Link functions

• Identity
• Log
• Logit
• Probit
• Complementary log-log
• Power
• Odds power
• Negative binomial
• Log-log
• Log-complement

Families

• Gaussian (normal)
• Inverse Gaussian
• Bernoulli/binomial
• Poisson
• Negative binomial
• Gamma

Choice of estimation method

• Maximum likelihood
• Iteratively reweighted least squares (IRLS)

Choice of variance estimates and standard errors

• Inverse Hessian
• Outer product of the gradients (OPG)
• Observed information matrix
• Expected information matrix
• Robust Huber/White/sandwich estimator
• Robust variance with clustered/correlated data
• Heteroskedasticity- and autocorrelation-consistent (HAC) with Newey–West, Gallant, Anderson, or user-written kernel
• Jackknife
• Bootstrap

GEE estimation for panel data

Customizable functions

• User-defined link functions
• User-defined variance functions
• User-defined HAC kernels

Predicts

• Expected value of dependent variable
• Anscombe residual
• Cook’s distance
• Deviance residual
• Diagonal of hat matrix
• Likelihood residual
• Pearson residual
• Response residual
• Score residual
• Working residual

Marginal analysis

• Estimated marginal means
• Predictive margins
• Average marginal effects
• Average adjusted predictions