I

STATA GLOSSARY AND INDEX
RELEASE 13
A Stata Press Publication

StataCorp LP
College Station, Texas
®
Copyright c 1985–2013 StataCorp LP
All rights reserved
Version 13
Published by Stata Press, 4905 Lakeway Drive, College Station, Texas 77845
Typeset in TEX
ISBN-10: 1-59718-129-3
ISBN-13: 978-1-59718-129-7
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StataCorp. 2013. Stata: Release 13 . Statistical Software. College Station, TX: StataCorp LP.
Contents
Combined subject table of contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Acronym glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
Glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
Vignette index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Author index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
Subject index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
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 Labeling, display formats, and notes
Creating and dropping variables Changing and renaming variables
Functions and expressions Examining data
Dates and times File manipulation
Loading, saving, importing, and exporting data Miscellaneous data commands
Combining data Multiple imputation
Reshaping datasets
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
Multivariate graphs More statistical graphs
Quality control Editing
Regression diagnostic plots Graph utilities
ROC analysis Graph schemes
Smoothing and densities Graph concepts
Statistics
ANOVA and related Multiple imputation
Basic statistics Multivariate analysis of variance and
Binary outcomes related techniques
Categorical outcomes Nonlinear regression
Censored and truncated regression models Nonparametric statistics
Cluster analysis Ordinal outcomes
Correspondence analysis Other statistics
Count outcomes Pharmacokinetic statistics
Discriminant analysis Power and sample size
Do-it-yourself generalized method of moments Quality control
Do-it-yourself maximum likelihood estimation ROC analysis
Endogenous covariates Rotation
Epidemiology and related Sample selection models
Estimation related Simulation/resampling
Exact statistics Standard postestimation tests, tables,
Factor analysis and principal components and other analyses
Generalized linear models Structural equation modeling
Indicator and categorical variables Survey data
Linear regression and related Survival analysis
Logistic and probit regression Time series, multivariate
Longitudinal data/panel data Time series, univariate
1
2 Combined subject table of contents
Mixed models Transforms and normality tests

Multidimensional scaling and biplots Treatment effects
Multilevel mixed-effects models
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] 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
Creating and dropping variables

[D] clear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Clear memory
[D] compress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Compress data in memory
[D] drop . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Drop variables or observations
Combined subject table of contents 3
[D] egen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extensions to generate

[D] functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Functions
[D] generate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create or change contents of variable
[R] orthog . . . . . . . . . . . . . . Orthogonalize variables and compute orthogonal polynomials
Functions and expressions

[U] Chapter 13 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Functions and expressions
[D] functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Functions
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
Loading, saving, importing, and exporting data

[GS] Chapter 6 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . . . Using the Data Editor
[U] Chapter 21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Entering and importing data
[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
[D] save . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save Stata dataset
[D] sysuse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Use shipped 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
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
Changing and renaming variables

[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
Examining data
[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] 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
[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 text or binary patterns in a file
[D] mkdir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Create directory
[D] rmdir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Remove directory
[D] type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display contents of a file
[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] icd9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM diagnostic 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
[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] #review . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Review previous commands

[R] search . . . . . . . . . . . . . . . . . . . . . . . . . Search Stata documentation and other resources
[R] translate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Print and translate logs
[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
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
[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
Data types and memory

[U] Chapter 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Managing memory
[U] Section 12.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Numeric storage types
[U] Section 12.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Strings
[U] Section 13.11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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
Advanced utilities
[D] assert . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Verify truth of claim
[D] cd . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Change directory
[D] changeeol . . . . . . . . . . . . . . . . . . . . . . . . . . . Convert end-of-line characters of text file
[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 ASCII text and binary files
[D] filefilter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Convert text 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
[R] set seed . . . . . . . . . . . . . . . . . . . . . . . . . . . Specify initial value of random-number seed
[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
[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 combine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Combine multiple graphs

[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 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
[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] ladder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ladder of powers
[R] spikeplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Spike plots and rootograms
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
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] histogram . . . . . . . . . . . . . . . . . . . Histograms for continuous and categorical variables
[R] kdensity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Univariate kernel density estimation
[R] lowess . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Lowess smoothing
[R] lpoly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Kernel-weighted local polynomial smoothing
[R] sunflower . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Density-distribution sunflower plots
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] 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

[R] dotplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Comparative scatterplots
[ST] 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
[R] stem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stem-and-leaf displays
[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] bitest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Binomial probability test
[R] ci . . . . . . . . . . . . . . . . . . . . . . Confidence intervals for means, proportions, and counts
[R] correlate . . . . . . . . . . . . . . . . . . . Correlations (covariances) of variables or coefficients
[R] esize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Effect size based on mean comparison
[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] 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, summarize() . . . . . . . . . . . . . . One- and two-way tables of summary statistics
[R] total . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Estimate totals
[R] ttest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . t tests (mean-comparison tests)
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
[R] exlogistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact logistic regression
[R] glm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized linear models
[R] glogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logit and probit regression for grouped data
[R] heckoprobit . . . . . . . . . . . . . . . . . . . . . . . . Ordered probit model with sample selection
[R] heckprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probit model with sample selection
[R] hetprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heteroskedastic probit model
[R] ivprobit . . . . . . . . . . . . . . . . . . . . Probit model with continuous endogenous regressors
[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
[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] Section 26.10 . . . . . . . . . . . . . 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
[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] heckman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model
[R] intreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interval regression

[R] tnbreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated negative binomial regression
[R] tobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tobit regression
[R] tpoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated Poisson regression
[R] truncreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Truncated regression
[XT] xtintreg . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects interval-data regression models
[XT] xttobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects tobit models
Cluster analysis
[U] Section 26.26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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] Section 26.11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Count dependent-variable models
[U] Section 26.18.5 . . . . . . . . . . . . . . . . . Count dependent-variable models with panel data
[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
[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
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
Do-it-yourself generalized method of moments

[U] Section 26.22 . . . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments (GMM)
[R] gmm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments estimation
[P] matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to matrix commands
Do-it-yourself maximum likelihood estimation

[R] ml . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Maximum likelihood estimation
[R] mlexp . . . . . . . . . . . . . . Maximum likelihood estimation of user-specified expressions
Endogenous covariates
[TE] etregress . . . . . . . . . . . . . . . . . . . . Linear regression with endogenous treatment effects
[TS] forecast . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Econometric model forecasting
[R] gmm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generalized method of moments estimation
[R] ivpoisson . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression with endogenous regressors
[R] ivregress . . . . . . . . . . . . . . . . . . . . . . Single-equation instrumental-variables regression
[R] ivtobit . . . . . . . . . . . . . . . . . . . . . . Tobit model with continuous endogenous regressors
[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] brier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Brier score decomposition
[R] dstdize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Direct and indirect standardization
[D] icd9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ICD-9-CM diagnostic and procedure codes
[R] kappa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interrater agreement
[R] pk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic (biopharmaceutical) data
[R] pkcollapse . . . . . . . . . . . . . . . . . . . . . . . Generate pharmacokinetic measurement dataset
[R] pkequiv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Perform bioequivalence tests

[R] poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression
[R] roc . . . . . . . . . . . . . . . . . . . . . . . . . . . . Receiver operating characteristic (ROC) analysis
[R] symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . Symmetry and marginal homogeneity tests
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 26.12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact estimators
[R] centile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report centile and confidence interval
[R] ci . . . . . . . . . . . . . . . . . . . . . . Confidence intervals for means, proportions, and counts
[R] dstdize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Direct and indirect standardization
[R] expoisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Exact Poisson regression
[R] ksmirnov . . . . . . . . . . . . . . . . . . . . . Kolmogorov – Smirnov equality-of-distributions test
[R] loneway . . . . . . . . . . . . . . . . . . Large one-way ANOVA, random effects, and reliability
[R] tetrachoric . . . . . . . . . . . . . . . . . . . . . . . . . . Tetrachoric correlations for binary variables
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
[R] tetrachoric . . . . . . . . . . . . . . . . . . . . . . . . . . Tetrachoric correlations for binary variables
Generalized linear models

[U] Section 26.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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
Linear regression and related

[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
[R] frontier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stochastic frontier models
[R] ivpoisson . . . . . . . . . . . . . . . . . . . . . . . . Poisson regression with endogenous regressors
[R] ivregress . . . . . . . . . . . . . . . . . . . . . . Single-equation instrumental-variables regression
[R] ivtobit . . . . . . . . . . . . . . . . . . . . . . Tobit model with continuous endogenous regressors
[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] rreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Robust regression
[ST] stcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cox proportional hazards model
[ST] stcrreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Competing-risks regression
[ST] streg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Parametric survival models
[R] sureg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Zellner’s seemingly unrelated regression
[R] vwls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Variance-weighted least squares

[XT] xtgls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fit panel-data models by using GLS
[XT] xtpcse . . . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors
[XT] xtrc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-coefficients model
[XT] xtregar . . . . . . . . . Fixed- and random-effects linear models with an AR(1) disturbance
Logistic and probit regression

[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] cloglog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Complementary log-log regression
[R] glogit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logit and probit regression for grouped data
[R] hetprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heteroskedastic probit model
[R] logit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Logistic regression, reporting coefficients
[ME] meologit . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered logistic regression
[ME] meoprobit . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression
[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] xtologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered logistic models
[XT] xtoprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Random-effects ordered probit models
Longitudinal data/panel data

[U] Section 26.18 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data models

[XT] quadchk . . . . . . . . . . . . . . . . . . . . . . . . Check sensitivity of quadrature approximation
[XT] xt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to xt commands
[XT] xtdata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Faster specification searches with xt data
[XT] xtdescribe . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Describe pattern of xt data
[XT] xtfrontier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stochastic frontier models for panel data
[XT] xtgls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fit panel-data models by using GLS
[XT] xtline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data line plots
[XT] xtnbreg Fixed-effects, random-effects, & population-averaged negative binomial models
[XT] xtpcse . . . . . . . . . . . . . . . . . . . . Linear regression with panel-corrected standard errors
[XT] xtpoisson . . . . Fixed-effects, random-effects, and population-averaged Poisson models
[XT] xtregar . . . . . . . . . Fixed- and random-effects linear models with an AR(1) disturbance
[XT] xtset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be panel data
[XT] xtsum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize xt data
[XT] xttab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tabulate xt data
[XT] xtunitroot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Panel-data unit-root tests
Mixed models
[U] Section 26.19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects models
[ME] me . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to multilevel mixed-effects 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 26.19 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects models
[ME] me . . . . . . . . . . . . . . . . . . . . . . . . . . . . Introduction to multilevel mixed-effects models
Multiple imputation
[U] Section 26.25 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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
[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 predict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Obtain multiple-imputation predictions
[MI] mi test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test hypotheses after mi estimate
Multivariate analysis of variance and related techniques

[U] Section 26.26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Multivariate and cluster analysis
[MV] canon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Canonical correlations
[MV] hotelling . . . . . . . . . . . . . . . . . . . . . . . . . . Hotelling’s T-squared generalized means test
[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] bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Bootstrap sampling and estimation
[R] bsample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sampling with replacement
[R] bstat . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report bootstrap results
[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] nptrend . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Test for trend across ordered groups
[R] prtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tests of proportions
[R] qreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quantile regression
[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
Ordinal outcomes
[R] asroprobit . . . . . . . . . . . . . . . . . . . . Alternative-specific rank-ordered probit regression
[R] ologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered logistic regression
[R] oprobit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ordered probit regression
[R] rologit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Rank-ordered logistic regression
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] 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 26.27 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic data
[R] pk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pharmacokinetic (biopharmaceutical) data
[R] pkcollapse . . . . . . . . . . . . . . . . . . . . . . . Generate pharmacokinetic measurement dataset
[R] pkequiv . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Perform bioequivalence tests
Power and sample size

[U] Section 26.29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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 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 pairedmeans . . . . . . . . . . . . Power analysis for a two-sample paired-means test
[PSS] power pairedproportions . . . . Power analysis for a two-sample paired-proportions 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
[ST] stpower . . . . . . . . . . . . . . . . . Sample size, power, and effect size for survival analysis
[ST] stpower cox Sample size, power, and effect size for the Cox proportional hazards model
[ST] stpower exponential . . . . . . . . . . . . . . . Sample size and power for the exponential test
[ST] stpower logrank . . . . . . . . . . Sample size, power, and effect size for the log-rank test
[PSS] unbalanced designs . . . . . . . . . . . . . . . . . . . . . . . Specifications for unbalanced designs
Quality control
[R] qc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Quality control charts
[R] serrbar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Graph standard error bar chart
ROC analysis
[U] Section 26.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ROC analysis
[R] rocfit postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for rocfit
[R] rocreg postestimation . . . . . . . . . . . . . . . . . . . . . . . . . . . Postestimation tools for rocreg
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] Section 26.16 . . . . . . . . . . . . . . . . . . . . . . . . Models with endogenous 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
Standard postestimation tests, tables, and other analyses

[U] Section 13.5 . . . . . . . . . . . . . . . . . . . . . . . . . Accessing coefficients and standard errors
[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 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 estimators
[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] 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
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
[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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Heckman selection model
[SEM] example 44g . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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 only)
[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
[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
[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] Section 26.24 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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
[SVY] variance estimation . . . . . . . . . . . . . . . . . . . . . . . . Variance estimation for survey data
Survival analysis
[U] Section 26.20 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Survival-time (failure-time) models
[U] Section 26.29 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Power and sample-size analysis
[ST] survival analysis Introduction to survival analysis & epidemiological tables commands
[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
[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
[ST] stfill . . . . . . . . . . . . . . . . . . . . . . . . . . . Fill in by carrying forward values of covariates
[ST] stgen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generate variables reflecting entire histories
[ST] stir . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Report incidence-rate comparison
[ST] stpower . . . . . . . . . . . . . . . . . Sample size, power, and effect size for survival analysis
[ST] stpower cox Sample size, power, and effect size for the Cox proportional hazards model
[ST] stpower exponential . . . . . . . . . . . . . . . Sample size and power for the exponential test
[ST] stpower logrank . . . . . . . . . . Sample size, power, and effect size for the log-rank test
[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
[ST] stsplit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Split and join time-span records
[MI] mi stsplit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Stsplit and stjoin mi data
[ST] stsum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize survival-time data
[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
Time series, multivariate

[U] Section 11.4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series varlists
[U] Section 13.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operators
[U] Section 26.17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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] 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] sspace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . State-space models
[TS] tsappend . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Add observations to a time-series dataset
[TS] tsfill . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Fill in gaps in time variable
[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
Time series, univariate

[U] Section 11.4.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series varlists
[U] Section 13.9 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Time-series operators
[U] Section 26.17 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 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] 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
[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] tsreport . . . . . . . . . . . . . . Report time-series aspects of a dataset or estimation sample
[TS] tsset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Declare data to be time-series data
[TS] tssmooth . . . . . . . . . . . . . . . . . . . . . . . Smooth and forecast univariate time-series data
[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
Transforms and normality tests

[R] boxcox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Box–Cox regression models
[R] ladder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Ladder of powers
[R] lnskew0 . . . . . . . . . . . . . . . . . . . . . . . . . Find zero-skewness log or Box – Cox transform
[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 26.21 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Treatment-effect models
[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
Matrix commands
Basics
[U] Chapter 14 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Matrix expressions
[P] matlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display a matrix and control its format
[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
[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
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
[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
[P] display . . . . . . . . . . . . . . . . . . . . . . . . Display strings and values of scalar expressions
[P] tabdisp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Display tables
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] 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] sortpreserve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Sort within programs
[P] timer . . . . . . . . . . . . . . . Time sections of code by recording and reporting time spent
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

[M-5] docx*( ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Generate Office Open XML (.docx) file
[P] automation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Automation
[P] break . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Suppress Break key
[P] char . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Characteristics
[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 ASCII 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
[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
[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
[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
Projects
[P] Project Manager . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Organize Stata files
File formats
[P] file formats .dta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Description of .dta file format
Mata
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 13 (GSM, GSU, GSW) . . . . . . . . Using the Do-file Editor—automating Stata
[GS] Chapter 15 (GSM, GSU, GSW) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Editing graphs
[R] doedit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Edit do-files and other text files
[P] sleep . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Pause for a specified time
[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
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
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
35
36 Acronym glossary
CA correspondence analysis
CCI conservative confidence interval
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
CCT controlled clinical trial
cusum cumulative sum
c.v. coefficient of variation
DA data augmentation
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
Acronym glossary 37
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
GSEM generalized structural equation modeling/model
GUI graphical user interface
HAC heteroskedasticity- and autocorrelation-consistent

HR hazard ratio
HRF human readable form
38 Acronym glossary
IC information criteria
ICD-9 International Classification of Diseases, Ninth Revision
IIA independence of irrelevant alternatives
i.i.d. independent and identically distributed
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
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
MDES minimum detectable effect size
MDS multidimensional scaling
ME multiple equation
Acronym glossary 39
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
MSB most-significant byte
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
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
40 Acronym glossary
PA population averaged
PARCH power ARCH
PCA principal component analysis
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
ROC receiver operating characteristic
ROP rank-ordered probit
ROT rule of thumb
RR relative risk
RRR relative-risk ratio
RSS residual sum of squares
RUM random utility maximization
RVI relative variance increase
Acronym glossary 41
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
TARCH threshold ARCH

TDT transmission/disequilibrium test
TIFF tagged image file format
TLI Tucker–Lewis index
TSS total sum of squares
42 Acronym glossary
UCM unobserved-components model
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
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.
100% sample. See census.
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 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.
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 either 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 of the data is in one
cluster. This process creates a hierarchy of clusters. Contrast to divisive hierarchical clustering
methods.
AIPW estimator. See augmented inverse-probability-weighted estimator.
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.
43
44 Glossary
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.
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.
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.

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.
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.
Glossary 45
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.
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
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 .
46 Glossary
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
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.
Bayes’ theorem. Bayes’ 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’ 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).
Glossary 47
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’ 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.

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.
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.
48 Glossary
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.
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.
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 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 number of iterations it takes for an MCMC sequence to reach stationarity.
CA. See correspondence analysis.
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.
Glossary 49
canonical loadings. The canonical loadings are coefficients of canonical linear discriminant functions.
Also see canonical discriminant analysis and loading.
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.
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.
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.
CCT. See controlled clinical trial.
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.
50 Glossary
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.
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.
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.
Glossary 51
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.
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 .
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.
52 Glossary
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.
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.
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.
Glossary 53
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.
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

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 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 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.
54 Glossary
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.
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 transpose. See transpose.
constraints. See parameter constraints.
contrast or contrasts. In ANOVA, a contrast in k population means is defined as a linear combination
δ = c1 µ1 + c2 µ2 + · · · + ck µk
Glossary 55
where the coefficients satisfy

k
X
ci = 0
i=1
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. 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.
56 Glossary
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.
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.
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).
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.
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
Glossary 57
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.
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 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.
58 Glossary
curved path. See path.

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.
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.
Glossary 59
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.
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].
60 Glossary
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 .
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.
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.
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.
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
discordant proportion. This is a proportion of discordant pairs. Also see Introduction under Remarks
and examples in [PSS] power pairedproportions.
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
Glossary 61
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.
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 begins 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.
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.
62 Glossary
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.
empirical Bayes mean. See posterior mean.
empirical Bayes mode. See posterior mode.
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.
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.
Glossary 63
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.
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 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.
64 Glossary
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.
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).
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.
Glossary 65
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
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.
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-, 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.
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.
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.
66 Glossary
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.
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 .
Glossary 67
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.
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.
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
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.
68 Glossary
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.
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
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].
Glossary 69
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-effect 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 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.
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.
70 Glossary
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.
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.
gsem. gsem is the Stata command that fits generalized SEMs. Also see sem.
GUI. See Builder.
H0 . See null hypothesis.
Ha . See alternative hypothesis.
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
Glossary 71
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.
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.
72 Glossary
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.
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.
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.
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
Glossary 73
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.
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.
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 and identically distributed. A series of observations is independently and identically
distributed (i.i.d.) if each observation is an independent realization from the same underlying
74 Glossary
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.
Glossary 75
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.
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.
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.
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.
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.
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.
76 Glossary
IPWRA estimators. See inverse-probability-weighted regression-adjustment estimators.

istmt. An istmt is an interactive statement, a statement typed at Mata’s colon prompt.
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
λij
j=1
Also see factor analysis and communality.

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.
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.
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):
Glossary 77
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.
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
(Eij − b ij )2
D
Kruskal(D,
b E) = P 2
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.
78 Glossary
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 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.
Glossary 79
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
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.
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.
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.
80 Glossary
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 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).
MANCOVA. MANCOVA is multivariate analysis of covariance. See multivariate analysis of variance.
manifest variables. Synonym for observed variables.
MANOVA. multivariate analysis of variance.
MAR. See missing at random.
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
Glossary 81
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 Monte Carlo. A class of methods for simulating random draws from otherwise
intractable multivariate distributions. The Markov chain has the desired distribution as its equilibrium
distribution.
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 an observation
from another group with respect to one or more characteristics of interest. Also see paired data.
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.
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.
MCAGH. See mode-curvature adaptive Gauss–Hermite quadrature.
MCAR. See missing completely at random.
MCE. See Monte Carlo error.
MCMC. See Markov chain Monte Carlo.
82 Glossary
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 [ST] epitab.
MDES. See minimum detectable effect size.
MDS. See multidimensional scaling.
MDS configuration plot. See configuration plot.
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.
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.
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.
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.
Glossary 83
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.
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 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.
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.
84 Glossary
.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.
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.
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.
Glossary 85
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’
lambda, Pillai’s trace, Lawley–Hotelling trace, and Roy’s largest root. Also see Wilks’ 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
a special case of seemingly unrelated regression in which all equations share the same set of
explanatory variables.
MVAGH. See mean–variance adaptive Gauss–Hermite quadrature.
86 Glossary
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.
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.
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.
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
Glossary 87
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.
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( ).
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.
88 Glossary
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.
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.
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.
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
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.
Glossary 89
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.
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.
90 Glossary
one-level model. A one-level model has no multilevel structure and no random effects. Linear
regression is a one-level model.
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.
one-step-ahead forecast. See static forecast.
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.
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.
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.
Glossary 91
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
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,
92 Glossary
β is the vector of path coefficients, µ is the vector of means, and Σ is the matrix of variances
θ.
and covariances. The resulting parameters estimates are written as b
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.
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 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).
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.
Glossary 93
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
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.
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 .
94 Glossary
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.
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
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.
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 0x0), 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 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.
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.
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
Glossary 95
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 mean. In generalized linear mixed-effects models, posterior mean refer to the predictions
of random effects based on the mean of the posterior distribution.
posterior mode. In generalized linear mixed-effects models, posterior mode refer to the predictions
of random effects based on the mode of the posterior distribution.
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.
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.
96 Glossary
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.
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 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.
Glossary 97
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.
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.
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.
prospective 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.
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.
98 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.
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.
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.
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

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.
Glossary 99
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.
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 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.
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( ).
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.
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 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.
100 Glossary
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.
REML. See restricted maximum likelihood.
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.
Glossary 101
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.
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.
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.
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 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.
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.
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.
102 Glossary
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.
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.
Glossary 103
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’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.
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.
104 Glossary
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.
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.
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.
Glossary 105
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.
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.
SMR. See standardized mortality (morbidity) ratio.
106 Glossary
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).
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.
Glossary 107
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.
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
108 Glossary
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.
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.
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.
Glossary 109
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.
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
110 Glossary
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.
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 .
Glossary 111
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

P (t < T ≤ t + δ and event type 1 )| T > t or (T ≤ t and not event type 1)
h1 (t) = lim
δ→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:
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.
112 Glossary
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.
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.
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.
Glossary 113
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.

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.
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.
114 Glossary
Technique is also used to refer to the available techniques used with ml, Stata’s optimizer and
likelihood maximizer, to find the solution.
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.
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.
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.
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.
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 ].
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 115
the singular values; in MCA the principal inertias are the eigenvalues. Also see correspondence
analysis and multiple correspondence analysis.
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.
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.
116 Glossary
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-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.
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.
Glossary 117
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 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 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.
type I error probability. See probability of a type I error.
type II error probability. See probability of a type II error.
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.
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.
118 Glossary
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.
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
Glossary 119
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.
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.
120 Glossary
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( ).
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.
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’ lambda. Wilks’ 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.
Glossary 121
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.
within matrix. See between matrix.
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.
References
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Hendrickson, A. E., and P. O. White. 1964. Promax: A quick method for rotation to oblique simple structure. British
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Wei, W. W. S. 2006. Time Series Analysis: Univariate and Multivariate Methods. 2nd ed. Boston: Pearson.
Vignette index Hausman, J. A. (1946– ), [R] hausman
Hays, W. L. (1926–1995), [R] esize
Aalen, O. O. (1947– ), [ST] sts Heckman, J. J. (1944– ), [R] heckman
Akaike, H. (1927–2009), [R] estat ic Henderson, C. R. (1911–1989), [ME] mixed
Arellano, M. (1957– ), [XT] xtabond Hermite, C. (1822–1901), [M-5] issymmetric( )
Hesse, L. O. (1811–1874), [M-5] moptimize( )
Bartlett, M. S. (1910–2002), [TS] wntestb Hessenberg, K. A. (1904–1959), [M-5] hessenbergd( )
Berkson, J. (1899–1982), [R] logit Hilbert, D. (1862–1943), [M-5] Hilbert( )
Bliss, C. I. (1899–1979), [R] probit Hotelling, H. (1895–1973), [MV] hotelling
Bond, S. R. (1963– ), [XT] xtabond Householder, A. S. (1904–1993), [M-5] qrd( )
Bonferroni, C. E. (1892–1960), [R] correlate Huber, P. J. (1934– ), [U] 20 Estimation and
postestimation commands
Box, G. E. P. (1919–2013), [TS] arima
Breusch, T. S. (1949– ), [R] regress postestimation
time series Jaccard, P. (1868–1944), [MV] measure option
Brier, G. W. (1913–1998), [R] brier Jacobi, C. G. J. (1804–1851), [M-5] deriv( )
Jeffreys, H. (1891–1989), [R] ci
Cholesky, A.-L. (1875–1918), [M-5] cholesky( ) Jenkins, G. M. (1933–1982), [TS] arima
Cleveland, W. S. (1943– ), [R] lowess Johansen, S. (1939– ), [TS] vecrank
Cochran, W. G. (1909–1980), [SVY] survey
Cochrane, D. (1917–1983), [TS] prais
Kaiser, H. F. (1927–1992), [MV] rotate
Cohen, J. (1923–1998), [R] kappa
Kaplan, E. L. (1920–2006), [ST] sts
Cornfield, J. (1912–1979), [ST] epitab
Kendall, M. G. (1907–1983), [R] spearman
Cox, D. R. (1924– ), [ST] stcox
Kerlinger, F. N. (1910–1991), [R] esize
Cox, G. M. (1900–1978), [R] anova
Kish, L. (1910–2000), [SVY] survey
Cronbach, L. J. (1916–2001), [MV] alpha
Kolmogorov, A. N. (1903–1987), [R] ksmirnov
Kronecker, L. (1823–1891), [M-2] op kronecker
David, F. N. (1909–1993), [R] correlate Kruskal, J. B. (1928–2010), [MV] mds
Dickey, D. A. (1945– ), [TS] dfuller Kruskal, W. H. (1919–2005), [R] kwallis
Durbin, J. (1923–2012), [R] regress postestimation time
series
Dunnett, C. W. (1921–2007), [D] functions Lane-Claypon, J. E. (1877–1967), [ST] epitab
Laplace, P.-S. (1749–1827), [R] regress
Efron, B. (1938– ), [R] bootstrap Legendre, A.-M. (1752–1833), [R] regress
Engle, R. F. (1942– ), [TS] arch Lexis, W. (1837–1914), [ST] stsplit
Lorenz, M. O. (1876–1959), [R] inequality
Fisher, R. A. (1890–1962), [R] anova
Fourier, J. B. J. (1768–1830), [R] cumul Mahalanobis, P. C. (1893–1972), [MV] hotelling
Fuller, W. A. (1931– ), [TS] dfuller Mann, H. B. (1905–2000), [R] ranksum
Mantel, N. (1919–2002), [ST] strate
Gabriel, K. R. (1929–2003), [MV] biplot Marquardt, D. W. (1929–1997), [M-5] moptimize( )
Galton, F. (1822–1911), [R] regress martingale, [ST] stcox postestimation
Gauss, J. C. F. (1777–1855), [R] regress McFadden, D. L. (1937– ), [R] asclogit
Gnanadesikan, R. (1932– ), [R] diagnostic plots McNemar, Q. (1900–1986), [ST] epitab
Godfrey, L. G. (1946– ), [R] regress postestimation Meier, P. (1924–2011), [ST] sts
time series Moore, E. H. (1862–1932), [M-5] pinv( )
Gompertz, B. (1779–1865), [ST] streg Murrill, W. A. (1867–1957), [MV] discrim knn
Gosset, W. S. (1876–1937), [R] ttest
Granger, C. W. J. (1934–2009), [TS] vargranger
Greenwood, M. (1880–1949), [ST] sts Nelder, J. A. (1924–2010), [R] glm
Nelson, W. B. (1936– ), [ST] sts
Newey, W. K. (1954– ), [TS] newey
Hadamard, J. S. (1865–1963), [D] functions
Newton, I. (1643–1727), [M-5] optimize( )
Haenszel, W. M. (1910–1998), [ST] strate
Neyman, J. (1894–1981), [R] ci
Halton, J. H. (1931– ), [M-5] halton( )
Nightingale, F. (1820–1910), [G-2] graph pie
Hammersley, J. M. (1920–2004), [M-5] halton( )
Hartley, H. O. (1912–1980), [MI] mi impute
Harvey, A. C. (1947– ), [TS] ucm Orcutt, G. H. (1917– ), [TS] prais
123
124 Vignette index
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– ), [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
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), [ST] 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
Weibull, E. H. W. (1887–1979), [ST] streg
West, K. D. (1953– ), [TS] newey
White, H. L., Jr. (1950–2012), [U] 20 Estimation and
postestimation commands
Whitney, D. R. (1915–2007), [R] ranksum
Wilcoxon, F. (1892–1965), [R] signrank
Wilk, M. B. (1922–2013), [R] diagnostic plots
Wilks, S. S. (1906–1964), [MV] manova
Wilson, E. B. (1879–1964), [R] ci
Winsten, C. B. (1923–2005), [TS] prais
Woolf, B. (1902–1983), [ST] epitab
Zellner, A. (1927–2010), [R] sureg

Author index Aldrich, J. H., [R] logit, [R] probit
Alexandersson, A., [R] regress
Alf, E., Jr., [R] rocfit, [R] rocreg
A Alfaro, R., [MI] intro
Aalen, O. O., [ST] stcrreg postestimation, [ST] sts Algina, J., [R] esize
Abadie, A., [TE] teffects intro advanced, [TE] teffects Alldredge, J. R., [R] pk, [R] pkcross
multivalued, [TE] teffects nnmatch, Allen, M. J., [MV] alpha
[TE] teffects psmatch ALLHAT Officers and Coordinators for the ALLHAT
Abayomi, K. A., [MI] intro substantive, [MI] mi Collaborative Research Group, [PSS] intro
impute Allison, M. J., [MV] manova
Abraham, B., [TS] tssmooth, [TS] tssmooth Allison, P. D., [MI] intro substantive, [MI] mi
dexponential, [TS] tssmooth exponential, impute, [R] rologit, [R] testnl, [ST] discrete,
[TS] tssmooth hwinters, [TS] tssmooth [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
shwinters [XT] xtpoisson, [XT] xtreg
Abraira-Garcı́a, L., [ST] epitab Almås, I., [R] inequality
Abramowitz, M., [D] functions, [ME] meqrlogit, Alonzo, T. A., [R] rocreg, [R] rocreg postestimation,
[ME] meqrpoisson, [R] contrast, [R] orthog [R] rocregplot
Abrams, K. R., [R] meta, [ST] streg Altman, D. G., [R] anova, [R] fp, [R] kappa,
Abramson, J. H., [R] kappa, [ST] epitab [R] kwallis, [R] meta, [R] mfp, [R] nptrend,
Abramson, Z. H., [R] kappa, [ST] epitab [R] oneway
Abrevaya, J., [R] boxcox postestimation Alvarez, J., [XT] xtabond
Achen, C. H., [R] scobit Alwin, D. F., [SEM] example 9
Achenback, T. M., [MV] mvtest Ambler, G., [R] fp, [R] fp postestimation, [R] mfp,
[R] regress
Acock, A. C., [MV] alpha, [R] anova, [R] correlate,
[R] nestreg, [R] oneway, [R] prtest, Amemiya, T., [R] glogit, [R] intreg, [R] ivprobit,
[R] ranksum, [R] ttest, [SEM] intro 4, [R] nlogit, [R] tobit, [TS] varsoc,
[SEM] intro 5, [SEM] intro 6, [SEM] intro 11, [XT] xthtaylor, [XT] xtivreg
[SEM] example 1, [SEM] example 3, Amisano, G., [TS] irf create, [TS] var intro, [TS] var
[SEM] example 7, [SEM] example 9, svar, [TS] vargranger, [TS] varwle
[SEM] example 18, [SEM] example 20 An, S., [TS] arfima
Adkins, L. C., [R] heckman, [R] regress, [R] regress Anderberg, M. R., [MV] cluster,
postestimation, [TS] arch [MV] measure option
Afifi, A. A., [MV] canon, [MV] discrim, [MV] factor, Andersen, E. B., [R] clogit
[MV] pca, [R] anova, [R] stepwise, Andersen, P. K., [R] glm, [ST] stcox, [ST] stcrreg
[U] 20.25 References Anderson, B. D. O., [TS] sspace
Agresti, A., [ME] me, [ME] meologit, [ME] meoprobit, Anderson, E., [M-1] LAPACK, [M-5] lapack( ),
[PSS] intro, [PSS] power oneproportion, [MV] clustermat, [MV] discrim estat,
[PSS] power twoproportions, [PSS] power [MV] discrim lda, [MV] discrim lda
pairedproportions, [R] ci, [R] expoisson, postestimation, [MV] mvtest, [MV] mvtest
[R] tabulate twoway, [ST] epitab normality, [P] matrix eigenvalues
Ahn, S. K., [TS] vec intro Anderson, J. A., [MI] mi impute, [R] ologit, [R] slogit
Ahrens, J. H., [D] functions Anderson, M. L., [ST] stcrreg
Aielli, G. P., [TS] mgarch, [TS] mgarch dcc Anderson, R. E., [R] rologit
Aigner, D. J., [R] frontier, [XT] xtfrontier Anderson, R. L., [R] anova
Aiken, L. S., [R] pcorr Anderson, S., [R] pkequiv
Aisbett, C. W., [ST] stcox, [ST] streg Anderson, T. W., [MI] intro substantive,
Aitchison, J., [R] ologit, [R] oprobit [MV] discrim, [MV] manova, [MV] pca,
Aitken, A. C., [R] reg3 [PSS] intro, [PSS] power onecorrelation,
Aitkin, M. A., [MV] mvtest correlations [PSS] power twocorrelations, [R] ivregress
Aivazian, S. A., [R] ksmirnov postestimation, [TS] vec, [TS] vecrank,
[XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
Akaike, H., [MV] factor postestimation, [R] BIC
[XT] xtivreg
note, [R] estat ic, [R] glm, [SEM] estat
gof, [SEM] methods and formulas for sem, Andersson, T. M.-L., [ST] stcox
[ST] streg, [TS] varsoc Andrews, D. F., [D] egen, [MV] discrim lda
Albert, A., [MI] mi impute, [MV] discrim, postestimation, [MV] discrim qda,
[MV] discrim logistic [MV] discrim qda postestimation,
[MV] manova, [R] rreg
Albert, P. S., [XT] xtgee
Andrews, D. W. K., [R] ivregress
Aldenderfer, M. S., [MV] cluster
Alderman, M. H., [PSS] intro
125
126 Author index
Andrews, M. J., [ME] meglm, [ME] melogit, Baltagi, B. H., [ME] mixed, [R] hausman, [XT] xt,
[ME] meoprobit, [ME] mepoisson, [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
[ME] meqrlogit, [ME] meqrpoisson, [XT] xthtaylor, [XT] xthtaylor postestimation,
[ME] mixed, [XT] xtreg [XT] xtivreg, [XT] xtpoisson, [XT] xtprobit,
Andrich, D., [SEM] example 28g [XT] xtreg, [XT] xtreg postestimation,
Ängquist, L., [R] bootstrap, [R] permute [XT] xtregar, [XT] xtunitroot
Angrist, J. D., [R] ivregress, [R] ivregress Bamber, D., [R] rocfit, [R] rocregplot, [R] roctab
postestimation, [R] qreg, [R] regress, Bancroft, T. A., [R] stepwise
[TE] teffects intro advanced, Banerjee, A., [XT] xtunitroot
[U] 20.25 References Bang, H., [TE] teffects intro advanced
Anscombe, F. J., [R] binreg postestimation, [R] glm, Barbin, É., [M-5] cholesky( )
[R] glm postestimation Barnard, G. A., [R] spearman, [R] ttest
Ansley, C. F., [TS] arima Barnard, J., [MI] intro substantive, [MI] mi estimate,
Arbuthnott, J., [R] signrank [MI] mi estimate using, [MI] mi predict,
Archer, K. J., [R] estat gof, [R] logistic, [R] logit, [MI] mi test
[SVY] estat Barnett, A. G., [R] glm
Arellano, M., [R] areg postestimation, [R] gmm, Barnow, B. S., [TE] etregress
[XT] xtabond, [XT] xtcloglog, [XT] xtdpd, Baron, R. M., [SEM] example 42g
[XT] xtdpd postestimation, [XT] xtdpdsys, Barrett, J. H., [PSS] intro
[XT] xtdpdsys postestimation, [XT] xtivreg, Barrison, I. G., [R] binreg
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
Barthel, F. M.-S., [PSS] intro, [ST] stcox PH-
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg
assumption tests, [ST] stpower, [ST] stpower
Arminger, G., [R] suest cox
Armitage, P., [PSS] intro, [PSS] power twomeans, Bartlett, M. S., [ I ] Glossary, [MV] factor, [MV] factor
[PSS] power pairedmeans, [R] ameans, postestimation, [MV] Glossary, [R] oneway,
[R] expoisson, [R] pkcross, [R] sdtest [TS] wntestb
Armstrong, R. D., [R] qreg Bartus, T., [R] margins
Arnold, B. C., [MI] intro substantive, [MI] mi impute Basford, K. E., [G-2] graph matrix, [ME] me,
chained [ME] melogit, [ME] meoprobit,
Arnold, S. F., [MV] manova [ME] mepoisson, [ME] meqrlogit,
Arora, S. S., [XT] xtivreg, [XT] xtreg [ME] meqrpoisson
Arseven, E., [MV] discrim lda Basilevsky, A. T., [MV] factor, [MV] pca
Arthur, M., [R] symmetry Basmann, R. L., [R] ivregress, [R] ivregress
Aten, B., [XT] xtunitroot postestimation
Atkinson, A. C., [D] functions, [R] boxcox, [R] nl Basu, A., [R] glm
Azen, S. P., [R] anova, [U] 20.25 References Bates, D. M., [ME] me, [ME] meglm, [ME] meqrlogit,
Aznar, A., [TS] vecrank [ME] meqrpoisson, [ME] mixed, [ME] mixed
postestimation
Battese, G. E., [XT] xtfrontier
Baum, C. F., [D] cross, [D] fillin, [D] joinby,
B [D] reshape, [D] separate, [D] stack, [D] xpose,
[M-1] intro, [MV] mvtest, [MV] mvtest
normality, [P] intro, [P] levelsof, [R] gmm,
Babiker, A. G., [ST] epitab, [ST] stpower,
[R] heckman, [R] heckoprobit, [R] heckprobit,
[ST] stpower cox, [ST] sts test
[R] ivregress, [R] ivregress postestimation,
Babin, B. J., [R] rologit [R] margins, [R] net, [R] net search, [R] regress
Babu, A. J. G., [D] functions postestimation, [R] regress postestimation
Bai, Z., [M-1] LAPACK, [M-5] lapack( ), [P] matrix time series, [R] ssc, [TS] time series,
eigenvalues [TS] arch, [TS] arima, [TS] dfgls, [TS] rolling,
Baillie, R. T., [TS] arfima [TS] tsfilter, [TS] tsset, [TS] var, [TS] wntestq,
Baker, R. J., [R] glm [U] 11.7 References, [U] 16.5 References,
Baker, R. M., [R] ivregress postestimation [U] 18.14 References, [U] 20.25 References,
Bakker, A., [R] mean [XT] xtgls, [XT] xtreg, [XT] xtunitroot
Balaam, L. N., [R] pkcross Bauwens, L., [TS] mgarch
Balakrishnan, N., [D] functions Baxter, M., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter
Baldus, W. P., [ST] stcrreg cf
Balestra, P., [XT] xtivreg Bayart, D., [R] qc
Beale, E. M. L., [R] stepwise, [R] test
Beall, G., [MV] mvtest, [MV] mvtest covariances
Author index 127
Beaton, A. E., [R] rreg Bhargava, A., [XT] xtregar

Beck, N. L., [XT] xtgls, [XT] xtpcse Bianchi, G., [TS] tsfilter, [TS] tsfilter bw
Becker, R. A., [G-2] graph matrix Bibby, J. M., [MI] mi impute mvn, [MV] discrim,
Becker, S. O., [TE] teffects intro advanced [MV] discrim lda, [MV] factor, [MV] manova,
Becketti, S., [P] pause, [R] fp, [R] fp postestimation, [MV] matrix dissimilarity, [MV] mds,
[R] regress, [R] runtest, [R] spearman, [MV] mds postestimation, [MV] mdslong,
[TS] time series, [TS] arch, [TS] arima, [MV] mdsmat, [MV] mvtest, [MV] mvtest
[TS] corrgram, [TS] dfuller, [TS] irf, means, [MV] mvtest normality, [MV] pca,
[TS] prais, [TS] tssmooth, [TS] var intro, [MV] procrustes, [P] matrix dissimilarity
[TS] var svar, [TS] vec intro, [TS] vec Bickeböller, H., [R] symmetry
Beerstecher, E., [MV] manova Bickel, P. J., [D] egen, [R] rreg
Beggs, S., [R] rologit Binder, D. A., [MI] intro substantive, [P] robust,
Belanger, A. J., [R] sktest [SVY] svy estimation, [SVY] variance
Bellman, R. E., [ I ] Glossary, [MV] Glossary estimation, [U] 20.25 References
Bellocco, R., [R] glm, [R] logit, [ST] epitab, Birdsall, T. G., [R] lroc
[XT] xtgee Bischof, C., [M-1] LAPACK, [M-5] lapack( ),
Belsley, D. A., [R] regress postestimation, [P] matrix eigenvalues
[R] regress postestimation diagnostic plots, Bishop, D. T., [PSS] intro
[U] 18.14 References Black, F., [TS] arch
Beltrami, E., [M-5] svd( ) Black, H. R., [PSS] intro
Bendel, R. B., [R] stepwise Black, W. C., [R] rologit
Benedetti, J. K., [R] tetrachoric Blackburne, E. F., III, [XT] xtabond, [XT] xtdpd,
Beniger, J. R., [G-2] graph bar, [G-2] graph pie, [XT] xtdpdsys
[G-2] graph twoway histogram, [R] cumul Blackford, S., [M-1] LAPACK, [M-5] lapack( ),
Bentham, G., [ME] menbreg, [ME] mepoisson, [P] matrix eigenvalues
[ME] meqrpoisson, [SEM] example 39g Blackwell, J. L., III, [R] areg, [XT] xtgls, [XT] xtpcse,
Bentler, P. M., [ I ] Glossary, [MV] rotate, [XT] xtreg
[MV] rotatemat, [MV] Glossary, [SEM] estat Bland, M., [R] ranksum, [R] sdtest, [R] signrank,
eqgof, [SEM] estat framework, [SEM] estat [R] spearman
gof, [SEM] estat stable, [SEM] example 3, Blashfield, R. K., [MV] cluster
[SEM] methods and formulas for sem Blasius, J., [MV] ca, [MV] mca
Bera, A. K., [R] sktest, [TS] arch, [TS] varnorm, Blasnik, M., [D] clonevar, [D] split, [D] statsby
[TS] vecnorm, [XT] xtreg, [XT] xtreg Bleda, M.-J., [MV] alpha
postestimation, [XT] xtregar Bliese, P. D., [R] icc
Beran, J., [TS] arfima, [TS] arfima postestimation Bliss, C. I., [R] probit
Beran, R. J., [R] regress postestimation time series Bloch, D. A., [R] brier
Berger, R. L., [PSS] intro Bloomfield, P., [R] qreg, [TS] arfima
Berglund, P. A., [SVY] survey, [SVY] subpopulation Blundell, R., [R] gmm, [R] ivprobit, [TE] teffects
estimation intro advanced, [TE] teffects multivalued,
Berk, K. N., [R] stepwise [XT] xtdpd, [XT] xtdpdsys
Berk, R. A., [R] rreg BMDP, [R] symmetry
Berkes, I., [TS] mgarch Bofinger, E., [R] qreg
Berkson, J., [R] logit, [R] probit Boggess, M. M., [ST] stcrreg, [ST] stcrreg
Bern, P. H., [R] nestreg postestimation
Bernaards, C. A., [MV] rotatemat Boice, J. D., Jr., [R] bitest, [ST] epitab
Bernasco, W., [R] tetrachoric Boland, P. J., [R] ttest
Berndt, E. K., [M-5] optimize( ), [R] glm, [TS] arch, Bolduc, D., [R] asmprobit
[TS] arima Bollen, K. A., [MV] factor postestimation, [R] regress
Berndt, E. R., [R] truncreg postestimation, [SEM] intro 4, [SEM] intro 5,
Bernstein, I. H., [MV] alpha [SEM] estat residuals, [SEM] estat teffects,
Berry, G., [PSS] intro, [PSS] power twomeans, [SEM] example 10, [SEM] example 15,
[PSS] power pairedmeans, [R] ameans, [SEM] methods and formulas for sem,
[R] expoisson, [R] sdtest [SEM] predict after sem, [SEM] sem reporting
Berry, K. J., [R] ranksum options
Best, D. J., [D] functions Bollerslev, T., [TS] arch, [TS] arima, [TS] mgarch,
Bewley, R., [R] reg3 [TS] mgarch ccc, [TS] mgarch dvech
Beyer, W. H., [R] qc Bond, S., [R] gmm, [XT] xtabond, [XT] xtdpd,
Beyersman, J., [ST] stcrreg [XT] xtdpd postestimation, [XT] xtdpdsys,
[XT] xtdpdsys postestimation, [XT] xtivreg
128 Author index
Bond, T. G., [SEM] example 28g Brillinger, D. R., [R] jackknife

Bonferroni, C. E., [R] correlate Brockwell, P. J., [TS] corrgram, [TS] sspace
Boos, D. D., [TE] teffects aipw Brody, H., [ST] epitab
Borenstein, M., [R] meta Brook, R. H., [R] brier
Borg, I., [MV] mds, [MV] mds postestimation, Brown, B. W., [ST] sts graph
[MV] mdslong, [MV] mdsmat Brown, C. C., [ST] epitab
Borgan, Ø., [ST] stcrreg Brown, D. R., [PSS] intro, [R] anova, [R] contrast,
Bornhorst, F., [XT] xtunitroot [R] loneway, [R] oneway, [R] pwcompare
Borowczyk, J., [M-5] cholesky( ) Brown, G. K., [TE] etregress, [TE] teffects intro
Boshuizen, H. C., [MI] intro substantive, [MI] mi advanced
impute, [MI] mi impute chained, [MI] mi Brown, J. D., [MV] manova
impute monotone Brown, L. D., [R] ci
Boswell, T. M., [ST] streg postestimation Brown, M. B., [R] sdtest, [R] tetrachoric
Boswijk, H. P., [TS] vec Brown, S. E., [R] symmetry
Bottai, M., [R] qreg, [ST] epitab, [XT] xtreg Brown, T. A., [SEM] intro 4
Bound, J., [R] ivregress postestimation Brown, W., [R] icc
Bover, O., [XT] xtdpd, [XT] xtdpdsys Browne, M. W., [MV] procrustes, [SEM] estat gof,
Bowerman, B. L., [TS] tssmooth, [TS] tssmooth [SEM] methods and formulas for sem
dexponential, [TS] tssmooth exponential, Broyden, C. G., [TS] forecast solve
[TS] tssmooth hwinters, [TS] tssmooth Bru, B., [R] poisson
shwinters Bruno, G. S. F., [TS] forecast, [XT] xtabond,
Bowker, A. H., [R] symmetry [XT] xtdpd, [XT] xtdpdsys, [XT] xtreg
Box, G. E. P., [MV] manova, [MV] mvtest Bryk, A. S., [ME] me, [ME] mecloglog, [ME] meglm,
covariances, [R] anova, [R] boxcox, [ME] melogit, [ME] menbreg, [ME] meologit,
[R] lnskew0, [TS] arfima, [TS] arima, [ME] meoprobit, [ME] mepoisson,
[TS] corrgram, [TS] cumsp, [TS] dfuller, [ME] meprobit, [ME] meqrpoisson, [ME] mixed
[TS] pergram, [TS] pperron, [TS] psdensity, Brzezinski, M., [R] swilk
[TS] wntestq, [TS] xcorr Brzinsky-Fay, C., [G-2] graph twoway rbar
Box, J. F., [R] anova Buchholz, A., [ST] stcrreg
Box-Steffensmeier, J. M., [ST] stcox, [ST] streg Buchner, D. M., [R] ladder
Boyd, N. F., [R] kappa Buis, M. L., [D] functions, [G-3] by option,
Boyle, J. M., [P] matrix symeigen [R] constraint, [R] eform option, [R] logistic,
Boyle, P., [ME] menbreg, [ME] mepoisson, [R] logit, [R] margins
[ME] meqrpoisson, [SEM] example 39g Buja, A., [U] 20.25 References
Brackstone, G. J., [R] diagnostic plots, [R] swilk Bunch, D. S., [R] asmprobit
Bradley, R. A., [R] signrank Buot, M.-L. G., [MV] mvtest means
Brady, A. R., [PSS] intro, [R] logistic, [R] spikeplot Burden, R. L., [M-5] solvenl( )
Brady, T., [D] edit Burke, W. J., [R] tobit
Brand, J. P. L., [MI] intro substantive, [MI] mi impute Burkhauser, R. V., [MI] intro substantive
chained Burnam, M. A., [R] lincom, [R] mlogit, [R] mprobit,
Brannon, B. R., [ME] me, [ME] meglm, [R] mprobit postestimation, [R] predictnl,
[ME] meologit, [ME] meoprobit, [XT] xtologit, [R] slogit
[XT] xtoprobit Burns, A. F., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter
Brant, R., [R] ologit bw, [TS] tsfilter cf, [TS] tsfilter hp, [TS] ucm
Bray, R. J., [MV] clustermat Burr, I. W., [R] qc
Bray, T. A., [D] functions Buskens, V., [R] tabstat
Breitung, J., [XT] xtunitroot Busso, M., [TE] teffects overlap
Brent, R. P., [MV] mdsmat, [MV] mvtest means Butterworth, S., [TS] tsfilter, [TS] tsfilter bw
Breslow, N. E., [ME] me, [ME] meglm, [ME] melogit,
[ME] meoprobit, [ME] mepoisson,
[ME] meqrlogit, [ME] meqrpoisson, [R] clogit, C
[R] dstdize, [R] symmetry, [ST] epitab,
[ST] stcox, [ST] stcox PH-assumption tests, Cai, T., [R] rocreg
[ST] sts, [ST] sts test Cai, T. T., [R] ci
Breusch, T. S., [ I ] Glossary, [MV] mvreg, [R] regress Cailliez, F., [MV] mdsmat
postestimation, [R] regress postestimation time Cain, G. G., [TE] etregress
series, [R] sureg, [TS] Glossary, [XT] xtreg Caines, P. E., [TS] sspace
postestimation Caliendo, M., [TE] teffects intro advanced
Brier, G. W., [R] brier Califf, R. M., [ST] stcox postestimation
Author index 129
Caliński, T., [MV] cluster, [MV] cluster stop Cattell, R. B., [MV] factor postestimation,
Cameron, A. C., [ME] meglm, [ME] mixed, [MV] pca postestimation, [MV] procrustes,
[R] asclogit, [R] asmprobit, [R] bootstrap, [MV] screeplot
[R] gmm, [R] heckman, [R] heckoprobit, Caudill, S. B., [R] frontier, [XT] xtfrontier
[R] intreg, [R] ivpoisson, [R] ivregress, Caulcutt, R., [R] qc
[R] ivregress postestimation, [R] logit, Cefalu, M. S., [ST] stcox postestimation, [ST] stcurve,
[R] mprobit, [R] nbreg, [R] ologit, [R] oprobit, [ST] sts graph
[R] poisson, [R] probit, [R] qreg, [R] regress, Center for Human Resource Research,
[R] regress postestimation, [R] simulate, [SEM] example 38g, [SEM] example 44g,
[R] sureg, [R] tnbreg, [R] tobit, [R] tpoisson, [XT] xt
[R] zinb postestimation, [R] zip postestimation, Chabert, J.-L., [M-5] cholesky( )
[TE] etregress, [TE] teffects intro advanced,
Chadwick, J., [R] poisson
[TE] teffects aipw, [TE] teffects ra,
[TS] forecast estimates, [XT] xt, [XT] xtnbreg, Chakraborti, S., [R] ksmirnov
[XT] xtpoisson Chamberlain, G., [R] clogit, [R] gmm, [R] qreg
Campbell, D. T., [SEM] example 17 Chambers, J. M., [G-2] graph box, [G-2] graph
Campbell, M. J., [PSS] intro, [R] ci, [R] kappa, matrix, [G-3] by option, [R] diagnostic plots,
[R] poisson, [R] tabulate twoway, [ST] stpower, [R] grmeanby, [R] lowess, [U] 1.4 References
[ST] stpower cox, [ST] stpower logrank Chang, I. M., [R] margins
Canette, I., [ME] meglm, [ME] mixed, [R] nl, Chang, Y., [TS] sspace
[R] nlsur Chang, Y.-J., [XT] xtivreg, [XT] xtreg
Cappellari, L., [D] corr2data, [D] egen, [R] asmprobit Chao, E. C., [ME] me, [ME] meqrlogit,
Cardell, S., [R] rologit [ME] meqrlogit postestimation,
Caria, M. P., [XT] xtgee [ME] meqrpoisson, [ME] meqrpoisson
postestimation
Carle, A. C., [ME] mixed
Charlett, A., [R] fp
Carlile, T., [R] kappa
Chatfield, C., [ I ] Glossary, [TS] arima,
Carlin, J. B., [MI] intro substantive, [MI] intro,
[TS] corrgram, [TS] pergram, [TS] tssmooth,
[MI] mi estimate, [MI] mi impute, [MI] mi
[TS] tssmooth dexponential, [TS] tssmooth
impute mvn, [MI] mi impute regress,
exponential, [TS] tssmooth hwinters,
[R] ameans, [ST] epitab
[TS] tssmooth ma, [TS] tssmooth shwinters,
Carnes, B. A., [ST] streg [TS] Glossary
Carpenter, J. R., [ME] me, [ME] meglm, [ME] melogit, Chatfield, M., [R] anova
[ME] meqrlogit, [MI] intro substantive,
Chatterjee, S., [R] poisson, [R] regress, [R] regress
[MI] intro, [MI] mi impute, [R] bootstrap,
postestimation, [R] regress postestimation
[R] bstat
diagnostic plots
Carroll, J. B., [MV] rotatemat
Chen, X., [R] logistic, [R] logistic postestimation,
Carroll, R. J., [ME] me, [ME] meglm, [ME] mixed, [R] logit
[R] boxcox, [R] rreg, [R] sdtest
Chernick, M. R., [PSS] intro, [PSS] power
Carson, R. T., [R] tnbreg, [R] tpoisson oneproportion, [PSS] power twoproportions
Carter, S. L., [ME] me, [ME] melogit, Cheung, Y.-W., [TS] dfgls
Chiang, C. L., [ST] ltable
[ME] meqrlogit, [ME] meqrpoisson,
[R] frontier, [R] lrtest, [R] nbreg, [ST] stcox, Chiburis, R., [R] heckman, [R] heckoprobit,
[ST] streg, [XT] xt [R] heckprobit, [R] oprobit
Casagrande, J. T., [PSS] intro, [PSS] power Choi, B. C. K., [R] rocfit, [R] rocreg postestimation,
twoproportions [R] rocregplot, [R] roctab
Casals, J., [TS] sspace Choi, I., [XT] xtunitroot
Casella, G., [ME] me, [ME] mecloglog, [ME] meglm, Choi, M.-D., [M-5] Hilbert( )
[ME] melogit, [ME] menbreg, [ME] meologit, Choi, S. C., [MV] discrim knn
[ME] meoprobit, [ME] mepoisson, Cholesky, A.-L., [M-5] cholesky( )
[ME] meprobit, [ME] mixed, [PSS] intro Chou, R. Y., [TS] arch
Castillo, E., [MI] intro substantive, [MI] mi impute Chow, G. C., [R] contrast
chained Chow, S.-C., [PSS] intro, [PSS] power onemean,
Cattaneo, M. D., [TE] teffects intro, [TE] teffects intro [PSS] power twomeans, [PSS] power
advanced, [TE] teffects aipw, [TE] teffects ipw, pairedmeans, [PSS] power oneproportion,
[TE] teffects ipwra, [TE] teffects multivalued, [R] pk, [R] pkcross, [R] pkequiv,
[TE] teffects nnmatch, [TE] teffects psmatch, [R] pkexamine, [R] pkshape, [ST] stpower,
[TE] teffects ra [ST] stpower exponential
Christakis, N., [R] rologit
130 Author index
Christensen, W. F., [MV] biplot, [MV] ca, Cohen, J., [PSS] intro, [R] esize, [R] kappa, [R] pcorr
[MV] candisc, [MV] canon, [MV] canon Cohen, P., [R] pcorr
postestimation, [MV] cluster, [MV] discrim, Coleman, J. S., [R] poisson
[MV] discrim estat, [MV] discrim knn, Collett, D., [R] clogit, [R] logistic, [R] logistic
[MV] discrim lda, [MV] discrim lda postestimation, [ST] stci, [ST] stcox
postestimation, [MV] discrim logistic, postestimation, [ST] stcrreg postestimation,
[MV] discrim qda, [MV] discrim qda [ST] stpower, [ST] stpower logrank, [ST] streg
postestimation, [MV] factor, [MV] manova, postestimation, [ST] sts test, [ST] stsplit
[MV] mca, [MV] mvtest, [MV] mvtest Collins, E., [SVY] survey, [SVY] svy estimation
correlations, [MV] mvtest covariances,
Comrey, A. L., [ I ] Glossary, [MV] rotate,
[MV] mvtest means, [MV] mvtest normality,
[MV] rotatemat, [MV] Glossary
[MV] pca, [MV] screeplot
Comte, F., [TS] mgarch
Christiano, L. J., [TS] irf create, [TS] tsfilter,
[TS] tsfilter cf, [TS] var svar Cone-Wesson, B., [R] rocreg, [R] rocreg
postestimation, [R] rocregplot
Chu, C.-S. J., [XT] xtunitroot
Cong, R., [R] tobit, [R] tobit postestimation,
Chu-Chun-Lin, S., [TS] sspace
[R] truncreg, [TE] etregress
Clark, V. A., [MV] canon, [MV] discrim, [MV] factor,
Connor, R. J., [PSS] intro, [PSS] power
[MV] pca, [R] stepwise, [ST] ltable
pairedproportions
Clarke, M. R. B., [MV] factor
Conover, W. J., [R] centile, [R] ksmirnov, [R] kwallis,
Clarke, R. D., [R] poisson [R] nptrend, [R] sdtest, [R] spearman,
Clarke-Pearson, D. L., [R] roccomp, [R] rocreg, [R] tabulate twoway
[R] roctab Conroy, R. M., [R] intreg, [R] ranksum
Clarkson, D. B., [R] tabulate twoway Consonni, D., [R] dstdize
Clayton, D. G., [D] egen, [ME] me, [ME] meglm, Conway, M. R., [XT] xtlogit, [XT] xtologit,
[ME] mepoisson, [ME] meqrpoisson, [XT] xtoprobit, [XT] xtprobit
[R] cloglog, [R] cumul, [ST] epitab,
Cook, A., [R] ci
[ST] stptime, [ST] strate, [ST] stsplit,
[ST] sttocc Cook, I. T., [U] 1.4 References
Cleland, J., [ME] me, [ME] meglm, [ME] melogit, Cook, N. R., [R] rocreg
[ME] meprobit, [ME] meqrlogit Cook, R. D., [P] predict, [R] boxcox, [R] regress
Clerget-Darpoux, F., [R] symmetry postestimation
Cleveland, W. S., [G-1] graph intro, [G-2] graph Cooper, M. C., [MV] cluster, [MV] cluster
box, [G-2] graph dot, [G-2] graph matrix, programming subroutines, [MV] cluster stop
[G-2] graph twoway lowess, [G-3] by option, Cornfield, J., [ST] epitab
[R] diagnostic plots, [R] lowess, [R] lpoly, Corten, R., [MV] mds
[R] sunflower, [U] 1.4 References Coster, D., [R] contrast
Cleves, M. A., [MI] mi estimate, [R] binreg, Coull, B. A., [R] ci
[R] dstdize, [R] logistic, [R] logit, [R] roccomp, Cousens, S. N., [TE] teffects intro advanced
[R] rocfit, [R] rocreg, [R] rocreg postestimation, Coviello, V., [ST] stcrreg, [ST] stcrreg postestimation,
[R] rocregplot, [R] roctab, [R] sdtest, [ST] sttocc
[R] symmetry, [ST] survival analysis, Cox, C., [SEM] example 2
[ST] st, [ST] stcox, [ST] stcrreg, [ST] stcrreg Cox, C. S., [SVY] survey, [SVY] svy estimation
postestimation, [ST] stcurve, [ST] stdescribe, Cox, D. R., [R] boxcox, [R] exlogistic, [R] expoisson,
[ST] stpower, [ST] stpower exponential, [R] lnskew0, [ST] ltable, [ST] stcox,
[ST] stpower logrank, [ST] streg, [ST] sts, [ST] stcox PH-assumption tests, [ST] stcrreg,
[ST] stset, [ST] stsplit, [ST] stvary [ST] stpower, [ST] stpower cox, [ST] streg,
Cliff, N., [MV] canon postestimation [ST] streg postestimation, [ST] sts
Clogg, C. C., [R] suest Cox, G. M., [P] levelsof, [R] anova
Clopper, C. J., [R] ci Cox, M. A. A., [ I ] Glossary, [MV] biplot, [MV] ca,
Cobb, G. W., [R] anova [MV] mds, [MV] mds postestimation,
Cochran, W. G., [P] levelsof, [PSS] intro, [R] ameans, [MV] mdsmat, [MV] procrustes, [MV] Glossary
[R] anova, [R] correlate, [R] dstdize, Cox, N. J., [D] by, [D] clonevar, [D] codebook,
[R] mean, [R] oneway, [R] poisson, [R] probit, [D] contract, [D] count, [D] datetime,
[R] proportion, [R] ranksum, [R] ratio, [D] describe, [D] destring, [D] drop, [D] ds,
[R] signrank, [R] total, [SVY] survey, [D] duplicates, [D] egen, [D] expand, [D] fillin,
[SVY] estat, [SVY] subpopulation estimation, [D] format, [D] functions, [D] lookfor,
[SVY] svyset, [SVY] variance estimation [D] missing values, [D] rename, [D] reshape,
Cochrane, D., [TS] prais [D] sample, [D] separate, [D] split, [D] statsby,
Coelli, T. J., [R] frontier, [XT] xtfrontier [G-1] graph intro, [G-2] graph bar,
Coffey, C., [MI] intro substantive [G-2] graph box, [G-2] graph dot,
Author index 131
Cox, N. J., continued D

