merge command, [D] merge, [U] 22 Combining
median regression, [R] qreg datasets
median test, [R] ranksum merge, mi subcommand, [MI] mi merge
250 Subject index

merge variable, [D] merge mi, continued

merged-explicit options, [G-4] concept: repeated export command, [MI] mi export, [MI] mi export
options ice, [MI] mi export nhanes1
merged-implicit options, [G-4] concept: repeated extract command, [MI] mi extract, [MI] mi
options replace0
merging data, [MI] mi merge, see combining datasets fvset command, [MI] mi XXXset
Mersenne Twister, see random-number generator import command, [MI] mi import, [MI] mi import
messages and return codes, see error messages and flong, [MI] mi import flongsep, [MI] mi import
return codes ice, [MI] mi import nhanes1, [MI] mi import
mestreg command, [ME] mestreg wide
meta-analysis, [R] meta impute command, [MI] mi impute, [MI] mi impute
method, [M-2] class, [SEM] Glossary chained, [MI] mi impute intreg, [MI] mi impute
method() option, see gsem option method(), see sem logit, [MI] mi impute mlogit, [MI] mi impute
option method() monotone, [MI] mi impute mvn, [MI] mi
impute nbreg, [MI] mi impute ologit, [MI] mi
metric scaling, [MV] Glossary
impute pmm, [MI] mi impute poisson, [MI] mi
Metropolis–Hastings impute regress, [MI] mi impute truncreg,
algorithm, [BAYES] intro, [BAYES] bayes, [MI] mi impute usermethod
[BAYES] bayesmh, [BAYES] bayesmh merge command, [MI] mi merge
evaluators, [BAYES] Glossary
misstable command, [MI] mi misstable
sampler, see Metropolis–Hastings sampling
passive command, [MI] mi passive
sampling, [BAYES] intro, [BAYES] bayes,
predict command, [MI] mi estimate
[BAYES] bayesmh, [BAYES] bayesmh
postestimation, [MI] mi predict
evaluators, [BAYES] Glossary
predictnl command, [MI] mi estimate
mfcolor() option, [G-3] marker options
postestimation, [MI] mi predict
mfp prefix command, [R] mfp, [R] mfp postestimation
ptrace command, [MI] mi ptrace
mfx, estat subcommand, [R] asclogit postestimation,
query command, [MI] mi describe
[R] asmprobit postestimation, [R] asroprobit
postestimation register command, [MI] mi set
MGARCH, see multivariate GARCH model rename command, [MI] mi rename
mgarch replace0 command, [MI] mi replace0
ccc command, [TS] mgarch ccc, [TS] mgarch ccc reset command, [MI] mi reset
postestimation reshape command, [MI] mi reshape
dcc command, [TS] mgarch dcc, [TS] mgarch dcc select command, [MI] mi select, also see mi
postestimation extract command
dvech command, [TS] mgarch dvech, [TS] mgarch set command, [MI] mi set
dvech postestimation st command, [MI] mi XXXset
vcc command, [TS] mgarch vcc, [TS] mgarch vcc stjoin command, [MI] mi stsplit
postestimation streset command, [MI] mi XXXset
MH stset command, [MI] mi XXXset
algorithm, see Metropolis–Hastings algorithm stsplit command, [MI] mi stsplit
sampler, see Metropolis–Hastings sampling svyset command, [MI] mi XXXset
sampling, see Metropolis–Hastings sampling test command, [MI] mi estimate postestimation,
mhodds command, [R] epitab [MI] mi test
mi testtransform command, [MI] mi estimate
add command, [MI] mi add postestimation, [MI] mi test
append command, [MI] mi append tsset command, [MI] mi XXXset
command, [MI] intro, [MI] styles, [MI] workflow unregister command, [MI] mi set
convert command, [MI] mi convert unset command, [MI] mi set
copy command, [MI] mi copy, [MI] styles update command, [MI] mi update, [MI] noupdate
describe command, [MI] mi describe option
erase command, [MI] mi erase, [MI] styles varying command, [MI] mi varying
estimate command, [MI] mi estimate, xeq command, [MI] mi xeq
[MI] mi estimate using, [MI] mi estimate xtset command, [MI] mi XXXset
postestimation, [MI] mi test mi data, [MI] Glossary
estimate postestimation, [MI] mi estimate mi() function, [FN] Programming functions
postestimation, [MI] mi predict, [MI] mi test MICE, see multivariate imputation, chained equations
expand command, [MI] mi expand
 Subject index 251

Microsoft missing data, continued

Access, reading data from, [D] odbc monotone pattern, [MI] intro substantive, [MI] mi
Excel, [M-5] xl( ) impute, [MI] mi impute chained, [MI] mi
Excel, reading data from, [D] import excel, impute monotone, [MI] mi impute mvn,
[D] odbc [MI] Glossary
Excel, write results to, [P] putexcel, [P] putexcel missing() function, [FN] Programming functions,
advanced [M-5] missing( )
Office, [M-5] docx*( ), [M-5] xl( ) missing not at random, [MI] intro substantive,
SpreadsheetML, [D] xmlsave [MI] Glossary
Windows, see Windows missing observations, see dropout
Word, [M-5] docx*( ) missing values, [M-5] missing( ), [M-5] missingof( ),
middle suboption, [G-4] alignmentstyle [M-5] editmissing( ), [M-5] fillmissing( ),
[D] missing values, [R] misstable,
midsummaries, [R] lv
[SEM] example 26, [U] 12.2.1 Missing values,
mild outliers, [R] lv [U] 13 Functions and expressions
Mills’s ratio, [R] heckman, [R] heckman counting, [D] codebook, [D] inspect
postestimation
encoding and decoding, [D] mvencode
MIMIC models, see multiple indicators and multiple
extended, [D] mvencode
causes model
hard and soft, [MI] Glossary
min(), egen function, [D] egen
ineligible, [MI] Glossary
min() function, [FN] Mathematical functions,
[M-5] minmax( ) pattern of, [MI] mi misstable
min memory, set subcommand, [R] set replacing, [D] merge
minbyte() function, [FN] Programming functions missingness, pattern, see pattern of missingness
mindices, estat subcommand, [SEM] estat mindices missingof() function, [M-5] missingof( )
mindouble() function, [FN] Programming functions, misspecification effects, [SVY] estat, [SVY] Glossary
[M-5] mindouble( ) misstable
minfloat() function, [FN] Programming functions for mi data, [MI] mi misstable
minimization, [M-5] moptimize( ), [M-5] optimize( ) nested command, [R] misstable
minimum patterns command, [R] misstable
absolute deviations, [R] qreg summarize command, [R] misstable
detectable effect size, [PSS] power, [PSS] Glossary tree command, [R] misstable
detectable value, [PSS] Glossary misstable, mi subcommand, [MI] mi misstable
entropy rotation, [MV] rotate, [MV] rotatemat, mixed
[MV] Glossary design, [MV] manova, [PSS] Glossary, [R] anova
squared deviations, [R] areg, [R] cnsreg, [R] nl, model, [ME] mecloglog, [ME] melogit,
[R] regress, [R] regress postestimation [ME] menbreg, [ME] meologit,
minimums and maximums, see maximums and [ME] meoprobit, [ME] mepoisson,
minimums [ME] meprobit, [ME] meqrlogit,
minindex() function, [M-5] minindex( ) [ME] meqrpoisson, [ME] mestreg, [ME] mixed,
[ME] Glossary, [U] 26.21 Multilevel mixed-
minint() function, [FN] Programming functions
effects models
Minkowski dissimilarity measure,
mixed command, [ME] mixed
[MV] measure option
mixed-effects model, see multilevel model
minlong() function, [FN] Programming functions
mkdir command, [D] mkdir
minmax() function, [M-5] minmax( )
mkdir() function, [M-5] chdir( )
min memory, set subcommand, [D] memory
mkdir() function, [M-5] chdir( )
minutes() function, [D] datetime, [FN] Date and
time functions, [M-5] date( ) mkmat command, [P] matrix mkmat
misclassification rate, [MV] Glossary mkspline command, [R] mkspline
missing at random, [MI] intro substantive, [MI] mi ML, see maximum likelihood
impute, [MI] Glossary ml, see gsem option method(), see sem option
missing completely at random, [MI] intro substantive, method()
[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
footnote command, [R] ml
graph command, [R] ml
252 Subject index

ml, continued .mo object code file, [M-1] how, [M-3] mata
init command, [R] ml mosave, [M-3] mata which, [M-6] Glossary,
maximize command, [R] ml [U] 11.6 Filenaming conventions
model command, [R] ml mod() function, [FN] Mathematical functions,
plot command, [R] ml [M-5] mod( )
query command, [R] ml mode(), egen function, [D] egen
report command, [R] ml mode-curvature adaptive Gauss–Hermite quadrature,
score command, [R] ml [IRT] Glossary, see quadrature, mode-curvature
adaptive Gauss–Hermite
search command, [R] ml
model
trace command, [R] ml
coefficients test, [R] lrtest, [R] test, [R] testnl,
mlabangle() option, [G-3] marker label options
[SVY] svy postestimation
mlabcolor() option, [G-3] marker label options
comparison, Bayesian, see Bayesian, model
mlabel() option, [G-3] marker label options comparison
mlabgap() option, [G-3] marker label options hypothesis testing, see Bayesian, hypothesis testing
mlabposition() option, [G-3] marker label options identification, [SEM] intro 4, [SEM] intro 12,
mlabsize() option, [G-3] marker label options [SEM] Glossary
mlabstyle() option, [G-3] marker label options posterior probability, [BAYES] intro,
mlabtextstyle() option, [BAYES] bayes, [BAYES] bayestest model,
[G-3] marker label options [BAYES] Glossary
mlabvposition() option, simplification test, [SEM] example 8,
[G-3] marker label options [SEM] example 10
mlcolor() option, [G-3] marker options specification test, see specification test
mleval command, [R] ml model, ml subcommand, [R] ml
mlexp command, [R] mlexp, [R] mlexp postestimation model-implied covariances and correlations,
mlib [SEM] example 11
add, mata subcommand, [M-3] mata mlib modeling
create, mata subcommand, [M-3] mata mlib fractions, [R] betareg
index, mata subcommand, [M-3] mata mlib proportions, [R] betareg
query, mata subcommand, [M-3] mata mlib rates, [R] betareg
.mlib library file, [M-1] how, [M-3] mata describe, models, maximum number of variables in, [R] matsize
[M-3] mata mlib, [M-3] mata set, [M-3] mata modern scaling, [MV] Glossary
which, [M-6] Glossary, [U] 11.6 Filenaming modification, file, [D] filefilter
conventions modification indices, [SEM] estat mindices,
mlmatbysum command, [R] ml [SEM] example 5, [SEM] methods and
mlmatsum command, [R] ml formulas for sem, [SEM] Glossary
MLMV, see maximum likelihood with missing values modifying data, [D] generate, also see editing data
mlmv, see sem option method() modulus function, [FN] Mathematical functions
mlogit command, [R] mlogit, [R] mlogit modulus transformations, [R] boxcox
postestimation mofd() function, [D] datetime, [FN] Date and time
mlogit option, see gsem option mlogit functions, [M-5] date( )
mlong moments (of a distribution), [SEM] Glossary
data style, [MI] styles, [MI] Glossary monadic operator, [M-2] syntax, [M-6] Glossary
technical description, [MI] technical monotone imputation, see imputation, monotone
mlpattern() option, [G-3] marker options monotone-missing pattern, [MI] mi impute monotone,
mlstyle() option, [G-3] marker options [MI] Glossary, [R] misstable
mlsum command, [R] ml monotonicity, see pattern of missingness
mlvecsum command, [R] ml Monte Carlo
mlwidth() option, [G-3] marker options error, [MI] mi estimate, [MI] mi estimate using,
mm() function, [D] datetime, [FN] Date and time [MI] Glossary
functions, [M-5] date( ) simulations, [P] postfile, [R] permute, [R] simulate
.mmat matrix file, [M-3] mata matsave, standard error, [BAYES] intro, [BAYES] bayes,
[U] 11.6 Filenaming conventions [BAYES] bayesmh, [BAYES] bayesstats
mmC() function, [D] datetime, [FN] Date and time summary, [BAYES] Glossary
functions, [M-5] date( ) month() function, [D] datetime, [FN] Date and time
MNAR, see missing not at random functions, [M-5] date( ), [U] 24.5 Extracting
MNP, see outcomes, multinomial components of dates and times
 Subject index 253

monthly() function, [D] datetime, [D] datetime multilevel latent variable, [SEM] intro 2, [SEM] gsem
translation, [FN] Date and time functions, path notation extensions
[M-5] date( ) multilevel mixed-effects model, see multilevel model
Moore–Penrose inverse, [M-5] pinv( ) multilevel model, [BAYES] bayesmh, [ME] me,
moptimize() function, [M-5] moptimize( ) [ME] mecloglog, [ME] meglm, [ME] melogit,
moptimize() function, [M-5] moptimize( ) [ME] menbreg, [ME] meologit,
moptimize ado cleanup() function, [ME] meoprobit, [ME] mepoisson,
[M-5] moptimize( ) [ME] meprobit, [ME] meqrlogit,
moptimize evaluate() function, [ME] meqrpoisson, [ME] mestreg,
[M-5] moptimize( ) [ME] mixed, [R] gllamm, [SEM] intro 5,
moptimize evaluate() function, [M-5] moptimize( ) [SEM] example 30g, [SEM] example 38g,
[SEM] example 39g, [SEM] example 40g,
moptimize init() function, [M-5] moptimize( )
[SEM] example 41g, [SEM] example 42g,
moptimize init *() functions, [M-5] moptimize( ) [SEM] Glossary, [U] 26.21 Multilevel mixed-
moptimize query() function, [M-5] moptimize( ) effects models
moptimize result *() functions, multinomial
[M-5] moptimize( ) logistic regression, [SEM] intro 2, [SEM] intro 5,
moptimize util *() functions, [M-5] moptimize( ) [SEM] example 37g, [SEM] example 41g,
more command and parameter, [P] macro, [P] more, [SEM] Glossary, [SVY] svy estimation
[R] more, [U] 7 –more– conditions, logistic regression imputation, see imputation,
[U] 16.1.6 Preventing –more– conditions multinomial logistic regression
more() function, [M-5] more( ) outcome model, see outcomes, multinomial
more, set subcommand, [R] more, [R] set probit regression, [SVY] svy estimation
mortality table, see life tables multiple comparisons, [R] contrast, [R] margins,
mosave, mata subcommand, [M-3] mata mosave [R] pwcompare, [R] pwmean, [MV] mvreg,
moving average [R] anova postestimation, [R] correlate,
model, [TS] arch, [TS] arfima, [TS] arima, [R] oneway, [R] regress postestimation,
[TS] sspace, [TS] ucm [R] roccomp, [R] spearman, [R] test, [R] testnl,
process, [TS] Glossary [R] tetrachoric
smoother, [TS] tssmooth, [TS] tssmooth ma Bonferroni’s method, [R] contrast, [R] margins,
mprobit command, [R] mprobit, [R] mprobit [R] pwcompare, [R] pwmean, [R] anova
postestimation postestimation, [R] correlate, [R] oneway,
mreldif() function, [FN] Matrix functions, [R] regress postestimation, [R] roccomp,
[M-5] reldif( ), [P] matrix define [R] spearman, [R] test, [R] testnl,
mreldifre() function, [M-5] reldif( ) [R] tetrachoric
mreldifsym() function, [M-5] reldif( ) Duncan’s method, [R] pwcompare, [R] pwmean
msize() option, [G-3] marker options, Dunnett’s method, [R] pwcompare, [R] pwmean
[G-3] rcap options Holm’s method, [R] anova postestimation,
msofhours() function, [D] datetime, [FN] Date and [R] regress postestimation, [R] test, [R] testnl
time functions, [M-5] date( ) multiple-range method, see Dunnett’s method
msofminutes() function, [D] datetime, [FN] Date subentry
and time functions, [M-5] date( ) Scheffé’s method, [R] contrast, [R] margins,
msofseconds() function, [D] datetime, [FN] Date [R] pwcompare, [R] pwmean, [R] oneway
and time functions, [M-5] date( ) Šidák’s method, [R] contrast, [R] margins,
mspline, graph twoway subcommand, [G-2] graph [R] pwcompare, [R] pwmean, [R] anova
twoway mspline postestimation, [R] correlate, [R] oneway,
mstyle() option, [G-3] marker options [R] regress postestimation, [R] roccomp,
[R] spearman, [R] test, [R] testnl,
mswitch command, [TS] mswitch, [TS] mswitch
[R] tetrachoric
postestimation
Studentized-range method, see Tukey’s method
msymbol() option, [G-3] marker options
subentry
mt64, see random-number generator
Student–Newman–Keuls’s method, [R] pwcompare,
MTMM, see multitrait–multimethod data and matrices [R] pwmean
mtr(), egen function, [D] egen Tukey’s method, [R] pwcompare, [R] pwmean
multiarm trial, [ST] Glossary multiple correlation, [SEM] Glossary
multidimensional scaling, [MV] mds, [MV] mds multiple correspondence analysis, [MV] Glossary
postestimation plots, [MV] mdslong,
multiple imputation, [MI] intro substantive, [MI] intro,
[MV] mdsmat, [MV] Glossary
[MI] styles, [MI] workflow, [U] 26.27 Multiple
configuration plot, [MV] Glossary imputation
multilevel data, [MI] mi estimate
254 Subject index

multiple imputation, continued multivariate

analysis step, [MI] intro substantive, [MI] mi analysis, [MV] canon, [MV] hotelling,
estimate, [MI] mi estimate using, [MI] mi [MV] mvtest, [U] 26.28 Multivariate and
estimate postestimation, [MI] mi test cluster analysis
estimation, [MI] estimation bivariate probit, [R] biprobit
imputation step, [MI] intro substantive, [MI] mi three-stage least squares, [R] reg3
impute, [MI] mi impute usermethod Zellner’s seemingly unrelated, [R] nlsur,
inference, [MI] intro substantive [R] sureg
pooling step, [MI] intro substantive, [MI] mi analysis of covariance, [MV] manova,
estimate, [MI] mi estimate using [MV] Glossary
prediction, [MI] mi predict analysis of variance, [MV] manova, [MV] Glossary
theory, [MI] intro substantive Behrens–Fisher problem, [MV] mvtest means
multiple indicators and multiple causes model, GARCH model, [TS] mgarch, [TS] Glossary
[SEM] intro 5, [SEM] example 10, constant conditional correlation, [TS] mgarch ccc
[SEM] Glossary diagonal vech, [TS] mgarch dvech
multiple indicators multiple causes model, dynamic conditional correlation, [TS] mgarch
[SEM] example 36g dcc
multiple languages, [D] label language varying conditional correlation, [TS] mgarch vcc
multiple regression, see linear regression GARCH postestimation
multiple-range multiple-comparison adjustment, see constant conditional correlation, [TS] mgarch ccc
multiple comparisons, Dunnett’s method postestimation
multiple-failure st data, [ST] stbase, [ST] stci, diagonal vech, [TS] mgarch dvech
[ST] stcox, [ST] stcox postestimation, postestimation
[ST] stcurve, [ST] stdescribe, [ST] stfill, dynamic conditional correlation, [TS] mgarch
[ST] stgen, [ST] stir, [ST] stptime, [ST] strate, dcc postestimation
[ST] streg, [ST] streg postestimation, [ST] sts, varying conditional correlation, [TS] mgarch vcc
[ST] sts generate, [ST] sts graph, [ST] sts list, postestimation
[ST] sts test, [ST] stset, [ST] stsplit, [ST] stsum
imputation, see imputation, multivariate
multiple-record st data, [ST] stbase, [ST] stci,
imputation using chained equations, see imputation,
[ST] stcox, [ST] stcox postestimation,
multivariate, chained equations
[ST] stcrreg, [ST] stcrreg postestimation,
[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, normal imputation, see imputation, multivariate
[ST] stvary, [ST] Glossary, [TE] Glossary normal
multiple-sample normal simulator, [M-5] ghk( ), [M-5] ghkfast( )
means, see means, multiple-sample regression, [BAYES] bayesmh, [BAYES] bayesmh
study, [PSS] power oneway, [PSS] power twoway, evaluators, [MV] mvreg, [MV] Glossary,
[PSS] power repeated [SEM] example 12, [SEM] Glossary, also see
test, [PSS] power oneway, [PSS] power twoway, seemingly unrelated regression
[PSS] power repeated regression imputation, see imputation, multivariate
independent samples, [PSS] power oneway, skewness, [MV] mvtest normality
[PSS] power twoway, [PSS] power repeated test, [MV] mvtest
means, [PSS] power oneway, [PSS] power time-series estimators,
twoway, [PSS] power repeated structural vector autoregressive models, [TS] var
multiplication operator, see arithmetic operators svar
multiplicative heteroskedasticity, [TS] arch time-series estimators,
multistage clustered sampling, [SVY] survey, dynamic-factor models, [TS] dfactor
[SVY] svydescribe, [SVY] svyset MGARCH models, see multivariate GARCH
multitrait–multimethod data and matrices, model
[SEM] intro 5, [SEM] example 17 state-space models, [TS] sspace
multivalued treatment effect, [TE] teffects aipw, vector autoregressive models, [TS] var,
[TE] teffects ipw, [TE] teffects ipwra, [TS] varbasic
[TE] teffects multivalued, [TE] teffects ra, vector error-correction models, [TS] vec
[TE] Glossary MVAGH, see quadrature, mean–variance adaptive
multivariable fractional polynomial regression, [R] mfp Gauss–Hermite
 Subject index 255

MVAGHQ, see mean–variance adaptive Gauss–Hermite ndots() option, [G-2] graph twoway dot
quadrature nearest neighbor, [MI] mi impute pmm, [MV] discrim
mvdecode command, [D] mvencode knn, [MV] Glossary
mvencode command, [D] mvencode nearest-neighbor matching, [TE] teffects intro,
MVN imputation, see imputation, multivariate normal [TE] teffects intro advanced, [TE] teffects
mvreg command, [MV] mvreg, [MV] mvreg nnmatch, [TE] Glossary
postestimation needle plot, [R] spikeplot
mvreg, estat subcommand, [MV] procrustes negate() function, [M-5] negate( )
postestimation negation matrix, [M-5] negate( )
mvtest, [MV] mvtest negation operator, see arithmetic operators
correlations command, [MV] mvtest negative binomial, [SEM] example 39g
correlations distribution,
covariances command, [MV] mvtest covariances cumulative, [FN] Statistical functions
means command, [MV] mvtest means inverse cumulative, [FN] Statistical functions
normality command, [MV] mvtest normality inverse reverse cumulative, [FN] Statistical
functions
N reverse cumulative, [FN] Statistical functions
probability mass function, [FN] Statistical functions
n and N built-in variables, [U] 13.4 System variables regression, [R] nbreg, [SEM] Glossary, [SVY] svy
( variables), [U] 13.7 Explicit subscripting estimation, [XT] Glossary
name() option, [G-3] name option fixed-effects, [XT] xtnbreg
nameexternal() function, [M-5] findexternal( ) generalized linear models, [R] glm
namelists, [M-3] namelists mixed-effects, [ME] menbreg
names, [U] 11.3 Naming conventions population-averaged, [XT] xtgee, [XT] xtnbreg
conflicts, [P] matrix, [P] matrix define, [P] scalar random-effects, [XT] xtnbreg
matrix row and columns, [P] ereturn, [P] matrix truncated, [R] tnbreg
define, [P] matrix rownames zero-inflated, [R] zinb
names, confirm subcommand, [P] confirm negative effect size, [PSS] power, [PSS] Glossary
namespace and conflicts, matrices and scalars, Nelder–Mead algorithm, [M-5] moptimize( ),
[P] matrix, [P] matrix define [M-5] optimize( )
naming Nelson–Aalen cumulative hazard, [ST] sts, [ST] sts
convention, [M-1] naming generate, [ST] sts graph, [ST] sts list
groups of variables, [D] rename group nested
variables, [D] rename case–control data, [ST] sttocc
NaN, [M-6] Glossary designs, [MV] manova, [R] anova
NARCH, see nonlinear autoregressive conditional effects, [MV] manova, [R] anova
heteroskedasticity logit, [R] nlogit
NARCHK, see nonlinear autoregressive conditional model statistics, [R] nestreg
heteroskedasticity with a shift
number list, [PSS] power
natural log function, [FN] Mathematical functions,
random effects, [ME] mecloglog, [ME] meglm,
[FN] Statistical functions
[ME] melogit, [ME] menbreg, [ME] meologit,
natural splines, [R] mkspline [ME] meoprobit, [ME] mepoisson,
nbetaden() function, [FN] Statistical functions, [ME] meprobit, [ME] meqrlogit,
[M-5] normal( ) [ME] meqrpoisson, [ME] mestreg, [ME] mixed,
nbinomial() function, [FN] Statistical functions, [ME] Glossary
[M-5] normal( ) regression, [R] nestreg
nbinomialp() function, [FN] Statistical functions, nested, misstable subcommand, [R] misstable
[M-5] normal( ) nested-effects model, [SEM] Glossary
nbinomialtail() function, [FN] Statistical functions, nestreg prefix command, [R] nestreg
[M-5] normal( )
net
nbreg command, [R] nbreg, [R] nbreg postestimation
cd command, [R] net
nbreg option, see gsem option nbreg
describe command, [R] net
nchi2() function, [FN] Statistical functions,
from command, [R] net
[M-5] normal( )
get command, [R] net
nchi2den() function, [FN] Statistical functions,
[M-5] normal( ) install command, [R] net
nchi2tail() function, [FN] Statistical functions, link command, [R] net
[M-5] normal( ) query command, [R] net
n-class command, [P] program, [P] return search command, [R] net search
256 Subject index

net, continued nocapslatent option, see gsem option

set ado command, [R] net nocapslatent, see sem option nocapslatent
set other command, [R] net nocnsreport option, see gsem option nocnsreport,
sj command, [R] net see sem option nocnsreport
stb command, [R] net noconstant option, see gsem option noconstant, see
net d, view subcommand, [R] view sem option noconstant
net, view subcommand, [R] view nodescribe option, see sem option nodescribe
NetCourseNow, [U] 3.6.2 NetCourses nodraw option, [G-3] nodraw option
NetCourses, [U] 3.6.2 NetCourses noestimate option, see gsem option noestimate, see
network, query subcommand, [R] query sem option noestimate
.new built-in class function, [P] class nofootnote option, see sem option nofootnote
new() function, [M-2] class nofvlabel option, see sem option nofvlabel
new lines, data without, [D] infile (fixed format) noheader option, see gsem option noheader, see sem
option noheader
new, ssc subcommand, [R] ssc
noisily prefix, [P] quietly
newey command, [TS] newey, [TS] newey
postestimation noivstart option, see sem option noivstart
Newey–West nolog or log option, [R] maximize
covariance matrix, [TS] Glossary nomeans option, see sem option nomeans
postestimation, [TS] newey postestimation nominal
regression, [TS] newey alpha, [PSS] Glossary, also see significance level
standard errors, [P] matrix accum, [R] glm item, [IRT] Glossary
newline(#), display directive, [P] display power, see power
news command, [R] news response model, [IRT] Glossary
news, view subcommand, [R] view sample size, see sample-size
newsletter, [U] 3 Resources for learning and using significance level, [PSS] Glossary, see significance
Stata level
Newton–Raphson algorithm, [M-5] moptimize( ), nonadaptive Gauss–Hermite quadrature, see quadrature,
[M-5] optimize( ), [R] ml Gauss–Hermite
Newton–Raphson method, [M-5] solvenl( ) noncentral
Newton’s method, see iteration, Newton’s method beta density, [FN] Statistical functions
Neyman allocation, [SVY] estat beta distribution, [FN] Statistical functions
nF() function, [FN] Statistical functions, chi-squared distribution, [FN] Statistical functions
[M-5] normal( ) F density, [FN] Statistical functions
nFden() function, [FN] Statistical functions, F distribution, [FN] Statistical functions
[M-5] normal( ) Student’s t density, [FN] Statistical functions
nFtail() function, [FN] Statistical functions, Student’s t distribution, [FN] Statistical functions
[M-5] normal( ) noncentrality parameter, [PSS] power onemean,
nibeta() function, [FN] Statistical functions, [PSS] power twomeans, [PSS] power
[M-5] normal( ) pairedmeans, [PSS] power oneway,
niceness, set subcommand, [D] memory, [R] set [PSS] power twoway, [PSS] power repeated,
nl command, [R] nl, [R] nl postestimation [PSS] Glossary
nl, tssmooth subcommand, [TS] tssmooth nl nonconformities, quality control, [R] qc
nlcom command, [R] nlcom, [SEM] intro 7, nonconstant variance, see robust, Huber/White/sandwich
[SEM] estat stdize, [SEM] example 42g, estimator of variance
[SEM] nlcom, [SVY] svy postestimation noncursive model, see nonrecursive model
nlogit command, [R] nlogit, [R] nlogit nondirectional test, see two-sided test
postestimation noninformative prior, [BAYES] intro, [BAYES] bayes,
nlogitgen command, [R] nlogit [BAYES] bayesmh, [BAYES] bayesstats ic,
nlogittree command, [R] nlogit [BAYES] Glossary
nlsur command, [R] nlsur, [R] nlsur postestimation nonlinear
nm1 option, see sem option nm1 autoregressive conditional heteroskedasticity,
[TS] arch
nnmatch, teffects subcommand, [TE] teffects
nnmatch autoregressive conditional heteroskedasticity with a
shift, [TS] arch
noanchor option, see gsem option noanchor, see sem
option noanchor Bayesian regression, [BAYES] bayesmh
noasis option, see gsem option noasis combinations of estimators, [R] nlcom
nobreak command, [P] break combinations, predictions, and tests, [SVY] svy
postestimation
 Subject index 257

