What’s new in longitudinal data/panel data
- MI support for panel-data and multilevel models includes
xtcloglog, xtgee, xtlogit, xtmelogit,
xtmepoisson, xtmixed, xtnbreg, xtpoisson,
xtprobit, xtrc, and xtreg.
- Survey feature support for
multilevel
models, xtmixed, including multilevel sampling weights and
robust variance estimators.
- Documentation for xtmixed, xtmelogit, and
xtmepoisson has been modified to adopt the standard
“level” terminology from the literature on hierarchical
models. For example, what in previous Stata versions was considered a
one-level model is now called a two-level model with the observations
now being counted as “level one”.
- Contrasts, which is to say, tests of
linear hypotheses involving factor variables and their interactions
from the most recently fit model, and that model can be virtually any
model that Stata can fit. Tests include ANOVA-style tests of main
effects, simple effects, interactions, and nested effects. Effects can
be decomposed into comparisons with reference categories, comparisons
of adjacent levels, comparisons with the grand mean, and more. New
commands contrast and margins, contrast are available
after most xt estimation commands.
- Pairwise comparisons
of means, estimated cell means, estimated marginal means, predictive
margins of linear and nonlinear responses, intercepts, and slopes. In
addition to ANOVA-style comparisons, comparisons can be made of
population averages. New commands pwcompare and margins,
pwcompare are available after most xt estimation commands.
- Graphs of margins,
marginal effects, contrasts, and pairwise
comparisons. Margins and effects can be obtained from linear or
nonlinear (for example, probability) responses. New command
marginsplot is available after all xt estimation
commands.
- xtmixed now uses maximum likelihood (ML) as the default method
of estimation, where previously it used restricted maximum likelihood
(REML). REML is still available with the reml option, and
previous behavior is preserved under version control.
- Estimation output improved.
- Implied zero coefficients now shown. When a coefficient is omitted,
it is now shown as being zero, and the reason it was
omitted—collinearity, base, empty—is shown in the
standard-error column. (The word “omitted” is shown if
the coefficient was omitted because of collinearity.)
- You can set displayed precision for all values in coefficient
tables using set cformat, set pformat, and set
sformat. Or you may use options cformat(),
pformat(), and sformat() now allowed on all
estimation commands.
- Estimation commands now respect the width of the Results window.
This feature may be turned off by new display option
nolstretch.
- You can now set whether base levels, empty cells, and omitted are
shown using set showbaselevels, set showemptycells,
and set showomitted.
- Robust and cluster–robust SEs after fixed-effects
xtpoisson.
- New residual covariance structures for multilevel models include
exponential, banded, and Toeplitz.
- Probability predictions now available. predict after
random-effects and population-averaged count-data models, such as
xtpoisson and xtgee, can now predict the probability
of any count or count range.
- Option addplot() now places added graphs above or below.
Commands that allow option addplot() can now place the added
plots above or below the command’s plots. Affected is the command
xtline.
Back to highlights
See New in Stata 18 to learn about what was added in Stata 18.