[G-2] graph twoway dot, [G-2] graph
twoway function, [G-2] graph twoway D’Agostino, R. B., [MV] mvtest normality, [R] sktest
histogram, [G-2] graph twoway kdensity, D’Agostino, R. B., Jr., [R] sktest
[G-2] graph twoway lowess, [G-2] graph Daniel, C., [R] diagnostic plots, [R] oneway
twoway lpoly, [G-2] graph twoway pcarrow, Daniel, R., [MI] intro substantive, [MI] mi impute,
[G-2] graph twoway pcspike, [G-2] graph [MI] mi impute chained, [MI] mi impute
twoway scatter, [G-3] added line options, monotone
[G-3] added text options, Daniel, R. M., [TE] teffects intro advanced
[G-3] aspect option, [G-3] axis label options, Danuso, F., [R] nl
[G-3] axis scale options, [G-3] by option, Dardanoni, V., [MI] intro substantive
[G-3] title options, [G-4] linestyle, Das, S., [XT] xtunitroot
[MV] mvtest, [MV] mvtest normality,
DasGupta, A., [R] ci
[P] forvalues, [P] levelsof, [P] matrix define,
Davey Smith, G., [R] meta
[P] unab, [R] ci, [R] cumul, [R] diagnostic
plots, [R] histogram, [R] inequality, [R] kappa, David, F. N., [R] correlate
[R] kdensity, [R] ladder, [R] lowess, David, H. A., [D] egen, [R] spearman, [R] summarize
[R] lpoly, [R] net, [R] net search, [R] regress David, J. S., [TS] arima
postestimation, [R] regress postestimation Davidon, W. C., [M-5] optimize( )
diagnostic plots, [R] search, [R] serrbar, Davidson, R., [ I ] Glossary, [R] boxcox, [R] cnsreg,
[R] sktest, [R] smooth, [R] spikeplot, [R] ssc, [R] gmm, [R] intreg, [R] ivregress, [R] ivregress
[R] stem, [R] summarize, [R] sunflower, postestimation, [R] mlogit, [R] nl, [R] nlsur,
[R] tabulate oneway, [R] tabulate twoway, [R] reg3, [R] regress, [R] regress postestimation
[TS] tsline, [TS] tsset, [TS] tssmooth hwinters, time series, [R] tobit, [R] truncreg, [TS] arch,
[TS] tssmooth shwinters, [U] 11.7 References, [TS] arima, [TS] prais, [TS] sspace,
[U] 12.10 References, [U] 13.12 References, [TS] varlmar, [TS] Glossary, [XT] xtgls,
[U] 17.10 Reference, [U] 23.5 Reference, [XT] xtpcse
[U] 24.8 References, [XT] xtdescribe Davis, B. R., [PSS] intro
Cox, T. F., [ I ] Glossary, [MV] biplot, [MV] ca, Davis, G., [TS] arima
[MV] mds, [MV] mds postestimation, Davis, R. A., [TS] corrgram, [TS] sspace
[MV] mdsmat, [MV] procrustes, [MV] Glossary Davison, A. C., [R] bootstrap
Cozad, J. B., [MV] discrim lda Day, N. E., [R] clogit, [R] dstdize, [R] symmetry,
Cragg, J. G., [R] ivregress postestimation [ST] epitab
Cramer, E. M., [MV] procrustes Day, W. H. E., [MV] cluster
Cramér, H., [R] tabulate twoway De Backer, M., [ME] meqrlogit postestimation
Cramer, J. S., [R] logit De Boeck, P., [ME] me
Crawford, C. B., [ I ] Glossary, [MV] rotate, De Hoyos, R. E., [XT] xtreg
[MV] rotatemat, [MV] Glossary de Irala-Estévez, J., [R] logistic
Critchley, F., [MV] mdsmat De Jong, P., [TS] dfactor, [TS] sspace, [TS] sspace
Cronbach, L. J., [MV] alpha, [R] icc postestimation, [TS] ucm
Croux, C., [R] rreg De Keyser, P., [ME] meqrlogit postestimation
Crow, K., [D] import excel de Leeuw, J., [MV] ca postestimation
Crowder, M. J., [ST] stcrreg, [ST] streg De Luca, G., [MI] intro substantive, [R] biprobit,
Crowe, P. R., [G-2] graph box [R] heckoprobit, [R] heckprobit, [R] oprobit,
Crowley, J., [ST] stcox, [ST] stcrreg, [ST] stset [R] probit
Crowther, M. J., [R] meta, [ST] stpower, [ST] streg De Stavola, B. L., [ST] stcox, [ST] stset, [TE] teffects
Cudeck, R., [SEM] estat gof, [SEM] methods and intro advanced
formulas for sem De Vroey, C., [ME] meqrlogit postestimation
Cui, J., [R] symmetry, [ST] stcox, [ST] streg, de Wolf, I., [R] rologit
[XT] xtgee Dearden, L., [TE] teffects intro advanced, [TE] teffects
Cumming, G., [R] esize, [R] regress postestimation multivalued
Cummings, P., [R] binreg, [R] glm, [R] margins, Deaton, A. S., [R] nlsur, [U] 20.25 References
[ST] epitab, [XT] xtpoisson Deb, P., [R] nbreg
Curtis, J. T., [MV] clustermat Debarsy, N., [R] lpoly
Curts-Garcı́a, J., [R] smooth DeGroot, M. H., [TS] arima
Cushman, W. C., [PSS] intro Dehon, C., [R] correlate
Cutler, J. A., [PSS] intro Deistler, M., [TS] sspace
Cutler, S. J., [ST] ltable del Rio, A., [TS] tsfilter hp
Cuzick, J., [R] kappa, [R] nptrend DeLong, D. M., [R] roccomp, [R] rocreg, [R] roctab
Czekanowski, J., [MV] measure option DeLong, E. R., [R] roccomp, [R] rocreg, [R] roctab
132 Author index
DeMaris, A., [R] regress postestimation Driver, H. E., [MV] measure option
Demidenko, E., [ME] me, [ME] mecloglog, Drukker, D. M., [ME] me, [ME] melogit,
[ME] meglm, [ME] melogit, [ME] menbreg, [ME] meoprobit, [ME] mepoisson,
[ME] meologit, [ME] meoprobit, [ME] meqrlogit, [ME] meqrpoisson,
[ME] mepoisson, [ME] meprobit, [ME] mixed [R] asmprobit, [R] boxcox, [R] frontier,
Demmel, J., [M-1] LAPACK, [M-5] lapack( ), [R] lrtest, [R] nbreg, [R] tobit, [ST] stcox,
[P] matrix eigenvalues [ST] streg, [TE] etregress, [TE] teffects intro
Demnati, A., [SVY] direct standardization, advanced, [TE] teffects aipw, [TE] teffects
[SVY] poststratification, [SVY] variance multivalued, [TE] teffects nnmatch, [TS] arfima
estimation postestimation, [TS] sspace, [TS] vec, [XT] xt,
Dempster, A. P., [ME] me, [ME] mixed, [MI] intro [XT] xtregar
substantive, [MI] mi impute mvn Du Croz, J., [M-1] LAPACK, [M-5] lapack( ),
Denis, D., [G-2] graph twoway scatter [P] matrix eigenvalues
Desbordes, R., [R] ivregress Duan, N., [R] boxcox postestimation, [R] heckman,
Desu, M. M., [ST] stpower, [ST] stpower exponential [TS] forecast estimates
Deville, J.-C., [SVY] direct standardization, Dubes, R. C., [MV] cluster
[SVY] poststratification, [SVY] variance Duda, R. O., [MV] cluster, [MV] cluster stop
estimation Duncan, A. J., [R] qc
Devroye, L., [D] functions Duncan, O. D., [SEM] example 7
Dewey, M. E., [R] correlate Dunlop, D. D., [PSS] intro, [PSS] power onemean
Dice, L. R., [MV] measure option Dunn, G., [MV] discrim, [MV] discrim qda
Dickens, R., [TS] prais postestimation, [MV] mca, [R] kappa,
Dickey, D. A., [ I ] Glossary, [TS] dfgls, [TS] dfuller, [TE] teffects multivalued
[TS] pperron, [TS] Glossary Dunnett, C. W., [D] functions, [R] mprobit,
Dickson, E. R., [ST] stcrreg [R] pwcompare
Dicle, M. F., [D] import Dunnington, G. W., [R] regress
Didelez, V., [R] ivregress Dupont, W. D., [R] logistic, [R] mkspline,
[R] sunflower, [ST] epitab, [ST] stcox, [ST] stir,
Diebold, F. X., [TS] arch
[ST] sts
Dieter, U., [D] functions
Durbin, J., [ I ] Glossary, [R] ivregress postestimation,
Digby, P. G. N., [R] tetrachoric [R] regress postestimation time series,
Diggle, P. J., [ME] me, [ME] meglm, [ME] mixed, [TS] prais, [TS] ucm, [TS] Glossary
[TS] arima, [TS] wntestq Duren, P., [R] regress
Dijksterhuis, G. B., [MV] procrustes Durlauf, S. N., [TS] vec intro, [TS] vec, [TS] vecrank
DiNardo, J., [TE] teffects overlap, [XT] xtrc Duval, R. D., [R] bootstrap, [R] jackknife, [R] rocreg,
Ding, Z., [TS] arch [R] rocregplot
Dinno, A., [MV] factor, [MV] pca Dwyer, J. H., [XT] xtreg
Dixon, W. J., [PSS] intro, [PSS] power twomeans, Dyck, A., [D] datetime
[PSS] power pairedmeans, [PSS] power
onevariance, [PSS] power twovariances,
[R] ttest E
Djulbegovic, B., [R] meta
Eaves, R. C., [SEM] example 2
Dobbin, K., [ST] stpower
Eberhardt, M., [XT] xtrc
Dobson, A. J., [R] glm
Ecob, R., [MI] mi estimate
Dodd, L. E., [R] rocreg
Eddings, W. D., [MI] mi impute
Dohoo, I., [R] regress, [ST] epitab
Edelsbrunner, H., [MV] cluster
Doll, R., [R] poisson, [ST] epitab
Ederer, F., [ST] ltable
Donald, S. G., [R] ivregress postestimation
Edgington, E. S., [R] runtest
Dongarra, J. J., [M-1] LAPACK, [M-5] lapack( ),
Edwards, A. L., [R] anova
[P] matrix eigenvalues, [P] matrix symeigen
Edwards, A. W. F., [R] tetrachoric
Donner, A., [R] loneway
Edwards, J. H., [R] tetrachoric
Donoho, D. L., [R] lpoly
Efron, B., [R] bootstrap, [R] qreg
Doornik, J. A., [MV] mvtest, [MV] mvtest normality,
[TS] arfima, [TS] vec Efroymson, M. A., [R] stepwise
Dore, C. J., [R] fp Egger, M., [R] meta
Dorfman, D. D., [R] rocfit, [R] rocreg Eichenbaum, M., [TS] irf create, [TS] var svar
Doris, A., [R] gmm, [R] inequality Eisenhart, C., [R] correlate, [R] runtest
Draper, N., [R] eivreg, [R] oneway, [R] regress, Elliott, G. R., [ I ] Glossary, [TS] dfgls, [TS] Glossary
[R] stepwise Ellis, C. D., [R] poisson
Ellis, P. D., [R] esize, [R] regress postestimation
Author index 133
Eltinge, J. L., [R] test, [SVY] survey, [SVY] estat, Ferguson, G. A., [ I ] Glossary, [MV] rotate,
[SVY] svy postestimation, [SVY] svydescribe, [MV] rotatemat, [MV] Glossary
[SVY] variance estimation Ferri, H. A., [R] kappa
Embretson, S. E., [SEM] example 28g, Festinger, L., [R] ranksum
[SEM] example 29g Fibrinogen Studies Collaboration, [ST] stcox
Emerson, J. D., [R] lv, [R] stem postestimation
Emsley, R., [TE] teffects multivalued Fidell, L. S., [MV] discrim, [MV] discrim lda
Enas, G. G., [MV] discrim knn Field, C. A., [R] bootstrap
Ender, P. B., [MV] canon, [R] marginsplot Fieller, E. C., [R] pkequiv
Enders, W., [TS] arch, [TS] arima, [TS] corrgram Fienberg, S. E., [R] kwallis, [R] tabulate twoway
Engel, A., [R] boxcox, [R] marginsplot, [SVY] survey, Filon, L. N. G., [R] correlate
[SVY] estat, [SVY] subpopulation estimation, Filoso, V., [R] regress
[SVY] svy, [SVY] svy brr, [SVY] svy Finch, S., [R] esize
estimation, [SVY] svy jackknife, [SVY] svy Findley, D. F., [R] estat ic
postestimation, [SVY] svy: tabulate oneway,
Findley, T. W., [R] ladder
[SVY] svy: tabulate twoway, [SVY] svydescribe
Fine, J. P., [ST] stcrreg
Engle, R. F., [R] regress postestimation time
series, [TS] arch, [TS] arima, [TS] dfactor, Finlay, K., [R] ivprobit, [R] ivregress, [R] ivtobit
[TS] mgarch, [TS] mgarch dcc, [TS] mgarch Finney, D. J., [R] probit, [R] tabulate twoway
dvech, [TS] mgarch vcc, [TS] vec intro, Fiocco, M., [ST] stcrreg, [ST] stcrreg postestimation
[TS] vec, [TS] vecrank Fiorentini, G., [TS] mgarch
Erdreich, L. S., [R] roccomp, [R] rocfit, [R] roctab Fiorio, C. V., [R] kdensity
Esman, R. M., [D] egen Fischer, G. H., [SEM] example 28g
Eubank, R. L., [R] lpoly Fiser, D. H., [R] estat gof, [R] lroc
Evans, C. L., [TS] irf create, [TS] var svar Fishell, E., [R] kappa
Evans, M. A., [R] pk, [R] pkcross Fisher, L. D., [MV] factor, [MV] pca, [PSS] intro,
Everitt, B. S., [MV] cluster, [MV] cluster [PSS] power twomeans, [R] anova, [R] dstdize,
stop, [MV] discrim, [MV] discrim qda [R] oneway
postestimation, [MV] mca, [MV] pca, Fisher, M. R., [XT] xtcloglog, [XT] xtgee,
[MV] screeplot, [R] gllamm, [R] glm, [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
[U] 1.4 References [XT] xtoprobit, [XT] xtprobit, [XT] xttobit
Ewens, W. J., [R] symmetry Fisher, N. I., [R] regress postestimation time series
Ezekiel, M., [R] regress postestimation diagnostic Fisher, R. A., [ I ] Glossary, [MV] clustermat,
plots [MV] discrim, [MV] discrim estat,
Ezzati-Rice, T. M., [MI] intro substantive [MV] discrim lda, [MV] Glossary, [P] levelsof,
[PSS] intro, [PSS] power twoproportions,
[PSS] power onecorrelation, [PSS] power
twocorrelations, [R] anova, [R] anova, [R] esize,
F [R] ranksum, [R] signrank, [R] tabulate
twoway, [ST] streg
Fagerland, M. F., [ST] epitab Fiske, D. W., [SEM] example 17
Fagerland, M. W., [R] estat gof, [R] mlogit Fitzgerald, T. J., [TS] tsfilter, [TS] tsfilter cf
postestimation
Fitzmaurice, G. M., [ME] mixed
Fair, R. C., [TS] forecast solve
Fix, E., [MV] discrim knn
Faires, J. D., [M-5] solvenl( )
Flannery, B. P., [D] functions, [G-2] graph twoway
Falcaro, M., [MV] cluster dendrogram contour, [M-5] solvenl( ), [P] matrix symeigen,
Fan, J., [R] lpoly [R] dydx, [R] vwls, [TS] arch, [TS] arima
Fan, Y.-A., [R] tabulate twoway Flay, B. R., [ME] me, [ME] meglm, [ME] meologit,
Fang, K.-T., [R] asmprobit [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Farbmacher, H., [R] tpoisson Fleiss, J. L., [PSS] intro, [PSS] power twoproportions,
Fay, R. E., [SVY] survey, [SVY] svy sdr, [R] dstdize, [R] icc, [R] kappa, [ST] epitab
[SVY] variance estimation Fleming, T. R., [ST] stcox, [ST] sts test
Feinleib, M., [XT] xtreg Fletcher, K., [R] rocreg, [R] rocreg postestimation,
Feiveson, A. H., [PSS] intro, [R] nlcom, [R] ranksum, [R] rocregplot
[ST] stpower Fletcher, R., [M-5] optimize( )
Feldman, J. J., [SVY] survey, [SVY] svy estimation Folsom, R. C., [R] rocreg, [R] rocreg postestimation,
Feldt, L. S., [R] anova [R] rocregplot
Feller, W., [TS] wntestb Ford, C. E., [PSS] intro
Feltbower, R., [ST] epitab Ford, J. M., [R] frontier, [XT] xtfrontier
Feng, S., [MI] intro substantive
134 Author index
Forsythe, A. B., [R] sdtest Galati, J. C., [MI] intro substantive, [MI] intro,
Forthofer, R. N., [R] dstdize [MI] mi estimate
Foster, A., [R] regress Galecki, A. T., [ME] mixed
Fouladi, R. T., [R] esize Gall, J.-R. L., [R] estat gof, [R] logistic
Foulkes, M. A., [ST] stpower, [ST] stpower cox, Gallant, A. R., [R] ivregress, [R] nl
[ST] stpower exponential Gallup, J. L., [M-5] docx*( ), [P] putexcel,
Fourier, J. B. J., [R] cumul [R] estimates table
Fox, C. M., [SEM] example 28g Galton, F., [R] correlate, [R] cumul, [R] regress,
Fox, J., [R] kdensity, [R] lv [R] summarize
Fox, W. C., [R] lroc Gan, F. F., [R] diagnostic plots
Francia, R. S., [R] swilk Gange, S. J., [XT] xtcloglog, [XT] xtgee,
Francis, C., [PSS] intro [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
Frank, M. W., [XT] xtabond, [XT] xtdpd, [XT] xtoprobit, [XT] xtprobit, [XT] xttobit
[XT] xtdpdsys Gani, J., [TS] wntestb
Frankel, M. R., [P] robust, [SVY] variance Garbow, B. S., [P] matrix symeigen
estimation, [U] 20.25 References Gardiner, J. S., [TS] tssmooth, [TS] tssmooth
Franklin, C. H., [D] cross dexponential, [TS] tssmooth exponential,
Franzese, R. J., Jr., [XT] xtpcse [TS] tssmooth hwinters, [TS] tssmooth
shwinters
Franzini, L., [XT] xtregar
Gardner, E. S., Jr., [TS] tssmooth dexponential,
Frechette, G. R., [XT] xtprobit
[TS] tssmooth hwinters
Freedman, L. S., [ST] stpower, [ST] stpower cox,
Garrett, J. M., [R] logistic, [R] logistic postestimation,
[ST] stpower exponential, [ST] stpower logrank
[R] regress postestimation, [ST] stcox PH-
Freeman, D. H., Jr., [SVY] svy: tabulate twoway assumption tests
Freeman, E. H., [SEM] estat stable Garsd, A., [R] exlogistic
Freeman, J. L., [ST] epitab, [SVY] svy: tabulate Gart, J. J., [ST] epitab
twoway
Gasser, T., [R] lpoly
Freese, J., [R] asroprobit, [R] clogit, [R] cloglog,
Gastwirth, J. L., [R] sdtest
[R] logistic, [R] logit, [R] mlogit, [R] mprobit,
[R] nbreg, [R] ologit, [R] oprobit, [R] poisson, Gates, R., [R] asmprobit
[R] probit, [R] regress, [R] regress Gauss, J. C. F., [R] regress
postestimation, [R] tnbreg, [R] tpoisson, Gauvreau, K., [PSS] intro, [R] dstdize, [R] logistic,
[R] zinb, [R] zip, [U] 20.25 References [ST] ltable, [ST] sts
Friedman, J. H., [MV] discrim knn Gavin, M. D., [ME] me, [ME] meglm, [ME] meologit,
Friedman, M., [TS] arima [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Friendly, M., [G-2] graph twoway scatter Gehan, E. A., [ST] sts test
Frölich, M., [R] qreg, [TE] teffects multivalued Geisser, S., [R] anova
Frome, E. L., [R] qreg Gel, Y. R., [R] sdtest
Frydenberg, M., [R] dstdize, [R] roccomp, [R] roctab Gelbach, J., [R] ivprobit, [R] ivtobit
Fu, V. K., [R] ologit Gelfand, A. E., [MI] mi impute chained
Fuller, W. A., [ I ] Glossary, [MV] factor, [P] robust, Gelman, A., [ME] me, [MI] intro substantive, [MI] mi
[R] regress, [R] spearman, [SVY] svy: tabulate impute, [MI] mi impute mvn, [MI] mi impute
twoway, [SVY] variance estimation, [TS] dfgls, regress
[TS] dfuller, [TS] pperron, [TS] psdensity, Gelman, R., [R] margins
[TS] tsfilter, [TS] tsfilter bk, [TS] ucm, Geman, D., [MI] mi impute chained
[TS] Glossary, [U] 20.25 References Geman, S., [MI] mi impute chained
Funkhouser, H. G., [G-2] graph pie Genest, C., [R] diagnostic plots, [R] swilk
Furberg, C. D., [PSS] intro Gentle, J. E., [D] functions, [R] anova, [R] nl
Futuyma, D. J., [MV] measure option Genton, M. G., [R] sktest
Fyler, D. C., [ST] epitab Genz, A., [R] asmprobit
Fyles, A., [ST] stcrreg, [ST] stcrreg postestimation George, S. L., [ST] stpower, [ST] stpower exponential
Gerkins, V. R., [R] symmetry
G Gerow, K. G., [SVY] survey
Geskus, R. B., [ST] stcrreg, [ST] stcrreg
Gabriel, K. R., [MV] biplot postestimation
Gail, M. H., [P] robust, [R] rocreg, [R] rocreg Geweke, J., [R] asmprobit, [TS] dfactor
postestimation, [ST] stcrreg, [ST] stpower, Giannini, C., [TS] irf create, [TS] var intro, [TS] var
[ST] stpower exponential, [ST] strate, svar, [TS] vargranger, [TS] varwle
[U] 20.25 References Gibbons, J. D., [R] ksmirnov, [R] spearman
Galanti, M. R., [XT] xtgee
Author index 135
Gibbons, R. D., [ME] me, [ME] mecloglog, Gompertz, B., [ST] streg
[ME] meglm, [ME] melogit, [ME] menbreg, Gönen, M., [ST] stcox postestimation
[ME] meologit, [ME] meoprobit, Gonzalez, J. F., Jr., [SVY] estat, [SVY] subpopulation
[ME] mepoisson, [ME] meprobit estimation, [SVY] svy bootstrap, [SVY] svy
Gichangi, A., [ST] stcrreg estimation
Giesen, D., [R] tetrachoric Gonzalo, J., [TS] vec intro, [TS] vecrank
Gifi, A., [MV] mds Good, P. I., [G-1] graph intro, [R] permute,
Gijbels, I., [R] lpoly [R] symmetry, [R] tabulate twoway
Gilbert, G. K., [MV] measure option Goodall, C., [R] lowess, [R] rreg
Giles, D. E. A., [TS] prais Goodman, L. A., [R] tabulate twoway
Gill, R. D., [ST] stcrreg Gooley, T. A., [ST] stcrreg
Gillham, N. W., [R] regress Gordon, A. D., [MV] biplot, [MV] cluster,
Gillispie, C. C., [R] regress [MV] cluster stop, [MV] measure option
Gini, R., [R] vwls, [ST] epitab Gordon, D. J., [PSS] intro
Ginther, O. J., [ME] mixed Gordon, M. G., [R] binreg
Girshick, M. A., [MV] pca Gorga, M. P., [R] rocreg, [R] rocreg postestimation,
Glass, G. V., [R] esize [R] rocregplot
Glass, R. I., [ST] epitab Gorman, J. W., [R] stepwise
Gleason, J. R., [D] cf, [D] describe, [D] functions, Gorst-Rasmussen, A., [MV] pca
[D] generate, [D] infile (fixed format), Gorsuch, R. L., [MV] factor, [MV] rotate,
[D] label, [D] notes, [D] order, [R] anova, [MV] rotatemat
[R] bootstrap, [R] ci, [R] correlate, Gosset [Student, pseud.], W. S., [R] ttest
[R] loneway, [R] summarize, [R] ttest, Gosset, W. S., [R] ttest
[ST] epitab Gould, W. W., [D] datasignature, [D] datetime,
Gleason, L. R., [ME] me, [ME] meglm, [ME] meologit, [D] destring, [D] drawnorm, [D] ds, [D] egen,
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit [D] format, [D] functions, [D] icd9, [D] infile
Gleick, J., [M-5] optimize( ) (fixed format), [D] merge, [D] putmata,
Gleser, G., [MV] alpha [D] reshape, [D] sample, [M-1] how,
Glidden, D. V., [R] logistic, [ST] stcox, [TE] teffects [M-1] interactive, [M-2] exp, [M-2] goto,
intro advanced [M-2] pointers, [M-2] struct, [M-2] subscripts,
Gloeckler, L. A., [ST] discrete [M-2] syntax, [M-4] io, [M-4] stata,
Glosten, L. R., [TS] arch [M-5] deriv( ), [M-5] eigensystem( ),
[M-5] geigensystem( ), [M-5] inbase( ),
Glowacz, K. M., [ME] me, [ME] meglm,
[M-5] moptimize( ), [M-5] runiform( ),
[ME] meologit, [ME] meoprobit, [XT] xtologit,
[M-5] st addvar( ), [M-5] st global( ),
[XT] xtoprobit
[M-5] st local( ), [M-5] st view( ), [MI] mi
Gnanadesikan, R., [MV] manova, [R] cumul, estimate, [P] intro, [P] datasignature,
[R] diagnostic plots [P] matrix eigenvalues, [P] matrix mkmat,
Godambe, V. P., [SVY] variance estimation [P] postfile, [P] robust, [R] bootstrap,
Godfrey, L. G., [R] regress postestimation time series [R] bsample, [R] dydx, [R] frontier,
Goeden, G. B., [R] kdensity [R] grmeanby, [R] jackknife, [R] kappa,
Goerg, S. J., [R] ksmirnov [R] logistic, [R] margins, [R] maximize,
Golbe, D. L., [D] label language, [D] merge, [R] mkspline, [R] ml, [R] mlexp, [R] net
[U] 22.1 References search, [R] nlcom, [R] ologit, [R] oprobit,
Goldberger, A. S., [R] intreg, [R] mlexp, [R] tobit, [R] poisson, [R] predictnl, [R] qreg, [R] regress,
[TE] etregress [R] rreg, [R] simulate, [R] sktest, [R] smooth,
Goldblatt, A., [ST] epitab [R] swilk, [R] testnl, [ST] survival analysis,
Golden, C. D., [SVY] survey, [SVY] svy estimation [ST] stcox, [ST] stcrreg, [ST] stcrreg
postestimation, [ST] stdescribe, [ST] stpower,
Goldfarb, D., [M-5] optimize( )
[ST] stpower exponential, [ST] stpower
Goldman, N., [ME] me
logrank, [ST] streg, [ST] stset, [ST] stsplit,
Goldstein, H., [ME] me, [ME] meglm, [ME] melogit, [ST] stvary, [SVY] survey, [SVY] ml for svy,
[ME] mepoisson, [ME] meqrlogit, [U] 13.12 References, [U] 18.14 References,
[ME] meqrpoisson, [ME] mixed [U] 22.1 References, [U] 26.31 References,
Goldstein, R., [D] ds, [D] egen, [R] brier, [XT] xtfrontier
[R] correlate, [R] inequality, [R] nl, [R] ologit, Gourieroux, C. S., [R] hausman, [R] suest, [R] test,
[R] oprobit, [R] ranksum, [R] regress [TS] arima, [TS] mgarch ccc, [TS] mgarch dcc,
postestimation, [XT] xtreg [TS] mgarch vcc
Golub, G. H., [M-5] svd( ), [R] orthog, [R] tetrachoric, Govindarajulu, Z., [D] functions
[TS] arfima, [TS] arfima postestimation
Gómez, V., [TS] tsfilter, [TS] tsfilter hp
136 Author index
Gower, J. C., [MV] biplot, [MV] ca, [MV] mca, Griffiths, W. E., [R] cnsreg, [R] estat ic, [R] glogit,
[MV] measure option, [MV] procrustes [R] ivregress, [R] ivregress postestimation,
Gradshteyn, I. S., [TS] arfima [R] logit, [R] probit, [R] regress, [R] regress
Graham, J. W., [MI] intro substantive, [MI] mi impute postestimation, [R] test, [TS] arch, [TS] prais,
Grambsch, P. M., [ST] stcox, [ST] stcox PH- [XT] xtgls, [XT] xtpcse, [XT] xtrc, [XT] xtreg
assumption tests, [ST] stcox postestimation, Griliches, Z., [ME] me, [XT] xtgls, [XT] xtnbreg,
[ST] stcrreg [XT] xtpcse, [XT] xtpoisson, [XT] xtrc
Granger, C. W. J., [TS] arch, [TS] arfima, Grimm, R. H., [PSS] intro
[TS] vargranger, [TS] vec intro, [TS] vec, Grimmett, G., [M-5] halton( )
[TS] vecrank Grissom, R. J., [R] esize, [R] regress postestimation
Graubard, B. I., [ME] mixed, [R] margins, [R] ml, Grizzle, J. E., [R] vwls
[R] test, [SVY] survey, [SVY] direct Groenen, P. J. F., [MV] mds, [MV] mds
standardization, [SVY] estat, [SVY] svy, postestimation, [MV] mdslong, [MV] mdsmat
[SVY] svy estimation, [SVY] svy Grogger, J. T., [R] tnbreg, [R] tpoisson
postestimation, [SVY] svy: tabulate twoway, Gronau, R., [R] heckman, [SEM] example 43g
[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
Grunfeld, Y., [XT] xtgls, [XT] xtpcse, [XT] xtrc
Green, B. F., [MV] discrim lda, [MV] procrustes
Guan, W., [R] bootstrap
Green, D. M., [R] lroc
Guenther, W. C., [PSS] intro
Green, P. E., [MV] cluster
Guerry, A.-M., [G-2] graph twoway histogram
Greenacre, M. J., [MV] ca, [MV] mca, [MV] mca
Guilkey, D. K., [XT] xtprobit
postestimation, [SEM] example 35g,
[SEM] example 36g Guillemot, M., [M-5] cholesky( )
Greenbaum, A., [M-1] LAPACK, [M-5] lapack( ), Guimarães, P., [XT] xtnbreg
[P] matrix eigenvalues Guo, G., [ME] mecloglog, [ME] melogit,
Greene, W. H., [P] matrix accum, [R] asclogit, [ME] meprobit
[R] asmprobit, [R] biprobit, [R] clogit, Gutierrez, R. G., [ME] me, [ME] melogit,
[R] cnsreg, [R] frontier, [R] gmm, [ME] meoprobit, [ME] mepoisson,
[R] heckman, [R] heckoprobit, [R] heckprobit, [ME] meqrlogit, [ME] meqrpoisson, [MI] mi
[R] hetprobit, [R] ivregress, [R] logit, [R] lrtest, estimate, [R] frontier, [R] lpoly, [R] lrtest,
[R] margins, [R] mkspline, [R] mlexp, [R] nbreg, [ST] survival analysis, [ST] stcox,
[R] mlogit, [R] nlogit, [R] nlsur, [R] pcorr, [ST] stcrreg, [ST] stcrreg postestimation,
[R] probit, [R] reg3, [R] regress, [R] regress [ST] stdescribe, [ST] stpower, [ST] stpower
postestimation time series, [R] sureg, [R] testnl, exponential, [ST] stpower logrank, [ST] streg,
[R] truncreg, [R] zinb, [R] zip, [TE] etpoisson, [ST] streg postestimation, [ST] stset,
[TE] etregress, [TS] arch, [TS] arima, [ST] stsplit, [ST] stvary, [XT] xt
[TS] corrgram, [TS] var, [XT] xt, [XT] xtgls,
[XT] xthtaylor postestimation, [XT] xtpcse, H
[XT] xtpoisson, [XT] xtrc, [XT] xtreg
Greenfield, S., [MV] alpha, [MV] factor, [MV] factor Haaland, J.-A., [G-1] graph intro
postestimation, [R] lincom, [R] mlogit, Haan, P., [R] asmprobit, [R] mlogit, [R] mprobit
[R] mprobit, [R] mprobit postestimation, Haas, K., [M-5] moptimize( )
[R] predictnl, [R] slogit, [SEM] example 37g Hadamard, J. S., [D] functions
Greenhouse, J. B., [ST] epitab Hadi, A. S., [R] poisson, [R] regress, [R] regress
Greenhouse, S. W., [R] anova, [ST] epitab postestimation, [R] regress postestimation
Greenland, S., [R] ci, [R] glogit, [R] mkspline, diagnostic plots
[R] ologit, [R] poisson, [ST] epitab Hadorn, D. C., [R] brier
Greenwood, M., [ST] ltable, [ST] sts Hadri, K., [XT] xtunitroot
Greenwood, P., [MI] intro substantive Haenszel, W., [ST] epitab, [ST] strate, [ST] sts test
Gregoire, A., [R] kappa Hahn, G. J., [M-5] moptimize( )
Grieve, R., [R] bootstrap, [R] bstat Hahn, J., [R] ivregress postestimation
Griffith, J. L., [R] brier Hair, J. F., Jr., [R] rologit
Griffith, R., [R] gmm Hajian-Tilaki, K. O., [R] rocreg
Hajivassiliou, V. A., [R] asmprobit
Hakkio, C. S., [D] egen
Hald, A., [R] qreg, [R] regress, [R] signrank,
[R] summarize
Author index 137
Haldane, J. B. S., [R] ranksum, [ST] epitab Hannachi, A., [MV] pca
Hall, A. D., [R] frontier Hannan, E. J., [TS] sspace
Hall, A. R., [R] gmm, [R] gmm postestimation, Hansen, H., [MV] mvtest, [MV] mvtest normality
[R] ivpoisson, [R] ivpoisson postestimation, Hansen, L. P., [R] gmm, [R] ivregress, [R] ivregress
[R] ivregress, [R] ivregress postestimation postestimation, [XT] xtabond, [XT] xtdpd,
Hall, B. H., [M-5] optimize( ), [ME] me, [R] glm, [XT] xtdpdsys
[TS] arch, [TS] arima, [XT] xtnbreg, Hansen, W. B., [ME] me, [ME] meglm, [ME] meologit,
[XT] xtpoisson [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Hall, N. S., [R] anova Hao, L., [R] qreg
Hall, P., [R] bootstrap, [R] qreg, [R] regress Harabasz, J., [MV] cluster, [MV] cluster stop
postestimation time series Harbord, R. M., [ME] melogit, [ME] meoprobit,
Hall, R. E., [M-5] optimize( ), [R] glm, [TS] arch, [ME] meqrlogit, [R] roccomp, [R] roctab
[TS] arima Hardin, J. W., [D] statsby, [G-1] graph intro,
Hall, W. J., [MV] biplot, [R] roccomp, [R] rocfit, [ME] meglm postestimation, [ME] meqrlogit
[R] roctab postestimation, [ME] meqrpoisson
Haller, A. O., [SEM] example 7 postestimation, [R] binreg, [R] biprobit,
Halley, E., [ST] ltable [R] estat ic, [R] glm, [R] glm postestimation,
Hallock, K., [R] qreg [R] lroc, [R] poisson, [R] regress
Halton, J. H., [M-5] halton( ) postestimation, [TS] newey, [TS] prais,
Halvorsen, K. T., [R] tabulate twoway [XT] xtgee, [XT] xtpoisson
Hamann, U., [MV] measure option Harel, O., [MI] mi estimate
Hambleton, R. K., [SEM] example 28g, Haritou, A., [R] suest
[SEM] example 29g Harkness, J., [R] ivprobit, [R] ivtobit
Hamer, R. M., [MV] mds, [MV] mdslong, Harley, J. B., [ST] stpower cox
[MV] mdsmat Harman, H. H., [MV] factor, [MV] factor
Hamerle, A., [R] clogit postestimation, [MV] rotate, [MV] rotatemat
Hamilton, J. D., [ I ] Glossary, [P] matrix eigenvalues, Harrell, F. E., Jr., [R] mkspline, [R] ologit, [ST] stcox
[R] gmm, [TS] time series, [TS] arch, postestimation
[TS] arfima, [TS] arima, [TS] corrgram, Harrington, D. P., [ST] stcox, [ST] sts test
[TS] dfuller, [TS] fcast compute, [TS] forecast Harris, E. K., [MV] discrim, [MV] discrim logistic
solve, [TS] irf, [TS] irf create, [TS] pergram, Harris, R. D. F., [XT] xtunitroot
[TS] pperron, [TS] psdensity, [TS] sspace, Harris, R. J., [MV] canon postestimation
[TS] sspace postestimation, [TS] tsfilter, Harris, R. L., [R] qc
[TS] ucm, [TS] var intro, [TS] var, [TS] var Harris, T., [R] poisson, [R] qreg
svar, [TS] vargranger, [TS] varnorm, Harrison, D. A., [D] list, [G-2] graph twoway
[TS] varsoc, [TS] varstable, [TS] varwle, histogram, [PSS] intro, [R] histogram,
[TS] vec intro, [TS] vec, [TS] vecnorm, [R] tabulate oneway, [R] tabulate twoway
[TS] vecrank, [TS] vecstable, [TS] xcorr,
Harrison, J. A., [R] dstdize
[TS] Glossary
Harrison, J. M., [ST] stcrreg
Hamilton, L. C., [D] xpose, [G-1] graph intro,
[MV] factor, [MV] screeplot, [R] bootstrap, Hart, P. E., [MV] cluster, [MV] cluster stop
[R] diagnostic plots, [R] estat vce, [R] ladder, Hartigan, J. A., [G-2] graph matrix
[R] lv, [R] mlogit, [R] regress, [R] regress Hartley, H. O., [MI] intro substantive, [MI] mi impute
postestimation, [R] regress postestimation Hartmann, D. P., [R] icc
diagnostic plots, [R] rreg, [R] simulate, Harvey, A. C., [R] hetprobit, [TS] arch, [TS] arima,
[R] summarize, [R] ttest [TS] prais, [TS] psdensity, [TS] sspace,
Hammarling, S., [M-1] LAPACK, [M-5] lapack( ), [TS] sspace postestimation, [TS] tsfilter,
[P] matrix eigenvalues [TS] tsfilter hp, [TS] tssmooth hwinters,
Hammersley, J. M., [M-5] halton( ) [TS] ucm, [TS] var svar
Hampel, F. R., [D] egen, [R] rreg, Harville, D. A., [ME] meglm, [ME] mixed
[U] 20.25 References Hassell, J. F., [ST] sts
Hancock, G. R., [SEM] estat gof, [SEM] methods and Hastie, T. J., [MV] discrim knn, [R] grmeanby,
formulas for sem [R] slogit
Hand, D. J., [MV] biplot, [MV] ca, [MV] discrim, Hastorf, A. H., [ST] epitab
[MV] mca Hauck, W. W., [R] pkequiv, [XT] xtcloglog,
Handscomb, D. C., [M-5] halton( ) [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
Hankey, B., [ST] strate [XT] xtprobit
Hanley, J. A., [R] roccomp, [R] rocfit, [R] rocreg, Haughton, J. H., [R] inequality
[R] rocreg postestimation, [R] rocregplot, Hauser, M. A., [TS] arfima
[R] roctab
138 Author index
Hausman, J. A., [M-5] optimize( ), [ME] me, [R] glm, Hess, K. R., [ST] stcox PH-assumption tests, [ST] sts
[R] hausman, [R] ivregress postestimation, graph
[R] nlogit, [R] rologit, [R] suest, [SEM] estat Hesse, L. O., [M-5] moptimize( )
residuals, [SEM] methods and formulas for Hessenberg, K. A., [M-5] hessenbergd( )
sem, [TS] arch, [TS] arima, [XT] xthtaylor, Heston, A., [XT] xtunitroot
[XT] xtnbreg, [XT] xtpoisson, [XT] xtreg Heyde, C. C., [U] 1.4 References
postestimation
Hickam, D. H., [R] brier
Havnes, T., [R] inequality
Higbee, K. T., [D] clonevar, [D] ds
Hawkins, C. M., [PSS] intro
Higgins, J. E., [R] anova
Hayashi, F., [R] gmm, [R] ivpoisson, [R] ivregress,
Higgins, J. P. T., [R] meta
[R] ivregress postestimation
Higgins, M. L., [TS] arch
Hayes, R. J., [R] permute
Hilbe, J. M., [D] functions, [ME] meglm
Haynam, G. E., [D] functions
postestimation, [ME] meqrlogit postestimation,
Hays, R. D., [R] lincom, [R] mlogit, [R] mprobit, [ME] meqrpoisson postestimation,
[R] mprobit postestimation, [R] predictnl, [MV] discrim lda, [MV] manova,
[R] slogit [MV] measure option, [R] cloglog, [R] estat
Hays, W. L., [R] esize, [R] regress postestimation ic, [R] glm, [R] glm postestimation, [R] logistic,
He, X., [ST] stcox PH-assumption tests [R] logit, [R] lroc, [R] nbreg, [R] poisson,
Heagerty, P. J., [ME] me, [ME] meglm, [ME] mixed, [R] probit, [R] simulate, [R] tnbreg,
[MV] factor, [MV] pca, [PSS] intro, [R] tpoisson, [XT] xtgee, [XT] xtpoisson
[PSS] power twomeans, [R] anova, [R] dstdize, Hilbert, D., [M-5] Hilbert( )
[R] oneway Hildreth, C., [TS] prais
Heckman, J., [R] biprobit, [R] heckman, [R] heckman Hilferty, M. M., [MV] mvtest normality
postestimation, [R] heckoprobit, [R] heckprobit, Hilgard, E. R., [ST] epitab
[SEM] example 43g, [TE] etregress,
Hill, A. B., [R] poisson, [ST] epitab
[TE] teffects intro advanced
Hill, J., [ME] me
Hedeker, D., [ME] me, [ME] mecloglog, [ME] meglm,
[ME] melogit, [ME] menbreg, [ME] meologit, Hill, R. C., [R] cnsreg, [R] estat ic, [R] glogit,
[ME] meoprobit, [ME] mepoisson, [R] heckman, [R] ivregress, [R] ivregress
[ME] meprobit postestimation, [R] logit, [R] probit,
[R] regress, [R] regress postestimation, [R] test,
Hedges, L. V., [R] esize, [R] meta
[TS] arch, [TS] prais, [XT] xtgls, [XT] xtpcse,
Hedley, D., [ST] stcrreg, [ST] stcrreg postestimation [XT] xtrc, [XT] xtreg
Heeringa, S. G., [SVY] survey, [SVY] subpopulation Hill, R. P., [ST] stcrreg, [ST] stcrreg postestimation
estimation
Hill, W. G., [ST] epitab
Heinecke, K., [P] matrix mkmat
Hills, M., [D] egen, [R] cloglog, [R] cumul,
Heinonen, O. P., [ST] epitab [ST] epitab, [ST] stcox, [ST] stptime,
Heiss, F., [R] nlogit [ST] strate, [ST] stset, [ST] stsplit, [ST] sttocc
Heitjan, D. F., [MI] intro substantive, [MI] mi impute Hinkley, D. V., [R] bootstrap
Heller, G., [ST] stcox postestimation Hipel, K. W., [TS] arima, [TS] ucm
Hemming, K., [PSS] intro Hirano, K., [TE] teffects intro advanced
Hempel, S., [ST] epitab Hirji, K. F., [R] exlogistic, [R] expoisson
Henderson, B. E., [R] symmetry Hlouskova, J., [XT] xtunitroot
Henderson, C. R., [ME] me, [ME] mixed Hoaglin, D. C., [R] diagnostic plots, [R] lv, [R] regress
Hendrickson, A. E., [ I ] Glossary, [MV] rotate, postestimation, [R] regress postestimation
[MV] rotatemat, [MV] Glossary diagnostic plots, [R] smooth, [R] stem
Hendrickx, J., [R] mlogit, [R] xi Hocevar, D., [SEM] example 19
Hennevogl, W., [ME] me Hochberg, Y., [R] oneway
Henry-Amar, M., [ST] ltable Hocking, R. R., [ME] meglm, [ME] mixed, [MI] intro
Hensher, D. A., [R] nlogit substantive, [R] stepwise
Henze, N., [MV] mvtest, [MV] mvtest normality Hodges, J. L., [MV] discrim knn
Hermite, C., [M-5] issymmetric( ) Hodrick, R. J., [TS] tsfilter, [TS] tsfilter hp
Herr, J. L., [TE] teffects intro advanced, [TE] teffects Hoechle, D., [XT] xtgls, [XT] xtpcse, [XT] xtreg,
nnmatch [XT] xtregar
Herrin, J., [U] 18.14 References Hoel, P. G., [R] bitest, [R] ttest
Herriot, J. G., [M-5] spline3( ) Hoffmann, J. P., [R] glm
Hertz, S., [ST] stsplit Hofman, A. F., [ST] stcrreg
Herzberg, A. M., [MV] discrim lda postestimation, Hogben, L. T., [ST] sts
[MV] discrim qda, [MV] discrim qda Holan, S. H., [TS] arima
postestimation, [MV] manova
Author index 139
Hole, A. R., [R] asmprobit, [R] clogit, [R] mlogit, Huberty, C. J., [MV] candisc, [MV] discrim,
[R] mprobit [MV] discrim estat, [MV] discrim lda,
Holland, A. D., [TE] teffects intro advanced, [MV] discrim lda postestimation, [MV] discrim
[TE] teffects aipw, [TE] teffects multivalued qda
Holland, P. W., [TE] teffects intro advanced Hubrich, K., [TS] vec intro, [TS] vecrank
Holloway, L., [R] brier Hughes, J. B., [MV] manova
Holm, S., [R] test Hunter, D. R., [R] qreg
Holmes, D. J., [ME] mixed Huq, M. I., [ST] epitab
Holmes, S., [R] bootstrap Huq, N. M., [ME] me, [ME] meglm, [ME] melogit,
Holmgren, J., [ST] epitab [ME] meprobit, [ME] meqrlogit
Holt, C. C., [TS] tssmooth, [TS] tssmooth Hurd, M., [R] intreg, [R] tobit
dexponential, [TS] tssmooth exponential, Hurley, J. R., [MV] procrustes
[TS] tssmooth hwinters, [TS] tssmooth Hurst, H. E., [TS] arfima
shwinters Hutto, C., [R] exlogistic
Holt, D., [SVY] survey, [SVY] estat Huynh, H., [R] anova
Holtz-Eakin, D., [XT] xtabond, [XT] xtdpd,
[XT] xtdpdsys
Honoré, B. E., [XT] xttobit I
Hood, W. C., [R] ivregress Iglewicz, B., [R] lv
Hooker, P. F., [ST] streg Ikebe, Y., [P] matrix symeigen
Hooper, R., [PSS] intro Im, K. S., [XT] xtunitroot
Horst, P., [MV] factor postestimation, [MV] rotate, Imbens, G. W., [TE] teffects intro advanced,
[MV] rotatemat [TE] teffects multivalued, [TE] teffects
Horton, N. J., [ME] meglm, [ME] mixed, [MI] intro nnmatch, [TE] teffects psmatch
substantive, [XT] xtgee Irwin, J. O., [PSS] intro, [PSS] power twoproportions
Horváth, L., [TS] mgarch Isaacs, D., [R] fp
Horvitz, D. G., [TE] teffects intro advanced Ishiguro, M., [R] BIC note
Hosking, J. R. M., [TS] arfima ISSP, [MV] ca, [MV] mca, [MV] mca postestimation
Hosmer, D. W., Jr., [PSS] intro, [R] clogit, [R] clogit
postestimation, [R] estat classification, [R] estat
gof, [R] glm, [R] glogit, [R] lincom, [R] logistic, J
[R] logistic postestimation, [R] logit, [R] logit
postestimation, [R] lroc, [R] lrtest, [R] lsens, Jaccard, P., [MV] measure option
[R] mlogit, [R] mlogit postestimation, Jackman, R. W., [R] regress postestimation
[R] predictnl, [R] stepwise, [SEM] example 33g, Jackson, J. E., [MV] pca, [MV] pca postestimation
[SEM] example 34g, [ST] stcox, [ST] stpower, Jacobi, C. G. J., [M-5] deriv( )
[ST] stpower cox, [ST] streg, [XT] xtgee Jacobs, K. B., [R] symmetry
Hossain, K. M., [ST] epitab Jacobs, M., [D] duplicates
Hotelling, H., [MV] canon, [MV] hotelling, Jacoby, W. G., [MV] biplot
[MV] manova, [MV] pca, [R] roccomp, Jaeger, A., [TS] tsfilter, [TS] tsfilter hp
[R] rocfit, [R] roctab Jaeger, D. A., [R] ivregress postestimation
Hougaard, P., [ST] streg Jagannathan, R., [TS] arch
Householder, A. S., [M-5] qrd( ), [MV] mds, Jain, A. K., [MV] cluster
[MV] mdslong, [MV] mdsmat James, B. R., [R] rocreg, [R] rocreg postestimation
Howell, D. C., [PSS] intro, [PSS] power pairedmeans James, G. S., [MV] mvtest, [MV] mvtest means
Hozo, I., [R] meta James, I. M., [M-2] op kronecker, [M-5] deriv( ),
Hoşten, S., [MV] mvtest means [M-5] issymmetric( ), [M-5] pinv( )
Hsiao, C., [XT] xt, [XT] xtabond, [XT] xtdpd, James, K. L., [R] rocreg, [R] rocreg postestimation
[XT] xtdpdsys, [XT] xtivreg, [XT] xtregar Janes, H., [R] rocfit, [R] rocreg, [R] rocreg
Hsieh, F. Y., [ST] stpower, [ST] stpower cox, postestimation, [R] rocregplot
[ST] stpower logrank Jang, D. S., [SVY] variance estimation
Hu, M., [ST] stcox, [ST] stset Jann, B., [P] mark, [R] estimates store, [R] ksmirnov,
Huang, C., [R] sunflower [R] stored results, [R] tabulate twoway,
Huang, D. S., [R] nlsur, [R] sureg [SVY] svy: tabulate twoway
Hubálek, Z., [MV] measure option Jarque, C. M., [R] sktest, [TS] varnorm, [TS] vecnorm
Huber, C., [SEM] Builder, [SEM] Builder, generalized Jeantheau, T., [TS] mgarch
Huber, P. J., [D] egen, [P] robust, [R] qreg, [R] rreg, Jeanty, P. W., [D] reshape
[R] suest, [U] 20.25 References Jeffreys, H., [R] ci, [R] spearman
Jenkins, B., [M-5] hash1( )
140 Author index
Jenkins, G. M., [TS] arfima, [TS] arima, Judge, G. G., [R] estat ic, [R] glogit, [R] ivregress,
[TS] corrgram, [TS] cumsp, [TS] dfuller, [R] ivregress postestimation, [R] logit,
[TS] pergram, [TS] pperron, [TS] psdensity, [R] probit, [R] regress postestimation, [R] test,
[TS] xcorr [TS] arch, [TS] prais, [XT] xtgls, [XT] xtpcse,
Jenkins, S. P., [D] corr2data, [D] egen, [D] rename, [XT] xtrc, [XT] xtreg
[MI] intro substantive, [R] asmprobit, [R] do, Judkins, D. R., [SVY] svy brr, [SVY] svyset,
[R] inequality, [ST] discrete, [ST] stcox [SVY] variance estimation
Jennrich, R. I., [ I ] Glossary, [MV] mvtest, Judson, D. H., [R] poisson, [R] tabulate twoway,
[MV] mvtest correlations, [MV] rotate, [R] tpoisson
[MV] rotatemat, [MV] Glossary Judson, R. A., [TS] forecast
Jensen, A. R., [MV] rotate Julious, S. A., [PSS] intro
Jensen, D. R., [MV] mvtest, [MV] mvtest means Jung, B. C., [ME] mixed
Jerez, M., [TS] sspace Juul, S., [R] dstdize, [R] roccomp, [R] roctab
Jewell, N. P., [ST] epitab
Jick, H., [ST] epitab
Joe, H., [ME] melogit, [ME] meoprobit, K
[ME] mepoisson, [ME] meqrlogit, Kachitvichyanukul, V., [D] functions
[ME] meqrpoisson, [R] tabulate twoway Kadane, J. B., [ME] me, [ME] meqrlogit,
Johansen, S., [TS] irf create, [TS] varlmar, [TS] vec [ME] meqrpoisson
intro, [TS] vec, [TS] veclmar, [TS] vecnorm, Kahn, H. A., [PSS] intro, [R] dstdize, [ST] epitab,
[TS] vecrank, [TS] vecstable [ST] ltable, [ST] stcox
Johnson, C. A., [ME] me, [ME] meglm, Kaiser, H. F., [ I ] Glossary, [MV] factor
[ME] meologit, [ME] meoprobit, [XT] xtologit, postestimation, [MV] pca postestimation,
[XT] xtoprobit [MV] rotate, [MV] rotatemat, [MV] Glossary
Johnson, D. E., [MV] manova, [R] anova, [R] contrast, Kaiser, J., [R] ksmirnov, [R] permute, [R] signrank
[R] pwcompare
Kalbfleisch, J. D., [ST] ltable, [ST] stcox, [ST] stcox
Johnson, L. A., [TS] tssmooth, [TS] tssmooth PH-assumption tests, [ST] stcox postestimation,
dexponential, [TS] tssmooth exponential, [ST] streg, [ST] sts, [ST] sts test, [ST] stset,
[TS] tssmooth hwinters, [TS] tssmooth [XT] xtcloglog, [XT] xtlogit, [XT] xtologit,
shwinters [XT] xtoprobit, [XT] xtprobit
Johnson, M. E., [R] sdtest Kalman, R. E., [TS] arima
Johnson, M. M., [R] sdtest Kalmijn, M., [R] tetrachoric
Johnson, N. L., [D] functions, [R] ksmirnov, Kang, J. D. Y., [TE] teffects intro advanced
[R] nbreg, [R] poisson, [U] 1.4 References
Kantor, D., [D] cf, [D] functions
Johnson, R. A., [MV] canon, [MV] discrim,
Kaplan, E. L., [ST] stcrreg, [ST] stcrreg
[MV] discrim estat, [MV] discrim lda,
postestimation, [ST] sts
[MV] discrim lda postestimation, [MV] mvtest,
[MV] mvtest correlations, [MV] mvtest Karim, M. R., [ME] meglm
covariances, [MV] mvtest means Katz, J. N., [XT] xtgls, [XT] xtpcse
Johnson, S., [ST] epitab Kaufman, J., [D] ds
Johnson, W., [MI] intro substantive, [SVY] survey Kaufman, L.,
Johnston, J., [XT] xtrc [MV] cluster, [MV] clustermat, [MV] matrix
dissimilarity, [MV] measure option, [P] matrix
Johnston, J. E., [R] ranksum
dissimilarity
Jolliffe, D., [R] inequality, [R] qreg, [R] regress
Keane, M. P., [R] asmprobit
Jolliffe, I. T., [MV] biplot, [MV] pca, [R] brier
Keeler, E. B., [R] brier
Jones, A., [R] heckman, [R] logit, [R] probit
Keiding, N., [ST] stcrreg, [ST] stsplit
Jones, B. S., [ST] stcox, [ST] streg
Kelley, K., [R] esize, [R] regress postestimation
Jones, D. R., [R] meta
Kemp, A. W., [D] functions, [R] nbreg, [R] poisson
Jones, M. C., [R] kdensity, [R] lpoly
Kemp, C. D., [D] functions
Jones, P. S., [M-5] Vandermonde( )
Kempthorne, P. J., [R] regress postestimation
Jordan, C., [M-5] svd( )
Kendall, D. G., [MV] mds
Jöreskog, K. G., [MV] factor postestimation,
Kendall, M. G., [MV] measure option, [R] centile,
[SEM] estat residuals
[R] spearman, [R] tabulate twoway
Jorgensen, R. A., [ST] stcrreg
Kennedy, W. J., Jr., [P] robust, [R] anova, [R] nl,
Jorner, U., [G-1] graph intro [R] regress, [R] stepwise, [SVY] svy: tabulate
Joyeux, R., [TS] arfima twoway
Kenny, D. A., [SEM] intro 4, [SEM] example 42g
Author index 141
Kent, J. T., [MI] mi impute mvn, [MV] discrim, Kline, R. B., [R] esize, [R] regress postestimation,
[MV] discrim lda, [MV] factor, [MV] manova, [SEM] intro 4, [SEM] example 3,
[MV] matrix dissimilarity, [MV] mds, [SEM] example 4, [SEM] example 5
[MV] mds postestimation, [MV] mdslong, Kmenta, J., [R] eivreg, [R] ivregress, [R] regress,
[MV] mdsmat, [MV] mvtest, [MV] mvtest [TS] arch, [TS] prais, [TS] rolling, [XT] xtpcse
means, [MV] mvtest normality, [MV] pca, Knook, D. L., [MI] intro substantive, [MI] mi impute,
[MV] procrustes, [P] matrix dissimilarity, [MI] mi impute chained, [MI] mi impute
[P] robust, [U] 20.25 References monotone
Kenward, M. G., [MI] intro substantive, [MI] mi Knuth, D. E., [D] functions
impute Koch, G. G., [R] anova, [R] kappa, [R] vwls,
Kerlinger, F. N., [R] esize, [R] regress postestimation [SVY] svy: tabulate twoway
Keselman, H. J., [R] esize Koehler, A. B., [TS] tssmooth, [TS] tssmooth
Kettenring, J. R., [R] diagnostic plots dexponential, [TS] tssmooth exponential,
Keynes, J. M., [R] ameans [TS] tssmooth hwinters, [TS] tssmooth
Khan, M. R., [ST] epitab shwinters
Khandker, S. R., [R] inequality Koehler, K. J., [R] diagnostic plots
Khanti-Akom, S., [XT] xthtaylor Koenker, R., [R] qreg, [R] regress postestimation
Khare, M., [MI] intro substantive Kohler, U., [D] egen, [D] input, [G-2] graph twoway
Kiernan, M., [R] kappa rbar, [MV] biplot, [R] estat classification,
Kieser, M., [PSS] intro [R] kdensity, [R] regress, [R] regress
Kilian, L., [TS] forecast solve postestimation, [R] regress postestimation
diagnostic plots
Kim, I.-M., [TS] vec intro, [TS] vec, [TS] vecrank
Kohn, R. J., [TS] arima
Kim, J. J., [R] esize, [R] regress postestimation
Kolenikov, S., [MV] factor, [SVY] svy bootstrap,
Kim, J. O., [MV] factor
[SVY] variance estimation
Kimber, A. C., [ST] streg
Kolev, G. I., [P] scalar, [U] 11.7 References
Kimbrough, J. W., [MV] discrim knn
Kolmogorov, A. N., [R] ksmirnov
Kinderman, A. J., [D] functions
Kontopantelis, E., [R] meta
King, M. L., [TS] prais
Koopman, S. J., [R] regress postestimation time series,
King, R. G., [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter [TS] ucm
cf, [TS] tsfilter hp, [TS] vecrank
Koopmans, T. C., [R] ivregress
Kirk, R. E., [R] esize, [R] regress postestimation
Korin, B. P., [MV] mvtest
Kirkwood, B. R., [R] dstdize, [R] summarize
Korn, E. L., [ME] mixed, [R] margins, [R] ml,
Kish, L., [P] robust, [R] loneway, [SVY] survey, [R] test, [SVY] survey, [SVY] direct
[SVY] estat, [SVY] variance estimation, standardization, [SVY] estat, [SVY] svy,
[U] 20.25 References [SVY] svy estimation, [SVY] svy
Kitagawa, G., [R] BIC note postestimation, [SVY] svy: tabulate twoway,
Kiviet, J. F., [XT] xtabond [SVY] variance estimation
Klar, J., [R] estat gof Kotz, S., [D] functions, [R] inequality, [R] ksmirnov,
Klecka, W. R., [MV] discrim, [MV] discrim lda [R] nbreg, [R] nlogit, [R] poisson,
Kleiber, C., [R] inequality [U] 1.4 References
Klein, J. P., [ST] stci, [ST] stcox, [ST] stcox Krakauer, H., [ST] ltable
postestimation, [ST] stcrreg, [ST] stpower, Krall, J. M., [ST] stpower cox
[ST] stpower cox, [ST] streg, [ST] sts, [ST] sts Kramer, C. Y., [MV] mvtest, [MV] mvtest means
graph, [ST] sts test Krauss, N., [SVY] estat, [SVY] subpopulation
Klein, L. R., [R] reg3, [R] reg3 postestimation, estimation, [SVY] svy bootstrap, [SVY] svy
[R] regress postestimation time series, estimation
[TS] forecast, [TS] forecast adjust, [TS] forecast Kreidberg, M. B., [ST] epitab
describe, [TS] forecast estimates, [TS] forecast Kreuter, F., [R] estat classification, [R] kdensity,
list, [TS] forecast solve [R] regress, [R] regress postestimation,
Klein, M., [R] binreg, [R] clogit, [R] logistic, [R] regress postestimation diagnostic plots,
[R] lrtest, [R] mlogit, [R] ologit, [XT] xtgee [SVY] survey
Kleinbaum, D. G., [R] binreg, [R] clogit, [R] logistic, Krishnaiah, P. R., [MV] mvtest
[R] lrtest, [R] mlogit, [R] ologit, [ST] epitab, Krishnamoorthy, K., [MV] mvtest, [MV] mvtest
[XT] xtgee means, [PSS] intro, [PSS] power oneproportion
Kleiner, B., [G-2] graph box, [G-2] graph matrix, Kroeber, A. L., [MV] measure option
[G-3] by option, [R] diagnostic plots,
Kronecker, L., [M-2] op kronecker
[R] lowess, [U] 1.4 References
Kroner, K. F., [TS] arch
Kleinman, K. P., [MI] intro substantive
Krull, J. L., [SEM] example 42g
Klema, V. C., [P] matrix symeigen
142 Author index
Krus, D. J., [MV] canon postestimation Lange, S. M., [ST] stcrreg