nonlinear, continued nonzero null, [PSS] power onemean, [PSS] power

equations, [M-5] solvenl( ) pairedmeans, [PSS] power oneproportion,
estimation, [TS] arch [PSS] power onevariance, [PSS] power
hypothesis test after estimation, [R] lrtest, onecorrelation
[R] margins, [R] margins, contrast, nopreserve option, [P] nopreserve option
[R] margins, pwcompare, [R] nlcom, norm, [M-6] Glossary
[R] predictnl, [R] testnl norm() function, [M-5] norm( )
least squares, [R] nl, [SVY] svy estimation normal distribution and normality,
power autoregressive conditional heteroskedasticity, examining distributions for, [R] diagnostic plots,
[TS] arch [R] lv
prediction, see multiple imputation, prediction generating multivariate data, [D] drawnorm
regression, [R] boxcox, [R] nl, [R] nlsur, probability and quantile plots, [R] diagnostic plots
[TE] teffects ra test for, [R] sktest, [R] swilk
smoothing, [TS] tssmooth nl transformations to achieve, [R] boxcox, [R] ladder,
test, see estimation, test after [R] lnskew0
time-series model, [TS] mswitch normal probability plots, [G-2] graph other
nonmetric scaling, [MV] mds, [MV] mdslong, normal() function, [FN] Statistical functions,
[MV] mdsmat, [MV] Glossary [M-5] normal( )
nonmissing() function, [M-5] missing( ) normal,
nonmonotonic power, see saw-toothed power function density,
nonnormed fit index, see Tucker–Lewis index mean µ, std. dev. σ , [FN] Statistical functions
nonparametric analysis, natural log of mean µ, std. dev. σ ,
hypothesis tests, [FN] Statistical functions
agreement, [R] kappa natural log of standard normal, [FN] Statistical
association, [R] spearman, [R] tabulate twoway functions
cusum, [R] cusum standard normal, [FN] Statistical functions
equality of distributions, [R] ksmirnov, distribution,
[R] kwallis, [R] ranksum, [R] signrank cumulative, [FN] Statistical functions
medians, [R] ranksum generating multivariate data with, [D] corr2data
proportions, [R] bitest, [R] prtest inverse cumulative, [FN] Statistical functions
random order, [R] runtest joint cumulative of bivariate, [FN] Statistical
trend, [R] nptrend functions
percentiles, [R] centile natural log of cumulative, [FN] Statistical
quantile regression, [R] qreg functions
ROC analysis, [R] roc sample from multivariate, [FN] Statistical
estimation, [R] rocreg functions
graphs, [R] rocregplot normalden() function, [FN] Statistical functions,
[M-5] normal( )
test equality of areas, [R] roccomp
normality, mvtest subcommand, [MV] mvtest
without covariates, [R] roctab
normality
smoothing, [R] kdensity, [R] lowess, [R] lpoly,
normality test, [MV] mvtest normality
[R] smooth
after VAR or SVAR, [TS] varnorm
survival analysis,
after VEC, [TS] vecnorm
Kaplan–Meier curves, [ST] sts graph
normality,
log rank and other tests of equality, [ST] sts test
conditional, [SEM] intro 4, [SEM] Glossary
Nelson–Aalen curves, [ST] sts graph
joint, [SEM] intro 4, [SEM] Glossary
treatment effect, [TE] teffects nnmatch,
[TE] teffects psmatch normalization, [MV] ca, [MV] mca, [MV] mds,
[MV] rotate, [MV] Glossary
nonparametric methods, [MV] discrim knn,
[MV] Glossary normalization constraints, see constraints, normalization
nonrecursive model, [SEM] Glossary normalized residuals, [SEM] estat residuals,
[SEM] methods and formulas for sem,
stability of, [SEM] estat stable, [SEM] example 7
[SEM] Glossary
nonrtolerance option, [R] maximize
normally distributed random numbers, [FN] Random-
nonselection hazard, [R] heckman, [R] heckman number functions, [R] set rng, [R] set seed
postestimation
not concave message, [R] maximize
nonsphericity correction, [PSS] power repeated,
Not Elsewhere Classified, see Stata Blog
[PSS] Glossary
not equal operator, [U] 13.2.3 Relational operators
nonstationary time series, [TS] dfgls, [TS] dfuller,
[TS] pperron, [TS] vec intro, [TS] vec not operator, [U] 13.2.4 Logical operators
258 Subject index

notable option, see gsem option notable, see sem null, continued
option notable mean, [PSS] power, [PSS] power onemean,
note() option, [G-3] title options [PSS] power oneproportion, [PSS] power
notes onecorrelation, [PSS] unbalanced designs
command, [D] notes mean difference, [PSS] power, [PSS] power
drop command, [D] notes pairedmeans
list command, [D] notes parameter, [PSS] Glossary, see null value
renumber command, [D] notes proportion, [PSS] power
replace command, [D] notes standard deviation, [PSS] power, [PSS] power
search command, [D] notes onevariance
notes, cluster subcommand, [MV] cluster notes value, [PSS] power, [PSS] Glossary
notes on estimation results, [R] estimates notes variance, [PSS] power, [PSS] power onevariance
notes, nullmat() function, [FN] Matrix functions,
cluster analysis, [MV] cluster notes [P] matrix define
creating, [D] notes, [D] varmanage number
editing, [D] notes, [D] varmanage of events, see number of failures
notes, estimates subcommand, [R] estimates notes of failures, [PSS] power cox, [PSS] power
exponential, [PSS] power logrank
notifyuser, set subcommand, [R] set
to string conversion, see string functions
noupdate option, [MI] noupdate option
number, confirm subcommand, [P] confirm
novarabbrev command, [P] varabbrev
number to string conversion, see string functions
noxconditional option, see sem option
noxconditional numbered
styles, [G-4] linestyle, [G-4] markerlabelstyle,
NPARCH, see nonlinear power autoregressive
[G-4] markerstyle, [G-4] pstyle
conditional heteroskedasticity
numbers, [U] 12.2 Numbers
npnchi2() function, [FN] Statistical functions,
[M-5] normal( ) formatting, [D] format
npnF() function, [FN] Statistical functions, mapping to strings, [D] encode, [D] label
[M-5] normal( ) numeric, [M-2] declarations, [M-6] Glossary
npnt() function, [FN] Statistical functions, numeric list, [P] numlist, [P] syntax,
[M-5] normal( ) [U] 11.1.8 numlist
nproc, estat subcommand, [R] rocreg postestimation numeric value labels, [D] labelbook
nptrend command, [R] nptrend numerical precision, [U] 13.12 Precision and problems
NR algorithm, [R] ml therein
NRM, see nominal response model numlabel command, [D] labelbook
nrm, irt subcommand, [IRT] irt nrm, [IRT] irt nrm numlist command, [P] numlist, [U] 11.1.8 numlist
postestimation N-way analysis of variance, [R] anova
nrtolerance() option, [R] maximize N-way multivariate analysis of variance, [MV] manova
nt() function, [FN] Statistical functions,
[M-5] normal( ) O
ntden() function, [FN] Statistical functions,
[M-5] normal( ) object, [P] class
nttail() function, [FN] Statistical functions, object code, [M-1] how, [M-6] Glossary
[M-5] normal( ) objective prior, see noninformative prior
NULL, [M-2] pointers, [M-6] Glossary object-oriented programming, [M-2] class,
null [M-6] Glossary, [P] class
correlation, [PSS] power objects, size of, [G-4] relativesize
hypothesis and alternative hypothesis, [PSS] power, .objkey built-in class function, [P] class
[PSS] power onemean, [PSS] power twomeans, .objtype built-in class function, [P] class
[PSS] power pairedmeans, [PSS] power oblimax rotation, [MV] rotate, [MV] rotatemat,
oneproportion, [PSS] power twoproportions, [MV] Glossary
[PSS] power pairedproportions, [PSS] power oblimin rotation, [MV] rotate, [MV] rotatemat,
onevariance, [PSS] power twovariances, [MV] Glossary
[PSS] power onecorrelation, [PSS] power oblique rotation, [MV] factor postestimation,
twocorrelations, [PSS] power oneway,
[MV] rotate, [MV] rotatemat, [MV] Glossary
[PSS] power twoway, [PSS] power repeated,
oblique transformation, see oblique rotation
[PSS] power cmh, [PSS] power mcc,
[PSS] power trend, [PSS] power cox, obs parameter, [D] describe, [D] obs
[PSS] power exponential, [PSS] power logrank, obs, set subcommand, [D] obs, [R] set
[PSS] unbalanced designs, [PSS] Glossary
 Subject index 259

observational data, [R] correlate, [R] heckman, odbc, continued

[R] ivregress, [R] logit, [R] mean, [R] regress, query command, [D] odbc
[R] summarize, [R] tabulate oneway, sqlfile() command, [D] odbc
[R] tabulate twoway, [R] ttest, [R] ztest, ODBC data source, reading data from, [D] odbc,
[TE] intro, [TE] treatment effects, [U] 21.4 ODBC sources
[TE] eteffects, [TE] etpoisson, [TE] etpoisson odbcdriver, set subcommand, [D] odbc, [R] set
postestimation, [TE] etregress, [TE] etregress
odbcmgr, set subcommand, [D] odbc, [R] set
postestimation, [TE] stteffects, [TE] stteffects
postestimation, [TE] tebalance, [TE] tebalance odds, [PSS] Glossary, [ST] Glossary
box, [TE] tebalance density, [TE] tebalance odds ratio, [ME] meglm, [ME] melogit,
overid, [TE] tebalance summarize, [TE] teffects, [ME] meologit, [ME] meqrlogit, [PSS] power,
[TE] teffects intro, [TE] teffects intro [PSS] power twoproportions, [PSS] power
advanced, [TE] teffects aipw, [TE] teffects pairedproportions, [PSS] power cmh,
ipw, [TE] teffects ipwra, [TE] teffects [PSS] power mcc, [PSS] Glossary,
nnmatch, [TE] teffects overlap, [TE] teffects [R] eform option, [R] epitab, [ST] Glossary,
postestimation, [TE] teffects psmatch, [SVY] svy estimation, [XT] xtcloglog,
[TE] teffects ra, [TE] Glossary, [U] 12 Data, [XT] xtgee, [XT] xtlogit, [XT] xtologit,
[U] 20 Estimation and postestimation [XT] xtstreg
commands, [U] 26.4 Structural equation differences, [SVY] svy postestimation
modeling (SEM), [U] 26.19 Models with estimation, [R] asclogit, [R] binreg, [R] clogit,
time-series data, [U] 26.20 Panel-data [R] cloglog, [R] exlogistic, [R] glm, [R] logistic,
models, [U] 26.21 Multilevel mixed-effects [R] logit, [R] mlogit, [R] scobit
models, [U] 26.22 Survival-time (failure-time) postestimation, [R] contrast, [R] exlogistic
models, [U] 26.23 Treatment-effect models, postestimation, [R] lincom
[U] 26.26 Survey data, [U] 26.28 Multivariate OEx, [SEM] sem and gsem option covstructure( )
and cluster analysis off,
observational study, [PSS] power, [PSS] Glossary cmdlog subcommand, [R] log
observations, log subcommand, [R] log
adding, [D] insobs timer subcommand, [P] timer
built-in counter variable, [U] 11.3 Naming Office Open XML, [M-5] docx*( )
conventions Office, Microsoft, see Microsoft Office
complete and incomplete, [MI] Glossary offset between axes and data, setting,
creating dataset of, [D] collapse [G-3] region options
dropping, [D] drop offset() option, see gsem option offset()
dropping duplicate, [D] duplicates offset variable, [ST] Glossary
duplicating, [D] expand ograph, irf subcommand, [TS] irf ograph
duplicating, clustered, [D] expandcl OIM, see observed information matrix
identifying duplicate, [D] duplicates oim, see gsem option vce(), see sem option vce()
increasing number of, [D] obs OLDPLACE directory, [P] sysdir, [U] 17.5 Where does
inserting, [D] insobs Stata look for ado-files?
marking, [P] mark OLE Automation, [P] automation
maximum number of, [D] memory, [U] 6 Managing ologit command, [R] ologit, [R] ologit postestimation
memory ologit option, see gsem option ologit
ordering, [D] gsort, [D] sort ologit regression, mixed-effects, [ME] meologit
transposing with variables, [D] xpose OLS regression, see linear regression
observed information matrix, [R] ml, [R] vce option, omitted variables test, [R] regress postestimation, also
[SEM] Glossary, [XT] vce options see specification test
observed level of significance, see p-value on,
observed variables, [SEM] intro 4, [SEM] Glossary cmdlog subcommand, [R] log
Ochiai coefficient similarity measure, log subcommand, [R] log
[MV] measure option timer subcommand, [P] timer
ocloglog option, see gsem option ocloglog one-level model, [ME] me, [ME] Glossary
odbc one-parameter logistic model, [IRT] irt 1pl,
describe command, [D] odbc [IRT] Glossary
exec() command, [D] odbc one-at-a-time Markov chain Monte Carlo sampling,
insert command, [D] odbc [BAYES] intro, [BAYES] bayesmh,
list command, [D] odbc [BAYES] Glossary
load command, [D] odbc
260 Subject index

onecorrelation, power subcommand, [PSS] power operator, [M-2] op arith, [M-2] op assignment,
onecorrelation [M-2] op colon, [M-2] op conditional,
onemean, power subcommand, [PSS] power onemean [M-2] op increment, [M-2] op join,
oneproportion, power subcommand, [PSS] power [M-2] op kronecker, [M-2] op logical,
oneproportion [M-2] op range, [M-2] op transpose,
one-sample [M-6] Glossary, [P] matrix define,
correlation, see correlation, one-sample [U] 13.2 Operators
mean, see means, one-sample difference, [U] 11.4.4 Time-series varlists
proportion, see proportions, one-sample lag, [U] 11.4.4 Time-series varlists
standard deviation, see standard deviations, one- lead, [U] 11.4.4 Time-series varlists
sample order of evaluation, [U] 13.2.5 Order of evaluation,
study, [PSS] power, [PSS] unbalanced designs all operators
test, [PSS] intro, [PSS] power, [PSS] Glossary seasonal lag, [U] 11.4.4 Time-series varlists
correlation, [PSS] power onecorrelation OPG, see outer product of the gradient
Cox proportional hazards model, [PSS] power oprobit command, [R] oprobit, [R] oprobit
cox postestimation
hazard function, [PSS] power cox oprobit option, see gsem option oprobit
hazard ratio, [PSS] power cox oprobit regression, mixed-effects, [ME] meoprobit
linear logit model, [PSS] power trend optimization, [M-3] mata set, [M-5] moptimize( ),
[M-5] optimize( ), [M-6] Glossary
log hazard-ratio, [PSS] power cox
optimize() function, [M-5] optimize( )
mean, [PSS] power onemean, [PSS] unbalanced
designs optimize() function, [M-5] optimize( )
proportion, [PSS] power oneproportion optimize evaluate() function, [M-5] optimize( )
regression coefficient, [PSS] power trend, optimize evaluate() function, [M-5] optimize( )
[PSS] power cox optimize init() function, [M-5] optimize( )
survivor function, [PSS] power cox optimize init *() functions, [M-5] optimize( )
variance, [PSS] power onevariance optimize query() function, [M-5] optimize( )
variance, see variances, one-sample optimize result *() functions, [M-5] optimize( )
one-sided test, [PSS] power, [PSS] power onemean, options, [U] 11 Language syntax
[PSS] power twomeans, [PSS] power in a programming context, [P] syntax, [P] unab
pairedmeans, [PSS] power oneproportion, repeated, [G-4] concept: repeated options
[PSS] power twoproportions, [PSS] power or operator, [U] 13.2.4 Logical operators
pairedproportions, [PSS] power onevariance, Oracle, reading data from, [D] odbc
[PSS] power twovariances, [PSS] power order command, [D] order
onecorrelation, [PSS] power twocorrelations, order() function, [M-5] sort( )
[PSS] power oneway, [PSS] power cmh, order statistics, [D] egen, [R] lv
[PSS] power mcc, [PSS] power trend,
ordered
[PSS] power cox, [PSS] power exponential,
[PSS] power logrank, [PSS] Glossary complementary log-log regression, [SEM] Glossary
one-step-ahead forecast, see static forecast logistic regression, [BAYES] bayesmh,
[ME] meologit, [SEM] Glossary, [SVY] svy
one-tailed test, [PSS] Glossary, also see one-sided test
estimation
onevariance, power subcommand, [PSS] power
logistic regression imputation, see imputation,
onevariance
ordered logistic regression
one-way analysis of variance, [PSS] power,
logit, [R] ologit, [SEM] example 35g
[PSS] power oneway, [PSS] Glossary,
[R] kwallis, [R] loneway, [R] oneway probit, [R] heckoprobit, [R] oprobit,
[SEM] example 35g, [SEM] example 36g
oneway command, [R] oneway
probit regression, [BAYES] bayesmh,
one-way repeated-measures ANOVA, [PSS] power
[ME] meoprobit, [SEM] Glossary, [SVY] svy
repeated, [PSS] Glossary
estimation
oneway, power subcommand, [PSS] power oneway
probit with sample selection, [SVY] svy estimation
online help, [U] 7 –more– conditions
ordering
opaccum, matrix subcommand, [P] matrix accum
observations, [D] gsort, [D] sort
open, file subcommand, [P] file
variables, [D] order, [D] sort
OpenOffice dates, [D] datetime
ordinal
operating characteristic curve, [IRT] Glossary
exposure, [PSS] power trend
operating system command, [D] cd, [D] copy, [D] dir,
item, [IRT] Glossary
[D] erase, [D] mkdir, [D] rmdir, [D] shell,
[D] type
 Subject index 261

ordinal, continued outcomes, continued

model, [SEM] intro 5, [SEM] example 31g, categorical,
[SEM] example 32g, [SEM] example 35g, logistic, [BAYES] bayesmh, [IRT] irt nrm,
[SEM] example 36g [IRT] irt hybrid, [R] asclogit, [R] clogit,
outcome, see outcomes, ordinal [R] mlogit, [R] nlogit, [R] slogit
outcome model, see outcomes, ordinal probit, [BAYES] bayesmh, [R] asmprobit,
ordinary least squares, see linear regression [R] mprobit
ordination, [MV] mds, [MV] Glossary continuous, power and sample size, [PSS] power
orgtype, [M-2] declarations, [M-6] Glossary onemean, [PSS] power twomeans, [PSS] power
orgtype() function, [M-5] eltype( ) pairedmeans, [PSS] power onevariance,
orientationstyle, [G-4] orientationstyle [PSS] power twovariances, [PSS] power
onecorrelation, [PSS] power twocorrelations,
original data, [MI] Glossary
[PSS] power oneway, [PSS] power twoway,
orthog command, [R] orthog [PSS] power repeated
orthogonal count,
matrix, [M-6] Glossary generalized estimating equations, [XT] xtgee
polynomial, [R] contrast, [R] margins, contrast, multilevel mixed-effects, [ME] menbreg,
[R] orthog [ME] mepoisson, [ME] meqrpoisson,
rotation, [MV] factor postestimation, [MV] rotate, [ME] mestreg
[MV] rotatemat, [MV] Glossary negative binomial, [R] nbreg, [R] tnbreg,
transformation, see orthogonal rotation [R] zinb, [XT] xtnbreg
orthogonalized impulse–response function, [TS] irf, Poisson, [BAYES] bayesmh, [R] cpoisson,
[TS] var intro, [TS] vec intro, [TS] vec, [R] expoisson, [R] ivpoisson, [R] poisson,
[TS] Glossary [R] tpoisson, [R] zip, [TE] etpoisson,
orthonormal basis, [P] matrix svd [XT] xtpoisson
orthpoly command, [R] orthog treatment effects, [TE] eteffects, [TE] etpoisson,
other graph commands, [G-2] graph other [TE] teffects aipw, [TE] teffects ipw,
other, query subcommand, [R] query [TE] teffects ipwra, [TE] teffects nnmatch,
outcome model, [TE] eteffects, [TE] etpoisson, [TE] teffects psmatch, [TE] teffects ra
[TE] etregress, [TE] teffects intro advanced, fractional,
[TE] teffects aipw, [TE] teffects ipwra, beta, [R] betareg
[TE] teffects ra, [TE] Glossary fractional response, [R] fracreg
outcomes, treatment effects, [TE] eteffects, [TE] teffects
binary, ipw, [TE] teffects nnmatch, [TE] teffects
complementary log-log, [R] cloglog, psmatch
[XT] xtcloglog multinomial, see categorical subentry, see ordinal
generalized estimating equations, [XT] xtgee subentry, see rank subentry
glm for binomial family, [BAYES] bayesmh, ordinal,
[R] binreg, [R] glm logistic, [BAYES] bayesmh, [IRT] irt grm,
logistic, [BAYES] bayesmh, [BAYES] bayesmh [IRT] irt pcm, [IRT] irt rsm, [IRT] irt
evaluators, [IRT] irt 1pl, [IRT] irt hybrid, [R] ologit, [R] slogit, [XT] xtologit
2pl, [IRT] irt 3pl, [IRT] irt hybrid, multilevel mixed-effects, [ME] meologit,
[R] exlogistic, [R] logistic, [R] logit, [ME] meoprobit
[R] scobit, [XT] xtlogit, [XT] xtstreg probit, [BAYES] bayesmh, [R] heckoprobit,
multilevel mixed-effects, [ME] mecloglog, [R] oprobit, [XT] xtoprobit
[ME] meglm, [ME] melogit, [ME] meprobit, treatment effect, [TE] teffects multivalued
[ME] meqrlogit polytomous, see categorical subentry, see ordinal
power and sample size, [PSS] power subentry, see rank subentry
oneproportion, [PSS] power twoproportions, rank,
[PSS] power pairedproportions, [PSS] power logistic, [R] rologit
cmh, [PSS] power mcc, [PSS] power trend
probit, [R] asroprobit
probit, [BAYES] bayesmh, [R] biprobit,
survival,
[R] heckprobit, [R] hetprobit, [R] ivprobit,
[R] probit, [XT] xtprobit competing risks, [ST] stcrreg
ROC analysis, [R] rocfit, [R] rocreg Cox, [ST] stcox
treatment effects, [TE] eteffects, [TE] teffects parametric, [ST] streg
aipw, [TE] teffects ipw, [TE] teffects power and sample size, [PSS] power cox,
ipwra, [TE] teffects nnmatch, [TE] teffects [PSS] power exponential, [PSS] power
psmatch, [TE] teffects ra logrank
262 Subject index

outcomes, survival, continued P

treatment effects, [TE] stteffects ipw,
[TE] stteffects ipwra, [TE] stteffects ra, P charts, [G-2] graph other
[TE] stteffects wra P–P plot, [R] diagnostic plots
outer p-value, [SEM] Glossary
fence, [R] lv pac command, [TS] corrgram
product, [D] cross pagesize, set subcommand, [R] more, [R] set
product of the gradient, [R] ml, [R] vce option, paging of screen output, controlling, [P] more,
[SEM] Glossary, [XT] vce options [R] more
outfile command, [D] outfile paired
outliers, [R] lv, [R] qreg, [R] regress postestimation, data, [PSS] Glossary
[R] rreg means, see means, paired
outlines, suppressing, [G-4] linestyle observations, see paired data
outlining regions, [G-3] region options proportions, see proportions, paired
out-of-sample predictions, [R] predict, [R] predictnl, study, [PSS] power, [PSS] power mcc
[U] 20.10.3 Making out-of-sample predictions test, [PSS] Glossary
output, paired-coordinate plots, [G-2] graph twoway pcarrow,
query subcommand, [R] query [G-2] graph twoway pccapsym, [G-2] graph
set subcommand, [P] quietly, [R] set twoway pcscatter, [G-2] graph twoway pcspike
output settings, [P] creturn pairedmeans, power subcommand, [PSS] power
output, pairedmeans
coefficient table, pairedproportions, power subcommand,
automatically widen, [R] set [PSS] power pairedproportions
display settings, [R] set showbaselevels paired-sample test, [PSS] intro, [PSS] power,
[PSS] power pairedmeans, [PSS] power
format settings, [R] set cformat
pairedproportions
controlling the scrolling of, [R] more
means, [PSS] power pairedmeans
displaying, [P] display, [P] smcl
proportions, [PSS] power pairedproportions
formatting numbers, [D] format
pairwise
printing, [R] translate, [U] 15 Saving and printing
combinations, [D] cross, [D] joinby
output—log files
comparisons, [MV] intro, [R] margins, pwcompare,
recording, [R] log
[R] marginsplot, [R] pwcompare, [R] pwmean,
suppressing, [P] quietly [U] 20.17 Obtaining pairwise comparisons
outside values, [R] lv correlation, [R] correlate
over() option, [G-2] graph bar, [G-2] graph box, pairwise, estat subcommand, [MV] mds
[G-2] graph dot postestimation
overdispersion, [ME] menbreg, [ME] mepoisson, palette color command, [G-2] palette
[ME] meqrpoisson, [ME] mestreg,
palette linepalette command, [G-2] palette
[ME] Glossary, see imputation, overdispersed
count data palette smclsymbolpalette command,
[G-2] palette
overid, estat subcommand, [R] gmm postestimation,
[R] ivpoisson postestimation, [R] ivregress palette symbolpalette command, [G-2] palette
postestimation panel data, [BAYES] bayesmh, [M-5] panelsetup( ),
overidentifying restrictions, [XT] Glossary [MI] mi estimate, [U] 26.20 Panel-data models,
[XT] Glossary
tests of, [R] gmm postestimation, [R] ivpoisson
postestimation, [R] ivregress postestimation, panel-corrected standard error, [XT] xtpcse,
[XT] xtabond, [XT] xtabond postestimation, [XT] Glossary
[XT] xtdpd, [XT] xtdpdsys, [XT] xtdpdsys panels, variable identifying, [XT] xtset
postestimation panelsetup() function, [M-5] panelsetup( )
overlap assumption, [TE] teffects intro, [TE] teffects panelstats() function, [M-5] panelsetup( )
intro advanced, [TE] teffects overlap, panelsubmatrix() function, [M-5] panelsetup( )
[TE] Glossary panelsubview() function, [M-5] panelsetup( )
overlap, teffects subcommand, [TE] teffects parallel number list, [PSS] power
overlap parameter
overloading, class program names, [P] class constraints, [SEM] estat ginvariant,
ovtest, estat subcommand, [R] regress [SEM] Glossary
postestimation trace files, [MI] mi impute mvn, [MI] mi ptrace
 Subject index 263

