Order
Generalized linear models
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)
Customizable functions
- User-defined link functions
- User-defined variance functions
- User-defined HAC kernels
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 community-contributed kernel
- Jackknife
- Bootstrap
Bayesian estimation
GEE estimation for panel data
- Correlation structures
- Exchangeable
- Independent
- Unstructured
- Autoregressive
- Stationary
- Nonstationary
- Fixed
- Conventional, robust, bootstrap, and jackknife standard errors
Multilevel mixed-effects GLMs
- Two-, three-, and higher-level models
- Nested (hierarchical) and crossed models
- Random intercepts and slopes
- Bayesian estimation
Postestimation Selector
- View and run all postestimation features for your command
- Automatically updated as estimation commands are run
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
Factor variables
- Automatically create indicators based on categorical variables
- Form interactions among discrete and continuous variables
- Include polynomial terms
- Perform contrasts of categories/levels
Watch Introduction to Factor Variables in Stata tutorials
Marginal analysis
- Estimated marginal means
- Marginal and partial effects
- Average marginal and partial effects
- Least-squares means
- Predictive margins
- Adjusted predictions, means, and effects
- Works with multiple outcomes simultaneously
- Contrasts of margins
- Pairwise comparisons of margins
- Profile plots
- Graphs of margins and marginal effects
Watch Introduction to margins in Stata tutorials
Watch Profile plots and interaction plots in Stata tutorials
Additional resource
See test, predictions, and effects.
See New in Stata 18 to learn about what was added in Stata 18.