Krushelnytskyy, B., [R] inequality, [R] qreg Langford, I. H., [ME] menbreg, [ME] mepoisson,
Kruskal, J. B., [ I ] Glossary, [MV] mds, [MV] mds [ME] meqrpoisson, [SEM] example 39g
postestimation, [MV] mdslong, [MV] mdsmat, Langholz, B., [ST] sttocc
[MV] Glossary Laplace, P.-S., [R] regress
Kruskal, W. H., [R] kwallis, [R] ranksum, LaRosa, J., [PSS] intro
[R] spearman, [R] tabulate twoway Larrimore, J., [MI] intro substantive
Kshirsagar, A. M., [MV] discrim lda, [MV] pca Larsen, W. A., [R] regress postestimation diagnostic
Kuehl, R. O., [ME] me, [R] anova, [R] contrast, plots
[R] icc, [R] oneway Lash, T. L., [R] ci, [R] glogit, [R] poisson, [ST] epitab
Kuh, E., [R] regress postestimation, [R] regress Latouche, A., [ST] stcrreg
postestimation diagnostic plots, Laurent, S., [TS] mgarch
[U] 18.14 References Lauritsen, J. M., [D] labelbook, [D] list
Kulczynski, S., [MV] measure option Lauritzen, S. L., [R] summarize
Kumbhakar, S. C., [R] frontier, [R] frontier Lavori, P. W., [ST] stpower, [ST] stpower cox
postestimation, [XT] xtfrontier
Lawless, J. F., [ST] ltable, [ST] stpower
Kung, D. S., [R] qreg
Lawley, D. N., [MV] canon, [MV] factor, [MV] factor
Künsch, H. R., [U] 20.25 References postestimation, [MV] manova, [MV] mvtest,
Kunz, C. U., [PSS] intro [MV] mvtest correlations, [MV] pca
Kupper, L. L., [ST] epitab Layard, R., [XT] xtabond, [XT] xtdpd, [XT] xtdpdsys,
Kutner, M. H., [R] pkcross, [R] pkequiv, [R] pkshape, [XT] xtivreg
[R] regress postestimation Ledermann, W., [M-5] schurd( )
Kwiatkowski, D., [XT] xtunitroot Ledolter, J., [TS] tssmooth, [TS] tssmooth
dexponential, [TS] tssmooth exponential,
L [TS] tssmooth hwinters, [TS] tssmooth
shwinters
Lachenbruch, P. A., [MV] discrim, [MV] discrim estat, Lee, E. S., [R] dstdize
[MV] discrim lda, [R] diagnostic plots Lee, E. T., [R] roccomp, [R] rocfit, [R] roctab,
Lachin, J. M., [PSS] intro, [PSS] power [ST] streg
pairedproportions, [PSS] power onecorrelation, Lee, J. C., [MV] mvtest
[ST] stpower, [ST] stpower cox, [ST] stpower Lee, J. W., [ME] me
exponential Lee, K. J., [MI] intro substantive, [MI] mi impute
Lacy, M. G., [R] permute Lee, K. L., [ST] stcox postestimation
Lafontaine, F., [R] boxcox Lee, L. F., [XT] xtreg
Lahiri, K., [R] tobit, [XT] xtgls Lee, P., [ST] streg
Lai, K. S., [TS] dfgls Lee, T.-C., [R] estat ic, [R] glogit, [R] ivregress,
Lai, S., [R] exlogistic [R] ivregress postestimation, [R] logit,
Laird, N. M., [ME] me, [ME] meglm, [ME] melogit, [R] probit, [R] regress postestimation, [R] test,
[ME] meoprobit, [ME] mepoisson, [TS] arch, [TS] prais, [XT] xtgls, [XT] xtpcse,
[ME] meqrlogit, [ME] meqrpoisson, [XT] xtrc, [XT] xtreg
[ME] mixed, [MI] intro substantive, [MI] mi Lee, W. C., [R] roctab
impute mvn, [R] expoisson Leese, M., [MV] cluster, [MV] cluster stop
Lakatos, E., [ST] stpower, [ST] stpower exponential, Legendre, A.-M., [R] regress
[ST] stpower logrank
Lehmann, E. L., [R] oneway
Lal, R., [D] functions
Lei-Gomez, Q., [TE] teffects intro advanced
Lambert, D., [R] zip
Leisenring, W., [ST] stcrreg
Lambert, P. C., [R] poisson, [ST] stcox, [ST] stcrreg,
Lemeshow, S. A., [PSS] intro, [R] clogit, [R] clogit
[ST] stpower, [ST] stptime, [ST] streg
postestimation, [R] estat classification, [R] estat
LaMotte, L. R., [ME] me, [ME] meglm, [ME] mixed gof, [R] glm, [R] glogit, [R] lincom, [R] logistic,
Lan, K. K. G., [ST] stpower, [ST] stpower [R] logistic postestimation, [R] logit, [R] logit
exponential, [ST] stpower logrank postestimation, [R] lroc, [R] lrtest, [R] lsens,
Lance, G. N., [MV] cluster [R] mlogit, [R] predictnl, [R] stepwise,
Landau, S., [MV] cluster, [MV] cluster stop [SEM] example 33g, [SEM] example 34g,
Landis, J. R., [R] kappa [ST] stcox, [ST] stpower, [ST] stpower
Lane, M. A., [SVY] survey, [SVY] svy estimation cox, [ST] streg, [SVY] survey, [SVY] estat,
Lane, P. W., [R] margins, [TE] teffects intro advanced [SVY] poststratification, [XT] xtgee
Lane-Claypon, J. E., [ST] epitab Lenth, R. V., [PSS] intro
Langan, D., [R] meta Leonard, M., [XT] xtgee
Lange, K., [R] qreg Leone, F. C., [D] functions
Author index 143
Lepkowski, J. M., [MI] intro substantive, [MI] mi Lindley, D. V., [R] ci

impute, [MI] mi impute chained, [MI] mi Lindor, K. D., [ST] stcrreg
impute logit, [MI] mi impute mlogit, [MI] mi Lindsey, C., [R] boxcox, [R] lowess, [R] regress
impute monotone, [MI] mi impute ologit, postestimation, [R] regress postestimation
[MI] mi impute poisson, [MI] mi impute diagnostic plots, [R] stepwise
truncreg Lindstrom, M. J., [XT] xtcloglog, [XT] xtgee,
Leroy, A. M., [R] qreg, [R] regress postestimation, [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
[R] rreg [XT] xtoprobit, [XT] xtprobit, [XT] xttobit
Lesaffre, E., [ME] me, [ME] meqrlogit postestimation, Ling, S., [TS] mgarch
[MV] discrim logistic Lingoes, J. C., [MV] mds, [MV] mdslong,
LeSage, G., [ST] stcrreg [MV] mdsmat
Leser, C. E. V., [TS] tsfilter, [TS] tsfilter hp Linhart, J. M., [D] ds, [D] format, [M-5] mindouble( ),
Leuven, E., [TE] teffects intro advanced [R] lpoly, [ST] sts, [U] 13.12 References
Levendis, J., [D] import Lipset, S. M., [R] histogram
Levene, H., [R] sdtest Lipsitz, S. R., [MI] intro substantive
Levin, A., [XT] xtunitroot Littell, R. C., [ME] me
Levin, B., [PSS] intro, [PSS] power twoproportions, Little, R. J. A., [MI] intro substantive, [MI] mi impute
[R] dstdize, [R] kappa, [ST] epitab mvn, [MI] mi impute pmm
Levin, W., [ST] stcrreg, [ST] stcrreg postestimation Liu, C. Y., [PSS] intro, [PSS] power oneproportion,
Levinsohn, J. A., [R] frontier [PSS] power twoproportions
Levy, D. E., [R] sunflower Liu, J.-P., [R] pk, [R] pkcross, [R] pkequiv,
Levy, M., [MI] intro substantive, [MI] mi impute [R] pkexamine, [R] pkshape, [ST] stpower
Levy, P. S., [SVY] survey, [SVY] poststratification Liu, Q., [ME] me, [ME] meqrlogit, [ME] meqrpoisson
Lewis, D., [MI] mi estimate Liu, T.-P., [SVY] svy bootstrap, [SVY] variance
Lewis, H. G., [R] heckman, [SEM] example 43g estimation
Lewis, I. G., [R] binreg Ljung, G. M., [TS] wntestq
Lewis, J. D., [R] fp Lo, S.-H., [ST] sts
Lexis, W. H., [ST] stsplit Lo Magno, G. L., [M-5] docx*( )
Leyland, A. H., [ME] mepoisson, [ME] meqrlogit, Locke, C. S., [R] pkequiv
[ME] meqrpoisson Lockwood, J. R., [R] areg, [XT] xtreg
Li, G., [R] rreg Loftsgaarden, D. O., [MV] discrim knn
Li, K.-H., [MI] intro substantive, [MI] mi estimate, Lokshin, M., [R] biprobit, [R] heckman,
[MI] mi impute mvn, [MI] mi test [R] heckoprobit, [R] heckprobit, [R] oprobit
Li, N., [MI] intro substantive Long, J. S., [D] codebook, [D] label, [D] notes,
Li, Q., [XT] xtivreg, [XT] xtreg postestimation, [R] asroprobit, [R] clogit, [R] cloglog,
[XT] xtregar [R] intreg, [R] logistic, [R] logit, [R] mlogit,
Li, W., [R] pkcross, [R] pkequiv, [R] pkshape [R] mprobit, [R] nbreg, [R] ologit, [R] oprobit,
Liang, K.-Y., [ME] me, [ME] meglm, [ME] melogit, [R] poisson, [R] probit, [R] regress, [R] regress
[ME] meoprobit, [ME] mepoisson, postestimation, [R] testnl, [R] tnbreg,
[ME] meqrlogit, [ME] meqrpoisson, [R] tobit, [R] tpoisson, [R] zinb, [R] zip,
[ME] mixed, [XT] xtcloglog, [XT] xtgee, [U] 12.10 References, [U] 16.5 References,
[XT] xtlogit, [XT] xtnbreg, [XT] xtologit, [U] 20.25 References
[XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit Longest, K. C., [R] tabulate twoway,
Lieberman, O., [TS] mgarch [U] 12.10 References
Likert, R. A., [MV] alpha Longley, J. D., [R] kappa
Lilien, D. M., [TS] arch Longton, G. M., [R] rocfit, [R] rocreg, [R] rocreg
postestimation, [R] rocregplot
Lilienfeld, D. E., [ST] epitab
López-Feldman, A., [R] inequality
Lim, G. C., [R] cnsreg, [R] regress, [R] regress
postestimation, [TS] arch López-Vizcaı́no, M. E., [ST] epitab
Lin, C.-F., [XT] xtunitroot Lorenz, M. O., [R] inequality
Lin, D. Y., [P] robust, [ST] stcox, [ST] stcrreg, Louis, T. A., [R] tabulate twoway
[SVY] svy estimation, [U] 20.25 References Lovell, C. A. K., [R] frontier, [R] frontier
Lin, X., [ME] me, [ME] meglm, [ME] melogit, postestimation, [XT] xtfrontier
[ME] meoprobit, [ME] mepoisson, Lovie, A. D., [R] spearman
[ME] meqrlogit, [ME] meqrpoisson Lovie, P., [R] spearman
Lincoff, G. H., [MV] discrim knn Lu, J. Y., [TS] prais
Linde-Zwirble, W., [D] functions Lucas, H. L., [R] pkcross
Lindelow, M., [SVY] svy estimation, [SVY] svyset Luce, R. D., [R] rologit
Luckman, B., [MV] screeplot
144 Author index
Ludwig, J., [ST] stcrreg Mair, C. S., [ME] menbreg, [ME] mepoisson,
Lukácsy, K., [D] functions [ME] meqrpoisson, [SEM] example 39g
Lumley, T. S., [MV] factor, [MV] pca, [PSS] intro, Makles, A., [MV] cluster kmeans and kmedians
[PSS] power twomeans, [R] anova, [R] dstdize, Mallows, C. L., [R] regress postestimation diagnostic
[R] oneway plots
Lund, R., [TS] arima Manchul, L., [ST] stcrreg, [ST] stcrreg postestimation
Luniak, M. M., [MV] biplot Mandelbrot, B. B., [TS] arch
Lunn, M., [ST] stcrreg Mander, A. P., [R] anova, [R] symmetry, [ST] stsplit
Lunt, M., [R] ologit, [R] slogit, [TE] teffects Mangel, M., [TS] varwle
multivalued Manly, B. F. J., [MV] discrim qda postestimation
Lurie, M. B., [MV] manova Mann, H. B., [R] kwallis, [R] ranksum
Lütkepohl, H., [M-5] Dmatrix( ), [M-5] Kmatrix( ), Manning, W. G., [R] heckman
[M-5] Lmatrix( ), [R] estat ic, [R] glogit, Manski, C. F., [R] gmm
[R] ivregress, [R] ivregress postestimation, Mansuy, R., [ST] stcox postestimation
[R] logit, [R] probit, [R] regress postestimation, Mantel, H., [SVY] svy bootstrap, [SVY] variance
[R] test, [TS] time series, [TS] arch, estimation
[TS] dfactor, [TS] fcast compute, [TS] irf,
Mantel, N., [R] stepwise, [ST] epitab, [ST] strate,
[TS] irf create, [TS] mgarch dvech, [TS] prais,
[ST] sts test
[TS] sspace, [TS] sspace postestimation,
[TS] var intro, [TS] var, [TS] var svar, Maravall, A., [TS] tsfilter hp
[TS] varbasic, [TS] vargranger, [TS] varnorm, Marcellino, M., [XT] xtunitroot
[TS] varsoc, [TS] varstable, [TS] varwle, Marchenko, Y. V., [ME] me, [ME] meglm,
[TS] vec intro, [TS] vecnorm, [TS] vecrank, [ME] melogit, [ME] meoprobit,
[TS] vecstable, [XT] xtgls, [XT] xtpcse, [ME] mepoisson, [ME] meqrlogit,
[XT] xtrc, [XT] xtreg [ME] meqrpoisson, [ME] mixed, [MI] intro
substantive, [MI] mi estimate, [MI] mi impute,
[R] anova, [R] loneway, [R] oneway, [R] sktest,
[ST] survival analysis, [ST] stcox, [ST] stcrreg,
M [ST] stcrreg postestimation, [ST] stdescribe,
[ST] stpower, [ST] stpower exponential,
Ma, G., [R] roccomp, [R] rocfit, [R] roctab [ST] stpower logrank, [ST] streg, [ST] stset,
Machin, D., [PSS] intro, [R] ci, [R] kappa, [ST] stsplit, [ST] stvary
[R] tabulate twoway, [ST] stpower, Marden, J. I., [R] rologit
[ST] stpower cox, [ST] stpower logrank
Mardia, K. V., [MI] mi impute mvn, [MV] discrim,
Mack, T. M., [R] symmetry [MV] discrim lda, [MV] factor, [MV] manova,
MacKinnon, D. P., [SEM] example 42g [MV] matrix dissimilarity, [MV] mds,
MacKinnon, J. G., [ I ] Glossary, [P] robust, [MV] mds postestimation, [MV] mdslong,
[R] boxcox, [R] cnsreg, [R] gmm, [R] intreg, [MV] mdsmat, [MV] mvtest, [MV] mvtest
[R] ivregress, [R] ivregress postestimation, means, [MV] mvtest normality, [MV] pca,
[R] mlogit, [R] nl, [R] nlsur, [R] reg3, [MV] procrustes, [P] matrix dissimilarity
[R] regress, [R] regress postestimation time Mark, D. B., [ST] stcox postestimation
series, [R] tobit, [R] truncreg, [TS] arch, Markel, H., [ST] epitab
[TS] arima, [TS] dfuller, [TS] pperron,
Markowski, C. A., [R] sdtest
[TS] prais, [TS] sspace, [TS] varlmar,
Markowski, E. P., [R] sdtest
[TS] Glossary, [U] 20.25 References, [XT] xtgls,
[XT] xtpcse Marks, H. M., [ST] sts
MacLaren, M. D., [D] functions Marquardt, D. W., [M-5] moptimize( ),
[M-5] optimize( )
MacMahon, B., [ST] epitab
Marr, J. W., [ST] stsplit
MacRae, K. D., [R] binreg
Marsaglia, G., [D] functions
MaCurdy, T. E., [XT] xthtaylor
Marschak, J., [R] ivregress
Madans, J. H., [SVY] survey, [SVY] svy estimation
Marsh, H. W., [SEM] example 19
Madansky, A., [R] runtest
Marsh, J., [PSS] intro
Maddala, G. S., [R] nlogit, [R] tobit, [TE] etregress,
[TS] vec intro, [TS] vec, [TS] vecrank, Martin, W., [R] regress, [ST] epitab
[XT] xtgls, [XT] xtunitroot Martı́nez, M. A., [R] logistic
Madigan, D., [ST] sts Marubini, E., [ST] stcrreg, [ST] stpower, [ST] stpower
Magnus, J. R., [TS] var svar logrank, [ST] sts test
Magnusson, L. M., [R] ivprobit, [R] ivregress, Mascher, K., [R] rocreg, [R] rocreg postestimation,
[R] ivtobit [R] rocregplot
Mahalanobis, P. C., [ I ] Glossary, [MV] discrim lda,
[MV] hotelling, [MV] Glossary
Author index 145
Massey, F. J., Jr., [PSS] intro, [PSS] power twomeans, McDowell, A., [R] boxcox,
[PSS] power pairedmeans, [PSS] power [R] marginsplot, [SVY] survey, [SVY] estat,
onevariance, [PSS] power twovariances, [SVY] subpopulation estimation,
[R] ttest [SVY] svy, [SVY] svy brr, [SVY] svy
Massey, J. estimation, [SVY] svy jackknife, [SVY] svy
T., [R] boxcox, [R] marginsplot, [SVY] survey, postestimation, [SVY] svy: tabulate oneway,
[SVY] estat, [SVY] subpopulation estimation, [SVY] svy: tabulate twoway, [SVY] svydescribe
[SVY] svy, [SVY] svy brr, [SVY] svy McDowell, A. W., [R] sureg, [TS] arima
estimation, [SVY] svy jackknife, [SVY] svy McFadden, D., [TE] teffects aipw
postestimation, [SVY] svy: tabulate oneway, McFadden, D. L., [R] asclogit, [R] asmprobit,
[SVY] svy: tabulate twoway, [SVY] svydescribe [R] clogit, [R] hausman, [R] maximize,
Master, I. M., [R] exlogistic [R] nlogit, [R] suest
Mastrucci, M. T., [R] exlogistic McGilchrist, C. A., [ST] stcox, [ST] streg
Mathews, P., [PSS] power twovariances McGill, R., [R] sunflower
Matthews, J. N. S., [PSS] intro, [PSS] power McGinnis, R. E., [R] symmetry
twomeans, [PSS] power pairedmeans, McGraw, K. O., [R] icc
[R] ameans, [R] expoisson, [R] sdtest McGuire, T. J., [R] dstdize
Mátyás, L., [R] gmm McKelvey, R. D., [R] ologit
Maurer, McKenney, A., [M-1] LAPACK, [M-5] lapack( ),
K., [R] boxcox, [R] marginsplot, [SVY] survey, [P] matrix eigenvalues
[SVY] estat, [SVY] subpopulation estimation, McLachlan, G. J., [ME] me, [ME] melogit,
[SVY] svy, [SVY] svy brr, [SVY] svy [ME] meoprobit, [ME] mepoisson,
estimation, [SVY] svy jackknife, [SVY] svy [ME] meqrlogit, [ME] meqrpoisson,
postestimation, [SVY] svy: tabulate oneway, [MV] discrim, [MV] discrim estat,
[SVY] svy: tabulate twoway, [SVY] svydescribe [MV] discrim knn, [MV] discrim lda
Maxwell, A. E., [MV] factor, [MV] factor McLeod, A. I., [TS] arima, [TS] ucm
postestimation, [R] symmetry
McNeil, B. J., [R] roccomp, [R] rocfit, [R] rocreg,
May, S., [MV] canon, [MV] discrim, [MV] factor, [R] rocreg postestimation, [R] rocregplot,
[MV] pca, [R] stepwise, [ST] stcox, [R] roctab
[ST] stpower, [ST] stpower cox, [ST] streg
McNeil, D., [R] poisson, [ST] stcrreg
Mazliak, L., [ST] stcox postestimation
McNemar, Q., [PSS] intro, [ST] epitab
Mazýa, V. G., [D] functions
Mead, R., [M-5] optimize( )
McAleer, M., [TS] mgarch, [U] 20.25 References
Meeusen, W., [R] frontier, [XT] xtfrontier
McCabe, S. E., [SVY] estat
Mehta, C. R., [R] exlogistic, [R] exlogistic
McCaffrey, D. F., [R] areg, [XT] xtreg postestimation, [R] expoisson, [R] tabulate
McCarthy, P. J., [SVY] survey, [SVY] svy bootstrap, twoway
[SVY] svy brr, [SVY] variance estimation Mehta, P. D., [SEM] example 30g
McCleary, S. J., [R] regress postestimation diagnostic Meier, P., [ST] stcrreg, [ST] stcrreg postestimation,
plots [ST] sts
McClish, D. K., [R] rocreg Meijering, E., [D] ipolate
McCrary, J., [TE] teffects overlap Meiselman, D., [TS] arima
McCullagh, P., [ME] meglm postestimation, Melly, B., [R] qreg, [TE] teffects multivalued
[ME] meqrlogit postestimation,
Mendenhall, W., III, [SVY] survey
[ME] meqrpoisson postestimation, [R] binreg,
[R] binreg postestimation, [R] glm, [R] glm Meng, X.-L., [MI] intro substantive, [MI] mi estimate,
postestimation, [R] ologit, [R] rologit, [MI] mi impute, [MI] mi test
[XT] vce options, [XT] xtgee, [XT] xtpoisson Mensing, R. W., [R] anova postestimation
McCulloch, C. E., [ME] me, [ME] mecloglog, Mergoupis, T., [TE] etregress, [TE] teffects intro
[ME] meglm, [ME] melogit, [ME] menbreg, advanced
[ME] meologit, [ME] meoprobit, Merryman, S., [XT] xtunitroot
[ME] mepoisson, [ME] meprobit, Metz, C. E., [R] lroc
[ME] meqrlogit, [ME] meqrpoisson, Meulders, M., [MI] intro substantive, [MI] mi impute
[ME] mixed, [R] logistic, [ST] stcox, Meyer, B. D., [ST] discrete
[TE] teffects intro advanced Miao, W., [R] sdtest
McCullough, B. D., [TS] corrgram Michel-Pajus, A., [M-5] cholesky( )
McDonald, A., [ME] menbreg, [ME] mepoisson, Michels, K. M., [PSS] intro, [R] anova, [R] contrast,
[ME] meqrpoisson, [SEM] example 39g [R] loneway, [R] oneway, [R] pwcompare
McDonald, J. A., [R] sunflower Michener, C. D., [MV] measure option
McDonald, J. F., [R] tobit, [R] tobit postestimation Mickey, M. R., [MV] discrim estat
Midthune, D., [SVY] estat, [SVY] svy estimation
146 Author index
Mielke, P. W., Jr., [R] brier, [R] ranksum Montoya, D., [R] rocreg, [R] rocreg postestimation,
Miettinen, O. S., [ST] epitab [R] rocregplot
Mihaly, K., [R] areg, [XT] xtreg Mood, A. M., [R] centile
Miladinovic, B., [R] meta Moon, H. R., [XT] xtunitroot
Milan, L., [MV] ca, [MV] factor, [MV] mca, Mooney, C. Z., [R] bootstrap, [R] jackknife,
[MV] pca [R] rocreg, [R] rocregplot
Miller, A. B., [R] kappa Moore, E. H., [M-5] pinv( )
Miller, H. W., [SVY] survey, [SVY] svy estimation Moore, J. B., [TS] sspace
Miller, J. I., [TS] sspace Moore, R. J., [D] functions
Miller, R. G., Jr., [D] functions, [R] diagnostic plots, Moran, J. L., [R] dstdize
[R] oneway, [R] pwcompare Morgenstern, H., [ST] epitab, [ST] epitab
Milligan, G. W., [MV] cluster, [MV] cluster Mori, M., [ST] stcrreg
programming subroutines, [MV] cluster stop Morris, C., [R] bootstrap
Milliken, G. A., [ME] me, [MV] manova, [R] anova, Morris, J. N., [ST] stsplit
[R] contrast, [R] margins, [R] pwcompare Morris, N. F., [R] binreg
Milosevic, M., [ST] stcrreg, [ST] stcrreg Morrison, D. F., [MV] clustermat, [MV] discrim lda,
postestimation [MV] discrim logistic, [MV] discrim logistic
Miranda, A., [R] gllamm, [R] heckoprobit, postestimation, [MV] manova
[R] heckprobit, [R] ivprobit, [R] ivtobit, Morrow, A., [ST] epitab
[R] logistic, [R] logit, [R] nbreg, [R] ologit, Mortimore, P., [MI] mi estimate
[R] oprobit, [R] poisson, [R] probit Mosier, C. I., [MV] procrustes
Mitchell, C., [R] exlogistic Moskowitz, M., [R] kappa
Mitchell, M. N., [D] data management, [D] by, Mosteller, C. F., [R] jackknife, [R] regress, [R] regress
[D] egen, [D] reshape, [G-1] graph intro, postestimation diagnostic plots, [R] rreg
[R] anova, [R] anova postestimation,
Moulton, L. H., [R] permute
[R] contrast, [R] logistic, [R] logistic
postestimation, [R] logit, [R] margins, Muellbauer, J., [R] nlsur
[R] marginsplot, [R] pwcompare, [R] regress, Mueller, C. W., [MV] factor
[U] 11.7 References, [U] 12.10 References, Mueller, R. O., [MV] discrim lda, [SEM] estat gof,
[U] 13.12 References, [U] 20.25 References, [SEM] methods and formulas for sem
[U] 22.1 References Muirhead, R. J., [MV] pca
Mitchell, W. C., [TS] tsfilter, [TS] tsfilter bk, Mulaik, S. A., [MV] factor, [MV] rotate
[TS] tsfilter bw, [TS] tsfilter cf, [TS] tsfilter hp, Mullahy, J., [R] gmm, [R] ivpoisson, [R] zinb, [R] zip
[TS] ucm Müller, H.-G., [R] lpoly, [ST] sts graph
Miura, H., [U] 14.11 Reference Mundlak, Y., [XT] xtivreg, [XT] xtregar
Modica, S., [MI] intro substantive Munnell, A. H., [ME] mixed
Moeschberger, M. L., [ST] stci, [ST] stcox, [ST] stcox Muro, J., [R] heckoprobit, [R] heckprobit
postestimation, [ST] stcrreg, [ST] stpower, Murphy, A. H., [R] brier
[ST] stpower cox, [ST] streg, [ST] sts, [ST] sts Murphy, J. L., [XT] xtprobit
graph, [ST] sts test Murphy, R. S., [SVY] survey, [SVY] svy estimation
Moffitt, R. A., [R] tobit, [R] tobit postestimation Murray, R. M., [ME] mecloglog, [ME] melogit,
Mogstad, M., [R] inequality [ME] meprobit, [ME] meqrlogit
Molenaar, I. W., [SEM] example 28g Murray-Lyon, I. M., [R] binreg
Molenberghs, G., [ME] me, [ME] mecloglog, Murrill, W. A., [MV] discrim knn
[ME] meglm, [ME] melogit, [ME] menbreg, Murtaugh, P. A., [ST] stcrreg
[ME] meologit, [ME] meoprobit, Mussolino, M. E., [SVY] survey, [SVY] svy estimation
[ME] mepoisson, [ME] meprobit, [ME] mixed,
Muthén, B., [SEM] example 9
[XT] xtreg postestimation
Muñoz, J., [R] exlogistic
Moler, C. B., [P] matrix symeigen
Myland, J. C., [D] functions
Monahan, J. F., [D] functions
Monfort, A., [R] hausman, [R] suest, [R] test,
[TS] arima, [TS] mgarch ccc, [TS] mgarch dcc, N
[TS] mgarch vcc
Monshouwer, K., [MV] mvtest Nachtsheim, C. J., [R] pkcross, [R] pkequiv,
Monson, R. R., [R] bitest, [ST] epitab, [ST] epitab [R] pkshape, [R] regress postestimation
Montgomery, D. C., [TS] tssmooth, [TS] tssmooth Nadarajah, S., [R] nlogit
dexponential, [TS] tssmooth exponential, Nadaraya, E. A., [R] lpoly
[TS] tssmooth hwinters, [TS] tssmooth Nagel, R. W., [MV] discrim lda
shwinters Nagler, J., [R] scobit
Author index 147
Naiman, D. Q., [R] qreg Newson, R. B., [D] contract, [D] generate, [D] statsby,
Nannicini, T., [TE] etregress [PSS] intro, [R] centile, [R] glm, [R] inequality,
Nardi, G., [ST] epitab [R] kwallis, [R] mkspline, [R] ranksum,
Narendranathan, W., [XT] xtregar [R] signrank, [R] spearman, [R] tabulate
Narula, S. C., [R] qreg twoway, [ST] stcox postestimation
Nash, J. C., [G-2] graph box Newton, H. J., [R] kdensity, [TS] arima,
[TS] corrgram, [TS] cumsp, [TS] dfuller,
Nash, J. D., [D] infile (fixed format), [D] merge
[TS] pergram, [TS] wntestb, [TS] xcorr,
Navarro-Lozano, S., [TE] teffects intro advanced [XT] xtgee
Naylor, J. C., [ME] meqrlogit, [ME] meqrpoisson, Newton, I., [M-5] optimize( )
[XT] xtcloglog, [XT] xtintreg, [XT] xtlogit,
Newton, M. A., [XT] xtcloglog, [XT] xtgee,
[XT] xtologit, [XT] xtoprobit, [XT] xtpoisson,
[XT] xtintreg, [XT] xtlogit, [XT] xtologit,
[XT] xtprobit, [XT] xttobit
[XT] xtoprobit, [XT] xtprobit, [XT] xttobit
Neale, M. C., [SEM] example 30g
Neyman, J., [R] ci
Nee, J. C. M., [R] kappa
Ng, E. S.-W., [ME] me, [ME] meglm, [ME] melogit,
Neely, S. T., [R] rocreg, [R] rocreg postestimation, [ME] meqrlogit, [R] bootstrap, [R] bstat
[R] rocregplot
Ng, S., [TS] dfgls
Neff, R. K., [ST] epitab
Nicewander, W. A., [R] correlate
Neimann, H., [MV] mdsmat
Nichols, A., [ME] meglm, [ME] mixed, [R] ivregress,
Nel, D. G., [MV] mvtest, [MV] mvtest means [R] reg3, [TE] etregress, [TE] teffects intro
Nelder, J. A., [M-5] optimize( ), [ME] meglm advanced, [XT] xtrc, [XT] xtreg
postestimation, [ME] meqrlogit postestimation, Nickell, S. J., [R] gmm, [TS] forecast, [XT] xtabond,
[ME] meqrpoisson postestimation, [R] binreg, [XT] xtdpd, [XT] xtdpdsys, [XT] xtivreg,
[R] binreg postestimation, [R] glm, [R] glm [XT] xtunitroot
postestimation, [R] margins, [R] ologit,
Nielsen, B., [TS] varsoc, [TS] vec intro
[TE] teffects intro advanced, [XT] vce options,
[XT] xtgee, [XT] xtpoisson Nightingale, F, [G-2] graph pie
Nelson, C. R., [R] ivregress postestimation Nolan, D., [R] diagnostic plots
Nelson, D. B., [TS] arch, [TS] arima, [TS] mgarch Nordlund, D. J., [MV] discrim lda
Nelson, E. C., [MV] alpha, [MV] factor, [MV] factor Norton, S. J., [R] rocreg, [R] rocreg postestimation,
postestimation, [R] lincom, [R] mlogit, [R] rocregplot
[R] mprobit, [R] mprobit postestimation, Nunnally, J. C., [MV] alpha
[R] predictnl, [R] slogit, [SEM] example 37g
Nelson, F. D., [R] logit, [R] probit O
Nelson, W., [ST] stcrreg postestimation, [ST] sts
Nelson, W. C., [MV] mvtest correlations O’Connell, P. G. J., [XT] xtunitroot
Neter, J., [R] pkcross, [R] pkequiv, [R] pkshape, O’Connell, R. T., [TS] tssmooth, [TS] tssmooth
[R] regress postestimation dexponential, [TS] tssmooth exponential,
Neudecker, H., [TS] var svar [TS] tssmooth hwinters, [TS] tssmooth
Neuhaus, J. M., [ME] me, [ME] mecloglog, shwinters
[ME] meglm, [ME] melogit, [ME] menbreg, O’Donnell, C. J., [XT] xtfrontier
[ME] meologit, [ME] meoprobit, O’Donnell, O., [SVY] svy estimation, [SVY] svyset
[ME] mepoisson, [ME] meprobit, O’Fallon, W. M., [R] logit
[ME] meqrlogit, [ME] meqrpoisson, O’Neill, D., [R] gmm, [R] inequality
[ME] mixed, [XT] xtcloglog, [XT] xtintreg, Oakes, D., [ST] ltable, [ST] stcox, [ST] stcox PH-
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, assumption tests, [ST] stpower, [ST] streg,
[XT] xtprobit [ST] sts
Nevels, K., [MV] procrustes Obstfeld, M., [XT] xtunitroot
Newbold, P., [TS] arima, [TS] vec intro Ochiai, A., [MV] measure option
Newey, W. K., [R] glm, [R] gmm, [R] ivpoisson, Odum, E. P., [MV] clustermat
[R] ivprobit, [R] ivregress, [R] ivtobit, Oehlert, G. W., [R] nlcom, [R] rocreg postestimation,
[TE] teffects aipw, [TS] newey, [TS] pperron, [R] rocregplot
[XT] xtabond, [XT] xtdpd, [XT] xtdpdsys, Oh, K.-Y., [XT] xtunitroot
[XT] xtunitroot
Oldham, K. B., [D] functions
Newman, S. C., [R] poisson, [ST] epitab, [ST] stcox,
Olivier, D., [R] expoisson
[ST] sts
Olkin, I., [MV] hotelling, [R] kwallis, [TS] wntestb
Olsen, M. K., [MI] intro substantive
Olshansky, S. J., [ST] streg
148 Author index
Olson, J. M., [R] symmetry Pearson, K., [G-2] graph twoway histogram,
Omar, R. Z., [ME] me [MV] mds, [MV] measure option, [MV] pca,
Ooms, M., [TS] arfima [R] correlate, [R] correlate, [R] esize,
Oparil, S., [PSS] intro [R] tabulate twoway
Orcutt, G. H., [TS] prais Peen, C., [MV] procrustes
Ord, J. K., [R] centile, [R] mean, [R] proportion, Pendergast, J. F., [XT] xtcloglog, [XT] xtgee,
[R] qreg, [R] ratio, [R] summarize, [R] total [XT] xtintreg, [XT] xtlogit, [XT] xtologit,
Orsini, N., [R] glm, [R] logit, [R] mkspline, [R] qreg, [XT] xtoprobit, [XT] xtprobit, [XT] xttobit
[ST] epitab, [XT] xtreg Penfield, R. D., [R] esize
Osbat, C., [XT] xtunitroot Peng, J., [PSS] intro, [PSS] power oneproportion
Osterwald-Lenum, M. G., [TS] vecrank Penrose, R., [M-5] pinv( )
Ostle, B., [R] anova postestimation Pepe, M. S., [R] roc, [R] roccomp, [R] rocfit,
Ott, R. L., [SVY] survey [R] rocreg, [R] rocreg postestimation,
[R] rocregplot, [R] roctab, [ST] stcrreg
Over, M., [R] regress, [XT] xtivreg
Peracchi, F., [MI] intro substantive, [R] regress,
Owen, A. L., [TS] forecast
[R] regress postestimation
Pérez-Hernández, M. A., [R] kdensity
P Pérez-Hoyos, S., [R] lrtest
Pacheco, J. M., [R] dstdize Pérez-Santiago, M. I., [ST] epitab
Pagan, A. R., [ I ] Glossary, [MV] mvreg, [R] frontier, Perkins, A. M., [R] ranksum
[R] regress postestimation, [R] sureg, Perotti, V., [R] heckoprobit, [R] heckprobit,
[TS] Glossary, [XT] xtreg postestimation [R] oprobit
Pagano, M., [PSS] intro, [R] dstdize, [R] logistic, Perrin, E., [MV] alpha, [MV] factor, [MV] factor
[R] margins, [R] tabulate twoway, [ST] ltable, postestimation, [R] lincom, [R] mlogit,
[ST] sts [R] mprobit, [R] mprobit postestimation,
Paik, M. C., [PSS] intro, [PSS] power twoproportions, [R] predictnl, [R] slogit, [SEM] example 37g
[R] dstdize, [R] kappa, [ST] epitab Perron, P., [ I ] Glossary, [TS] dfgls, [TS] pperron,
Palma, W., [TS] arfima, [TS] arfima postestimation [TS] Glossary
Palmer, T. M., [R] ivregress Perry, H. M., [PSS] intro
Palta, M., [XT] xtcloglog, [XT] xtgee, [XT] xtintreg, Persson, R., [G-1] graph intro
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, Pesaran, M. H., [XT] xtunitroot
[XT] xtprobit, [XT] xttobit Pesarin, F., [R] tabulate twoway
Pampel, F. C., [R] logistic, [R] logit, [R] probit Peterson, B., [R] ologit
Paneth, N., [ST] epitab Peterson, W. W., [R] lroc
Panis, C., [R] mkspline Petitclerc, M., [R] kappa
Pantazis, N., [ME] meglm, [ME] mixed Petkova, E., [R] suest
Park, H. J., [P] robust, [R] regress, Peto, J., [ST] sts test
[SVY] svy: tabulate twoway Peto, R., [ST] stcox, [ST] streg, [ST] sts test
Park, J. Y., [R] boxcox, [R] margins, [R] nlcom, Petrin, A. K., [R] frontier
[R] predictnl, [R] rocreg postestimation, Pfeffer, R. I., [R] symmetry
[R] rocregplot, [R] testnl, [TS] sspace, [TS] vec Pfeffermann, D., [ME] mixed
intro, [TS] vec, [TS] vecrank Phillips, P. C. B., [ I ] Glossary, [R] boxcox,
Parks, W. P., [R] exlogistic [R] margins, [R] nlcom, [R] predictnl,
Parmar, M. K. B., [PSS] intro, [ST] stcox, [R] regress postestimation time series,
[ST] stpower, [ST] stpower cox, [ST] streg [R] rocreg postestimation, [R] rocregplot,
Parner, E. T., [R] glm, [ST] stcox [R] testnl, [TS] pperron, [TS] vargranger,
Parzen, E., [R] estat ic, [R] kdensity [TS] vec intro, [TS] vec, [TS] vecrank,
Pasquini, J., [R] vwls, [ST] epitab [TS] Glossary, [XT] xtunitroot
Patel, N. R., [R] exlogistic, [R] exlogistic Piantadosi, S., [P] robust, [U] 20.25 References
postestimation, [R] expoisson, [R] tabulate Pickles, A., [ME] me, [ME] mepoisson,
twoway [ME] meqrlogit, [ME] meqrpoisson,
Paterson, L., [ME] meqrlogit [MV] cluster dendrogram, [R] gllamm,
Patterson, H. D., [R] pkcross [R] glm, [SEM] Acknowledgments,
Patterson, K., [XT] xtunitroot [SEM] intro 2, [SEM] example 29g,
Paul, C., [R] logistic [SEM] methods and formulas for gsem,
[TE] teffects multivalued, [XT] xtgee,
Paulsen, J., [TS] varsoc, [TS] vec intro
[XT] xtreg
Pawitan, Y., [TE] teffects ra
Pierce, D. A., [ME] me, [ME] meqrlogit,
Pearce, M. S., [R] logistic, [ST] epitab
[ME] meqrpoisson, [TS] wntestq
Pearson, E. S., [R] ci, [R] ttest
Author index 149
Pierson, R. A., [ME] mixed Press, W. H., [D] functions, [G-2] graph twoway
Pike, M. C., [PSS] intro, [PSS] power twoproportions, contour, [M-5] solvenl( ), [P] matrix symeigen,
[R] symmetry, [ST] ltable, [ST] streg [R] dydx, [R] vwls, [TS] arch, [TS] arima
Pillai, K. C. S., [MV] canon, [MV] manova Pressel, S., [PSS] intro
Pindyck, R. S., [R] biprobit, [R] heckprobit Priestley, M. B., [TS] psdensity, [TS] tsfilter, [TS] ucm
Pinheiro, J. C., [ME] me, [ME] meglm, Proschan, M., [PSS] intro
[ME] meqrlogit, [ME] meqrlogit postestimation, Prosser, R., [ME] mixed
[ME] meqrpoisson, [ME] meqrpoisson Pryor, D. B., [ST] stcox postestimation
postestimation, [ME] mixed, [ME] mixed Punj, G. N., [R] rologit
postestimation Putter, H., [ST] stcrreg, [ST] stcrreg postestimation
Pintilie, M., [ST] stcrreg, [ST] stcrreg postestimation Pérez-Amaral, T., [U] 20.25 References
Pisati, M., [TS] time series
Pischke, J.-S., [R] ivregress, [R] ivregress
postestimation, [R] qreg, [R] regress, Q
[TE] teffects intro advanced,
Qaqish, B., [XT] xtgee
[U] 20.25 References
Quesenberry, C. P., [MV] discrim knn
Pitarakis, J.-Y., [TS] vecrank
Quintó, L., [M-5] docx*( ), [P] putexcel
Pitblado, J. S., [M-5] deriv( ), [M-5] moptimize( ),
[P] intro, [P] robust, [R] frontier,
[R] lpoly, [R] maximize, [R] ml, [R] mlexp, R
[ST] sts, [SVY] survey, [SVY] ml for svy,
[XT] xtfrontier Rabe-Hesketh, S., [ME] me, [ME] mecloglog,
Plackett, R. L., [R] ameans, [R] regress, [R] rologit, [ME] meglm, [ME] meglm postestimation,
[R] summarize, [R] ttest [ME] melogit, [ME] menbreg, [ME] meologit,
Playfair, W. H., [G-2] graph bar, [G-2] graph pie [ME] meoprobit, [ME] mepoisson,
Plosser, C. I., [TS] vecrank [ME] meprobit, [ME] meqrlogit,
[ME] meqrlogit postestimation,
Plummer, W. D., Jr., [R] sunflower, [ST] epitab
[ME] meqrpoisson, [ME] meqrpoisson
Poi, B. P., [M-5] deriv( ), [M-5] moptimize( ), postestimation, [ME] mixed, [ME] mixed
[P] intro, [P] robust, [R] bootstrap, postestimation, [MV] pca, [MV] screeplot,
[R] bstat, [R] frontier, [R] ivregress, [R] gllamm, [R] glm, [R] heckoprobit,
[R] ivregress postestimation, [R] maximize, [R] heckprobit, [R] ivprobit, [R] ivtobit,
[R] ml, [R] mlexp, [R] nl, [R] nlsur, [R] logistic, [R] logit, [R] nbreg, [R] ologit,
[R] reg3, [SVY] survey, [SVY] ml for svy, [R] oprobit, [R] poisson, [R] probit,
[XT] xtfrontier, [XT] xtrc [SEM] Acknowledgments, [SEM] intro 2,
Poirier, D. J., [R] biprobit [SEM] intro 4, [SEM] example 28g,
Poisson, S. D., [R] poisson [SEM] example 29g, [SEM] example 30g,
Pollock, D. S. G., [TS] tsfilter, [TS] tsfilter bk, [SEM] example 39g, [SEM] example 40g,
[TS] tsfilter bw, [TS] tsfilter cf, [TS] tsfilter hp [SEM] example 41g, [SEM] example 43g,
Pollock, P. H., III, [R] histogram [SEM] example 44g, [SEM] methods and
Ponce de Leon, A., [R] roccomp, [R] roctab formulas for gsem, [SEM] predict after gsem,
Porter, T. M., [R] correlate [XT] xtcloglog, [XT] xtgee, [XT] xtintreg,
Portes, A., [SEM] example 7 [XT] xtlogit, [XT] xtologit, [XT] xtoprobit,
Posten, H. O., [D] functions [XT] xtpoisson, [XT] xtprobit, [XT] xtreg,
[XT] xttobit
Powell, M. J. D., [M-5] optimize( ), [TS] forecast solve
Rachman, S., [ST] epitab
Powers, D. A., [R] logistic postestimation, [R] logit,
[R] logit postestimation, [R] probit Raciborski, R., [MV] cluster, [R] poisson, [R] tpoisson
Prais, S. J., [TS] prais Radmacher, R. D., [ST] stpower
Preacher, K. J., [R] esize, [R] regress postestimation, Raftery, A. E., [R] BIC note, [R] estat ic, [R] glm,
[SEM] example 42g [SEM] estat gof
Preece, D. A., [R] ttest Raghunathan, T. E., [MI] intro substantive, [MI] mi
estimate, [MI] mi impute, [MI] mi impute
Pregibon, D., [R] glm, [R] linktest, [R] logistic,
chained, [MI] mi impute logit, [MI] mi impute
[R] logistic postestimation, [R] logit, [R] logit
mlogit, [MI] mi impute monotone, [MI] mi
postestimation
impute ologit, [MI] mi impute poisson, [MI] mi
Prentice, R. L., [ST] discrete, [ST] ltable, [ST] stcox,
impute truncreg, [MI] mi test
[ST] stcox PH-assumption tests, [ST] stcox
Ramalheira, C., [R] ameans, [ST] ltable
postestimation, [ST] streg, [ST] sts, [ST] sts
test, [ST] stset, [XT] xtgee Ramsahai, R. R., [R] ivregress
Prescott, E. C., [TS] tsfilter, [TS] tsfilter hp Ramsey, J. B., [R] regress postestimation
Rao, C. R., [ME] me, [ME] mixed, [MV] factor,
[MV] hotelling, [MV] manova
150 Author index
Rao, D. S. P., [XT] xtfrontier Riffenburgh, R. H., [R] ksmirnov, [R] kwallis
Rao, J. N. K., [SVY] direct standardization, Riley, A. R., [D] filefilter, [D] list, [R] net search
[SVY] poststratification, [SVY] svy bootstrap, Ringquist, E. J., [R] meta
[SVY] svy: tabulate twoway, [SVY] variance Rip, M., [ST] epitab
estimation Rising, W. R., [D] functions, [U] 12.10 References
Rao, T. R., [MV] measure option Rivers, D., [R] ivprobit
Raphson, J., [M-5] optimize( ) Robbins, N. B., [G-2] graph dot
Rasbash, J., [ME] me, [ME] meglm, [ME] melogit, Roberson, P. K., [R] estat gof, [R] lroc
[ME] meqrlogit, [ME] mixed Robins, J. M., [ST] epitab, [TE] teffects intro
Rasch, G., [SEM] example 28g advanced
Ratcliffe, S. J., [XT] xtgee Robins, R. P., [TS] arch
Ratkowsky, D. A., [R] nl, [R] pk, [R] pkcross Robinson, A., [M-5] Toeplitz( )
Raudenbush, S. W., [ME] me, [ME] mecloglog, Robyn, D. L., [G-2] graph bar, [G-2] graph pie,
[ME] meglm, [ME] melogit, [ME] menbreg, [G-2] graph twoway histogram, [R] cumul
[ME] meologit, [ME] meoprobit, Rodgers, J. L., [R] correlate
[ME] mepoisson, [ME] meprobit,
Rodrı́guez, G., [ME] me, [R] nbreg, [R] poisson
[ME] meqrpoisson, [ME] mixed
Rogers, D. J., [MV] measure option
Ravn, M. O., [TS] tsfilter, [TS] tsfilter hp
Rogers, W. H., [D] egen, [P] robust, [R] brier,
Raykov, T., [SEM] estat eqgof, [SEM] example 3,
[R] glm, [R] heckman, [R] lincom, [R] mlogit,
[SEM] methods and formulas for sem
[R] mprobit, [R] mprobit postestimation,
Rebelo, S. T., [TS] tsfilter, [TS] tsfilter hp [R] nbreg, [R] poisson, [R] predictnl,
Redelmeier, D. A., [R] brier [R] qreg, [R] regress, [R] rocreg, [R] rreg,
Reeves, D., [R] meta [R] sktest, [R] slogit, [R] suest, [ST] stcox PH-
Reichenheim, M. E., [R] kappa, [R] roccomp, assumption tests, [ST] stcox postestimation,
[R] roctab [U] 20.25 References
Reid, C., [M-5] Hilbert( ), [R] ci Rogoff, K., [XT] xtunitroot
Reid, N. M., [ST] stcox Rohlf, F. J., [MV] cluster, [MV] measure option
Reilly, M., [R] logistic, [ST] epitab Rombouts, J. V. K., [TS] mgarch
Reinfurt, K. H., [MV] mvtest correlations Romney, A. K., [MV] ca
Reinsch, C., [P] matrix symeigen Ronchetti, E. M., [D] egen
Reinsch, C. H., [M-5] spline3( ) Ronning, G., [R] clogit
Reinsel, G. C., [TS] arfima, [TS] arima, Roodman, D., [D] collapse, [XT] xtdpd, [XT] xtdpdsys
[TS] corrgram, [TS] cumsp, [TS] dfuller, Room, T., [TS] arima
[TS] pergram, [TS] pperron, [TS] psdensity, Rosati, R. A., [ST] stcox postestimation
[TS] vec intro, [TS] xcorr Rose, D. W., [MV] discrim knn
Reise, S. P., [SEM] example 28g, [SEM] example 29g Rose, J. M., [R] nlogit
Reiter, J. P., [MI] intro substantive, [MI] intro, Rosen, H. S., [XT] xtabond, [XT] xtdpd,
[MI] mi estimate, [MI] mi estimate using, [XT] xtdpdsys
[MI] mi test
Rosenbaum, P. R., [TE] teffects intro advanced
Relles, D. A., [R] rreg
Rosenthal, R., [R] contrast
Rencher, A. C., [MV] biplot, [MV] ca, [MV] candisc,
Rosnow, R. L., [R] contrast
[MV] canon, [MV] canon postestimation,
[MV] cluster, [MV] discrim, [MV] discrim Ross, G. J. S., [R] nl
estat, [MV] discrim knn, [MV] discrim Rossi, P. E., [R] sureg
lda, [MV] discrim lda postestimation, Rossi, S. S., [ST] stcrreg
[MV] discrim logistic, [MV] discrim qda, Rothenberg, T. J., [ I ] Glossary, [TS] dfgls,
[MV] discrim qda postestimation, [MV] factor, [TS] sspace, [TS] var svar, [TS] vec,
[MV] manova, [MV] mca, [MV] mvtest, [TS] Glossary
[MV] mvtest correlations, [MV] mvtest Rothkopf, E. Z., [MV] mdslong
covariances, [MV] mvtest means, [MV] mvtest Rothman, K. J., [R] ci, [R] dstdize, [R] glogit,
normality, [MV] pca, [MV] screeplot, [R] anova [R] poisson, [ST] epitab
postestimation Rothstein, H. R., [R] meta
Research Triangle Institute, [SVY] svy: tabulate Rothwell, S. T., [SVY] survey, [SVY] svy estimation
twoway Rotnitzky, A., [TE] teffects intro advanced
Revankar, N. S., [R] frontier, [XT] xtfrontier Rousseeuw, P. J., [D] egen, [MV] cluster,
Richards, D. S. P., [MV] mvtest means [MV] clustermat, [MV] matrix dissimilarity,
Richardson, W., [R] ttest [MV] measure option, [P] matrix dissimilarity,
Richter, J. R., [ST] stpower [R] qreg, [R] regress postestimation, [R] rreg
Ridder, G., [TE] teffects intro advanced Rovine, M. J., [R] correlate
Author index 151
Roy, S. N., [MV] canon, [MV] manova Sánchez, G., [TS] arima
Royall, R. M., [P] robust, [U] 20.25 References Sanders, F., [R] brier
Royston, P., [D] list, [D] sort, [G-2] graph twoway Sándor, L., [TE] teffects intro advanced
lowess, [G-2] graph twoway scatter, [MI] intro Santner, T. J., [ST] stpower, [ST] stpower exponential
substantive, [MI] intro, [MI] mi estimate, Santos Silva, J. M. C., [R] gmm, [R] ivpoisson
[MI] mi estimate using, [MI] mi export, Sarabia, J. M., [MI] intro substantive, [MI] mi impute
[MI] mi export ice, [MI] mi import, [MI] mi chained
import ice, [MI] mi impute, [MI] mi impute Sarafidis, V., [XT] xtreg
chained, [MI] mi impute intreg, [MI] mi
Sargan, J. D., [R] ivregress postestimation, [TS] prais
impute monotone, [MI] mi impute nbreg,
[MI] mi predict, [PSS] intro, [R] bootstrap, Sargent, T. J., [TS] dfactor
[R] centile, [R] cusum, [R] diagnostic plots, Särndal, C.-E., [SVY] variance estimation
[R] dotplot, [R] dydx, [R] estat ic, [R] fp, Sasieni, P., [ST] stcox
[R] fp postestimation, [R] glm, [R] glm, Sasieni, P. D., [D] list, [D] memory, [R] dotplot,
[R] kdensity, [R] lnskew0, [R] lowess, [R] glm, [R] lowess, [R] nptrend, [R] poisson,
[R] mfp, [R] ml, [R] nl, [R] regress, [R] sktest, [R] smooth
[R] smooth, [R] swilk, [ST] epitab, [ST] stcox, Sass, T. R., [R] areg, [XT] xtreg
[ST] stcox PH-assumption tests, [ST] stpower, Satterthwaite, F. E., [R] esize, [R] ttest, [SVY] variance
[ST] stpower cox, [ST] streg estimation
Rubin, D. B., [ME] me, [ME] mixed, [MI] intro Sauerbrei, W., [R] bootstrap, [R] estat ic, [R] fp,
substantive, [MI] mi estimate, [MI] mi estimate [R] mfp
using, [MI] mi impute, [MI] mi impute Saunders, C. L., [PSS] intro
chained, [MI] mi impute logit, [MI] mi impute Savage, I. R., [ST] sts test
monotone, [MI] mi impute mvn, [MI] mi Savin, N. E., [R] regress postestimation time series
impute pmm, [MI] mi impute regress, [MI] mi
Saw, S. L. C., [R] qc
predict, [MI] mi test, [R] contrast, [TE] teffects
Sawa, T., [R] estat ic
intro advanced
Saxl, I., [R] correlate
Rubin, H., [R] ivregress postestimation
Schaalje, G. B., [R] anova postestimation
Rubinfeld, D. L., [R] biprobit, [R] heckprobit
Schabenberger, O., [ME] me
Rubinstein, L. V., [ST] stpower, [ST] stpower
exponential Schafer, J. L., [MI] intro substantive, [MI] mi
estimate, [MI] mi impute, [MI] mi impute
Rudebusch, G. D., [R] ivregress postestimation
monotone, [MI] mi impute mvn, [MI] mi
Runkle, D. E., [TS] arch impute truncreg, [TE] teffects intro advanced
Ruppert, D., [ME] me, [ME] meglm, [ME] mixed, Schaffer, C. M., [MV] cluster
[R] boxcox, [R] rreg
Schaffer, M. E., [R] ivregress, [R] ivregress
Rush, M., [D] egen postestimation
Russell, P. F., [MV] measure option Schank, T., [ME] meglm, [ME] melogit,
Rutherford, E., [R] poisson [ME] meoprobit, [ME] mepoisson,
Rutherford, M. J., [R] poisson, [ST] stptime [ME] meqrlogit, [ME] meqrpoisson,
Ruud, P. A., [R] gmm, [R] rologit, [R] suest [ME] mixed, [XT] xtreg
Ryan, P., [D] egen, [D] pctile, [U] 11.7 References Scheaffer, R. L., [SVY] survey
Ryan, T. P., [R] qc Schechter, C. B., [D] encode
Ryzhik, I. M., [TS] arfima Scheffé, H., [R] anova, [R] oneway
Schenker, N., [MI] intro substantive, [MI] mi impute,
[MI] mi impute pmm, [MI] mi impute regress
S Scheys, I., [ME] meqrlogit postestimation
Schlesselman, J. J., [R] boxcox, [ST] epitab
Saikkonen, P., [TS] vec intro, [TS] vecrank
Schlossmacher, E. J., [R] qreg
Sajaia, Z., [R] biprobit, [R] heckprobit
Schmeiser, B. W., [D] functions
Sakamoto, Y., [R] BIC note
Schmidt, C. H., [R] brier
Salgado-Ugarte, I. H., [R] kdensity, [R] lowess,
Schmidt, E., [M-5] svd( )
[R] smooth
Schmidt, P., [R] frontier, [R] regress postestimation,
Salim, A., [R] logistic, [ST] epitab
[XT] xtfrontier, [XT] xtunitroot
Salvador, M., [TS] vecrank
Schmidt, T. J., [D] egen, [TS] tsfilter
Samaniego, F. J., [TS] varwle
Schneider, D. C., [D] import haver
Sammon, J. W., Jr., [ I ] Glossary, [MV] mds,
Schneider, H., [R] sdtest
[MV] mdslong, [MV] mdsmat, [MV] Glossary
Schneider, W., [TS] sspace
Sammons, P., [MI] mi estimate
Schnell, D., [P] robust, [R] regress,
Sampson, A. R., [MV] hotelling
[SVY] svy: tabulate twoway
Samuels, S. J., [U] 24.8 References
152 Author index
Schoenfeld, D. A., [ST] stcox, [ST] stcox Shao, J., [PSS] intro, [PSS] power onemean,
postestimation, [ST] stpower, [ST] stpower [PSS] power twomeans, [PSS] power
cox, [ST] stpower exponential, [ST] stpower pairedmeans, [PSS] power oneproportion,
logrank, [ST] streg [ST] stpower, [ST] stpower exponential,
Schonlau, M., [R] glm, [R] logistic, [R] logit, [SVY] survey, [SVY] svy jackknife,
[R] poisson, [R] regress [SVY] variance estimation
Schork, M. A., [PSS] intro Shapiro, S., [ST] epitab
Schuirmann, D. J., [R] pkequiv Shapiro, S. S., [R] swilk
Schumacher, M., [ST] stcrreg Shaposhnikova, T. O., [D] functions
Schumm, L. P., [D] sort Shavelson, R. J., [MV] alpha
Schunck, R., [ME] mixed, [XT] xtreg Shea, J. S., [R] ivregress postestimation
Schur, I., [M-5] schurd( ) Sheather, S. J., [R] boxcox, [R] lowess, [R] lpoly,
Schwartzman, S., [ST] stcox postestimation [R] qreg, [R] regress postestimation, [R] regress
Schwarz, G., [MV] factor postestimation, postestimation diagnostic plots, [R] stepwise
[R] BIC note, [R] estat ic, [SEM] estat gof, Sheehan, N. A., [R] ivregress
[SEM] methods and formulas for sem Sheldon, T. A., [R] meta
Schwert, G. W., [TS] dfgls Shepard, R. N., [MV] mds postestimation plots
Scott, A. J., [SVY] estat, [SVY] svy: tabulate twoway Shewhart, W. A., [R] qc
Scott, C., [SVY] estat, [SVY] subpopulation Shiboski, S. C., [R] logistic, [ST] stcox, [TE] teffects
estimation, [SVY] svy bootstrap, [SVY] svy intro advanced
estimation Shiller, R. J., [R] tobit
Scott, D. W., [R] kdensity Shimizu, M., [R] kdensity, [R] lowess
Scott, E. L., [R] intro Shin, Y., [XT] xtunitroot
Scott, G. B., [R] exlogistic Shrout, P. E., [R] icc, [R] kappa
Scotto, M. G., [R] diagnostic plots, [ST] streg Shults, J., [XT] xtgee
Searle, S. R., [ME] me, [ME] mecloglog, [ME] meglm, Shumway, R. H., [TS] arima
[ME] melogit, [ME] menbreg, [ME] meologit, Sianesi, B., [TE] teffects intro advanced, [TE] teffects
[ME] meoprobit, [ME] mepoisson, multivalued
[ME] meprobit, [ME] meqrlogit, Sibson, R., [MV] cluster
[ME] meqrpoisson, [ME] mixed, [R] contrast, Šidák, Z., [R] correlate, [R] oneway
[R] margins, [R] pwcompare, [R] pwmean Silvennoinen, A., [TS] mgarch, [TS] mgarch ccc
Sears, R. R., [ST] epitab Silverman, B. W., [R] kdensity, [R] qreg, [TE] teffects
Seber, G. A. F., [MV] biplot, [MV] manova, overlap
[MV] mvtest, [MV] mvtest means, [MV] mvtest Silvey, S. D., [R] ologit, [R] oprobit
normality
Simon, R., [ST] stpower
Seed, P. T., [R] ci, [R] correlate, [R] roccomp,
Simonoff, J. S., [R] kdensity, [R] tnbreg, [R] tpoisson
[R] roctab, [R] sdtest, [R] spearman
Simor, I. S., [R] kappa
Seidler, J., [R] correlate
Simpson, T., [M-5] optimize( )
Self, S. G., [ME] me, [ME] melogit, [ME] meoprobit,
[ME] mepoisson, [ME] meqrlogit, Sims, C. A., [TS] dfactor, [TS] irf create, [TS] var
[ME] meqrpoisson svar, [TS] vec intro, [TS] vec, [TS] vecrank
Selvin, S., [R] poisson, [ST] epitab, [ST] ltable, Singleton, K. J., [R] gmm
[ST] stcox Sininger, Y., [R] rocreg, [R] rocreg postestimation,
Sempos, C. T., [PSS] intro, [R] dstdize, [ST] epitab, [R] rocregplot
[ST] ltable, [ST] stcox Sitgreaves, R., [R] icc
Semykina, A., [R] inequality, [R] qreg Sjölander, P. C., [R] glm, [R] logit
Seneta, E., [R] correlate, [U] 1.4 References Skinner, C. J., [ME] mixed, [SVY] survey,
Senn, S. J., [R] glm, [R] ttest [SVY] estat, [SVY] svy estimation,
[SVY] variance estimation
Sentana, E., [TS] mgarch
Skovlund, E., [ST] stpower, [ST] stpower cox
Serachitopol, D. M., [ST] sts graph
Skrondal, A., [ME] me, [ME] mecloglog,
Serfling, R. J., [TS] irf create
[ME] meglm, [ME] meglm postestimation,
Shafer, G., [ST] stcox postestimation [ME] melogit, [ME] menbreg, [ME] meologit,
Shah, B. V., [SVY] direct standardization, [ME] meoprobit, [ME] mepoisson,
[SVY] poststratification, [SVY] variance [ME] meprobit, [ME] meqrlogit,
estimation [ME] meqrlogit postestimation,
Shanno, D. F., [M-5] optimize( ) [ME] meqrpoisson, [ME] meqrpoisson
postestimation, [ME] mixed, [ME] mixed
postestimation, [R] gllamm, [R] glm,
Author index 153
Skrondal, A., continued Song, S. H., [ME] mixed