parameter, continued path, continued

values, obtaining symbolic names, see gsem option model, [SEM] intro 5
coeflegend, see sem option coeflegend notation, [SEM] intro 2, [SEM] intro 3,
parameterized curves, [D] range [SEM] gsem path notation extensions,
parameters, [SEM] Glossary [SEM] sem and gsem path notation, [SEM] sem
combinations of, [SEM] lincom, [SEM] nlcom path notation extensions, [SEM] Glossary
system, see system parameters pathasciisuffix() function, [M-5] pathjoin( )
parametric pathbasename() function, [M-5] pathjoin( )
methods, [MV] Glossary pathisabs() function, [M-5] pathjoin( )
spectral density estimation, [TS] psdensity pathisurl() function, [M-5] pathjoin( )
survival models, [ST] streg, [SVY] svy estimation pathjoin() function, [M-5] pathjoin( )
PARCH, see power autoregressive conditional pathlist() function, [M-5] pathjoin( )
heteroskedasticity pathrmsuffix() function, [M-5] pathjoin( )
parsedistance, cluster subcommand, [MV] cluster paths, [P] creturn, [U] 11.6 Filenaming conventions
programming utilities pathsearchlist() function, [M-5] pathjoin( )
parsimax rotation, [MV] rotate, [MV] rotatemat, pathsplit() function, [M-5] pathjoin( )
[MV] Glossary pathstatasuffix() function, [M-5] pathjoin( )
parsing, [M-5] tokenget( ), [M-5] tokens( ), pathsubsysdir() function, [M-5] pathjoin( )
[P] gettoken, [P] numlist, [P] syntax, pathsuffix() function, [M-5] pathjoin( )
[P] tokenize, [U] 18.4 Program arguments pattern
partial matching, [M-5] strmatch( )
autocorrelation function, [TS] corrgram, of missing values, [R] misstable
[TS] Glossary of missingness, [MI] intro substantive, [MI] mi
correlation, [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
partially specified target rotation, [MV] rotate, twoway pcarrowi
[MV] rotatemat, [MV] Glossary
pcbarrow, graph twoway subcommand, [G-2] graph
partition cluster-analysis methods, [MV] cluster kmeans twoway pcarrow
and kmedians, [MV] Glossary
pccapsym, graph twoway subcommand, [G-2] graph
partition clustering, see partition cluster-analysis twoway pccapsym
methods
pchart command, [R] qc
partitioned matrices, [P] matrix define
pchi command, [R] diagnostic plots
partitioning memory, [U] 6 Managing memory
pci, graph twoway subcommand, [G-2] graph twoway
Parzen kernel function, [G-2] graph twoway kdensity, pci
[G-2] graph twoway lpoly, [R] kdensity,
pclose, [SEM] example 4
[R] lpoly, [R] qreg, [TE] tebalance density,
[TE] tebalance overid, [TE] teffects overlap PCM, see partial credit model
passive imputation, see imputation, passive pcm, irt subcommand, [IRT] irt pcm, [IRT] irt pcm
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
pcscatter, graph twoway subcommand, [G-2] graph
path, [SEM] Glossary
twoway pcscatter
adding, [SEM] intro 6
PCSE, see panel-corrected standard error
coefficients, [SEM] Glossary
pcspike, graph twoway subcommand, [G-2] graph
constraining, [SEM] intro 4 twoway pcspike
diagrams, [SEM] intro 2, [SEM] intro 3, pctile(), egen function, [D] egen
[SEM] Glossary
pctile command, [D] pctile
264 Subject index

pctile command, [D] pctile phtest, estat subcommand, [ST] stcox PH-
PDF, [G-2] graph export, [R] translate assumption tests
create, [M-5] Pdf*( ) pi built-in variable, [U] 11.3 Naming conventions
Pdf*() functions, [M-5] Pdf*( ) pi() function, [M-5] sin( )
Pearson pi, value of, [U] 11.3 Naming conventions,
coefficient similarity measure, [U] 13.4 System variables ( variables)
[MV] measure option pie charts, [G-2] graph pie
goodness-of-fit test, [R] estat gof, [R] logistic pie, graph subcommand, [G-2] graph pie
postestimation, [R] poisson postestimation piece macro extended function, [P] macro
product-moment correlation coefficient, [R] correlate piecewise
residual, [ME] mecloglog postestimation, cubic functions, [R] mkspline
[ME] meglm postestimation, [ME] melogit linear functions, [R] mkspline
postestimation, [ME] menbreg postestimation, Pillai’s trace statistic, [MV] canon, [MV] manova,
[ME] mepoisson postestimation, [ME] meprobit [MV] mvtest means, [MV] Glossary
postestimation, [ME] meqrlogit postestimation, pinnable, set subcommand, [R] set
[ME] meqrpoisson postestimation, pinv() function, [M-5] pinv( )
[ME] mestreg postestimation, [R] binreg
pinv() function, [M-5] pinv( )
postestimation, [R] estat gof, [R] glm
postestimation, [R] logistic postestimation, pk, see pharmacokinetic data
[R] logit postestimation pkcollapse command, [R] pkcollapse
Pearson’s correlation, [PSS] power onecorrelation, pkcross command, [R] pkcross
[PSS] power twocorrelations, [PSS] Glossary pkequiv command, [R] pkequiv
penalized log-likelihood function, [ST] stcox, pkexamine command, [R] pkexamine
[ST] Glossary .pkg filename suffix, [R] net
percentiles, pkshape command, [R] pkshape
create pksumm command, [R] pksumm
dataset of, [D] collapse Plackett–Luce model, [R] rologit
variable containing, [D] codebook, [D] egen, plain ASCII, [ I ] Glossary
[D] pctile platforms for which Stata is available,
displaying, [R] centile, [R] lv, [R] summarize, [U] 5.1 Platforms
[R] table, [R] tabstat play, graph subcommand, [G-2] graph play
perfect prediction, see imputation, perfect prediction play() option, [G-3] play option
pergram command, [TS] pergram playsnd, set subcommand, [R] set
perhapsequilc() function, [M-5] equilrc( ) plegend() option, [G-3] legend options
perhapsequilr() function, [M-5] equilrc( ) plot, definition, [G-4] pstyle
perhapsequilrc() function, [M-5] equilrc( ) plot, ml subcommand, [R] ml
period, estat subcommand, [TS] ucm postestimation plot region, [G-3] region options
periodogram, [G-2] graph other, [TS] pergram, suppressing border around, [G-3] region options
[TS] psdensity, [TS] Glossary plotregion() option, [G-3] region options
permname macro extended function, [P] macro plotregionstyle, [G-4] plotregionstyle
permutation matrix and vector, [M-1] permutation, plottypes
[M-5] invorder( ), [M-6] Glossary base, [G-3] advanced options
permutation test, [R] permute derived, [G-3] advanced options
permutations, [M-5] cvpermute( ) plugin option, [P] plugin, [P] program
permute prefix command, [R] permute plugin,
person location, [IRT] Glossary Java, [P] java, [P] javacall
personal command, [P] sysdir loading, [P] plugin
PERSONAL directory, [P] sysdir, [U] 17.5 Where does plural() function, [FN] String functions
Stata look for ado-files? PLUS directory, [P] sysdir, [U] 17.5 Where does Stata
person-time, [ST] stptime look for ado-files?
pformat, set subcommand, [R] set, [R] set cformat PMM imputation, see imputation, predictive mean
pharmaceutical statistics, [R] pk, [R] pksumm matching
pharmacokinetic data, [R] pk, PNG, [G-3] png options
[R] pkcollapse, [R] pkcross, [R] pkequiv, pnorm command, [R] diagnostic plots
[R] pkexamine, [R] pkshape, [R] pksumm, point estimate, [SVY] Glossary
[U] 26.29 Pharmacokinetic data point-and-click analysis, see graphical user interface
pharmacokinetic plots, [G-2] graph other pointers, [M-2] pointers, [M-2] ftof,
phase function, [TS] Glossary [M-5] findexternal( ), [M-6] Glossary
Phillips–Perron test, [TS] pperron
 Subject index 265

points, connecting, [G-3] connect options, pooled estimator, [XT] Glossary

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

posterior, continued posttreatment mean, see means, posttreatment

mode, [BAYES] intro, [IRT] irt 1pl postestimation, postulated value, [PSS] power, [PSS] Glossary
[IRT] irt 2pl postestimation, [IRT] irt 3pl postutil
postestimation, [IRT] irt grm postestimation, clear command, [P] postfile
[IRT] irt nrm postestimation, [IRT] irt pcm dir command, [P] postfile
postestimation, [IRT] irt rsm postestimation, potential outcome, [TE] eteffects, [TE] etpoisson,
[IRT] irt hybrid postestimation, [IRT] Glossary, [TE] etpoisson postestimation, [TE] etregress,
[ME] mecloglog postestimation, [ME] meglm [TE] tebalance box, [TE] tebalance density,
postestimation, [ME] melogit postestimation, [TE] tebalance overid, [TE] tebalance
[ME] menbreg postestimation, [ME] meologit summarize, [TE] teffects intro, [TE] teffects
postestimation, [ME] meoprobit postestimation, intro advanced, [TE] teffects aipw, [TE] teffects
[ME] mepoisson postestimation, [ME] meprobit ipw, [TE] teffects ipwra, [TE] teffects
postestimation, [ME] mestreg postestimation, nnmatch, [TE] teffects overlap, [TE] teffects
[ME] Glossary postestimation, [TE] teffects psmatch,
odds, [BAYES] intro, [BAYES] bayes, [TE] teffects ra, [TE] Glossary
[BAYES] bayesstats ic, [BAYES] bayestest potential-outcome means, [TE] eteffects, [TE] teffects
model, [BAYES] Glossary intro, [TE] teffects intro advanced, [TE] teffects
predictive distribution, [BAYES] intro, aipw, [TE] teffects ipw, [TE] teffects ipwra,
[BAYES] Glossary [TE] teffects multivalued, [TE] teffects ra,
probabilities, [BAYES] intro, [BAYES] bayes, [TE] Glossary
[BAYES] bayesmh, [BAYES] bayestest interval, survival time, [TE] stteffects ipw, [TE] stteffects
[BAYES] bayestest model, [MV] Glossary ipwra, [TE] stteffects ra, [TE] stteffects wra
postest command, [R] postest poverty indices, [R] inequality
postestimation power, [M-2] op arith, [M-2] op colon,
command, [BAYES] bayesgraph, [M-5] matpowersym( ), [PSS] Glossary,
[BAYES] bayesstats ess, [BAYES] bayesstats [ST] Glossary, [U] 19.3 The power command,
ic, [BAYES] bayesstats summary, [U] 26.31 Power and sample-size analysis
[BAYES] bayestest interval, [BAYES] bayestest analysis, see power and sample-size analysis
model, [MI] mi estimate postestimation, and sample-size analysis, [PSS] GUI, [PSS] power,
[P] estat programming, [R] contrast, [PSS] power onemean, [PSS] power twomeans,
[R] estat, [R] estat ic, [R] estat summarize, [PSS] power pairedmeans, [PSS] power
[R] estat vce, [R] estimates, [R] hausman, oneproportion, [PSS] power twoproportions,
[R] lincom, [R] linktest, [R] lrtest, [R] margins, [PSS] power pairedproportions, [PSS] power
[R] margins, contrast, [R] margins, onevariance, [PSS] power twovariances,
pwcompare, [R] marginsplot, [R] nlcom, [PSS] power onecorrelation, [PSS] power
[R] postest, [R] predict, [R] predictnl, twocorrelations, [PSS] power oneway,
[R] pwcompare, [R] suest, [R] test, [R] testnl, [PSS] power twoway, [PSS] power repeated,
[SEM] intro 7, [SEM] gsem postestimation, [PSS] power cmh, [PSS] power mcc,
[SEM] sem postestimation, [ST] stcurve, [PSS] power trend, [PSS] power cox,
[SVY] estat, [SVY] svy postestimation, [PSS] power exponential, [PSS] power logrank,
[TE] stteffects postestimation, [TE] tebalance [PSS] unbalanced designs, [PSS] Glossary
box, [TE] tebalance density, [TE] tebalance
goals of, [PSS] intro
overid, [TE] tebalance summarize, [TE] teffects
overlap, [TE] teffects postestimation, [TS] estat prospective, [PSS] intro
acplot, [TS] estat aroots, [TS] estat sbknown, retrospective, [PSS] intro
[TS] estat sbsingle, [TS] fcast compute, autoregressive conditional heteroskedasticity,
[TS] fcast graph, [TS] irf, [TS] psdensity, [TS] arch
[TS] vargranger, [TS] varlmar, [TS] varnorm, curve, [PSS] power, [PSS] power, graph,
[TS] varsoc, [TS] varstable, [TS] varwle, [PSS] Glossary
[TS] veclmar, [TS] vecnorm, [TS] vecstable determination, [PSS] power, [PSS] power
interface, [R] postest onemean, [PSS] power twomeans, [PSS] power
Postestimation Selector, [R] postest pairedmeans, [PSS] power oneproportion,
postestimation, predicted values, [SEM] intro 7, [PSS] power twoproportions, [PSS] power
[SEM] example 14, [SEM] example 28g, pairedproportions, [PSS] power onevariance,
[SEM] predict after gsem, [SEM] predict after [PSS] power twovariances, [PSS] power
sem onecorrelation, [PSS] power twocorrelations,
postfile command, [P] postfile [PSS] power oneway, [PSS] power twoway,
[PSS] power repeated, [PSS] power cmh,
PostScript, [G-2] graph export, [G-3] eps options,
[PSS] power mcc, [PSS] power trend,
[G-3] ps options, [G-4] text
[PSS] power cox, [PSS] power exponential,
poststratification, [SVY] poststratification,
[SVY] Glossary
 Subject index 267

power determination, continued predicted values, see postestimation, predicted values

[PSS] power logrank, [PSS] unbalanced predictions, [R] predict, [R] predictnl, [SVY] svy
designs, [PSS] Glossary postestimation, see multiple imputation,
function, [PSS] Glossary prediction
graph, see power curve Bayesian, see Bayesian, prediction
graphical output, [PSS] power, graph obtaining after estimation, [MI] mi predict,
tabular output, [PSS] power, table [P] predict
transformations, [R] boxcox, [R] lnskew0 standard error of, [R] glm, [R] predict, [R] regress
power postestimation
cmh command, [PSS] power cmh predictive margins, [SVY] Glossary,
command, [PSS] intro, [PSS] GUI, [PSS] power, [U] 20.15 Obtaining marginal means, adjusted
[PSS] power, graph, [PSS] power, table predictions, and predictive margins
cox command, [PSS] power cox predictive mean matching imputation, see imputation,
exponential command, [PSS] power exponential predictive mean matching
logrank command, [PSS] power logrank predictnl command, [R] predictnl, [SVY] svy
postestimation
mcc command, [PSS] power mcc
predictnl, mi subcommand, [MI] mi predict
onecorrelation command, [PSS] power
onecorrelation prefix command, [R] bootstrap, [R] fp, [R] jackknife,
[R] mfp, [R] nestreg, [R] permute, [R] simulate,
onemean command, [PSS] power onemean
[R] stepwise, [R] xi, [U] 11.1.10 Prefix
oneproportion command, [PSS] power commands
oneproportion
Pregibon delta beta influence statistic, see delta beta
onevariance command, [PSS] power onevariance influence statistic
oneway command, [PSS] power oneway preprocessor commands, [R] #review
pairedmeans command, [PSS] power pairedmeans preserve command, [P] preserve
pairedproportions command, [PSS] power preserving data, [P] preserve
pairedproportions
preserving user’s data, [P] preserve
repeated command, [PSS] power repeated
pretreatment mean, see means, pretreatment
trend command, [PSS] power trend
prevalence studies, see case–control data
twocorrelations command, [PSS] power
prevented fraction, [R] epitab
twocorrelations
prewhiten, [XT] Glossary
twomeans command, [PSS] power twomeans
primary sampling unit, [SVY] svydescribe,
twoproportions command, [PSS] power
[SVY] svyset, [SVY] Glossary
twoproportions
priming values, [TS] Glossary
twovariances command, [PSS] power
twovariances principal
twoway command, [PSS] power twoway component analysis, [MV] pca, [MV] Glossary
power, raise to, function, see arithmetic operators factors analysis, [MV] factor
pperron command, [TS] pperron print,
pragma, [M-2] pragma, [M-6] Glossary graph subcommand, [G-2] graph print
pragma unset, [M-2] pragma print command, [R] translate
pragma unused, [M-2] pragma printcolor, set subcommand, [G-2] set printcolor,
[R] set
prais command, [TS] prais, [TS] prais postestimation
printf() function, [M-5] printf( )
Prais–Winsten regression, [TS] prais, [TS] prais
postestimation, [TS] Glossary, [XT] xtpcse printing graphs, [G-2] graph print, [G-3] pr options
precision, [U] 13.12 Precision and problems therein exporting options, [G-2] graph set
predetermined variable, [XT] Glossary settings, [G-2] graph set
predict command, [P] predict printing, logs (output), [R] translate, [U] 15 Saving
and printing output—log files
predict command, [P] ereturn, [P] estimates,
[R] predict, [R] regress postestimation, prior distribution, [BAYES] intro, [BAYES] bayes,
[SEM] intro 7, [SEM] example 14, [BAYES] bayesmh, [BAYES] Glossary
[SEM] example 28g, [SEM] predict prior odds, [BAYES] intro, [BAYES] bayes,
after gsem, [SEM] predict after sem, [BAYES] bayesstats ic, [BAYES] bayestest
[SVY] svy postestimation, [TE] stteffects model, [BAYES] Glossary
postestimation, [TE] teffects postestimation, prior probabilities, [BAYES] intro, [BAYES] bayes,
[U] 20.10 Obtaining predicted values [BAYES] bayesmh, [BAYES] bayestest model,
predict, estat subcommand, [R] exlogistic [MV] Glossary
postestimation private, [M-2] class
predict, mi subcommand, [MI] mi predict
268 Subject index

probability programming, [P] syntax

of a type I error, [PSS] power, [PSS] Glossary cluster analysis, [MV] cluster programming
of a type II error, [PSS] power, [PSS] Glossary utilities
probability weight, see sampling weight cluster subcommands, [MV] cluster programming
probit command, [R] probit, [R] probit subroutines
postestimation cluster utilities, [MV] cluster programming
probit option, see gsem option probit subroutines
probit regression, [R] probit, [SEM] Glossary, dialog, [P] dialog programming
[SVY] svy estimation estat, [P] estat programming
alternative-specific multinomial probit, functions, [M-4] programming
[R] asmprobit limits, [R] limits
alternative-specific rank-ordered, [R] asroprobit Mac, [P] window programming, [P] window
Bayesian, [BAYES] bayesmh fopen, [P] window manage, [P] window menu,
bivariate, [R] biprobit [P] window push, [P] window stopbox
generalized estimating equations, [XT] xtgee menus, [P] window programming, [P] window
generalized linear model, [R] glm menu
heteroskedastic, [R] hetprobit rotations, [MV] rotate
mixed-effects, [ME] meprobit, also see ordered use, [M-1] ado
probit regression Windows, [P] window programming, [P] window
multinomial, [R] mprobit fopen, [P] window manage, [P] window menu,
ordered, [R] heckoprobit, [R] oprobit [P] window push, [P] window stopbox
population-averaged, [XT] xtgee, [XT] xtprobit programs, clear subcommand, [D] clear
random-effects, [XT] xtoprobit, [XT] xtprobit programs,
two-equation, [R] biprobit adding comments to, [P] comments
with endogenous covariates, [R] ivprobit, [SVY] svy debugging, [P] trace
estimation dropping, [P] discard
with sample selection, [R] heckprobit, [SVY] svy looping, [P] continue
estimation user-written, see ado-files
procedure codes, [D] icd, [D] icd9 Project Manager, [P] Project Manager
processors, set subcommand, [R] set projection matrix, diagonal elements of, [R] binreg
procoverlay command, [MV] procrustes postestimation, [R] clogit postestimation,
postestimation [R] glm postestimation, [R] logistic
procrustes command, [MV] procrustes, postestimation, [R] logit postestimation,
[MV] procrustes postestimation [R] regress postestimation, [R] rreg
postestimation
Procrustes rotation, [MV] procrustes, [MV] Glossary
projection plot, [G-2] graph twoway contour,
Procrustes transformation, see Procrustes rotation
[G-2] graph twoway contourline
product, [M-2] op arith, [M-2] op colon,
projmanager command, [P] Project Manager
[M-2] op kronecker, [M-5] cross( ),
[M-5] crossdev( ), [M-5] quadcross( ) promax power rotation, [MV] rotate, [MV] rotatemat,
[MV] Glossary
production
promax rotation, [MV] rotate
frontier model, [R] frontier, [XT] xtfrontier
propensity score, [TE] stteffects postestimation,
function, [XT] Glossary
[TE] teffects intro, [TE] teffects intro advanced,
product-moment correlation, [R] correlate [TE] teffects postestimation, [TE] teffects
between ranks, [R] spearman psmatch, [TE] Glossary
profile plots, [R] marginsplot propensity-score matching, [TE] teffects intro,
profiles, estat subcommand, [MV] ca [TE] teffects intro advanced, [TE] teffects
postestimation psmatch, [TE] Glossary
program proper imputation method, [MI] intro substantive
define command, [P] plugin, [P] program, proper values, [M-5] eigensystem( )
[P] program properties properties, [P] program properties
dir command, [P] program properties macro extended function, [P] macro
drop command, [P] program proportion command, [R] proportion,
list command, [P] program [R] proportion postestimation
program properties, [P] program properties proportional
programmer’s commands and utilities, [MI] mi select, hazards model, [ST] Glossary, [SVY] svy
[MI] styles, [MI] technical estimation, also see Cox proportional hazards
model
hazards models, see survival analysis
 Subject index 269

proportional, continued pstyle() option, [G-2] graph twoway scatter,

odds assumption, [R] ologit [G-3] rspike options, [G-4] pstyle
relaxed, [R] slogit PSU, see primary sampling unit
odds model, [R] ologit .ptrace file, [MI] mi impute mvn, [MI] mi ptrace
sampling, [D] sample, [R] bootstrap ptrace, mi subcommand, [MI] mi ptrace
proportions, [PSS] power public, [M-2] class
confidence intervals for, [R] ci push, window subcommand, [P] window
control-group, [PSS] power twoproportions, programming, [P] window push
[PSS] power cmh putexcel
correlated, see proportions, paired clear command, [P] putexcel, [P] putexcel
discordant, [PSS] power pairedproportions advanced
estimating, [R] proportion command, [P] putexcel, [P] putexcel advanced
experimental-group, [PSS] power twoproportions, describe command, [P] putexcel, [P] putexcel
[PSS] power cmh advanced
independent, see proportions, two-sample set command, [P] putexcel, [P] putexcel advanced
marginal, [PSS] power pairedproportions, putmata command, [D] putmata
[PSS] Glossary p-value, [PSS] Glossary
of exposed cases, [PSS] power mcc pwcompare command, [R] pwcompare,
of exposed controls, [PSS] power mcc [R] pwcompare postestimation, [SEM] intro 7,
one-sample, [PSS] power oneproportion [SVY] svy postestimation, [U] 20.17 Obtaining
paired, [PSS] power pairedproportions pairwise comparisons
stratified test, [PSS] power cmh pwcorr command, [R] correlate
survey data, [SVY] svy estimation, pwd command, [D] cd
[SVY] svy: tabulate oneway, pwd() function, [M-5] chdir( )
[SVY] svy: tabulate twoway pweight, see sampling weight
test of marginal homogeneity, [PSS] power mcc [pweight=exp] modifier, [U] 11.1.6 weight,
testing equality of, [R] bitest, [R] prtest [U] 20.23.3 Sampling weights
two-sample, [PSS] power twoproportions, pwmean command, [R] pwmean, [R] pwmean
[PSS] power pairedproportions postestimation
proportions, pyramid, population, [G-2] graph twoway bar
ci subcommand, [R] ci
cii subcommand, [R] ci
Q
proposal distribution, [BAYES] intro,
[BAYES] bayesmh, [BAYES] bayesgraph, Q–Q plot, [R] diagnostic plots
[BAYES] Glossary Q statistic, see portmanteau statistic
prospective study, [PSS] power, [PSS] Glossary, qc charts, see quality control charts
[R] epitab, also see incidence studies qchi command, [R] diagnostic plots
protected, [M-2] class QDA, see quadratic discriminant analysis
proximity, [MV] Glossary qda, discrim subcommand, [MV] discrim qda
prtest command, [R] prtest qfit, graph twoway subcommand, [G-2] graph
prtesti command, [R] prtest twoway qfit
psdensity command, [TS] psdensity qfitci, graph twoway subcommand, [G-2] graph
pseudo R-squared, [R] maximize twoway qfitci
pseudoconvergence, [BAYES] intro, qladder command, [R] ladder
[BAYES] bayesmh, [BAYES] bayesgraph, QML, see quasimaximum likelihood
[BAYES] Glossary qnorm command, [R] diagnostic plots
pseudofunctions, [D] datetime, [FN] Programming qofd() function, [D] datetime, [FN] Date and time
functions, [FN] Random-number functions functions, [M-5] date( )
pseudoguessing parameter, [IRT] irt 3pl qqplot command, [R] diagnostic plots
pseudoinverse, [M-5] pinv( ) QR decomposition, [M-5] qrd( ), [ME] meqrlogit,
pseudolikelihood, [SVY] Glossary [ME] meqrpoisson, [ME] Glossary
pseudosigmas, [R] lv qrd() function, [M-5] qrd( )
psi function, [FN] Mathematical functions qrdp() function, [M-5] qrd( )
psmatch, teffects subcommand, [TE] teffects qreg command, [R] qreg, [R] qreg postestimation
psmatch qrinv() function, [M-5] qrinv( )
PSS analysis, see power and sample-size analysis qrinv() function, [M-5] qrinv( )
PSS Control Panel, [PSS] GUI, [PSS] Glossary qrsolve() function, [M-5] qrsolve( )
pstyle, [G-4] pstyle qrsolve() function, [M-5] qrsolve( )
270 Subject index

qtolerance() option, [R] maximize qualitative dependent variables, continued

quad precision, [M-5] mean( ), [M-5] quadcross( ), [ME] meqrlogit, [R] asclogit, [R] asmprobit,
[M-5] runningsum( ), [M-5] sum( ) [R] asroprobit, [R] binreg, [R] biprobit,
quadchk command, [XT] quadchk [R] brier, [R] clogit, [R] cloglog, [R] cusum,
quadcolsum() function, [M-5] sum( ) [R] exlogistic, [R] glm, [R] heckoprobit,
quadcorrelation() function, [M-5] mean( ) [R] heckprobit, [R] hetprobit, [R] ivprobit,
[R] logistic, [R] logit, [R] mlogit, [R] mprobit,
quadcross() function, [M-5] quadcross( )
[R] nlogit, [R] ologit, [R] oprobit,
quadcrossdev() function, [M-5] quadcross( ) [R] probit, [R] rocfit, [R] rocreg, [R] rologit,
quadmeanvariance() function, [M-5] mean( ) [R] scobit, [R] slogit, [SVY] svy estimation,
quadrant() function, [M-5] sign( ) [U] 26.7 Binary-outcome qualitative dependent-
quadratic discriminant analysis, [MV] discrim qda, variable models, [U] 26.11 Multiple-outcome
[MV] Glossary qualitative dependent-variable models,
quadratic terms, [SVY] svy postestimation [U] 26.20.4 Qualitative dependent-variable
quadrature, [SEM] Glossary, [XT] Glossary models with panel data, [XT] xtcloglog,
Gauss–Hermite, [IRT] irt 1pl, [IRT] irt 2pl, [XT] xtgee, [XT] xtlogit, [XT] xtologit,
[IRT] irt 3pl, [IRT] irt grm, [IRT] irt nrm, [XT] xtoprobit, [XT] xtprobit, [XT] xtstreg
[IRT] irt pcm, [IRT] irt rsm, [IRT] irt hybrid, quality control charts, [G-2] graph other, [R] qc,
[IRT] Glossary, [ME] me, [ME] mecloglog, [R] serrbar
[ME] meglm, [ME] melogit, [ME] menbreg, quantile command, [R] diagnostic plots
[ME] meologit, [ME] meoprobit, quantile–normal plots, [R] diagnostic plots
[ME] mepoisson, [ME] meprobit, quantile plots, [G-2] graph other, [R] diagnostic plots
[ME] meqrlogit, [ME] meqrpoisson, quantile–quantile plots, [G-2] graph other,
[ME] mestreg, [ME] mixed, [ME] Glossary, [R] diagnostic plots
[SEM] methods and formulas for gsem, quantile regression, [R] qreg
[XT] quadchk
quantiles, see percentiles, displaying, see percentiles
mean–variance adaptive Gauss–Hermite, [IRT] irt
quantiles, estat subcommand, [MV] mds
1pl, [IRT] irt 2pl, [IRT] irt 3pl, [IRT] irt
postestimation
grm, [IRT] irt nrm, [IRT] irt pcm, [IRT] irt
rsm, [IRT] irt hybrid, [IRT] Glossary, quarter() function, [D] datetime, [FN] Date and
[ME] me, [ME] mecloglog, [ME] meglm, time functions, [M-5] date( )
[ME] melogit, [ME] menbreg, [ME] meologit, quarterly() function, [D] datetime, [D] datetime
[ME] meoprobit, [ME] mepoisson, translation, [FN] Date and time functions,
[ME] meprobit, [ME] meqrlogit, [M-5] date( )
[ME] meqrpoisson, [ME] mestreg, [ME] mixed, quartimax rotation, [MV] rotate, [MV] rotatemat,
[ME] Glossary, [SEM] methods and formulas [MV] Glossary
for gsem quartimin rotation, [MV] rotate, [MV] rotatemat,
mode-curvature adaptive Gauss–Hermite, [IRT] irt [MV] Glossary
1pl, [IRT] irt 2pl, [IRT] irt 3pl, [IRT] irt quasimaximum likelihood, [SEM] Glossary
grm, [IRT] irt nrm, [IRT] irt pcm, [IRT] irt query
rsm, [IRT] irt hybrid, [IRT] Glossary, command, [R] query
[ME] me, [ME] mecloglog, [ME] meglm, efficiency command, [R] query
[ME] melogit, [ME] menbreg, [ME] meologit, graphics command, [G-2] set graphics, [G-2] set
[ME] meoprobit, [ME] mepoisson, printcolor, [G-2] set scheme, [R] query
[ME] meprobit, [ME] meqrlogit, interface command, [R] query
[ME] meqrpoisson, [ME] mestreg, [ME] mixed,
mata command, [R] query
[ME] Glossary, [SEM] methods and formulas
for gsem memory command, [D] memory, [R] query
nonadaptive Gauss–Hermite, see quadrature, Gauss– network command, [R] query
Hermite other command, [R] query
quadrowsum() function, [M-5] sum( ) output command, [R] query
quadrunningsum() function, [M-5] runningsum( ) trace command, [R] query
quadrunningsum() function, [M-5] runningsum( ) unicode command, [R] query
quadsum() function, [M-5] sum( ) update command, [R] query
quadvariance() function, [M-5] mean( ) query,
qualitative dependent variables, [BAYES] bayesmh, cluster subcommand, [MV] cluster programming
[IRT] irt 1pl, [IRT] irt 2pl, [IRT] irt 3pl, utilities
[IRT] irt grm, [IRT] irt nrm, [IRT] irt pcm, estimates subcommand, [R] estimates store
[IRT] irt rsm, [IRT] irt hybrid, [ME] mecloglog, file subcommand, [P] file
[ME] meglm, [ME] melogit, [ME] meologit,
[ME] meoprobit, [ME] meprobit,
 Subject index 271

query, continued random, continued

forecast subcommand, [TS] forecast query numbers, normally distributed, [FN] Random-
graph subcommand, [G-2] graph query number functions, [M-5] runiform( ), [R] set
icd10 subcommand, [D] icd10 rng, [R] set seed, [D] generate
icd9 subcommand, [D] icd9 order, test for, [R] runtest
icd9p subcommand, [D] icd9 sample, [D] sample, [R] bootstrap, [U] 21.3 If you
log subcommand, [R] log run out of memory
mi subcommand, [MI] mi describe slope, [SEM] example 38g
ml subcommand, [R] ml variates, [FN] Random-number functions, [R] set
net subcommand, [R] net rng, [R] set seed, [M-5] runiform( )
odbc subcommand, [D] odbc walk, [TS] Glossary
translator subcommand, [R] translate random-coefficients
transmap subcommand, [R] translate linear regression, [XT] xtrc
update subcommand, [R] update model, [BAYES] bayesmh, [U] 26.20.7 Random-
coefficients model with panel data,
webuse subcommand, [D] webuse
[XT] Glossary
querybreakintr() function, [M-5] setbreakintr( )
random-effects model, [BAYES] bayesmh,
quick reference, [D] data types, [D] missing values [ME] Glossary, [R] anova, [R] loneway,
quietly prefix, [P] quietly [SEM] example 38g, [SEM] Glossary,
quit Mata, [M-3] end [XT] xtabond, [XT] xtcloglog, [XT] xtdpd,
quitting Stata, see exit command [XT] xtdpdsys, [XT] xtgee, [XT] xthtaylor,
quotes [XT] xtintreg, [XT] xtivreg, [XT] xtlogit,
to delimit strings, [U] 18.3.5 Double quotes [XT] xtnbreg, [XT] xtologit, [XT] xtoprobit,
to expand macros, [P] macro, [U] 18.3.1 Local [XT] xtpoisson, [XT] xtprobit, [XT] xtreg,
macros [XT] xtregar, [XT] xtstreg, [XT] xttobit,
[XT] Glossary
multilevel mixed-effects models, [ME] me,
R [ME] mecloglog, [ME] meglm, [ME] melogit,
[ME] menbreg, [ME] meologit,
r() function, [FN] Programming functions [ME] meoprobit, [ME] mepoisson,
[ME] meprobit, [ME] meqrlogit,
r() stored results, [P] discard, [P] return, [R] stored
[ME] meqrpoisson, [ME] mestreg, [ME] mixed
results, [U] 18.8 Accessing results calculated by
other programs, [U] 18.10.1 Storing results in randomized controlled trial study, [PSS] power,
r() [PSS] Glossary
r(functions) macro extended function, [P] macro random-number
r(macros) macro extended function, [P] macro function, [FN] Random-number functions,
[M-5] runiform( ), [R] set rng, [R] set seed,
r(matrices) macro extended function, [P] macro
[D] generate
r(scalars) macro extended function, [P] macro
generator, [FN] Random-number functions,
R charts, [G-2] graph other
[M-5] runiform( ), [R] set seed
R dates, [D] datetime
generator setting, [R] set rng
r1title() option, [G-3] title options
seed, [BAYES] bayesmh, [MI] mi impute, [R] set
R2 , [SEM] estat eqgof seed
r2title() option, [G-3] title options random-order test, [R] runtest
ra, stteffects subcommand, [TE] stteffects ra range
ra, teffects subcommand, [TE] teffects ra chart, [R] qc
radians, [FN] Mathematical functions of data, [D] codebook, [D] inspect, [R] lv,
raise to a power function, [U] 13.2.1 Arithmetic [R] stem, [R] summarize, [R] table, [R] tabstat,
operators [XT] xtsum
Ramsey test, [R] regress postestimation operators, [M-2] op range
random plots, [G-3] rcap options
coefficient, [BAYES] bayesmh, [ME] Glossary spikes, [G-3] rspike options
effects, [BAYES] Glossary, [PSS] Glossary subscripts, see subscripts
linear form, [BAYES] Glossary vector, [M-5] range( )
parameters, [BAYES] Glossary range command, [D] range
variable, [BAYES] Glossary range() function, [M-5] range( )
intercept, [BAYES] bayesmh, [ME] Glossary, rangen() function, [M-5] range( )
[SEM] example 38g rank, [M-5] rank( ), [M-6] Glossary
model parameter, [BAYES] intro, [BAYES] bayes, rank correlation, [R] spearman
[BAYES] bayesmh
272 Subject index

rank(), egen function, [D] egen real number to string conversion, [D] destring,
rank() function, [M-5] rank( ) [D] encode, [FN] String functions
ranking data, [R] rologit real part, [M-5] Re( )
rank-order statistics, [D] egen, [R] signrank, realization, [M-6] Glossary
[R] spearman recast command, [D] recast
rank-ordered logistic regression, see outcomes, rank recast() option, [G-3] advanced options,
ranks of observations, [D] egen [G-3] rcap options, [G-3] rspike options
ranksum command, [R] ranksum receiver operating characteristic analysis, [G-2] graph
Rao’s canonical-factor method, [MV] factor other, [R] roc, [U] 26.8 ROC analysis
rarea, graph twoway subcommand, [G-2] graph area under ROC curve, [R] lroc
twoway rarea nonparametric analysis without covariates,
Rasch models, see item response theory [R] roctab
rate ratio, [R] epitab, [ST] stir, [ST] stptime, parametric analysis without covariates, [R] rocfit
[ST] stsum, see incidence-rate ratio regression models, [R] rocreg
rating scale model, [IRT] Glossary ROC curves after rocfit, [R] rocfit postestimation
ratio command, [R] ratio, [R] ratio postestimation ROC curves after rocreg, [R] rocregplot
ratio of sample sizes, see allocation ratio test equality of ROC areas, see equality test of ROC
ratios, estimating, [R] ratio areas
ratios, survey data, [SVY] svy estimation, reciprocal averaging, [MV] ca
[SVY] svy: tabulate twoway recode command, [D] recode
raw data, [U] 12 Data recode() function, [FN] Programming functions,
.raw file, [U] 11.6 Filenaming conventions [U] 25.1.2 Converting continuous variables to
raw residuals, [SEM] methods and formulas for sem categorical variables
rbar, graph twoway subcommand, [G-2] graph recoding data, [D] recode
twoway rbar recoding data autocode() function,
rbeta() function, [FN] Random-number functions, [FN] Programming functions
[M-5] runiform( ) reconstructed correlations, [MV] factor postestimation
rbinomial() function, [FN] Random-number record I/O versus stream I/O, [U] 21 Entering and
functions, [M-5] runiform( ) importing data
rc (return codes), see error messages and return codes recording sessions, [U] 15 Saving and printing
rc built-in variable, [P] capture, [U] 13.4 System output—log files
variables ( variables) recovariance, estat subcommand, [ME] meqrlogit
rcap, graph twoway subcommand, [G-2] graph postestimation, [ME] meqrpoisson
twoway rcap postestimation, [ME] mixed postestimation
rcapsym, graph twoway subcommand, [G-2] graph recruitment period, [PSS] Glossary, also see accrual
twoway rcapsym period
rchart command, [R] qc rectangle kernel function, [R] kdensity, [R] lpoly,
rchi2() function, [FN] Random-number functions, [R] qreg, [TE] tebalance density, [TE] tebalance
[M-5] runiform( ) overid, [TE] teffects overlap
r-class command, [P] program, [P] return, rectangularize dataset, [D] fillin
[U] 18.8 Accessing results calculated by other recursive
programs estimation, [TS] rolling
r-conformability, [M-5] normal( ), [M-6] Glossary model, [SEM] Glossary
rconnected, graph twoway subcommand, regression analysis, [TS] Glossary
[G-2] graph twoway rconnected redisplay graph, [G-2] graph display
RCT, see randomized controlled trial study reexpression, [R] boxcox, [R] ladder, [R] lnskew0
rdiscrete() function, [M-5] runiform( ) .ref built-in class function, [P] class
Re() function, [M-5] Re( ) reference
read, file subcommand, [P] file group, see control group
reading prior, see noninformative prior
console input in programs, see console, obtaining value, see null value
input from references, class, [P] class
data, [M-5] docx*( ), [M-5] xl( ) reflection, [MV] procrustes, [MV] Glossary
data from disk, [U] 21 Entering and importing .ref n built-in class function, [P] class
data, see importing data reg3 command, [R] reg3, [R] reg3 postestimation
real, [M-2] declarations, [M-6] Glossary regexm() function, [FN] String functions
real() function, [FN] String functions regexr() function, [FN] String functions
regexs() function, [FN] String functions
 Subject index 273

regime-switching model, [TS] mswitch regression (in generic sense), continued

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

rename, continued request(macname), display directive, [P] display

matrix subcommand, [P] matrix utility resampling, [SVY] Glossary
mi subcommand, [MI] mi rename reserved names, [U] 11.3 Naming conventions
rename command, [D] rename, [D] rename group reserved words, [M-2] reswords
rename for mi data, [MI] mi rename reset, mi subcommand, [MI] mi reset
rename graph, [G-2] graph rename RESET test, [R] regress postestimation
renamevar, cluster subcommand, [MV] cluster reset, translator subcommand, [R] translate
utility reset id, serset subcommand, [P] serset
renaming variables, [D] rename, [D] rename group, reshape
[MI] mi rename command, [D] reshape
renumber, notes subcommand, [D] notes error command, [D] reshape
reordering data, [D] gsort, [D] order, [D] sort for mi data, [MI] mi reshape
reorganizing data, [D] reshape, [D] xpose long command, [D] reshape
repair, ssd subcommand, [SEM] ssd wide command, [D] reshape
repeated DDF, see denominator degrees of freedom, reshape, mi subcommand, [MI] mi reshape
repeated residual DDF, see denominator degrees of freedom,
repeated measures, [MV] Glossary, [PSS] power residual
pairedmeans, [PSS] power pairedproportions residuals, [R] logistic, [R] predict, [R] regress
repeated options, [G-4] concept: repeated options postestimation diagnostic plots, [R] rreg
repeated, power subcommand, [PSS] power repeated postestimation, [SEM] estat gof, [SEM] estat
repeated-measures ANOVA, [PSS] power, [PSS] power residuals, [SEM] example 4, [SEM] Glossary,
repeated, [R] anova [ST] stcox postestimation, [ST] stcrreg
repeated-measures MANOVA, [MV] manova postestimation, [ST] streg postestimation
repeating and editing commands, [R] #review, residuals, estat subcommand, [MV] factor
[U] 10 Keyboard use postestimation, [MV] pca postestimation,
repeating commands, [D] by, [P] continue, [P] foreach, [SEM] estat residuals
[P] forvalues residual-versus-fitted plot, [G-2] graph other,
replace command, [D] generate, [MI] mi passive, [R] regress postestimation diagnostic plots
[MI] mi xeq residual-versus-predictor plot, [G-2] graph other,
replace, notes subcommand, [D] notes [R] regress postestimation diagnostic plots
replace option, [U] 11.2 Abbreviation rules resistant smoothers, [R] smooth
replace0, mi subcommand, [MI] mi replace0 restore,
replay, estimates subcommand, [R] estimates store
estimates subcommand, [R] estimates replay return subcommand, [P] return
replay subcommand, [G-2] graph replay snapshot subcommand, [D] snapshot
replay() function, [FN] Programming functions, restore command, [P] preserve
[P] ereturn, [P] estimates restoring data, [D] snapshot
replay graphs, [G-2] graph replay restricted cubic splines, [R] mkspline
replaying models, [SEM] intro 7 restricted maximum likelihood, [ME] mixed,
replicate-weight variable, [SVY] survey, [SVY] svy [ME] Glossary
bootstrap, [SVY] svy brr, [SVY] svy jackknife, results, clear subcommand, [D] clear
[SVY] svy sdr, [SVY] svyset, [SVY] Glossary Results window, clearing, [R] cls
replicating results,
clustered observations, [D] expandcl clearing, [P] ereturn, [P] estimates, [P] return
observations, [D] expand listing, [P] ereturn, [P] estimates, [P] return
replication method, [SVY] svy bootstrap, [SVY] svy returning, [P] return, [P] return
brr, [SVY] svy jackknife, [SVY] svy sdr, saving, [P] estimates, [P] putexcel, [P] putexcel
[SVY] svyset, [SVY] variance estimation advanced, [P] return, [R] estimates save
report, stored, [R] stored results
datasignature subcommand, [D] datasignature storing, [P] ereturn, [P] postfile, [P] return
duplicates subcommand, [D] duplicates retrospective study, [PSS] power, [PSS] Glossary
estat subcommand, [IRT] estat report return
fvset subcommand, [R] fvset dir command, [P] return
ml subcommand ml subcommand, [R] ml drop command, [P] return
reporting options, [SEM] gsem reporting options, hold command, [P] return
[SEM] sem reporting options restore command, [P] return
repost, ereturn subcommand, [P] ereturn,
[P] return
 Subject index 275

return, [M-2] return rmsg, [P] creturn, [P] error, [U] 8 Error messages
add command, [P] return and return codes
clear command, [P] return rmsg, set subcommand, [P] rmsg, [R] set
list command, [P] return, [R] stored results rnbinomial() function, [FN] Random-number
local command, [P] return functions, [M-5] runiform( )
matrix command, [P] return rng, set subcommand, [R] set, [R] set rng
scalar command, [P] return rngstate() function, [M-5] runiform( )
return codes, [P] rmsg, see error messages and return rngstate, set subcommand, [R] set, [R] set seed
codes rnormal() function, [FN] Random-number functions,
return() function, [FN] Programming functions [M-5] runiform( )
return value, [P] class robust, [SEM] Glossary
returning results, [P] return regression, [R] betareg, [R] regress, [R] rreg, also
class programs, [P] class see robust, Huber/White/sandwich estimator of
reventries, set subcommand, [R] set variance
reversed scales, [G-3] axis scale options standard errors, [XT] Glossary
#review command, [R] #review, [U] 10 Keyboard test for equality of variance, [R] sdtest
use, [U] 15 Saving and printing output—log robust, see gsem option vce(), see sem option vce()
files robust, Abadie–Imbens standard errors, [TE] teffects
revkeyboard, set subcommand, [R] set nnmatch, [TE] teffects psmatch
revorder() function, [M-5] invorder( ) robust, Huber/White/sandwich estimator of variance,
rexponential() function, [FN] Random-number [P] robust, [R] vce option, [SVY] variance
functions, [M-5] runiform( ) estimation, [XT] vce options
rgamma() function, [FN] Random-number functions, alternative-specific
[M-5] runiform( ) conditional logit model, [R] asclogit
rhypergeometric() function, [FN] Random-number multinomial probit regression, [R] asmprobit
functions, [M-5] runiform( ) rank-ordered probit regression, [R] asroprobit
ridge prior, [MI] mi impute mvn ARCH, [TS] arch
rigaussian() function, [FN] Random-number ARFIMA, [TS] arfima
functions, [M-5] runiform( ) ARIMA and ARMAX, [TS] arima
right eigenvectors, [M-5] eigensystem( ) beta regression, [R] betareg
right suboption, [G-4] justificationstyle censored Poisson regression, [R] cpoisson
right-censoring, [ST] Glossary, [TE] Glossary, see competing-risks regression, [ST] stcrreg
imputation, interval-censored data complementary log-log regression, [R] cloglog
right-truncation, [ST] Glossary, [TE] Glossary, see Cox proportional hazards model, [ST] stcox
imputation, truncated data dynamic-factor model, [TS] dfactor
rightmost options, [G-4] concept: repeated options exponential regression hurdle, [R] churdle
ringposstyle, [G-4] ringposstyle fixed-effects models,
risk linear, [XT] xtreg
difference, [PSS] power, [PSS] power Poisson, [XT] xtpoisson
twoproportions, [PSS] power fractional response regression, [R] fracreg
pairedproportions, [PSS] Glossary, [R] epitab GARCH, [TS] arch
factor, [PSS] Glossary, [R] epitab, [ST] Glossary generalized linear models, [R] glm
pool, [ST] stcox, [ST] stcrreg, [ST] stset, for binomial family, [R] binreg
[ST] Glossary generalized method of moments, [R] gmm,
ratio, [PSS] Glossary, [R] binreg, [R] epitab, also [R] ivpoisson
see relative risk heckman selection model, [R] heckman
rline, graph twoway subcommand, [G-2] graph hurdle regression, [R] churdle
twoway rline
instrumental-variables regression, [R] ivregress
rlogistic() function, [FN] Random-number
interval regression, [R] intreg
functions, [M-5] runiform( )
linear dynamic panel-data estimation, [XT] xtabond,
rm command, [D] erase
[XT] xtdpd, [XT] xtdpdsys
rmcoll command, [P] rmcoll
linear regression, [R] regress
rmdcoll command, [P] rmcoll
constrained, [R] cnsreg
rmdir command, [D] rmdir
hurdle, [R] churdle
rmdir() function, [M-5] chdir( )
truncated, [R] truncreg
rmdir() function, [M-5] chdir( )
with dummy-variable set, [R] areg
rmexternal() function, [M-5] findexternal( )
RMSEA, see root mean squared error of approximation
276 Subject index

robust, Huber/White/sandwich estimator of variance, robust, Huber/White/sandwich estimator of variance,

continued continued
logistic regression, [IRT] irt 1pl, [IRT] irt 2pl, random-effects model
[IRT] irt 3pl, [IRT] irt hybrid, [R] logistic, complementary log-log, [XT] xtcloglog
[R] logit, also see logit regression subentry linear, [XT] xtreg
conditional, [R] clogit logistic, [XT] xtlogit, [XT] xtologit
multinomial, [IRT] irt nrm, [IRT] irt hybrid, parametric survival, [XT] xtstreg
[R] mlogit Poisson, [XT] xtpoisson
ordered, [IRT] irt grm, [IRT] irt pcm, [IRT] irt probit, [XT] xtoprobit, [XT] xtprobit
rsm, [IRT] irt hybrid, [R] ologit state-space model, [TS] sspace
rank-ordered, [R] rologit structural equation modeling, [SEM] intro 8,
skewed, [R] scobit [SEM] sem option method( )
stereotype, [R] slogit summary statistics,
logit regression, [IRT] irt 1pl, [IRT] irt 2pl, mean, [R] mean
[IRT] irt 3pl, [IRT] irt hybrid, [R] logistic, proportion, [R] proportion
[R] logit, also see logistic regression subentry
ratio, [R] ratio
nested, [R] nlogit
total, [R] total
Markov-switching model, [TS] mswitch
tobit model, [R] tobit
maximum likelihood estimation, [R] ml, [R] mlexp
with endogenous covariates, [R] ivtobit
multilevel mixed-effects model, [ME] mecloglog,
treatment effect, [TE] eteffects, [TE] etpoisson,
[ME] meglm, [ME] melogit, [ME] menbreg,
[TE] etregress, [TE] teffects aipw, [TE] teffects
[ME] meologit, [ME] meoprobit,
ipw, [TE] teffects ipwra, [TE] teffects ra
[ME] mepoisson, [ME] meprobit, [ME] mestreg,
[ME] mixed truncated
multinomial negative binomial regression, [R] tnbreg
logistic regression, [IRT] irt nrm, [IRT] irt Poisson regression, [R] tpoisson
hybrid, [R] mlogit regression, [R] truncreg
probit regression, [R] mprobit unobserved-components model, [TS] ucm
negative binomial regression, [R] nbreg with endogenous covariates,
truncated, [R] tnbreg Poisson regression, [R] ivpoisson
zero-inflated, [R] zinb probit regression, [R] ivprobit
Newey–West regression, [TS] newey tobit regression, [R] ivtobit
nonlinear with endogenous regressors,
least-squares estimation, [R] nl instrumental-variables regression, [R] ivregress
systems of equations, [R] nlsur zero-inflated
parametric survival models, [ST] streg negative binomial regression, [R] zinb
Poisson regression, [R] poisson Poisson regression, [R] zip
censored, [R] cpoisson robust, other methods of, [R] rreg, [R] smooth
truncated, [R] tpoisson robust command, [P] robust
with endogenous covariates, [R] ivpoisson robvar command, [R] sdtest
zero-inflated, [R] zip ROC, see receiver operating characteristic analysis
Poisson regression, treatment effect, [TE] etpoisson roccomp command, [R] roc, [R] roccomp
population-averaged models, [XT] xtgee rocfit command, [R] rocfit, [R] rocfit postestimation
complementary log-log, [XT] xtcloglog rocgold command, [R] roc, [R] roccomp
logit, [XT] xtlogit rocplot command, [R] rocfit postestimation
negative binomial, [XT] xtnbreg rocreg command, [R] rocreg, [R] rocreg
Poisson, [XT] xtpoisson postestimation, [R] rocregplot
probit, [XT] xtprobit rocregplot command, [R] rocregplot
Prais–Winsten and Cochrane–Orcutt regression, roctab command, [R] roc, [R] roctab
[TS] prais Rogers and Tanimoto similarity measure,
probit regression, [R] probit [MV] measure option
bivariate, [R] biprobit roh, [R] loneway
heteroskedastic, [R] hetprobit rolling command, [TS] rolling
multinomial, [R] mprobit rolling regression, [TS] rolling, [TS] Glossary
ordered, [R] heckoprobit, [R] oprobit rologit command, [R] rologit, [R] rologit
postestimation
with endogenous covariates, [R] ivprobit
root mean squared error of approximation, [SEM] estat
with sample selection, [R] heckprobit
gof, [SEM] example 4, [SEM] methods and
quantile regression, [R] qreg formulas for sem
 Subject index 277

rootograms, [G-2] graph other, [R] spikeplot rowmax(), egen function, [D] egen
roots of polynomials, [M-5] polyeval( ) rowmax() function, [M-5] minmax( )
rotate command, [MV] factor postestimation, rowmaxabs() function, [M-5] minmax( )
[MV] pca postestimation, [MV] rotate rowmean(), egen function, [D] egen
rotate, estat subcommand, [MV] canon rowmedian(), egen function, [D] egen
postestimation rowmin(), egen function, [D] egen
rotatecompare, estat subcommand, [MV] canon rowmin() function, [M-5] minmax( )
postestimation, [MV] factor postestimation, rowminmax() function, [M-5] minmax( )
[MV] pca postestimation rowmiss(), egen function, [D] egen
rotated rowmissing() function, [M-5] missing( )
factor loadings, [MV] factor postestimation rownames macro extended function, [P] macro
principal components, [MV] pca postestimation rownames, matrix subcommand, [P] matrix
rotatemat command, [MV] rotatemat rownames
rotation, [MV] factor postestimation, [MV] pca rownonmiss(), egen function, [D] egen
postestimation, [MV] rotate, [MV] rotatemat, rownonmissing() function, [M-5] missing( )
[MV] Glossary
rownumb() function, [FN] Matrix functions,
Bentler’s invariant pattern simplicity, see Bentler’s [P] matrix define
invariant pattern simplicity rotation
rowpctile(), egen function, [D] egen
biquartimax, see biquartimax rotation
rows() function, [M-5] rows( )
biquartimin, see biquartimin rotation
rows of matrix
Comrey’s tandem 1, see Comrey’s tandem 1 and 2
appending to, [P] matrix define
rotations
names, [P] ereturn, [P] matrix define, [P] matrix
Comrey’s tandem 2, see Comrey’s tandem 1 and 2
rownames
rotations
operators, [P] matrix define
covarimin, see covarimin rotation
rowscalefactors() function, [M-5] equilrc( )
Crawford–Ferguson, see Crawford–Ferguson rotation
rowsd(), egen function, [D] egen
equamax, see equamax rotation
rowshape() function, [M-5] rowshape( )
factor parsimony, see factor parsimony rotation
rowsof() function, [FN] Matrix functions, [P] matrix
minimum entropy, see minimum entropy rotation
define
oblimax, see oblimax rotation
rowsum() function, [M-5] sum( )
oblimin, see oblimin rotation
rowtotal(), egen function, [D] egen
oblique, see oblique rotation
rowvector, [M-2] declarations, [M-6] Glossary
orthogonal, see orthogonal rotation
Roy’s
parsimax, see parsimax rotation
largest root test, [MV] canon, [MV] manova,
partially specified target, see partially specified target [MV] mvtest means, [MV] Glossary
rotation
union-intersection test, [MV] canon, [MV] mvtest
Procrustes, see Procrustes rotation means
promax, see promax rotation union-intersection test, [MV] manova
quartimax, see quartimax rotation rpoisson() function, [FN] Random-number
quartimin, see quartimin rotation functions, [M-5] runiform( )
toward a target, see toward a target rotation rreg command, [R] rreg, [R] rreg postestimation
varimax, see varimax rotation rscatter, graph twoway subcommand, [G-2] graph
round() function, [FN] Mathematical functions, twoway rscatter
[M-5] trunc( ) rseed() function, [M-5] runiform( )
roundoff error, [M-5] epsilon( ), [M-5] edittozero( ), RSM, see rating scale model
[M-5] edittoint( ), [U] 13.12 Precision and rsm, irt subcommand, [IRT] irt rsm, [IRT] irt rsm
problems therein postestimation
row rspike, graph twoway subcommand, [G-2] graph
of matrix, selecting, [M-5] select( ) twoway rspike
operators for data, [D] egen rt() function, [FN] Random-number functions,
stripes, [M-6] Glossary [M-5] runiform( )
roweq macro extended function, [P] macro Rubin’s combination rules, [MI] mi estimate, [MI] mi
roweq, matrix subcommand, [P] matrix rownames estimate using, [MI] mi predict
rowfirst(), egen function, [D] egen run command, [R] do, [U] 16 Do-files
rowfullnames macro extended function, [P] macro runiform() function, [FN] Random-number
row-join operator, [M-2] op join functions, [M-5] runiform( ), [R] set seed
rowlast(), egen function, [D] egen runiformint() function, [FN] Random-number
row-major order, [M-6] Glossary functions, [M-5] runiform( )
278 Subject index