[SEM] Acknowledgments, [SEM] intro 2, Soon, T. W., [R] qc
[SEM] intro 4, [SEM] example 28g, Sörbom, D., [MV] factor postestimation, [SEM] estat
[SEM] example 29g, [SEM] example 30g, ginvariant, [SEM] estat mindices, [SEM] estat
[SEM] example 39g, [SEM] example 40g, residuals, [SEM] estat scoretests
[SEM] example 41g, [SEM] example 43g, Sorensen, D., [M-1] LAPACK, [M-5] lapack( ),
[SEM] example 44g, [SEM] methods and [P] matrix eigenvalues
formulas for gsem, [SEM] predict after gsem, Sørensen, T. J., [MV] measure option
[U] 1.4 References, [XT] xtcloglog, [XT] xtgee,
Sorrentino, R., [TS] tsfilter, [TS] tsfilter bw
[XT] xtintreg, [XT] xtlogit, [XT] xtologit,
[XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit, Sosa-Escudero, W., [XT] xtreg, [XT] xtreg
[XT] xttobit postestimation, [XT] xtregar
Slaymaker, E., [P] file Sotoca, S., [TS] sspace
Slone, D., [ST] epitab Sowell, F., [TS] arfima
Smans, M., [ME] menbreg, [ME] mepoisson, Spanier, J., [D] functions
[ME] meqrpoisson, [SEM] example 39g Sparks, A. T., [SEM] example 41g
Smeeton, N. C., [R] ranksum, [R] signrank Späth, H., [MV] cluster
Smirnov, N. V., [R] ksmirnov Spearman, C. E., [MV] factor, [R] icc, [R] spearman
Smith, A. F. M., [ME] meqrlogit, [ME] meqrpoisson, Speed, F. M., [R] margins
[MI] mi impute chained, [XT] xtcloglog, Speed, T., [R] diagnostic plots
[XT] xtintreg, [XT] xtlogit, [XT] xtologit, Spence, I., [G-2] graph pie
[XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit, Sperling, R. I., [TS] arch, [TS] arima, [TS] dfgls,
[XT] xttobit [TS] wntestq
Smith, B. T., [P] matrix symeigen Spiegel, D. C., [ME] me, [ME] meglm, [ME] meologit,
Smith, C. A. B., [MV] discrim estat, [MV] discrim [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
qda, [R] ranksum Spiegelhalter, D. J., [R] brier
Smith, H., [MV] manova, [R] eivreg, [R] oneway, Spieldman, R. S., [R] symmetry
[R] regress, [R] stepwise Spiessens, B., [ME] me, [ME] meqrlogit
Smith, J. M., [R] fp postestimation
Smith, M. L., [R] esize Spitzer, J. J., [R] boxcox
Smith, P. G., [PSS] intro, [PSS] power twoproportions Sprent, P., [R] ranksum, [R] signrank
Smith, R. J., [R] ivprobit Sribney, W. M., [P] matrix mkmat, [R] orthog,
Smith, R. L., [ST] streg [R] ranksum, [R] signrank, [R] stepwise,
Smith, T. M. F., [SVY] survey [R] test, [SVY] estat, [SVY] svy postestimation,
Smithson, M., [R] esize, [R] regress postestimation [SVY] svy: tabulate twoway, [SVY] svydescribe
Smith-Vikos, T., [MV] discrim knn Staelin, R., [R] rologit
Smullyan, R. M., [MV] mds Stahel, W. A., [D] egen
Smythe, B., [ST] sts Stahl, D., [MV] cluster, [MV] cluster stop
Sneath, P. H. A., [MV] measure option Staiger, D. O., [R] ivregress postestimation
Snedecor, G. W., [PSS] intro, [R] ameans, [R] anova, Starmer, C. F., [R] vwls
[R] correlate, [R] oneway, [R] ranksum, Startz, R., [R] ivregress postestimation
[R] signrank Stefanski, L. A., [TE] teffects aipw
Snell, E. J., [R] exlogistic, [R] expoisson, [ST] stcox, Stegun, I. A., [D] functions, [ME] meqrlogit,
[ST] stcox PH-assumption tests, [ST] streg [ME] meqrpoisson, [R] contrast, [R] orthog
postestimation Steichen, T. J., [D] duplicates, [R] kappa,
Snow, J., [ST] epitab [R] kdensity, [R] sunflower
Snowden, C. B., [SVY] svy bootstrap, [SVY] variance Steiger, J. H., [R] esize
estimation Steiger, W., [R] qreg
Sobel, M. E., [SEM] estat teffects Stein, C., [R] bootstrap
Sobol, D. F., [ME] me, [ME] meglm, [ME] meologit, Stephenson, D. B., [MV] pca, [R] brier
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit Stepniewska, K. A., [R] nptrend
Sokal, R. R., [MV] measure option Stern, H. S., [MI] intro substantive, [MI] mi impute
Solenberger, P., [MI] intro substantive, [MI] mi mvn, [MI] mi impute regress
impute, [MI] mi impute chained, [MI] mi Sterne, J. A. C., [MI] intro, [R] dstdize, [R] meta,
impute logit, [MI] mi impute mlogit, [MI] mi [R] summarize, [ST] stcox
impute monotone, [MI] mi impute ologit, Stevens, E. H., [MV] mvtest
[MI] mi impute poisson, [MI] mi impute Stevenson, R. E., [R] frontier
truncreg Stewart, G. W., [M-5] svd( ), [P] matrix svd
Song, F., [R] meta Stewart, J., [ST] ltable
154 Author index
Stewart, M. B., [R] intreg, [R] oprobit, [R] tobit, T

[XT] xtprobit
Stigler, S. M., [R] ameans, [R] ci, [R] correlate, Tabachnick, B. G., [MV] discrim, [MV] discrim lda
[R] kwallis, [R] qreg, [R] regress, Taka, M. T., [R] pkcross
[R] summarize Tamhane, A. C., [D] functions, [PSS] intro,
Stillman, S., [R] ivregress, [R] ivregress postestimation [PSS] power onemean, [R] oneway
Stine, R., [R] bootstrap Tan, S. B., [PSS] intro, [ST] stpower, [ST] stpower
Stock, J. H., [ I ] Glossary, [R] areg postestimation, logrank
[R] ivregress, [R] ivregress postestimation, Tan, S. H., [PSS] intro, [ST] stpower, [ST] stpower
[TS] time series, [TS] arch, [TS] dfactor, logrank
[TS] dfgls, [TS] irf create, [TS] rolling, Tan, W. Y., [P] robust, [U] 20.25 References
[TS] sspace, [TS] var intro, [TS] var, [TS] var Tan, Z., [TE] teffects intro advanced, [TE] teffects
svar, [TS] vec intro, [TS] vec, [TS] vecrank, aipw
[TS] Glossary, [XT] xtcloglog, [XT] xthtaylor, Tanimoto, T. T., [MV] measure option
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, Taniuchi, T., [R] kdensity
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg Tanner, M. A., [MI] intro substantive, [MI] mi impute
Stoll, B. J., [ST] epitab mvn
Stoll, L., [MI] mi estimate Tanner, W. P., Jr., [R] lroc
Stolley, P. D., [ST] epitab Tanur, J. M., [R] kwallis
Storer, B. E., [ST] stcrreg Tapia, R. A., [R] kdensity
Stork, D. G., [MV] cluster, [MV] cluster stop Tarlov, A. R., [MV] alpha, [MV] factor, [MV] factor
Stoto, M. A., [R] lv postestimation, [R] lincom, [R] mlogit,
Stover, L., [R] rocreg, [R] rocreg postestimation, [R] mprobit, [R] mprobit postestimation,
[R] rocregplot [R] predictnl, [R] slogit, [SEM] example 37g
Stram, D. O., [ME] me Tarone, R. E., [ST] epitab, [ST] sts test
Street, J. O., [R] rreg Taub, A. J., [XT] xtreg
Stroup, W. W., [ME] me Tauchmann, H., [R] frontier
Stryhn, H., [R] regress, [ST] epitab Taylor, C., [R] gllamm, [R] glm, [XT] xtgee,
Stuart, A., [R] centile, [R] mean, [R] proportion, [XT] xtreg
[R] qreg, [R] ratio, [R] summarize, Taylor, J. M. G., [MI] intro substantive, [MI] mi
[R] symmetry, [R] total, [SVY] survey impute, [MI] mi impute pmm, [MI] mi impute
Student, see Gosset, W. S. regress
Stuetzle, W., [R] sunflower Taylor, W. E., [XT] xthtaylor
Støvring, H., [M-2] pointers ten Berge, J. M. F., [MV] procrustes
Suárez, C., [R] heckoprobit, [R] heckprobit ter Bogt, T., [MV] mvtest
Sued, M., [TE] teffects intro advanced Teräsvirta, T., [TS] mgarch, [TS] mgarch ccc
Suen, H. K., [R] icc Terza, J. V., [TE] etpoisson
Sullivan, G., [P] robust, [R] regress, Teukolsky, S. A., [D] functions, [G-2] graph twoway
[SVY] svy: tabulate twoway contour, [M-5] solvenl( ), [P] matrix symeigen,
Summers, G. F., [SEM] example 9 [R] dydx, [R] vwls, [TS] arch, [TS] arima
Summers, R., [XT] xtunitroot Thall, P. F., [ME] mepoisson, [ME] meqrpoisson
Sun, W., [MI] intro substantive Theil, H., [R] ivregress, [R] reg3, [TS] prais
Sussman, S., [ME] me, [ME] meglm, [ME] meologit, Therneau, T. M., [ST] stcox, [ST] stcox PH-assumption
[ME] meoprobit, [XT] xtologit, [XT] xtoprobit tests, [ST] stcox postestimation, [ST] stcrreg
Sutton, A. J., [R] meta Thiele, T. N., [R] summarize
Svennerholm, A. M., [ST] epitab Thomas, D. C., [ST] sttocc
Swagel, P. L., [U] 21.6 Reference Thomas, D. G., [ST] epitab
Swamy, P. A. V. B., [XT] xtivreg, [XT] xtrc, Thomas, D. R., [SVY] svy: tabulate twoway
[XT] xtreg Thompson, B., [MV] canon postestimation, [R] esize,
Swed, F. S., [R] runtest [R] regress postestimation
Sweeting, T. J., [ST] streg Thompson, D. J., [TE] teffects intro advanced
Sweetman, O., [R] gmm, [R] inequality Thompson, J. C., [R] diagnostic plots
Swensson, B., [SVY] variance estimation Thompson, J. R., [R] kdensity, [R] poisson,
Swets, J. A., [R] lroc [ST] stptime
Sylvester, J. J., [M-5] svd( ) Thompson, M. L., [R] rocreg
Szroeter, J., [R] regress postestimation Thompson, S. G., [ME] me
Thompson, S. K., [SVY] survey
Thompson, W. A., Jr., [ME] me, [ME] mixed
Author index 155
Thomson, G. H., [ I ] Glossary, [MV] factor Tufte, E. R., [G-2] graph bar, [G-2] graph pie,
postestimation, [MV] Glossary [R] stem
Thorndike, F., [R] poisson Tukey, J. W., [D] egen, [G-2] graph box, [G-2] graph
Thurstone, L. L., [MV] rotate, [R] rologit matrix, [P] if, [R] jackknife, [R] ladder,
Tibshirani, R. J., [MV] discrim knn, [R] bootstrap, [R] linktest, [R] lv, [R] regress, [R] regress
[R] qreg postestimation diagnostic plots, [R] rreg,
Tidmarsh, C. E., [R] fp [R] smooth, [R] spikeplot, [R] stem, [SVY] svy
Tierney, L., [ME] me, [ME] meqrlogit, jackknife
[ME] meqrpoisson Tukey, P. A., [G-2] graph box, [G-2] graph matrix,
Tilford, J. M., [R] estat gof, [R] lroc [G-3] by option, [R] diagnostic plots,
[R] lowess, [U] 1.4 References
Tilling, K., [ST] stcox
Turner, R. M., [ME] me
Timm, N. H., [MV] manova
Tutz, G., [ME] me
Ting Lee, M.-L., [ST] stcox PH-assumption tests
Twisk, J. W. R., [XT] xtgee, [XT] xtlogit,
Tippett, L. H. C., [ST] streg
[XT] xtologit, [XT] xtoprobit, [XT] xtreg
Tobı́as, A., [MV] alpha, [R] lrtest, [R] poisson,
Tyler, D. E., [MV] pca
[R] roccomp, [R] roctab, [R] sdtest, [ST] streg
Tyler, J. H., [R] regress
Tobin, J., [R] tobit
Tzavalis, E., [XT] xtunitroot
Toeplitz, O., [M-5] Toeplitz( )
Toman, R. J., [R] stepwise
Tong, H., [R] estat ic U
Toplis, P. J., [R] binreg
Torgerson, W. S., [MV] mds, [MV] mdslong, Uebersax, J. S., [R] tetrachoric
[MV] mdsmat Uhlendorff, A., [R] asmprobit, [R] mlogit, [R] mprobit
Tosetto, A., [R] logistic, [R] logit Uhlig, H., [TS] tsfilter, [TS] tsfilter hp
Toulopoulou, T., [ME] mecloglog, [ME] melogit, Ulene, A. L., [ME] me, [ME] meglm, [ME] meologit,
[ME] meprobit, [ME] meqrlogit [ME] meoprobit, [XT] xtologit, [XT] xtoprobit
Touloumi, G., [ME] meglm, [ME] mixed University Group Diabetes Program, [R] glogit,
Train, G. F., [SVY] survey, [SVY] svy sdr, [ST] epitab
[SVY] variance estimation Upton, G. J. G., [U] 1.4 References
Train, K. E., [R] asmprobit Upward, R., [ME] meglm, [ME] melogit,
Trapido, E., [R] exlogistic [ME] meoprobit, [ME] mepoisson,
[ME] meqrlogit, [ME] meqrpoisson,
Trefethen, L. N., [M-5] svd( )
[ME] mixed, [XT] xtreg
Treiman, D. J., [R] eivreg, [R] mlogit
Ureta, M., [XT] xtreg
Trewn, J., [MV] mds
Uthoff, V. A., [ST] stpower cox
Trichopoulos, D., [ST] epitab
Utts, J. M., [R] ci
Trimbur, T. M., [TS] psdensity, [TS] tsfilter,
[TS] tsfilter hp, [TS] ucm
Trivedi, P. K., [ME] meglm, [ME] mixed, [R] asclogit, V
[R] asmprobit, [R] bootstrap, [R] gmm,
[R] heckman, [R] heckoprobit, [R] intreg, Vach, W., [ST] stcrreg
[R] ivpoisson, [R] ivregress, [R] ivregress Væth, M., [ST] stpower, [ST] stpower cox
postestimation, [R] logit, [R] mprobit, Vail, S. C., [ME] mepoisson, [ME] meqrpoisson
[R] nbreg, [R] ologit, [R] oprobit, [R] poisson, Valliant, R., [SVY] survey
[R] probit, [R] qreg, [R] regress, [R] regress Valman, H. B., [R] fp
postestimation, [R] simulate, [R] sureg, Valsecchi, M. G., [ST] stcrreg, [ST] stpower,
[R] tnbreg, [R] tobit, [R] tpoisson, [R] zinb [ST] stpower logrank, [ST] sts test
postestimation, [R] zip postestimation, van Belle, G., [MV] factor, [MV] pca, [PSS] intro,
[TE] etregress, [TE] teffects intro advanced, [PSS] power twomeans, [R] anova, [R] dstdize,
[TE] teffects aipw, [TE] teffects ra, [R] oneway
[TS] forecast estimates, [XT] xt, [XT] xtnbreg,
van Buuren, S., [MI] intro substantive, [MI] mi
[XT] xtpoisson
impute, [MI] mi impute chained, [MI] mi
Tsay, R. S., [TS] varsoc, [TS] vec intro impute logit, [MI] mi impute mlogit, [MI] mi
Tse, Y. K., [TS] mgarch, [TS] mgarch vcc impute monotone, [MI] mi impute ologit,
Tsiatis, A. A., [R] exlogistic, [ST] stcrreg, [TE] teffects [MI] mi impute poisson
intro advanced, [TE] teffects aipw Van de Ven, W. P. M. M., [R] biprobit,
Tsui, A. K. C., [TS] mgarch, [TS] mgarch vcc [R] heckoprobit, [R] heckprobit
Tu, D., [SVY] survey, [SVY] svy jackknife, van den Broeck, J., [R] frontier, [XT] xtfrontier
[SVY] variance estimation van der Ende, J., [MV] mvtest
Van der Heijden, P. G. M., [MV] ca postestimation
156 Author index
van der Laan, M. J., [TE] teffects intro advanced W

van der Linden, W. J., [SEM] example 28g,
[SEM] example 29g Wacholder, S., [R] binreg
Van der Merwe, C. A., [MV] mvtest, [MV] mvtest Wagner, H. M., [R] qreg
means Wagner, M., [XT] xtunitroot
Van der Reyden, D., [R] ranksum Wagner, T., [MV] mvtest
van der Vaart, A. W., [TE] teffects aipw Wagstaff, A., [SVY] svy estimation, [SVY] svyset
van Doorslaer, E., [SVY] svy estimation, [SVY] svyset Wagstaff, D. A., [MI] mi estimate
van Dorsselaer, S., [MV] mvtest Wainer, H., [G-2] graph pie
Van Hoewyk, J., [MI] intro substantive, [MI] mi Wald, A., [TS] varwle
impute, [MI] mi impute chained, [MI] mi Walker, A. J., [D] functions, [M-5] runiform( )
impute logit, [MI] mi impute mlogit, [MI] mi Walker, A. M., [ST] epitab
impute monotone, [MI] mi impute ologit, Walker, S., [ST] sts test
[MI] mi impute poisson, [MI] mi impute Wallgren, A., [G-1] graph intro
truncreg Wallgren, B., [G-1] graph intro
Van Kerm, P., [MV] ca, [P] postfile, [R] inequality, Wallis, W. A., [R] kwallis
[R] kdensity Walters, S. J., [R] ci, [R] kappa, [R] tabulate twoway
Van Loan, C. F., [R] orthog, [R] tetrachoric, Wand, M. P., [ME] me, [ME] meglm, [ME] mixed,
[TS] arfima, [TS] arfima postestimation [R] kdensity
Van Mechelen, I., [MI] intro substantive, [MI] mi Wang, D., [D] duplicates, [R] ci, [R] dstdize,
impute [R] prtest
Van Pragg, B. M. S., [R] biprobit, [R] heckoprobit, Wang, H., [PSS] intro, [PSS] power onemean,
[R] heckprobit [PSS] power twomeans, [PSS] power
Vandermonde, A.-T., [M-5] Vandermonde( ) pairedmeans, [PSS] power oneproportion,
Varadharajan-Krishnakumar, J., [XT] xtivreg [ST] stpower, [ST] stpower exponential
Vella, F., [ME] me Wang, J.-L., [ST] sts graph
Velleman, P. F., [R] regress postestimation, [R] smooth Wang, J. W., [ST] streg
Venables, W., [R] esize Wang, Q., [R] ivregress, [TS] arima, [TS] newey
Verardi, V., [R] correlate, [R] ivregress, [R] lpoly, Wang, Y., [R] asmprobit
[R] rreg Wang, Z., [R] logistic postestimation, [R] lrtest,
Verbeek, M., [ME] me [R] stepwise, [ST] epitab
Verbeke, G., [ME] me, [ME] mecloglog, [ME] meglm, Ward, J. H., Jr., [MV] cluster, [MV] cluster linkage
[ME] melogit, [ME] menbreg, [ME] meologit, Ware, J. E., Jr., [MV] alpha, [MV] factor, [MV] factor
[ME] meoprobit, [ME] mepoisson, postestimation, [R] lincom, [R] mlogit,
[ME] meprobit, [ME] mixed, [MI] intro [R] mprobit, [R] mprobit postestimation,
substantive, [MI] mi impute, [XT] xtreg [R] predictnl, [R] slogit, [SEM] example 37g
postestimation Ware, J. H., [ME] me, [ME] meglm, [ME] melogit,
Verdurmen, J., [MV] mvtest [ME] meoprobit, [ME] mepoisson,
Vetterling, W. T., [D] functions, [G-2] graph twoway [ME] meqrlogit, [ME] meqrpoisson,
contour, [M-5] solvenl( ), [P] matrix symeigen, [ME] mixed, [ST] sts test
[R] dydx, [R] vwls, [TS] arch, [TS] arima Warren, K., [ST] epitab
Vidmar, S., [R] ameans, [ST] epitab Waterson, E. J., [R] binreg
Vigfusson, R. J., [TS] forecast solve Watson, G. S., [ I ] Glossary, [R] lpoly, [R] regress
Vinten-Johansen, P., [ST] epitab postestimation time series, [TS] prais,
Vittinghoff, E., [R] logistic, [ST] stcox, [TE] teffects [TS] Glossary
intro advanced Watson, M. W., [R] areg postestimation, [R] ivregress,
Vohr, B. R., [R] rocreg, [R] rocreg postestimation, [TS] time series, [TS] arch, [TS] dfactor,
[R] rocregplot [TS] dfgls, [TS] irf create, [TS] rolling,
Vollebergh, W. A. M., [MV] mvtest [TS] sspace, [TS] var intro, [TS] var, [TS] var
von Bortkiewicz, L., [R] poisson svar, [TS] vec intro, [TS] vec, [TS] vecrank,
von Eye, A., [R] correlate [XT] xtcloglog, [XT] xtlogit, [XT] xtologit,
Von Storch, H., [R] brier [XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit,
Vondráček, J., [R] correlate [XT] xtreg
Vuong, Q. H., [R] ivprobit, [R] zinb, [R] zip Weber, S., [R] correlate
Webster, A. D., [R] fp
Wedderburn, R. W. M., [R] glm, [XT] xtgee
Weeks, D. G., [ I ] Glossary, [SEM] estat framework
Author index 157
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 predict,
[D] sample, [MV] alpha, [MV] ca [R] meta, [R] simulate, [ST] sts test
postestimation, [MV] pca, [P] matrix White, K. J., [R] boxcox, [R] regress postestimation
define, [R] constraint, [R] hausman, time series
[R] ladder, [R] reg3, [R] regress, [R] regress White, P. O., [ I ] Glossary, [MV] rotate,
postestimation, [R] rologit, [R] simulate, [MV] rotatemat, [MV] Glossary
[R] suest, [R] sureg, [R] tabstat, [R] tabulate Whitehead, A., [XT] xtunitroot
twoway, [R] test, [R] tetrachoric, Whitehouse, E., [R] inequality
[SEM] Acknowledgments, [ST] stsplit,
Whitemore, G. A., [ST] stcox PH-assumption tests
[U] 20.25 References
Whitfield, J. W., [R] ranksum
Wei, L. J., [P] robust, [ST] stcox, [ST] stcrreg,
[SVY] svy estimation, [U] 20.25 References Whiting, P., [ME] melogit, [ME] meoprobit,
[ME] meqrlogit, [R] roccomp, [R] roctab
Wei, W. W. S., [ I ] Glossary, [TS] psdensity,
[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,
[ME] meologit, [ME] meoprobit, [XT] xtologit,
Weisberg, H. F., [R] summarize
[XT] xtoprobit
Weisberg, S., [R] boxcox, [R] regress, [R] regress
Whittaker, J. C., [D] functions, [MV] ca, [MV] factor,
postestimation
[MV] mca, [MV] pca
Weiss, J., [MV] mdsmat
Wichern, D. W., [MV] canon, [MV] discrim,
Weiss, M., [D] ds, [D] functions, [G-3] by option, [MV] discrim estat, [MV] discrim lda,
[R] estimates table, [U] 13.12 References [MV] discrim lda postestimation, [MV] mvtest,
Weisstein, E. W., [R] rocreg postestimation [MV] mvtest correlations, [MV] mvtest
Welch, B. L., [R] esize, [R] ttest covariances, [MV] mvtest means
Welch, K. B., [ME] mixed Wichura, M. J., [D] functions, [D] functions
Weller, S. C., [MV] ca Wickramaratne, P. J., [PSS] intro
Wellington, J. F., [R] qreg Widen, J. E., [R] rocreg, [R] rocreg postestimation,
Wells, K. B., [R] lincom, [R] mlogit, [R] mprobit, [R] rocregplot
[R] mprobit postestimation, [R] predictnl, Wieand, S., [R] rocreg, [R] rocreg postestimation
[R] slogit Wiesner, R. H., [ST] stcrreg
Welsch, R. E., [R] regress postestimation, Wiggins, V. L., [G-3] axis choice options,
[R] regress postestimation diagnostic plots, [ME] mixed, [R] regress postestimation,
[U] 18.14 References [R] regress postestimation time series,
Welsh, A. H., [R] bootstrap [SEM] sem, [TS] arch, [TS] arima, [TS] sspace
Welsh, D., [M-5] halton( ) Wilcox, D. W., [R] ivregress postestimation
Wernow, J. B., [D] destring Wilcox, R. R., [D] egen
West, B. T., [ME] mixed, [SVY] survey, [SVY] estat, Wilcoxon, F., [R] kwallis, [R] ranksum, [R] signrank,
[SVY] subpopulation estimation [ST] sts test
West, K. D., [R] glm, [R] gmm, [R] ivregress, Wilde, J., [R] gmm
[TS] newey, [TS] pperron, [XT] xtunitroot Wilk, M. B., [R] cumul, [R] diagnostic plots, [R] swilk
West, S., [ST] epitab Wilkinson, J. H., [P] matrix symeigen
West, S. G., [R] pcorr Wilkinson, L., [ST] sts
Westfall, R. S., [M-5] optimize( ) Wilks, D. S., [R] brier
Westlake, W. J., [R] pkequiv Wilks, S. S., [MV] canon, [MV] hotelling,
Weyl, H. K. H., [M-5] svd( ) [MV] manova
Wheaton, B., [SEM] example 9 Williams, B., [SVY] survey
Whelton, P. K., [PSS] intro Williams, B. K., [MV] discrim lda
White, H., [U] 20.21 Obtaining robust variance Williams, G. W., [PSS] intro
estimates Williams, R., [R] glm, [R] margins, [R] marginsplot,
White, H. L., Jr., [P] robust, [R] regress, [R] regress [R] ologit, [R] oprobit, [R] pcorr, [R] stepwise,
postestimation, [R] rocreg, [R] suest, [U] 20.25 References
[TS] newey, [TS] prais, [U] 20.25 References, Williams, T. O., Jr., [SEM] example 2
[XT] xtivreg Williams, W. T., [MV] cluster
Wilson, E. B., [MV] mvtest normality, [R] ci
Wilson, M., [ME] me, [MV] rotate
158 Author index
Wilson, S. R., [R] bootstrap Wright, P. G., [R] ivregress

Windmeijer, F., [R] gmm, [R] ivpoisson, [XT] xtabond, Wu, C. F. J., [R] qreg, [SVY] svy bootstrap,
[XT] xtdpd, [XT] xtdpdsys [SVY] variance estimation
Winer, B. J., [PSS] intro, [R] anova, [R] contrast, Wu, D.-M., [R] ivregress postestimation
[R] loneway, [R] oneway, [R] pwcompare Wu, N., [R] ivregress, [TS] arima, [TS] newey
Winkelmann, R., [ME] menbreg Wu, P. X., [XT] xtregar
Winsten, C. B., [TS] prais Wu, S., [XT] xtunitroot
Winter, N. J. G., [G-2] graph twoway scatter,
[P] levelsof, [SVY] survey
Winters, P. R., [TS] tssmooth, [TS] tssmooth
X
dexponential, [TS] tssmooth exponential, Xiao, T., [ST] stcox PH-assumption tests
[TS] tssmooth hwinters, [TS] tssmooth Xie, Y., [R] logit, [R] probit
shwinters Xu, J., [R] cloglog, [R] logistic, [R] logit, [R] mlogit,
Wish, M., [MV] mds, [MV] mdslong, [MV] mdsmat [R] ologit, [R] oprobit, [R] probit
Wittes, J., [ST] stpower
Wolfe, F., [D] ds, [R] correlate, [R] spearman
Wolfe, R., [R] ologit, [R] oprobit, [R] tabulate twoway
Y
Wolfinger, R. D., [ME] me Yang, K., [MV] mds
Wolfowitz, J., [TS] varwle Yang, M., [ME] me
Wolfram, S., [ME] meglm postestimation, Yang, Z., [R] poisson
[ME] meqrlogit postestimation, [ST] streg Yar, M., [TS] tssmooth, [TS] tssmooth dexponential,
Wolfson, C., [R] kappa [TS] tssmooth exponential, [TS] tssmooth
Wolk, A., [ST] epitab hwinters, [TS] tssmooth shwinters
Wolpin, K. I., [R] asmprobit Yates, F., [P] levelsof
Wolter, K. M., [SVY] survey, [SVY] svy brr, Yates, J. F., [R] brier
[SVY] variance estimation Yee, T. W., [R] slogit
Wong, S. P., [R] icc Yellott, J. I., Jr., [R] rologit
Wong, W. H., [MI] intro substantive, [MI] mi impute Yen, S., [ST] epitab
mvn Yen, W. M., [MV] alpha
Wood, A. M., [MI] intro substantive, [MI] mi Yeo, D., [SVY] svy bootstrap, [SVY] variance
estimate, [MI] mi estimate using, [MI] mi estimation
impute, [MI] mi impute chained, [MI] mi Yogo, M., [R] ivregress, [R] ivregress postestimation,
predict [XT] xthtaylor
Wood, F. S., [R] diagnostic plots Yoshioka, H., [R] logistic postestimation, [R] logit
Woodard, D. E., [MV] manova, [R] contrast postestimation
Wooldridge, J. M., [R] areg postestimation, [R] gmm, Young, F. W., [MV] mds, [MV] mdslong,
[R] heckoprobit, [R] intreg, [R] ivpoisson, [MV] mdsmat
[R] ivprobit, [R] ivregress, [R] ivregress Young, G., [MV] mds, [MV] mdslong, [MV] mdsmat
postestimation, [R] ivtobit, [R] margins, Ypma, T. J., [M-5] optimize( )
[R] margins, contrast, [R] qreg, [R] regress,
Yu, J., [MV] mvtest, [MV] mvtest means
[R] regress postestimation, [R] regress
postestimation time series, [R] tobit,
Yue, K., [SVY] svy bootstrap, [SVY] variance
estimation
[SEM] estat ginvariant, [SEM] estat mindices,
[SEM] estat scoretests, [SEM] methods and Yule, G. U., [MV] measure option
formulas for sem, [TE] etregress, [TE] teffects Yun, M.-S., [R] logistic postestimation, [R] logit
intro advanced, [TE] teffects aipw, [TE] teffects postestimation
multivalued, [TE] teffects ra, [TS] arch, Yung, W., [SVY] svy bootstrap, [SVY] variance
[TS] mgarch, [TS] mgarch dvech, [TS] prais, estimation
[XT] xt, [XT] xtcloglog, [XT] xtivreg,
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, Z
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg
Woolf, B., [ST] epitab Zabell, S. L., [R] kwallis
Working, H., [R] roccomp, [R] rocfit, [R] roctab Zakoian, J. M., [TS] arch
Wretman, J., [SVY] variance estimation Zamora, M., [R] heckoprobit, [R] heckprobit
Wright, D. B., [SEM] example 41g Zappasodi, P., [MV] manova
Wright, J. H., [R] ivregress, [R] ivregress Zavoina, W., [R] ologit
postestimation, [XT] xthtaylor Zeger, S. L., [ME] me, [ME] meglm, [ME] mixed,
Wright, J. T., [R] binreg [XT] xtcloglog, [XT] xtgee, [XT] xtlogit,
Wright, J. T., Jr, [PSS] intro [XT] xtnbreg, [XT] xtologit, [XT] xtoprobit,
[XT] xtpoisson, [XT] xtprobit
Author index 159
Zeh, J., [D] egen

Zelen, M., [R] ttest
Zellner, A., [R] frontier, [R] nlsur, [R] reg3, [R] sureg,
[TS] prais, [XT] xtfrontier
Zelterman, D., [R] tabulate twoway
Zhang, Z., [SEM] example 42g
Zhao, H., [ME] mecloglog, [ME] melogit,
[ME] meprobit
Zhao, L. P., [TE] teffects intro advanced, [XT] xtgee
Zheng, X., [R] gllamm
Zimmerman, F., [R] regress
Zirkler, B., [MV] mvtest, [MV] mvtest normality
Zubin, J., [MV] measure option
Zubkoff, M., [MV] alpha, [MV] factor, [MV] factor
postestimation, [R] lincom, [R] mlogit,
[R] mprobit, [R] mprobit postestimation,
[R] predictnl, [R] slogit, [SEM] example 37g
Zucchini, W., [R] rocreg
Zwiers, F. W., [R] brier
Zyphur, M. J., [SEM] example 42g
Subject index A
.a, .b, . . . , .z, see missing values

Aalen–Nelson cumulative hazard, see Nelson–Aalen
cumulative hazard
Symbols Abadie–Imbens robust standard errors, see robust,
Abadie–Imbens standard errors
! (not), see logical operators abbrev() function, [D] functions, [M-5] abbrev( )
!= (not equal), see relational operators abbreviations, [U] 11.1.1 varlist, [U] 11.2 Abbreviation
α, [PSS] intro, [PSS] GUI, [PSS] power, [PSS] power, rules, [U] 11.4 varlists
graph, [PSS] power, table, [PSS] power unabbreviating command names, [P] unabcmd
onemean, [PSS] power twomeans, [PSS] power unabbreviating variable list, [P] syntax, [P] unab
pairedmeans, [PSS] power oneproportion, abond, estat subcommand, [XT] xtabond
[PSS] power twoproportions, [PSS] power postestimation, [XT] xtdpd postestimation,
pairedproportions, [PSS] power onevariance, [XT] xtdpdsys postestimation
[PSS] power twovariances, [PSS] power aborting command execution, [U] 9 The Break key,
onecorrelation, [PSS] power twocorrelations, [U] 10 Keyboard use
[PSS] unbalanced designs, [PSS] Glossary about command, [R] about
β , [PSS] intro, [PSS] power, [PSS] power, graph, abs() function, [D] functions, [M-5] abs( )
[PSS] power, table, [PSS] power onemean, absolute value dissimilarity measure,
[PSS] power twomeans, [PSS] power [MV] measure option
pairedmeans, [PSS] power oneproportion, absolute value function, see abs() function
[PSS] power twoproportions, [PSS] power absorption in regression, [R] areg
pairedproportions, [PSS] power onevariance,
ac command, [TS] corrgram
[PSS] power twovariances, [PSS] power
onecorrelation, [PSS] power twocorrelations, accelerated failure-time model, [ST] streg,
[PSS] Glossary [ST] Glossary
δ , [PSS] intro, [PSS] GUI, [PSS] power, [PSS] power, acceptance region, [PSS] intro, [PSS] Glossary
graph, [PSS] power, table, [PSS] power Access, Microsoft, reading data from, [D] odbc,
onemean, [PSS] power twomeans, [PSS] power [U] 21.4 Transfer programs
pairedmeans, [PSS] power oneproportion, accrual period, [ST] stpower exponential, [ST] stpower
[PSS] power twoproportions, [PSS] power logrank, [ST] Glossary
pairedproportions, [PSS] power onevariance, accum, matrix subcommand, [P] matrix accum
[PSS] power twovariances, [PSS] power acos() function, [D] functions, [M-5] sin( )
onecorrelation, [PSS] power twocorrelations, acosh() function, [D] functions, [M-5] sin( )
[PSS] Glossary acprplot command, [R] regress postestimation
& (and), see logical operators diagnostic plots
* abbreviation character, see abbreviations actual
*, clear subcommand, [D] clear alpha, [PSS] Glossary, also see significance level,
* comment indicator, [P] comments actual
- abbreviation character, see abbreviations power, see power, actual
-> operator, [M-2] struct sample size, see sample size, actual
., class, [P] class significance level, see significance level, actual
/* */ comment delimiter, [M-2] comments, actuarial tables, see life tables
[P] comments adaptopt() option, see gsem option adaptopts()
// comment indicator, [M-2] comments, [P] comments add,
/// comment indicator, [P] comments irf subcommand, [TS] irf add
; delimiter, [P] #delimit mi subcommand, [MI] mi add
< (less than), see relational operators return subcommand, [P] return
<= (less than or equal), see relational operators add factor, [TS] Glossary
== (equality), see relational operators added lines, y=x, [G-2] graph twoway function
> (greater than), see relational operators addedlinestyle, [G-4] addedlinestyle
>= (greater than or equal), see relational operators added-variable plots, [G-2] graph other, [R] regress
? abbreviation characters, see abbreviations postestimation diagnostic plots
| (or), see logical operators addgroup, ssd subcommand, [SEM] ssd
~ (not), see logical operators adding
~ abbreviation character, see abbreviations fits, see fits, adding
~= (not equal), see relational operators lines, see lines, adding
100% sample, [SVY] Glossary text, see text, adding
161
162 Subject index
addition across aggregate

observations, [D] egen functions, [D] egen
variables, [D] egen statistics, dataset of, [D] collapse
addition operator, see arithmetic operators agreement, interrater, [R] kappa
addplot() option, [G-3] addplot option AIC, see Akaike information criterion
ADF, see asymptotic distribution free AIPW, see augmented inverse-probability weighting
adf, see sem option method() aipw, teffects subcommand, [TE] teffects aipw
adjoint matrix, [M-2] op transpose, [M-5] conj( ) Akaike information criterion, [R] BIC note, [R] estat,
adjugate matrix, [M-2] op transpose, [M-5] conj( ) [R] estat ic, [R] estimates stats, [R] glm,
adjust, forecast subcommand, [TS] forecast adjust [R] lrtest, [SEM] estat gof, [SEM] example 4,
adjusted [SEM] methods and formulas for sem,
Kaplan–Meier survivor function, [ST] sts [ST] streg
margins, [R] margins, [R] marginsplot algebraic expressions, functions, and operators,
[P] matrix define, [U] 13 Functions and
means, [R] contrast, [R] margins, [R] marginsplot
expressions
partial residual plot, [R] regress postestimation
alignment of text, [G-3] textbox options
diagnostic plots
alignmentstyle, [G-4] alignmentstyle
administrative censoring, [ST] Glossary
all, [U] 11.1.1 varlist
ado
all macro extended function, [P] macro
command, [R] net
all() function, [M-5] all( )
describe command, [R] net
all, clear subcommand, [D] clear
dir command, [R] net
all, update subcommand, [R] update
uninstall command, [R] net
allmissing option, see sem option allmissing
.ado file, [U] 11.6 Filenaming conventions
allocation ratio, [PSS] intro, [PSS] power twomeans,
ado, clear subcommand, [D] clear
[PSS] power twoproportions, [PSS] power
ado, view subcommand, [R] view twovariances, [PSS] power twocorrelations,
ado d, view subcommand, [R] view [PSS] unbalanced designs, [PSS] Glossary
ado-files, [M-1] ado, [P] sysdir, [P] version, allof() function, [M-5] all( )
[U] 3.5 The Stata Journal, [U] 17 Ado-files, alpha, see α
[U] 18.11 Ado-files
alpha coefficient, Cronbach’s, [MV] alpha
adding comments to, [P] comments
alpha command, [MV] alpha
debugging, [P] trace
alphabetizing
downloading, see files, downloading
observations, [D] gsort, [D] sort
editing, [R] doedit
variable names, [D] order
installing, [R] net, [R] sj, [R] ssc, [U] 17.6 How do
variables, [D] sort
I install an addition?
alphanumeric variables, see string variables, parsing, see
location of, [R] which, [U] 17.5 Where does Stata
string variables
look for ado-files?
alternative
long lines, [P] #delimit, [U] 18.11.2 Comments and
long lines in ado-files correlation, [PSS] intro, [PSS] power, [PSS] power
onecorrelation
official, [R] update, [U] 28 Using the Internet to
keep up to date hypothesis, see null hypothesis and alternative
hypothesis
searching for, [R] search, [R] ssc
mean, [PSS] intro, [PSS] GUI, [PSS] power,
updating user-written, [R] adoupdate
[PSS] power, graph, [PSS] power, table,
ado-path, [M-5] adosubdir( ) [PSS] power onemean, [PSS] unbalanced
adopath, [P] sysdir, [U] 17.5 Where does Stata look designs
for ado-files? mean difference, [PSS] intro, [PSS] power,
+ command, [P] sysdir [PSS] power pairedmeans
++ command, [P] sysdir parameter, see alternative value
- command, [P] sysdir proportion, [PSS] intro, [PSS] power, [PSS] power
adosize, set subcommand, [P] sysdir, [R] set, oneproportion
[U] 18.11 Ado-files scenarios, [TS] forecast, [TS] forecast adjust,
adosubdir macro extended function, [P] macro [TS] forecast clear, [TS] forecast coefvector,
adosubdir() function, [M-5] adosubdir( ) [TS] forecast create, [TS] forecast describe,
adoupdate command, [R] adoupdate [TS] forecast drop, [TS] forecast estimates,
AFT, see accelerated failure-time model [TS] forecast exogenous, [TS] forecast
agglomerative hierarchical clustering methods, identity, [TS] forecast list, [TS] forecast query,
[MV] cluster, [MV] clustermat, [MV] cluster [TS] forecast solve
linkage, [MV] Glossary space, [PSS] intro
Subject index 163
alternative, continued A-PARCH, see asymmetric power autoregressive

standard deviation, [PSS] intro, [PSS] power, conditional heteroskedasticity
[PSS] power onevariance append command, [D] append, [U] 22 Combining
value, [PSS] Glossary, also see postulated value datasets
variance, [PSS] intro, [PSS] power, [PSS] power append variable, [D] append
onevariance append, mi subcommand, [MI] mi append
alternative-specific appending data, [D] append, [MI] mi append,
conditional logit (McFadden’s choice) model, [U] 22 Combining datasets
[R] asclogit appending rows and columns to matrix, [P] matrix
multinomial probit regression, [R] asmprobit define
rank-ordered probit regression, [R] asroprobit apply recording, [G-2] graph play
alternatives, estat subcommand, [R] asclogit approximating Euclidean distances, [MV] mds
postestimation, [R] asmprobit postestimation, postestimation
[R] asroprobit postestimation, [R] nlogit AR, see autoregressive
postestimation arbitrary pattern of missing values, [MI] mi impute
ameans command, [R] ameans chained, [MI] mi impute mvn, [MI] Glossary,
analysis of covariance, [R] anova also see pattern of missingness
analysis of variance, [R] anova, [R] contrast, [R] icc, arccosine, arcsine, and arctangent functions,
[R] loneway, [R] oneway [D] functions
Kruskal–Wallis, [R] kwallis ARCH, see autoregressive conditional heteroskedasticity
plots, [R] marginsplot arch command, [TS] arch, [TS] arch postestimation
repeated measures, [R] anova ARCH effects, testing for, [R] regress postestimation
analysis step, [MI] intro substantive, [MI] mi estimate, time series
also see estimation archlm, estat subcommand, [R] regress
analysis time, [ST] Glossary postestimation time series
analysis-of-variance test of normality, [R] swilk area under the curve, [R] lroc, also see pharmacokinetic
analytic weight, [U] 11.1.6 weight, data, also see receiver operating characteristic
[U] 20.23.2 Analytic weights analysis
anchoring, see constraints, normalization area, graph twoway subcommand, [G-2] graph
ANCOVA, see analysis of covariance twoway area
and operator, [U] 13.2.4 Logical operators areas, [G-4] colorstyle, also see fill, areas, dimming and
brightening, also see fill, color, setting
Anderberg coefficient similarity measure,
[MV] measure option areastyle, [G-4] areastyle
angle of text, [G-4] anglestyle areg command, [R] areg, [R] areg postestimation
anglestyle, [G-4] anglestyle Arellano–Bond, [XT] xtdpd, [XT] xtdpdsys
angular similarity measure, [MV] measure option estimator, [XT] xtabond, [XT] Glossary
ANOVA, see analysis of variance Arellano–Bover estimator, [XT] xtdpd, [XT] xtdpdsys
anova command, [R] anova, [R] anova postestimation ARFIMA, see autoregressive fractionally integrated
moving-average model
anova, estat subcommand, [MV] discrim lda
postestimation arfima command, [TS] arfima, [TS] arfima
postestimation
Anscombe residual, [ME] mecloglog postestimation,
[ME] meglm postestimation, [ME] melogit arg() function, [M-5] sin( )
postestimation, [ME] menbreg postestimation, args command, [P] syntax
[ME] mepoisson postestimation, [ME] meprobit args() function, [M-5] args( )
postestimation, [ME] meqrlogit postestimation, arguments,
[ME] meqrpoisson postestimation program, [M-2] declarations, [M-6] Glossary
anti, estat subcommand, [MV] factor values returned in, [M-1] returnedargs
postestimation, [MV] pca postestimation varying number, [M-2] optargs, [M-5] args( )
anti-image ARIMA, see autoregressive integrated moving-average
correlation matrix, [MV] factor postestimation, model
[MV] pca postestimation, [MV] Glossary arima command, [TS] arima, [TS] arima
covariance matrix, [MV] factor postestimation, postestimation
[MV] pca postestimation, [MV] Glossary arithmetic operators, [M-2] op arith, [M-2] op colon,
any() function, [M-5] all( ) [P] matrix define, [U] 13.2.1 Arithmetic
anycount(), egen function, [D] egen operators
anymatch(), egen function, [D] egen ARMA, see autoregressive moving average
anyof() function, [M-5] all( ) ARMAX, see autoregressive moving average with
anyvalue(), egen function, [D] egen exogenous inputs
array, [M-6] Glossary
164 Subject index
arrays, class, [P] class asyvars option, [G-2] graph bar, [G-2] graph box,
.Arrdropall built-in class modifier, [P] class [G-2] graph dot
.Arrdropel built-in class modifier, [P] class at risk, [ST] Glossary
.arrindexof built-in class function, [P] class atan() function, [D] functions, [M-5] sin( )
.arrnels built-in class function, [P] class atan2() function, [D] functions, [M-5] sin( )
arrows, [G-2] graph twoway pcarrow atanh() function, [D] functions, [M-5] sin( )
.Arrpop built-in class modifier, [P] class ATE, see average treatment effect
.Arrpush built-in class modifier, [P] class ATE and ATET, comparing, [TE] teffects intro
as error, display directive, [P] display advanced, also see average treatment effect on
as input, display directive, [P] display treated, also see average treatment effect
as result, display directive, [P] display ATET, see average treatment effect on treated
as text, display directive, [P] display at-risk table, [ST] sts graph
as txt, display directive, [P] display attributable fraction, [ST] epitab, [ST] Glossary
asarray() function, [M-5] asarray( ) attributable proportion, [ST] epitab
asarray contains() function, [M-5] asarray( ) AUC, also see area under the curve
asarray contents() function, [M-5] asarray( ) augmented
asarray create() function, [M-5] asarray( ) component-plus-residual plot, [R] regress
asarray elements() function, [M-5] asarray( ) postestimation diagnostic plots
asarray first() function, [M-5] asarray( ) inverse-probability weighting, [TE] teffects intro,
[TE] teffects intro advanced, [TE] teffects aipw,
asarray key() function, [M-5] asarray( )
[TE] Glossary
asarray keys() function, [M-5] asarray( )
partial residual plot, [R] regress postestimation
asarray next() function, [M-5] asarray( ) diagnostic plots
asarray notfound() function, [M-5] asarray( ) regression, see imputation, perfect prediction
asarray remove() function, [M-5] asarray( ) Author Support Program, [U] 3.8.2 For authors
ascategory() option, [G-2] graph bar, [G-2] graph auto.dta, [U] 1.2.2 Example datasets
box, [G-2] graph dot
autocode() function, [D] functions,
ASCII codes, [M-5] ascii( ) [U] 25.1.2 Converting continuous variables to
ASCII text files, writing and reading, [P] file categorical variables
ascii() function, [M-5] ascii( ) autocorrelation, [R] regress postestimation time
asclogit command, [R] asclogit, [R] asclogit series, [TS] arch, [TS] arfima, [TS] arima,
postestimation [TS] corrgram, [TS] dfactor, [TS] newey,
asin() function, [D] functions, [M-5] sin( ) [TS] prais, [TS] psdensity, [TS] sspace,
asinh() function, [D] functions, [M-5] sin( ) [TS] ucm, [TS] var, [TS] varlmar,
asis print color mapping, [G-2] set printcolor [TS] Glossary, also see HAC variance estimate
asis, display directive, [P] display dynamic model, [XT] xtabond, [XT] xtdpd,
asmprobit command, [R] asmprobit, [R] asmprobit [XT] xtdpdsys
postestimation residual, [XT] xtgee, [XT] xtgls, [XT] xtpcse,
aspect ratio, [G-3] aspect option [XT] xtregar
changing, [G-2] graph display test, [XT] xtabond, [XT] xtabond postestimation,
controlling, [G-2] graph combine [XT] xtdpd postestimation, [XT] xtdpdsys,
asroprobit command, [R] asroprobit, [R] asroprobit [XT] xtdpdsys postestimation
postestimation automatic print color mapping, [G-2] set printcolor
assert command, [D] assert Automation, [P] automation
assert() function, [M-5] assert( ) autoregressive, [TS] arch, [TS] arfima, [TS] arima,
asserteq() function, [M-5] assert( ) [TS] dfactor, [TS] sspace, [TS] ucm
assignment operator, [M-2] op assignment conditional heteroskedasticity
assignment, class, [P] class effects, [TS] arch
association test, [R] correlate, [R] spearman, model, [TS] arch, [TS] arch postestimation,
[R] tabulate twoway, [R] tetrachoric, [TS] Glossary, also see multivariate GARCH
[ST] epitab, [SVY] svy: tabulate twoway test, [R] regress postestimation time series
association, measures of, [R] tabulate twoway fractionally integrated moving-average model,
associative arrays, [M-5] asarray( ) [TS] arfima, [TS] arfima postestimation,
asymmetric power autoregressive conditional [TS] psdensity, [TS] Glossary
heteroskedasticity, [TS] arch integrated moving-average model, [TS] arima,
asymmetry, see skewness [TS] arima postestimation, [TS] psdensity,
[TS] Glossary
asymptotic distribution free, [SEM] intro 4,
[SEM] methods and formulas for sem, model, [TS] dfactor, [TS] psdensity, [TS] sspace,
[SEM] Glossary [TS] ucm
Subject index 165
autoregressive, continued axis, continued

moving average, [TS] arch, [TS] arfima, titling, [G-3] axis options,
[TS] arima, [TS] sspace, [TS] ucm, [G-3] axis title options
[TS] Glossary suppressing, [G-3] axis title options
moving average with exogenous inputs, [TS] arfima, axisstyle, [G-4] axisstyle
[TS] arima, [TS] dfactor, [TS] sspace,
[TS] ucm, [TS] Glossary B
process, [TS] Glossary, [XT] xtabond, [XT] xtdpd,
[XT] xtdpdsys, [XT] Glossary b[], [U] 13.5 Accessing coefficients and standard
autotabgraphs, set subcommand, [R] set errors
available area, [G-3] region options b() function, [D] functions
available-case analysis, [MI] intro substantive b1title() option, [G-3] title options
average b2title() option, [G-3] title options
marginal effects, [R] margins, [R] marginsplot backed up message, [R] maximize
partial effects (APEs), [R] margins, [R] marginsplot background color, [G-4] schemes intro
predictions, [R] margins, [R] marginsplot setting, [G-3] region options
RVI, [MI] mi estimate, [MI] Glossary balanced
treatment effect, [TE] teffects intro, [TE] teffects data, [XT] Glossary
intro advanced, [TE] teffects aipw, [TE] teffects design, [PSS] intro, [PSS] power twomeans,
ipw, [TE] teffects ipwra, [TE] teffects [PSS] power twoproportions, [PSS] power
multivalued, [TE] teffects nnmatch, twovariances, [PSS] power twocorrelations,
[TE] teffects psmatch, [TE] teffects ra, [PSS] unbalanced designs, [PSS] Glossary
[TE] Glossary repeated replication, [SVY] brr options,
treatment effect on treated, [TE] teffects intro, [SVY] svy brr, [SVY] variance estimation,
[TE] teffects intro advanced, [TE] teffects ipw, [SVY] Glossary
[TE] teffects ipwra, [TE] teffects multivalued, repeated replication standard errors, [SVY] svy brr,
[TE] teffects nnmatch, [TE] teffects psmatch, [SVY] variance estimation
[TE] teffects ra, [TE] Glossary band-pass filters, [TS] tsfilter bk, [TS] tsfilter cf,
averagelinkage, [TS] Glossary
cluster subcommand, [MV] cluster linkage bar
clustermat subcommand, [MV] cluster linkage graph subcommand, [G-2] graph bar
average-linkage clustering, [MV] cluster, graph twoway subcommand, [G-2] graph twoway
[MV] clustermat, [MV] cluster linkage, bar
[MV] Glossary bar charts, [G-2] graph bar
averages, see means barbsize option, [G-2] graph twoway pcarrow
avplot and avplots commands, [R] regress barlook options, [G-3] barlook options
postestimation diagnostic plots bars
[aweight=exp] modifier, [U] 11.1.6 weight, labeling, [G-3] blabel option
[U] 20.23.2 Analytic weights look of, [G-3] barlook options
axes Bartlett scoring, [MV] factor postestimation
multiple scales, [G-3] axis choice options Bartlett’s
setting offset between and plot region, bands, [TS] corrgram
[G-3] region options periodogram test, [TS] wntestb
suppressing, [G-3] axis scale options test for equal variances, [R] oneway
axis base conversion, [M-5] inbase( )
labeling, [G-3] axis label options, BASE directory, [P] sysdir, [U] 17.5 Where does Stata
[G-3] axis options look for ado-files?
line, look of, [G-3] axis scale options, base level, [U] 11.4.3 Factor variables
[G-3] cat axis label options,
base plottypes, [G-3] advanced options
[G-3] cat axis line options
base, fvset subcommand, [R] fvset
log, [G-3] axis scale options
baseline, [ST] Glossary
overall look, [G-4] axisstyle
baseline comparisons, [SEM] estat gof,
range, [G-3] axis scale options
[SEM] example 4
reversed, [G-3] axis scale options
baseline dataset, [ST] stbase
scale, [G-3] axis options,
baseline hazard and survivor functions, [ST] stcox,
[G-3] axis scale options
[ST] stcox PH-assumption tests, [ST] stcrreg
selection of, [G-3] axis choice options
baseline model, [SEM] estat gof, [SEM] example 4,
suppressing, [G-3] axis scale options [SEM] methods and formulas for sem,
ticking, [G-3] axis label options [SEM] Glossary
166 Subject index
baseline suboption, [G-4] alignmentstyle Bickenböller test statistic, [R] symmetry

baseopts option, see sem option baseopts() bin() option, [G-2] graph twoway histogram
basis, orthonormal, [P] matrix svd binary files, writing and reading, [P] file
Battese–Coelli parameterization, [XT] xtfrontier binary I/O, [M-5] bufio( )
Baxter–King filter, [TS] tsfilter, [TS] tsfilter bk binary operator, [M-6] Glossary
Bayes’ theorem, [MV] Glossary binary outcome model, [PSS] intro, [PSS] GUI,
Bayesian concepts, [MI] intro substantive [PSS] power, [PSS] power oneproportion,
Bayesian information criterion, [R] BIC note, [R] estat, [PSS] power twoproportions, [PSS] power
[R] estat ic, [R] estimates stats, [R] glm, pairedproportions, [SEM] intro 5,
[R] lrtest, [SEM] estat gof, [SEM] example 4, [SEM] example 27g, [SEM] example 28g,
[SEM] methods and formulas for sem [SEM] example 29g, [SEM] example 30g,
bcal [SEM] example 31g, [SEM] example 32g,
check command, [D] bcal [SEM] example 33g, [SEM] example 34g, also
see outcomes, binary
create command, [D] bcal
binary variable imputation, see imputation, binary
describe command, [D] bcal
binomial
dir command, [D] bcal
distribution,
load command, [D] bcal
confidence intervals, [R] ci
bcskew0 command, [R] lnskew0
cumulative, [D] functions
Bentler–Raykov squared multiple-correlation coefficient,
[SEM] estat eqgof inverse cumulative, [D] functions
Bentler–Weeks matrices, [SEM] intro 7, [SEM] estat inverse reverse cumulative, [D] functions
framework, [SEM] example 11, [SEM] Glossary reverse cumulative, [D] functions
Bentler’s invariant pattern simplicity rotation, family regression, [R] binreg
[MV] rotate, [MV] rotatemat, [MV] Glossary probability mass function, [D] functions
Berndt–Hall–Hall–Hausman algorithm, probability test, [R] bitest
[M-5] moptimize( ), [M-5] optimize( ), [R] ml test, [PSS] power oneproportion, [PSS] Glossary
beta, see β binomial() function, [D] functions, [M-5] normal( )
coefficients, [R] regress binomialp() function, [D] functions, [M-5] normal( )
density, binomialtail() function, [D] functions,
central, [D] functions [M-5] normal( )
noncentral, [D] functions binormal() function, [D] functions, [M-5] normal( )
distribution, binreg command, [R] binreg, [R] binreg
cumulative, [D] functions postestimation
cumulative noncentral, [D] functions bioequivalence test, [R] pk, [R] pkequiv
inverse cumulative, [D] functions biopharmaceutical data, see pharmacokinetic data
inverse cumulative noncentral, [D] functions biplot, [MV] biplot, [MV] ca postestimation plots,
inverse reverse cumulative, [D] functions [MV] Glossary
reverse cumulative, [D] functions biplot command, [MV] biplot
function biprobit command, [R] biprobit, [R] biprobit
postestimation
complement to incomplete, [D] functions
biquartimax rotation, [MV] rotate, [MV] rotatemat,
incomplete, [D] functions, [M-5] normal( )
[MV] Glossary
betaden() function, [D] functions, [M-5] normal( )
biquartimin rotation, [MV] rotate, [MV] rotatemat,
between estimators, [XT] xtivreg, [XT] xtreg, [MV] Glossary
[XT] Glossary
bisection method, see iteration, bisection method
between matrix, [MV] Glossary
bitest and bitesti commands, [R] bitest
between-cell means and variances, [XT] xtdescribe,
bitmap, [G-3] png options, [G-3] tif options
[XT] xtsum
bivariate normal function, [D] functions
between-imputation variability, [MI] mi estimate,
[MI] mi predict bivariate probit regression, [R] biprobit, [SVY] svy
estimation
BFGS algorithm, see Broyden–Fletcher–Goldfarb–
Shanno algorithm biweight kernel function, [R] kdensity, [R] lpoly,
[R] qreg, [TE] teffects overlap
bgodfrey, estat subcommand, [R] regress
postestimation time series biweight regression estimates, [R] rreg
BHHH algorithm, see Berndt–Hall–Hall–Hausman biyearly() function, [U] 25 Working with
algorithm categorical data and factor variables
bias corrected and accelerated, [R] bootstrap bk, tsfilter subcommand, [TS] tsfilter bk
postestimation, [R] bstat blanks, removing from strings, [D] functions
BIC, see Bayesian information criterion block diagonal covariance, [MV] mvtest covariances
Subject index 167
block diagonal matrix, [M-5] blockdiag( ) breakkeyreset() function, [M-5] setbreakintr( )