runningsum() function, [M-5] runningsum( ) sampling, [D] sample, [R] bootstrap, [R] bsample,
runningsum() function, [M-5] runningsum( ) [SVY] survey, [SVY] svydescribe,
runtest command, [R] runtest [SVY] svyset, [SVY] Glossary, also see cluster
Russell and Rao coefficient similarity measure, sampling
[MV] measure option rate, [PSS] power, [PSS] power onemean,
rvalue, class, [P] class [PSS] power pairedmeans
rvfplot command, [R] regress postestimation stage, [SVY] estat, [SVY] Glossary
diagnostic plots unit, [SVY] survey, [SVY] Glossary, also see
RVI, see relative variance increase primary sampling unit
rvpplot command, [R] regress postestimation weight, [SVY] survey, [SVY] poststratification,
diagnostic plots [SVY] Glossary, [U] 11.1.6 weight,
rweibull() function, [FN] Random-number [U] 20.23.3 Sampling weights, also see survey
functions, [M-5] runiform( ) data
rweibullph() function, [FN] Random-number with and without replacement, [SVY] Glossary
functions, [M-5] runiform( ) sandwich/Huber/White estimator of variance, see robust,
Huber/White/sandwich estimator of variance
sargan, estat subcommand, [XT] xtabond
S postestimation, [XT] xtdpd postestimation,
[XT] xtdpdsys postestimation
s() function, [FN] Programming functions Sargan test, [XT] xtabond postestimation, [XT] xtdpd
s() stored results, [FN] Programming postestimation, [XT] xtdpdsys postestimation
functions, [P] return, [R] stored results, SAS dates, [D] datetime
[U] 18.8 Accessing results calculated by other
SAS XPORT format, [D] import sasxport
programs, [U] 18.10.3 Storing results in s()
sasxport,
s(macros) macro extended function, [P] macro
export subcommand, [D] import sasxport
s1color scheme, [G-4] scheme s1
import subcommand, [D] import sasxport
s1manual scheme, [G-4] scheme s1
satopts() option, see sem option satopts()
s1mono scheme, [G-4] scheme s1
Satterthwaite DDF, see denominator degrees of freedom,
s1rcolor scheme, [G-4] scheme s1
Satterthwaite
s2color scheme, [G-4] scheme s2
Satterthwaite’s t test, [PSS] power, [PSS] power
s2gcolor scheme, [G-4] scheme s2 twomeans, [PSS] Glossary
s2gmanual scheme, [G-4] scheme s2 saturated model, [SEM] estat gof, [SEM] example 4,
s2manual scheme, [G-4] scheme s2 [SEM] methods and formulas for sem,
s2mono scheme, [G-4] scheme s2 [SEM] Glossary
SAARCH, see simple asymmetric autoregressive save,
conditional heteroskedasticity label subcommand, [D] label
Sammon mapping criterion, [MV] Glossary estimates subcommand, [R] estimates save
sample, [SVY] Glossary graph subcommand, [G-2] graph save
sample command, [D] sample snapshot subcommand, [D] snapshot
sample, random, see random sample save estimation results, [P] estimates
sample-size, [PSS] Glossary, [U] 26.31 Power and save command, [D] save
sample-size analysis saved results, see stored results
analysis, see power and sample-size analysis saveold command, [D] save
curve, [PSS] power, [PSS] Glossary saving data, [D] import delimited, [D] outfile,
determination, [PSS] intro, [PSS] power, [D] save, [D] snapshot, also see exporting data
[PSS] power onemean, [PSS] power twomeans, saving() option, [G-3] saving option
[PSS] power pairedmeans, [PSS] power
saving results, [P] estimates, [P] return,
oneproportion, [PSS] power twoproportions,
[R] estimates save
[PSS] power pairedproportions, [PSS] power
onevariance, [PSS] power twovariances, saw-toothed power function, [PSS] power
[PSS] power onecorrelation, [PSS] power oneproportion, [PSS] power twoproportions
twocorrelations, [PSS] power oneway, sbknown, estat subcommand, [TS] estat sbknown
[PSS] power twoway, [PSS] power repeated, sbsingle, estat subcommand, [TS] estat sbsingle
[PSS] power cmh, [PSS] power mcc, scalar, [M-2] declarations, [M-6] Glossary,
[PSS] power trend, [PSS] power cox, [P] scalar
[PSS] power exponential, [PSS] power logrank, confirm subcommand, [P] confirm
[PSS] unbalanced designs, [PSS] Glossary define command, [P] scalar
rounding rules for, [PSS] unbalanced designs dir command, [P] scalar
 Subject index 279

scalar, continued s-class command, [P] program, [P] return, [R] stored
drop command, [P] scalar results, [U] 18.8 Accessing results calculated by
ereturn subcommand, [P] ereturn, [P] return other programs
list command, [P] scalar scobit command, [R] scobit, [R] scobit
return subcommand, [P] return postestimation
scalar functions, [M-4] scalar scope, class, [P] class
scalar model parameter, [BAYES] Glossary, see score, [MV] Glossary
Bayesian, model parameters score, matrix subcommand, [P] matrix score
scalar() function, [FN] Programming functions score, ml subcommand, [R] ml
scalar() pseudofunction, [P] scalar score plot, [MV] scoreplot, [MV] Glossary
scalars, [P] scalar score test, [PSS] power oneproportion,
namespace and conflicts, [P] matrix, [P] matrix [PSS] Glossary, [SEM] intro 7, [SEM] estat
define ginvariant, [SEM] estat mindices, [SEM] estat
scale, scoretests, [SEM] methods and formulas for
sem, [SEM] Glossary
log, [G-3] axis scale options
scoreplot command, [MV] discrim lda
range of, [G-3] axis scale options
postestimation, [MV] factor postestimation,
reversed, [G-3] axis scale options [MV] pca postestimation, [MV] scoreplot
scale() option, [G-3] scale option scores, [R] predict, [SEM] Glossary
scaling, [MV] mds, [MV] mds postestimation plots, scores, obtaining, [U] 20.22 Obtaining scores
[MV] mdslong, [MV] mdsmat
scoretests, estat subcommand, [SEM] estat
scatter, graph twoway subcommand, [G-2] graph scoretests
twoway scatter
scoring, [MV] factor postestimation, [MV] pca
scatteri, graph twoway subcommand, [G-2] graph postestimation, [P] matrix score
twoway scatteri
scree plot, [MV] screeplot, [MV] Glossary
scatterplot matrices, [G-2] graph matrix
screeplot command, [MV] discrim lda
scenarios, [TS] forecast, [TS] forecast adjust, postestimation, [MV] factor postestimation,
[TS] forecast clear, [TS] forecast coefvector, [MV] pca postestimation, [MV] screeplot
[TS] forecast create, [TS] forecast describe,
scrollbufsize, set subcommand, [R] set
[TS] forecast drop, [TS] forecast estimates,
[TS] forecast exogenous, [TS] forecast scrolling of output, controlling, [P] more, [R] more
identity, [TS] forecast list, [TS] forecast query, sd(), egen function, [D] egen
[TS] forecast solve sd, estat subcommand, [SVY] estat
Scheffé’s multiple-comparison adjustment, see multiple SDR, see successive difference replication
comparisons, Scheffé’s method sdr options, [SVY] sdr options
scheme() option, [G-3] scheme option sdtest command, [R] sdtest
scheme, set subcommand, [G-2] set scheme, [R] set sdtesti command, [R] sdtest
schemes, [G-2] set scheme, [G-3] play option, se, estat subcommand, [R] exlogistic postestimation,
[G-3] scheme option, [G-4] schemes intro, [R] expoisson postestimation
[G-4] scheme economist, [G-4] scheme s1, se[], [U] 13.5 Accessing coefficients and standard
[G-4] scheme s2, [G-4] scheme sj errors
changing, [G-2] graph display search,
creating your own, [G-4] schemes intro icd10 subcommand, [D] icd10
default, [G-2] set scheme icd9 subcommand, [D] icd9
Schoenfeld residual, [ST] stcox PH-assumption icd9p subcommand, [D] icd9
tests, [ST] stcox postestimation, [ST] stcrreg ml subcommand, [R] ml
postestimation net subcommand, [R] net
Schur notes subcommand, [D] notes
decomposition, [M-5] schurd( ), [M-6] Glossary view subcommand, [R] view
form, [M-6] Glossary search command, [R] search, [U] 4 Stata’s help and
schurd() function, [M-5] schurd( ) search facilities
schurd() function, [M-5] schurd( ) search d, view subcommand, [R] view
schurdgroupby() function, [M-5] schurd( ) search Internet, [R] net search
schurdgroupby() function, [M-5] schurd( ) searchdefault, set subcommand, [R] search, [R] set
schurdgroupby la() function, [M-5] schurd( ) seasonal
schurd la() function, [M-5] schurd( ) ARIMA, [TS] arima
Schwarz information criterion, see Bayesian information difference operator, [TS] Glossary
criterion lag operator, [U] 11.4.4 Time-series varlists
scientific notation, [U] 12.2 Numbers smoothing, [TS] tssmooth, [TS] tssmooth shwinters
280 Subject index

secondary sampling unit, [SVY] Glossary sem option, continued

second-order latent variables, [SEM] Glossary from(), [SEM] intro 12, [SEM] sem and gsem
seconds() function, [D] datetime, [FN] Date and option from( ), [SEM] sem model description
time functions, [M-5] date( ) options
seed, set subcommand, [R] set, [R] set seed fvwrap(), [SEM] sem reporting options
seek, file subcommand, [P] file fvwrapon(), [SEM] sem reporting options
seemingly unrelated ginvariant(), [SEM] intro 6, [SEM] example 23,
estimation, [R] suest [SEM] sem group options
regression, [R] nlsur, [R] reg3, [R] sureg, group(), [SEM] intro 6, [SEM] example 20,
[SEM] intro 5, [SEM] example 12, [SEM] example 23, [SEM] sem group options,
[SEM] Glossary, [TS] dfactor [SEM] sem option select( ), [SEM] sem path
segmentsize, set subcommand, [D] memory, [R] set notation extensions
select() function, [M-5] select( ) latent(), [SEM] sem and gsem syntax options
select() option, see sem option select() level(), [SEM] sem reporting options
select, mi subcommand, [MI] mi select maximize options, [SEM] intro 12, [SEM] sem
selectindex() function, [M-5] select( ) estimation options
selection models, [R] heckman, [R] heckoprobit, means(), [SEM] intro 5, [SEM] example 18,
[R] heckprobit, [SVY] svy estimation [SEM] sem and gsem path notation, [SEM] sem
model description options, [SEM] sem path
selection-order statistics, [TS] varsoc
notation extensions
selection-on-observables, see conditional-independence
method(), [SEM] intro 4, [SEM] intro 8,
assumption
[SEM] intro 9, [SEM] example 26, [SEM] sem
SEM, see structural equation modeling estimation options, [SEM] sem option
sem command, [SEM] Builder, [SEM] example 1, method( ), [SEM] Glossary
[SEM] example 3, [SEM] example 6, nm1, [SEM] sem estimation options
[SEM] example 7, [SEM] example 8,
noanchor, [SEM] sem model description options
[SEM] example 9, [SEM] example 10,
[SEM] example 12, [SEM] example 15, nocapslatent, [SEM] sem and gsem syntax
[SEM] example 16, [SEM] example 17, options
[SEM] example 18, [SEM] example 20, nocnsreport, [SEM] sem reporting options
[SEM] example 23, [SEM] example 24, noconstant, [SEM] sem model description
[SEM] example 26, [SEM] example 42g, options
[SEM] methods and formulas for sem, nodescribe, [SEM] sem reporting options
[SEM] sem, [SEM] sem and gsem path noestimate, [SEM] sem estimation options
notation, [SEM] sem model description nofootnote, [SEM] sem reporting options
options, [SEM] sem path notation extensions, nofvlabel, [SEM] sem reporting options
[SEM] sem postestimation, [SEM] Glossary noheader, [SEM] sem reporting options
missing values, [SEM] example 26 noivstart, [SEM] sem estimation options
with constraints, [SEM] example 8 nomeans, [SEM] sem model description options
sem option notable, [SEM] sem reporting options
allmissing, [SEM] sem estimation options noxconditional, [SEM] sem estimation options,
baseopts(), [SEM] sem estimation options [SEM] sem option noxconditional
coeflegend, [SEM] example 8, reliability(), [SEM] intro 12,
[SEM] example 16, [SEM] sem reporting [SEM] example 24, [SEM] sem and gsem
options option reliability( ), [SEM] sem model
constraints(), [SEM] sem and gsem option description options
constraints( ), [SEM] sem model description satopts(), [SEM] sem estimation options
options select(), [SEM] sem option select( ), [SEM] sem
covariance(), [SEM] sem and gsem path ssd options
notation, [SEM] sem model description options, showginvariant, [SEM] sem reporting options
[SEM] sem path notation extensions standardized, [SEM] sem reporting options
covstructure(), [SEM] intro 5, variance(), [SEM] sem and gsem path notation,
[SEM] example 17, [SEM] sem and gsem [SEM] sem model description options,
option covstructure( ), [SEM] sem model [SEM] sem path notation extensions
description options
vce(), [SEM] intro 4, [SEM] intro 8,
forcecorrelations, [SEM] sem ssd options [SEM] intro 9, [SEM] sem estimation options,
forcenoanchor, [SEM] sem model description [SEM] sem option method( ), [SEM] Glossary
options sem postestimation commands, [SEM] intro 7
forcexconditional, [SEM] sem option semicolons, [M-2] semicolons
noxconditional
semiconjugacy, see semiconjugate prior
 Subject index 281

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
see receiver operating characteristic analysis
doublebuffer command, [R] set
analysis, [PSS] power, [PSS] power, graph,
dp command, [D] format, [R] set
[PSS] power, table, [PSS] power onemean,
[PSS] power twomeans, [PSS] power emptycells command, [R] set, [R] set emptycells
pairedmeans, [PSS] power oneproportion, eolchar command, [R] set
[PSS] power twoproportions, [PSS] power fastscroll command, [R] set
pairedproportions, [PSS] power onevariance, floatwindows command, [R] set
[PSS] power twovariances, [PSS] power fvlabel command, [R] set, [R] set showbaselevels
onecorrelation, [PSS] power twocorrelations, fvwrap command, [R] set, [R] set showbaselevels
[PSS] power oneway, [PSS] power twoway, fvwrapon command, [R] set, [R] set
[PSS] power repeated, [PSS] power cmh, showbaselevels
[PSS] power mcc, [PSS] power trend, graphics command, [G-2] set graphics, [R] set
[PSS] power cox, [PSS] power exponential, haverdir command, [D] import haver
[PSS] power logrank, [PSS] Glossary, also see haverdir command, [R] set
Bayesian, sensitivity 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
httpproxyuser command, [R] netio, [R] set
chained, [MI] mi impute monotone
include bitmap command, [R] set
sequential limit theory, [XT] Glossary
level command, [R] level, [R] set
sequential regression multivariate imputation, see
imputation, multivariate, chained equations linegap command, [R] set
serial correlation, see autocorrelation linesize command, [R] log, [R] set
test, [TS] Glossary locale functions command, [P] set
locale functions, [R] set
serial independence test, [R] runtest
locale ui command, [P] set locale ui, [R] set
serrbar command, [R] serrbar
locksplitters command, [R] set
serset, [P] serset
logtype command, [R] log, [R] set
clear command, [P] serset
lstretch command, [R] set
create command, [P] serset
matsize command, [R] matsize, [R] set
create cspline command, [P] serset
maxdb command, [R] db, [R] set
create xmedians command, [P] serset
maxiter command, [R] maximize, [R] set
dir command, [P] serset
max memory command, [D] memory, [R] set
drop command, [P] serset
maxvar command, [D] memory, [R] set
reset id command, [P] serset
min memory command, [D] memory, [R] set
set command, [P] serset
more command, [P] more, [R] more, [R] set
sort command, [P] serset
niceness command, [D] memory, [R] set
summarize command, [P] serset
notifyuser command, [R] set
use command, [P] serset
obs command, [D] obs, [R] set
sersetread, file subcommand, [P] serset
odbcdriver command, [D] odbc, [R] set
sersetwrite, file subcommand, [P] serset
odbcmgr command, [D] odbc, [R] set
session, recording, [R] log, [U] 15 Saving and printing
output—log files output command, [P] quietly, [R] set
set pagesize command, [R] more, [R] set
adosize command, [P] sysdir, [R] set, pformat command, [R] set, [R] set cformat
[U] 18.11 Ado-files pinnable command, [R] set
autotabgraphs command, [R] set playsnd command, [R] set
cformat command, [R] set, [R] set cformat print, graph subcommand, [G-2] graph set
charset command, [P] smcl printcolor command, [G-2] set printcolor, [R] set
282 Subject index

set, continued set matalnum, mata subcommand, [M-3] mata set,

processors command, [R] set [R] set
reventries command, [R] set set matamofirst, mata subcommand, [M-3] mata
revkeyboard command, [R] set set, [R] set
rmsg command, [P] rmsg, [R] set set mataoptimize, mata subcommand, [M-3] mata
rng command, [R] set, [R] set rng set, [R] set
rngstate command, [R] set, [R] set seed set matastrict, mata subcommand, [M-1] ado,
scheme command, [G-2] set scheme, [G-4] schemes [M-2] declarations, [M-3] mata set, [R] set
intro, [R] set set other, net subcommand, [R] net
scrollbufsize command, [R] set setbreakintr() function, [M-5] setbreakintr( )
searchdefault command, [R] search, [R] set set defaults command, [R] set defaults
seed command, [R] set, [R] set seed setmore() function, [M-5] more( )
segmentsize command, [D] memory, [R] set setmoreonexit() function, [M-5] more( )
sformat command, [R] set, [R] set cformat setting M , [MI] mi add, [MI] mi set
showbaselevels command, [R] set, [R] set setting mi data, [MI] mi set
showbaselevels settings,
showemptycells command, [R] set, [R] set display, [R] set showbaselevels
showbaselevels efficiency, [P] creturn
showomitted command, [R] set, [R] set format, [R] set cformat
showbaselevels graphics, [P] creturn
smoothfonts command, [R] set interface, [P] creturn
timeout1 command, [R] netio, [R] set memory, [P] creturn
timeout2 command, [R] netio, [R] set network, [P] creturn
trace command, [P] trace, [R] set output, [P] creturn
tracedepth command, [P] trace, [R] set program debugging, [P] creturn
traceexpand command, [P] trace, [R] set random-number generator, [R] set rng
tracehilite command, [P] trace, [R] set trace, [P] creturn
traceindent command, [P] trace, [R] set sformat, set subcommand, [R] set, [R] set cformat
tracenumber command, [P] trace, [R] set sfrancia command, [R] swilk
tracesep command, [P] trace, [R] set shadestyle, [G-4] shadestyle
type command, [D] generate, [R] set shading region, [G-3] region options
update interval command, [R] set, [R] update shape parameter, [ST] streg, [ST] Glossary,
update prompt command, [R] set, [R] update [TE] Glossary
update query command, [R] set, [R] update Shapiro–Francia test for normality, [R] swilk
varabbrev command, [R] set Shapiro–Wilk test for normality, [R] swilk
varkeyboard command, [R] set shared frailty, [ST] stcox, [ST] stcox postestimation,
set, [ST] stcurve, [ST] streg, [ST] streg
cluster subcommand, [MV] cluster programming postestimation, [ST] Glossary
utilities shared object, [P] class, [P] plugin
datasignature subcommand, [D] datasignature shell command, [D] shell
file subcommand, [P] file Shepard
graph subcommand, [G-2] graph set diagram, [MV] mds postestimation plots,
irf subcommand, [TS] irf set [MV] Glossary
mi subcommand, [MI] mi set plot, [MV] mds postestimation plots
putexcel subcommand, [P] putexcel, [P] putexcel shewhart command, [R] qc
advanced shift, macro subcommand, [P] macro
serset subcommand, [P] serset showbaselevels, set subcommand, [R] set, [R] set
ssd subcommand, [SEM] ssd showbaselevels
sysdir subcommand, [P] sysdir showemptycells, set subcommand, [R] set, [R] set
translator subcommand, [R] translate showbaselevels
webuse subcommand, [D] webuse showginvariant option, see sem option
showginvariant
set ado, net subcommand, [R] net
shownrtolerance option, [R] maximize
set matacache, mata subcommand, [M-3] mata set,
[R] set showomitted, set subcommand, [R] set, [R] set
showbaselevels
set matafavor, mata subcommand, [M-3] mata set,
[M-5] favorspeed( ), [R] set showstep option, [R] maximize
set matalibs, mata subcommand, [M-3] mata set, showtolerance option, [R] maximize
[R] set SHR, see subhazard ratio
 Subject index 283

shwinters, tssmooth subcommand, [TS] tssmooth Simpson’s rule, [PSS] power logrank
shwinters simulate prefix command, [R] simulate
Šidák’s multiple-comparison adjustment, see multiple simulation, [TS] forecast, [TS] forecast adjust,
comparisons, Šidák’s method [TS] forecast clear, [TS] forecast coefvector,
sign() function, [FN] Mathematical functions, [TS] forecast create, [TS] forecast describe,
[M-5] sign( ) [TS] forecast drop, [TS] forecast estimates,
sign test, [PSS] power oneproportion, [PSS] Glossary [TS] forecast exogenous, [TS] forecast
signature of data, [D] checksum, [D] datasignature, identity, [TS] forecast list, [TS] forecast query,
[P] datasignature, [P] signestimationsample [TS] forecast solve, [U] 20.20 Dynamic forecasts
signestimationsample command, and simulations
[P] signestimationsample Markov chain Monte Carlo, [BAYES] intro,
significance level, [PSS] power, [PSS] power [BAYES] bayes, [BAYES] bayesmh,
onemean, [PSS] power twomeans, [PSS] power [BAYES] bayesmh evaluators
pairedmeans, [PSS] power oneproportion, Monte Carlo, [P] postfile, [R] permute,
[PSS] power twoproportions, [PSS] power [R] simulate
pairedproportions, [PSS] power onevariance, simultaneous
[PSS] power twovariances, [PSS] power quantile regression, [R] qreg
onecorrelation, [PSS] power twocorrelations, systems, [R] reg3
[PSS] power oneway, [PSS] power twoway, sin() function, [FN] Trigonometric functions,
[PSS] power repeated, [PSS] power cmh, [M-5] sin( )
[PSS] power mcc, [PSS] power trend, sine function, [FN] Trigonometric functions
[PSS] power cox, [PSS] power exponential, single-failure st data, see survival analysis
[PSS] power logrank, [PSS] unbalanced
single-imputation methods, [MI] intro substantive
designs, [PSS] Glossary, [U] 20.7 Specifying
the width of confidence intervals singlelinkage,
observed, see p-value clustermat subcommand, [MV] cluster linkage
signing digitally data, see datasignature command cluster subcommand, [MV] cluster linkage
signrank command, [R] signrank single-linkage clustering, [MV] cluster,
[MV] clustermat, [MV] cluster linkage,
signtest command, [R] signrank
[MV] Glossary
signum function, [FN] Mathematical functions,
single-precision floating point number,
[FN] Trigonometric functions
[U] 12.2.2 Numeric storage types
similarity, [MV] Glossary
single-record st data, see survival analysis
matrices, [MV] matrix dissimilarity, [P] matrix
singleton strata, [SVY] estat, [SVY] variance
dissimilarity
estimation
measures, [MV] cluster, [MV] cluster
singleton-group data, [ST] stcox, [ST] Glossary
programming utilities, [MV] matrix
dissimilarity, [MV] measure option, [P] matrix singular value decomposition, [M-5] svd( ),
dissimilarity [M-5] fullsvd( ), [MV] Glossary, [P] matrix svd
Anderberg coefficient, [MV] measure option sinh() function, [FN] Trigonometric functions,
[M-5] sin( )
angular, [MV] measure option
SIR, see standardized incidence ratio
correlation, [MV] measure option
SITE directory, [P] sysdir, [U] 17.5 Where does Stata
Dice coefficient, [MV] measure option
look for ado-files?
Gower coefficient, [MV] measure option
size, estat subcommand, [SVY] estat
Hamann coefficient, [MV] measure option
size of
Jaccard coefficient, [MV] measure option
all text and markers, [G-3] scale option
Kulczyński coefficient, [MV] measure option
graph, [G-3] region options
matching coefficient, [MV] measure option
changing, [G-2] graph display
Ochiai coefficient, [MV] measure option
markers, [G-3] marker options
Pearson coefficient, [MV] measure option
objects, [G-4] relativesize
Rogers and Tanimoto coefficient,
test, [PSS] Glossary
[MV] measure option
text, [G-3] textbox options
Russell and Rao coefficient,
[MV] measure option sizeof() function, [M-5] sizeof( )
Sneath and Sokal coefficient, SJ, see Stata Journal and Stata Technical Bulletin
[MV] measure option sj, net subcommand, [R] net
Yule coefficient, [MV] measure option sj scheme, [G-4] scheme sj
simple asymmetric autoregressive conditional skew(), egen function, [D] egen
heteroskedasticity, [TS] arch skewed logistic regression, [R] scobit, [SVY] svy
simple random sample, [SVY] Glossary estimation
284 Subject index

skewness, [MV] mvtest normality, [R] ladder, solvenl init() function, [M-5] solvenl( )
[R] regress postestimation, [R] summarize, solvenl init *() functions, [M-5] solvenl( )
[TS] varnorm, [R] lnskew0, [R] lv, solvenl result *() functions, [M-5] solvenl( )
[R] pksumm, [R] sktest, [R] tabstat solvenl solve() function, [M-5] solvenl( )
skip(#), display directive, [P] display solvenl solve() function, [M-5] solvenl( )
sktest command, [R] sktest solve tol() function, [M-5] solve tol( )
sleep command, [P] sleep solvetolerance, [M-5] solve tol( )
slogit command, [R] slogit, [R] slogit postestimation solveupper() function, [M-5] solvelower( )
slope, [IRT] Glossary solveupper() function, [M-5] solvelower( )
S macros, [P] creturn, [P] macro sort command, [D] sort
Small Stata, [R] limits, [U] 5 Flavors of Stata 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 Spearman–Brown prophecy formula, [MV] alpha
nonlinear, [TS] tssmooth nl spearman command, [R] spearman
smoothfonts, set subcommand, [R] set Spearman’s rho, [R] spearman
smoothing, [G-2] graph twoway lpoly, [R] lpoly, specialized graphs, [G-2] graph other
[R] smooth specification test, [R] gmm postestimation,
graphs, [R] kdensity, [R] lowess [R] hausman, [R] ivpoisson postestimation,
smoothing graphs, [G-2] graph other [R] ivregress postestimation, [R] linktest,
SMR, see standardized mortality ratio [R] lnskew0, [R] regress postestimation,
snapshot, [D] snapshot [R] suest, [ST] stcox, [ST] stcox PH-assumption
snapshot tests, [ST] stcox postestimation, [ST] stsplit,
erase command, [D] snapshot [XT] xtreg postestimation
label command, [D] snapshot specificity, [MV] factor, [R] estat classification,
list command, [D] snapshot [R] lroc, [R] lsens, also see receiver operating
characteristic analysis, see receiver operating
restore command, [D] snapshot
characteristic analysis
save command, [D] snapshot
spectral
snapshot data, [ST] snapspan, [ST] stset,
analysis, [TS] Glossary
[ST] Glossary
density, [TS] psdensity, [TS] Glossary
snapspan command, [ST] snapspan
distribution, [TS] cumsp, [TS] pergram,
Sneath and Sokel coefficient similarity measure,
[TS] psdensity, [TS] Glossary
[MV] measure option
plots, cumulative, [G-2] graph other
soft missing value, [MI] mi impute, [MI] Glossary
spectrum, [TS] psdensity, [TS] Glossary
solve AX=B, [M-4] solvers, [M-5] cholsolve( ),
[M-5] lusolve( ), [M-5] qrsolve( ), spell data, [ST] Glossary
[M-5] solve tol( ), [M-5] solvelower( ), spherical covariance, [MV] mvtest covariances
[M-5] svsolve( ) sphericity, [MV] Glossary
solve, forecast subcommand, [TS] forecast solve assumption, [PSS] power repeated, [PSS] Glossary
solvelower() function, [M-5] solvelower( ) Spiegelhalter’s Z statistic, [R] brier
solvelower() function, [M-5] solvelower( ) spike, graph twoway subcommand, [G-2] graph
solvenl dump() function, [M-5] solvenl( ) twoway spike
 Subject index 285

spike plot, [R] spikeplot ssC() function, [D] datetime, [FN] Date and time
spikeplot command, [R] spikeplot functions, [M-5] date( )
spline3() function, [M-5] spline3( ) SSCP matrix, [MV] Glossary
spline3eval() function, [M-5] spline3( ) SSD, see summary statistics data
splines ssd
linear, [R] mkspline addgroup command, [SEM] ssd
restricted cubic, [R] mkspline build command, [SEM] ssd
split command, [D] split describe command, [SEM] ssd
split-plot designs, [MV] manova, [R] anova init command, [SEM] ssd
splitting time-span records, [ST] stsplit list command, [SEM] ssd
spread, [R] lv repair command, [SEM] ssd
spreadsheets, transferring set command, [SEM] ssd
from Stata, [D] edit, [D] export, [D] import status command, [SEM] ssd
delimited, [D] import excel, [D] import haver, unaddgroup command, [SEM] ssd
[D] odbc, [D] outfile, [D] xmlsave sspace command, [TS] sspace, [TS] sspace
into Stata, [D] edit, [D] import, [D] import postestimation
delimited, [D] import excel, [D] import haver, SSU, see secondary sampling unit
[D] infile (fixed format), [D] infile (free format), st addobs() function, [M-5] st addobs( )
[D] odbc, [D] xmlsave, [U] 21 Entering and st addobs() function, [M-5] st addobs( )
importing data st addvar() function, [M-5] st addvar( )
sprintf() function, [M-5] printf( ) st addvar() function, [M-5] st addvar( )
SPSS dates, [D] datetime st command, [ST] stset
SQL, [D] odbc st commands for mi data, [MI] mi stsplit, [MI] mi
sqlfile(), odbc subcommand, [D] odbc XXXset
sqreg command, [R] qreg, [R] qreg postestimation st ct, [ST] st is
sqrt() function, [FN] Mathematical functions, st data, [ST] st, [ST] Glossary
[M-5] sqrt( ) st data() function, [M-5] st data( )
square st data() function, [M-5] st data( )
matrix, [M-6] Glossary st dir() function, [M-5] st dir( )
root, [M-5] sqrt( ), [M-5] cholesky( ) st dropobsif() function, [M-5] st dropvar( )
root function, [FN] Mathematical functions st dropobsin() function, [M-5] st dropvar( )
squared multiple correlation, [SEM] methods and st dropvar() function, [M-5] st dropvar( )
formulas for sem
st eclear() function, [M-5] st rclear( )
squared multiple correlations, [MV] factor
st global() function, [M-5] st global( )
postestimation
st global hcat() function, [M-5] st global( )
sreturn
st is 2, [ST] st is
clear command, [P] return
st isfmt() function, [M-5] st isfmt( )
list command, [P] return, [R] stored results
st islmname() function, [M-5] st isname( )
local command, [P] return
st isname() function, [M-5] st isname( )
SRMI, see imputation, multivariate, chained equations
st isnumfmt() function, [M-5] st isfmt( )
SRMR, see standardized, root mean squared residual
st isnumvar() function, [M-5] st vartype( )
SRS, see simple random sample
st isstrfmt() function, [M-5] st isfmt( )
ss() function, [D] datetime, [FN] Date and time
functions, [M-5] date( ) st isstrvar() function, [M-5] st vartype( )
ssc st keepobsif() function, [M-5] st dropvar( )
copy command, [R] ssc st keepobsin() function, [M-5] st dropvar( )
describe command, [R] ssc st keepvar() function, [M-5] st dropvar( )
hot command, [R] ssc st local() function, [M-5] st local( )
install command, [R] ssc st macroexpand() function,
[M-5] st macroexpand( )
new command, [R] ssc
st macroexpand() function,
type command, [R] ssc
[M-5] st macroexpand( )
uninstall command, [R] ssc
st matrix() function, [M-5] st matrix( )
SSC archive, see Statistical Software Components
st matrix hcat() function, [M-5] st matrix( )
archive
st matrixcolstripe() function, [M-5] st matrix( )
st matrixrowstripe() function, [M-5] st matrix( )
st, mi subcommand, [MI] mi XXXset
st nobs() function, [M-5] st nvar( )
286 Subject index

st numscalar() function, [M-5] st numscalar( ) standard deviations, [PSS] power, [PSS] power
st numscalar hcat() function, onevariance
[M-5] st numscalar( ) confidence intervals for, [R] ci
st nvar() function, [M-5] st nvar( ) control-group, [PSS] power twovariances
st rclear() function, [M-5] st rclear( ) creating
st replacematrix() function, [M-5] st matrix( ) dataset of, [D] collapse
st sclear() function, [M-5] st rclear( ) variable containing, [D] egen
st sdata() function, [M-5] st data( ) displaying, [R] lv, [R] summarize, [R] table,
st sdata() function, [M-5] st data( ) [R] tabstat, [R] tabulate, summarize(),
st select() function, [M-5] select( ) [XT] xtsum
st show, [ST] st is experimental-group, [PSS] power twovariances
st sstore() function, [M-5] st store( ) independent, see standard deviations, two-sample
st sstore() function, [M-5] st store( ) one-sample, [PSS] power onevariance
st store() function, [M-5] st store( ) subpopulations, see subpopulation, standard
st store() function, [M-5] st store( ) deviations of
st strscalar() function, [M-5] st numscalar( ) testing equality of, [R] sdtest
st subview() function, [M-5] st subview( ) two-sample, [PSS] power twovariances
st sview() function, [M-5] st view( ) standard error
st tempfilename() function, [M-5] st tempname( ) robust, see robust, Huber/White/sandwich estimator
st tempname() function, [M-5] st tempname( ) of variance
st tsrevar() function, [M-5] st tsrevar( ) standard error bar charts, [G-2] graph other
st tsrevar() function, [M-5] st tsrevar( ) standard errors, see gsem option vce(), see sem option
vce()
st updata() function, [M-5] st updata( )
accessing, [P] matrix get, [U] 13.5 Accessing
st varformat() function, [M-5] st varformat( )
coefficients and standard errors
st varindex() function, [M-5] st varindex( )
balanced repeated replication, see balanced repeated
st varindex() function, [M-5] st varindex( ) replication standard errors
st varlabel() function, [M-5] st varformat( ) bootstrap, see bootstrap standard errors
st varname() function, [M-5] st varname( ) for general predictions, [R] predictnl
st varrename() function, [M-5] st varrename( ) forecast, [R] predict, [R] regress postestimation
st vartype() function, [M-5] st vartype( ) jackknife, see jackknife standard errors
st varvaluelabel() function, [M-5] st varformat( ) MCMC, see MCSE
st view() function, [M-5] st view( ) mean, [R] ci, [R] mean
st viewobs() function, [M-5] st viewvars( ) panel-corrected, see panel-corrected standard error
st viewvars() function, [M-5] st viewvars( ) prediction, [R] glm, [R] predict, [R] regress
st vldrop() function, [M-5] st vlexists( ) postestimation
st vlexists() function, [M-5] st vlexists( ) residuals, [R] predict, [R] regress postestimation
st vlload() function, [M-5] st vlexists( ) robust, see robust, Abadie–Imbens standard errors,
st vlmap() function, [M-5] st vlexists( ) see robust, Huber/White/sandwich estimator of
st vlmodify() function, [M-5] st vlexists( ) variance
st vlsearch() function, [M-5] st vlexists( ) semirobust, see semirobust standard errors
stability, [TS] var intro, [TS] var, [TS] var svar, successive difference replication, see successive
[TS] vecstable difference replication
after ARIMA, [TS] estat aroots standard linear SEM, [SEM] Glossary
after VAR or SVAR, [TS] varstable standard strata, see direct standardization
after VEC, [TS] vec intro, [TS] vec standard weights, see direct standardization
of nonrecursive models, see nonrecursive model, standardized
stability of coefficients, [SEM] example 3, [SEM] example 6,
stable, estat subcommand, [SEM] estat stable [SEM] Glossary, also see standardized
stable unit treatment value assumption, [TE] teffects parameters
intro advanced covariance, [SEM] Glossary
stack command, [D] stack covariance residual, [SEM] methods and formulas
stacked variables, [MV] Glossary for sem
stacking data, [D] stack data, [MV] Glossary
stacking variables, [MV] Glossary difference, [PSS] power, [PSS] power onemean,
stairstep, connecting points with, [G-4] connectstyle [PSS] power twomeans, [PSS] power
pairedmeans
incidence ratio, [R] dstdize
 Subject index 287

standardized, continued Stata, continued

margins, [R] margins macro, [M-5] st global( ), [M-5] st local( ),
mean residual, [SEM] methods and formulas for [M-5] st dir( )
sem Markup and Control Language, [M-5] display( ),
means, [R] mean [M-5] printf( ), [M-5] errprintf( ), [G-4] text,
mortality ratio, [R] dstdize, [R] epitab, [P] smcl
[ST] stptime, [ST] Glossary matrix, [M-5] st matrix( ), [M-5] st dir( ),
option, [SEM] example 11 [M-6] Glossary
parameters, [SEM] estat stdize, [SEM] methods and NetCourseNow, [U] 3.6.2 NetCourses
formulas for sem NetCourses, [U] 3.6.2 NetCourses
proportions, [R] proportion on Facebook, [U] 3.2.5 Stata on social media
rates, [R] dstdize, [R] epitab on Google+, [U] 3.2.5 Stata on social media
ratios, [R] ratio on LinkedIn, [U] 3.2.5 Stata on social media
residuals, [R] binreg postestimation, [R] glm on Twitter, [U] 3.2.5 Stata on social media
postestimation, [R] logistic postestimation, op.varname, see Stata, time-series–operated variable
[R] logit postestimation, [R] predict, [R] regress platforms, [U] 5.1 Platforms
postestimation, [SEM] estat residuals, Press, [U] 3.3 Stata Press
[SEM] methods and formulas for sem, r-class results, [M-5] st global( ), [M-5] st dir( ),
[SEM] Glossary [M-5] st rclear( )
root mean squared residual, [SEM] estat scalar, [M-5] st numscalar( ), [M-5] st dir( )
ggof, [SEM] estat gof, [SEM] example 4, s-class results, [M-5] st global( ), [M-5] st dir( ),
[SEM] example 21, [SEM] methods and [M-5] st rclear( )
formulas for sem
Small, see Small Stata
standardized option, see sem option standardized
Stata/IC, see Stata/IC
standardized, variables, [D] egen
Stata/MP, see Stata/MP
start() option, [G-2] graph twoway histogram
Stata/SE, see Stata/SE
startgrid() option, see gsem option startgrid()
supplementary material, [U] 3 Resources for
starting values, [SEM] intro 12, [SEM] sem and gsem learning and using Stata
option from( ), [SEM] sem and gsem path
support, [U] 3 Resources for learning and using
notation, [SEM] sem path notation extensions,
Stata
[SEM] Glossary
temporary
startvalues() option, see gsem option
startvalues() filenames, [M-5] st tempname( )
Stata names, [M-5] st tempname( )
Blog, [U] 3.2.3 The Stata Blog—Not Elsewhere time-series–operated variable, [M-5] st tsrevar( ),
Classified [M-6] Glossary
c-class results, [M-5] st global( ) training, [U] 3.6 Conferences and training
characteristic, [M-5] st global( ), [M-5] st dir( ) updates, see updates to Stata
conference, [U] 3.6.1 Conferences and users group users group meeting, [U] 3.6.1 Conferences and
meetings users group meetings
description, [U] 2 A brief description of Stata value labels, [M-5] st varformat( ),
[M-5] st vlexists( )
documentation, [U] 1 Read this—it will help
variable
e-class results, [M-5] st global( ), [M-5] st dir( ),
[M-5] st rclear( ) formats, [M-5] st varformat( )
error message, [M-5] error( ) labels, [M-5] st varformat( )
example datasets, [U] 1.2.2 Example datasets website, [U] 3.2.1 The Stata website
(www.stata.com)
execute command, [M-3] mata stata, [M-5] stata( )
YouTube Channel, [U] 3.2.2 The Stata YouTube
exiting, see exit command
Channel
for Mac, see Mac
Stata,
for Unix, see Unix
data file format, technical description, [P] file
for Windows, see Windows formats .dta
forum, [U] 3.2.4 The Stata forum exiting, see exit command
internal form, [D] datetime, [D] datetime display pause, [P] sleep
formats, [D] datetime translation
STATA directory, [P] sysdir
limits, [R] limits, [U] 5 Flavors of Stata
stata() function, [M-5] stata( )
logo, [G-2] graph print, [G-3] pr options
stata() function, [M-5] stata( )
Stata Journal, [G-4] scheme sj
288 Subject index

Stata Journal and Stata Technical Bulletin, [U] 3.4 The std(), egen function, [D] egen
Stata Journal stdescribe command, [ST] stdescribe
installation of, [R] net, [R] sj, [U] 17.6 How do I stdize, estat subcommand, [SEM] estat stdize
install an addition? steady-state equilibrium, [TS] Glossary
keyword search of, [R] search, [U] 4 Stata’s help steepest descent (ascent), [M-5] moptimize( ),
and search facilities [M-5] optimize( )
stata, mata subcommand, [M-3] mata stata stem command, [R] stem
Stata News, [U] 3 Resources for learning and using stem-and-leaf displays, [R] stem
Stata stepwise estimation, [R] stepwise
Stata Technical Bulletin Reprints, [U] 3.4 The Stata stepwise prefix command, [R] stepwise
Journal .ster file, [MI] mi estimate, [MI] mi estimate
Stata/IC, [R] limits, [U] 5 Flavors of Stata using, [MI] mi predict, [U] 11.6 Filenaming
Stata/MP, [R] limits, [U] 5 Flavors of Stata conventions
Stata/SE, [R] limits, [U] 5 Flavors of Stata stereotype logistic regression, [R] slogit, [SVY] svy
stata.key file, [R] search estimation
Statalist, [U] 3.2.4 The Stata forum stfill command, [ST] stfill
statasetversion() function, [M-5] stataversion( ) stgen command, [ST] stgen
stataversion() function, [M-5] stataversion( ) .sthlp file, [U] 4 Stata’s help and search
state-space model, [TS] sspace, [TS] sspace facilities, [U] 11.6 Filenaming conventions,
postestimation, [TS] Glossary, also see [U] 18.11.6 Writing system help
autoregressive integrated moving-average model, stir command, [ST] stir
also see dynamic factor model stjoin command, [ST] stsplit
static, [M-2] class stjoin for mi data, [MI] mi stsplit
static forecast, [TS] forecast, [TS] forecast adjust, stjoin, mi subcommand, [MI] mi stsplit
[TS] forecast clear, [TS] forecast coefvector, stmc command, [ST] strate
[TS] forecast create, [TS] forecast describe, stmh command, [ST] strate
[TS] forecast drop, [TS] forecast estimates,
stochastic
[TS] forecast exogenous, [TS] forecast
identity, [TS] forecast list, [TS] forecast query, equation, [TS] Glossary
[TS] forecast solve, [TS] Glossary frontier model, [R] frontier, [U] 26.16 Stochastic
stationary distribution, [BAYES] intro, frontier models, [XT] xtfrontier
[BAYES] bayesmh, [BAYES] bayesgraph, trend, [TS] tsfilter, [TS] ucm, [TS] Glossary
[BAYES] Glossary stop,
stationary time series, [TS] dfgls, [TS] dfuller, clustermat subcommand, [MV] cluster stop
[TS] pperron, [TS] var intro, [TS] var, [TS] vec cluster subcommand, [MV] cluster stop
intro, [TS] vec stopbox, window subcommand, [P] window
statistical programming, [P] window stopbox
density functions, [M-5] normal( ) stopping command execution, [U] 10 Keyboard use
distribution functions, [M-5] normal( ) stopping rules, [MV] Glossary
inference, hypothesis testing, see hypothesis test adding, [MV] cluster programming subroutines
Statistical Software Components archive, [R] ssc Caliński and Harabasz index, [MV] cluster,
stats, estimates subcommand, [R] estimates stats [MV] cluster stop
statsby prefix command, [D] statsby Duda and Hart index, [MV] cluster, [MV] cluster
status, ssd subcommand, [SEM] ssd stop
STB, see Stata Journal and Stata Technical Bulletin stepsize, [MV] cluster programming subroutines
stb, net subcommand, [R] net storage types, [D] codebook, [D] compress,
stbase command, [ST] stbase [D] describe, [D] encode, [D] format,
[D] generate, [D] recast, [D] varmanage,
.stbcal file, [D] bcal, [D] datetime business
[U] 11.4 varlists, [U] 12.2.2 Numeric storage
calendars, [D] datetime business calendars
types, [U] 12.4 Strings
creation, [U] 11.6 Filenaming conventions
store, estimates subcommand, [R] estimates store
stci command, [ST] stci
store estimation results, [P] ereturn
stcox command, [ST] stcox, [ST] stcox PH-
assumption tests, [ST] stcox postestimation, stored results, [P] return, [P] return, [R] stored
[ST] stcurve results, [SEM] intro 7, [U] 18.8 Accessing
results calculated by other programs,
stcox, fractional polynomials, [R] fp, [R] mfp
[U] 18.9 Accessing results calculated by
stcoxkm command, [ST] stcox PH-assumption tests estimation commands, [U] 18.10 Storing results
stcrreg command, [ST] stcrreg, [ST] stcrreg clearing, [M-5] st rclear( )
postestimation, [ST] stcurve
stcurve command, [ST] stcurve
 Subject index 289

stored results, continued string, continued

hidden or historical, [M-5] st global( ), functions, [FN] String functions, [M-4] string,
[M-5] st matrix( ), [M-5] st numscalar( ) [U] 12.4 Strings, [U] 12.4.2.1 Unicode string
storing and restoring estimation results, [R] estimates functions, [U] 23 Working with strings
store pattern matching, [M-5] strmatch( )
storing results, [P] ereturn, [P] postfile, [P] return to real, convert, [M-5] strtoreal( )
stphplot command, [ST] stcox PH-assumption tests variables, [D] data types, [D] infile (free format),
.stpr file, [U] 11.6 Filenaming conventions [U] 12.4 Strings, [U] 23 Working with strings
stptime command, [ST] stptime converting to numbers, [FN] String functions
.stptrace file, [U] 11.6 Filenaming conventions encoding, [D] encode
str#, [D] data types, [U] 12.4 Strings exporting, [D] export
strata, estat subcommand, [SVY] estat formatting, [D] format
strata with one sampling unit, [SVY] variance importing, [D] import
estimation inputting, [D] edit, [D] input, [U] 21 Entering
strate command, [ST] strate and importing data
stratification, [R] epitab, [ST] stcox, [ST] stcox long, [U] 12.4.13 How to see the full contents of
PH-assumption tests, [ST] stir, [ST] strate, a strL or a str# variable, also see strL
[ST] streg, [ST] sts, [ST] sts generate, [ST] sts making from value labels, [D] encode
graph, [ST] sts list, [ST] sts test, [ST] stsplit, mapping to numbers, [D] destring, [D] encode,
see 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, [ST] stcox, [ST] streg, [ST] Glossary strings, [D] unicode
models, [R] asclogit, [R] asmprobit, [R] asroprobit, stritrim() function, [FN] String functions,
[R] clogit, [R] exlogistic, [R] expoisson, [M-5] strtrim( )
[R] rocreg, [R] rologit strL, [D] data types, [U] 12.4 Strings
resampling, [R] bootstrap, [R] bsample, [R] bstat, displaying, [U] 12.4.13 How to see the full contents
[R] permute of a strL or a str# variable
sampling, [SVY] survey, [SVY] svydescribe, strlen macro extended function, [P] macro
[SVY] svyset, [SVY] Glossary strlen() function, [FN] String functions,
standardization, [R] dstdize [M-5] strlen( )
summary statistics, [R] mean, [R] proportion, strlower() function, [FN] String functions,
[R] ratio, [R] total [M-5] strupper( )
tables, [R] epitab strltrim() function, [FN] String functions,
test, [R] epitab, [ST] stcox PH-assumption tests, [M-5] strtrim( )
[ST] sts test, [ST] Glossary strmatch() function, [FN] String functions,
stratum collapse, [SVY] svydescribe [M-5] strmatch( )
strcat() function, [FN] String functions strofreal() function, [FN] String functions,
strdup() function, [M-5] strdup( ) [M-5] strofreal( )
strdup() function, [FN] String functions strongly balanced, [XT] 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, [TS] Glossary [M-5] strtoname( )
string, also see Unicode strings strtoreal() function, [M-5] strtoreal( )
concatenation, [M-5] invtokens( ) strtoreal() function, [M-5] strtoreal( )
duplication, [M-5] strdup( ) strtrim() function, [FN] String functions,
[M-5] strtrim( )
290 Subject index

struct, [M-2] struct Studentized-range multiple-comparison adjustment, see

structname() function, [M-5] eltype( ) multiple comparisons, Tukey’s method
structural break, Student–Newman–Keuls’s multiple-comparison
known break date, [TS] estat sbknown adjustment, see multiple comparisons, Student–
unknown break date, [TS] estat sbsingle Newman–Keuls’s method
structural equation modeling, [MV] intro, Student’s t
[SEM] methods and formulas for gsem, density,
[SEM] methods and formulas for sem, central, [FN] Statistical functions
[SEM] Glossary, [SVY] svy estimation, noncentral, [FN] Statistical functions
[U] 26.4 Structural equation modeling (SEM) distribution, also see t distribution
structural model, [SEM] intro 5, [SEM] example 7, cumulative, [FN] Statistical functions
[SEM] example 9, [SEM] example 32g, cumulative noncentral, [FN] Statistical functions
[SEM] Glossary, [TS] Glossary inverse cumulative, [FN] Statistical functions
structural time-series model, [TS] psdensity, inverse cumulative noncentral, [FN] Statistical
[TS] sspace, [TS] ucm, [TS] Glossary functions
structural vector autoregressive inverse reverse cumulative, [FN] Statistical
model, [TS] var intro, [TS] var svar, [TS] Glossary functions
postestimation, [R] regress postestimation time reverse cumulative, [FN] Statistical functions
series, [TS] fcast compute, [TS] fcast graph, study,
[TS] irf, [TS] irf create, [TS] var svar case–control, see case–control study
postestimation, [TS] vargranger, [TS] varlmar,
cohort, see cohort study
[TS] varnorm, [TS] varsoc, [TS] varstable,
[TS] varwle controlled clinical trial, see controlled clinical trial
study
structure, [MV] Glossary
cross-sectional, see cross-sectional study
structure, estat subcommand, [MV] discrim lda
postestimation, [MV] factor postestimation experimental, see experimental study
structured, [SEM] Glossary follow-up, see cohort study
structured (correlation or covariance), [SEM] Glossary matched, see matched study
structures, [M-2] struct, [M-5] liststruct( ), multiple-sample, see multiple-sample study
[M-6] Glossary observational, see observational study
strupper() function, [FN] String functions, one-sample, see one-sample study
[M-5] strupper( ) paired, see paired study
sts command, [ST] sts, [ST] sts generate, [ST] sts prospective, see prospective study
graph, [ST] sts list, [ST] sts test randomized controlled trial, see randomized
sts generate command, [ST] sts, [ST] sts generate controlled trial study
sts graph command, [ST] sts, [ST] sts graph retrospective, see retrospective study
sts list command, [ST] sts, [ST] sts list two-sample, see two-sample study
sts test command, [ST] sts, [ST] sts test stvary command, [ST] stvary
.stsem file, [U] 11.6 Filenaming conventions style
stset command, [ST] stset added line, [G-4] addedlinestyle
stset command for mi data, [MI] mi XXXset area, [G-4] areastyle
stset, mi subcommand, [MI] mi XXXset axis, [G-4] tickstyle
stsplit command, [ST] stsplit by-graphs, [G-4] bystyle
stsplit for mi data, [MI] mi stsplit clock position, [G-4] clockposstyle
stsplit, mi subcommand, [MI] mi stsplit color, [G-4] colorstyle
stsum command, [ST] stsum compass direction, [G-4] compassdirstyle
stteffects, [TE] stteffects, [TE] stteffects connect points, [G-4] connectstyle
postestimation grid lines, [G-4] gridstyle
command, [TE] tebalance legends, [G-4] legendstyle
ipw command, [TE] stteffects ipw lines, [G-4] linepatternstyle, [G-4] linestyle,
ipwra command, [TE] stteffects ipwra [G-4] linewidthstyle
ra command, [TE] stteffects ra lists, [G-4] stylelists
wra command, [TE] stteffects wra margins, [G-4] marginstyle
sttocc command, [ST] sttocc marker labels, [G-4] markerlabelstyle,
sttoct command, [ST] sttoct [G-4] markersizestyle, [G-4] markerstyle
Stuart–Maxwell test statistic, [R] symmetry markers, [G-4] symbolstyle
Studentized residuals, [R] predict, [R] regress plot, [G-4] pstyle
postestimation text, [G-4] textsizestyle, [G-4] textstyle
text display angle, [G-4] anglestyle
 Subject index 291

style, continued success–failure proportion, [PSS] power

text justification, [G-4] justificationstyle pairedproportions
textboxes, [G-4] orientationstyle, successive difference replication, [SVY] sdr options,
[G-4] textboxstyle [SVY] svy sdr, [SVY] variance estimation,
vertical alignment of text, [G-4] alignmentstyle [SVY] Glossary
style, [MI] mi convert, [MI] styles, [MI] Glossary suest command, [R] suest, [SVY] svy postestimation
style, .sum file, [U] 11.6 Filenaming conventions
flong, see flong sum() function, [FN] Mathematical functions,
flongsep, see flongsep [M-5] sum( )
mlong, see mlong sum of vector, [M-5] runningsum( )
wide, see wide summarize,
stylelist, [G-4] stylelists estat subcommand, [R] estat, [R] estat summarize
subclass, [M-2] class misstable subcommand, [R] misstable
subdirectories, [U] 11.6 Filenaming conventions estat subcommand, [MV] ca postestimation,
subhazard ratio, [R] eform option, [R] lincom, [MV] discrim estat, [MV] discrim
[ST] Glossary, also see cumulative subhazard knn postestimation, [MV] discrim lda
function postestimation, [MV] discrim logistic
postestimation, [MV] discrim qda
subinertia, estat subcommand, [MV] mca
postestimation, [MV] factor postestimation,
postestimation
[MV] mca postestimation, [MV] mds
subinstr macro extended function, [P] macro postestimation, [MV] pca postestimation,
subinstr() function, [FN] String functions, [MV] procrustes postestimation, [SEM] estat
[M-5] subinstr( ) summarize
subinword() function, [FN] String functions, serset subcommand, [P] serset
[M-5] subinstr( ) summarize command, [D] format, [R] summarize,
subjective prior, see informative prior [R] tabulate, summarize()
sublowertriangle() function, summarizing data, [D] codebook, [D] inspect,
[M-5] sublowertriangle( ) [R] summarize, [R] tabstat, [SVY] svy: tabulate
sublowertriangle() function, twoway, [XT] xtsum, [R] lv, [R] table,
[M-5] sublowertriangle( ) [R] tabulate oneway, [R] tabulate twoway,
subpopulation [R] tabulate, summarize()
differences, [SVY] survey, [SVY] svy summary, bayesstats subcommand,
postestimation [BAYES] bayesstats
estimation, [SVY] subpopulation estimation, summary statistics, see Bayesian, summary statistics,
[SVY] svy estimation, [SVY] Glossary see descriptive statistics
means, [SVY] svy estimation summary statistics data, [SEM] intro 11,
proportions, [SVY] svy estimation, [SEM] example 2, [SEM] example 19,
[SVY] svy: tabulate oneway, [SEM] example 25, [SEM] sem option
[SVY] svy: tabulate twoway select( ), [SEM] sem ssd options, [SEM] ssd,
ratios, [SVY] svy estimation, [SVY] svy: tabulate [SEM] Glossary
oneway, [SVY] svy: tabulate twoway summary variables, generating, [MV] cluster generate
standard deviations of, [SVY] estat summative (Likert) scales, [MV] alpha
totals, [SVY] svy estimation, [SVY] svy: tabulate sums,
oneway, [SVY] svy: tabulate twoway creating dataset containing, [D] collapse
subroutines, adding, [MV] cluster programming over observations, [D] egen, [FN] Mathematical
utilities functions, [R] summarize
subsampling the chain, see thinning over variables, [D] egen
subscripting matrices, [P] matrix define sunflower command, [R] sunflower
subscripts, [G-4] text, [M-2] subscripts, sunflower plots, [R] sunflower
[M-6] Glossary Super, class prefix operator, [P] class
subscripts in expressions, [U] 13.7 Explicit super-varying variables, [MI] mi varying,
subscripting [MI] Glossary
substantive constraints, see constraints .superclass built-in class function, [P] class
substr() function, [M-5] substr( ) superscripts, [G-4] text
substr() function, [FN] String functions, supplementary rows or columns, [MV] ca,
[M-5] substr( ) [MV] Glossary
substring function, [FN] String functions supplementary variables, [MV] mca, [MV] Glossary
subtitle() option, [G-3] title options support of Stata, [U] 3 Resources for learning and
subtraction operator, see arithmetic operators using Stata
292 Subject index