block exogeneity, [TS] vargranger Breitung test, [XT] xtunitroot
blockdiag() function, [M-5] blockdiag( ) breitung, xtunitroot subcommand, [XT] xtunitroot
blog, see Stata Blog Breusch–Godfrey test, [R] regress postestimation time
blogit command, [R] glogit, [R] glogit postestimation series
Blundell–Bond estimator, [XT] xtdpd, [XT] xtdpdsys Breusch–Pagan Lagrange multiplier test, [XT] xtreg
BLUPs, [ME] me, [ME] mixed, [ME] mixed postestimation
postestimation, [ME] Glossary Breusch–Pagan test, [MV] mvreg, [R] sureg
bofd() function, [D] datetime business calendars, Breusch–Pagan/Cook–Weisberg test for
[D] functions, [M-5] date( ) heteroskedasticity, [R] regress postestimation
bold font, [G-4] text brier command, [R] brier
Bonferroni’s multiple-comparison adjustment, see Brier score decomposition, [R] brier
multiple comparisons, Bonferroni’s method broad type, [M-6] Glossary
bootstrap, [SEM] Glossary browse command, [D] edit
estimation, [SVY] bootstrap options, [SVY] svy browse, view subcommand, [R] view
bootstrap, [SVY] variance estimation, Broyden–Fletcher–Goldfarb–Shanno algorithm,
[SVY] Glossary [M-5] moptimize( ), [M-5] optimize( ), [R] ml
sampling and estimation, [P] postfile, [R] bootstrap, Broyden–Powell method, [M-5] solvenl( )
[R] bsample, [R] bstat, [R] qreg, [R] rocreg, BRR, see balanced repeated replication
[R] simulate brr options, [SVY] brr options
standard errors, [R] vce option, [SVY] svy bsample command, [R] bsample
bootstrap, [SVY] variance estimation, bsqreg command, [R] qreg, [R] qreg postestimation
[XT] vce options
bstat command, [R] bstat
bootstrap prefix command, [R] bootstrap,
bstyle() option, [G-3] barlook options
[R] bootstrap postestimation
bufbfmtisnum() function, [M-5] bufio( )
bootstrap, estat subcommand, [R] bootstrap
postestimation bufbfmtlen() function, [M-5] bufio( )
bootstrap options, [SVY] bootstrap options bufbyteorder() function, [M-5] bufio( )
border around plot region, suppressing, buffered I/O, [M-5] bufio( )
[G-3] region options bufget() function, [M-5] bufio( )
borders bufio() function, [M-5] bufio( )
misplacement of, [G-3] added text options bufmissingvalue() function, [M-5] bufio( )
suppressing, [G-4] linestyle bufput() function, [M-5] bufio( )
suppressing around plot region, build, ssd subcommand, [SEM] ssd
[G-3] region options Builder (GUI), [SEM] Glossary
Boston College archive, see Statistical Software building a graph, [G-1] graph intro
Components archive built-in variables, [U] 11.3 Naming conventions,
bottom suboption, [G-4] alignmentstyle [U] 13.4 System variables ( variables)
boundary kernel, [ST] Glossary built-in, class, [P] class
boundary solution, [MV] Glossary bullet symbol, [G-4] text
Box–Cox burn-between period, [MI] mi impute, [MI] mi impute
power transformations, [R] lnskew0 chained, [MI] mi impute mvn, [MI] Glossary
regression, [R] boxcox burn-in period, [MI] mi impute, [MI] mi impute
Box M test, [MV] mvtest covariances chained, [MI] mi impute mvn, [MI] Glossary
box plots, [G-2] graph box business calendars, [D] bcal, [D] datetime
business calendars, [D] datetime business
box, graph subcommand, [G-2] graph box
calendars creation, [M-5] date( ), [TS] intro,
boxcox command, [R] boxcox, [R] boxcox [U] 24.7 Business dates and calendars
postestimation
business dates, see business calendars
Box’s conservative epsilon, [R] anova
Butterworth filter, [TS] tsfilter, [TS] tsfilter bw
bprobit command, [R] glogit, [R] glogit
bw, tsfilter subcommand, [TS] tsfilter bw
postestimation
by varlist: prefix, [D] by, [P] byable, [U] 11.5 by
break, [M-2] break
varlist: construct, [U] 13.7 Explicit
break command, [P] break subscripting, [U] 27.2 The by construct
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( ) byable(), [P] byable
168 Subject index
by-graphs, look of, [G-4] bystyle c(httpproxy) c-class value, [P] creturn
by-groups, [D] by, [D] statsby, [P] byable, [U] 11.5 by c(httpproxyauth) c-class value, [P] creturn
varlist: construct c(httpproxyhost) c-class value, [P] creturn
byindex() function, [P] byable c(httpproxyport) c-class value, [P] creturn
bylastcall() function, [P] byable c(httpproxypw) c-class value, [P] creturn
byn1() function, [P] byable c(httpproxyuser) c-class value, [P] creturn
byn2() function, [P] byable c(include bitmap) c-class value, [P] creturn
bysort varlist: prefix, [D] by c(k) c-class value, [P] creturn
bystyle, [G-4] bystyle c(level) c-class value, [P] creturn
byte, [D] data types c(linegap) c-class value, [P] creturn
byte (storage type), [U] 12.2.2 Numeric storage types c(linesize) c-class value, [P] creturn
byteorder() function, [D] functions, c(locksplitters) c-class value, [P] creturn
[M-5] byteorder( ) c(logtype) c-class value, [P] creturn
c(lstretch) c-class value, [P] creturn
c(machine type) c-class value, [P] creturn
C c(macrolen) c-class value, [P] creturn
C() function, [M-5] C( ) c(matacache) c-class value, [P] creturn
c() function, [M-5] c( ) c(matafavor) c-class value, [P] creturn
c() pseudofunction, [D] functions c(matalibs) c-class value, [P] creturn
c(adopath) c-class value, [P] creturn, [P] sysdir c(matalnum) c-class value, [P] creturn
c(adosize) c-class value, [P] creturn, [P] sysdir c(matamofirst) c-class value, [P] creturn
c(ALPHA) c-class value, [P] creturn c(mataoptimize) c-class value, [P] creturn
c(alpha) c-class value, [P] creturn c(matastrict) c-class value, [P] creturn
c(autotabgraphs) c-class value, [P] creturn c(matsize) c-class value, [P] creturn
c(bit) c-class value, [P] creturn c(maxbyte) c-class value, [P] creturn
c(born date) c-class value, [P] creturn c(max cmdlen) c-class value, [P] creturn
c(byteorder) c-class value, [P] creturn c(maxdb) c-class value, [P] creturn
c(cformat) c-class value, [P] creturn, [R] set cformat c(maxdouble) c-class value, [P] creturn
c(changed) c-class value, [P] creturn c(maxfloat) c-class value, [P] creturn
c(charset) c-class value, [P] creturn c(maxint) c-class value, [P] creturn
c(checksum) c-class value, [D] checksum, [P] creturn c(maxiter) c-class value, [P] creturn
c(cmdlen) c-class value, [P] creturn c(max k theory) c-class value, [P] creturn
c(coeftabresults) c-class value, [P] creturn c(maxlong) c-class value, [P] creturn
c(console) c-class value, [P] creturn c(max macrolen) c-class value, [P] creturn
c(copycolor) c-class value, [P] creturn c(max matsize) c-class value, [P] creturn
c(current date) c-class value, [P] creturn c(max memory) c-class value, [D] memory,
c(current time) c-class value, [P] creturn [P] creturn
c(dirsep) c-class value, [P] creturn c(max N theory) c-class value, [P] creturn
c(dockable) c-class value, [P] creturn c(maxstrlvarlen) c-class value, [P] creturn
c(dockingguides) c-class value, [P] creturn c(maxstrvarlen) c-class value, [P] creturn
c(doublebuffer) c-class value, [P] creturn c(maxvar) c-class value, [D] memory, [P] creturn
c(dp) c-class value, [D] format, [P] creturn c(maxvlabellen) c-class value, [P] creturn
c(emptycells) c-class value, [P] creturn c(max width theory) c-class value, [P] creturn
c(eolchar) c-class value, [P] creturn c(memory) c-class value, [P] creturn
c(epsdouble) c-class value, [P] creturn c(minbyte) c-class value, [P] creturn
c(epsfloat) c-class value, [P] creturn c(mindouble) c-class value, [P] creturn
c(eqlen) c-class value, [P] creturn c(minfloat) c-class value, [P] creturn
c(fastscroll) c-class value, [P] creturn c(minint) c-class value, [P] creturn
c(filedate) c-class value, [P] creturn c(minlong) c-class value, [P] creturn
c(filename) c-class value, [P] creturn c(min matsize) c-class value, [P] creturn
c(flavor) c-class value, [P] creturn c(min memory) c-class value, [D] memory,
c(fvlabel) c-class value, [P] creturn [P] creturn
c(fvwrap) c-class value, [P] creturn c(mode) c-class value, [P] creturn
c(fvwrapon) c-class value, [P] creturn c(Mons) c-class value, [P] creturn
c(graphics) c-class value, [P] creturn c(Months) c-class value, [P] creturn
c(haverdir) c-class value, [P] creturn c(more) c-class value, [P] creturn, [P] more
c(hostname) c-class value, [P] creturn c(MP) c-class value, [P] creturn
Subject index 169
c(N) c-class value, [P] creturn c(tracehilite) c-class value, [P] creturn, [P] trace
c(namelen) c-class value, [P] creturn c(traceindent) c-class value, [P] creturn, [P] trace
c(niceness) c-class value, [D] memory, [P] creturn c(tracenumber) c-class value, [P] creturn, [P] trace
c(noisily) c-class value, [P] creturn c(tracesep) c-class value, [P] creturn, [P] trace
c(notifyuser) c-class value, [P] creturn c(type) c-class value, [D] generate, [P] creturn
c(odbcmgr) c-class value, [P] creturn c(update interval) c-class value, [P] creturn
c(os) c-class value, [P] creturn c(update prompt) c-class value, [P] creturn
c(osdtl) c-class value, [P] creturn c(update query) c-class value, [P] creturn
c(pagesize) c-class value, [P] creturn c(username) c-class value, [P] creturn
c(pformat) c-class value, [P] creturn, [R] set cformat c(varabbrev) c-class value, [P] creturn
c(pi) c-class value, [P] creturn c(varkeyboard) c-class value, [P] creturn
c(pinnable) c-class value, [P] creturn c(version) c-class value, [P] creturn, [P] version
c(playsnd) c-class value, [P] creturn c(version rng) c-class value, [P] creturn
c(printcolor) c-class value, [P] creturn c(Wdays) c-class value, [P] creturn
c(processors) c-class value, [P] creturn c(Weekdays) c-class value, [P] creturn
c(processors lic) c-class value, [P] creturn c(width) c-class value, [P] creturn
c(processors mach) c-class value, [P] creturn C charts, [G-2] graph other
c(processors max) c-class value, [P] creturn CA, see correspondence analysis
c(pwd) c-class value, [P] creturn ca command, [MV] ca, [MV] ca postestimation,
c(rc) c-class value, [P] capture, [P] creturn [MV] ca postestimation plots
c(reventries) c-class value, [P] creturn cabiplot command, [MV] ca postestimation plots
c(revkeyboard) c-class value, [P] creturn calculator, [R] display
c(rmsg) c-class value, [P] creturn, [P] rmsg calendars, [D] bcal, [D] datetime business calendars,
c(rmsg time) c-class value, [P] creturn [D] datetime business calendars creation,
c(scheme) c-class value, [P] creturn [TS] intro
c(scrollbufsize) c-class value, [P] creturn Caliński and Harabasz index stopping rules,
c(SE) c-class value, [P] creturn [MV] cluster stop
c(searchdefault) c-class value, [P] creturn caller() pseudofunction, [D] functions
c(seed) c-class value, [P] creturn, [R] set emptycells, callersversion() function, [M-5] callersversion( )
[R] set seed camat command, [MV] ca, [MV] ca postestimation,
c(segmentsize) c-class value, [D] memory, [MV] ca postestimation plots
[P] creturn Canberra dissimilarity measure, [MV] measure option
c(sformat) c-class value, [P] creturn, [R] set cformat candisc command, [MV] candisc, [MV] discrim estat,
c(showbaselevels) c-class value, [P] creturn, [R] set [MV] discrim qda postestimation
showbaselevels canon command, [MV] canon, [MV] canon
c(showemptycells) c-class value, [P] creturn, [R] set postestimation
showbaselevels canonical
c(showomitted) c-class value, [P] creturn, [R] set correlation analysis, [MV] Glossary
showbaselevels correlations, [MV] canon, [MV] canon
c(smallestdouble) c-class value, [P] creturn postestimation
c(smoothfonts) c-class value, [P] creturn discriminant analysis, [MV] candisc, [MV] Glossary
c(stata version) c-class value, [P] creturn link, [ME] meglm, [ME] Glossary, [XT] Glossary
c(sysdir base) c-class value, [P] creturn, [P] sysdir loadings, [MV] canon, [MV] canon postestimation,
c(sysdir oldplace) c-class value, [P] creturn, [MV] Glossary
[P] sysdir variate set, [MV] canon, [MV] canon
c(sysdir personal) c-class value, [P] creturn, postestimation, [MV] Glossary
[P] sysdir canontest, estat subcommand, [MV] discrim lda
c(sysdir plus) c-class value, [P] creturn, [P] sysdir postestimation
c(sysdir site) c-class value, [P] creturn, [P] sysdir capped spikes, [G-3] rcap options
c(sysdir stata) c-class value, [P] creturn, caprojection command, [MV] ca postestimation
[P] sysdir plots
c(timeout1) c-class value, [P] creturn caption() option, [G-3] title options
c(timeout2) c-class value, [P] creturn capture command, [P] capture
c(tmpdir) c-class value, [P] creturn carryover effects, [R] pk, [R] pkcross, [R] pkshape
c(trace) c-class value, [P] creturn, [P] trace case–cohort data, [ST] sttocc
c(tracedepth) c-class value, [P] creturn, [P] trace case–control data, [R] clogit, [R] logistic, [R] rocreg,
[R] symmetry, [ST] epitab, [ST] sttocc
c(traceexpand) c-class value, [P] creturn, [P] trace
170 Subject index
case–control study, [PSS] intro, [PSS] power, censored-normal regression, see interval regression
[PSS] power onemean, [PSS] power twomeans, censoring, see imputation, interval-censored data
[PSS] power pairedmeans, [PSS] power census, [SVY] Glossary
oneproportion, [PSS] power twoproportions, data, [SVY] survey, [SVY] direct standardization,
[PSS] power pairedproportions, [PSS] power [SVY] variance estimation
onevariance, [PSS] power twovariances, center suboption, [G-4] justificationstyle
centered data, [MV] Glossary
twocorrelations, [PSS] Glossary, [ST] Glossary
centile command, [R] centile
casement displays, [G-3] by option
centiles, see percentiles, displaying, see percentiles
casewise deletion, [D] egen, [P] mark, see listwise
deletion central tendency, measures of, see means, see medians
cat command, [D] type centroidlinkage,
cat() function, [M-5] cat( ) cluster subcommand, [MV] cluster linkage
categorical, also see factor variables clustermat subcommand, [MV] cluster linkage
axis, look of centroid-linkage clustering, [MV] cluster,
[MV] clustermat, [MV] cluster linkage,
labels, [G-3] cat axis label options
[MV] Glossary
line, [G-3] cat axis line options
certainty
contrasts after anova, [R] contrast
strata, [SVY] estat
covariates, [R] anova
units, [SVY] variance estimation
data, [D] egen, [D] recode, [MV] ca, [MV] manova,
certifying data, [D] assert, [D] checksum,
[MV] mca, [ST] epitab, [SVY] svy
[D] count, [D] datasignature, [D] inspect,
estimation, [SVY] svy: tabulate oneway,
[P] datasignature, [P] signestimationsample
certifying mi data are consistent, [MI] mi update
data, agreement, measures for, [R] kappa
cf command, [D] cf
graphs, [R] grmeanby, [R] spikeplot
cf, tsfilter subcommand, [TS] tsfilter cf
outcomes, see outcomes, categorical, also see
outcomes, binary, also see outcomes, ordinal CFA, see confirmatory factor analysis
regression, also see outcomes subentry CFI, see comparative fit index
absorbing one categorical variable, [R] areg cformat, set subcommand, [R] set, [R] set cformat
tabulations, [R] table, [R] tabstat, [R] tabulate cgraph, irf subcommand, [TS] irf cgraph
oneway, [R] tabulate twoway, [R] tabulate, chained equations, see imputation, multivariate, chained
summarize() equations
variable creation, [R] tabulate oneway, [R] xi changeeol command, [D] changeeol
variable imputation, see imputation, categorical changing
variables, [U] 25.1.2 Converting continuous data, see editing data
variables to categorical variables directories, [D] cd
cause-specific hazard, [ST] Glossary char
cc command, [ST] epitab command, [U] 12.8 Characteristics
ccc, mgarch subcommand, [TS] mgarch ccc define command, [P] char
cchart command, [R] qc list command, [P] char
cci command, [ST] epitab macro extended function, [P] macro
c-class command, [P] creturn rename command, [P] char
c-conformability, [M-2] op colon, [M-6] Glossary char() function, [D] functions, [M-5] ascii( )
CCT, see controlled clinical trial study char(#), display directive, [P] display
CD, see coefficient of determination character
cd command, [D] cd data, see string variables
cd, net subcommand, [R] net variables, [D] infile (free format)
Cdhms() function, [D] datetime, [D] functions, characteristic roots, [M-5] eigensystem( )
[M-5] date( ) characteristics, [P] char, [U] 12.8 Characteristics,
cdir, classutil subcommand, [P] classutil [U] 18.3.6 Extended macro functions,
ceil() function, [D] functions, [M-5] trunc( ) [U] 18.3.13 Referring to characteristics
ceiling function, [D] functions charset, set subcommand, [P] smcl, [R] set
censored, [ST] Glossary chdir command, [D] cd
censored observations, [MI] mi impute intreg, [MI] mi chdir() function, [M-5] chdir( )
XXXset, [R] heckman, [R] heckoprobit, chdir() function, [M-5] chdir( )
[R] heckprobit, [R] intreg, [R] ivtobit, [R] tobit, check,
[ST] st, also see truncated observations bcal subcommand, [D] bcal
icd9 subcommand, [D] icd9
Subject index 171
check, continued chop() function, [D] functions

icd9p subcommand, [D] icd9 Chow test, [R] anova, [R] contrast, [R] lrtest
ml subcommand, [R] ml Christiano–Fitzgerald filter, [TS] tsfilter, [TS] tsfilter cf
checkestimationsample command, CI, see confidence interval
[P] signestimationsample ci and cii commands, [R] ci
checking data, [D] assert CI assumption, see conditional-independence
checkpoint, [D] snapshot assumption
checksum command, [D] checksum CIF, see cumulative incidence function
checksum, set subcommand, [D] checksum, [R] set class
checksums of data, [D] checksum, [D] datasignature, definition, [P] class
[P] datasignature, [P] signestimationsample instance, [P] class
chi2() function, [D] functions, [M-5] normal( ) programming, [M-6] Glossary, [P] class
chi2den() function, [D] functions, [M-5] normal( ) programming utilities, [P] classutil
chi2tail() function, [D] functions, [M-5] normal( ) class, [M-2] class
chi-squared class exit command, [P] class exit
density, [D] functions classes, [M-2] class
distribution, classfunctions, estat subcommand, [MV] discrim
cumulative, [D] functions lda postestimation
cumulative noncentral, [D] functions classical scaling, [MV] Glossary
inverse cumulative, [D] functions classification, see cluster analysis, see discriminant
inverse cumulative noncentral, [D] functions analysis
inverse reverse cumulative, [D] functions data, see receiver operating characteristic analysis
reverse cumulative, [D] functions function, [MV] discrim, [MV] discrim lda,
hypothesis test, [R] hausman, [R] lrtest, [R] sdtest, [MV] discrim lda postestimation, [MV] discrim
[R] tabulate twoway, [R] test, [R] testnl qda, [MV] discrim qda postestimation,
noncentrality parameter, [D] functions [MV] Glossary
probability plot, [G-2] graph other, [R] diagnostic interrater agreement, [R] kappa
plots table, [MV] candisc, [MV] discrim, [MV] discrim
quantile plot, [G-2] graph other, [R] diagnostic estat, [MV] discrim knn, [MV] discrim
plots knn postestimation, [MV] discrim lda,
test, [PSS] Glossary, [SEM] methods and formulas [MV] discrim lda postestimation, [MV] discrim
for sem logistic, [MV] discrim logistic postestimation,
[MV] discrim qda, [MV] discrim qda
test for marginal homogeneity, [R] symmetry
postestimation, [MV] Glossary, [R] estat
test of independence, [R] tabulate twoway, classification
[ST] epitab, [SVY] svy: tabulate twoway
classification, estat subcommand, [R] estat
Chms() function, [D] datetime, [D] functions, classification
[M-5] date( )
.classmv built-in class function, [P] class
choice models, [ME] mecloglog, [ME] meglm,
.classname built-in class function, [P] class
[ME] melogit, [ME] meologit, [ME] meoprobit,
[ME] meprobit, [ME] meqrlogit, [R] asclogit, classtable, estat subcommand, [MV] discrim
[R] asmprobit, [R] asroprobit, [R] clogit, estat, [MV] discrim knn postestimation,
[R] cloglog, [R] exlogistic, [R] glm, [MV] discrim lda postestimation, [MV] discrim
[R] glogit, [R] heckoprobit, [R] heckprobit, logistic postestimation, [MV] discrim qda
[R] hetprobit, [R] ivprobit, [R] logistic, postestimation
[R] logit, [R] mlogit, [R] mprobit, [R] nlogit, classutil
[R] ologit, [R] oprobit, [R] probit, [R] rologit, cdir command, [P] classutil
[R] scobit, [R] slogit, [R] suest, [XT] xtgee, describe command, [P] classutil
[XT] xtlogit, [XT] xtologit, [XT] xtoprobit, dir command, [P] classutil
[XT] xtprobit drop command, [P] classutil
Cholesky decomposition, [M-5] cholesky( ), [P] matrix which command, [P] classutil
define classwide variable, [P] class
Cholesky ordering, [TS] Glossary clean,
cholesky() function, [M-5] cholesky( ) icd9 subcommand, [D] icd9
cholesky() function, [D] functions, [M-5] cholesky( ), icd9p subcommand, [D] icd9
[P] matrix define clear
cholinv() function, [M-5] cholinv( ) * command, [D] clear
cholinv() function, [M-5] cholinv( ) ado command, [D] clear
cholsolve() function, [M-5] cholsolve( ) all command, [D] clear
cholsolve() function, [M-5] cholsolve( )
172 Subject index
clear, continued cluster, [SVY] survey, [SVY] svy estimation,

command, [D] clear [SVY] svyset, [SVY] variance estimation,
mata command, [D] clear [SVY] Glossary
matrix command, [D] clear cluster, [MV] cluster, see gsem option vce(), see
option, [U] 11.2 Abbreviation rules sem option vce()
programs command, [D] clear averagelinkage command, [MV] cluster linkage
results command, [D] clear centroidlinkage command, [MV] cluster linkage
clear, completelinkage command, [MV] cluster linkage
datasignature subcommand, [D] datasignature delete command, [MV] cluster programming
ereturn subcommand, [P] ereturn, [P] return utilities
estimates subcommand, [P] estimates dendrogram command, [MV] cluster dendrogram
estimates subcommand, [R] estimates store dir command, [MV] cluster utility
forecast subcommand, [TS] forecast clear drop command, [MV] cluster utility
fvset subcommand, [R] fvset generate command, [MV] cluster generate
mata subcommand, [M-3] mata clear kmeans command, [MV] cluster kmeans and
kmedians
ml subcommand, [R] ml
kmedians command, [MV] cluster kmeans and
postutil subcommand, [P] postfile
kmedians
putexcel subcommand, [P] putexcel
list command, [MV] cluster utility
return subcommand, [P] return
measures command, [MV] cluster programming
serset subcommand, [P] serset utilities
sreturn subcommand, [P] program, [P] return medianlinkage command, [MV] cluster linkage
timer subcommand, [P] timer notes command, [MV] cluster notes
clearing estimation results, [P] ereturn, [P] estimates, parsedistance command, [MV] cluster
[R] estimates store programming utilities
clearing memory, [D] clear query command, [MV] cluster programming
clegend() option, [G-3] clegend option, utilities
[G-3] legend options rename command, [MV] cluster utility
clinical trial, [PSS] intro, [PSS] Glossary, renamevar command, [MV] cluster utility
[ST] stpower
set command, [MV] cluster programming utilities
clinically
singlelinkage command, [MV] cluster linkage
meaningful difference, [PSS] intro, [PSS] Glossary,
stop command, [MV] cluster stop
also see δ
use command, [MV] cluster utility
meaningful effect, see clinically meaningful
difference wardslinkage command, [MV] cluster linkage
significance difference, see clinically meaningful waveragelinkage command, [MV] cluster linkage
difference cluster analysis, [MV] cluster, [MV] cluster
clip() function, [D] functions dendrogram, [MV] cluster generate,
[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,
Clock() function, [D] datetime, [D] datetime [U] 26.26 Multivariate and cluster analysis
translation, [D] functions, [M-5] date( ) dendrograms, [MV] cluster dendrogram
clock() function, [D] datetime, [D] datetime dropping, [MV] cluster utility
translation, [D] functions, [M-5] date( )
hierarchical, [MV] cluster, [MV] clustermat,
clogit command, [R] bootstrap, [R] clogit, [R] clogit [MV] cluster linkage
postestimation, [R] exlogistic, [R] rologit
kmeans, [MV] cluster kmeans and kmedians
cloglog command, [R] cloglog, [R] cloglog
kmedians, [MV] cluster kmeans and kmedians
postestimation
listing, [MV] cluster utility
cloglog option, see gsem option cloglog
notes, [MV] cluster notes
cloglog() function, [D] functions, [M-5] logit( )
programming, [MV] cluster programming
clonevar command, [D] clonevar
subroutines, [MV] cluster programming
close, utilities
cmdlog subcommand, [R] log renaming, [MV] cluster utility
file subcommand, [P] file stopping rules, [MV] cluster, [MV] cluster stop
log subcommand, [R] log tree, [MV] cluster dendrogram, [MV] Glossary
cls command, [R] cls using, [MV] cluster utility
clstyle() option, [G-3] connect options
Subject index 173
cluster estimator of variance, [P] robust, cluster estimator of variance, continued

[R] vce option, [XT] vce options Poisson regression, [R] poisson
alternative-specific truncated, [R] tpoisson
conditional logit model, [R] asclogit with endogenous regressors, [R] ivpoisson
multinomial probit regression, [R] asmprobit zero-inflated, [R] zip
rank-ordered probit regression, [R] asroprobit population-averaged models, [XT] xtgee
competing-risks regression, [ST] stcrreg complementary log-log, [XT] xtcloglog
complementary log-log regression, [R] cloglog Prais–Winsten and Cochrane–Orcutt regression,
Cox proportional hazards model, [ST] stcox [TS] prais
logit, [XT] xtlogit probit regression, [R] probit
negative binomial, [XT] xtnbreg bivariate, [R] biprobit
Poisson, [XT] xtpoisson for grouped data, [R] glogit
probit, [XT] xtprobit heteroskedastic, [R] hetprobit
fixed-effects models, multinomial, [R] mprobit
linear, [XT] xtreg ordered, [R] oprobit
Poisson, [XT] xtpoisson ordered heckman selection model,
generalized linear models, [R] glm [R] heckoprobit
for binomial family, [R] binreg with endogenous regressors, [R] ivprobit
generalized method of moments, [R] gmm, with sample selection, [R] heckprobit
[R] ivpoisson random-effects models
heckman selection model, [R] heckman complementary log-log, [XT] xtcloglog
instrumental-variables regression, [R] ivregress linear, [XT] xtreg
interval regression, [R] intreg logistic, [XT] xtlogit, [XT] xtologit
linear dynamic panel-data models, [XT] xtabond, Poisson, [XT] xtpoisson
[XT] xtdpd, [XT] xtdpdsys probit, [XT] xtoprobit, [XT] xtprobit
linear regression, [R] regress structural equation modeling, [SEM] intro 8,
constrained, [R] cnsreg [SEM] sem option method( )
truncated, [R] truncreg summary statistics,
with dummy-variable set, [R] areg mean, [R] mean
logistic regression, [R] logistic, [R] logit, also see proportion, [R] proportion
logit regression subentry ratio, [R] ratio
conditional, [R] clogit total, [R] total
multinomial, [R] mlogit tobit model, [R] tobit
ordered, [R] ologit with endogenous regressors, [R] ivtobit
rank-ordered, [R] rologit treatment-effects model, [TE] etpoisson,
skewed, [R] scobit [TE] etregress
stereotype, [R] slogit truncated
logit regression, [R] logit, also see logistic regression negative binomial regression, [R] tnbreg
subentry Poisson regression, [R] tpoisson
for grouped data, [R] glogit regression, [R] truncreg
nested, [R] nlogit with endogenous regressors,
maximum likelihood estimation, [R] ml, [R] mlexp instrumental-variables regression, [R] ivregress
multilevel mixed-effects models, [ME] mecloglog, Poisson regression, [R] ivpoisson
[ME] meglm, [ME] melogit, [ME] menbreg, probit model, [R] ivprobit
[ME] meologit, [ME] meoprobit, tobit model, [R] ivtobit
[ME] mepoisson, [ME] meprobit, [ME] mixed zero-inflated
multinomial negative binomial regression, [R] zinb
logistic regression, [R] mlogit Poisson regression, [R] zip
probit regression, [R] mprobit cluster sampling, [P] robust, [ST] stcox, [ST] streg,
negative binomial regression [R] bootstrap, [R] bsample, [R] jackknife
truncated, [R] nbreg clustered, [SEM] Glossary
zero-inflated, [R] zinb clustering, see cluster analysis
nonlinear clustermat, [MV] clustermat
least-squares estimation, [R] nl averagelinkage command, [MV] cluster linkage
systems of equations, [R] nlsur centroidlinkage command, [MV] cluster linkage
parametric survival models, [ST] streg completelinkage command, [MV] cluster linkage
medianlinkage command, [MV] cluster linkage
174 Subject index
clustermat, continued cohort study, [PSS] intro, [PSS] power, [PSS] power
singlelinkage command, [MV] cluster linkage onemean, [PSS] power twomeans, [PSS] power
stop command, [MV] cluster stop pairedmeans, [PSS] power oneproportion,
wardslinkage command, [MV] cluster linkage [PSS] power twoproportions, [PSS] power
waveragelinkage command, [MV] cluster linkage pairedproportions, [PSS] power onevariance,
clusters, duplicating, [D] expandcl
onecorrelation, [PSS] power twocorrelations,
cmdlog [PSS] Glossary, [ST] epitab, [ST] ltable,
close command, [R] log [ST] stcox, [ST] stptime, [ST] strate,
command, [R] log, [U] 15 Saving and printing [ST] sttocc, [ST] Glossary
output—log files cointegration, [TS] fcast compute, [TS] fcast graph,
off command, [R] log [TS] vec intro, [TS] vec, [TS] veclmar,
on command, [R] log [TS] vecnorm, [TS] vecrank, [TS] vecstable,
using command, [R] log [TS] Glossary
Cmdyhms() function, [D] datetime, [D] functions, coleq macro extended function, [P] macro
[M-5] date( ) coleq, matrix subcommand, [P] matrix rownames
CMI assumption, see conditional mean independence colfullnames macro extended function, [P] macro
assumption collapse command, [D] collapse
cmissing() option, [G-3] cline options, collate() function, [M-5] sort( )
[G-3] connect options collect statistics, [D] statsby
cnsreg command, [R] cnsreg, [R] cnsreg collinear option, see gsem option collinear
postestimation collinear variables, removing, [P] rmcoll
Cochrane–Orcutt regression, [TS] prais, [TS] Glossary collinearity,
code, timing, [P] timer display of omitted variables, [R] set showbaselevels
codebook command, [D] codebook handling by regress, [R] regress
coef[], [U] 13.5 Accessing coefficients and retaining collinear variables, [R] estimation options,
standard errors [R] orthog
coefficient alpha, [MV] alpha variance inflation factors, [R] regress postestimation
coefficient of determination, [SEM] estat eqgof, colmax() function, [M-5] minmax( )
[SEM] estat ggof, [SEM] estat gof,
colmaxabs() function, [M-5] minmax( )
[SEM] example 4, [SEM] example 21,
[SEM] methods and formulas for sem, colmin() function, [M-5] minmax( )
[SEM] Glossary colminmax() function, [M-5] minmax( )
coefficient of variation, [R] tabstat, [SVY] estat colmissing() function, [M-5] missing( )
coefficients (from estimation), colnames macro extended function, [P] macro
accessing, [P] ereturn, [P] matrix get, colnames, matrix subcommand, [P] matrix
[U] 13.5 Accessing coefficients and standard rownames
errors colnonmissing() function, [M-5] missing( )
cataloging, [R] estimates colnumb() function, [D] functions, [P] matrix define
estimated linear combinations, see linear colon operators, [M-2] op colon, [M-6] Glossary
combinations of estimators color, [G-2] palette, [G-4] colorstyle
linear combinations of, see linear combinations of background, [G-4] schemes intro
estimators dimming and brightening, [G-2] graph twoway
nonlinear combinations of, see nonlinear histogram, [G-2] graph twoway kdensity,
combinations of estimators [G-4] colorstyle
testing equality of, [R] test, [R] testnl foreground, [G-4] schemes intro
coeflegend option, see gsem option coeflegend, see intensity adjustment, [G-2] graph twoway
sem option coeflegend histogram, [G-2] graph twoway kdensity,
coeftabresults, set subcommand, [R] set [G-4] colorstyle
coefvector, forecast subcommand, [TS] forecast of bars, [G-3] barlook options
coefvector of connecting lines, [G-3] connect options
Cofc() function, [D] datetime, [D] functions, of markers, [G-3] marker options
[M-5] date( ) of pie slices, [G-2] graph pie
cofC() function, [D] datetime, [D] functions, of text, [G-3] textbox options
[M-5] date( ) setting background and fill, [G-3] region options
Cofd() function, [D] datetime, [D] functions, color() option, [G-2] graph twoway histogram,
[M-5] date( ) [G-2] graph twoway kdensity
cofd() function, [D] datetime, [D] functions, color, palette subcommand, [G-2] palette
[M-5] date( ) colors, specifying in programs, [P] display
Subject index 175
colorstyle, [G-4] colorstyle comments with data, [D] notes

cols() function, [M-5] rows( ) comments, adding to programs, [P] comments
colscalefactors() function, [M-5] equilrc( ) common factors, [MV] Glossary
colshape() function, [M-5] rowshape( ) common, estat subcommand, [MV] factor
colsof() function, [D] functions, [P] matrix define postestimation
colsum() function, [M-5] sum( ) communality, [MV] factor, [MV] factor
column(#), display directive, [P] display postestimation, [MV] Glossary
column of matrix, selecting, [M-5] select( ) commutation matrix, [M-5] Kmatrix( )
column stripes, [M-6] Glossary comparative fit index, [SEM] estat gof, [SEM] methods
column-join operator, [M-2] op join and formulas for sem
column-major order, [M-6] Glossary comparative scatterplot, [R] dotplot
columns in graphs, [PSS] Glossary compare command, [D] compare
columns of matrix, compare, estat subcommand, [MV] procrustes
appending to, [P] matrix define postestimation
names of, [P] ereturn, [P] matrix define, comparing two
[U] 14.2 Row and column names, [P] matrix files, [D] cf, [D] checksum
rownames variables, [D] compare
operators on, [P] matrix define comparison
colvector, [M-2] declarations, [M-6] Glossary group, see experimental group
comb() function, [D] functions, [M-5] comb( ) test between nested models, [R] nestreg
combination step, [MI] intro substantive, [MI] mi value, [PSS] Glossary
estimate, [MI] mi estimate using, [MI] mi compassdirstyle, [G-4] compassdirstyle
predict compatibility of Stata programs across releases,
combinatorial function, [M-5] comb( ) [P] version
combinatorials, calculating, [D] functions competing risks, [ST] stcrreg, [ST] Glossary
combine, graph subcommand, [G-2] graph combine complementary log-log regression, [ME] mecloglog,
combining data, [MI] mi add, [MI] mi append, [R] cloglog, [R] glm, [SEM] Glossary,
[MI] mi merge [SVY] svy estimation, [XT] xtcloglog,
combining datasets, [D] append, [D] cross, [D] joinby, [XT] xtgee
[D] merge, [U] 22 Combining datasets complete data, [MI] Glossary
combining graphs, [G-2] graph combine complete degrees of freedom for coefficients, [MI] mi
command estimate, [MI] Glossary
arguments, [P] gettoken, [P] syntax, [P] tokenize, complete observations, [MI] Glossary
[U] 18.4 Program arguments complete-cases analysis, [MI] Glossary
language, [SEM] Glossary complete-data analysis, [MI] Glossary
line, launching dialog box from, [R] db completed data, [MI] Glossary
parsing, [P] gettoken, [P] syntax, [P] tokenize, completed-data analysis, [MI] intro substantive,
[U] 18.4 Program arguments [MI] mi estimate, [MI] Glossary
timings, [U] 8 Error messages and return codes completelinkage,
commands, cluster subcommand, [MV] cluster linkage
abbreviating, [U] 11.2 Abbreviation rules clustermat subcommand, [MV] cluster linkage
aborting, [P] continue, [U] 9 The Break key, complete-linkage clustering, [MV] cluster,
[U] 10 Keyboard use [MV] clustermat, [MV] cluster linkage,
editing and repeating, [U] 10 Keyboard use [MV] Glossary
immediate, [U] 19 Immediate commands completely determined outcomes, [R] logit
repeating automatically, [D] by, [P] byable, complex, [M-2] declarations, [M-6] Glossary
[P] continue, [P] foreach, [P] forvalues, component
[P] while analysis, [MV] factor, [MV] pca, [MV] rotate,
reviewing, [R] #review [MV] rotatemat
unabbreviating names of, [P] unabcmd loading plot, [MV] scoreplot
commas, reading data separated by, [D] import plot, [MV] scoreplot
delimited, [D] infile (fixed format), [D] infile scores, [MV] Glossary
(free format) component-plus-residual plot, [G-2] graph other,
comments, [M-2] comments [R] regress postestimation diagnostic plots
comments in programs, do-files, etc., components of PSS analysis
[U] 16.1.2 Comments and blank lines in do- clinically meaningful difference, see clinically
files, [U] 18.11.2 Comments and long lines in meaningful difference
ado-files effect size, see δ
176 Subject index
components of PSS analysis, continued confidence interval, continued

power, see power for false-positive rates, [R] rocregplot
sample size, see sample size for hazard ratios, [ST] stcox, [ST] streg
significance level, see significance level for incidence-rate ratios, [R] expoisson, [R] glm,
statistical method, see test [R] nbreg, [R] poisson, [R] tnbreg, [R] tpoisson,
study design, see study design [R] zinb, [R] zip, [ST] stir, [TE] etpoisson,
compound double quotes, [P] macro [XT] xtgee, [XT] xtnbreg, [XT] xtpoisson
compound symmetric for intragroup correlations, [R] loneway
correlation matrix, [MV] mvtest correlations for margins, [R] margins
covariance matrix, [MV] mvtest covariances for means, [R] ci, [R] ameans, [R] esize, [R] mean,
compress command, [D] compress [R] ttest
compress files, [D] zipfile for means and percentiles of survival time, [ST] stci
compute, fcast subcommand, [TS] fcast compute for medians and percentiles, [R] centile
Comrey’s tandem 1 and 2 rotations, [MV] rotate, for odds and risk ratios, [ST] epitab
[MV] rotatemat, [MV] Glossary for odds ratios, [R] exlogistic, [R] glm, [R] glogit,
concat(), egen function, [D] egen [R] logistic, [R] logit, [R] ologit, [R] scobit,
[XT] xtcloglog, [XT] xtgee, [XT] xtlogit,
concatenating strings, [U] 13.2.2 String operators
[XT] xtologit
concordance measures, [ST] stcox postestimation
for proportions, [R] ci, [R] proportion
concordance, estat subcommand, [ST] stcox
for ratios, [R] ratio
postestimation
for relative-risk ratios, [R] mlogit
concordant pairs, [PSS] power, [PSS] power
pairedproportions, [PSS] Glossary for ROC area, [R] roccomp, [R] rocfit, [R] rocreg,
[R] roctab
cond() function, [D] functions, [M-5] cond( )
for ROC values, [R] rocregplot
condition number, [M-5] cond( ), [M-6] Glossary
for standardized mortality ratios, [R] dstdize,
condition statement, [P] if
[ST] stptime, [ST] strate
conditional
for subhazard ratios, [ST] stcrreg
fixed-effects model, [XT] Glossary
for survival rates, [ST] ltable
(fixed-effects) logistic regression, [SVY] svy
for survivor function, [ST] sts list
estimation
for tabulated proportions, [SVY] svy: tabulate
imputation, see imputation, conditional
twoway
logistic regression, [R] asclogit, [R] clogit,
for totals, [R] total
[R] rologit, [R] slogit, [XT] xtlogit,
[XT] xtologit linear combinations, [SVY] svy postestimation
marginal effects, [R] margins, [R] marginsplot set default, [R] level
margins, [R] margins, [R] marginsplot confidence levels, [R] level
mean, [TE] Glossary config, estat subcommand, [MV] mds
postestimation
mean independence assumption, [TE] teffects intro
advanced configuration, [MV] Glossary
normality, see normality, conditional configuration plot, [MV] mds postestimation plots,
[MV] Glossary
operator, [M-2] op conditional
confirm
overdispersion, [ME] menbreg, [ME] Glossary
existence command, [P] confirm
variance, [TS] arch, [TS] Glossary
file command, [P] confirm
conditional-independence assumption, [TE] teffects
intro, [TE] teffects intro advanced, format command, [P] confirm
[TE] Glossary matrix command, [P] confirm
confidence interval, [SEM] Glossary, [SVY] variance names command, [P] confirm
estimation, [U] 20.7 Specifying the width of number command, [P] confirm
confidence intervals scalar command, [P] confirm
for bioequivalence, [R] pkequiv variable command, [P] confirm
for bootstrap statistics, [R] bootstrap confirm, datasignature subcommand,
postestimation, [R] rocreg, [R] rocreg [D] datasignature
postestimation confirmatory factor analysis, [MV] intro,
for combinations of coefficients, [SEM] intro 5, [SEM] example 15,
linear, [R] lincom [SEM] example 30g, [SEM] Glossary
nonlinear, [R] nlcom conformability, [M-2] void, [M-6] Glossary, also see
for contrasts, [R] contrast c-conformability, also see p-conformability, also
for counts, [R] ci see r-conformability
for cumulative hazard function, [ST] sts list confounding, [ST] Glossary
Subject index 177
confusion matrix, [MV] Glossary constrained estimation, continued

conj() function, [M-5] conj( ) maximum likelihood estimation, [R] ml
conj() function, [M-5] conj( ) multilevel mixed-effects, [ME] mecloglog,
conjoint analysis, [R] rologit [ME] meglm, [ME] melogit, [ME] menbreg,
conjugate, [M-5] conj( ), [M-6] Glossary [ME] meologit, [ME] meoprobit,
conjugate transpose, [M-2] op transpose, [M-5] conj( ), [ME] mepoisson, [ME] meprobit
[M-6] Glossary multinomial
connect() option, [G-3] cline options, logistic regression, [R] mlogit
[G-3] connect options, [G-4] connectstyle probit regression, [R] mprobit
connected, graph twoway subcommand, [G-2] graph negative binomial regression, [R] nbreg
twoway connected truncated, [R] tnbreg
connectstyle, [G-4] connectstyle zero-inflated, [R] zinb
conren, set subcommand, [R] set parametric survival models, [ST] streg
console, Poisson regression, [R] poisson
controlling scrolling of output, [P] more, [R] more truncated, [R] tpoisson
obtaining input from, [P] display zero-inflated, [R] zip
constant conditional-correlation model, [TS] mgarch, probit regression, [R] probit
[TS] mgarch ccc bivariate, [R] biprobit
constrained estimation, [R] constraint, [R] estimation for grouped data, [R] glogit
options heteroskedastic, [R] hetprobit
alternative-specific multinomial, [R] mprobit
conditional logistic model, [R] asclogit ordered, [R] oprobit
multinomial probit regression, [R] asmprobit with endogenous regressors, [R] ivprobit
rank-ordered probit regression, [R] asroprobit with sample selection, [R] heckprobit
ARCH, [TS] arch programming, [P] makecns
ARFIMA, [TS] arfima random-effects models
ARIMA and ARMAX, [TS] arima complementary log-log, [XT] xtcloglog
competing risks, [ST] stcrreg interval-data regression, [XT] xtintreg
complementary log-log regression, [R] cloglog logit, [XT] xtlogit, [XT] xtologit
dynamic factor model, [TS] dfactor negative binomial, [XT] xtnbreg
fixed-effects models Poisson, [XT] xtpoisson
logit, [XT] xtlogit probit, [XT] xtoprobit, [XT] xtprobit
negative binomial, [XT] xtnbreg tobit, [XT] xttobit
Poisson, [XT] xtpoisson state-space model, [TS] sspace
GARCH model, [TS] mgarch ccc, [TS] mgarch stochastic frontier models for panel data,
dcc, [TS] mgarch dvech, [TS] mgarch vcc [XT] xtfrontier
generalized linear models, [R] glm structural vector autoregressive models, [TS] var
for binomial family, [R] binreg svar
generalized negative binomial regression, [R] nbreg tobit model with endogenous regressors, [R] ivtobit
heckman selection model, [R] heckman, treatment-effects model, [TE] etpoisson,
[R] heckoprobit [TE] etregress
interval regression, [R] intreg truncated
linear regression, [R] cnsreg negative binomial regression, [R] tnbreg
seemingly unrelated, [R] sureg Poisson regression, [R] tpoisson
stochastic frontier, [R] frontier regression, [R] truncreg
three-stage least squares, [R] reg3 unobserved-components model, [TS] ucm
truncated, [R] truncreg vector autoregressive models, [TS] var
logistic regression, [R] logistic, [R] logit, also see vector error-correction models, [TS] vec
logit regression subentry with endogenous regressors
conditional, [R] clogit probit regression, [R] ivprobit
multinomial, [R] mlogit tobit model, [R] ivtobit
ordered, [R] ologit zero-inflated
skewed, [R] scobit negative binomial regression, [R] zinb
stereotype, [R] slogit Poisson regression, [R] zip
logit regression, [R] logit, also see logistic regression constrained linear regression, [SVY] svy estimation
subentry
for grouped data, [R] glogit
nested, [R] nlogit
178 Subject index
constraint contrasts, [MV] intro, [MV] manova postestimation,

command, [R] constraint [MV] Glossary, [R] contrast, [R] margins,
define command, [R] constraint contrast, [R] marginsplot, [U] 20.18 Obtaining
dir command, [R] constraint contrasts, tests of interactions, and main effects
drop command, [R] constraint graphing, [U] 20.19 Graphing margins, marginal
free command, [R] constraint effects, and contrasts
get command, [R] constraint control charts, [R] qc
list command, [R] constraint control group, [PSS] Glossary
macro extended function, [P] macro correlation, see correlations, control-group
constraint matrix, creating and displaying, [P] makecns mean, see means, control-group
constraints, [SEM] sem and gsem option constraints( ), proportion, see proportions, control-group
[SEM] Glossary sample size, see sample size, control-group
across groups, [SEM] intro 6 standard deviation, see standard deviations, control-
normalization, [SEM] intro 4, [SEM] gsem, group
[SEM] sem, [SEM] Glossary variance, see variances, control-group
relaxing, [SEM] intro 6, [SEM] sem and gsem path controlled clinical trial study, [PSS] intro, [PSS] power,
notation, [SEM] sem path notation extensions [PSS] power onemean, [PSS] power twomeans,
specifying, [SEM] intro 4, [SEM] intro 6, [PSS] power pairedmeans, [PSS] power
[SEM] sem and gsem option constraints( ), oneproportion, [PSS] power twoproportions,
[SEM] sem and gsem option covstructure( ), [PSS] power pairedproportions, [PSS] power
[SEM] sem and gsem path notation, [SEM] sem onevariance, [PSS] power twovariances,
path notation extensions [PSS] power onecorrelation, [PSS] power
twocorrelations, [PSS] Glossary
constraints() option, see gsem option
constraints(), see sem option convergence, [SEM] intro 12, [SEM] sem, [SEM] sem
constraints() and gsem option from( )
constructor, [M-2] class convergence criteria, [R] maximize
containers, [M-5] asarray( ) convergence of MCMC, see Markov chain Monte Carlo,
convergence
contents of data, [D] codebook, [D] describe, [D] ds,
[D] labelbook conversion, file, [D] changeeol, [D] filefilter
context, class, [P] class convert, mi subcommand, [MI] mi convert
contingency table, [MV] ca, [PSS] intro, converting between styles, [MI] mi convert
[PSS] power, [PSS] power pairedproportions, convolve() function, [M-5] fft( )
[PSS] Glossary, [R] roctab, [R] symmetry, Cook–Weisberg test for heteroskedasticity, [R] regress
[R] table, [R] tabulate twoway, [ST] epitab, postestimation
[SVY] svy: tabulate twoway Cook’s D, [R] glm postestimation, [R] regress
continue command, [P] continue postestimation
continue, display directive, [P] display coordinates, estat subcommand, [MV] ca
continuous outcome, [PSS] intro, [PSS] GUI, postestimation, [MV] mca postestimation
[PSS] power, [PSS] power onemean, copy and paste, [D] edit
[PSS] power twomeans, [PSS] power .copy built-in class function, [P] class
pairedmeans, [PSS] power onevariance, copy command, [D] copy
[PSS] power twovariances, [PSS] power copy graph, [G-2] graph copy
onecorrelation, [PSS] power twocorrelations copy macro extended function, [P] macro
continuous variable imputation, see imputation, copy, graph subcommand, [G-2] graph copy
continuous copy, label subcommand, [D] label
contour plot, [G-2] graph twoway contour, copy, mi subcommand, [MI] mi copy, [MI] styles
[G-3] clegend option copy, ssc subcommand, [R] ssc
contour, graph twoway subcommand, [G-2] graph copycolor, set subcommand, [G-2] set printcolor,
twoway contour [R] set
contour-line plot, [G-2] graph twoway contourline copying variables, [D] clonevar, [D] edit
contourline, graph twoway subcommand, copyright
[G-2] graph twoway contourline
Apache, [R] copyright apache
contract command, [D] contract
boost, [R] copyright boost
contrast command, [R] anova postestimation,
freetype, [R] copyright freetype
[R] contrast, [R] contrast postestimation,
[R] margins, contrast, [SEM] intro 7, icu, [R] copyright icu
[SVY] svy postestimation, [U] 20.18 Obtaining JagPDF, [R] copyright jagpdf
contrasts, tests of interactions, and main effects lapack, [R] copyright lapack
Subject index 179
copyright, continued correlations, [PSS] intro, [PSS] power, [PSS] power

libpng, [R] copyright libpng onecorrelation, [PSS] power twocorrelations
MiG Layout, [R] copyright miglayout control-group, [PSS] intro, [PSS] power,
scintilla, [R] copyright scintilla [PSS] power twocorrelations
symbol, [G-4] text experimental-group, [PSS] intro, [PSS] power,
ttf2pt1, [R] copyright ttf2pt1 [PSS] power twocorrelations
zlib, [R] copyright zlib independent, see correlations, two-sample
copyright command, [R] copyright one-sample, [PSS] intro, [PSS] power, [PSS] power
Cornfield confidence intervals, [ST] epitab onecorrelation
Corr() function, [M-5] fft( ) two-sample, [PSS] intro, [PSS] power, [PSS] power
twocorrelations
corr() function, [M-5] corr( )
correlations,
corr() function, [D] functions, [M-5] corr( ),
[P] matrix define estat subcommand, [MV] canon postestimation,
[MV] discrim lda postestimation, [MV] discrim
corr2data command, [D] corr2data
qda postestimation, [MV] mds postestimation
correcting data, see editing data
mvtest subcommand, [MV] mvtest correlations
correlate command, [R] correlate
correlogram, [G-2] graph other, [TS] corrgram,
correlated error, see robust, Huber/White/sandwich [TS] Glossary
estimator of variance, also see autocorrelation
correspondence analysis, [MV] ca, [MV] mca,
correlated uniqueness model, [SEM] intro 5, [MV] Glossary
[SEM] example 17, [SEM] Glossary
correspondence analysis projection, [MV] ca
correlation, [M-5] corr( ), [M-5] fft( ), [M-5] mean( ), postestimation plots, [MV] Glossary
[R] correlate
corrgram command, [TS] corrgram
between paired observations, [PSS] power onemean,
cos() function, [D] functions, [M-5] sin( )
[PSS] power pairedmeans, [PSS] power
pairedproportions cosh() function, [D] functions, [M-5] sin( )
binary variables, [R] tetrachoric cosine function, [D] functions
canonical, [MV] canon cosine kernel function, [R] kdensity, [R] lpoly,
compound symmetric, [MV] mvtest correlations
cost frontier model, [R] frontier, [XT] xtfrontier
continuous variables, [R] correlate
costs, [MV] Glossary
data generation, [D] corr2data, [D] drawnorm
count command, [D] count
factoring of, [MV] factor
count data,
interitem, [MV] alpha
confidence intervals for counts, [R] ci
intraclass, [R] icc
estimation, [R] expoisson, [R] glm, [R] gmm,
intracluster, [R] loneway
[R] ivpoisson, [R] nbreg, [R] poisson,
Kendall’s rank, [R] spearman [R] tnbreg, [R] tpoisson, [R] zinb, [R] zip,
matrices, [MV] mvtest correlations, [P] matrix [U] 26.11 Count dependent-variable models
define, [R] correlate, [R] estat, [R] estat vce graphs, [R] histogram, [R] kdensity, [R] spikeplot
matrix, anti-image, [MV] factor postestimation, imputation, see imputation, count data
[MV] pca postestimation
interrater agreement, [R] kappa
model, [SEM] intro 5, [SEM] Glossary
summary statistics of, [R] table, [R] tabstat,
pairwise, [R] correlate [R] tabulate oneway, [R] tabulate twoway,
partial and semipartial, [R] pcorr [R] tabulate, summarize()
principal components of, [MV] pca symmetry and marginal homogeneity tests,
serial, [R] runtest [R] symmetry
similarity measure, [MV] measure option count model, [SEM] intro 5, [SEM] example 34g,
Spearman’s rank, [R] spearman [SEM] example 39g
structure, [R] asmprobit, [R] asroprobit, [R] reg3, count outcome model, see outcomes, count
[XT] xtcloglog, [XT] xtgee, [XT] xtgls, count(), egen function, [D] egen
[XT] xtlogit, [XT] xtnbreg, [XT] xtpcse, count, ml subcommand, [R] ml
[XT] xtpoisson, [XT] xtprobit, [XT] xtreg, counterfactual, [TE] Glossary, also see potential
[XT] Glossary outcome
testing equality, [MV] mvtest correlations counts, making dataset of, [D] collapse
tests of, [SEM] estat stdize, [SEM] example 16 count-time data, [ST] ct, [ST] ctset, [ST] cttost,
tetrachoric, [R] tetrachoric [ST] sttoct, [ST] Glossary, [SVY] svy
correlation() function, [M-5] mean( ) estimation
correlation, estat subcommand, [R] asmprobit courses about Stata, [U] 3.7.2 NetCourses
postestimation, [R] asroprobit postestimation
180 Subject index
covariance, [SEM] intro 4, [SEM] Glossary creturn list command, [P] creturn
analysis of, [R] anova crexternal() function, [M-5] findexternal( )
assumptions, [SEM] gsem, [SEM] sem critical
matrix of estimators, [P] ereturn, [P] matrix get, region, see rejection region
[R] estat, [R] estat vce, [R] estimates store value, [PSS] intro, [PSS] power oneproportion,
of variables or coefficients, [R] correlate [PSS] power twoproportions, [PSS] power
principal components of, [MV] pca onevariance, [PSS] Glossary
stationarity, [TS] Glossary Cronbach’s alpha, [MV] alpha
structure, [ME] me, [ME] Glossary cross command, [D] cross
covariance matrix, cross product, [M-5] cross( ), [M-5] crossdev( ),
anti-image, [MV] factor postestimation, [MV] pca [M-5] quadcross( )
postestimation cross() function, [M-5] cross( )
block diagonal, [MV] mvtest covariances cross-correlation function, [TS] xcorr, [TS] Glossary
spherical, [MV] mvtest covariances cross-correlogram, [G-2] graph other, [TS] xcorr
testing equality, [MV] mvtest covariances crossdev() function, [M-5] crossdev( )
covariance, estat subcommand, [MV] discrim crossed variables, [MV] Glossary
lda postestimation, [MV] discrim qda crossed-effects model, [ME] me, [ME] mecloglog,
postestimation, [R] asmprobit postestimation, [ME] meglm, [ME] melogit, [ME] menbreg,
[R] asroprobit postestimation [ME] meologit, [ME] meoprobit,
covariance() option, see gsem option [ME] mepoisson, [ME] meprobit,
covariance(), see sem option covariance() [ME] meqrlogit, [ME] meqrpoisson,
covariances, mvtest subcommand, [MV] mvtest [ME] mixed, [ME] Glossary,
covariances [SEM] example 40g, [SEM] Glossary
covariances, creating dataset from, see summary crossing variables, [MV] Glossary
statistics data crossover designs, [R] pk, [R] pkcross, [R] pkshape
covariate class, [D] duplicates cross-product matrices, [P] matrix accum
covariate patterns, [R] logistic postestimation, [R] logit cross-sectional
postestimation, [R] probit postestimation data, [XT] Glossary
covariates, [ST] Glossary time-series data, [XT] Glossary
covarimin rotation, [MV] rotate, [MV] rotatemat, cross-sectional study, [PSS] intro, [PSS] power,
[MV] Glossary [PSS] power onemean, [PSS] power twomeans,
COVRATIO, [R] regress postestimation [PSS] power pairedmeans, [PSS] power
covstructure() option, see gsem option oneproportion, [PSS] power twoproportions,
covstructure(), see sem option [PSS] power pairedproportions, [PSS] power
covstructure() onevariance, [PSS] power twovariances,
cox, stpower subcommand, [ST] stpower cox [PSS] power onecorrelation, [PSS] power
Cox proportional hazards model, [ST] stcox, [SVY] svy twocorrelations, [PSS] Glossary, [ST] Glossary
estimation cross-tabulations, see tables
power, [ST] stpower cox crude estimate, [ST] epitab, [ST] Glossary
sample size, [ST] stpower cox cs command, [ST] epitab
test of assumption, [ST] stcox, [ST] stcox PH- csi command, [ST] epitab
assumption tests, [ST] stcox postestimation, .csv filename suffix, [D] import delimited
[ST] stsplit ct command, [ST] ctset
Wald test, power, [ST] stpower cox ct data, [ST] Glossary, also see count-time data
Cox–Snell residual, [ST] stcox postestimation, ctable, irf subcommand, [TS] irf ctable
[ST] streg postestimation ctset command, [ST] ctset
cprplot command, [R] regress postestimation cttost command, [ST] cttost
diagnostic plots cubic natural splines, [M-5] spline3( )
Cramér’s V , [R] tabulate twoway cumsp command, [TS] cumsp
Crawford–Ferguson rotation, [MV] rotate, cumul command, [R] cumul
[MV] rotatemat, [MV] Glossary cumulative distribution functions, [D] functions
create, cumulative distribution, empirical, [R] cumul
bcal subcommand, [D] bcal cumulative hazard function, [ST] stcurve, [ST] sts,
forecast subcommand, [TS] forecast create [ST] sts generate, [ST] sts graph, [ST] sts list,
irf subcommand, [TS] irf create [ST] Glossary
serset subcommand, [P] serset cumulative hazard ratio, see hazard ratio
create cspline, serset subcommand, [P] serset
create xmedians, serset subcommand, [P] serset
Subject index 181
cumulative incidence data, continued

data, [R] poisson, [ST] epitab inputting, see importing data, see inputting data
estimator, [ST] stcrreg, [ST] Glossary interactively, see reading data from disk
function, [ST] stcrreg, [ST] stcurve, [ST] Glossary labeling, see labeling data
cumulative spectral distribution, empirical, [TS] cumsp, large, dealing with, see memory
[TS] psdensity listing, see listing data
cumulative subhazard function, [ST] stcrreg, loading, see importing data, see inputting data
[ST] stcurve, [ST] Glossary interactively, see using data
current data, [P] creturn matched case–control, see matched case–control data
curse of dimensionality, [MV] Glossary missing values, see missing values
curved path, [SEM] Glossary mlong, see mlong
custom prediction equations, [MI] mi impute chained, multiple-failure st, see multiple-failure st data
[MI] mi impute monotone multiple-record st, see multiple-record st data
cusum command, [R] cusum nested case–control, see nested case–control data
cusum plots, [G-2] graph other observational, see observational data
cusum test, [R] cusum preserving, see preserving data
cut(), egen function, [D] egen range of, see range of data
cutil, see classutil ranking, see ranking data
cv, estat subcommand, [SVY] estat reading, see importing data, see loading data, see
cvpermute() function, [M-5] cvpermute( ) reading data from disk
cvpermutesetup() function, [M-5] cvpermute( ) recoding, see recoding data
cyclical component, [TS] tsfilter, [TS] ucm, rectangularizing, see rectangularize dataset
[TS] Glossary reordering, see reordering data
reorganizing, see reorganizing data
restoring, see restoring data
D sampling, see sampling
saving, see exporting data, see saving data
DA, see data augmentation single-failure st, see survival analysis
dashed lines, [G-4] linepatternstyle single-record st, see survival analysis
data, stacking, see stacking data
appending, see appending data strings, see string variables
autocorrelated, see autocorrelation summarizing, see summarizing data
case–cohort, see case–cohort data survey, see survey data
case–control, see case–control data survival-time, see survival analysis
categorical, see categorical data, agreement, time-series, see time-series analysis
measures for, see categorical data time-span, see time-span data
certifying, see certifying data transposing, see transposing data
characteristics of, see characteristics verifying, see certifying data
checksums of, see checksums of data wide, see wide
combining, see combining datasets data augmentation, [MI] mi impute, [MI] mi impute
contents of, see contents of data mvn, [MI] Glossary
count-time, see count-time data Data Browser, see Data Editor
cumulative incidence data, see cumulative incidence Data Editor, [D] edit
data copy and paste, [D] edit
current, see current data data entry, see importing data, see inputting data
discrete survival, see discrete survival data interactively, see reading data from disk
displaying, see displaying data data label macro extended function, [P] macro
documenting, see documenting data data management, [MI] mi add, [MI] mi append,
editing, see editing data [MI] mi expand, [MI] mi extract, [MI] mi
entering, see importing data, see inputting data merge, [MI] mi rename, [MI] mi replace0,
interactively [MI] mi reset, [MI] mi reshape
experimental, see experimental data data manipulation, [R] fvrevar, [R] fvset,
exporting, see exporting data [TS] tsappend, [TS] tsfill, [TS] tsreport,
extended missing values, see missing values [TS] tsrevar, [TS] tsset, [XT] xtset
flong, see flong data matrix, [M-5] st data( ), [M-5] st view( ),
flongsep, see flongsep [M-6] Glossary
generating, see generating data data reduction, [MV] ca, [MV] canon, [MV] factor,
importing, see importing data [MV] mds, [MV] pca
182 Subject index
data signature, [D] datasignature, [P] datasignature, datetime, [D] datetime, [D] datetime business
[P] signestimationsample calendars, [D] datetime business calendars
data transfer, see exporting data, see importing data creation, [D] datetime display formats,
data types, [D] data types, [U] 12 Data [D] datetime translation
data, label subcommand, [D] label Davidon–Fletcher–Powell algorithm,
database, reading data from, [D] odbc [M-5] moptimize( ), [M-5] optimize( ), [R] ml
database, reading data from other software, day() function, [D] datetime, [D] functions,
[U] 21.4 Transfer programs [M-5] date( ), [U] 24.5 Extracting components
data-have-changed flag, [M-5] st updata( ) of dates and times
dataset, db command, [R] db
adding notes to, [D] notes dBASE, reading data from, [U] 21.4 Transfer
programs
comparing, [D] cf, [D] checksum
dcc, mgarch subcommand, [TS] mgarch dcc
creating, [D] corr2data, [D] drawnorm
.dct file, [U] 11.6 Filenaming conventions
loading, see importing data, see inputting data
interactively, see using data .dct filename suffix, [D] import, [D] infile (fixed
format), [D] infix (fixed format), [D] outfile
rectangularize, [D] fillin
debugging, [P] discard, [P] pause, [P] trace
saving, see exporting data, see saving data
decimal symbol, setting, [D] format
dataset labels, [D] label, [D] label language, [D] notes
declarations, [M-2] declarations, [M-6] Glossary
determining, [D] codebook, [D] describe
.Declare built-in class modifier, [P] class
managing, [D] varmanage
declare, class, [P] class
datasets, example, [U] 1.2.2 Example datasets
decode command, [D] encode
datasignature
decomposition, [M-5] cholesky( ), [M-5] fullsvd( ),
clear command, [D] datasignature
[M-5] ghessenbergd( ), [M-5] gschurd( ),
command, [D] datasignature, [SEM] example 25, [M-5] hessenbergd( ), [M-5] lud( ), [M-5] qrd( ),
[SEM] ssd [M-5] schurd( ), [M-5] svd( )
confirm command, [D] datasignature deconvolve() function, [M-5] fft( )
report command, [D] datasignature decrement operator, [M-2] op increment
set command, [D] datasignature default settings of system parameters, [R] query,
datasignature command, [P] datasignature [R] set defaults
date defective matrix, [M-6] Glossary
and time stamp, [D] describe DEFF, see design effects
functions, [D] datetime, [D] datetime translation, define,
[D] functions, [M-5] date( ) char subcommand, [P] char
date, constraint subcommand, [R] constraint
displaying, [U] 12.5.3 Date and time formats, label subcommand, [D] label
[U] 24.3 Displaying dates and times
matrix subcommand, [P] matrix define
formats, [U] 12.5.3 Date and time formats,
program subcommand, [P] program, [P] program
[U] 24.3 Displaying dates and times
properties
functions, [U] 24.5 Extracting components of dates
scalar subcommand, [P] scalar
and times
transmap subcommand, [R] translate
inputting, [U] 24.2 Inputting dates and times
DEFT, see design effects
variables, [U] 24 Working with dates and times
degree-of-freedom adjustment, [SEM] Glossary
date() function, [D] datetime, [D] datetime
translation, [D] functions, [M-5] date( ) degrees of freedom, [MI] mi estimate, [MI] mi predict
datelist, [U] 11.1.9 datelist for coefficients, complete, see complete degrees of
freedom for coefficients, also see estimation,
dates,
degrees of freedom for coefficients
business, see business calendars
degree-to-radian conversion, [D] functions
Excel, [D] datetime
delete, [M-5] unlink( )
OpenOffice, [D] datetime
delete, cluster subcommand, [MV] cluster
R, [D] datetime programming utilities
SAS, [D] datetime deleting
SPSS, [D] datetime casewise, [D] egen
dates and times, [D] datetime, [D] datetime files, [D] erase
business calendars, [D] datetime business
variables or observations, [D] drop
calendars creation, [D] datetime display
formats, [D] datetime translation, [M-5] c( ), #delimit command, [M-2] semicolons, [P] #delimit
[M-5] date( ), [P] creturn
Subject index 183
delimited, describing graph, [G-2] graph describe

export subcommand, [D] import delimited describing mi data, [MI] mi describe
import subcommand, [D] import delimited descriptive statistics,
delimiter CIs for means, proportions, and counts, [R] ci
for comments, [P] comments correlations, [R] correlate, [R] pcorr,
for lines, [P] #delimit [R] tetrachoric
delta, see δ creating dataset containing, [D] collapse
beta influence statistic, [R] clogit postestimation, creating variables containing, [D] egen
[R] logistic postestimation, [R] logit displaying, [D] codebook, [D] pctile, [R] grmeanby,
postestimation [R] lv, [R] summarize, [XT] xtsum, [XT] xttab
chi-squared influence statistic, [R] clogit estimation, [R] mean, [R] proportion, [R] ratio,
postestimation, [R] logistic postestimation, [R] total
[R] logit postestimation means, [R] ameans, [R] summarize
deviance influence statistic, [R] clogit percentiles, [R] centile
postestimation, [R] logistic postestimation, pharmacokinetic data,
[R] logit postestimation make dataset of, [R] pkcollapse
method, [R] margins, [R] nlcom, [R] predictnl, summarize, [R] pksumm
[R] testnl, [SEM] estat residuals, [SEM] estat tables, [R] table, [R] tabstat, [R] tabulate oneway,
teffects, [SVY] variance estimation, [R] tabulate twoway, [R] tabulate, summarize()
[SVY] Glossary
design effects, [R] loneway, [SVY] estat,
dendrogram, [G-2] graph other, [MV] cluster, [SVY] svy: tabulate oneway,
[MV] cluster dendrogram, [MV] Glossary [SVY] svy: tabulate twoway, [SVY] Glossary
dendrogram, cluster subcommand, [MV] cluster design matrix, [M-5] designmatrix( ), [M-5] I( )
dendrogram
design, fvset subcommand, [R] fvset
density
designmatrix() function, [M-5] designmatrix( )
estimation, kernel, [R] kdensity
destring command, [D] destring
functions, [M-5] normal( )
destroy() function, [M-2] class
smoothing, [G-2] graph other
destructor, [M-2] class
density option, [G-2] graph twoway histogram
destructors, class, [P] class
density-distribution sunflower plot, [R] sunflower
det() function, [D] functions, [M-5] det( ), [P] matrix
dereference, [M-6] Glossary define
dereferencing, [M-2] ftof, [M-2] pointers determinant of matrix, [M-5] det( ), [P] matrix define
deriv() function, [M-5] deriv( ) deterministic trend, [TS] Glossary
deriv() function, [M-5] deriv( ) dettriangular() function, [M-5] det( )
derivative of incomplete gamma function, [D] functions deviance residual, [ME] mecloglog postestimation,
derivatives, [M-5] deriv( ) [ME] meglm postestimation, [ME] melogit
numeric, [R] dydx, [R] testnl postestimation, [ME] menbreg postestimation,
derived plottypes, [G-3] advanced options [ME] mepoisson postestimation, [ME] meprobit
deriv init() functions, [M-5] deriv( ) postestimation, [ME] meqrlogit postestimation,
deriv init *() functions, [M-5] deriv( ) [ME] meqrpoisson postestimation, [R] binreg
deriv query() function, [M-5] deriv( ) postestimation, [R] fp postestimation, [R] glm
deriv result *() functions, [M-5] deriv( ) postestimation, [R] logistic postestimation,
describe, [R] logit postestimation, [R] probit
postestimation, [ST] stcox postestimation,
ado subcommand, [R] net
[ST] streg postestimation
classutil subcommand, [P] classutil
deviation cross product, [M-5] crossdev( ),
bcal subcommand, [D] bcal [M-5] quadcross( )
estimates subcommand, [R] estimates describe dexponential, tssmooth subcommand,
forecast subcommand, [TS] forecast describe [TS] tssmooth dexponential
graph subcommand, [G-2] graph describe dfactor command, [TS] dfactor, [TS] dfactor
irf subcommand, [TS] irf describe postestimation
mata subcommand, [M-3] mata describe DFBETA, [R] regress postestimation, [ST] stcox
mi subcommand, [MI] mi describe postestimation, [ST] stcrreg postestimation,
net subcommand, [R] net [ST] Glossary
putexcel subcommand, [P] putexcel dfbeta command, [R] regress postestimation
ssc subcommand, [R] ssc dfgls command, [TS] dfgls
ssd subcommand, [SEM] ssd DFITS, [R] regress postestimation
describe command, [D] describe, [U] 12.6 Dataset, DFP algorithm, [R] ml
variable, and value labels dfuller command, [TS] dfuller
184 Subject index
dgammapda() function, [D] functions, [M-5] normal( ) dimension, [MV] Glossary