suppressing graphs, [G-3] nodraw option survival model, see survival analysis
suppressing terminal output, [P] quietly survival outcomes, see outcomes, survival
SUR, see seemingly unrelated regression survival-time data, see survival analysis
sureg command, [R] sureg, [R] sureg postestimation, survivor function, [G-2] graph other, [ST] sts,
[SEM] intro 5, [SEM] example 12 [ST] sts generate, [ST] sts list, [ST] sts test,
survey [ST] Glossary, [TE] Glossary
concepts, [SVY] direct standardization, graph of, [ST] stcurve, [ST] sts graph
[SVY] poststratification, [SVY] subpopulation SUTVA, see stable unit treatment value assumption
estimation, [SVY] variance estimation SVAR, see structural vector autoregressive
data, [MI] intro substantive, [MI] mi svar command, [TS] var svar, [TS] var svar
estimate, [SEM] intro 10, [SVY] survey, postestimation
[SVY] svydescribe, [SVY] svyset, SVD, see singular value decomposition
[SVY] Glossary, [U] 26.26 Survey data svd() function, [M-5] svd( )
design, [SVY] svydescribe, [SVY] svyset, svd() function, [M-5] svd( )
[SVY] Glossary svd, matrix subcommand, [P] matrix svd
estimation, [SVY] bootstrap options, svd la() function, [M-5] svd( ), [M-5] fullsvd( )
[SVY] brr options, [SVY] jackknife options,
svdsv() function, [M-5] svd( )
[SVY] sdr options, [SVY] svy, [SVY] svy
bootstrap, [SVY] svy brr, [SVY] svy svdsv() function, [M-5] svd( )
estimation, [SVY] svy jackknife, [SVY] svy sdr svmat command, [P] matrix mkmat
postestimation, [SVY] estat, [SVY] svy svsolve() function, [M-5] svsolve( )
postestimation svsolve() function, [M-5] svsolve( )
prefix command, [SVY] svy svy: biprobit command, [SVY] svy estimation
programmers tools, [SVY] ml for svy, svy: clogit command, [SVY] svy estimation
[SVY] svymarkout svy: cloglog command, [SVY] svy estimation
sampling, [SVY] survey, [SVY] svydescribe, svy: cnsreg command, [SVY] svy estimation
[SVY] svyset, see cluster sampling svy: cpoisson command, [SVY] svy estimation
tables, [SVY] svy: tabulate oneway, svy: etpoisson command, [SVY] svy estimation
[SVY] svy: tabulate twoway svy: etregress command, [SVY] svy estimation
survival analysis, [ST] survival analysis, [ST] discrete, svy: glm command, [SVY] svy estimation
[ST] ltable, [ST] snapspan, [ST] st, [ST] st is, svy: gnbreg command, [SVY] svy estimation
[ST] stcurve, [ST] stdescribe, [ST] stfill, svy: gsem command, [SVY] svy estimation
[ST] stgen, [ST] stir, [ST] stptime, [ST] strate, svy: heckman command, [SVY] svy estimation
[ST] sts, [ST] sts generate, [ST] sts list, [ST] sts svy: heckoprobit command, [SVY] svy estimation
test, [ST] stset, [ST] stsplit, [ST] stsum,
svy: heckprobit command, [SVY] svy estimation
[ST] sttocc, [ST] sttoct, [ST] stvary, [SVY] svy
estimation, [U] 26.22 Survival-time (failure- svy: hetprobit command, [SVY] svy estimation
time) models svy: intreg command, [SVY] svy estimation
competing-risks regression, [ST] stcrreg, svy: ivprobit command, [SVY] svy estimation
[ST] stcrreg postestimation svy: ivregress command, [SVY] svy estimation
count-time data, [ST] ct, [ST] ctset, [ST] cttost, svy: ivtobit command, [SVY] svy estimation
[ST] sts graph svy: logistic command, [SVY] svy estimation,
Cox proportional hazards model, [ST] stcox, [SVY] svy postestimation
[ST] stcox PH-assumption tests, [ST] stcox svy: logit command, [SVY] svy estimation
postestimation svy: mean command, [SVY] survey, [SVY] estat,
graphs, [ST] sts graph [SVY] poststratification, [SVY] subpopulation
interval regression, [R] intreg estimation, [SVY] svy, [SVY] svy estimation,
logistic regression, [R] logistic [SVY] svy postestimation, [SVY] svydescribe,
mixed-effects parametric model, [ME] mestreg [SVY] svyset
parametric survival model, [ST] streg, [ST] streg svy: mecloglog command, [SVY] svy estimation
postestimation svy: meglm command, [SVY] svy estimation
Poisson regression, [R] poisson svy: melogit command, [SVY] svy estimation
power and sample size, [PSS] power, [PSS] power svy: menbreg command, [SVY] svy estimation
cox, [PSS] power exponential, [PSS] power svy: meologit command, [SVY] svy estimation
logrank svy: meoprobit command, [SVY] svy estimation
random-effects parametric model, [XT] xtstreg svy: mepoisson command, [SVY] svy estimation
treatment effects, [TE] stteffects ipw, [TE] stteffects svy: meprobit command, [SVY] svy estimation
ipwra, [TE] stteffects ra, [TE] stteffects wra svy: mestreg command, [SVY] svy estimation
survival data, [MI] mi estimate, [MI] mi predict, svy: mlogit command, [SVY] svy estimation
[TE] stteffects
 Subject index 293

svy: mprobit command, [SVY] svy estimation symeigensystemselect*() functions,

svy: nbreg command, [SVY] svy estimation [M-5] eigensystemselect( )
svy: nl command, [SVY] svy estimation symeigensystemselect*() functions,
svy: ologit command, [SVY] svy estimation, [M-5] eigensystemselect( )
[SVY] svy postestimation symeigenvalues() function, [M-5] eigensystem( )
svy: oprobit command, [SVY] svy estimation symeigenvalues() function, [M-5] eigensystem( )
svy: poisson command, [SVY] svy estimation symmetric matrices, [M-5] issymmetric( ),
svy: probit command, [SVY] svy estimation [M-5] makesymmetric( ), [M-6] Glossary
svy: proportion command, [SVY] svy estimation symmetriconly, [M-6] Glossary
svy: ratio command, [SVY] direct standardization, symmetry, [PSS] power, [PSS] power
[SVY] svy brr, [SVY] svy estimation, pairedproportions, [PSS] power mcc,
[SVY] svy: tabulate twoway [PSS] Glossary
svy: regress command, [SVY] survey, [SVY] svy, plots, [G-2] graph other, [R] diagnostic plots
[SVY] svy estimation, [SVY] svy jackknife, test, [R] symmetry
[SVY] svy postestimation symmetry command, [R] symmetry
svy: scobit command, [SVY] svy estimation symmi command, [R] symmetry
svy: sem command, [SVY] svy estimation symplot command, [R] diagnostic plots
svy: slogit command, [SVY] svy estimation syntax, [M-2] syntax
svy: stcox command, [SVY] svy estimation diagrams explained, [R] intro
svy: streg command, [SVY] svy estimation syntax of Stata’s language, [P] syntax,
svy: tabulate command, [SVY] svy: tabulate [U] 11 Language syntax
oneway, [SVY] svy: tabulate twoway syntax command, [P] syntax
svy: tnbreg command, [SVY] svy estimation sysdir
svy: tobit command, [SVY] svy estimation command, [U] 17.5 Where does Stata look for ado-
svy: total command, [SVY] svy brr, [SVY] svy files?
estimation list command, [P] sysdir
svy: tpoisson command, [SVY] svy estimation macro extended function, [P] macro
svy: truncreg command, [SVY] svy estimation set command, [P] sysdir
svy: zinb command, [SVY] svy estimation sysmiss, see missing values
svy: zip command, [SVY] svy estimation system
svy bootstrap prefix command, [SVY] svy bootstrap estimators, [R] gmm, [R] ivpoisson,
svy brr prefix command, [SVY] svy brr [R] ivregress, [R] nlsur, [R] reg3, [R] sureg,
svy jackknife prefix command, [SVY] svy jackknife [U] 26.17 Regression with systems of equations,
svy prefix command, [SVY] svy also see generalized method of moments
svy sdr prefix command, [SVY] svy sdr limits, [P] creturn
svydescribe command, [SVY] survey, of equations, [M-5] solvenl( )
[SVY] svydescribe parameters, [P] creturn, [P] set locale functions,
svymarkout command, [P] mark, [SVY] svymarkout [P] set locale ui, [R] query, [R] set,
svyset command, [SVY] survey, [SVY] svyset [R] set defaults
svyset command for mi data, [MI] mi XXXset values, [P] creturn
svyset, estat subcommand, [SVY] estat variables, [U] 13.4 System variables ( variables)
svyset, mi subcommand, [MI] mi XXXset sysuse
swap() function, [M-5] swap( ) command, [D] sysuse
sweep() function, [FN] Matrix functions, [P] matrix dir command, [D] sysuse
define szroeter, estat subcommand, [R] regress
swilk command, [R] swilk postestimation
switching styles, [MI] mi convert Szroeter’s test for heteroskedasticity, [R] regress
postestimation
symbolic forms, [R] anova
symbolpalette, palette subcommand, [G-2] palette
symbols, [G-4] text, also see markers T
symbolstyle, [G-4] symbolstyle
symeigen, matrix subcommand, [P] matrix symeigen t distribution,
symeigen la() function, [M-5] eigensystem( ) cdf, [FN] Statistical functions
symeigensystem() function, [M-5] eigensystem( ) confidence interval for mean, [R] ci, [R] mean
symeigensystem() function, [M-5] eigensystem( ) testing equality of means, [R] esize, [R] ttest
%t formats, [D] format
t() function, [FN] Statistical functions,
[M-5] normal( )
294 Subject index

t test, [PSS] Glossary tan() function, [FN] Trigonometric functions,

%t values and formats, [D] datetime [M-5] sin( )
t1title() option, [G-3] title options tangent function, [FN] Trigonometric functions
t2title() option, [G-3] title options tanh() function, [FN] Trigonometric functions,
tab characters, show, [D] type [M-5] sin( )
tab expansion of variable names, [U] 10.6 Tab TARCH, see threshold autoregressive conditional
expansion of variable names heteroskedasticity
tab1 command, [R] tabulate oneway target
tab2 command, [R] tabulate twoway between-group variance, [PSS] power oneway
tabdisp command, [P] tabdisp correlation, [PSS] power, [PSS] power
tabi command, [R] tabulate twoway onecorrelation, [PSS] power twocorrelations
table, discordant proportions, [PSS] power, [PSS] power
estat subcommand, [MV] ca postestimation pairedproportions
estimates subcommand, [R] estimates table effect variance, [PSS] power twoway, [PSS] power
repeated
irf subcommand, [TS] irf table
hazard difference, [PSS] power exponential
table command, [R] table
hazard ratio, [PSS] power exponential, [PSS] power
table, frequency, see frequency table
logrank
table output, [PSS] power, table, [PSS] power cox,
log hazard-ratio, [PSS] power exponential,
[PSS] power exponential
[PSS] power logrank
tables, [TS] irf ctable, [TS] irf table
mean, [PSS] power, [PSS] power onemean,
N-way, [P] tabdisp [PSS] power twomeans, [PSS] unbalanced
actuarial, see life tables designs
coefficient, mean difference, [PSS] power, [PSS] power
display in exponentiated form, [R] eform option pairedmeans
display settings, [R] estimation options, [R] set odds ratio, [PSS] power cmh, [PSS] power mcc
showbaselevels parameter, [PSS] Glossary
format settings, [R] set cformat proportion, [PSS] power, [PSS] power
maximum likelihood display options, [R] ml oneproportion, [PSS] power twoproportions
system parameter settings, [R] set regression coefficient, [PSS] power cox
contingency, [R] table, [R] tabulate twoway, rotation, [MV] procrustes, [MV] rotate,
[SVY] svy: tabulate twoway [MV] rotatemat, [MV] Glossary
epidemiological, see epidemiological tables standard deviation, [PSS] power, [PSS] power
estimation results, [R] estimates table onevariance, [PSS] power twovariances
failure, see failure tables variance, [PSS] power, [PSS] power onevariance,
formatting numbers in, [D] format [PSS] power twovariances
fourfold, see fourfold tables tau, [R] spearman
frequency, [R] tabulate oneway, [R] tabulate taxonomy, [MV] Glossary
twoway, [SVY] svy: tabulate oneway, Taylor linearization, see linearized variance estimator
[SVY] svy: tabulate twoway, [R] table, tC() pseudofunction, [D] datetime, [FN] Date and
[R] tabstat, [R] tabulate, summarize() time functions
hazard, see hazard tables tc() pseudofunction, [D] datetime, [FN] Date and
life, see life tables time functions
missing values, [R] misstable TCC, see test characteristic curve
of statistics, [P] tabdisp tcc, irtgraph subcommand, [IRT] irtgraph tcc
printing, [U] 15 Saving and printing output—log td() pseudofunction, [D] datetime, [FN] Date and
files time functions
summary statistics, [R] table, [R] tabstat, tden() function, [FN] Statistical functions,
[R] tabulate, summarize() [M-5] normal( )
tabodds command, [R] epitab TDT test, see transmission-disequilibrium test
tabstat command, [R] tabstat tebalance
tabulate balance command, [TE] tebalance box,
one-way, [SVY] svy: tabulate oneway [TE] tebalance density, [TE] tebalance overid,
two-way, [SVY] svy: tabulate twoway [TE] tebalance summarize
tabulate command, [R] tabulate oneway, command, [TE] tebalance
[R] tabulate twoway technical support, [U] 3.8 Technical support
summarize(), [R] tabulate, summarize() technique, [SEM] Glossary
tag, duplicates subcommand, [D] duplicates technique() option, [R] maximize
tag(), egen function, [D] egen
 Subject index 295

teffects test, continued

aipw command, [TE] teffects aipw Breusch–Pagan, see Breusch–Pagan test
command, [TE] tebalance, [TE] teffects, Breusch–Pagan Lagrange multiplier, see Breusch–
[TE] teffects postestimation Pagan Lagrange multiplier test
ipw command, [TE] teffects ipw chi-squared, see chi-squared test
ipwra command, [TE] teffects ipwra chi-squared hypothesis, see chi-squared hypothesis
nnmatch command, [TE] teffects nnmatch test
overlap command, [TE] teffects overlap chi-squared, see chi-squared test
psmatch command, [TE] teffects psmatch Chow, see Chow test
ra command, [TE] teffects ra comparison (between nested models), see
teffects, estat subcommand, [SEM] estat teffects comparison test between nested models
tempfile command, [P] macro covariate balance, see treatment effects, covariate
tempfile macro extended function, [P] macro balance
tempname, class, [P] class Cox proportional hazards model, assumption,
tempname command, [P] macro, [P] matrix, [P] scalar see Cox proportional hazards model, test of
assumption
tempname macro extended function, [P] macro
cusum, see cusum test
temporary
Dickey–Fuller, see Dickey–Fuller test
files, [P] macro, [P] preserve, [P] scalar
differences of two means, see differences of two
names, [P] macro, [P] matrix, [P] scalar,
means test
[U] 18.7.2 Temporary scalars and matrices
Durbin’s alternative, see Durbin’s alternative test
variables, [P] macro, [U] 18.7.1 Temporary
variables endogeneity, see endogeneity test
tempvar command, [P] macro Engle’s LM, see Engle’s LM test
tempvar macro extended function, [P] macro equality of
termcap(5), [U] 10 Keyboard use binomial proportions, see equality test of
binomial proportions
terminal
coefficients, see equality test of coefficients
obtaining input from, [P] display
distributions, see distributions, testing equality of
suppressing output, [P] quietly
margins, see equality test of margins
terminfo(4), [U] 10 Keyboard use
means, see equality test of means
test
medians, see equality test of medians
after estimation, see estimation, test after
proportions, see equality test of proportions
characteristic curve, [IRT] irtgraph tcc,
[IRT] Glossary ROC areas, see equality test of ROC areas
information function, [IRT] irtgraph tif, survivor functions, see equality test, survivor
[IRT] Glossary functions
of symmetry, [PSS] power, [PSS] power variances, see equality test of variances
pairedproportions, [PSS] power mcc equivalence, see equivalence test
statistic, [PSS] power, [PSS] power onemean, exact, see exact test
[PSS] power twomeans, [PSS] power exogeneity, see endogeneity test
pairedmeans, [PSS] power oneproportion, F , see F test
[PSS] power twoproportions, [PSS] power Fisher–Irwin’s exact, see Fisher–Irwin’s exact test
pairedproportions, [PSS] power onevariance, Fisher-type, see Fisher-type test
[PSS] power twovariances, [PSS] power Fisher’s exact, see Fisher’s exact test
onecorrelation, [PSS] power twocorrelations, Fisher’s z , see Fisher’s z test
[PSS] power oneway, [PSS] power twoway, goodness-of-fit, see goodness of fit
[PSS] power repeated, [PSS] Glossary
Granger causality, see Granger causality
test,
group invariance, see group invariance test
ARCH, see autoregressive conditional
Hadri Lagrange multiplier, see Hadri Lagrange
heteroskedasticity test
multiplier stationarity test
association, see association test
Harris–Tzavalis, see Harris–Tzavalis test
autocorrelation, see autocorrelation test
Hausman specification, see Hausman specification
autoregressive conditional heteroskedasticity, see test
autoregressive conditional heteroskedasticity test
heterogeneity, see heterogeneity test
binomial, see binomial test
heteroskedasticity, see heteroskedasticity test
binomial probability, see binomial probability test
homogeneity, see homogeneity test
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
296 Subject index

test, continued test, continued

independence, also see Breusch–Pagan test, see t, see t test
independence test TDT, see transmission-disequilibrium test
independence of irrelevant alternatives, see transmission-disequilibrium test, see transmission-
independence of irrelevant alternatives disequilibrium test
information matrix, see information matrix test trend, see trend, test for
internal consistency, see internal consistency test two-sample, see two-sample test
interrater agreement, see interrater agreement two-sided, see two-sided test
Kolmogorov–Smirnov, see Kolmogorov–Smirnov test unit-root, see unit-root test
Kruskal–Wallis, see Kruskal–Wallis test variance-comparison, see variance-comparison test
kurtosis, see kurtosis Wald, see Wald test
Lagrange multiplier, see Lagrange multiplier test weak instrument, see weak instrument test
Levin–Lin–Chu, see Levin–Lin–Chu test z , see z test
likelihood-ratio, see likelihood-ratio test test command, [R] anova postestimation, [R] test,
linear hypotheses after estimation, see linear [SEM] estat stdize, [SEM] example 8,
hypothesis test after estimation [SEM] example 9, [SEM] example 16,
log-rank, see log-rank test [SEM] test, [SVY] survey, [SVY] svy
Mantel–Haenszel, see Mantel–Haenszel test postestimation, [U] 20.12 Performing
marginal homogeneity, [PSS] power mcc, see hypothesis tests on the coefficients
marginal homogeneity, test of test, mi subcommand, [MI] mi test
margins, see margins test test, sts subcommand, [ST] sts test
McNemar’s, see McNemar’s test testnl command, [R] testnl, [SEM] estat stdize,
McNemar’s chi-squared test, see McNemar’s chi- [SEM] testnl, [SVY] svy postestimation
squared test testparm command, [R] test, [SEM] test, [SVY] svy
model postestimation
coefficients, see model coefficients test testtransform, mi subcommand, [MI] mi test
simplification, see model simplification test tetrachoric command, [R] tetrachoric
specification, see specification test tetrachoric correlation, [MV] Glossary
modification indices, see modification indices text files, writing and reading, [P] file
multiple-sample, see multiple-sample test text() option, [G-3] added text options,
multivariate, see multivariate test [G-3] aspect option
nonlinear, see nonlinear test text,
nonlinear hypotheses after estimation, see nonlinear adding, [G-3] added text options
hypothesis test after estimation angle of, [G-4] anglestyle
normality, see normal distribution and normality, see captions, [G-3] title options
normality test exporting, see exporting data
omitted variables, see omitted variables test in graphs, [G-4] text
one-sample, see one-sample test look of, [G-4] textboxstyle, [G-4] textstyle
one-sided, see one-sided test note, [G-3] title options
overidentifying restrictions, see overidentifying reading data in, see importing data
restrictions, tests of resizing, [G-3] scale option
overlap assumption, see overlap assumption running outside of borders,
paired-sample, see paired-sample test [G-3] added text options
permutation, see permutation test saving data in, see exporting data
quadrature, see quadrature size of, [G-3] textbox options
Ramsey, see Ramsey test subtitle, [G-3] title options
random-order, see random-order test title, [G-3] title options
RESET, see RESET test vertical alignment, [G-4] alignmentstyle
score, see score test text and textboxes, relationship between, [G-4] textstyle
serial correlation, see autocorrelation textboxes, [G-3] textbox options
serial independence, see serial independence test orientation of, [G-4] orientationstyle
Shapiro–Francia, see Shapiro–Francia test for textboxstyle, [G-4] textboxstyle
normality textsizestyle, [G-4] textsizestyle
Shapiro–Wilk, see Shapiro–Wilk test for normality textstyle, [G-4] textstyle
skewness, see skewness th() pseudofunction, [D] datetime, [FN] Date and
structural break, see structural break time functions
symmetry, see symmetry test thickness of lines, [G-4] linewidthstyle
Szroeter’s, see Szroeter’s test for heteroskedasticity thinning, [BAYES] bayesmh, [BAYES] Glossary
 Subject index 297

Thomson scoring, [MV] factor postestimation titles, [G-3] title options

thrashing, [ST] Glossary of axis, [G-3] axis title options
three-dimensional graph, [G-2] graph twoway contour, tlabel() option, [G-3] axis label options
[G-2] graph twoway contourline TLI, see Tucker–Lewis index
three-parameter logistic model, [IRT] irt 3pl, tm() pseudofunction, [D] datetime, [FN] Date and
[IRT] Glossary time functions
three-stage least squares, [R] reg3 tmlabel() option, [G-3] axis label options
threshold autoregressive conditional heteroskedasticity, TMPDIR Unix environment variable, [P] macro
[TS] arch tmtick() option, [G-3] axis label options
tick, tnbreg command, [R] tnbreg, [R] tnbreg
definition, [G-4] tickstyle postestimation
suppressing, [G-4] tickstyle tobit command, [R] tobit, [R] tobit postestimation
ticksetstyle, [G-4] ticksetstyle tobit regression, [R] ivtobit, [R] tobit,
tickstyle, [G-4] tickstyle [SEM] example 43g, [SVY] svy estimation,
ties, [MV] Glossary also see intreg command, also see truncreg
TIF, see test information function command
tif, irtgraph subcommand, [IRT] irtgraph tif random-effects, [XT] xttobit
TIFF, [G-3] tif options with endogenous covariates, [SVY] svy estimation
time of day, [P] creturn tobytes() function, [FN] String functions
time-series–operated variable, [M-5] st data( ), .toc filename suffix, [R] net
[M-5] st tsrevar( ), [M-6] Glossary Toeplitz() function, [M-5] Toeplitz( )
time stamp, [D] describe tokenallowhex() function, [M-5] tokenget( )
time variables and values, [D] datetime tokenallownum() function, [M-5] tokenget( )
time-domain analysis, [TS] arch, [TS] arfima, tokenget() function, [M-5] tokenget( )
[TS] arima, [TS] Glossary tokengetall() function, [M-5] tokenget( )
timeout1, set subcommand, [R] netio, [R] set tokeninit() function, [M-5] tokenget( )
timeout2, set subcommand, [R] netio, [R] set tokeninitstata() function, [M-5] tokenget( )
timer tokenize command, [P] tokenize
clear command, [P] timer tokenoffset() function, [M-5] tokenget( )
list command, [P] timer tokenpchars() function, [M-5] tokenget( )
off command, [P] timer tokenpeek() function, [M-5] tokenget( )
on command, [P] timer tokenqchars() function, [M-5] tokenget( )
times and dates, [M-5] c( ), [M-5] date( ) tokenrest() function, [M-5] tokenget( )
time-series tokens() function, [M-5] tokens( )
analysis, [D] egen, [P] matrix accum, [R] regress tokenset() function, [M-5] tokenget( )
postestimation time series tokenwchars() function, [M-5] tokenget( )
estimation, [U] 26.19 Models with time-series data tolerance() option, [R] maximize
filter, [TS] psdensity, [TS] ucm tolerances, [M-1] tolerance, [M-5] solve tol( )
formats, [D] format top() suboption, [G-4] alignmentstyle
functions, [FN] Selecting time-span functions tostring command, [D] destring
operators, [TS] tsset, [U] 13.10 Time-series total
operators characteristic curve, see test characteristic curve
plots, [G-2] graph other, [G-2] graph twoway inertia, [MV] ca, [MV] ca postestimation,
tsline [MV] mca, [MV] mca postestimation,
unabbreviating varlists, [P] unab [MV] Glossary
varlists, [U] 11.4.4 Time-series varlists information function, see test information function
time-span data, [ST] snapspan principal inertia, [MV] ca, [MV] mca,
time-varying covariates, [ST] Glossary [MV] Glossary
time-varying variance, [TS] arch sample size, see sample-size
time-versus-concentration curve, [R] pk total command, [R] total, [R] total postestimation
timing code, [P] timer total(), egen function, [D] egen
tin() function, [FN] Selecting time-span functions totals, estimation, [R] total
title, estimates subcommand, [R] estimates title totals, survey data, [SVY] svy estimation
title() option, [G-3] title options toward a target rotation, [MV] procrustes, [MV] rotate,
titlecase, [ I ] Glossary, [M-6] Glossary [MV] rotatemat
title-cased string, [ I ] Glossary tpoisson command, [R] tpoisson, [R] tpoisson
postestimation
298 Subject index

tq() pseudofunction, [D] datetime, [FN] Date and transpose() function, [M-5] transpose( )
time functions transposeonly() function, [M-5] transposeonly( )
trace, transposeonly() function, [M-5] transposeonly( )
ml subcommand, [R] ml transposing data, [D] xpose
query subcommand, [R] query transposing matrices, [P] matrix define
set subcommand, [P] creturn, [P] trace, [R] set transposition, [M-2] op transpose, [M-5] transpose( ),
trace() function, [FN] Matrix functions, [M-5] transposeonly( )
[M-5] trace( ), [P] matrix define treatment effects,
trace of matrix, [M-5] trace( ), [P] matrix define covariate balance, [TE] tebalance, [TE] tebalance
trace option, [R] maximize box, [TE] tebalance density, [TE] tebalance
traceback log, [M-2] errors, [M-5] error( ), overid, [TE] tebalance summarize
[M-6] Glossary doubly robust estimators, [TE] teffects aipw,
tracedepth, set subcommand, [P] creturn, [P] trace, [TE] teffects ipwra
[R] set endogenous, [SEM] example 46g, [TE] eteffects,
traceexpand, set subcommand, [P] creturn, [TE] eteffects postestimation, [TE] etpoisson,
[P] trace, [R] set [TE] etpoisson postestimation, [TE] etregress,
tracehilite, set subcommand, [P] creturn, [TE] etregress postestimation
[P] trace, [R] set glossary, [TE] Glossary
traceindent, set subcommand, [P] creturn, inverse-probability weighting, [TE] stteffects ipw,
[P] trace, [R] set [TE] teffects ipw
tracenumber, set subcommand, [P] creturn, matching estimators, [TE] teffects nnmatch,
[P] trace, [R] set [TE] teffects psmatch
tracesep, set subcommand, [P] creturn, [P] trace, overlap plots, [TE] teffects overlap
[R] set overview, [TE] intro, [TE] treatment effects,
tracing iterative maximization process, [R] maximize [TE] stteffects intro, [TE] teffects, [TE] teffects
trademark symbol, [G-4] text intro, [TE] teffects intro advanced, [TE] teffects
training, [U] 3.6 Conferences and training multivalued, [U] 26.23 Treatment-effect models
transferring data postestimation, [TE] teffects postestimation
copying and pasting, [D] edit power, [PSS] power, [PSS] power twomeans,
from Stata, [D] export [PSS] power pairedmeans, [PSS] power
oneproportion, [PSS] power twoproportions,
into Stata, [D] import, [U] 21 Entering and
[PSS] power pairedproportions, [PSS] power
importing data
oneway, [PSS] power twoway, [PSS] power
transformations, [MV] procrustes repeated, [PSS] power exponential,
log, [R] lnskew0 [PSS] power logrank
modulus, [R] boxcox regression adjustment, [TE] stteffects ra,
power, [R] boxcox, [R] lnskew0 [TE] teffects ra
to achieve normality, [R] boxcox, [R] ladder survey data, [SVY] svy estimation
to achieve zero skewness, [R] lnskew0 survival-time data, [TE] stteffects, [TE] stteffects
transformed coefficients, [MI] mi estimate, [MI] mi intro, [TE] stteffects ipw, [TE] stteffects ipwra,
estimate using, [MI] mi test [TE] stteffects postestimation, [TE] stteffects ra,
translate [TE] stteffects wra
files with Unicode, [D] unicode translate tree, misstable subcommand, [R] misstable
logs, [R] translate trees, [MV] cluster, [MV] cluster dendrogram
translate command, [R] translate trend, [TS] Glossary
translation, file, [D] changeeol, [D] filefilter trend, power subcommand, [PSS] power trend
translator trend test, [PSS] power, [PSS] power trend,
query command, [R] translate [R] epitab, [ST] strate, [ST] sts test
reset command, [R] translate trend, test for, [R] nptrend, [R] symmetry
set command, [R] translate triangle kernel function, [R] kdensity, [R] lpoly,
transmap [R] qreg, [TE] tebalance density, [TE] tebalance
define command, [R] translate overid, [TE] teffects overlap
query command, [R] translate triangular matrix, [M-5] solvelower( ), [M-6] Glossary
transmission-disequilibrium test, [R] symmetry trigamma() function, [FN] Mathematical functions,
transmorphic, [M-2] declarations, [M-6] Glossary [M-5] factorial( )
transpose, [M-6] Glossary, also see conjugate transpose trigonometric functions, [FN] Trigonometric functions,
in place, [M-5] transpose( ) [M-5] sin( )
operator, [M-2] op transpose trunc() function, [FN] Mathematical functions,
[M-5] trunc( )
without conjugation, [M-5] transposeonly( )
 Subject index 299