dgammapdada() function, [D] functions, dir,
[M-5] normal( ) ado subcommand, [R] net
dgammapdadx() function, [D] functions, bcal subcommand, [D] bcal
[M-5] normal( ) classutil subcommand, [P] classutil
dgammapdx() function, [D] functions, [M-5] normal( ) cluster subcommand, [MV] cluster utility
dgammapdxdx() function, [D] functions, constraint subcommand, [R] constraint
[M-5] normal( ) estimates subcommand, [P] estimates
dhms() function, [D] datetime, [D] functions, estimates subcommand, [R] estimates store
[M-5] date( ) graph subcommand, [G-2] graph dir
diag() function, [M-5] diag( ) label subcommand, [D] label
diag() function, [D] functions, [M-5] diag( ), macro subcommand, [P] macro
[P] matrix define
matrix subcommand, [P] matrix utility
diag0cnt() function, [D] functions, [M-5] diag0cnt( ),
postutil subcommand, [P] postfile
[P] matrix define
program subcommand, [P] program
diagnostic codes, [D] icd9
diagnostic plots, [G-2] graph other, [R] diagnostic
plots, [R] logistic postestimation, [R] regress scalar subcommand, [P] scalar
postestimation diagnostic plots serset subcommand, [P] serset
diagnostics, regression, see regression diagnostics sysuse subcommand, [D] sysuse
diagonal, [M-5] diagonal( ), [M-6] Glossary dir command, [D] dir
diagonal matrix, [M-5] diag( ), [M-5] diag( ), dir macro extended function, [P] macro
[M-5] diagonal( ), [M-5] isdiagonal( ), dir() function, [M-5] dir( )
[M-6] Glossary direct standardization, [R] dstdize, [R] mean,
diagonal vech model, [TS] mgarch, [TS] mgarch dvech [R] proportion, [R] ratio, [SVY] direct
diagonal() function, [M-5] diagonal( ) standardization, [SVY] Glossary
diagonals of matrices, [P] matrix define direction of an effect,
dialog lower, [PSS] intro, [PSS] power, [PSS] Glossary
box, [R] db, [P] dialog programming, [P] window upper, [PSS] intro, [PSS] power, [PSS] Glossary
programming, [P] window fopen, [P] window directional test, see one-sided test
manage, [P] window menu, [P] window push, directories, [M-5] chdir( ), [M-5] dir( ),
[P] window stopbox [M-5] direxists( ), [P] creturn,
programming, [P] dialog programming, [P] window [U] 11.6 Filenaming conventions,
programming, [P] window fopen, [P] window [U] 18.3.11 Constructing Windows filenames
manage, [P] window menu, [P] window push, by using macros
[P] window stopbox changing, [D] cd
Dice coefficient similarity measure, creating, [D] mkdir
[MV] measure option listing, [D] dir
dichotomous outcome model, see outcomes, binary, see location of ado-files, [U] 17.5 Where does Stata
outcomes, binary look for ado-files?
Dickey–Fuller test, [TS] dfgls, [TS] dfuller removing, [D] rmdir
dictionaries, [D] export, [D] import, [D] infile (fixed directory, class, [P] classutil
format), [D] infix (fixed format), [D] outfile, direxists() function, [M-5] direxists( )
[M-5] asarray( ) direxternal() function, [M-5] direxternal( )
diff(), egen function, [D] egen discard command, [P] discard,
difference of estimated coefficients, see linear [U] 18.11.3 Debugging ado-files
combinations of estimators discard, relationship to graph drop, [G-2] graph
difference operator, [TS] Glossary, [U] 11.4.4 Time- drop
series varlists discordant
differences of two means test, [SVY] svy pairs, [PSS] power, [PSS] power
postestimation pairedproportions, [PSS] Glossary
differentiation, [M-5] deriv( ) proportion, [PSS] power, [PSS] power
difficult option, [R] maximize pairedproportions, [PSS] Glossary
digamma() function, [D] functions, [M-5] factorial( ) discrete option, [G-2] graph twoway histogram
digitally signing data, see datasignature command discrete survival data, [ST] discrete
digits, controlling the number displayed, [D] format, discrim
[U] 12.5 Formats: Controlling how data are knn command, [MV] discrim, [MV] discrim
displayed estat, [MV] discrim knn, [MV] discrim knn
dilation, [MV] procrustes, [MV] Glossary postestimation
Subject index 185
discrim, continued displaying, continued

lda command, [MV] discrim, [MV] discrim stored results, [R] stored results
estat, [MV] discrim lda, [MV] discrim lda dissimilarity, [MV] Glossary
postestimation matrix, [MV] matrix dissimilarity, [MV] Glossary,
logistic command, [MV] discrim, [MV] discrim [P] matrix dissimilarity
estat, [MV] discrim logistic, [MV] discrim measures,
logistic postestimation [MV] cluster, [MV] cluster programming
qda command, [MV] discrim, [MV] discrim utilities, [MV] matrix dissimilarity, [MV] mds,
estat, [MV] discrim qda, [MV] discrim qda [MV] measure option, [P] matrix dissimilarity
postestimation absolute value, [MV] measure option
discriminant analysis, [MV] candisc, [MV] discrim, Bray and Curtis, [MV] clustermat
[MV] discrim knn, [MV] discrim lda, Canberra, [MV] measure option
[MV] discrim logistic, [MV] discrim qda, Euclidean, [MV] measure option
[MV] Glossary
Gower, [MV] measure option
loading plot, [MV] scoreplot
maximum value, [MV] measure option
score plot, [MV] scoreplot
Minkowski, [MV] measure option
discriminant function, [MV] discrim, [MV] discrim
dissimilarity, matrix subcommand, [MV] matrix
lda, [MV] discrim lda postestimation,
dissimilarity, [P] matrix dissimilarity
[MV] Glossary
distance matrices, [MV] matrix dissimilarity,
discriminating variables, [MV] Glossary
[P] matrix dissimilarity
disparity, [MV] Glossary
distances, see dissimilarity measures
dispersion, measures of, [D] pctile, [XT] xtsum, see
distances, estat subcommand, [MV] ca
standard deviations, displaying, see variance,
postestimation
displaying, see percentiles, displaying, see range
of data distribution functions, [M-5] normal( )
display distributional diagnostic plots, [G-2] graph other
as error, [M-5] displayas( ), [M-5] errprintf( ) distributions,
as text, as result, etc., [M-5] displayas( ) examining, [D] pctile, [R] ameans, [R] centile,
[R] kdensity, [R] mean, [R] pksumm,
formats, [D] describe, [D] format, [P] macro,
[R] summarize, [R] total
[U] 12.5 Formats: Controlling how data are
displayed, [U] 24.3 Displaying dates and times income, [R] inequality
graph, [G-2] graph display plots, [R] cumul, [R] cusum, [R] diagnostic plots,
[R] dotplot, [R] histogram, [R] kdensity,
settings, [R] set showbaselevels
[R] ladder, [R] lv, [R] spikeplot, [R] stem
width and length, [R] log
standard population, [R] dstdize
display,
testing equality of, [R] ksmirnov, [R] kwallis,
ereturn subcommand, [P] ereturn [R] ranksum, [R] signrank
graph subcommand, [G-2] graph display testing for normality, [MV] mvtest normality,
ml subcommand, [R] ml [R] sktest, [R] swilk
display command, [P] display, [P] macro, transformations
[U] 19.1.2 A list of the immediate commands to achieve normality, [R] boxcox, [R] ladder
as a calculator, [R] display to achieve zero skewness, [R] lnskew0
display macro extended function, [P] display disturbance term, [XT] Glossary
display() function, [M-5] display( ) division operator, see arithmetic operators
displayas() function, [M-5] displayas( ) divisive hierarchical clustering methods, [MV] cluster,
displayflush() function, [M-5] displayflush( ) [MV] Glossary
displaying, also see printing, logs (output) DLL, [P] plugin
contents, [D] describe Dmatrix() function, [M-5] Dmatrix( )
data, [D] edit, [D] list do command, [R] do, [U] 16 Do-files
files, [D] type .do file, [U] 11.6 Filenaming conventions
long strings, see string variables, long do . . . while, [M-2] do, [M-2] continue, [M-2] break
macros, [P] macro dockable, set subcommand, [R] set
matrix, [P] matrix utility dockingguides, set subcommand, [R] set
named graphs, [G-2] graph display, [G-2] graph documentation, [U] 1 Read this — it will help
use keyword search on, [R] search, [U] 4 Stata’s help
output, [P] display, [P] quietly, [P] smcl, and search facilities
[P] tabdisp documenting data, [D] codebook, [D] labelbook,
previously typed lines, [R] #review [D] notes
scalar expressions, [P] display, [P] scalar docx*() functions, [M-5] docx*( )
186 Subject index
doedit command, [R] doedit drop, continued

dofb() function, [D] datetime business calendars, constraint subcommand, [R] constraint
[D] functions, [M-5] date( ) duplicates subcommand, [D] duplicates
dofC() function, [D] datetime, [D] functions, estimates subcommand, [P] estimates
[M-5] date( ) estimates subcommand, [R] estimates store
dofc() function, [D] datetime, [D] functions, forecast subcommand, [TS] forecast drop
[M-5] date( ) graph subcommand, [G-2] graph drop
dofh() function, [D] datetime, [D] functions, irf subcommand, [TS] irf drop
[M-5] date( ) label subcommand, [D] label
do-files, [P] break, [P] include, [P] version, [R] do, macro subcommand, [P] macro
[U] 16 Do-files, [U] 18.2 Relationship between a
mata subcommand, [M-3] mata drop
program and a do-file
matrix subcommand, [P] matrix utility
adding comments to, [P] comments
notes subcommand, [D] notes
editing, [R] doedit
program subcommand, [P] program
long lines, [P] #delimit, [U] 18.11.2 Comments and
long lines in ado-files return subcommand, [P] return
dofm() function, [D] datetime, [D] functions, scalar subcommand, [P] scalar
[M-5] date( ) serset subcommand, [P] serset
dofq() function, [D] datetime, [D] functions, drop command, [D] drop
[M-5] date( ) dropline, graph twoway subcommand, [G-2] graph
dofw() function, [D] datetime, [D] functions, twoway dropline
[M-5] date( ) dropout, [PSS] intro, [PSS] Glossary
dofy() function, [D] datetime, [D] functions, dropping graphs, [G-2] graph drop
[M-5] date( ) dropping programs, [P] discard
domain sampling, [MV] alpha dropping variables and observations, [D] drop
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
dot, .dta file, [U] 11.6 Filenaming conventions
graph subcommand, [G-2] graph dot .dta file extension, technical description, [P] file
graph twoway subcommand, [G-2] graph twoway formats .dta
dot .dtasig file, [U] 11.6 Filenaming conventions
dot plots, [G-2] graph dot, [G-2] graph twoway dot, dual scaling, [MV] ca
[G-3] area options, [G-3] line options Duda and Hart index stopping rules, [MV] cluster stop
dotplot command, [R] dotplot dummy variables, see indicator variables, see indicators
dotted lines, [G-4] linepatternstyle Duncan’s multiple-comparison adjustment, see multiple
double, [D] data types comparisons, Duncan’s method
double (storage type), [U] 12.2.2 Numeric storage dunnettprob() function, [D] functions,
types [M-5] normal( )
double quotes, [P] macro Dunnett’s multiple comparison adjustment, see multiple
doublebuffer, set subcommand, [R] set comparisons, Dunnett’s method
double-exponential smoothing, [TS] tssmooth Dunnett’s multiple range distribution,
dexponential cumulative, [D] functions
double-precision floating point number, inverse cumulative, [D] functions
[U] 12.2.2 Numeric storage types 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, [D] functions, duplicates
[M-5] date( ), [U] 24.5 Extracting components drop command, [D] duplicates
of dates and times
examples command, [D] duplicates
doy() function, [D] datetime, [D] functions, list command, [D] duplicates
[M-5] date( )
report command, [D] duplicates
dp, set subcommand, [D] format, [R] set
tag command, [D] duplicates
drawnorm command, [D] drawnorm
duplicating
drift, [TS] Glossary
clustered observations, [D] expandcl
drop,
observations, [D] expand
classutil subcommand, [P] classutil
duplication matrix, [M-5] Dmatrix( )
cluster subcommand, [MV] cluster utility
Subject index 187
duration analysis, see survival analysis e-class command, [P] program, [P] return, [R] stored
Durbin–Watson statistic, [R] regress postestimation results, [U] 18.8 Accessing results calculated by
time series, [TS] prais other programs
durbinalt, estat subcommand, [R] regress economist scheme, [G-3] axis options, [G-4] scheme
postestimation time series economist
Durbin’s alternative test, [R] regress postestimation edit command, [D] edit
time series edit, graphs, [G-1] graph editor
dvech, mgarch subcommand, [TS] mgarch dvech editing
dwatson, estat subcommand, [R] regress ado-files and do-files, [R] doedit
postestimation time series commands, [U] 10 Keyboard use
dyadic operator, [M-2] syntax, [M-6] Glossary data, [D] edit, [D] generate, [D] merge, [D] recode
dydx command, [R] dydx files while in Stata, [R] doedit
dynamic conditional-correlation model, [TS] mgarch, output, [U] 15 Saving and printing output—log
[TS] mgarch dcc files
dynamic factor model, [TS] dfactor, [TS] dfactor editmissing() function, [M-5] editmissing( )
postestimation, also see state-space model editmissing() function, [M-5] editmissing( )
dynamic forecast, [TS] arch, [TS] arfima, [TS] fcast edittoint() function, [M-5] edittoint( )
compute, [TS] fcast graph, [TS] forecast, edittoint() function, [M-5] edittoint( )
[TS] forecast adjust, [TS] forecast clear, edittointtol() function, [M-5] edittoint( )
[TS] forecast coefvector, [TS] forecast
edittointtol() function, [M-5] edittoint( )
create, [TS] forecast describe, [TS] forecast
drop, [TS] forecast estimates, [TS] forecast edittozero() function, [M-5] edittozero( )
exogenous, [TS] forecast identity, [TS] forecast edittozero() function, [M-5] edittozero( )
list, [TS] forecast query, [TS] forecast solve, edittozerotol() function, [M-5] edittozero( )
[TS] mgarch, [TS] Glossary, [U] 20.20 Dynamic edittozerotol() function, [M-5] edittozero( )
forecasts and simulations editvalue() function, [M-5] editvalue( )
dynamic model, [XT] Glossary editvalue() function, [M-5] editvalue( )
dynamic panel-data regression, [XT] xtabond, EE estimator, see estimating-equation estimator
[XT] xtdpd, [XT] xtdpdsys effect, [PSS] intro, [PSS] power, [PSS] power,
dynamic regression model, [TS] arfima, [TS] arima, graph, [PSS] power, table, [PSS] power
[TS] var onemean, [PSS] power twomeans, [PSS] power
dynamic structural simultaneous equations, [TS] var pairedmeans, [PSS] power oneproportion,
svar [PSS] power twoproportions, [PSS] power
dynamic-multiplier function, [TS] irf, [TS] irf cgraph, pairedproportions, [PSS] power onevariance,
[TS] irf create, [TS] irf ctable, [TS] irf ograph, [PSS] power twovariances, [PSS] power
[TS] irf table, [TS] var intro, [TS] Glossary onecorrelation, [PSS] power twocorrelations,
.dynamicmv built-in class function, [P] class [PSS] unbalanced designs
detection of, see minimum detectable effect size
minimum detectable, see minimum detectable effect
E size
treatment, see treatment effect
e() function, [D] functions, [M-5] e( )
effect size, [ST] stpower, [ST] stpower cox,
e() stored results, [P] ereturn, [P] estimates, [ST] stpower exponential, [ST] stpower
[P] return, [R] stored results, logrank, [ST] Glossary, see δ
[U] 18.8 Accessing results calculated by other
effects,
programs, [U] 18.9 Accessing results calculated
by estimation commands, [U] 18.10.2 Storing direct, [SEM] estat teffects, [SEM] example 7,
results in e() [SEM] example 42g, [SEM] methods and
formulas for sem, [SEM] Glossary
e(functions) macro extended function, [P] macro
indirect, [SEM] estat teffects, [SEM] example 7,
e(macros) macro extended function, [P] macro
[SEM] example 42g, [SEM] methods and
e(matrices) macro extended function, [P] macro formulas for sem, [SEM] Glossary
e(sample) function, [D] functions, [P] ereturn, total, [SEM] estat teffects, [SEM] example 7,
[P] return [SEM] example 42g, [SEM] methods and
e(sample), resetting, [R] estimates save formulas for sem, [SEM] Glossary
e(scalars) macro extended function, [P] macro effects, estat subcommand, [SVY] estat
EB, see empirical Bayes effect-size
EBCDIC files, [D] filefilter, [D] infile (fixed format), curve, [PSS] intro, [PSS] power, graph,
[U] 21.2.9 If you have EBCDIC data [PSS] Glossary
188 Subject index
effect-size, continued empirical Bayes, [ME] mecloglog postestimation,

determination, [PSS] intro, [PSS] GUI, [ME] meglm, [ME] meglm postestimation,
[PSS] power, [PSS] power, graph, [ME] melogit postestimation, [ME] menbreg
[PSS] power, table, [PSS] power onemean, postestimation, [ME] meologit postestimation,
[PSS] power twomeans, [PSS] power [ME] meoprobit postestimation,
pairedmeans, [PSS] power oneproportion, [ME] mepoisson postestimation, [ME] meprobit
[PSS] power twoproportions, [PSS] power postestimation, [ME] Glossary
pairedproportions, [PSS] power onevariance, means, see posterior mean
[PSS] power twovariances, [PSS] power modes, see posterior mode
onecorrelation, [PSS] power twocorrelations, predictions, [SEM] intro 7, [SEM] methods and
[PSS] unbalanced designs, [PSS] Glossary formulas for gsem, [SEM] predict after gsem
efficiency, query subcommand, [R] query empirical cumulative distribution function, [R] cumul
eform, estat subcommand, [SEM] estat eform emptycells, set subcommand, [R] set, [R] set
eform option, [R] eform option emptycells
EGARCH, see exponential generalized autoregressive Encapsulated PostScript, [G-2] graph export,
conditional heteroskedasticity [G-3] eps options, [G-4] text
egen command, [D] egen, [MI] mi passive, [MI] mi encode command, [D] encode, [U] 23.2 Categorical
xeq string variables
EGLS, see estimated generalized least squares end command, [M-3] end
eigen la() function, [M-5] eigensystem( ) ending a Stata session, [P] exit, [R] exit
eigensystem() function, [M-5] eigensystem( ) endless loop, see loop, endless
eigensystem() function, [M-5] eigensystem( ) end-of-line characters, [D] changeeol
eigensystemselect*() functions, endogeneity test, [R] ivregress postestimation
[M-5] eigensystemselect( ) endogenous
eigensystemselect*() functions, covariates, [R] gmm, [R] ivpoisson, [R] ivprobit,
[M-5] eigensystemselect( ) [R] ivregress, [R] ivtobit, [R] reg3, [XT] xtdpd,
eigenvalue stability condition, [TS] varstable, [XT] xtdpdsys, [XT] xthtaylor, [XT] xtivreg
[TS] vecstable treatment, [TE] etpoisson, [TE] etregress
eigenvalue stability index, [SEM] estat stable treatment-effects model, [SEM] example 44g
eigenvalues, [M-5] eigensystem( ), [M-6] Glossary, variable, [SEM] intro 4, [SEM] Glossary,
[MV] factor, [MV] factor postestimation, [SVY] svy estimation, [TS] Glossary,
[MV] pca, [MV] rotate, [MV] rotatemat, [XT] Glossary
[MV] screeplot, [MV] Glossary, [P] matrix endogenous, estat subcommand, [R] ivregress
eigenvalues, [P] matrix svd, [P] matrix postestimation
symeigen ends(), egen function, [D] egen
eigenvalues() function, [M-5] eigensystem( ) Engle’s LM test, [R] regress postestimation time series
eigenvalues() function, [M-5] eigensystem( ) Enhanced Metafile, [G-2] graph export
eigenvalues, matrix subcommand, [P] matrix ensuring mi data are consistent, [MI] mi update
eigenvalues
entering data, see importing data, see inputting data
eigenvectors, [M-5] eigensystem( ), [M-6] Glossary, interactively, see reading data from disk
[MV] factor, [MV] factor postestimation,
environment macro extended function, [P] macro
[MV] pca, [MV] rotate, [MV] rotatemat,
[MV] scoreplot, [MV] Glossary, [P] matrix svd, environment variables (Unix), [P] macro
[P] matrix symeigen eolchar, set subcommand, [R] set
EIM, see expected information matrix Epanechnikov kernel function, [G-2] graph twoway
eim, see sem option vce() kdensity, [G-2] graph twoway lpoly,
[R] kdensity, [R] lpoly, [R] qreg, [TE] teffects
eivreg command, [R] eivreg, [R] eivreg
overlap
postestimation
epidemiological tables, [ST] epitab
el() function, [D] functions, [P] matrix define
epidemiology, [ST] epitab, [ST] strate
elimination matrix, [M-5] Lmatrix( )
epidemiology and related,
ellipsis, [G-4] text
Brier score decomposition, [R] brier
else command, [P] if
interrater agreement, [R] kappa
eltype, [M-2] declarations, [M-6] Glossary
meta-analysis, [R] meta
eltype() function, [M-5] eltype( )
pharmacokinetic data, see pharmacokinetic data
EM, see expectation-maximization algorithm
ROC analysis, see receiver operating characteristic
analysis
Subject index 189
epidemiology and related, continued error, [SEM] Glossary

standardization, [R] dstdize checking, [D] assert
symmetry and marginal homogeneity tests, codes, [M-2] errors
[R] symmetry handling, [P] capture, [P] confirm, [P] error,
tables, [R] tabulate twoway [U] 16.1.4 Error handling in do-files
epsdouble() function, [D] functions messages and return codes, [P] error, [P] rmsg,
epsfloat() function, [D] functions [R] error messages, [U] 4.8.5 Return codes,
epsilon() function, [M-5] epsilon( ), [M-6] Glossary [U] 8 Error messages and return codes, also
eqgof, estat subcommand, [SEM] estat eqgof see error handling
eqtest, estat subcommand, [SEM] estat eqtest searching, [R] search
equal FMI test, [MI] mi estimate, [MI] mi test, variable, [SEM] intro 4, [SEM] Glossary
[MI] Glossary error command, [P] error
equal-allocation design, see balanced design error() function, [M-5] error( )
equality of means tests, [MV] hotelling, [MV] manova, error() function, [M-5] error( )
[MV] mvtest means error, reshape subcommand, [D] reshape
equality operator, [U] 13.2.3 Relational operators error-bar charts, [R] serrbar
equality test of error-components model, [XT] xthtaylor,
binomial proportions, [R] bitest [XT] Glossary
coefficients, [R] pwcompare, [R] sureg, [R] test, errorrate, estat subcommand, [MV] discrim
[R] testnl, [SVY] svy postestimation estat, [MV] discrim knn postestimation,
distributions, [R] ksmirnov, [R] kwallis, [MV] discrim lda postestimation, [MV] discrim
[R] ranksum, [R] signrank logistic postestimation, [MV] discrim qda
margins, [R] margins, [R] pwcompare postestimation
means, [R] contrast, [R] esize, [R] pwmean, errors-in-variables regression, [R] eivreg
[R] ttest, [SVY] svy postestimation errprintf() function, [M-5] errprintf( )
medians, [R] ranksum esample, estimates subcommand, [R] estimates save
proportions, [R] bitest, [R] prtest esize and esizei commands, [R] esize
ROC areas, [R] roccomp, [R] rocreg esize, estat subcommand, [R] regress
survivor functions, [ST] sts test postestimation
variances, [R] sdtest estat, [P] estat programming
equamax rotation, [MV] rotate, [MV] rotatemat, abond command, [XT] xtabond postestimation,
[MV] Glossary [XT] xtdpd postestimation, [XT] xtdpdsys
postestimation
equation names of matrix, [P] ereturn, [P] matrix
define, [P] matrix rownames, [U] 14.2 Row and alternatives command, [R] asclogit
column names postestimation, [R] asmprobit postestimation,
[R] asroprobit postestimation, [R] nlogit
equilc() function, [M-5] equilrc( )
postestimation
equilibration, [M-5] equilrc( )
anova command, [MV] discrim lda postestimation
equilr() function, [M-5] equilrc( )
anti command, [MV] factor postestimation,
equilrc() function, [M-5] equilrc( ) [MV] pca postestimation
equivalence test, [R] pk, [R] pkequiv archlm command, [R] regress postestimation time
erase, [M-5] unlink( ) series
erase command, [D] erase bgodfrey command, [R] regress postestimation
erase, mi subcommand, [MI] mi erase, [MI] styles time series
erase, snapshot subcommand, [D] snapshot bootstrap command, [R] bootstrap postestimation
erasing files, [D] erase canontest command, [MV] discrim lda
erasing graph files, [G-2] graph drop postestimation
ereturn classfunctions command, [MV] discrim lda
clear command, [P] ereturn, [P] return postestimation
display command, [P] ereturn classification command, [R] estat classification
list command, [P] ereturn, [P] return, [R] stored classtable command, [MV] discrim
results estat, [MV] discrim knn postestimation,
local command, [P] ereturn, [P] return [MV] discrim lda postestimation, [MV] discrim
matrix command, [P] ereturn, [P] return logistic postestimation, [MV] discrim qda
post command, [P] ereturn, [P] makecns, postestimation
[P] return common command, [MV] factor postestimation
repost command, [P] ereturn, [P] return compare command, [MV] procrustes
scalar command, [P] ereturn, [P] return postestimation
concordance command, [ST] stcox postestimation
190 Subject index
estat, continued estat, continued

config command, [MV] mds postestimation group command, [ME] mecloglog postestimation,
coordinates command, [MV] ca postestimation, [ME] meglm postestimation, [ME] melogit
[MV] mca postestimation postestimation, [ME] menbreg postestimation,
correlation command, [R] asmprobit [ME] meologit postestimation, [ME] meoprobit
postestimation, [R] asroprobit postestimation postestimation, [ME] mepoisson postestimation,
correlations command, [MV] canon [ME] meprobit postestimation, [ME] meqrlogit
postestimation, [MV] discrim lda postestimation, [ME] meqrpoisson
postestimation, [MV] discrim qda postestimation, [ME] mixed postestimation
postestimation, [MV] mds postestimation grsummarize command, [MV] discrim
covariance command, [MV] discrim estat, [MV] discrim knn postestimation,
lda postestimation, [MV] discrim qda [MV] discrim lda postestimation, [MV] discrim
postestimation, [R] asmprobit postestimation, logistic postestimation, [MV] discrim qda
[R] asroprobit postestimation postestimation
cv command, [SVY] estat hettest command, [R] regress postestimation
distances command, [MV] ca postestimation ic command, [R] estat, [R] estat ic
durbinalt command, [R] regress postestimation icc command, [ME] melogit postestimation,
time series [ME] meprobit postestimation, [ME] meqrlogit
dwatson command, [R] regress postestimation time postestimation, [ME] mixed postestimation
series imtest command, [R] regress postestimation
effects command, [SVY] estat inertia command, [MV] ca postestimation
eform command, [SEM] intro 7, [SEM] estat kmo command, [MV] factor postestimation,
eform, [SEM] example 33g, [SEM] example 34g [MV] pca postestimation
endogenous command, [R] ivregress lceffects command, [SVY] estat
postestimation list command, [MV] discrim estat, [MV] discrim
eqgof command, [SEM] intro 7, [SEM] estat knn postestimation, [MV] discrim lda
eqgof, [SEM] example 3 postestimation, [MV] discrim logistic
eqtest command, [SEM] intro 7, [SEM] estat postestimation, [MV] discrim qda
eqtest, [SEM] example 13 postestimation
errorrate command, [MV] discrim estat, loadings command, [MV] ca postestimation,
[MV] discrim knn postestimation, [MV] canon postestimation, [MV] discrim lda,
[MV] discrim lda postestimation, [MV] discrim [MV] discrim lda postestimation, [MV] pca
logistic postestimation, [MV] discrim qda postestimation
postestimation manova command, [MV] discrim lda
esize command, [R] regress postestimation postestimation
factors command, [MV] factor postestimation mfx command, [R] asclogit postestimation,
[R] asmprobit postestimation, [R] asroprobit
facweights command, [R] asmprobit
postestimation
postestimation, [R] asroprobit postestimation
mindices command, [SEM] intro 7, [SEM] estat
firststage command, [R] ivregress
mindices, [SEM] example 5, [SEM] example 9
postestimation
mvreg command, [MV] procrustes postestimation
framework command, [SEM] intro 7, [SEM] estat
framework, [SEM] example 11 nproc command, [R] rocreg postestimation
ggof command, [SEM] intro 7, [SEM] estat ggof, overid command, [R] gmm postestimation,
[SEM] example 21 [R] ivpoisson postestimation, [R] ivregress
postestimation
ginvariant command, [SEM] intro 7, [SEM] estat
ginvariant, [SEM] example 22 ovtest command, [R] regress postestimation
gof command, [R] estat gof, [R] poisson pairwise command, [MV] mds postestimation
postestimation, [SEM] estat gof, period command, [TS] ucm postestimation
[SEM] example 4, [SVY] estat phtest command, [ST] stcox PH-assumption tests
grdistances command, [MV] discrim predict command, [R] exlogistic postestimation
lda postestimation, [MV] discrim qda profiles command, [MV] ca postestimation
postestimation quantiles command, [MV] mds postestimation
grmeans command, [MV] discrim lda recovariance command, [ME] meqrlogit
postestimation postestimation, [ME] meqrpoisson
postestimation, [ME] mixed postestimation
Subject index 191
estat, continued estimates

residuals command, [MV] factor postestimation, clear command, [R] estimates store
[MV] pca postestimation, [SEM] intro 7, command, [R] suest, [SVY] svy postestimation
[SEM] estat residuals, [SEM] example 10 introduction, [R] estimates
rotate command, [MV] canon postestimation describe command, [R] estimates describe
rotatecompare command, [MV] canon dir command, [R] estimates store
postestimation, [MV] factor postestimation, drop command, [R] estimates store
[MV] pca postestimation esample command, [R] estimates save
sargan command, [XT] xtabond postestimation, for command, [R] estimates for
[XT] xtdpd postestimation, [XT] xtdpdsys
notes command, [R] estimates notes
postestimation
query command, [R] estimates store
scoretests command, [SEM] intro 7, [SEM] estat
scoretests, [SEM] example 8 replay command, [R] estimates replay
sd command, [SVY] estat restore command, [R] estimates store
se command, [R] exlogistic postestimation, save command, [R] estimates save
[R] expoisson postestimation stats command, [R] estimates stats
size command, [SVY] estat store command, [R] estimates store
smc command, [MV] factor postestimation, table command, [R] estimates table
[MV] pca postestimation title command, [R] estimates title
stable command, [SEM] intro 7, [SEM] estat use command, [R] estimates save
stable, [SEM] example 7 estimates, forecast subcommand, [TS] forecast
stdize: prefix command, [SEM] estat stdize, estimates
[SEM] example 16 estimating-equation estimator, [TE] teffects aipw,
strata command, [SVY] estat [TE] teffects ipw, [TE] teffects ipwra,
stress command, [MV] mds postestimation [TE] teffects ra, [TE] Glossary
structure command, [MV] discrim lda estimation
postestimation, [MV] factor postestimation allowed estimation commands, [MI] estimation
subinertia command, [MV] mca postestimation commands, [P] ereturn, [P] estimates,
summarize command, [MV] ca postestimation, [U] 18.9 Accessing results calculated by
[MV] discrim estat, [MV] discrim estimation commands, [U] 26 Overview of
knn postestimation, [MV] discrim lda Stata estimation commands
postestimation, [MV] discrim logistic allowing constraints in, [P] makecns
postestimation, [MV] discrim qda eliminating stored information from, [P] discard
postestimation, [MV] factor postestimation, obtaining predictions after, [P] predict
[MV] mca postestimation, [MV] mds obtaining robust estimates, [P] robust
postestimation, [MV] pca postestimation, saving results from, [P] estimates
[MV] procrustes postestimation, [R] estat, degrees of freedom for coefficients, [MI] mi
[R] estat summarize, [SEM] estat summarize estimate
svyset command, [SVY] estat method, [SEM] Glossary
szroeter command, [R] regress postestimation options, [R] estimation options, [SEM] gsem
table command, [MV] ca postestimation estimation options, [SEM] sem estimation
teffects command, [SEM] estat teffects, options
[SEM] example 7, [SEM] example 42g posting VCE, [MI] mi estimate
vce command, [R] estat, [R] estat vce, [SVY] estat predictions after, see predictions, obtaining after
vif command, [R] regress postestimation estimation
wcorrelation command, [XT] xtgee results,
postestimation clearing, [P] ereturn, [P] estimates,
estimate linear combinations of coefficients, see linear [R] estimates store
combinations of estimators listing, [P] ereturn, [P] estimates
estimate, mi subcommand, [MI] mi estimate, [MI] mi saving, [P] estimates
estimate using storing, [P] ereturn
estimated generalized least squares, [XT] xtgls, storing and restoring, [R] estimates store
[XT] xtivreg, [XT] xtreg tables of, [R] estimates table
estimates sample, summarizing, [R] estat, [R] estat
clear command, [P] estimates summarize
dir command, [P] estimates test after, [MI] mi estimate, [MI] mi test
drop command, [P] estimates
hold command, [P] estimates
unhold command, [P] estimates
192 Subject index
estimators, exit, class subcommand, [P] class exit

covariance matrix of, [P] ereturn, [P] matrix exlogistic command, [R] exlogistic, [R] exlogistic
get, [R] correlate, [R] estat, [R] estat vce, postestimation
[U] 20.9 Obtaining the variance–covariance exogeneity test, see endogeneity test
matrix exogenous, forecast subcommand, [TS] forecast
linear combinations, [U] 20.13 Obtaining linear exogenous
combinations of coefficients exogenous variable, [SEM] intro 4, [SEM] Glossary,
linear combinations of, [R] lincom [TS] Glossary, [XT] Glossary
nonlinear combinations of, [R] nlcom exp, [M-2] exp, [M-6] Glossary
etiologic fraction, [ST] epitab =exp, [U] 11 Language syntax
etpoisson command, [TE] etpoisson, [TE] etpoisson exp() function, [D] functions, [M-5] exp( )
postestimation exp list, [SVY] svy bootstrap, [SVY] svy brr,
etregress command, [TE] etregress, [TE] etregress [SVY] svy jackknife, [SVY] svy sdr,
postestimation [TS] rolling
Euclidean dissimilarity measure, expand command, [D] expand
[MV] measure option expand factor varlists, [P] fvexpand
Euclidean distance, [MV] Glossary expand for mi data, [MI] mi expand
event, [ST] Glossary expand, mi subcommand, [MI] mi expand
event history analysis, see survival analysis expandcl command, [D] expandcl
event of interest, [ST] Glossary expectation-maximization algorithm, [MI] mi impute
Ex, [SEM] sem and gsem option covstructure( ) mvn, [MI] Glossary
exact binomial test, see binomial test parameter trace files, [MI] mi ptrace
exact statistics, [U] 26.12 Exact estimators expected information matrix, [SEM] Glossary
binary confidence intervals, [R] ci, [R] exlogistic, experimental data, [MV] manova, [R] anova,
[R] roctab [R] contrast, [R] correlate, [R] kwallis,
centiles, [R] centile [R] logit, [R] mean, [R] regress, [R] summarize,
indirect standardization, [R] dstdize [R] tabulate oneway, [R] tabulate twoway,
one-way anova, [R] loneway [R] ttest, [ST] epitab, [U] 12 Data,
regression, [R] exlogistic, [R] expoisson [U] 20 Estimation and postestimation
test, commands, [U] 26.4 Structural equation
modeling (SEM), [U] 26.19 Multilevel mixed-
binomial probability, [R] bitest
effects models, [U] 26.20 Survival-time (failure-
equality of distributions, [R] ksmirnov time) models
equality of medians, [R] ranksum experimental group, [PSS] Glossary
Fisher’s, [R] tabulate twoway correlation, see correlations, experimental-group
symmetry and marginal homogeneity, mean, see means, experimental-group
[R] symmetry
proportion, see proportions, experimental-group
tetrachoric correlations, [R] tetrachoric
sample size, see sample size, experimental-group
exact test, [PSS] Glossary
standard deviation, see standard deviations,
example datasets, [U] 1.2.2 Example datasets experimental-group
examples, duplicates subcommand, [D] duplicates variance, see variances, experimental-group
excel, experimental study, [PSS] intro, [PSS] power,
export subcommand, [D] import excel [PSS] power onemean, [PSS] power twomeans,
import subcommand, [D] import excel [PSS] power pairedmeans, [PSS] power
Excel, [U] 21 Entering and importing data oneproportion, [PSS] power twoproportions,
dates, [D] datetime [PSS] power pairedproportions, [PSS] power
Microsoft, reading data from, [D] import excel, onevariance, [PSS] power twovariances,
[D] odbc, [D] xmlsave, also see spreadsheets, [PSS] power onecorrelation, [PSS] power
transferring twocorrelations, [PSS] Glossary
Microsoft, write results to, [P] putexcel exploded logit model, [R] rologit
excess fraction, [ST] epitab expoisson command, [R] expoisson, [R] expoisson
exec(), odbc subcommand, [D] odbc postestimation
existence, confirm subcommand, [P] confirm exponential distribution, [ST] streg
exit class program, [P] class exit exponential function, [D] functions
exit command, [P] capture, [P] exit, [R] exit, exponential generalized autoregressive conditional
[U] 16.1.4 Error handling in do-files heteroskedasticity, [TS] arch
exit Mata, [M-3] end exponential notation, [U] 12.2 Numbers
exiting Stata, see exit command exponential smoothing, [TS] tssmooth, [TS] tssmooth
exit() function, [M-5] exit( ) exponential, [TS] Glossary
Subject index 193
exponential, stpower subcommand, [ST] stpower F , distribution, continued

exponential inverse reverse cumulative, [D] functions
exponential, tssmooth subcommand, [TS] tssmooth inverse reverse cumulative noncentral,
exponential [D] functions
exponential survival reverse cumulative, [D] functions
power, [ST] stpower exponential reverse cumulative noncentral, [D] functions
regression, [ST] streg noncentrality parameter, [D] functions
sample size, [ST] stpower exponential test, [PSS] Glossary
exponential test, [ST] Glossary F() function, [D] functions, [M-5] normal( )
power, [ST] stpower exponential Facebook, see Stata on Facebook
sample size, [ST] stpower exponential factor, [MV] Glossary
exponentiated coefficients, [R] eform option, analysis, [MV] alpha, [MV] canon, [MV] factor,
[SEM] estat eform [MV] factor postestimation, [MV] Glossary also
exponentiation, [M-5] exp( ), [M-5] matexpsym( ) see confirmatory factor analysis
export loading plot, [MV] scoreplot, [MV] Glossary
delimited command, [D] import delimited loadings, [MV] Glossary
excel command, [D] import excel model, [TS] dfactor
sasxport command, [D] import sasxport parsimony rotation, [MV] rotate, [MV] rotatemat,
export, graph subcommand, [G-2] graph export [MV] Glossary
export, mi subcommand, [MI] mi export, [MI] mi score plot, [MV] scoreplot
export ice, [MI] mi export nhanes1 scores, [MV] factor postestimation, [MV] Glossary,
exporting data, [D] export, [D] import delimited, [SEM] intro 7, [SEM] example 14,
[D] import excel, [D] import sasxport, [SEM] methods and formulas for sem,
[D] odbc, [D] outfile, [D] xmlsave, [SEM] predict after sem
[M-5] docx*( ), [M-5] xl( ), [MI] mi export, variables, [P] fvexpand, [P] matrix rownames,
[MI] mi export ice, [MI] mi export nhanes1, [P] rmcoll, [P] syntax, [P] unab, [R] fvrevar,
[U] 21.4 Transfer programs [R] fvset, [U] 11.4.3 Factor variables,
exporting graphs, [G-2] graph export, [G-2] graph [U] 13.8 Indicator values for levels of factor
set, [G-3] eps options, [G-3] png options, variables, [U] 14.2.2 Two-part names,
[G-3] ps options, [G-3] tif options, [G-4] text [U] 20.11 Accessing estimated coefficients,
exporting results, [P] putexcel [U] 25 Working with categorical data and
exposure() option, see gsem option exposure() factor variables
exposure variable, [ST] Glossary factor command, [MV] factor, [MV] factor
expressions, [M-2] exp, [P] matrix define, postestimation
[U] 13 Functions and expressions factorial, [U] 11.4.3 Factor variables
extended macro functions, [P] char, [P] display, design, [MV] manova, [R] anova
[P] macro, [P] macro lists, [P] serset function, [D] functions
external, [M-2] declarations factorial() function, [M-5] factorial( )
externals, [M-2] declarations, [M-5] direxternal( ), factormat command, [MV] factor, [MV] factor
[M-5] findexternal( ), [M-5] valofexternal( ), postestimation
[M-6] Glossary factors, estat subcommand, [MV] factor
extract diagonal, [M-5] diagonal( ), [M-5] diag( ) postestimation
extract, mi subcommand, [MI] mi extract, [MI] mi factor-variable notation, [SEM] intro 3
replace0 factor-variable settings, [R] fvset
extracting m=# data from mi data, [MI] mi extract, facweights, estat subcommand, [R] asmprobit
[MI] mi select postestimation, [R] asroprobit postestimation
extracting original data from mi data, [MI] mi extract failure event, [ST] Glossary
extrapolation, [D] ipolate failure–success proportion, [PSS] power
pairedproportions, [PSS] Glossary
failure tables, [ST] ltable
F
failure time, see survival analysis
F failure-time model, see survival analysis
density, false-negative result, see type II error
central, [D] functions false-positive rate, [R] estat classification, [R] roc,
noncentral, [D] functions [R] rocreg, [R] rocreg postestimation,
distribution, [R] rocregplot
cumulative, [D] functions false-positive result, see type I error
cumulative noncentral, [D] functions
inverse cumulative, [D] functions
194 Subject index
family file, continued

Bernoulli, [SEM] methods and formulas for gsem sersetwrite command, [P] serset
binomial, [SEM] methods and formulas for gsem set command, [P] file
distribution, [SEM] Glossary write command, [P] file
gamma, [SEM] methods and formulas for gsem file format, Stata, [P] file formats .dta
Gaussian, [SEM] methods and formulas for gsem file processing, [M-4] io, [M-5] bufio( ), [M-5] cat( ),
multinomial, [SEM] methods and formulas for [M-5] docx*( ), [M-5] ferrortext( ),
gsem [M-5] fileexists( ), [M-5] findfile( ),
negative binomial, [SEM] methods and formulas [M-5] fopen( ), [M-5] unlink( ), [M-5] xl( )
for gsem file, confirm subcommand, [P] confirm
ordinal, [SEM] methods and formulas for gsem file, find in path, [P] findfile
Poisson, [SEM] methods and formulas for gsem fileexists() function, [D] functions,
family() option, see gsem option family() [M-5] fileexists( )
FAQs, [U] 3.2.1 The Stata website (www.stata.com) filefilter command, [D] filefilter
search, [R] search, [U] 4.8.4 FAQ searches filename manipulation, [M-5] adosubdir( ),
fastscroll, set subcommand, [R] set [M-5] pathjoin( )
favorspeed() function, [M-5] favorspeed( ) filenames, displaying, [D] dir
fbufget() function, [M-5] bufio( ) fileread() function, [D] functions
fbufput() function, [M-5] bufio( ) filereaderror() function, [D] functions
fcast compute command, [TS] fcast compute files,
fcast graph command, [TS] fcast graph checksum of, [D] checksum
fclose() function, [M-5] fopen( ) comparison, [D] cf
fclose() function, [M-5] fopen( ) compressing, [D] zipfile
FCS, see fully conditional specification copying and appending, [D] copy
Fden() function, [D] functions, [M-5] normal( ) display contents of, [D] type
feasible generalized least squares, [R] reg3, [R] sureg, downloading, [D] checksum, [D] copy,
[SEM] intro 4, [TS] dfgls, [TS] prais, [TS] var, [R] adoupdate, [R] net, [R] sj, [R] ssc,
[XT] xtgls, [XT] xtivreg, [XT] xtreg [R] update, [U] 28 Using the Internet to keep
feasible generalized nonlinear least squares, [R] nlsur up to date
feedback loops, [SEM] estat stable, [SEM] estat erasing, [D] erase
teffects exporting, see exporting data
fences, [R] lv extensions, [U] 11.6 Filenaming conventions
ferrortext() function, [M-5] ferrortext( ) importing, see importing data
FEVD, see forecast-error variance decomposition loading, [D] use
fft() function, [M-5] fft( ) names, [U] 11.6 Filenaming conventions,
fft() function, [M-5] fft( ) [U] 18.3.11 Constructing Windows filenames
by using macros
fget() function, [M-5] fopen( )
opening, [P] window programming, [P] window
fget() function, [M-5] fopen( )
fopen
fgetmatrix() function, [M-5] fopen( )
reading ASCII text or binary, [P] file
fgetmatrix() function, [M-5] fopen( )
saving, [D] save, [P] window programming,
fgetnl() function, [M-5] fopen( ) [P] window fopen
fgetnl() function, [M-5] fopen( ) temporary, [P] macro, [P] preserve, [P] scalar
FGLS, see feasible generalized least squares uncompressing, [D] zipfile
FGNLS, see feasible generalized nonlinear least squares writing ASCII text or binary, [P] file
fictional data, [SEM] Glossary filewrite() function, [D] functions
file fill
conversion, [D] changeeol, [D] filefilter areas, dimming and brightening, [G-2] graph
modification, [D] changeeol, [D] filefilter twoway histogram, [G-2] graph twoway
translation, [D] changeeol, [D] filefilter kdensity, [G-4] colorstyle
file color, setting, [G-3] region options
close command, [P] file fill(), egen function, [D] egen
open command, [P] file fillin command, [D] fillin
query command, [P] file filling in values, [ST] stfill
read command, [P] file fillmissing() function, [M-5] fillmissing( )
seek command, [P] file filters, [TS] tsfilter, also see smoothers
sersetread command, [P] serset Baxter–King, [TS] tsfilter bk
Butterworth, [TS] tsfilter bw
Subject index 195
filters, continued flong

Christiano–Fitzgerald, [TS] tsfilter cf data style, [MI] styles, [MI] Glossary
Hodrick–Prescott, [TS] tsfilter hp technical description, [MI] technical
final, [M-2] class flongsep
findexternal() function, [M-5] findexternal( ) data style, [MI] mi xeq, [MI] styles, [MI] Glossary
findfile command, [P] findfile estimating memory requirements, [MI] mi convert
findfile() function, [M-5] findfile( ) style, [MI] mi copy, [MI] mi erase
finding file in path, [P] findfile technical description, [MI] technical
finding variables, [D] lookfor floor() function, [D] functions, [M-5] trunc( )
finite population correction, [PSS] power, [PSS] power flopin() function, [M-5] lapack( )
onemean, [PSS] power pairedmeans, flopout() function, [M-5] lapack( )
[PSS] Glossary, [SVY] survey, [SVY] svy FMI, see fraction missing information
estimation, [SVY] svyset, [SVY] variance %fmts, [D] format, [U] 12.5 Formats: Controlling
estimation, [SVY] Glossary how data are displayed
first-differenced estimator, [XT] xtabond, [XT] xtdpd, fmtwidth() function, [D] functions, [M-5] fmtwidth( )
[XT] xtdpdsys, [XT] xtivreg folders, see directories
first-order latent variables, [SEM] Glossary follow-up period, [ST] Glossary
firststage, estat subcommand, [R] ivregress follow-up studies, see incidence studies
postestimation
follow-up study, see cohort study
Fisher–Irwin’s exact test, [PSS] power twoproportions,
fonts, in graphs, [G-4] text
[PSS] Glossary
footnote, ml subcommand, [R] ml
fisher, xtunitroot subcommand, [XT] xtunitroot
fopen() function, [M-5] fopen( )
Fisher’s
fopen() function, [M-5] fopen( )
exact test, [PSS] power twoproportions,
[PSS] Glossary, [R] tabulate twoway, fopen, window subcommand, [P] window
[ST] epitab programming, [P] window fopen
z test, [PSS] power onecorrelation, [PSS] power
for, [M-2] for, [M-2] continue, [M-2] break,
twocorrelations, [PSS] Glossary [M-2] semicolons
z transformation, [PSS] power onecorrelation,
for, estimates subcommand, [R] estimates for
[PSS] power twocorrelations, [PSS] Glossary forcecorrelations option, see sem option
Fisher-type test, [XT] xtunitroot forcecorrelations
fits, adding, [G-2] graph twoway fpfit, [G-2] graph forcenoanchor option, see gsem option
twoway fpfitci, [G-2] graph twoway lfit, forcenoanchor, see sem option
[G-2] graph twoway lfitci, [G-2] graph twoway forcenoanchor
qfit, [G-2] graph twoway qfitci forcexconditional option, see sem option
fixed-effects model, [ME] Glossary, [R] anova, forcexconditional
[R] areg, [R] asclogit, [R] clogit, [XT] xtabond, foreach command, [P] foreach
[XT] xtdpd, [XT] xtdpdsys, [XT] xtivreg, forecast, [TS] forecast
[XT] xtlogit, [XT] xtnbreg, [XT] xtoprobit, adjust command, [TS] forecast adjust
[XT] xtpoisson, [XT] xtreg, [XT] xtregar, clear command, [TS] forecast clear
[XT] Glossary coefvector command, [TS] forecast coefvector
multilevel mixed-effects models, [ME] mecloglog, create command, [TS] forecast create
[ME] meglm, [ME] melogit, [ME] menbreg, describe command, [TS] forecast describe
[ME] meologit, [ME] meoprobit, drop command, [TS] forecast drop
[ME] mepoisson, [ME] meprobit, estimates command, [TS] forecast estimates
[ME] meqrlogit, [ME] meqrpoisson, exogenous command, [TS] forecast exogenous
[ME] mixed
identity command, [TS] forecast identity
F-keys, [U] 10 Keyboard use
list command, [TS] forecast list
flexible functional form, [R] boxcox, [R] fp, [R] mfp
query command, [TS] forecast query
flist command, [D] list
solve command, [TS] forecast solve
float, [D] data types, [U] 13.11 Precision and
forecast, [G-2] graph other
problems therein
ARCH model, [TS] arch postestimation
float (storage type), [U] 12.2.2 Numeric storage
types ARFIMA model, [TS] arfima postestimation
float() function, [D] functions, [M-5] floatround( ), ARIMA model, [TS] arima postestimation
[U] 13.11 Precision and problems therein dynamic-factor model, [TS] dfactor postestimation
floatround() function, [M-5] floatround( )
floatwindows, set subcommand, [R] set
196 Subject index
forecast, continued fpfit, graph twoway subcommand, [G-2] graph

econometric model, [TS] forecast, [TS] forecast twoway fpfit
adjust, [TS] forecast clear, [TS] forecast fpfitci, graph twoway subcommand, [G-2] graph
coefvector, [TS] forecast create, [TS] forecast twoway fpfitci
describe, [TS] forecast drop, [TS] forecast fput() function, [M-5] fopen( )
estimates, [TS] forecast exogenous, fput() function, [M-5] fopen( )
[TS] forecast identity, [TS] forecast list, fputmatrix() function, [M-5] fopen( )
[TS] forecast query, [TS] forecast solve, fputmatrix() function, [M-5] fopen( )
[U] 20.20 Dynamic forecasts and simulations
fraction defective, [R] qc
MGARCH model, see multivariate GARCH
fraction missing information, [MI] mi estimate, [MI] mi
postestimation
predict, [MI] mi test, [MI] Glossary
standard error of, [R] regress postestimation
fraction option, [G-2] graph twoway histogram
state-space model, [TS] sspace postestimation
fractional polynomial regression, [R] fp
structural vector autoregressive model, [TS] var svar
multivariable, [R] mfp
postestimation
fractional sample size, see sample size, fractional
unobserved-components model, [TS] ucm
postestimation fractionally integrated autoregressive moving average
model, [TS] psdensity
vector autoregressive model, [TS] var
postestimation frailty, see shared frailty
vector error-correction model, [TS] vec frailty model, [ST] stcox, [ST] stcurve, [ST] streg
postestimation framework, estat subcommand, [SEM] estat
forecast-error variance decomposition, [G-2] graph framework
other, [TS] irf, [TS] irf create, [TS] irf ograph, fread() function, [M-5] fopen( )
[TS] irf table, [TS] var intro, [TS] varbasic, fread() function, [M-5] fopen( )
[TS] vec intro, [TS] Glossary freduse command, [TS] arfima postestimation
forecasting, [TS] arch, [TS] arfima, [TS] arima, free, constraint subcommand, [R] constraint
[TS] fcast compute, [TS] fcast graph, frequencies,
[TS] irf create, [TS] mgarch, [TS] tsappend, creating dataset of, [D] collapse, [D] contract
[TS] tssmooth, [TS] tssmooth dexponential, graphical representation, [R] histogram,
[TS] tssmooth exponential, [TS] tssmooth [R] kdensity
hwinters, [TS] tssmooth ma, [TS] tssmooth table of, [R] table, [R] tabstat, [R] tabulate
shwinters, [TS] ucm, [TS] var intro, [TS] var, oneway, [R] tabulate twoway, [R] tabulate,
[TS] vec intro, [TS] vec summarize(), [SVY] svy: tabulate oneway,
foreground color, [G-4] schemes intro [SVY] svy: tabulate twoway
format command, [D] format frequency option, [G-2] graph twoway histogram
format macro extended function, [P] macro frequency table, [XT] xttab
format settings, [R] set cformat frequency weight, [U] 11.1.6 weight,
format width, [M-5] fmtwidth( ) [U] 20.23.1 Frequency weights
format, confirm subcommand, [P] confirm [frequency=exp] modifier, [U] 11.1.6 weight,
formats, [D] datetime, [D] describe, [D] format, [U] 20.23.1 Frequency weights
[D] varmanage, [U] 12.5 Formats: Controlling frequency-domain analysis, [TS] cumsp, [TS] pergram,
how data are displayed, [U] 20.8 Formatting [TS] psdensity, [TS] Glossary
the coefficient table, [U] 24.3 Displaying dates frequentist concepts, [MI] intro substantive
and times freturncode() function, [M-5] ferrortext( )
formatted data, reading, see importing data from,
formatting contents of macros, [P] macro net subcommand, [R] net
formatting statistical output, [D] format update subcommand, [R] update
FORTRAN, [M-2] goto, [M-5] dsign( ) from() option, [R] maximize, see gsem option
forvalues command, [P] forvalues from(), see sem option from()
forward operator, [TS] Glossary frombase() function, [M-5] inbase( )
fourfold tables, [ST] epitab frontier command, [R] frontier, [R] frontier
Fourier transform, [M-5] fft( ) postestimation
FoxPro, reading data from, [U] 21.4 Transfer programs frontier model, see stochastic frontier model
fp generate command, [R] fp fsave, window subcommand, [P] window
fp plot command, [R] fp postestimation programming
fp predict command, [R] fp postestimation fseek() function, [M-5] fopen( )
fp prefix command, [R] fp, [R] fp postestimation fseek() function, [M-5] fopen( )
FPC, see finite population correction fstatus() function, [M-5] fopen( )
Ftail() function, [D] functions, [M-5] normal( )
Subject index 197
ftell() function, [M-5] fopen( ) functions, continued

ftell() function, [M-5] fopen( ) string, [D] functions
ftfreqs() function, [M-5] fft( ) time-series, [D] functions
ftpad() function, [M-5] fft( ) underscore, [M-6] Glossary
ftperiodogram() function, [M-5] fft( ) variance, [R] glm
ftretime() function, [M-5] fft( ) future history, [ST] stset, [ST] Glossary
ftruncate() function, [M-5] fopen( ) fvexpand command, [P] fvexpand
ftruncate() function, [M-5] fopen( ) fvlabel, set subcommand, [R] set, [R] set
ftunwrap() function, [M-5] fft( ) showbaselevels
ftwrap() function, [M-5] fft( ) fvrevar command, [R] fvrevar
full factorial, [U] 11.4.3 Factor variables fvset
fullsdiag() function, [M-5] fullsvd( ) base command, [R] fvset
fullsvd() function, [M-5] fullsvd( ) clear command, [R] fvset
fullsvd() function, [M-5] fullsvd( ) command for mi data, [MI] mi XXXset
fully conditional specification, [MI] mi impute, [MI] mi design command, [R] fvset
impute chained, [MI] Glossary report command, [R] fvset
function, graph twoway subcommand, [G-2] graph fvset, mi subcommand, [MI] mi XXXset
twoway function fvstandard option, see gsem option fvstandard
functions, [D] functions, [M-2] declarations, fvunab command, [P] unab
[M-4] intro, [M-5] intro, [M-6] Glossary, fvwrap() option, see sem option fvwrap()
[U] 13.3 Functions fvwrap, set subcommand, [R] set, [R] set
aggregate, [D] egen showbaselevels
arguments, [M-1] returnedargs, also see arguments fvwrapon() option, see sem option fvwrapon()
cluster generate, adding, [MV] cluster fvwrapon, set subcommand, [R] set, [R] set
programming subroutines showbaselevels
combinations of estimators, [R] lincom, [R] nlcom [fweight=exp] modifier, [U] 11.1.6 weight,
combinatorial, [D] functions [U] 20.23.1 Frequency weights
creating dataset of, [D] collapse, [D] obs fwrite() function, [M-5] fopen( )
cumulative distribution, [R] cumul fwrite() function, [M-5] fopen( )
date, [U] 24.5 Extracting components of dates and fxsize() option, [G-2] graph combine
times fysize() option, [G-2] graph combine
date and time, [D] functions
derivatives and integrals of, [R] dydx
estimable, [R] margins G
evaluator program, [R] gmm, [R] nl, [R] nlsur
extended macro, [P] char, [P] display, [P] macro, g2 inverse of matrix, [P] matrix define, [P] matrix svd
[P] macro lists, [P] serset gain, [TS] tsfilter, [TS] tsfilter bk, [TS] tsfilter bw,
fractional polynomial, [R] fp, [R] mfp [TS] tsfilter cf, [TS] tsfilter hp, [TS] Glossary
graphing, [D] range, [G-2] graph twoway function gamma
index, [R] logistic postestimation, [R] logit density function, [D] functions
postestimation, [R] probit postestimation incomplete, [D] functions
kernel, [R] kdensity, [R] lpoly distribution
link, [R] glm cumulative, [D] functions
mathematical, [D] functions inverse cumulative, [D] functions
matrix, [D] functions, [P] matrix define, inverse reverse cumulative, [D] functions
[U] 14.8 Matrix functions reverse cumulative, [D] functions
maximizing likelihood, [R] maximize, [R] ml regression, [SEM] intro 5, [SEM] Glossary
naming convention, [M-1] naming gamma option, see gsem option gamma
obtaining help for, [R] help gamma() function, [M-5] factorial( )
orthogonalization, [R] orthog gammaden() function, [D] functions, [M-5] normal( )
parameters, [R] nlcom gammap() function, [D] functions, [M-5] normal( )
piecewise cubic and piecewise linear, [R] mkspline gammaptail() function, [D] functions,
prediction, [R] predict, [R] predictnl [M-5] normal( )
production and cost, [R] frontier gap() option, [G-2] graph twoway histogram
passing to functions, [M-2] ftof gaps, [ST] stbase, [ST] stdescribe, [ST] stgen,
programming, [D] functions [ST] stset, [ST] Glossary
random number, [D] generate GARCH, see generalized autoregressive conditional
statistical, [D] functions heteroskedasticity
198 Subject index
Gauss–Hermite quadrature, see quadrature, Gauss– generate command, [D] generate, [MI] mi passive,
Hermite [MI] mi xeq
Gauss–Seidel method, [M-5] solvenl( ) generate functions, adding, [MV] cluster
Gauss, reading data from, [U] 21.4 Transfer programs programming subroutines
Gaussian kernel function, [G-2] graph twoway generating data, [D] egen, [D] generate
kdensity, [G-2] graph twoway lpoly, generating variables, [ST] stgen, [ST] sts generate
[R] kdensity, [R] lpoly, [R] qreg, [TE] teffects get,
overlap constraint subcommand, [R] constraint
Gaussian regression, [SEM] Glossary net subcommand, [R] net
GEE, see generalized estimating equations get() function, [D] functions, [P] matrix define,
geigen la() function, [M-5] geigensystem( ) [P] matrix get
geigenselect* la() functions, getmata command, [D] putmata
[M-5] geigensystem( ) getting started, [U] 1 Read this — it will help
geigensystem() function, [M-5] geigensystem( ) Getting Started with Stata manuals, [U] 1.1 Getting
geigensystem la() function, [M-5] geigensystem( ) Started with Stata
geigensystemselect*() functions, keyword search of, [U] 4 Stata’s help and search
[M-5] geigensystem( ) facilities
generalized gettoken command, [P] gettoken
autoregressive conditional heteroskedasticity, Geweke–Hajivassiliou–Keane multivariate normal
[TS] arch, [TS] Glossary simulator, [M-5] ghk( ), [M-5] ghkfast( )
eigensystem, [M-5] geigensystem( ) ggof, estat subcommand, [SEM] estat ggof
eigenvalues, [M-6] Glossary ghalton() function, [M-5] halton( )
estimating equations, [XT] xtgee, [XT] Glossary ghessenbergd() function, [M-5] ghessenbergd( )
gamma survival regression, [ST] streg ghessenbergd() function, [M-5] ghessenbergd( )
Hessenberg decomposition, [M-5] ghessenbergd( ) ghessenbergd la() function, [M-5] ghessenbergd( )
inverse, [M-5] invsym( ), [M-5] pinv( ), ghk() function, [M-5] ghk( )
[M-5] qrinv( ) ghkfast() function, [M-5] ghkfast( )
inverse of matrix, [P] matrix define, [P] matrix svd ghkfast i() function, [M-5] ghkfast( )
least squares, ghkfast init() function, [M-5] ghkfast( )
estimated, see estimated generalized least squares ghkfast init *() function, [M-5] ghkfast( )
feasible, see feasible generalized least squares ghkfast query *() function, [M-5] ghkfast( )
least-squares estimator, [TS] prais, [TS] Glossary ghk init() function, [M-5] ghk( )
linear latent and mixed models, [R] gllamm ghk init *() function, [M-5] ghk( )
linear mixed model, [ME] me, [ME] Glossary ghk query npts() function, [M-5] ghk( )
linear mixed-effects model, [ME] me, [ME] meglm, GHQ, see quadrature, Gauss–Hermite
[ME] Glossary ginvariant, estat subcommand, [SEM] estat
linear models, [R] binreg, [R] glm, [SVY] svy ginvariant
estimation, [U] 26.6 Generalized linear models, ginvariant() option, see sem option ginvariant()
[U] 26.18.3 Generalized linear models with GJR, see threshold autoregressive conditional
panel data, [XT] xtgee, [XT] Glossary heteroskedasticity
linear response functions, [SEM] Glossary gladder command, [R] ladder
method of moments, [P] matrix accum, GLLAMM, see generalized linear latent and mixed
[SEM] Glossary, [U] 26.22 Generalized models
method of moments (GMM), [XT] xtabond,
gllamm command, [R] gllamm
[XT] xtdpd, [XT] xtdpdsys, see gmm command
GLM, see generalized linear models
negative binomial regression, [R] nbreg, [SVY] svy
estimation glm command, [R] glm, [R] glm postestimation
response variables, [SEM] intro 2, [SEM] intro 5, GLME, see generalized linear mixed-effects model
[SEM] gsem family-and-link options GLMM, see generalized linear mixed model
responses, combined, [SEM] example 34g global command, [P] macro, [U] 18.3.2 Global
Schur decomposition, [M-5] gschurd( ) macros, [U] 18.3.10 Advanced global macro
manipulation
SEM, [SEM] Glossary
global variable, [M-2] declarations,
generate,
[M-5] direxternal( ), [M-5] findexternal( ),
cluster subcommand, [MV] cluster generate [M-5] valofexternal( ), [M-6] Glossary
icd9 subcommand, [D] icd9 Global, class prefix operator, [P] class
icd9p subcommand, [D] icd9 glogit command, [R] glogit, [R] glogit postestimation
sts subcommand, [ST] sts generate glsaccum, matrix subcommand, [P] matrix accum
GMM, see generalized method of moments
Subject index 199
gmm command, [R] gmm, [R] gmm postestimation graph, continued