truncated Tukey’s
negative binomial regression, [R] tnbreg, [SVY] svy multiple-comparison adjustment, see multiple
estimation comparisons, Tukey’s method
observations, [R] truncreg, also see censored Studentized range distribution,
observations cumulative, [FN] Statistical functions
Poisson regression, [R] tpoisson, [SVY] svy inverse cumulative, [FN] Statistical functions
estimation tuning constant, [R] rreg
regression, [R] truncreg, [SVY] svy estimation tutorials, [U] 1.2.2 Example datasets
truncating tw() pseudofunction, [D] datetime, [FN] Date and
real numbers, [FN] Mathematical functions time functions
strings, [FN] String functions twithin() function, [FN] Selecting time-span
truncation, [ST] stset, [ST] Glossary, [TE] Glossary, functions
also see imputation, truncated data Twitter, see Stata on Twitter
truncreg command, [R] truncreg, [R] truncreg two-level model, [ME] me, [ME] Glossary
postestimation two-parameter logistic model, [IRT] irt 2pl,
tsappend command, [TS] tsappend [IRT] Glossary
tscale, graph twoway subcommand, [G-2] graph twocorrelations, power subcommand, [PSS] power
twoway tsline twocorrelations
tscale() option, [G-3] axis scale options two-independent-samples test, [PSS] Glossary
tsfill command, [TS] tsfill twomeans, power subcommand, [PSS] power
tsfilter, [TS] tsfilter twomeans
bk command, [TS] tsfilter bk twoproportions, power subcommand, [PSS] power
bw command, [TS] tsfilter bw twoproportions
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] Glossary
tsrline, graph twoway subcommand, [G-2] graph correlations, [PSS] power twocorrelations
twoway tsline dependent samples, [PSS] power mcc
tsset command, [TS] tsset hazard functions, [PSS] power exponential,
tsset command for mi data, [MI] mi XXXset [PSS] power logrank
tsset, mi subcommand, [MI] mi XXXset independent samples, [PSS] power twomeans,
tssmooth, [TS] tssmooth [PSS] power twoproportions, [PSS] power
dexponential command, [TS] tssmooth twovariances, [PSS] power twocorrelations,
dexponential [PSS] power cmh, [PSS] power exponential,
exponential command, [TS] tssmooth exponential [PSS] power logrank
hwinters command, [TS] tssmooth hwinters log hazards, [PSS] power exponential,
[PSS] power logrank
ma command, [TS] tssmooth ma
log-rank, [PSS] power exponential, [PSS] power
nl command, [TS] tssmooth nl
logrank
shwinters command, [TS] tssmooth shwinters
means, [PSS] power twomeans, [PSS] power
tsunab command, [P] unab pairedmeans, [PSS] unbalanced designs
ttail() function, [FN] Statistical functions, proportions, [PSS] power twoproportions,
[M-5] normal( ) [PSS] power pairedproportions, [PSS] power
ttest and ttesti commands, [R] ttest cmh, [PSS] power mcc
ttest command, [MV] hotelling survivor functions, [PSS] power exponential,
ttick() option, [G-3] axis label options [PSS] power logrank
ttitle() option, [G-3] axis title options variances, [PSS] power twovariances
Tucker–Lewis index, [SEM] estat gof, [SEM] methods variances, see variances, two-sample
and formulas for sem two-sided test, [PSS] power, [PSS] power onemean,
tukeyprob() function, [FN] Statistical functions, [PSS] power twomeans, [PSS] power
[M-5] normal( ) pairedmeans, [PSS] power oneproportion,
[PSS] power twoproportions, [PSS] power
pairedproportions, [PSS] power onevariance,
300 Subject index

two-sided test, continued unabcmd command, [P] unabcmd

[PSS] power twovariances, [PSS] power unaddgroup, ssd subcommand, [SEM] ssd
onecorrelation, [PSS] power twocorrelations, .uname built-in class function, [P] class
[PSS] power oneway, [PSS] power repeated, unary operator, [M-6] Glossary
[PSS] power cmh, [PSS] power mcc, unbalanced
[PSS] power trend, [PSS] power cox,
data, [XT] Glossary
[PSS] power exponential, [PSS] power logrank,
[PSS] unbalanced designs, [PSS] Glossary design, [PSS] power twomeans, [PSS] power
twoproportions, [PSS] power twovariances,
two-stage least squares, [R] ivregress, [SVY] svy
[PSS] power twocorrelations, [PSS] power
estimation, [XT] xthtaylor, [XT] xtivreg
oneway, [PSS] power twoway, [PSS] power
two-tailed test, [PSS] Glossary, also see two-sided test repeated, [PSS] power cmh, [PSS] power trend,
twovariances, power subcommand, [PSS] power [PSS] power exponential, [PSS] power logrank,
twovariances [PSS] unbalanced designs, [PSS] Glossary
two-way uncompress files, [D] zipfile
analysis of variance, [PSS] power, [PSS] power unconfoundedness, see conditional-independence
twoway, [PSS] Glossary, [R] anova assumption
multivariate analysis of variance, [MV] manova under observation, [ST] cttost, [ST] st, [ST] stset,
repeated-measures ANOVA, [PSS] power repeated, [ST] Glossary
[PSS] Glossary underlining in syntax diagram, [U] 11 Language syntax
scatterplots, [R] lowess underscore functions, [M-1] naming, [M-6] Glossary
twoway, power subcommand, [PSS] power twoway underscore variables, [U] 13.4 System variables
type, [M-2] declarations, [M-6] Glossary ( variables)
type unequal-allocation design, see unbalanced design
command, [D] type unhold, estimates subcommand, [P] estimates
macro extended function, [P] macro Unicode, [D] unicode, [ I ] Glossary
parameter, [D] generate character, [ I ] Glossary
type, collation, [FN] String functions,
set subcommand, [D] generate, [R] set [M-5] ustrcompare( ), [U] 12.4.2.5 Sorting
ssc subcommand, [R] ssc strings containing Unicode characters
type, broad, [M-6] Glossary collation algorithm, [D] unicode collator
type I error, [PSS] Glossary, [ST] Glossary collators, [D] unicode collator
type I error probability, see probability of a type I error concept, [M-6] Glossary
type I study, [PSS] Glossary encoding conversion, [D] unicode convertfile,
type II error, [PSS] Glossary, [ST] Glossary [D] unicode translate
type II error probability, see probability of a type II encodings, [D] unicode encoding,
error [U] 12.4.2.3 Encodings
type II study, [PSS] Glossary locales, [D] unicode locale, [P] set locale functions,
[P] set locale ui, [U] 12.4.2.4 Locales in
Unicode
U normalization, [ I ] Glossary
strings, [FN] String functions, [M-4] string,
U statistic, [R] ranksum [U] 12.4.2 Handling Unicode strings
UCA, see Unicode collation algorithm title-cased string, [ I ] Glossary
uchar() function, [FN] String functions, unicode
[M-5] uchar( ) analyze command, [D] unicode translate
UCM, see unobserved-components model collator list command, [D] unicode collator
ucm command, [TS] ucm, [TS] ucm postestimation command, [D] unicode
uconv, [D] unicode convertfile convertfile command, [D] unicode convertfile
udstrlen macro extended function, [P] macro encoding alias command, [D] unicode encoding
udstrlen() function, [FN] String functions, encoding list command, [D] unicode encoding
[M-5] udstrlen( ) encoding set command, [D] unicode encoding,
udsubstr() function, [FN] String functions, [D] unicode translate
[M-5] udsubstr( ) erasebackups command, [D] unicode translate
uisdigit() function, [FN] String functions locale list command, [D] unicode locale
uisletter() function, [FN] String functions restore command, [D] unicode translate
unab command, [P] unab retranslate command, [D] unicode translate
unabbreviate translate command, [D] unicode translate
command names, [P] unabcmd uipackage list command, [D] unicode locale
variable list, [P] syntax, [P] unab
 Subject index 301

unicode, query subcommand, [R] query unstructured, [SEM] Glossary

unidimensionality, [IRT] Glossary unzipfile command, [D] zipfile
uniform accrual, [PSS] power exponential, update
[PSS] power logrank all command, [R] update
uniform prior, [BAYES] bayes, [BAYES] bayesmh, command, [R] update
[MI] mi impute mvn from command, [R] update
uniformly distributed query command, [R] update
random numbers, [M-5] runiform( ) update,
random variates, [M-5] runiform( ) mi subcommand, [MI] mi update, [MI] noupdate
random-number function, [FN] Random-number option
functions, [R] set seed query subcommand, [R] query
uninstall, view subcommand, [R] view
net subcommand, [R] net update d, view subcommand, [R] view
ssc subcommand, [R] ssc update interval, set subcommand, [R] set,
uniqrows() function, [M-5] uniqrows( ) [R] update
unique options, [G-4] concept: repeated options update prompt, set subcommand, [R] set,
unique value labels, [D] labelbook [R] update
unique values, update query, set subcommand, [R] set, [R] update
counting, [D] codebook, [R] table, [R] tabulate updates to Stata, [R] adoupdate, [R] net, [R] sj,
oneway [R] update, [U] 3.4 The Stata Journal,
determining, [D] inspect, [D] labelbook [U] 3.5 Updating and adding features from the
uniqueness, [MV] factor, [MV] factor postestimation, web, [U] 17.6 How do I install an addition?,
[MV] rotate, [MV] Glossary [U] 28 Using the Internet to keep up to date
unit loading, [SEM] intro 4 upper
unit vectors, [M-5] e( ) one-sided test, [PSS] Glossary
unitary matrix, [M-6] Glossary one-tailed test, [PSS] Glossary
unitcircle() function, [M-5] unitcircle( ) uppercase, [M-5] strupper( ), [M-5] ustrupper( )
unit-root uppercase-string function, [FN] String functions
models, [TS] vec intro, [TS] vec uppertriangle() function, [M-5] lowertriangle( )
process, [TS] Glossary uppertriangle() function, [M-5] lowertriangle( )
test, [TS] dfgls, [TS] dfuller, [TS] pperron, upper-triangular matrix, see triangular matrix
[TS] Glossary, [XT] xtunitroot use,
univariate cluster subcommand, [MV] cluster utility
distributions, displaying, [R] cumul, [R] diagnostic estimates subcommand, [R] estimates save
plots, [R] histogram, [R] ladder, [R] lv, graph subcommand, [G-2] graph use
[R] stem serset subcommand, [P] serset
imputation, see imputation, univariate use command, [D] use
kernel density estimation, [R] kdensity uselabel command, [D] labelbook
time series, [TS] arch, [TS] arfima, [TS] arima, user interface, [P] dialog programming
[TS] newey, [TS] prais, [TS] ucm language, [D] unicode locale
Unix, localization package, [D] unicode locale
keyboard use, [U] 10 Keyboard use user-written additions,
pause, [P] sleep installing, [R] net, [R] ssc
specifying filenames, [U] 11.6 Filenaming searching for, [R] net search, [R] ssc
conventions using,
unlink() function, [M-5] unlink( ) cmdlog subcommand, [R] log
unlink() function, [M-5] unlink( ) log subcommand, [R] log
unobserved-components model, [TS] psdensity using data, [D] sysuse, [D] use, [D] webuse,
model, [TS] ucm [P] syntax, also see importing data
postestimation, [TS] ucm postestimation using graphs, [G-2] graph use
unorder() function, [M-5] sort( ) ustrcompare() function, [FN] String functions,
unregister, mi subcommand, [MI] mi set [M-5] ustrcompare( )
unregistered variables, see variables, unregistered ustrcompareex() function, [FN] String functions,
unrestricted FMI test, [MI] mi estimate, [MI] mi test, [M-5] ustrcompare( )
[MI] Glossary ustrfix() function, [FN] String functions,
unrestricted transformation, [MV] procrustes [M-5] ustrfix( )
postestimation, [MV] Glossary ustrfrom() function, [FN] String functions,
unstandardized coefficient, [SEM] Glossary [M-5] ustrto( )
302 Subject index

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 varlists,
[M-5] ustrupper( ) [U] 12.6.2 Variable labels
ustrto() function, [FN] String functions, lists, see varlist
[M-5] ustrto( ) types, [D] codebook, [D] data types, [D] describe,
ustrtohex() function, [FN] String functions [M-2] declarations, [P] macro, [U] 11.4 varlists,
ustrtoname() function, [FN] String functions, [U] 12.2.2 Numeric storage types,
[M-5] ustrtoname( ) [U] 12.4 Strings
ustrtrim() function, [FN] String functions, class, [P] class
[M-5] ustrtrim( ) variable label macro extended function, [P] macro
ustrunescape() function, [FN] String functions, variable types, [SEM] intro 4
[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
 Subject index 303

variables, continued variance, continued

documenting, [D] codebook, [D] labelbook, posterior, [BAYES] intro, [BAYES] bayes,
[D] notes [BAYES] bayesmh, [BAYES] bayesstats
dropping, [D] drop summary
dummy, see indicator variables, see indicators variance,
factor, see factor variables analysis of, [PSS] power, [PSS] power oneway,
filtering, [D] varmanage [PSS] power twoway, [PSS] power repeated,
finding, [D] lookfor [R] anova, [R] loneway, [R] oneway,
generating, [MV] cluster generate, [ST] stgen [SEM] intro 4
imputed, [MI] mi rename, [MI] mi reset, [MI] mi creating dataset of, [D] collapse
set, [MI] Glossary creating variable containing, [D] egen
in dataset, maximum number of, [D] memory, displaying, [R] summarize, [R] tabstat, [XT] xtsum
[U] 6 Managing memory estimators, [R] vce option, [XT] vce options
in model, maximum number, [R] matsize Huber/White/sandwich estimator, see robust,
list values of, [P] levelsof Huber/White/sandwich estimator of variance
listing, [D] codebook, [D] describe, [D] edit, inflation factors, [R] regress postestimation
[D] labelbook, [D] list, [M-5] st data( ) linearized, [SVY] variance estimation
mapping numeric to string, [D] destring nonconstant, [SVY] variance estimation, see robust,
naming, [D] rename, [U] 11.2 Abbreviation rules, see robust, Huber/White/sandwich estimator of
[U] 11.3 Naming conventions variance
naming groups of, [D] rename group stabilizing transformations, [R] boxcox
ordering, [D] sort testing equality of, [R] sdtest
orthogonalize, [R] orthog variance–covariance matrix of estimators, [P] ereturn,
passive, [MI] mi impute, [MI] mi passive, [MI] mi [P] matrix get, [R] correlate, [R] estat, [R] estat
rename, [MI] mi reset, [MI] mi set, [MI] mi vce, [SEM] Glossary, [U] 20.9 Obtaining the
xeq, [MI] Glossary variance–covariance matrix, also see gsem
option vce(), also see sem option vce()
registered, [MI] mi rename, [MI] mi set,
[MI] Glossary variance() function, [M-5] mean( )
regular, [MI] mi rename, [MI] mi set, variance() option, see gsem option variance(), see
[MI] Glossary sem option variance()
renaming, see renaming variables variance-comparison test, [MV] mvtest covariances,
[R] sdtest
reordering, [D] order
variances, [PSS] power, [PSS] power onevariance
setting properties of, [D] varmanage
confidence intervals for, [R] ci
sorting, [D] gsort, [D] sort, [D] varmanage
control-group, [PSS] power twovariances
standardizing, [D] egen
experimental-group, [PSS] power twovariances
storage types, see storage types
independent, see variances, two-sample
string, see string variables
one-sample, [PSS] power onevariance
system, see system variables
two-sample, [PSS] power twovariances
tab expansion of, [U] 10.6 Tab expansion of
variable names variances,
temporary, [P] macro ci subcommand, [R] ci
transposing with observations, [D] xpose cii subcommand, [R] ci
unabbreviating, [P] syntax, [P] unab variance-weighted least squares, [R] vwls
unique values, [D] codebook, [D] duplicates, varimax rotation, [MV] rotate, [MV] rotatemat,
[D] inspect [MV] Glossary
unregistered, [MI] mi rename, [MI] mi set, varkeyboard, set subcommand, [R] set
[MI] Glossary varlist, [P] syntax, [U] 11 Language syntax,
varying and super varying, [MI] mi passive, [U] 11.4 varlists
[MI] mi predict, [MI] mi set, [MI] mi varying, existing, [U] 11.4.1 Lists of existing variables
[MI] Glossary new, [U] 11.4.2 Lists of new variables
Variables Manager, [D] varmanage time series, [U] 11.4.4 Time-series varlists
variance varlmar command, [TS] varlmar
analysis, [MV] manova varmanage command, [D] varmanage
components, [ME] Glossary, also see mixed model varnorm command, [TS] varnorm
decompositions, see forecast-error variance varsoc command, [TS] varsoc
decomposition varstable command, [TS] varstable
estimation, [SVY] variance estimation, varwle command, [TS] varwle
[SVY] Glossary
304 Subject index

varying version command, [P] version, [U] 16.1.1 Version,

conditional-correlation model, [TS] mgarch, [U] 18.11.1 Version
[TS] mgarch vcc class programming, [P] class
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, see help d command, [R] view
gsem option vce(), see sem option vce() net command, [R] view
VEC, see vector error-correction model net d command, [R] view
vec command, [TS] vec, [TS] vec postestimation news command, [R] view
vec() function, [FN] Matrix functions, [M-5] vec( ), search command, [R] view
[P] matrix define search d command, [R] view
vecaccum, matrix subcommand, [P] matrix accum update command, [R] view
vecdiag() function, [FN] Matrix functions, update d command, [R] view
[P] matrix define
view d command, [R] view
vech() function, [M-5] vec( )
view d, view subcommand, [R] view
veclmar command, [TS] veclmar
view matrix, [M-5] isview( ), [M-5] st subview( ),
VECM, see vector error-correction model [M-5] st view( ), [M-5] st viewvars( ),
vecnorm command, [TS] vecnorm [M-6] Glossary
vecrank command, [TS] vecrank view source code, [P] viewsource
vecstable command, [TS] vecstable viewing previously typed lines, [R] #review
vector, [M-2] declarations, [M-6] Glossary viewsource, [M-1] source
vector autoregressive viewsource command, [P] viewsource
forecast, [TS] fcast compute, [TS] fcast graph vif, estat subcommand, [R] regress postestimation
model, [G-2] graph other, [TS] dfactor, vignette, [U] 1.2.7 Vignette
[TS] sspace, [TS] ucm, [TS] var intro, [TS] var, virtual, [M-2] class
[TS] var svar, [TS] varbasic, [TS] Glossary
virtual memory, [D] memory
moving-average model, [TS] dfactor, [TS] sspace,
void
[TS] ucm
function, [M-2] declarations, [M-6] Glossary
postestimation, [TS] fcast compute, [TS] fcast
graph, [TS] irf, [TS] irf create, [TS] var matrix, [M-2] void, [M-6] Glossary
postestimation, [TS] vargranger, [TS] varlmar, vwls command, [R] vwls, [R] vwls postestimation
[TS] varnorm, [TS] varsoc, [TS] varstable,
[TS] varwle
vector error-correction W
model, [TS] vec intro, [TS] vec, [TS] Glossary, also
Wald test, [PSS] Glossary, [R] contrast, [R] predictnl,
see multivariate GARCH model
[R] test, [R] testnl, [SEM] intro 7,
postestimation, [TS] fcast compute, [TS] fcast [SEM] estat eqtest, [SEM] estat ginvariant,
graph, [TS] irf, [TS] irf create, [TS] varsoc, [SEM] example 13, [SEM] example 22,
[TS] vec postestimation, [TS] veclmar, [SEM] methods and formulas for sem,
[TS] vecnorm, [TS] vecrank, [TS] vecstable [SEM] test, [SEM] testnl, [SEM] Glossary,
vector norm, [M-5] norm( ) [SVY] svy postestimation, [TS] vargranger,
vectors, see matrices [TS] varwle, [U] 20.12 Performing hypothesis
verifying data, [D] assert, [D] count, tests on the coefficients, [U] 20.12.4 Nonlinear
[D] datasignature, [D] inspect, also see Wald tests
certifying data wardslinkage,
verifying mi data are consistent, [MI] mi update clustermat subcommand, [MV] cluster linkage
version cluster subcommand, [MV] cluster linkage
control, [M-2] version, [M-5] callersversion( ), also Ward’s linkage clustering, [MV] cluster,
see version command [MV] clustermat, [MV] cluster linkage,
version of ado-file, [R] which [MV] Glossary
of Stata, [M-5] stataversion( ), [R] about Ward’s method clustering, [MV] cluster,
version, [M-2] version [MV] clustermat
warning messages, [M-2] pragma
 Subject index 305

waveragelinkage, [weight=exp] modifier, [U] 11.1.6 weight,

clustermat subcommand, [MV] cluster linkage [U] 20.23 Weighted estimation
cluster subcommand, [MV] cluster linkage weighted data, [U] 11.1.6 weight, [U] 20.23 Weighted
wcorrelation, estat subcommand, [ME] mixed estimation, also see survey data
postestimation, [XT] xtgee postestimation weighted least squares, [R] regress, [SEM] methods
weak instrument test, [R] ivregress postestimation and formulas for sem, [SEM] Glossary
weakly balanced, [XT] Glossary generalized linear models, [R] glm
website, generalized method of moments estimation,
stata.com, [U] 3.2.1 The Stata website [R] gmm, [R] ivpoisson
(www.stata.com) instrumental-variables regression, [R] gmm,
stata-press.com, [U] 3.3 Stata Press [R] ivregress
webuse nonlinear least-squares estimation, [R] nl
command, [D] webuse nonlinear systems of equations, [R] nlsur
query command, [D] webuse variance, [R] vwls
set command, [D] webuse weighted moving average, [TS] tssmooth,
week() function, [D] datetime, [FN] Date and time [TS] tssmooth ma
functions, [M-5] date( ) weighted-average linkage clustering, [MV] cluster,
weekly() function, [D] datetime, [D] datetime [MV] clustermat, [MV] cluster linkage,
translation, [FN] Date and time functions, [MV] Glossary
[M-5] date( ) weighted-regression-adjustment estimator,
Weibull [TE] Glossary
density, weights, [G-2] graph twoway scatter
generalized, [FN] Statistical functions probability, [SVY] survey, [SVY] svydescribe,
[SVY] svyset
standard, [FN] Statistical functions
sampling, [SVY] survey, [SVY] svydescribe,
distribution, [ST] streg
[SVY] svyset
distribution,
Welsch distance, [R] regress postestimation
cumulative, generalized, [FN] Statistical
which, class, [P] classutil
functions
which, classutil subcommand, [P] classutil
cumulative, standard, [FN] Statistical functions
which command, [R] which, [U] 17.3 How can I tell if
inverse cumulative, generalized, [FN] Statistical
a command is built in or an ado-file?
functions
which, mata subcommand, [M-3] mata which
inverse cumulative, standard, [FN] Statistical
functions while, [M-2] while, [M-2] continue, [M-2] break,
[M-2] semicolons
survival regression, [ST] streg
while command, [P] while
weibull() function, [FN] Statistical functions,
[M-5] normal( ) white noise, [TS] wntestb, [TS] wntestq,
[TS] Glossary, [XT] Glossary
Weibull proportional hazards
White/Huber/sandwich estimator of variance, see robust,
density,
Huber/White/sandwich estimator of variance
generalized, [FN] Statistical functions
White’s test for heteroskedasticity, [R] regress
standard, [FN] Statistical functions postestimation
distribution, wide
cumulative, generalized, [FN] Statistical data style, [MI] styles, [MI] Glossary
functions
technical description, [MI] technical
cumulative, standard, [FN] Statistical functions
wide, reshape subcommand, [D] reshape
inverse cumulative, generalized, [FN] Statistical
width of % fmt, [M-5] fmtwidth( )
functions
width() option, [G-2] graph twoway histogram
inverse cumulative, standard, [FN] Statistical
functions Wilcoxon
weibullden() function, [FN] Statistical functions, rank-sum test, [R] ranksum
[M-5] normal( ) signed-ranks test, [R] signrank
weibullph() function, [FN] Statistical functions, test (Wilcoxon–Breslow, Wilcoxon–Gehan,
[M-5] normal( ) Wilcoxon–Mann–Whitney), [ST] sts test
weibullphden() function, [FN] Statistical functions, wildcard, see regexm() function, see regexr()
[M-5] normal( ) function, see regexs() function, see
weibullphtail() function, [M-5] normal( ) strmatch() function
weibulltail() function, [FN] Statistical functions,
[M-5] normal( )
weight, [P] syntax
306 Subject index

Wilks’s wordbreaklocale() function, [FN] String functions

lambda, [MV] canon, [MV] manova, [MV] mvtest wordcount() function, [FN] String functions
means, [MV] Glossary workflow, [MI] workflow
likelihood-ratio test, [MV] canon, [MV] manova, worst linear function, [MI] mi impute mvn,
[MV] mvtest means [MI] Glossary
window wra, stteffects subcommand, [TE] stteffects wra
fopen command, [P] window programming, write, file subcommand, [P] file
[P] window fopen writing and reading text and binary files, [P] file
fsave command, [P] window programming writing data, see exporting data, see saving data
manage command, [P] window programming, www.stata.com website, [U] 3.2.1 The Stata website
[P] window manage (www.stata.com)
menu command, [P] window programming, www.stata-press.com website, [U] 3.3 Stata Press
[P] window menu
push command, [P] window programming,
[P] window push
stopbox command, [P] window programming,
X
[P] window stopbox
Windows xaxis() suboption, [G-3] axis choice options
Metafile, [G-2] graph export X-bar charts, [G-2] graph other
metafiles programming, [P] automation xchart command, [R] qc
programming, [P] automation xcommon option, [G-2] graph combine
Windows, xcorr command, [TS] xcorr
filenames, [U] 18.3.11 Constructing Windows xeq, mi subcommand, [MI] mi xeq
filenames by using macros xi prefix command, [R] xi
keyboard use, [U] 10 Keyboard use xl() function, [M-5] xl( )
pause, [P] sleep xlabel() option, [G-3] axis label options
specifying filenames, [U] 11.6 Filenaming xline() option, [G-3] added line options
conventions XML, [D] xmlsave
winexec command, [D] shell xmlabel() option, [G-3] axis label options
Wishart distribution, [MV] Glossary xmlsave command, [D] xmlsave
density, [FN] Statistical functions xmluse command, [D] xmlsave
prior, [BAYES] bayesmh, [BAYES] bayesmh xmtick() option, [G-3] axis label options
evaluators xpose command, [D] xpose
withdrawal, [PSS] power exponential, [PSS] power xscale() option, [G-3] axis scale options
logrank, [PSS] Glossary xshell command, [D] shell
within estimators, [XT] xthtaylor, [XT] xtivreg, xsize() option, [G-2] graph display,
[XT] xtreg, [XT] xtregar, [XT] Glossary [G-3] region options
within matrix, [MV] Glossary xtabond command, [XT] xtabond, [XT] xtabond
within-cell postestimation
means and variances, [XT] xtsum xtcloglog command, [XT] quadchk, [XT] xtcloglog,
variance, [PSS] power twoway [XT] xtcloglog postestimation
within-group variance, [PSS] power oneway xtdata command, [XT] xtdata
within-imputation variability, [MI] mi estimate, [MI] mi xtdescribe command, [XT] xtdescribe
predict xtdpd command, [XT] xtdpd, [XT] xtdpd
within-subject postestimation
design, [PSS] power repeated, [PSS] Glossary xtdpdsys command, [XT] xtdpdsys, [XT] xtdpdsys
factor, [PSS] power repeated, [PSS] Glossary postestimation
variance, [PSS] power repeated xtfrontier command, [XT] xtfrontier,
WLF, see worst linear function [XT] xtfrontier postestimation
WLS, see weighted least squares xtgee command, [XT] xtgee, [XT] xtgee
postestimation
wntestb command, [TS] wntestb
xtgls command, [XT] xtgls, [XT] xtgls postestimation
wntestq command, [TS] wntestq
xthtaylor command, [XT] xthtaylor, [XT] xthtaylor
wofd() function, [D] datetime, [FN] Date and time
postestimation
functions, [M-5] date( )
xtick() option, [G-3] axis label options
Woolf confidence intervals, [R] epitab
xtile command, [D] pctile
word macro extended function, [P] macro
xtintreg command, [XT] quadchk, [XT] xtintreg,
word() function, [FN] String functions
[XT] xtintreg postestimation
Word, Microsoft, see Microsoft Word
xtitle() option, [G-3] axis title options
 Subject index 307

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