gnbreg command, [R] nbreg, [R] nbreg twoway connected command, [G-2] graph twoway
postestimation connected
gof, estat subcommand, [R] estat gof, [R] poisson twoway contour command, [G-2] graph twoway
postestimation, [SEM] estat gof, [SVY] estat contour
Gompertz survival regression, [ST] streg twoway contourline command, [G-2] graph
Gönen and Heller’s K , [ST] stcox postestimation twoway contourline
Goodman and Kruskal’s gamma, [R] tabulate twoway twoway dot command, [G-2] graph twoway dot
goodness of fit, [R] brier, [R] diagnostic plots, twoway dropline command, [G-2] graph twoway
[R] estat gof, [R] ksmirnov, [R] linktest, dropline
[R] logistic postestimation, [R] lrtest, twoway fpfit command, [G-2] graph twoway fpfit
[R] poisson postestimation, [R] regress twoway fpfitci command, [G-2] graph twoway
postestimation, [SEM] intro 7, [SEM] estat fpfitci
eqgof, [SEM] estat ggof, [SEM] estat twoway function command, [G-2] graph twoway
gof, [SEM] example 3, [SEM] example 4, function
[SEM] Glossary, [SVY] estat, also see deviance twoway histogram command, [G-2] graph twoway
residual, also see normal distribution and histogram
normality, test for twoway kdensity command, [G-2] graph twoway
goto, [M-2] goto kdensity
Gower coefficient similarity measure, twoway lfit command, [G-2] graph twoway lfit
[MV] measure option twoway lfitci command, [G-2] graph twoway
.gph file, [U] 11.6 Filenaming conventions lfitci
gph files, [G-2] graph manipulation, [G-4] concept: twoway line command, [G-2] graph twoway line
gph files twoway lowess command, [G-2] graph twoway
describing contents, [G-2] graph describe lowess
gprobit command, [R] glogit, [R] glogit twoway lpoly command, [G-2] graph twoway
postestimation lpoly
gradient option, [R] maximize twoway lpolyci command, [G-2] graph twoway
grammar, [M-2] syntax lpolyci
Granger causality, [TS] vargranger, [TS] Glossary twoway mband command, [G-2] graph twoway
graph mband
bar command, [G-2] graph bar twoway mspline command, [G-2] graph twoway
box command, [G-2] graph box mspline
combine command, [G-2] graph combine twoway pcarrow command, [G-2] graph twoway
command, [G-2] graph pcarrow
copy command, [G-2] graph copy twoway pcarrowi command, [G-2] graph twoway
describe, [G-2] graph describe pcarrowi
dir command, [G-2] graph dir twoway pcbarrow command, [G-2] graph twoway
display command, [G-2] graph display pcarrow
dot command, [G-2] graph dot, twoway pccapsym command, [G-2] graph twoway
[G-3] area options, [G-3] line options pccapsym
drop command, [G-2] graph drop twoway pci command, [G-2] graph twoway pci
export command, [G-2] graph export twoway pcscatter command, [G-2] graph twoway
hbar command, [G-2] graph bar pcscatter
hbox command, [G-2] graph box twoway pcspike command, [G-2] graph twoway
pcspike
matrix command, [G-2] graph matrix
twoway qfit command, [G-2] graph twoway qfit
pie command, [G-2] graph pie
twoway qfitci command, [G-2] graph twoway
play command, [G-2] graph play
qfitci
print command, [G-2] graph print,
twoway rarea command, [G-2] graph twoway
[G-3] pr options
rarea
query command, [G-2] graph query
twoway rbar command, [G-2] graph twoway rbar
rename command, [G-2] graph rename
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
200 Subject index
graph, continued graphs, continued

twoway rscatter command, [G-2] graph twoway CA dimension projection, [MV] ca postestimation
rscatter plots
twoway rspike command, [G-2] graph twoway cluster tree, see graphs, dendrogram
rspike component-plus-residual, [R] regress postestimation
twoway scatter command, [G-2] graph twoway diagnostic plots
scatter contrasts, see subentry margins
twoway scatteri command, [G-2] graph twoway correlogram, [TS] corrgram
scatteri cross-correlogram, [TS] xcorr
twoway spike command, [G-2] graph twoway cross-sectional time-series data, [XT] xtdata,
spike [XT] xtline
twoway tsline command, [G-2] graph twoway cumulative distribution, [R] cumul
tsline cumulative spectral density, [TS] cumsp
twoway tsrline command, [G-2] graph twoway dendrogram, [MV] clustermat, [MV] cluster
tsline dendrogram, [MV] cluster generate,
use command, [G-2] graph use [MV] cluster linkage, [MV] cluster stop
graph, density, [R] kdensity, [TE] teffects overlap
fcast subcommand, [TS] fcast graph density-distribution sunflower, [R] sunflower
irf subcommand, [TS] irf graph derivatives, [R] dydx, [R] testnl
ml subcommand, [R] ml describing contents, [G-2] graph describe
sts subcommand, [ST] sts graph diagnostic, [R] diagnostic plots
graph, dotplot, [R] dotplot
adjusted Kaplan–Meier survivor curves, [ST] sts eigenvalue
baseline hazard and survivor, [ST] stcox, [ST] sts after discrim lda, [MV] discrim lda
cumulative hazard function, [ST] stcurve, [ST] sts postestimation, [MV] screeplot
graph after factor, [MV] factor postestimation,
hazard function, [ST] ltable, [ST] stcurve, [ST] sts [MV] screeplot
graph after manova, [MV] screeplot
Kaplan–Meier survivor curves, [ST] stcox PH- after mca, [MV] screeplot
assumption tests, [ST] sts, [ST] sts graph after mds, [MV] screeplot
log-log curve, [ST] stcox PH-assumption tests after pca, [MV] pca postestimation,
survivor function, [ST] stcurve, [ST] sts graph [MV] screeplot
Graph Editor, [G-1] graph editor error-bar charts, [R] serrbar
graph region, [G-3] region options forecasts, [TS] fcast graph
graph text, [G-4] text fractional polynomial, [R] fp postestimation
graphical user interface, [P] dialog programming, functions, [D] obs, [D] range
[PSS] intro, [PSS] GUI, [PSS] power, histograms, [R] histogram, [R] kdensity
[SEM] Builder, [SEM] Builder, generalized, impulse–response functions, [TS] irf, [TS] irf
[SEM] Glossary cgraph, [TS] irf graph, [TS] irf ograph
examples of, [U] 2 A brief description of Stata integrals, [R] dydx
graphics, interaction plots, [R] marginsplot
query subcommand, [G-2] set graphics, [G-2] set ladder-of-power histograms, [R] ladder
printcolor, [G-2] set scheme, [R] query
letter-value display, [R] lv
set subcommand, [G-2] set graphics, [R] set
leverage-versus-(squared)-residual, [R] regress
graphregion() option, [G-3] region options postestimation diagnostic plots
graphs, loading
added-variable plot, [R] regress postestimation after candisc, [MV] candisc, [MV] scoreplot
diagnostic plots
after discrim lda, [MV] discrim lda,
adjusted partial residual plot, [R] regress [MV] discrim lda postestimation,
postestimation diagnostic plots [MV] scoreplot
augmented component-plus-residual plot, [R] regress after factor, [MV] factor postestimation,
augmented partial residual plot, [R] regress after pca, [MV] pca postestimation,
autocorrelations, [TS] corrgram logistic diagnostic, [R] logistic postestimation,
binary variable cumulative sum, [R] cusum [R] lsens
biplot, [MV] biplot, [MV] ca postestimation plots lowess smoothing, [R] lowess
Subject index 201
graphs, continued graphs, continued

margins, [U] 20.19 Graphing margins, marginal sunflower, [R] sunflower
effects, and contrasts suppressing, [G-3] nodraw option
margins plots, [R] marginsplot symmetry, [R] diagnostic plots
MDS configuration, [MV] mds postestimation plots time-versus-concentration curve, [R] pk,
means and medians, [R] grmeanby [R] pkexamine
normal probability, [R] diagnostic plots treatment-effects overlap, [TE] teffects overlap
overall look of, [G-4] schemes intro white-noise test, [TS] wntestb
parameterized curves, [D] range grdistances, estat subcommand, [MV] discrim
partial correlogram, [TS] corrgram lda postestimation, [MV] discrim qda
partial residual, [R] regress postestimation postestimation
diagnostic plots greater than (or equal) operator, [U] 13.2.3 Relational
partial-regression leverage, [R] regress operators
postestimation diagnostic plots .grec file, [U] 11.6 Filenaming conventions
periodogram, [TS] pergram Greek letters, [G-4] text
power and sample size, [PSS] intro, [PSS] GUI, Greenhouse–Geisser epsilon, [R] anova
[PSS] power, graph Greenwood confidence intervals, [ST] sts
procrustes overlay, [MV] procrustes postestimation grid
profile plots, [R] marginsplot definition, [G-4] gridstyle
quality control, [R] qc lines, [G-3] axis label options
quantile, [R] diagnostic plots without ticks, [G-4] tickstyle
quantile–normal, [R] diagnostic plots gridstyle, [G-4] gridstyle
quantile–quantile, [R] diagnostic plots grmeanby command, [R] grmeanby
regression diagnostic, [R] regress postestimation grmeans, estat subcommand, [MV] discrim lda
diagnostic plots postestimation
residual versus fitted, [R] regress postestimation group invariance test, [SEM] methods and formulas
diagnostic plots for sem
residual versus predictor, [R] regress postestimation group() option, see sem option group()
diagnostic plots group(), egen function, [D] egen
ROC curve, [R] lroc, [R] roccomp, [R] rocfit group, estat subcommand, [ME] mecloglog
postestimation, [R] rocregplot, [R] roctab postestimation, [ME] meglm postestimation,
rootograms, [R] spikeplot [ME] melogit postestimation, [ME] menbreg
saving, [G-3] saving option postestimation, [ME] meologit postestimation,
score [ME] meoprobit postestimation,
after candisc, [MV] candisc, [MV] scoreplot [ME] mepoisson postestimation, [ME] meprobit
after discrim lda, [MV] discrim lda, postestimation, [ME] meqrlogit postestimation,
[MV] discrim lda postestimation, [ME] meqrpoisson postestimation, [ME] mixed
[MV] scoreplot postestimation
after factor, [MV] factor postestimation, group-data regression, [R] glogit, [R] intreg
[MV] scoreplot grouping variables, generating, [MV] cluster generate
after pca, [MV] scoreplot groups, graphs by, [G-3] by option
scree groupvar, [U] 11.4 varlists
after canon, [MV] screeplot grsummarize, estat subcommand, [MV] discrim
after ca, [MV] screeplot estat, [MV] discrim knn postestimation,
[MV] discrim lda postestimation, [MV] discrim
after discrim lda, [MV] discrim lda
logistic postestimation, [MV] discrim qda
postestimation, [MV] screeplot
postestimation
after factor, [MV] factor postestimation,
gs1 print color mapping, [G-2] set printcolor
[MV] screeplot
after manova, [MV] screeplot
after mca, [MV] screeplot
gschurd() function, [M-5] gschurd( )
after mds, [MV] screeplot
gschurd() function, [M-5] gschurd( )
after pca, [MV] pca postestimation,
[MV] screeplot gschurdgroupby() function, [M-5] gschurd( )
Shepard diagram, [MV] mds postestimation plots gschurdgroupby() function, [M-5] gschurd( )
smoothing, [R] kdensity, [R] lowess, [R] lpoly gschurdgroupby la() function, [M-5] gschurd( )
spike plot, [R] spikeplot gschurd la() function, [M-5] gschurd( )
stem-and-leaf, [R] stem
202 Subject index
gsem command, [SEM] Builder, generalized, gsem option, continued

[SEM] example 1, [SEM] example 27g, noanchor, [SEM] gsem model description options
[SEM] example 28g, [SEM] example 29g, noasis, [SEM] gsem model description options
[SEM] example 30g, [SEM] example 31g, nocapslatent, [SEM] sem and gsem syntax
[SEM] example 32g, [SEM] example 33g, options
[SEM] example 34g, [SEM] example 35g, nocnsreport, [SEM] gsem reporting options
[SEM] example 36g, [SEM] example 37g,
noconstant, [SEM] gsem model description
options
[SEM] example 42g, [SEM] example 43g, noestimate, [SEM] gsem estimation options
[SEM] example 44g, [SEM] gsem, [SEM] gsem noheader, [SEM] gsem reporting options
family-and-link options, [SEM] gsem model notable, [SEM] gsem reporting options
description options, [SEM] gsem path notation ocloglog, [SEM] gsem family-and-link options
extensions, [SEM] gsem postestimation, offset(), [SEM] gsem family-and-link options
[SEM] methods and formulas for gsem, ologit, [SEM] gsem family-and-link options
[SEM] sem and gsem path notation oprobit, [SEM] gsem family-and-link options
gsem option poisson, [SEM] gsem family-and-link options
adaptopts(), [SEM] gsem estimation options probit, [SEM] gsem family-and-link options
cloglog, [SEM] gsem family-and-link options regress, [SEM] gsem family-and-link options
coeflegend, [SEM] example 29g, [SEM] gsem reliability(), [SEM] intro 12, [SEM] gsem
reporting options model description options, [SEM] sem and
collinear, [SEM] gsem model description gsem option reliability( )
options startgrid(), [SEM] intro 12, [SEM] gsem
constraints(), [SEM] gsem model description estimation options
options, [SEM] sem and gsem option startvalues(), [SEM] intro 12, [SEM] gsem
constraints( ) estimation options
covariance(), [SEM] gsem model description variance(), [SEM] gsem model description
options options
covstructure(), [SEM] gsem model description vce(), [SEM] intro 8, [SEM] intro 9, [SEM] gsem
options, [SEM] sem and gsem option estimation options
covstructure( ) gsem postestimation commands, [SEM] intro 7
exposure(), [SEM] gsem family-and-link options gsort command, [D] gsort
family(), [SEM] gsem family-and-link options, GUI, see graphical user interface, examples of, see
[SEM] gsem model description options, graphical user interface
[SEM] gsem path notation extensions
forcenoanchor, [SEM] gsem model description
options H
from(), [SEM] intro 12, [SEM] gsem estimation
options, [SEM] gsem model description options, HAC variance estimate, [R] binreg, [R] glm, [R] gmm,
[SEM] sem and gsem option from( ) [R] ivregress, [R] nl
fvstandard, [SEM] intro 3, [SEM] gsem model Hadamard matrix, [SVY] svy brr, [SVY] Glossary
description options hadamard() function, [D] functions, [P] matrix define
gamma, [SEM] gsem family-and-link options Hadri Lagrange multiplier stationarity test,
intmethod(), [SEM] intro 12, [SEM] gsem [XT] xtunitroot
estimation options hadri, xtunitroot subcommand, [XT] xtunitroot
intpoints(), [SEM] gsem estimation options half option, [G-2] graph matrix
latent(), [SEM] sem and gsem syntax options halfyear() function, [D] datetime, [D] functions,
level(), [SEM] gsem reporting options [M-5] date( )
link(), [SEM] gsem family-and-link options, halfyearly() function, [D] datetime, [D] datetime
[SEM] gsem model description options, translation, [D] functions, [M-5] date( )
[SEM] gsem path notation extensions Halton set, [M-5] halton( )
listwise, [SEM] gsem estimation options halton() function, [M-5] halton( )
logit, [SEM] gsem family-and-link options halton() function, [M-5] halton( )
maximize options, [SEM] intro 12, [SEM] gsem Hamann coefficient similarity measure,
estimation options [MV] measure option
means(), [SEM] gsem model description options Hammersley set, [M-5] halton( )
method(), [SEM] intro 8, [SEM] intro 9, Hansen’s J statistic, [R] gmm, [R] gmm
[SEM] gsem estimation options postestimation, [R] ivpoisson, [R] ivpoisson
mlogit, [SEM] gsem family-and-link options postestimation, [R] ivregress
nbreg, [SEM] gsem family-and-link options hard missing value, [MI] mi impute, [MI] Glossary
Subject index 203
harmonic mean, [R] ameans Hermitian

Harrell’s C , [ST] stcox postestimation adjoin, [M-2] op transpose, [M-5] conj( )
Harris–Tzavalis test, [XT] xtunitroot matrices, [M-5] issymmetric( ),
has eprop() function, [D] functions [M-5] makesymmetric( ), [M-6] Glossary
hash functions, [M-5] hash1( ), [M-6] Glossary transpose, [M-2] op transpose, [M-5] conj( )
hash tables, [M-5] asarray( ), [M-6] Glossary Hessenberg
hash1() function, [M-5] hash1( ) decomposition, [M-5] hessenbergd( ),
hashing, [M-6] Glossary [M-6] Glossary
hasmissing() function, [M-5] missing( ) form, [M-6] Glossary
hat matrix, see projection matrix, diagonal elements of hessenbergd() function, [M-5] hessenbergd( )
hausman command, [R] hausman hessenbergd() function, [M-5] hessenbergd( )
Hausman specification test, [R] hausman, [XT] xtreg hessenbergd la() function, [M-5] hessenbergd( )
postestimation hessian option, [R] maximize
Hausman–Taylor estimator, [XT] xthtaylor heterogeneity test, [ST] epitab
Haver Analytics databases, reading data from, heteroskedastic errors, see linear regression with
[D] import haver heteroskedastic errors
haver import subcommand, [D] import haver heteroskedastic probit regression, [R] hetprobit,
haverdir, set subcommand, [D] import haver, [SVY] svy estimation
[R] set heteroskedasticity, [XT] xtgls, also see HAC variance
hazard, [TE] etregress estimate
hazard contributions, [ST] Glossary ARCH model, see autoregressive conditional
hazard function, [G-2] graph other, [ST] sts, [ST] sts heteroskedasticity model
generate, [ST] sts list, [ST] Glossary conditional, [R] regress postestimation time series
graph of, [ST] ltable, [ST] stcurve, [ST] sts graph GARCH model, see generalized autoregressive
hazard ratio, [R] eform option, [R] lincom, conditional heteroskedasticity
[ST] Glossary Newey–West estimator, see Newey–West regression
minimal detectable difference, [ST] stpower robust variances, see robust, Huber/White/sandwich
minimal effect size, [ST] stpower estimator of variance
hazard tables, [ST] ltable test, [R] hetprobit, [R] regress postestimation,
hbar, graph subcommand, [G-2] graph bar [R] regress postestimation time series,
[R] sdtest
hbox, graph subcommand, [G-2] graph box
hetprobit command, [R] hetprobit, [R] hetprobit
headlabel option, [G-2] graph twoway pccapsym,
postestimation
[G-2] graph twoway pcscatter
hettest, estat subcommand, [R] regress
health ratio, [R] binreg
postestimation
heckman command, [R] heckman, [R] heckman
hexadecimal report, [D] hexdump
postestimation
hexdump command, [D] hexdump
Heckman selection model, [R] heckman,
[R] heckoprobit, [R] heckprobit, Heywood
[SEM] example 43g, [SVY] svy estimation case, [MV] Glossary
heckoprobit command, [R] heckoprobit, solution, [MV] Glossary
[R] heckoprobit postestimation hh() function, [D] datetime, [D] functions,
heckprobit command, [R] heckprobit, [M-5] date( )
[R] heckprobit postestimation hhC() function, [D] datetime, [D] functions,
height() textbox option, [G-3] added text options [M-5] date( )
Helmert contrasts, [R] contrast hidden stored results, [M-5] st global( ),
help, [M-1] help [M-5] st matrix( ), [M-5] st numscalar( )
help command, [M-3] mata help, [R] help, hierarchical
[U] 4 Stata’s help and search facilities, [U] 7 – cluster analysis, [MV] cluster, [MV] clustermat,
more– conditions [MV] cluster linkage
writing your own, [U] 18.11.6 Writing system help clustering, [MV] Glossary
help — I don’t know what to do, [U] 3 Resources for model, [ME] me, [ME] mecloglog, [ME] meglm,
learning and using Stata [ME] melogit, [ME] menbreg, [ME] meologit,
help, mata subcommand, [M-3] mata help [ME] meoprobit, [ME] mepoisson,
[ME] meprobit, [ME] meqrlogit,
help, view subcommand, [R] view
[ME] meqrpoisson, [ME] mixed,
help d, view subcommand, [R] view [ME] Glossary, [U] 26.19 Multilevel mixed-
Henze–Zirkler normality test, [MV] mvtest normality effects models
204 Subject index
hierarchical, continued Hotelling’s, continued

regression, [R] nestreg, [R] stepwise T -squared, [MV] hotelling, [MV] mvtest means,
samples, [R] anova, [R] gllamm, [R] loneway, [MV] Glossary
[R] areg hours() function, [D] datetime, [D] functions,
higher-order models, see confirmatory factor analysis [M-5] date( )
high-low charts, [G-2] graph twoway rbar, hp, tsfilter subcommand, [TS] tsfilter hp
[G-2] graph twoway rcap, [G-2] graph twoway hqrd() function, [M-5] qrd( )
rspike hqrd() function, [M-5] qrd( )
high-pass filter, [TS] tsfilter bw, [TS] tsfilter hp, hqrdmultq() function, [M-5] qrd( )
[TS] Glossary hqrdmultq1t() function, [M-5] qrd( )
Hilbert() function, [M-5] Hilbert( ) hqrdp() function, [M-5] qrd( )
Hildreth–Lu regression, [TS] prais hqrdp() function, [M-5] qrd( )
HILO, [M-5] byteorder( ) hqrdp la() function, [M-5] qrd( )
histogram command, [R] histogram hqrdq() function, [M-5] qrd( )
histogram, graph twoway subcommand, [G-2] graph hqrdq1() function, [M-5] qrd( )
twoway histogram hqrdr() function, [M-5] qrd( )
histograms, [G-2] graph twoway histogram, hqrdr1() function, [M-5] qrd( )
[R] histogram HRF, see human readable form
dotplots, [R] dotplot ht, xtunitroot subcommand, [XT] xtunitroot
kernel density estimator, [R] kdensity http://www.stata.com, [U] 3.2.1 The Stata website
ladder-of-powers, [R] ladder (www.stata.com)
of categorical variables, [R] histogram httpproxy, set subcommand, [R] netio, [R] set
rootograms, [R] spikeplot httpproxyauth, set subcommand, [R] netio, [R] set
stem-and-leaf, [R] stem httpproxyhost, set subcommand, [R] netio, [R] set
historical stored results, [M-5] st global( ), httpproxyport, set subcommand, [R] netio, [R] set
[M-5] st matrix( ), [M-5] st numscalar( ) httpproxypw, set subcommand, [R] netio, [R] set
histories, [G-2] graph bar, [G-2] graph box, httpproxyuser, set subcommand, [R] netio, [R] set
[G-2] graph matrix, [G-2] graph
Huber weighting, [R] rreg
pie, [G-2] graph twoway histogram,
[G-3] by option Huber/White/sandwich estimator of variance, see robust,
Huber/White/sandwich estimator of variance
hms() function, [D] datetime, [D] functions,
[M-5] date( ) human readable form, [D] datetime, [D] datetime
display formats, [D] datetime translation
Hodrick–Prescott filter, [TS] tsfilter, [TS] tsfilter hp
Huynh–Feldt epsilon, [R] anova
hofd() function, [D] datetime, [D] functions,
[M-5] date( ) hwinters, tssmooth subcommand, [TS] tssmooth
hwinters
hold,
hyperbolic functions, [D] functions, [M-5] sin( )
estimates subcommand, [P] estimates
hypergeometric,
cumulative distribution, [D] functions
Holm’s multiple-comparison adjustment, see multiple
comparisons, Holm’s method probability mass function, [D] functions
Holt–Winters smoothing, [TS] tssmooth, [TS] tssmooth hypergeometric() function, [D] functions,
dexponential, [TS] tssmooth exponential, [M-5] normal( )
[TS] tssmooth hwinters, [TS] tssmooth hypergeometricp() function, [D] functions,
shwinters, [TS] Glossary [M-5] normal( )
homogeneity of variances, [R] oneway, [R] sdtest hypertext help, [R] help, [U] 4 Stata’s help and search
homogeneity test, [ST] epitab facilities, [U] 18.11.6 Writing system help
homoskedasticity tests, [R] regress postestimation hypothesis, [PSS] Glossary, also see null hypothesis
and alternative hypothesis
Horst normalization, see Kaiser normalization
test, [PSS] intro, [PSS] Glossary, [SEM] test,
Hosmer–Lemeshow
[SEM] testnl, also see null hypothesis and
delta chi-squared influence statistic, see delta chi- alternative hypothesis
squared influence statistic
hypothesized value, [PSS] power, [PSS] Glossary
delta deviance influence statistic, see delta deviance
influence statistic
goodness-of-fit test, [R] estat gof, [SVY] estat I
hot, ssc subcommand, [R] ssc
hotelling command, [MV] hotelling I() function, [D] functions, [M-5] I( ), [P] matrix
Hotelling’s define
generalized T -squared statistic, [MV] manova i.i.d. assumption, see independent and identically
distributed sampling assumption
Subject index 205
ibeta() function, [D] functions, [M-5] normal( ) importance weight, [U] 11.1.6 weight,
ibetatail() function, [D] functions, [M-5] normal( ) [U] 20.23.4 Importance weights
ic, estat subcommand, [R] estat, [R] estat ic importing data, [D] import, [D] import delimited,
icc command, [R] icc [D] import excel, [D] import haver, [D] import
icc, estat subcommand, [ME] melogit sasxport, [D] infile (fixed format), [D] infile
postestimation, [ME] meprobit postestimation, (free format), [D] infix (fixed format), [D] odbc,
[ME] meqrlogit postestimation, [ME] mixed [D] xmlsave, [MI] mi import, [MI] mi import
postestimation flong, [MI] mi import flongsep, [MI] mi import
icd9 ice, [MI] mi import nhanes1, [MI] mi import
wide, [U] 21 Entering and importing data,
check command, [D] icd9
[U] 21.4 Transfer programs, also see combining
clean command, [D] icd9 datasets, also see inputting data interactively
generate command, [D] icd9 impulse–response functions, [G-2] graph other,
lookup command, [D] icd9 [TS] irf, [TS] irf add, [TS] irf cgraph, [TS] irf
query command, [D] icd9 create, [TS] irf ctable, [TS] irf describe,
search command, [D] icd9 [TS] irf drop, [TS] irf graph, [TS] irf ograph,
icd9p [TS] irf rename, [TS] irf set, [TS] irf table,
check command, [D] icd9 [TS] var intro, [TS] varbasic, [TS] vec intro,
clean command, [D] icd9 [TS] Glossary
generate command, [D] icd9 imputation,
lookup command, [D] icd9 binary, [MI] mi impute logit
query command, [D] icd9 by groups, [MI] mi impute
search command, [D] icd9 categorical, [MI] mi impute mlogit, [MI] mi impute
ICE, see imputation, multivariate, chained equations ologit
ice command, [MI] mi export ice, [MI] mi import ice chained equations, [MI] mi impute intreg, [MI] mi
ID variable, [ST] Glossary impute logit, [MI] mi impute mlogit, [MI] mi
impute nbreg, [MI] mi impute ologit, [MI] mi
identification, see model identification
impute pmm, [MI] mi impute poisson, [MI] mi
identifier, class, [P] class
impute regress, [MI] mi impute truncreg
identifier, unique, [D] isid
conditional, [MI] mi impute, [MI] mi impute
identity matrix, [M-5] I( ), [P] matrix define chained, [MI] mi impute intreg, [MI] mi impute
identity, forecast subcommand, [TS] forecast logit, [MI] mi impute mlogit, [MI] mi impute
identity monotone, [MI] mi impute nbreg, [MI] mi
idiosyncratic error term, [XT] Glossary impute ologit, [MI] mi impute pmm, [MI] mi
if, [M-2] if impute poisson, [MI] mi impute regress,
if exp, [P] syntax, [U] 11 Language syntax [MI] mi impute truncreg, [MI] Glossary
if programming command, [P] if continuous, [MI] mi impute pmm, [MI] mi impute
ignorable missing-data mechanism, [MI] intro regress
substantive, [MI] Glossary with a limited range, [MI] mi impute intreg,
IIA, see independence of irrelevant alternatives [MI] mi impute truncreg
Im–Pesaran–Shin test, [XT] xtunitroot count data, [MI] mi impute nbreg, [MI] mi impute
Im() function, [M-5] Re( ) poisson
imaginary part, [M-5] Re( ) diagnostics, [MI] mi impute
immediate commands, [P] display, [R] bitest, interval regression, [MI] mi impute intreg
[R] ci, [R] esize, [R] prtest, [R] sdtest, interval-censored data, [MI] mi impute intreg
[R] symmetry, [R] tabulate twoway, [R] ttest, linear regression, [MI] mi impute regress
[U] 18.4.5 Parsing immediate commands, logistic regression, [MI] mi impute logit
[U] 19 Immediate commands modeling, [MI] mi impute
implied context, class, [P] class monotone, [MI] mi impute, [MI] mi impute
import chained, [MI] mi impute monotone
delimited command, [D] import delimited multinomial logistic regression, [MI] mi impute
excel command, [D] import excel mlogit
haver command, [D] import haver multiple, [MI] intro substantive
sasxport command, [D] import sasxport multivariate,
import, mi subcommand, [MI] mi import, [MI] mi chained equations, [MI] mi impute, [MI] mi
import flong, [MI] mi import flongsep, [MI] mi impute chained
import ice, [MI] mi import nhanes1, [MI] mi
import wide
206 Subject index
imputation, multivariate, continued inbase() function, [M-5] inbase( )

monotone, [MI] mi impute, [MI] mi impute incidence, [ST] Glossary
intreg, [MI] mi impute logit, [MI] mi impute incidence rate, [ST] Glossary
mlogit, [MI] mi impute monotone, [MI] mi negative binomial regression, [R] nbreg
impute nbreg, [MI] mi impute ologit, postestimation, [R] tnbreg postestimation,
[MI] mi impute pmm, [MI] mi impute [R] zinb postestimation
poisson, [MI] mi impute regress, [MI] mi Poisson regression, [R] poisson postestimation,
impute truncreg [R] tpoisson postestimation, [R] zip
normal, [MI] mi impute, [MI] mi impute mvn postestimation
negative binomial regression, [MI] mi impute nbreg incidence studies, [ST] epitab, [ST] stcurve, [ST] stir,
on subsamples, [MI] mi impute [ST] stptime, [ST] strate, [ST] stsum,
ordered logistic regression, [MI] mi impute ologit [ST] Glossary
overdispersed count data, [MI] mi impute nbreg incidence-rate ratio, [ME] meglm, [ME] menbreg,
passive, [MI] mi impute, [MI] mi impute chained [ME] mepoisson, [ME] meqrpoisson,
passive variables, [MI] mi impute regress [R] eform option, [ST] epitab, [ST] stir,
perfect prediction, [MI] mi impute [ST] stptime, [ST] stsum, [XT] xtgee,
Poisson regression, [MI] mi impute poisson [XT] xtnbreg, [XT] xtpoisson
predictive mean matching, [MI] mi impute, [MI] mi estimation,
impute pmm negative binomial regression, [R] nbreg,
regression, [MI] mi impute, [MI] mi impute regress [R] tnbreg, [R] zinb
semiparametric, [MI] mi impute pmm Poisson regression, [R] expoisson, [R] ivpoisson,
[R] poisson, [R] tpoisson, [R] zip,
step, [MI] intro substantive, [MI] mi estimate
[TE] etpoisson
transformations, [MI] mi impute
postestimation, [R] contrast, [R] expoisson
truncated data, [MI] mi impute truncreg postestimation, [R] lincom
truncated regression, [MI] mi impute truncreg include command, [P] include
univariate, [MI] mi impute intreg, [MI] mi impute include bitmap, set subcommand, [R] set
logit, [MI] mi impute mlogit, [MI] mi impute
income distributions, [R] inequality
nbreg, [MI] mi impute ologit, [MI] mi impute
pmm, [MI] mi impute poisson, [MI] mi impute income tax rate function, [D] egen
regress, [MI] mi impute truncreg incomplete
imputation diagnostics, see imputation, diagnostics beta function, [D] functions, [M-5] normal( )
imputation method, [MI] mi impute gamma function, [D] functions, [M-5] normal( )
iterative, [MI] mi impute, [MI] mi impute chained, observations, [MI] Glossary, see dropout
[MI] mi impute mvn increment operator, [M-2] op increment
monotone, [MI] mi impute monotone independence of irrelevant alternatives,
multivariate, [MI] mi impute chained, [MI] mi assumption, [R] clogit, [R] mlogit
impute monotone, [MI] mi impute mvn relaxing assumption, [R] asclogit, [R] asmprobit,
proper, [MI] intro substantive [R] asroprobit, [R] nlogit
univariate, [MI] mi impute intreg, [MI] mi impute test for, [R] hausman, [R] nlogit, [R] suest
logit, [MI] mi impute mlogit, [MI] mi impute independence test, [R] correlate, [R] spearman,
nbreg, [MI] mi impute ologit, [MI] mi impute [R] tabulate twoway, [ST] epitab,
pmm, [MI] mi impute poisson, [MI] mi impute [SVY] svy: tabulate twoway
regress, [MI] mi impute truncreg independent and identically distributed, [TS] Glossary
imputations, recommended number of, [MI] intro independent and identically distributed sampling
substantive, [MI] mi estimate assumption, [TE] teffects intro, [TE] teffects
impute, mi subcommand, [MI] mi impute, [MI] mi intro advanced, [TE] Glossary
impute chained, [MI] mi impute intreg, [MI] mi index,
impute logit, [MI] mi impute mlogit, [MI] mi mathematical functions, [M-4] statistical
impute monotone, [MI] mi impute mvn, matrix functions, [M-4] utility
[MI] mi impute nbreg, [MI] mi impute ologit, statistical functions, [M-4] statistical
[MI] mi impute pmm, [MI] mi impute poisson, stopping rules, see stopping rules
[MI] mi impute regress, [MI] mi impute
utility functions, [M-4] utility
truncreg
index of probit and logit, [R] logit postestimation,
imputed data, [MI] Glossary
[R] predict, [R] probit postestimation
imputed variables, see variables, imputed
index search, [R] search, [U] 4 Stata’s help and search
imtest, estat subcommand, [R] regress facilities
postestimation
indexnot() function, [D] functions, [M-5] indexnot( )
in range modifier, [P] syntax, [U] 11 Language syntax
indicator variables, [R] tabulate oneway, [R] xi,
in smcl, display directive, [P] display [SEM] Glossary, also see factor variables
Subject index 207
indicators, [U] 11.4.3 Factor variables instrumental-variables, [XT] Glossary

indirect standardization, [R] dstdize estimator, [XT] Glossary
individual-level treatment effect, [TE] Glossary regression, [R] gmm, [R] ivpoisson, [R] ivprobit,
ineligible missing values, [MI] mi impute, [R] ivregress, [R] ivtobit, [R] reg3, [SVY] svy
[MI] Glossary estimation, [XT] xtabond, [XT] xtdpd,
inequality measures, [R] inequality [XT] xtdpdsys, [XT] xthtaylor, [XT] xtivreg,
inertia, [MV] Glossary, also see total inertia [XT] xtivreg postestimation
inertia, estat subcommand, [MV] ca postestimation int, [D] data types
infile command, [D] infile (fixed format), [D] infile int (storage type), [U] 12.2.2 Numeric storage types
(free format) int() function, [D] functions
infix command, [D] infix (fixed format) integ command, [R] dydx
influence statistics, see delta beta influence statistic, see integer truncation function, [D] functions
delta chi-squared influence statistic, see delta integers, [M-5] trunc( )
deviance influence statistic, see DFBETA, see integrals, numeric, [R] dydx
LMAX value integrated autoregressive moving average model,
%infmt, [D] infile (fixed format) [TS] psdensity
information integrated process, [TS] Glossary
criteria, see Akaike information criterion, see intensity, color, adjustment, [G-2] graph twoway
Bayesian information criterion histogram, [G-2] graph twoway kdensity,
matrix, [P] matrix get, [R] correlate, [R] maximize [G-4] colorstyle
matrix test, [R] regress postestimation intensitystyle, [G-4] intensitystyle
Informix, reading data from, [U] 21.4 Transfer interaction, [R] anova, [R] contrast, [R] fvrevar,
programs [R] margins, [R] margins, contrast,
inheritance, [M-2] class, [P] class [R] margins, pwcompare, [R] marginsplot,
init, ml subcommand, [R] ml [R] pwcompare, [R] set emptycells,
init, ssd subcommand, [SEM] ssd [R] xi, [U] 11.4.3 Factor variables,
[U] 13.5.3 Factor variables and time-series
initial values, [SEM] Glossary, see starting values
operators, [U] 20.18 Obtaining contrasts,
initialization, class, [P] class tests of interactions, and main effects,
inlist() function, [D] functions [U] 25.2 Estimation with factor variables
inner fence, [R] lv interaction expansion, [R] xi
innovation accounting, [TS] irf interaction plots, [R] marginsplot
input command, [D] input intercept, [SEM] intro 4, [SEM] Glossary, also see
input, matrix subcommand, [P] matrix define constraints, specifying
input, obtaining from console in programs, see console, interface, query subcommand, [R] query
obtaining input from internal consistency test, [MV] alpha
input/output functions, [M-4] io Internet,
inputting data commands to control connections to, [R] netio
from a file, see importing data installation of updates from, [R] adoupdate, [R] net,
interactively, [D] edit, [D] input, also see editing [R] sj, [R] update, [U] 28 Using the Internet to
data, also see importing data keep up to date
inrange() function, [D] functions search, [R] net search
insert, odbc subcommand, [D] odbc Stata, [U] 3.2.1 The Stata website (www.stata.com)
inspect command, [D] inspect Stata Journal, [U] 3.5 The Stata Journal
install, Stata Press, [U] 3.3 Stata Press
net subcommand, [R] net interpolation, [D] ipolate
ssc subcommand, [R] ssc interquantile range, [R] qreg
installation interquartile range, [R] lv, [R] table, [R] tabstat
of official updates, [R] update, [U] 28 Using the generating variable containing, [D] egen
Internet to keep up to date making dataset of, [D] collapse
of SJ and STB, [R] net, [R] sj, [U] 3.6 Updating summarizing, [D] pctile
and adding features from the web, interrater agreement, [R] kappa
[U] 17.6 How do I install an addition?
interrupting command execution, [U] 10 Keyboard use
of user-written commands (updating), [R] adoupdate
interval censoring, see imputation, interval-censored
instance, [M-6] Glossary data
instance, class, [P] class interval data, [XT] xtintreg, [XT] Glossary
.instancemv built-in class function, [P] class interval regression, [R] intreg, [SVY] svy estimation
instance-specific variable, [P] class random-effects, [XT] xtintreg
208 Subject index
intmethod() option, see gsem option intmethod() invibetatail() function, [D] functions,
intpoints() option, see gsem option intpoints() [M-5] normal( )
intraclass correlation, [ME] Glossary, also see estat invlogit() function, [D] functions, [M-5] logit( )
icc command, see correlation, intraclass invnbinomial() function, [D] functions,
intracluster correlation, see correlation, intracluster [M-5] normal( )
intreg command, [R] intreg, [R] intreg invnbinomialtail() function, [D] functions,
postestimation [M-5] normal( )
inv() function, [D] functions, [P] matrix define invnchi2() function, [D] functions, [M-5] normal( )
invbinomial() function, [D] functions, invnFtail() function, [D] functions, [M-5] normal( )
[M-5] normal( ) invnibeta() function, [D] functions, [M-5] normal( )
invbinomialtail() function, [D] functions, invnormal() function, [D] functions, [M-5] normal( )
[M-5] normal( ) invnttail() function, [D] functions, [M-5] normal( )
invchi2() function, [D] functions, [M-5] normal( ) invorder() function, [M-5] invorder( )
invchi2tail() function, [D] functions, invpoisson() function, [D] functions,
[M-5] normal( ) [M-5] normal( )
invcloglog() function, [D] functions, [M-5] logit( ) invpoissontail() function, [D] functions,
invdunnettprob() function, [D] functions, [M-5] normal( )
[M-5] normal( ) invsym() function, [M-5] invsym( )
inverse invsym() function, [D] functions, [M-5] invsym( ),
cumulative [P] matrix define
beta distribution, [D] functions invt() function, [D] functions, [M-5] normal( )
binomial function, [D] functions invtokens() function, [M-5] invtokens( )
chi-squared distribution function, [D] functions invttail() function, [D] functions, [M-5] normal( )
F distribution function, [D] functions invtukeyprob() function, [D] functions,
incomplete gamma function, [D] functions [M-5] normal( )
hyperbolic tangent transformation, see Fisher’s z invvech() function, [M-5] vec( )
transformation I/O functions, [M-4] io
matrix, [M-4] solvers, [M-5] invsym( ), ipolate command, [D] ipolate
[M-5] cholinv( ), [M-5] luinv( ), [M-5] qrinv( ), ips, xtunitroot subcommand, [XT] xtunitroot
[M-5] pinv( ), [M-5] solve tol( ) IPW, see inverse-probability weighting
noncentral ipw, teffects subcommand, [TE] teffects ipw
beta distribution, [D] functions IPWRA, see inverse-probability-weighted regression
chi-squared distribution function, [D] functions adjustment
F distribution, [D] functions ipwra, teffects subcommand, [TE] teffects ipwra
normal distribution function, [D] functions IQR, see interquartile range
of matrix, [P] matrix define, [P] matrix svd iqr(), egen function, [D] egen
reverse cumulative iqreg command, [R] qreg, [R] qreg postestimation
beta distribution, [D] functions ir command, [ST] epitab
binomial function, [D] functions irecode() function, [D] functions
chi-squared distribution function, [D] functions IRF, see impulse–response functions
F distribution function, [D] functions irf, [TS] irf
incomplete gamma function, [D] functions add command, [TS] irf add
t distribution function, [D] functions cgraph command, [TS] irf cgraph
inverse-probability weighting, [TE] teffects intro, create command, [TS] irf create
[TE] teffects intro advanced, [TE] teffects ipw, ctable command, [TS] irf ctable
[TE] Glossary describe command, [TS] irf describe
inverse-probability-weighted regression adjustment, drop command, [TS] irf drop
[TE] teffects intro, [TE] teffects intro advanced, graph command, [TS] irf graph
[TE] teffects ipwra, [TE] Glossary
ograph command, [TS] irf ograph
invF() function, [D] functions, [M-5] normal( )
rename command, [TS] irf rename
invfft() function, [M-5] fft( )
set command, [TS] irf set
invfft() function, [M-5] fft( )
table command, [TS] irf table
invFtail() function, [D] functions, [M-5] normal( )
.irf file, [U] 11.6 Filenaming conventions
invgammap() function, [D] functions, [M-5] normal( )
iri command, [ST] epitab
invgammaptail() function, [D] functions,
IRLS, see iterated, reweighted least squares
[M-5] normal( )
IRR, see incidence-rate ratio
invHilbert() function, [M-5] Hilbert( )
IRT, see item response theory
invibeta() function, [D] functions, [M-5] normal( )
Subject index 209
.isa built-in class function, [P] class jackknife, [SEM] Glossary

iscale() option, [G-2] graph matrix estimation, [R] jackknife,
iscomplex() function, [M-5] isreal( ) [SVY] jackknife options, [SVY] svy jackknife,
isdiagonal() function, [M-5] isdiagonal( ) [SVY] variance estimation, [SVY] Glossary
isfleeting() function, [M-5] isfleeting( ) standard errors, [R] vce option
isid command, [D] isid jackknife prefix command, [R] jackknife,
.isofclass built-in class function, [P] class [R] jackknife postestimation
isolines, [G-2] graph twoway contourline jackknife standard errors, [SVY] svy jackknife,
ispointer() function, [M-5] isreal( ) [SVY] variance estimation, [XT] vce options
isreal() function, [M-5] isreal( ) jackknifed residuals, [R] regress postestimation
isrealvalues() function, [M-5] isrealvalues( ) jackknifed standard error, see Monte Carlo error
isstring() function, [M-5] isreal( ) jackknife options, [SVY] jackknife options
issymmetric() function, [D] functions, Jarque–Bera statistic, [TS] varnorm, [TS] vecnorm
[M-5] issymmetric( ), [P] matrix define Java, [P] java, [P] javacall
issymmetriconly() function, [M-5] issymmetric( ) JCA, see joint correspondence analysis
istdize command, [R] dstdize Jeffreys noninformative prior, [MI] mi impute mvn
istmt, [M-1] how, [M-6] Glossary jitter() option, [G-2] graph matrix, [G-2] graph
isview() function, [M-5] isview( ) twoway scatter
italics, [G-4] text jitterseed() option, [G-2] graph matrix,
[G-2] graph twoway scatter
item response theory, [SEM] intro 5,
[SEM] example 28g, [SEM] example 29g join operator, [M-2] op join
iterate() option, [R] maximize, see gsem joinby command, [D] joinby, [U] 22 Combining
option maximize options, see sem option datasets
maximize options joining datasets, see combining datasets
iterated principal-factor method, [MV] factor, joining time-span records, [ST] stsplit
[MV] Glossary joint correspondence analysis, [MV] mca, [MV] mca
iterated, reweighted least squares, [R] binreg, [R] glm, postestimation, [MV] Glossary
[R] reg3, [R] sureg joint normality, see normality, joint
iteration, jumble() function, [M-5] sort( )
bisection method, [PSS] power, [PSS] power jumble() function, [M-5] sort( )
twoproportions, [PSS] Glossary justification of text, [G-3] textbox options
Newton’s method, power, [PSS] power, [PSS] power justificationstyle, [G-4] justificationstyle
onemean, [PSS] power twomeans, [PSS] power
pairedmeans, [PSS] power oneproportion,
[PSS] power twoproportions, [PSS] power K
pairedproportions, [PSS] power onevariance, Kaiser normalization, [MV] factor postestimation,
[PSS] power twovariances, [PSS] power [MV] pca postestimation, [MV] rotate,
onecorrelation, [PSS] power twocorrelations [MV] rotatemat
iterations, controlling the maximum number, Kaiser–Meyer–Olkin sampling adequacy, [MV] factor
[R] maximize postestimation, [MV] pca postestimation,
itrim() function, [D] functions [MV] Glossary
ivpoisson command, [R] ivpoisson, [R] ivpoisson Kalman
postestimation filter, [TS] arima, [TS] dfactor, [TS] dfactor
ivprobit command, [R] ivprobit, [R] ivprobit postestimation, [TS] sspace, [TS] sspace
postestimation postestimation, [TS] ucm, [TS] ucm
ivregress command, [R] ivregress, [R] ivregress postestimation, [TS] Glossary
postestimation forecast, [TS] dfactor postestimation, [TS] sspace
ivtobit command, [R] ivtobit, [R] ivtobit postestimation, [TS] ucm postestimation
postestimation smoothing, [TS] dfactor postestimation,
[iweight=exp] modifier, [U] 11.1.6 weight, [TS] sspace postestimation, [TS] ucm
[U] 20.23.4 Importance weights postestimation
kap command, [R] kappa
J Kaplan–Meier
product-limit estimate, [ST] sts, [ST] sts generate,
J() function, [M-5] J( ), [M-2] void, [M-6] Glossary, [ST] sts graph, [ST] sts list, [ST] sts test,
[D] functions, [P] matrix define [ST] Glossary
Jaccard coefficient similarity measure, survivor function, [ST] ltable, [ST] stcox PH-
[MV] measure option assumption tests, [ST] sts
kappa command, [R] kappa
210 Subject index
kapwgt command, [R] kappa label

kdensity command, [R] kdensity command, [U] 12.6 Dataset, variable, and value
kdensity, graph twoway subcommand, [G-2] graph labels
twoway kdensity copy command, [D] label
keep command, [D] drop data command, [D] label
keeping variables or observations, [D] drop define command, [D] label
Kendall’s tau, [R] spearman, [R] tabulate twoway 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 list command, [D] label
keyboard macro extended function, [P] macro
entry, [U] 10 Keyboard use save command, [D] label
search, [U] 4 Stata’s help and search facilities values command, [D] label
keys, [G-3] clegend option, [G-3] legend options variable command, [D] label
Kish design effects, [R] loneway, [SVY] estat label values, [P] macro, [U] 12.6 Dataset, variable,
Kmatrix() function, [M-5] Kmatrix( ) and value labels, [U] 13.10 Label values
kmeans, [MV] Glossary label, snapshot subcommand, [D] snapshot
kmeans clustering, [MV] cluster, [MV] cluster kmeans labelbook command, [D] labelbook
and kmedians labeling data, [D] describe, [D] edit, [D] label,
kmeans, cluster subcommand, [MV] cluster kmeans [D] label language, [D] notes, [D] varmanage,
and kmedians [U] 12.6 Dataset, variable, and value labels
kmedians, [MV] Glossary in other languages, [U] 12.6.4 Labels in other
kmedians clustering, [MV] cluster, [MV] cluster languages
kmeans and kmedians labels,
kmedians, cluster subcommand, [MV] cluster axis, [G-3] axis label options
kmeans and kmedians creating, [D] edit, [D] varmanage
KMO, see Kaiser–Meyer–Olkin sampling adequacy editing, [D] edit, [D] varmanage
kmo, estat subcommand, [MV] factor postestimation, marker, [G-3] marker label options
[MV] pca postestimation LAD regression, [R] qreg
KNN, see kth-nearest neighbor ladder command, [R] ladder
knn, discrim subcommand, [MV] discrim knn ladder of powers, [G-2] graph other, [R] ladder
Kolmogorov–Smirnov test, [R] ksmirnov lag operator, [TS] Glossary, [U] 11.4.4 Time-series
KR-20, [MV] alpha varlists
Kronecker direct product, [D] cross, lag-exclusion statistics, [TS] varwle
[M-2] op kronecker, [P] matrix define lagged values, [U] 11.4.4 Time-series varlists,
Kruskal stress, [MV] mds postestimation, [U] 13 Functions and expressions,
[MV] Glossary [U] 13.7 Explicit subscripting,
Kruskal–Wallis test, [R] kwallis [U] 13.9.1 Generating lags, leads, and
ksmirnov command, [R] ksmirnov differences
ktau command, [R] spearman lag-order selection statistics, [TS] var intro, [TS] var,
kth-nearest neighbor, [MV] discrim knn, [TS] var svar, [TS] varsoc, [TS] vec intro
[MV] Glossary Lagrange multiplier test, [PSS] Glossary, [R] regress
Kuder–Richardson Formula 20, [MV] alpha postestimation time series, [SEM] estat
Kulczynski coefficient similarity measure, ginvariant, [SEM] estat mindices, [SEM] estat
[MV] measure option scoretests, [SEM] Glossary, [TS] varlmar,
[TS] veclmar, also see score test
kurt(), egen function, [D] egen
Lance and Williams’ formula, [MV] cluster
kurtosis, [MV] mvtest normality, [R] lv, [R] pksumm,
[R] regress postestimation, [R] sktest, language syntax, [P] syntax, [U] 11 Language syntax
[R] summarize, [R] tabstat, [TS] varnorm, language, label subcommand, [D] label language
[TS] vecnorm languages, multiple, [D] label language
kwallis command, [R] kwallis LAPACK, [M-1] LAPACK, [M-5] cholesky( ),
[M-5] cholinv( ), [M-5] cholsolve( ),
[M-5] eigensystem( ), [M-5] eigensystemselect( ),
L [M-5] fullsvd( ), [M-5] ghessenbergd( ),
[M-5] lapack( ), [M-5] lud( ), [M-5] luinv( ),
L1-norm models, [R] qreg [M-5] lusolve( ), [M-5] qrd( ), [M-5] qrinv( ),
l1title() option, [G-3] title options [M-5] qrsolve( ), [M-5] svd( ), [M-5] svsolve( ),
l2title() option, [G-3] title options [M-6] Glossary
Subject index 211
Laplacian approximation, [ME] me, [ME] mecloglog, legends, [G-3] clegend option, [G-3] legend options
[ME] meglm, [ME] melogit, [ME] menbreg, problems, [G-3] legend options
[ME] meologit, [ME] meoprobit, use with by(), [G-3] by option,
[ME] mepoisson, [ME] meprobit, [G-3] clegend option, [G-3] legend options
[ME] Glossary, [SEM] methods and formulas legendstyle, [G-4] legendstyle
for gsem length, [M-5] abs( ), [M-5] rows( ), [M-5] strlen( )
latent growth model, [SEM] intro 5, length macro extended function, [P] macro
[SEM] example 18, [SEM] Glossary
length of string function, [D] functions
latent roots, [M-5] eigensystem( )
length() function, [D] functions, [M-5] rows( )
latent variable, [SEM] intro 4, [SEM] Glossary
less than (or equal) operator, [U] 13.2.3 Relational
latent() option, see gsem option latent(), see sem operators
option latent()
letter values, [R] lv
Latin-square designs, [MV] manova, [R] anova,
level command and value, [P] macro
[R] pkshape
level() option, see gsem option level(), see sem
LAV regression, [R] qreg
option level()
Lawley–Hotelling trace statistic, [MV] canon,
level, set subcommand, [R] level, [R] set
[MV] manova, [MV] mvtest means,
[MV] Glossary levels, [U] 11.4.3 Factor variables
lceffects, estat subcommand, [SVY] estat levelsof command, [P] levelsof
lcolor() option, [G-3] connect options, Levene’s robust test statistic, [R] sdtest
[G-3] rspike options leverage, [R] logistic postestimation, [R] regress
LDA, see linear discriminant analysis postestimation diagnostic plots
lda, discrim subcommand, [MV] discrim lda leverage plots, [G-2] graph other
lead leverage-versus-(squared)-residual plot, [R] regress
postestimation diagnostic plots
operator, [U] 11.4.4 Time-series varlists
Levin–Lin–Chu test, [XT] xtunitroot
values, see lagged values
LEx, [SEM] sem and gsem option covstructure( )
leap seconds, [TS] tsset
lexis command, [ST] stsplit
least absolute
lexis diagram, [ST] stsplit
deviations, [R] qreg
lfit, graph twoway subcommand, [G-2] graph
residuals, [R] qreg
twoway lfit
value regression, [R] qreg
lfitci, graph twoway subcommand, [G-2] graph
least squared deviations, see linear regression twoway lfitci
least squares, see linear regression libraries, [M-1] how, [M-3] mata mlib, [M-3] mata
generalized, see feasible generalized least squares which
least-squares means, [R] margins, [R] marginsplot, license, [R] about
[U] 20.15.1 Obtaining estimated marginal life tables, [ST] ltable, [ST] sts, [ST] Glossary
means
likelihood, see maximum likelihood estimation
leave one out, [MV] discrim, [MV] discrim
likelihood displacement value, [ST] stcox
estat, [MV] discrim knn, [MV] discrim
postestimation, [ST] Glossary
knn postestimation, [MV] discrim lda,
[MV] discrim lda postestimation, [MV] discrim likelihood-ratio
qda, [MV] discrim qda postestimation, chi-squared of association, [R] tabulate twoway
[MV] Glossary test, [R] lrtest, [PSS] power twoproportions,
left eigenvectors, [M-5] eigensystem( ), [M-6] Glossary [PSS] Glossary, [SEM] lrtest, [SEM] methods
left suboption, [G-4] justificationstyle and formulas for sem, [U] 20.12.3 Likelihood-
ratio tests
left-censoring, [ST] Glossary, see imputation, interval-
censored data Likert summative scales, [MV] alpha
lefteigensystem() function, [M-5] eigensystem( ) limited dependent variables, [ME] mecloglog,
[ME] meglm, [ME] melogit, [ME] menbreg,
lefteigensystem() function, [M-5] eigensystem( )
[ME] meologit, [ME] meoprobit,
lefteigensystemselect*() functions, [ME] mepoisson, [ME] meprobit,
[M-5] eigensystemselect( ) [ME] meqrlogit, [ME] meqrpoisson,
leftgeigensystem() function, [M-5] geigensystem( ) [R] asclogit, [R] asmprobit, [R] asroprobit,
leftgeigensystemselect*() function, [R] binreg, [R] biprobit, [R] brier, [R] clogit,
[M-5] geigensystem( ) [R] cloglog, [R] cusum, [R] exlogistic,
left-truncation, see imputation, truncated data, see [R] expoisson, [R] glm, [R] glogit,
truncation [R] heckoprobit, [R] heckprobit, [R] hetprobit,
legend() option, [G-3] legend options [R] ivpoisson, [R] ivprobit, [R] logistic,
[R] logit, [R] mlogit, [R] mprobit, [R] nbreg,
[R] nlogit, [R] ologit, [R] oprobit,
212 Subject index
limited dependent variables, continued linear, continued

[R] poisson, [R] probit, [R] rocfit, [R] rocreg, splines, [R] mkspline
[R] rologit, [R] scobit, [R] slogit, [R] tnbreg, test, see estimation, test after
[R] tpoisson, [R] zinb, [R] zip, [TE] etpoisson, linearization, see linearized variance estimator
[XT] xtcloglog, [XT] xtgee, [XT] xtlogit, linearized variance estimator, [SVY] variance
[XT] xtnbreg, [XT] xtologit, [XT] xtoprobit, estimation, [SVY] Glossary
[XT] xtpoisson, [XT] xtprobit
linegap, set subcommand, [R] set
limits, [D] describe, [D] memory, [M-1] limits,
linepalette, palette subcommand, [G-2] palette
[R] limits, [R] matsize, [U] 6 Managing
memory linepatternstyle, [G-4] linepatternstyle
numerical and string, [P] creturn lines, [G-4] concept: lines
system, [P] creturn adding, [G-2] graph twoway lfit,
[G-3] added line options, also see fits, adding
lincom command, [R] lincom, [SEM] intro 7,
[SEM] estat stdize, [SEM] lincom, [SVY] svy connecting points, [G-3] connect options,
postestimation [G-4] connectstyle
line, definition, [G-4] linestyle dashed, [G-4] linepatternstyle
line, graph twoway subcommand, [G-2] graph dotted, [G-4] linepatternstyle
twoway line grid, [G-3] axis label options, [G-4] linestyle
linear long, in do-files and ado-files, [P] #delimit,
combinations, [SVY] estat, [SVY] svy [U] 18.11.2 Comments and long lines in ado-
postestimation files
forming, [P] matrix score look of, [G-3] fcline options, [G-3] line options,
[G-4] linestyle
combinations of estimators, [R] lincom,
[U] 20.13 Obtaining linear combinations of patterns, [G-4] linepatternstyle
coefficients suppressing, [G-4] linestyle
discriminant analysis, [MV] candisc, [MV] discrim thickness, [G-4] linewidthstyle
lda, [MV] Glossary linesize, set subcommand, [R] log, [R] set
filter, [TS] tsfilter, [TS] tsfilter cf, [TS] tssmooth linestyle, [G-4] linestyle
ma, [TS] Glossary added, [G-4] addedlinestyle
hypothesis test after estimation, [R] contrast, linewidthstyle, [G-4] linewidthstyle
[R] lrtest, [R] margins, [R] margins, contrast, link
[R] margins, pwcompare, [R] pwcompare, complementary log-log, [SEM] methods and
[R] test formulas for gsem
interpolation and extrapolation, [D] ipolate function, [ME] meglm, [ME] Glossary, [R] glm,
mixed-effects model, [ME] me, [ME] mixed, [SEM] Glossary, [XT] xtgee, [XT] Glossary
[ME] Glossary identity, [SEM] methods and formulas for gsem
prediction, see multiple imputation, prediction log, [SEM] methods and formulas for gsem
regression, [MV] mvreg, [R] anova, [R] areg, logit, [SEM] methods and formulas for gsem
[R] binreg, [R] cnsreg, [R] eivreg, [R] frontier, probit, [SEM] methods and formulas for gsem
[R] glm, [R] gmm, [R] heckman, [R] intreg, link() option, see gsem option link()
[R] ivregress, [R] ivtobit, [R] qreg, [R] reg3, link, net subcommand, [R] net
[R] regress, [R] rreg, [R] sureg, [R] tobit, linkage, [MV] cluster, [MV] clustermat, [MV] cluster
[R] vwls, [SEM] intro 5, [SEM] example 6, linkage, [MV] Glossary
[SEM] Glossary, [SVY] svy estimation,
linktest command, [R] linktest
[TE] etregress, [TE] teffects ra, [TS] newey,
[TS] prais, [XT] xtabond, [XT] xtdpd, list,
[XT] xtdpdsys, [XT] xtfrontier, [XT] xtgee, cluster subcommand, [MV] cluster utility
[XT] xtgls, [XT] xthtaylor, [XT] xtintreg, estat subcommand, [MV] discrim estat,
[XT] xtivreg, [XT] xtpcse, [XT] xtrc, [MV] discrim knn postestimation,
[XT] xtreg, [XT] xtregar, [XT] xttobit also see [MV] discrim lda postestimation, [MV] discrim
generalized linear models, also see panel data, logistic postestimation, [MV] discrim qda
also see random-coefficients model postestimation
conditional, [U] 26.9 Conditional logistic char subcommand, [P] char
regression constraint subcommand, [R] constraint
with heteroskedastic errors, [U] 26.13 Linear creturn subcommand, [P] creturn
regression with heteroskedastic errors duplicates subcommand, [D] duplicates
with simple error structures, [U] 26.3 Linear ereturn subcommand, [P] ereturn, [P] return,
regression with simple error structures [R] stored results
imputation, see imputation, regression forecast subcommand, [TS] forecast list
label subcommand, [D] label
Subject index 213
list, continued loadings, estat subcommand, [MV] ca

macro subcommand, [P] macro postestimation, [MV] canon postestimation,
matrix subcommand, [P] matrix utility [MV] discrim lda, [MV] discrim lda
notes subcommand, [D] notes postestimation, [MV] pca postestimation
odbc subcommand, [D] odbc local
program subcommand, [P] program ++ command, [P] macro
return subcommand, [P] return, [R] stored results -- command, [P] macro
scalar subcommand, [P] scalar command, [P] macro, [U] 18.3.1 Local macros,
snapshot subcommand, [D] snapshot [U] 18.3.9 Advanced local macro manipulation
sreturn subcommand, [P] return, [R] stored local,
results ereturn subcommand, [P] ereturn, [P] return
ssd subcommand, [SEM] ssd return subcommand, [P] return
sts subcommand, [ST] sts list sreturn subcommand, [P] return
sysdir subcommand, [P] sysdir local linear, [R] lpoly
timer subcommand, [P] timer local polynomial, [R] lpoly
list command, [D] list local polynomial smoothing, [G-2] graph other,
list macro extended function, [P] macro lists [G-2] graph twoway lpoly, [G-2] graph twoway
lpolyci
list manipulation, [P] macro lists
Local, class prefix operator, [P] class
list subscripts, see subscripts
locally weighted smoothing, [R] lowess
listing
location, measures of, [R] lv, [R] summarize, [R] table
data, [D] edit, [D] list
location, specifying, [G-4] clockposstyle,
estimation results, [P] ereturn, [P] estimates
[G-4] compassdirstyle, [G-4] ringposstyle
macro expanded functions, [P] macro lists
locksplitters, set subcommand, [R] set
strings, [U] 12.4.12 How to see the full contents of
log
a strL or a str# variable
close command, [R] log
values of a variable, [P] levelsof
command, [R] log, [R] view, [U] 15 Saving and
listserver, [U] 3.4 The Stata listserver
printing output—log files, [U] 16.1.2 Comments
liststruct() function, [M-5] liststruct( ) and blank lines in do-files
listwise deletion, [MI] intro substantive, [MI] mi off command, [R] log
estimate, [MI] Glossary
on command, [R] log
listwise option, see gsem option listwise
query command, [R] log
llc, xtunitroot subcommand, [XT] xtunitroot
using command, [R] log
Lmatrix() function, [M-5] Lmatrix( )
.log file, [U] 11.6 Filenaming conventions
LMAX value, [ST] stcox postestimation,
log files, see log command
[ST] Glossary
printing, [R] translate, also see log command
LME, see linear mixed-effects model
log() function, [D] functions, [M-5] exp( )
ln() function, [D] functions, [M-5] exp( )
log likelihood, [SEM] methods and formulas for gsem,
lnfactorial() function, [D] functions,
[SEM] methods and formulas for sem
[M-5] factorial( )
log or nolog option, [R] maximize
lngamma() function, [D] functions, [M-5] factorial( )
log scales, [G-3] axis scale options
lnnormal() function, [D] functions, [M-5] normal( )
log transformations, [R] boxcox, [R] lnskew0
lnnormalden() function, [D] functions,
[M-5] normal( ) log10() function, [D] functions, [M-5] exp( )
lnskew0 command, [R] lnskew0 logarithms, [M-5] exp( ), [M-5] matexpsym( )
load, logical operators, [M-2] op logical, [U] 13.2.4 Logical
operators
bcal subcommand, [D] bcal
logistic and logit regression, [R] logistic, [R] logit,
odbc subcommand, [D] odbc
[SEM] intro 5, [SEM] example 33g,
loading, [MV] Glossary [SEM] example 34g, [SEM] Glossary,
loading data, see importing data, see inputting data [SVY] svy estimation
interactively, see reading data from disk, see complementary log-log, [R] cloglog
using data
conditional, [R] asclogit, [R] clogit, [R] rologit
loading plot, [MV] scoreplot, [MV] Glossary
exact, [R] exlogistic
loadingplot command, [MV] discrim lda
fixed-effects, [R] asclogit, [R] clogit, [XT] xtlogit
postestimation, [MV] factor postestimation,
[MV] pca postestimation, [MV] scoreplot fractional polynomial, [R] fp
generalized estimating equations, [XT] xtgee
generalized linear model, [R] glm
214 Subject index
logistic and logit regression, continued lookup,

mixed-effects, [ME] melogit, [ME] meqrlogit, also icd9 subcommand, [D] icd9
see ordered logistic regression icd9p subcommand, [D] icd9
multinomial, [R] asclogit, [R] clogit, [R] mlogit loop, [M-2] do, [M-2] for, [M-2] while
nested, [R] nlogit continuing, [M-2] continue
ordered, [R] ologit endless, see endless loop
polytomous, [R] mlogit exiting, [M-2] break
population-averaged, [XT] xtgee, [XT] xtlogit use of semicolons in, [M-2] semicolons
random-effects, [XT] xtlogit, [XT] xtologit 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
with grouped data, [R] glogit loss to follow-up, [ST] Glossary
logistic command, [R] logistic, [R] logistic Lotus 1-2-3, reading data from, see spreadsheets
postestimation lower
logistic discriminant analysis, [MV] discrim logistic, one-sided test, [PSS] Glossary, also see one-sided
[MV] Glossary test, lower
logistic regression imputation, see imputation, logistic one-tailed test, see lower one-sided test
regression lower() function, [D] functions
logistic, discrim subcommand, [MV] discrim lowercase, [M-5] strupper( )
logistic lowercase-string function, [D] functions
logit command, [R] logit, [R] logit postestimation lowertriangle() function, [M-5] lowertriangle( )
logit function, [D] 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
logit() function, [M-5] logit( ) lowess command, [R] lowess
log-linear model, [R] expoisson, [R] glm, [R] ivpoisson, lowess smoothing, [G-2] graph other
[R] poisson, [R] tpoisson, [R] zip, [SVY] svy lowess, graph twoway subcommand, [G-2] graph
estimation, [TE] etpoisson twoway lowess
log-log plot, [ST] stcox PH-assumption tests lpattern() option, [G-3] connect options,
loglogistic survival regression, [ST] streg [G-3] rspike options
lognormal survival regression, [ST] streg lpoly command, [R] lpoly
log-rank, lpoly, graph twoway subcommand, [G-2] graph
power, [ST] stpower logrank twoway lpoly
sample size, [ST] stpower logrank lpolyci, graph twoway subcommand, [G-2] graph
test, [ST] stpower logrank, [ST] sts test twoway lpolyci
logrank, stpower subcommand, [ST] stpower L-R plots, [G-2] graph other, [R] regress
logrank postestimation diagnostic plots
logtype, set subcommand, [R] log, [R] set LRECLs, [D] infile (fixed format)
LOHI, [M-5] byteorder( ) lroc command, [R] lroc
loneway command, [R] loneway lrtest command, [R] lrtest, [SEM] example 10,
long, [D] data types [SEM] example 39g, [SEM] lrtest
long (storage type), [U] 12.2.2 Numeric storage types ls command, [D] dir
long lines in ado-files and do-files, [P] #delimit, lsens command, [R] lsens
[U] 18.11.2 Comments and long lines in ado- lstat command, see estat classification
files command
long strings, see string variables, long lstretch, set subcommand, [R] set
long, reshape subcommand, [D] reshape lstyle() option, [G-3] rspike options
longitudinal data, [MI] mi estimate, [XT] Glossary, see ltable command, [ST] ltable
panel data ltolerance() option, [R] maximize
longitudinal studies, see incidence studies ltrim() function, [D] functions
longitudinal survey data, [SVY] svy estimation LU decomposition, [M-5] lud( )
long-memory process, [TS] arfima, [TS] Glossary lud() function, [M-5] lud( )
LOO, see leave one out lud() function, [M-5] lud( )
look of areas, [G-3] area options, lud la() function, [M-5] lud( )
[G-3] fitarea options luinv() function, [M-5] luinv( )
lookfor command, [D] lookfor luinv() function, [M-5] luinv( )
luinv la() function, [M-5] luinv( )
Subject index 215
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, [ST] 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( )
diagnostic plots MAR, see missing at random, see missing values
lwidth() option, [G-3] connect options, marginal
[G-3] rspike options effects, [R] margins, [R] marginsplot,
[U] 20.15 Obtaining marginal means,
adjusted predictions, and predictive margins,
M [U] 20.19 Graphing margins, marginal effects,
M , [MI] mi impute, [MI] Glossary and contrasts
size recommendations, [MI] intro substantive, homogeneity, [PSS] power, [PSS] power
[MI] mi estimate pairedproportions, [PSS] Glossary
m, [MI] Glossary homogeneity, test of, [R] symmetry
MA, see moving average model means, [R] contrast, [R] margins, [R] margins,
ma, tssmooth subcommand, [TS] tssmooth ma contrast, [R] margins, pwcompare,
Mac, [R] marginsplot, [R] pwcompare,
[U] 20.15 Obtaining marginal means, adjusted
keyboard use, [U] 10 Keyboard use
predictions, and predictive margins
pause, [P] sleep
proportion, see proportions, marginal
specifying filenames, [U] 11.6 Filenaming
tax rate egen function, [D] egen
conventions
margins command, [R] margins, [R] margins
machine precision, [M-5] epsilon( ), [M-6] Glossary
postestimation, [R] margins, contrast,
macro [R] margins, pwcompare, [R] marginsplot,
dir command, [P] macro [SEM] intro 7, [SVY] svy postestimation,
drop command, [P] macro [U] 20.15 Obtaining marginal means, adjusted
list command, [P] macro predictions, and predictive margins
shift command, [P] macro margins test, [R] margins, [R] pwcompare
macro substitution, [P] macro margins, size of, [G-4] marginstyle
class, [P] class marginsplot command, [R] marginsplot,
macros, [P] creturn, [P] macro, [P] scalar, [P] syntax, [U] 20.19 Graphing margins, marginal effects,
[U] 18.3 Macros, also see e() stored results and contrasts
macval() macro expansion function, [P] macro marginstyle, [G-3] region options,
MAD regression, [R] qreg [G-3] textbox options, [G-4] marginstyle
mad(), egen function, [D] egen mark command, [P] mark
Mahalanobis marker labels, [G-3] marker label options,
distance, [MV] Glossary [G-4] markerlabelstyle
transformation, [MV] Glossary markerlabelstyle, [G-4] markerlabelstyle
main effects, [MV] manova, [R] anova markers, [G-3] marker options, also see marker labels
makecns command, [P] makecns color, [G-4] colorstyle
makesymmetric() function, [M-5] makesymmetric( ) resizing, [G-3] scale option
makesymmetric() function, [M-5] makesymmetric( ) shape of, [G-4] symbolstyle
man command, [R] help size of, [G-4] markersizestyle
manage, window subcommand, [P] window markersizestyle, [G-4] markersizestyle
programming, [P] window manage markerstyle, [G-4] markerstyle
MANCOVA, see multivariate analysis of covariance markin command, [P] mark
mangle option, [G-2] graph twoway pcarrow marking observations, [P] mark
manifest variables, [SEM] Glossary markout command, [P] mark
manipulation commands, [G-2] graph manipulation Markov chain Monte Carlo, [MI] mi impute, [MI] mi
Mann–Whitney two-sample statistics, [R] ranksum impute mvn, [MI] Glossary
MANOVA, see multivariate analysis of variance convergence, [MI] mi impute, [MI] mi impute
manova command, [MV] manova, [MV] manova chained, [MI] mi impute mvn
postestimation parameter trace files, [MI] mi ptrace
manova, estat subcommand, [MV] discrim lda marksample command, [P] mark
postestimation Marquardt algorithm, [M-5] moptimize( ),
manovatest command, [MV] manova postestimation [M-5] optimize( )
216 Subject index
martingale residual, [ST] stcox postestimation, matdescribe, mata subcommand, [M-3] mata
[ST] streg postestimation matsave
mass, [MV] Glossary 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,
drop command, [M-3] mata drop [M-4] matrix, [M-4] scalar, [M-4] solvers,
help command, [M-3] mata help [M-4] standard
invocation command, [M-3] mata mathematical functions and expressions, [D] functions,
matdescribe command, [M-3] mata matsave [P] matrix define, [U] 13.3 Functions
matsave command, [M-3] mata matsave Matlab, reading data from, [U] 21.4 Transfer programs
matuse command, [M-3] mata matsave matlist command, [P] matlist
memory command, [M-3] mata memory matlogsym() function, [M-5] matexpsym( )
mlib add command, [M-3] mata mlib matlogsym() function, [M-5] matexpsym( )
mlib create command, [M-3] mata mlib matmissing() function, [D] functions, [P] matrix
mlib index command, [M-3] mata mlib define
mlib query command, [M-3] mata mlib matname command, [P] matrix mkmat
mosave command, [M-3] mata mosave matpowersym() function, [M-5] matpowersym( )
query command, [M-3] mata set, [R] set matpowersym() function, [M-5] matpowersym( )
rename command, [M-3] mata rename mat put rr command, [P] matrix get
set matacache command, [M-3] mata set, [R] set matrices, [M-4] intro, [M-6] Glossary, [P] matrix,
[U] 14 Matrix expressions
set matafavor command, [M-3] mata set,
[M-5] favorspeed( ), [R] set accessing internal, [P] matrix get
set matalibs command, [M-3] mata set, [R] set accumulating, [P] matrix accum
set matalnum command, [M-3] mata set, [R] set appending rows and columns, [P] matrix define
set matamofirst command, [M-3] mata set, Cholesky decomposition, [P] matrix define
[R] set coefficient, [P] ereturn
set mataoptimize command, [M-3] mata set, column names, see matrices, row and column names
[R] set constrained estimation, [P] makecns
set matastrict command, [M-1] ado, copying, [P] matrix define, [P] matrix get,
[M-2] declarations, [M-3] mata set, [R] set [P] matrix mkmat
stata command, [M-3] mata stata correlation, [MV] pca, [P] matrix define
which command, [M-3] mata which covariance, [MV] pca
Mata, [D] putmata covariance matrix of estimators, [P] ereturn,
commands, [M-3] intro [P] matrix get
error messages, [M-5] error( ), also see traceback cross-product, [P] matrix accum
log determinant, [P] matrix define
.mata source code file, [M-1] source, [M-3] mata diagonals, [P] matrix define
mlib, [M-6] Glossary, [U] 11.6 Filenaming displaying, [P] matlist, [P] matrix utility
conventions dissimilarity, [MV] matrix dissimilarity,
mata, clear subcommand, [D] clear [MV] Glossary, [P] matrix dissimilarity
mata, query subcommand, [R] query distances, [MV] matrix dissimilarity, [P] matrix
matched case–control data, [R] asclogit, [R] clogit, dissimilarity
[R] symmetry, [ST] epitab, [ST] sttocc, dropping, [P] matrix utility
[ST] Glossary eigenvalues, [P] matrix eigenvalues, [P] matrix
matched study, [PSS] intro, [PSS] power, [PSS] power symeigen
pairedmeans, [PSS] power pairedproportions, eigenvectors, [P] matrix symeigen
[PSS] Glossary elements, [P] matrix define
matched-pairs tests, [R] signrank, [R] ttest equation names, see matrices, row and column
matching coefficient, [MV] Glossary names
matching coefficient similarity measure, estimation results, [P] ereturn, [P] estimates
[MV] measure option functions, [D] functions, [M-4] manipulation,
matching configuration, [MV] Glossary [M-4] matrix, [M-4] solvers, [M-4] standard,
matching estimator, [TE] teffects intro, [TE] teffects [P] matrix define
intro advanced, [TE] teffects nnmatch, identity, [P] matrix define
[TE] teffects psmatch, [TE] Glossary input, [P] matrix define, [U] 14.4 Inputting
matcproc command, [P] makecns matrices by hand
Subject index 217
matrices, continued matrix, continued

inversion, [P] matrix define, [P] matrix svd svd command, [P] matrix svd
Kronecker product, [P] matrix define symeigen command, [P] matrix symeigen
labeling rows and columns, see matrices, row and vecaccum command, [P] matrix accum
column names matrix, [M-2] declarations
linear combinations with data, [P] matrix score clear subcommand, [D] clear
listing, [P] matlist, [P] matrix utility confirm subcommand, [P] confirm
namespace and conflicts, [P] matrix, [P] matrix ereturn subcommand, [P] ereturn, [P] return
define graph subcommand, [G-2] graph matrix
norm, [M-5] norm( ) return subcommand, [P] return
number of rows and columns, [P] matrix define matrix graphs, [G-2] graph matrix
operators such as addition, [P] matrix define, matrix() function, [D] functions, [P] matrix define
[U] 14.7 Matrix operators matsave, mata subcommand, [M-3] mata matsave
orthonormal basis, [P] matrix svd matsize, set subcommand, [M-1] limits, [P] creturn,
partitioned, [P] matrix define [P] macro, [R] matsize, [R] set, [U] 14 Matrix
performing constrained estimation, [P] makecns expressions
posting estimation results, [P] ereturn, matuniform() function, [D] functions, [P] matrix
[P] estimates define
renaming, [P] matrix utility matuse, mata subcommand, [M-3] mata matsave
row and column names, [P] ereturn, [P] matrix max(),
define, [P] matrix mkmat, [P] matrix egen function, [D] egen
rownames, [U] 14.2 Row and column names function, [D] functions, [M-5] minmax( )
rows and columns, [P] matrix define maxbyte() function, [D] functions
saving matrix, [P] matrix mkmat maxdb, set subcommand, [R] db, [R] set
scoring, [P] matrix score maxdouble() function, [D] functions,
similarity, [MV] matrix dissimilarity, [P] matrix [M-5] mindouble( )
dissimilarity maxes() option, [G-2] graph matrix
store variables as matrix, [P] matrix mkmat maxfloat() function, [D] functions
submatrix extraction, [P] matrix define maximization, [M-5] moptimize( ), [M-5] optimize( )
submatrix substitution, [P] matrix define maximization technique explained, [R] maximize,
subscripting, [P] matrix define, [R] ml
[U] 14.9 Subscripting maximize, ml subcommand, [R] ml
sweep operator, [P] matrix define maximize options, see gsem option maximize options,
temporary names, [P] matrix see sem option maximize options
trace, [P] matrix define maximum
transposing, [P] matrix define function, [D] egen, [D] functions
variables, make into matrix, [P] matrix mkmat length of string, [M-1] limits
zero, [P] matrix define likelihood, [SEM] intro 4, [SEM] methods and
matrix formulas for gsem, [SEM] methods and
accum command, [P] matrix accum formulas for sem, [SEM] Glossary
coleq command, [P] matrix rownames likelihood estimation, [MV] factor, [R] maximize,
colnames command, [P] matrix rownames [R] ml, [R] mlexp
commands, introduction, [P] matrix likelihood factor method, [MV] Glossary
define command, [P] matrix define limits, [R] limits
dir command, [P] matrix utility number of observations, [D] memory
dissimilarity command, [MV] matrix number of variables, [D] describe, [D] memory
dissimilarity, [P] matrix dissimilarity number of variables and observations,
drop command, [P] matrix utility [U] 6 Managing memory
eigenvalues command, [P] matrix eigenvalues number of variables in a model, [R] matsize
glsaccum command, [P] matrix accum pseudolikelihood estimation, [SVY] ml for svy,
input command, [P] matrix define [SVY] variance estimation
list command, [P] matrix utility restricted likelihood, [ME] mixed
opaccum command, [P] matrix accum size of dataset, [U] 6 Managing memory
rename command, [P] matrix utility size of matrix, [M-1] limits
roweq command, [P] matrix rownames value dissimilarity measure, [MV] measure option
rownames command, [P] matrix rownames with missing values, [SEM] example 26,
score command, [P] matrix score [SEM] Glossary
218 Subject index
maximums and minimums, [M-5] minindex( ) means, continued

creating dataset of, [D] collapse confidence interval and standard error, [R] ci
functions, [D] egen, [D] functions control-group, [PSS] intro, [PSS] power,
reporting, [R] lv, [R] summarize, [R] table [PSS] power twomeans, [PSS] unbalanced
maxindex() function, [M-5] minindex( ) designs
maxint() function, [D] functions correlated, see means, paired
maxiter, set subcommand, [R] maximize, [R] set creating
maxlong() function, [D] functions dataset of, [D] collapse
max memory, set subcommand, [D] memory, [R] set variable containing, [D] egen
maxvar, set subcommand, [D] memory, [R] set displaying, [R] ameans, [R] summarize, [R] table,
mband, graph twoway subcommand, [G-2] graph [R] tabstat, [R] tabulate, summarize(),
twoway mband [XT] xtsum
MCA, see multiple correspondence analysis estimating, [R] mean
mca command, [MV] mca, [MV] mca postestimation, experimental-group, [PSS] intro, [PSS] power,
[MV] mca postestimation plots [PSS] power twomeans, [PSS] unbalanced
MCAGH, see quadrature, mode-curvature adaptive designs
Gauss–Hermite graphing, [R] grmeanby
mcaplot command, [MV] mca postestimation, independent, see means, two-sample
[MV] mca postestimation plots marginal, [R] margins
mcaprojection command, [MV] mca postestimation, one-sample, [PSS] intro, [PSS] GUI, [PSS] power,
[MV] mca postestimation plots [PSS] power, graph, [PSS] power, table,
MCAR, see missing completely at random [PSS] power onemean, [PSS] unbalanced
mcc command, [ST] epitab designs
mcci command, [ST] epitab paired, [PSS] intro, [PSS] power, [PSS] power
pairedmeans
MCE, see Monte Carlo error
pairwise comparisons of, [R] pwmean
McFadden’s choice model, [R] asclogit
pharmacokinetic data, [R] pksumm
MCMC, see Markov chain Monte Carlo
posttreatment, [PSS] intro, [PSS] power,
McNemar’s chi-squared test, [R] clogit, [ST] epitab
[PSS] power pairedmeans
McNemar’s test, [PSS] Glossary
pretreatment, [PSS] intro, [PSS] power,
mcolor() option, [G-3] marker options [PSS] power pairedmeans
md command, [D] mkdir robust, [R] rreg
MDES, see minimum detectable effect size means, survey data, [SVY] svy estimation
mdev(), egen function, [D] egen testing equality, [MV] hotelling, [MV] manova,
MDS, see multidimensional scaling [MV] mvtest means also see equality test of
mds command, [MV] mds, [MV] mds postestimation, means
[MV] mds postestimation plots two-sample, [PSS] intro, [PSS] power, [PSS] power
mdsconfig command, [MV] mds, [MV] mds twomeans, [PSS] power pairedmeans,
postestimation plots [PSS] unbalanced designs
mdslong command, [MV] mds postestimation, means() option, see gsem option means(), see sem
[MV] mds postestimation plots, [MV] mdslong option means()
mdsmat command, [MV] mds postestimation, means, mvtest subcommand, [MV] mvtest means
[MV] mds postestimation plots, [MV] mdsmat mean–variance adaptive Gauss–Hermite quadrature,
mdsshepard command, [MV] mds postestimation see quadrature, mean–variance adaptive Gauss–
plots Hermite
mdy() function, [D] datetime, [D] functions, meanvariance() function, [M-5] mean( )
[M-5] date( ) measure, [MV] Glossary
mdyhms() function, [D] datetime, [D] functions, measurement
[M-5] date( ) component, [SEM] Glossary
mean command, [R] mean, [R] mean postestimation error, [MV] alpha, [R] vwls, [SEM] intro 5,
mean() function, [M-5] mean( ) [SEM] example 1, [SEM] example 27g
mean(), egen function, [D] egen model, [SEM] intro 5, [SEM] example 1,
means, [PSS] intro, [PSS] GUI, [PSS] power, [SEM] example 3, [SEM] example 20,
[PSS] power, graph, [PSS] power, table, [SEM] example 27g, [SEM] example 30g,
[PSS] power onemean, [PSS] power twomeans, [SEM] example 31g, [SEM] Glossary
[PSS] power pairedmeans, [PSS] unbalanced variables, [SEM] Glossary
designs measures, cluster subcommand, [MV] cluster
across variables, not observations, [D] egen programming utilities
arithmetic, geometric, and harmonic, [R] ameans
Subject index 219
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 standard deviations, displaying, see [P] window push, [P] window stopbox
variance, displaying, see percentiles, 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 regression, [R] qreg merge command, [D] merge, [U] 22 Combining
median test, [R] ranksum datasets
median(), egen function, [D] egen merge variable, [D] merge
medianlinkage, merge, mi subcommand, [MI] mi merge
cluster subcommand, [MV] cluster linkage merged-explicit options, [G-4] concept: repeated
clustermat subcommand, [MV] cluster linkage options
median-linkage clustering, [MV] cluster, merged-implicit options, [G-4] concept: repeated
[MV] clustermat, [MV] cluster linkage, options
[MV] Glossary merging data, [MI] mi merge, see combining datasets
medians, messages and return codes, see error messages and
creating return codes
dataset of, [D] collapse meta-analysis, [R] meta
variable containing, [D] egen method, [M-2] class, [SEM] Glossary
displaying, [D] pctile, [R] centile, [R] lv, method() option, see gsem option method(), see sem
[R] summarize, [R] table, [R] tabstat option method()
graphing, [R] grmeanby metric scaling, [MV] Glossary
testing equality of, see equality test of medians mfcolor() option, [G-3] marker options
mediation model, [SEM] intro 5, [SEM] example 42g mfp prefix command, [R] mfp, [R] mfp postestimation
MEFF, see misspecification effects mfx, estat subcommand, [R] asclogit postestimation,
MEFT, see misspecification effects [R] asmprobit postestimation, [R] asroprobit
postestimation
meglm command, [ME] meglm
MGARCH, see multivariate GARCH
melogit command, [ME] melogit
mgarch
member
ccc command, [TS] mgarch ccc, [TS] mgarch ccc
function, [M-2] class
postestimation
program, [P] class
dcc command, [TS] mgarch dcc, [TS] mgarch dcc
variable, [M-2] class, [P] class postestimation
memory, [U] 6 Managing memory dvech command, [TS] mgarch dvech, [TS] mgarch
clearing, [D] clear dvech postestimation
determining and resetting limits, [D] describe, vcc command, [TS] mgarch vcc, [TS] mgarch vcc
[D] memory postestimation
matsize, see matsize, set subcommand mhodds command, [ST] epitab
reducing utilization, [D] compress, [D] encode, mi
[D] recast, [P] discard add command, [MI] mi add
memory command, [D] memory, [U] 6 Managing append command, [MI] mi append
memory
command, [MI] intro, [MI] styles, [MI] workflow
memory graphs, describing contents, [G-2] graph
convert command, [MI] mi convert
describe
copy command, [MI] mi copy, [MI] styles
memory requirements, estimating for flongsep, [MI] mi
convert describe command, [MI] mi describe
memory settings, [P] creturn erase command, [MI] mi erase, [MI] styles
memory utilization, [M-1] limits, [M-3] mata memory estimate command, [MI] mi estimate,
[MI] mi estimate using, [MI] mi estimate
memory, mata subcommand, [M-3] mata memory
postestimation, [MI] mi test
memory, query subcommand, [D] memory, [R] query
estimate postestimation, [MI] mi estimate
menbreg command, [ME] menbreg postestimation, [MI] mi predict, [MI] mi test
menu, window subcommand, [P] window expand command, [MI] mi expand
programming, [P] window menu
export command, [MI] mi export, [MI] mi export
ice, [MI] mi export nhanes1
220 Subject index
mi, continued Microsoft, continued

extract command, [MI] mi extract, [MI] mi Excel, reading data from, [D] import excel,
replace0 [D] odbc
fvset command, [MI] mi XXXset Excel, write results to, [P] putexcel
import command, [MI] mi import, [MI] mi import Office, [M-5] docx*( ), [M-5] xl( )
flong, [MI] mi import flongsep, [MI] mi import SpreadsheetML, [D] xmlsave
ice, [MI] mi import nhanes1, [MI] mi import Windows, see Windows
wide Word, [M-5] docx*( )
impute command, [MI] mi impute, [MI] mi impute middle suboption, [G-4] alignmentstyle
chained, [MI] mi impute intreg, [MI] mi impute midsummaries, [R] lv
logit, [MI] mi impute mlogit, [MI] mi impute
mild outliers, [R] lv
monotone, [MI] mi impute mvn, [MI] mi
impute nbreg, [MI] mi impute ologit, [MI] mi Mills’ ratio, [R] heckman, [R] heckman
impute pmm, [MI] mi impute poisson, [MI] mi postestimation
impute regress, [MI] mi impute truncreg MIMIC models, see multiple indicators and multiple
merge command, [MI] mi merge causes model
misstable command, [MI] mi misstable min() function, [D] functions, [M-5] minmax( )
passive command, [MI] mi passive min(), egen function, [D] egen
predict command, [MI] mi estimate minbyte() function, [D] functions
postestimation, [MI] mi predict mindices, estat subcommand, [SEM] estat mindices
predictnl command, [MI] mi estimate mindouble() function, [D] functions,
postestimation, [MI] mi predict [M-5] mindouble( )
ptrace command, [MI] mi ptrace minfloat() function, [D] functions
query command, [MI] mi describe minimal
register command, [MI] mi set detectable difference, hazard ratio, [ST] stpower
rename command, [MI] mi rename effect size, hazard ratio, [ST] stpower
replace0 command, [MI] mi replace0 minimization, [M-5] moptimize( ), [M-5] optimize( )
reset command, [MI] mi reset minimum
reshape command, [MI] mi reshape absolute deviations, [R] qreg
select command, [MI] mi select, also see mi detectable effect size, [PSS] intro, [PSS] GUI,
extract command [PSS] power, [PSS] power, graph,
set command, [MI] mi set [PSS] power, table, [PSS] power onemean,
[PSS] power twomeans, [PSS] power
st command, [MI] mi XXXset
stjoin command, [MI] mi stsplit [PSS] power twoproportions, [PSS] power
streset command, [MI] mi XXXset pairedproportions, [PSS] power onevariance,
stset command, [MI] mi XXXset [PSS] power twovariances, [PSS] power
stsplit command, [MI] mi stsplit onecorrelation, [PSS] power twocorrelations,
svyset command, [MI] mi XXXset [PSS] Glossary
test command, [MI] mi estimate postestimation, detectable value, [PSS] Glossary
[MI] mi test entropy rotation, [MV] rotate, [MV] rotatemat,
testtransform command, [MI] mi estimate [MV] Glossary
postestimation, [MI] mi test squared deviations, [R] areg, [R] cnsreg, [R] nl,
tsset command, [MI] mi XXXset [R] regress, [R] regress postestimation
unregister command, [MI] mi set minimums and maximums, see maximums and
unset command, [MI] mi set minimums, reporting, see maximums and
update command, [MI] mi update, [MI] noupdate minimums
option minindex() function, [M-5] minindex( )
varying command, [MI] mi varying minint() function, [D] functions
xeq command, [MI] mi xeq Minkowski dissimilarity measure,
xtset command, [MI] mi XXXset [MV] measure option
mi data, [MI] Glossary minlong() function, [D] functions
mi() function, [D] functions minmax() function, [M-5] minmax( )
MICE, see multivariate imputation, chained equations min memory, set subcommand, [D] memory, [R] set
Microsoft minutes() function, [D] datetime, [D] functions,
Access, reading data from, [D] odbc, [M-5] date( )
[U] 21.4 Transfer programs misclassification rate, [MV] Glossary
Excel, [M-5] xl( ) missing at random, [MI] intro substantive, [MI] mi
impute, [MI] Glossary
Subject index 221
missing completely at random, [MI] intro substantive, ml, continued

[MI] Glossary display command, [R] ml
missing data, [MI] intro substantive footnote command, [R] ml
arbitrary pattern, [MI] intro substantive, [MI] mi graph command, [R] ml
impute, [MI] mi impute chained, [MI] mi init command, [R] ml
impute mvn, [MI] Glossary maximize command, [R] ml
monotone pattern, [MI] intro substantive, [MI] mi model command, [R] ml
impute, [MI] mi impute chained, [MI] mi plot command, [R] ml
impute monotone, [MI] mi impute mvn,
query command, [R] ml
[MI] Glossary
report command, [R] ml
missing not at random, [MI] intro substantive,
[MI] Glossary score command, [R] ml
missing observations, see dropout search command, [R] ml
missing values, [M-5] missing( ), [M-5] missingof( ), trace command, [R] ml
[M-5] editmissing( ), [M-5] fillmissing( ), mlabangle() option, [G-3] marker label options
[D] missing values, [R] misstable, mlabcolor() option, [G-3] marker label options
[SEM] example 26, [U] 12.2.1 Missing values, mlabel() option, [G-3] marker label options
[U] 13 Functions and expressions mlabgap() option, [G-3] marker label options
counting, [D] codebook, [D] inspect mlabposition() option, [G-3] marker label options
encoding and decoding, [D] mvencode mlabsize() option, [G-3] marker label options
extended, [D] mvencode mlabstyle() option, [G-3] marker label options
hard and soft, [MI] Glossary mlabtextstyle() option,
ineligible, [MI] Glossary [G-3] marker label options
pattern of, [MI] mi misstable mlabvposition() option,
replacing, [D] merge [G-3] marker label options
missing() function, [D] functions, [M-5] missing( ) mlcolor() option, [G-3] marker options
missingness, pattern, see pattern of missingness mleval command, [R] ml
missingof() function, [M-5] missingof( ) mlexp command, [R] mlexp, [R] mlexp postestimation
misspecification effects, [SVY] estat, [SVY] Glossary mlib add, mata subcommand, [M-3] mata mlib
misstable mlib create, mata subcommand, [M-3] mata mlib
for mi data, [MI] mi misstable mlib index, mata subcommand, [M-3] mata mlib
nested command, [R] misstable .mlib library file, [M-1] how, [M-3] mata describe,
patterns command, [R] misstable [M-3] mata mlib, [M-3] mata set, [M-3] mata
summarize command, [R] misstable which, [M-6] Glossary, [U] 11.6 Filenaming
conventions
tree command, [R] misstable
mlib query, mata subcommand, [M-3] mata mlib
misstable, mi subcommand, [MI] mi misstable
mlmatbysum command, [R] ml
mixed command, [ME] mixed
mlmatsum command, [R] ml
mixed designs, [MV] manova, [R] anova
MLMV, see maximum likelihood with missing values
mixed model, [ME] mecloglog, [ME] melogit,
[ME] menbreg, [ME] meologit, mlmv, see sem option method()
[ME] meoprobit, [ME] mepoisson, mlogit command, [R] mlogit, [R] mlogit
[ME] meprobit, [ME] meqrlogit, postestimation
[ME] meqrpoisson, [ME] mixed, mlogit option, see gsem option mlogit
[ME] Glossary, [U] 26.19 Multilevel mixed- mlong
effects models data style, [MI] styles, [MI] Glossary
mixed-effects model, see multilevel model technical description, [MI] technical
mkdir command, [D] mkdir mlpattern() option, [G-3] marker options
mkdir() function, [M-5] chdir( ) mlstyle() option, [G-3] marker options
mkdir() function, [M-5] chdir( ) mlsum command, [R] ml
mkmat command, [P] matrix mkmat mlvecsum command, [R] ml
mkspline command, [R] mkspline mlwidth() option, [G-3] marker options
ML, see maximum likelihood mm() function, [D] datetime, [D] functions,
ml, see gsem option method(), see sem option [M-5] date( )
method() .mmat matrix file, [M-3] mata matsave,
check command, [R] ml [U] 11.6 Filenaming conventions
clear command, [R] ml mmC() function, [D] datetime, [D] functions,
command, [SVY] ml for svy [M-5] date( )
count command, [R] ml MNAR, see missing not at random
MNP, see outcomes, multinomial
222 Subject index
.mo object code file, [M-1] how, [M-3] mata more command and parameter, [P] macro, [P] more,
mosave, [M-3] mata which, [M-6] Glossary, [R] more, [U] 7 –more– conditions,
[U] 11.6 Filenaming conventions [U] 16.1.6 Preventing –more– conditions
mod() function, [D] functions, [M-5] mod( ) more() function, [M-5] more( )
mode(), egen function, [D] egen more, set subcommand, [R] more, [R] set
mode-curvature adaptive Gauss–Hermite quadrature, mortality table, see life tables
see quadrature, mode-curvature adaptive Gauss– mosave, mata subcommand, [M-3] mata mosave
Hermite moving average
model coefficients test, [R] lrtest, [R] test, [R] testnl, model, [TS] arch, [TS] arfima, [TS] arima,
[SVY] svy postestimation [TS] sspace, [TS] ucm
model identification, [SEM] intro 4, [SEM] intro 12, process, [TS] Glossary
[SEM] Glossary smoother, [TS] tssmooth, [TS] tssmooth ma
model simplification test, [SEM] example 8, mprobit command, [R] mprobit, [R] mprobit
[SEM] example 10 postestimation
model specification test, see specification test mreldif() function, [D] functions, [M-5] reldif( ),
model, ml subcommand, [R] ml [P] matrix define
model-implied covariances and correlations, mreldifre() function, [M-5] reldif( )
[SEM] example 11 mreldifsym() function, [M-5] reldif( )
models, maximum number of variables in, [R] matsize msize() option, [G-3] marker options,
modern scaling, [MV] Glossary [G-3] rcap options
modification indices, [SEM] estat mindices, msofhours() function, [D] datetime, [D] functions,
[SEM] example 5, [SEM] methods and [M-5] date( )
formulas for sem, [SEM] Glossary msofminutes() function, [D] datetime, [D] functions,
modification, file, [D] filefilter [M-5] date( )
modifying data, [D] generate, also see editing data msofseconds() function, [D] datetime, [D] functions,
modulus function, [D] functions [M-5] date( )
modulus transformations, [R] boxcox mspline, graph twoway subcommand, [G-2] graph
mofd() function, [D] datetime, [D] functions, twoway mspline
[M-5] date( ) mstyle() option, [G-3] marker options
moments (of a distribution), [SEM] Glossary msymbol() option, [G-3] marker options
monadic operator, [M-2] syntax, [M-6] Glossary MTMM, see multitrait–multimethod data and matrices
monotone imputation, see imputation, monotone mtr(), egen function, [D] egen
monotone-missing pattern, [MI] mi impute monotone, multiarm trial, [ST] stpower, [ST] Glossary
[MI] Glossary, [R] misstable multidimensional scaling, [MV] mds, [MV] mds
monotonicity, see pattern of missingness postestimation plots, [MV] mdslong,
Monte Carlo error, [MI] mi estimate, [MI] mi estimate [MV] mdsmat, [MV] Glossary
using, [MI] Glossary configuration plot, [MV] Glossary
Monte Carlo simulations, [P] postfile, [R] permute, multilevel data, [MI] mi estimate
[R] simulate multilevel latent variable, [SEM] intro 2, [SEM] gsem
month() function, [D] datetime, [D] functions, path notation extensions
[M-5] date( ), [U] 24.5 Extracting components multilevel mixed-effects model, see multilevel model
of dates and times multilevel model, [ME] me, [ME] mecloglog,
monthly() function, [D] datetime, [D] datetime [ME] meglm, [ME] melogit, [ME] menbreg,
translation, [D] functions, [M-5] date( ) [ME] meologit, [ME] meoprobit,
Moore–Penrose inverse, [M-5] pinv( ) [ME] mepoisson, [ME] meprobit,
moptimize() function, [M-5] moptimize( ) [ME] meqrlogit, [ME] meqrpoisson,
moptimize() function, [M-5] moptimize( ) [ME] mixed, [R] gllamm, [SEM] intro 5,
moptimize ado cleanup() function, [SEM] example 30g, [SEM] example 38g,
[M-5] moptimize( ) [SEM] example 39g, [SEM] example 40g,
moptimize evaluate() function, [SEM] example 41g, [SEM] example 42g,
[M-5] moptimize( ) [SEM] Glossary, [U] 26.19 Multilevel mixed-
moptimize evaluate() function, [M-5] moptimize( ) effects models
moptimize init() function, [M-5] moptimize( ) multinomial
moptimize init *() functions, [M-5] moptimize( ) logistic regression, [SEM] intro 2, [SEM] intro 5,
moptimize query() function, [M-5] moptimize( )
[SEM] Glossary, [SVY] svy estimation
moptimize result *() functions,
logistic regression imputation, see imputation,
[M-5] moptimize( )
multinomial logistic regression
moptimize util *() functions, [M-5] moptimize( )
Subject index 223
multinomial, continued multiple-failure st data, [ST] stbase, [ST] stci,

outcome model, see outcomes, multinomial [ST] stcox, [ST] stcox postestimation,
probit regression, [SVY] svy estimation [ST] stcurve, [ST] stdescribe, [ST] stfill,
multiple comparisons, [R] contrast, [R] margins, [ST] stgen, [ST] stir, [ST] stptime, [ST] strate,
[R] pwcompare, [R] pwmean, [MV] mvreg, [ST] streg, [ST] streg postestimation, [ST] sts,
[R] anova postestimation, [R] correlate, [ST] sts generate, [ST] sts graph, [ST] sts list,
[R] oneway, [R] regress postestimation, [ST] sts test, [ST] stset, [ST] stsplit, [ST] stsum
[R] roccomp, [R] spearman, [R] test, [R] testnl, multiple-range multiple-comparison adjustment, see
[R] tetrachoric multiple comparisons, Dunnett’s method
Bonferroni’s method, [R] contrast, [R] margins, multiple-record st data, [ST] stbase, [ST] stci,
[R] pwcompare, [R] pwmean, [R] anova [ST] stcox, [ST] stcox postestimation,
postestimation, [R] correlate, [R] oneway, [ST] stcrreg, [ST] stcrreg postestimation,
[R] regress postestimation, [R] roccomp, [ST] stcurve, [ST] stdescribe, [ST] stfill,
[R] spearman, [R] test, [R] testnl, [ST] stgen, [ST] stir, [ST] stptime, [ST] strate,
[R] tetrachoric [ST] streg, [ST] streg postestimation, [ST] sts,
Duncan’s method, [R] pwcompare, [R] pwmean [ST] sts generate, [ST] sts graph, [ST] sts list,
Dunnett’s method, [R] pwcompare, [R] pwmean [ST] sts test, [ST] stset, [ST] stsplit, [ST] stsum,
[ST] stvary, [ST] Glossary
Holm’s method, [R] anova postestimation,
[R] regress postestimation, [R] test, [R] testnl multiplication operator, see arithmetic operators
multiple-range method, see Dunnett’s method multiplicative heteroskedasticity, [TS] arch
subentry multistage clustered sampling, [SVY] survey,
Scheffé’s method, [R] contrast, [R] margins, [SVY] svydescribe, [SVY] svyset
[R] pwcompare, [R] pwmean, [R] oneway multitrait–multimethod data and matrices,
Šidák’s method, [R] contrast, [R] margins, [SEM] intro 5, [SEM] example 17
[R] pwcompare, [R] pwmean, [R] anova multivalued treatment effect, [TE] teffects aipw,
postestimation, [R] correlate, [R] oneway, [TE] teffects ipw, [TE] teffects ipwra,
[R] regress postestimation, [R] roccomp, [TE] teffects multivalued, [TE] teffects ra,
[R] spearman, [R] test, [R] testnl, [TE] Glossary
[R] tetrachoric multivariable fractional polynomial regression, [R] mfp
Studentized-range method, see Tukey’s method multivariate
subentry analysis, [MV] canon, [MV] hotelling,
Student–Newman–Keuls’ method, [R] pwcompare, [MV] mvtest, [U] 26.26 Multivariate and
[R] pwmean cluster analysis
Tukey’s method, [R] pwcompare, [R] pwmean bivariate probit, [R] biprobit
multiple correlation, [SEM] Glossary three-stage least squares, [R] reg3
multiple correspondence analysis, [MV] Glossary Zellner’s seemingly unrelated, [R] nlsur,
multiple imputation, [MI] intro substantive, [MI] intro, [R] sureg
[MI] styles, [MI] workflow, [U] 26.25 Multiple analysis of covariance, [MV] manova,
imputation [MV] Glossary
analysis step, [MI] intro substantive, [MI] mi analysis of variance, [MV] manova, [MV] Glossary
estimate, [MI] mi estimate using, [MI] mi Behrens–Fisher problem, [MV] mvtest means
estimate postestimation, [MI] mi test kurtosis, [MV] mvtest normality
estimation, [MI] estimation normal, [MV] mvtest normality
imputation step, [MI] intro substantive, [MI] mi regression, [MV] mvreg, [MV] Glossary
impute skewness, [MV] mvtest normality
inference, [MI] intro substantive test, [MV] mvtest
pooling step, [MI] intro substantive, [MI] mi multivariate GARCH, [TS] mgarch, [TS] Glossary
estimate, [MI] mi estimate using model,
prediction, [MI] mi predict constant conditional correlation, [TS] mgarch ccc
theory, [MI] intro substantive diagonal vech, [TS] mgarch dvech
multiple indicators and multiple causes model, dynamic conditional correlation, [TS] mgarch
[SEM] intro 5, [SEM] example 10, dcc
[SEM] example 36g, [SEM] Glossary varying conditional correlation, [TS] mgarch vcc
multiple languages, [D] label language postestimation,
multiple regression, see linear regression after ccc model, [TS] mgarch ccc postestimation
after dcc model, [TS] mgarch dcc
postestimation
224 Subject index
multivariate GARCH, postestimation, continued naming groups of variables, [D] rename group
after dvech model, [TS] mgarch dvech naming variables, [D] rename
postestimation NaN, [M-6] Glossary
after vcc model, [TS] mgarch vcc postestimation NARCH, see nonlinear autoregressive conditional
multivariate imputation, see imputation, multivariate heteroskedasticity
multivariate imputation using chained equations, see NARCHK, see nonlinear autoregressive conditional
imputation, multivariate, chained equations heteroskedasticity with a shift
multivariate logistic variable imputation, see imputation, natural log function, [D] functions
multivariate natural splines, [R] mkspline
multivariate normal imputation, see imputation, nbetaden() function, [D] functions, [M-5] normal( )
multivariate normal nbinomial() function, [D] functions, [M-5] normal( )
multivariate normal simulator, [M-5] ghk( ), nbinomialp() function, [D] functions,
[M-5] ghkfast( ) [M-5] normal( )
multivariate regression, [SEM] example 12, nbinomialtail() function, [D] functions,
[SEM] Glossary, also see seemingly unrelated [M-5] normal( )
regression, see multivariate regression nbreg command, [R] nbreg, [R] nbreg postestimation
multivariate regression imputation, see imputation, nbreg option, see gsem option nbreg
multivariate nchi2() function, [D] functions, [M-5] normal( )
multivariate time-series estimators, n-class command, [P] program, [P] return
dynamic-factor models, [TS] dfactor ndots() option, [G-2] graph twoway dot
MGARCH models, see multivariate GARCH nearest neighbor, [MI] mi impute pmm, [MV] discrim
state-space models, [TS] sspace knn, [MV] Glossary
structural vector autoregressive models, [TS] var nearest-neighbor matching, [TE] teffects intro,
svar [TE] teffects intro advanced, [TE] teffects
vector autoregressive models, [TS] var, nnmatch, [TE] Glossary
[TS] varbasic needle plot, [R] spikeplot
vector error-correction models, [TS] vec negate() function, [M-5] negate( )
MVAGH, see quadrature, mean–variance adaptive negation matrix, [M-5] negate( )
Gauss–Hermite negation operator, see arithmetic operators
mvdecode command, [D] mvencode negative binomial, [SEM] example 39g
mvencode command, [D] mvencode distribution,
MVN imputation, see imputation, multivariate normal cumulative, [D] functions
mvreg command, [MV] mvreg, [MV] mvreg inverse cumulative, [D] functions
postestimation
inverse reverse cumulative, [D] functions
mvreg, estat subcommand, [MV] procrustes
reverse cumulative, [D] functions
postestimation
probability mass function, [D] functions
mvtest, [MV] mvtest
regression, [R] nbreg, [SEM] Glossary, [SVY] svy
correlations command, [MV] mvtest
estimation, [XT] Glossary
correlations
fixed-effects, [XT] xtnbreg
covariances command, [MV] mvtest covariances
generalized linear models, [R] glm
means command, [MV] mvtest means
population-averaged, [XT] xtgee, [XT] xtnbreg
normality command, [MV] mvtest normality
random-effects, [XT] xtnbreg
truncated, [R] tnbreg
N zero-inflated, [R] zinb
regression, mixed-effects, [ME] menbreg
n and N built-in variables, [U] 13.4 System variables negative effect size, [PSS] intro, [PSS] power,
( variables), [U] 13.7 Explicit subscripting [PSS] power onemean, [PSS] power twomeans,
name() option, [G-3] name option [PSS] power pairedmeans, [PSS] power
nameexternal() function, [M-5] findexternal( ) oneproportion, [PSS] power twoproportions,
namelists, [M-3] namelists [PSS] power pairedproportions, [PSS] power
names, [U] 11.3 Naming conventions onevariance, [PSS] power twovariances,
conflicts, [P] matrix, [P] matrix define, [P] scalar [PSS] power onecorrelation, [PSS] power
matrix row and columns, [P] ereturn, [P] matrix twocorrelations, [PSS] Glossary
define, [P] matrix rownames Nelder–Mead algorithm, [M-5] moptimize( ),
names, confirm subcommand, [P] confirm [M-5] optimize( )
namespace and conflicts, matrices and scalars, Nelson–Aalen cumulative hazard, [ST] sts, [ST] sts
[P] matrix, [P] matrix define generate, [ST] sts graph, [ST] sts list
naming convention, [M-1] naming
Subject index 225
nested Newton–Raphson algorithm, [M-5] moptimize( ),

case–control data, [ST] sttocc [M-5] optimize( ), [R] ml
designs, [MV] manova, [R] anova Newton–Raphson method, [M-5] solvenl( )
effects, [MV] manova, [R] anova Newton’s method, see iteration, Newton’s method
logit, [R] nlogit Neyman allocation, [SVY] estat
model statistics, [R] nestreg nF() function, [D] functions, [M-5] normal( )
number list, [PSS] intro, [PSS] power, [PSS] power, nFden() function, [D] functions, [M-5] normal( )
graph, [PSS] power, table, [PSS] power nFtail() function, [D] functions, [M-5] normal( )
onemean, [PSS] power twomeans, [PSS] power nibeta() function, [D] functions, [M-5] normal( )
pairedmeans, [PSS] power oneproportion, niceness, set subcommand, [D] memory, [R] set
[PSS] power twoproportions, [PSS] power nl command, [R] nl, [R] nl postestimation
pairedproportions, [PSS] power onevariance, nl, tssmooth subcommand, [TS] tssmooth nl
nlcom command, [R] nlcom, [SEM] intro 7,
onecorrelation, [PSS] power twocorrelations
[SEM] estat stdize, [SEM] example 42g,
random effects, [ME] mecloglog, [ME] meglm, [SEM] nlcom, [SVY] svy postestimation
[ME] melogit, [ME] menbreg, [ME] meologit,
nlogit command, [R] nlogit, [R] nlogit
postestimation
[ME] meqrpoisson, [ME] mixed, [ME] Glossary nlogitgen command, [R] nlogit
regression, [R] nestreg nlogittree command, [R] nlogit
nested, misstable subcommand, [R] misstable nlsur command, [R] nlsur, [R] nlsur postestimation
nested-effects model, [SEM] Glossary nm1 option, see sem option nm1
nestreg prefix command, [R] nestreg nnmatch, teffects subcommand, [TE] teffects
nnmatch
net
noanchor option, see gsem option noanchor, see sem
cd command, [R] net
option noanchor
describe command, [R] net
noasis option, see gsem option noasis
from command, [R] net
nobreak command, [P] break
get command, [R] net
nocapslatent option, see gsem option
install command, [R] net nocapslatent, see sem option nocapslatent
link command, [R] net nocnsreport option, see gsem option nocnsreport,
query command, [R] net see sem option nocnsreport
search command, [R] net search noconstant option, see gsem option noconstant, see
set ado command, [R] net sem option noconstant
set other command, [R] net nodescribe option, see sem option nodescribe
sj command, [R] net nodraw option, [G-3] nodraw option
stb command, [R] net noestimate option, see gsem option noestimate, see
net, view subcommand, [R] view sem option noestimate
NetCourseNow, [U] 3.7.2 NetCourses nofootnote option, see sem option nofootnote
NetCourses, [U] 3.7.2 NetCourses nofvlabel option, see sem option nofvlabel
net d, view subcommand, [R] view noheader option, see gsem option noheader, see sem
network, query subcommand, [R] query option noheader
.new built-in class function, [P] class noisily prefix, [P] quietly
new lines, data without, [D] infile (fixed format) noivstart option, see sem option noivstart
new() function, [M-2] class nolog or log option, [R] maximize
new, ssc subcommand, [R] ssc nomeans option, see sem option nomeans
newey command, [TS] newey, [TS] newey nominal
postestimation alpha, [PSS] Glossary, also see significance level,
Newey–West nominal
covariance matrix, [TS] Glossary power, see power, nominal
postestimation, [TS] newey postestimation sample size, see sample size, nominal
regression, [TS] newey significance level, see significance level, nominal
standard errors, [P] matrix accum, [R] glm nonadaptive Gauss–Hermite quadrature, see quadrature,
newline(#), display directive, [P] display Gauss–Hermite
news command, [R] news noncentral
news, view subcommand, [R] view beta density, [D] functions
newsletter, [U] 3 Resources for learning and using beta distribution, [D] functions
Stata chi-squared distribution, [D] functions
226 Subject index
noncentral, continued nonparametric analysis, continued

distribution, [PSS] power onemean, [PSS] power percentiles, [R] centile
twomeans, [PSS] power pairedmeans quantile regression, [R] qreg
F density, [D] functions ROC analysis, [R] roc
F distribution, [D] functions estimation, [R] rocreg
Student’s t density, [D] functions graphs, [R] rocregplot
Student’s t distribution, [D] functions test equality of areas, [R] roccomp
noncentrality parameter, [PSS] power onemean, without covariates, [R] roctab
[PSS] power twomeans, [PSS] power smoothing, [R] kdensity, [R] lowess, [R] lpoly,
pairedmeans, [PSS] Glossary [R] smooth
nonconformities, quality control, [R] qc survival analysis,
nonconstant variance, see robust, Huber/White/sandwich Kaplan–Meier curves, [ST] sts graph
estimator of variance log rank and other tests of equality, [ST] sts test
noncursive model, see nonrecursive model Nelson–Aalen curves, [ST] sts graph
nondirectional test, see two-sided test treatment effect, [TE] teffects nnmatch,
nonlinear [TE] teffects psmatch
autoregressive conditional heteroskedasticity, nonparametric methods, [MV] discrim knn,
[TS] arch [MV] Glossary
autoregressive conditional heteroskedasticity with a nonrecursive model, [SEM] Glossary
shift, [TS] arch stability of, [SEM] estat stable, [SEM] example 7
combinations of estimators, [R] nlcom nonrtolerance option, [R] maximize
combinations, predictions, and tests, [SVY] svy nonselection hazard, [R] heckman, [R] heckman
postestimation postestimation
equations, [M-5] solvenl( ) nonstationary time series, [TS] dfgls, [TS] dfuller,
estimation, [TS] arch [TS] pperron, [TS] vec intro, [TS] vec
hypothesis test after estimation, [R] lrtest, nonzero null, [PSS] power onemean, [PSS] power
[R] margins, [R] margins, contrast, pairedmeans, [PSS] power oneproportion,
[R] margins, pwcompare, [R] nlcom, [PSS] power onevariance, [PSS] power
[R] predictnl, [R] testnl onecorrelation
least squares, [R] nl, [SVY] svy estimation nopreserve option, [P] nopreserve option
power autoregressive conditional heteroskedasticity, norm, [M-6] Glossary
[TS] arch norm() function, [M-5] norm( )
prediction, see multiple imputation, prediction normal,
regression, [R] boxcox, [R] nl, [R] nlsur, density,
[TE] teffects ra mean µ, std. dev. σ , [D] functions
smoothing, [TS] tssmooth nl natural log of mean µ, std. dev. σ , [D] functions
test, [SVY] svy postestimation, see estimation, test natural log of standard normal, [D] functions
after
standard normal, [D] functions
nonmetric scaling, [MV] mds, [MV] mdslong,
distribution,
[MV] mdsmat, [MV] Glossary
cumulative, [D] functions
nonmissing() function, [M-5] missing( )
generating multivariate data with, [D] corr2data
nonmonotonic power, see saw-toothed power function
inverse cumulative, [D] functions
nonnormed fit index, see Tucker–Lewis index
joint cumulative of bivariate, [D] functions
nonparametric analysis,
natural log of cumulative, [D] functions
hypothesis tests,
sample from multivariate, [D] functions
agreement, [R] kappa
normal distribution and normality,
association, [R] spearman, [R] tabulate twoway
examining distributions for, [R] diagnostic plots,
cusum, [R] cusum
[R] lv
equality of distributions, [R] ksmirnov,
generating multivariate data, [D] drawnorm
[R] kwallis, [R] ranksum, [R] signrank
probability and quantile plots, [R] diagnostic plots
medians, [R] ranksum
test for, [R] sktest, [R] swilk
proportions, [R] bitest, [R] prtest
transformations to achieve, [R] boxcox, [R] ladder,
random order, [R] runtest
[R] lnskew0
trend, [R] nptrend
normal probability plots, [G-2] graph other
normal() function, [D] functions, [M-5] normal( )
normalden() function, [D] functions, [M-5] normal( )
Subject index 227
normality, null
conditional, [SEM] intro 4, [SEM] Glossary correlation, [PSS] intro, [PSS] power
joint, [SEM] intro 4, [SEM] Glossary hypothesis and alternative hypothesis, [PSS] intro,
normality test, [MV] mvtest normality [PSS] power, [PSS] power, graph,
after VAR or SVAR, [TS] varnorm [PSS] power, table, [PSS] power onemean,
after VEC, [TS] vecnorm [PSS] power twomeans, [PSS] power
normality, mvtest subcommand, [MV] mvtest pairedmeans, [PSS] power oneproportion,
normality [PSS] power twoproportions, [PSS] power
normalization, [MV] ca, [MV] mca, [MV] mds,
[MV] rotate, [MV] Glossary
normalization constraints, see constraints, normalization [PSS] unbalanced designs, [PSS] Glossary
normalized residuals, [SEM] estat residuals, mean, [PSS] intro, [PSS] GUI, [PSS] power,
[SEM] methods and formulas for sem, [PSS] power, graph, [PSS] power, table,
[SEM] Glossary [PSS] power onemean, [PSS] power
normally distributed random numbers, [D] functions oneproportion, [PSS] power onecorrelation,
not concave message, [R] maximize [PSS] unbalanced designs
Not Elsewhere Classified, see Stata Blog mean difference, [PSS] intro, [PSS] power,
not equal operator, [U] 13.2.3 Relational operators [PSS] power pairedmeans
not operator, [U] 13.2.4 Logical operators parameter, see null value
notable option, see gsem option notable, see sem proportion, [PSS] intro, [PSS] power
option notable space, [PSS] intro
note() option, [G-3] title options standard deviation, [PSS] intro, [PSS] power,
notes [PSS] power onevariance
command, [D] notes value, see hypothesized value
drop command, [D] notes variance, [PSS] intro, [PSS] power, [PSS] power
list command, [D] notes onevariance
renumber command, [D] notes nullmat() function, [D] functions, [P] matrix define
replace command, [D] notes number to string conversion, see string functions
search command, [D] notes number, confirm subcommand, [P] confirm
notes on estimation results, [R] estimates notes numbered
notes, styles, [G-4] linestyle, [G-4] markerlabelstyle,
cluster analysis, [MV] cluster notes [G-4] markerstyle, [G-4] pstyle
creating, [D] notes, [D] varmanage numbers, [U] 12.2 Numbers
editing, [D] notes, [D] varmanage formatting, [D] format
notes, cluster subcommand, [MV] cluster notes mapping to strings, [D] encode, [D] label
notes, estimates subcommand, [R] estimates notes numeric, [M-2] declarations, [M-6] Glossary
notifyuser, set subcommand, [R] set numeric list, [P] numlist, [P] syntax,
noupdate option, [MI] noupdate option [U] 11.1.8 numlist
novarabbrev command, [P] varabbrev numeric value labels, [D] labelbook
noxconditional option, see sem option numerical precision, [U] 13.11 Precision and problems
noxconditional therein
NPARCH, see nonlinear power autoregressive numlabel command, [D] labelbook
conditional heteroskedasticity numlist command, [P] numlist, [U] 11.1.8 numlist
npnchi2() function, [D] functions, [M-5] normal( ) N-way analysis of variance, [R] anova
npnF() function, [D] functions, [M-5] normal( ) N-way multivariate analysis of variance, [MV] manova
npnt() function, [D] functions, [M-5] normal( )
nproc, estat subcommand, [R] rocreg postestimation O
nptrend command, [R] nptrend
NR algorithm, [R] ml object, [P] class
nrtolerance() option, [R] maximize object code, [M-1] how, [M-6] Glossary
nt() function, [D] functions, [M-5] normal( ) object-oriented programming, [M-2] class,
ntden() function, [D] functions, [M-5] normal( ) [M-6] Glossary, [P] class
nttail() function, [D] functions, [M-5] normal( ) objects, size of, [G-4] relativesize
NULL, [M-2] pointers, [M-6] Glossary .objkey built-in class function, [P] class
.objtype built-in class function, [P] class
228 Subject index
oblimax rotation, [MV] rotate, [MV] rotatemat, ocloglog option, see gsem option ocloglog
[MV] Glossary odbc
oblimin rotation, [MV] rotate, [MV] rotatemat, describe command, [D] odbc
[MV] Glossary exec() command, [D] odbc
oblique rotation, [MV] factor postestimation, insert command, [D] odbc
[MV] rotate, [MV] rotatemat, [MV] Glossary list command, [D] odbc
oblique transformation, see oblique rotation load command, [D] odbc
obs parameter, [D] describe, [D] obs query command, [D] odbc
obs, set subcommand, [D] obs, [R] set sqlfile() command, [D] odbc
observational data, [R] correlate, [R] heckman, ODBC data source, reading data from, [D] odbc,
[R] ivregress, [R] logit, [R] mean, [R] regress, [U] 21.4 Transfer programs, [U] 21.5 ODBC
[R] summarize, [R] tabulate oneway, sources
[R] tabulate twoway, [R] ttest, [TE] treatment odbcmgr, set subcommand, [D] odbc, [R] set
effects, [TE] etpoisson, [TE] etpoisson
odds, [PSS] Glossary, [ST] Glossary
postestimation, [TE] etregress, [TE] etregress
postestimation, [TE] teffects, [TE] teffects odds ratio, [ME] meglm, [ME] melogit, [ME] meologit,
intro, [TE] teffects intro advanced, [TE] teffects [ME] meqrlogit, [PSS] intro, [PSS] power,
aipw, [TE] teffects ipw, [TE] teffects ipwra, [PSS] power twoproportions, [PSS] power
[TE] teffects nnmatch, [TE] teffects overlap, pairedproportions, [PSS] Glossary,
[TE] teffects postestimation, [TE] teffects [R] eform option, [ST] epitab, [ST] Glossary,
psmatch, [TE] teffects ra, [TE] Glossary, [SVY] svy estimation, [XT] xtcloglog,
[U] 12 Data, [U] 20 Estimation and [XT] xtgee, [XT] xtlogit, [XT] xtologit
postestimation commands, [U] 26.4 Structural differences, [SVY] svy postestimation
equation modeling (SEM), [U] 26.17 Models estimation, [R] asclogit, [R] binreg, [R] clogit,
with time-series data, [U] 26.18 Panel-data [R] cloglog, [R] exlogistic, [R] glm, [R] glogit,
models, [U] 26.19 Multilevel mixed-effects [R] logistic, [R] logit, [R] mlogit, [R] scobit
models, [U] 26.20 Survival-time (failure-time) postestimation, [R] contrast, [R] exlogistic
models, [U] 26.21 Treatment-effect models, postestimation, [R] lincom
[U] 26.24 Survey data, [U] 26.26 Multivariate OEx, [SEM] sem and gsem option covstructure( )
and cluster analysis off,
observational study, [PSS] intro, [PSS] power, cmdlog subcommand, [R] log
[PSS] power onemean, [PSS] power twomeans, log subcommand, [R] log
[PSS] power pairedmeans, [PSS] power timer subcommand, [P] timer
oneproportion, [PSS] power twoproportions, Office Open XML, [M-5] docx*( )
[PSS] power pairedproportions, [PSS] power Office, Microsoft, see Microsoft Office
offset between axes and data, setting,
[G-3] region options
offset variable, [ST] Glossary
observations,
offset() option, see gsem option offset()
built-in counter variable, [U] 11.3 Naming
conventions ograph, irf subcommand, [TS] irf ograph
complete and incomplete, [MI] Glossary OIM, see observed information matrix
creating dataset of, [D] collapse oim, see gsem option vce(), see sem option vce()
dropping, [D] drop OLDPLACE directory, [P] sysdir, [U] 17.5 Where does
Stata look for ado-files?
dropping duplicate, [D] duplicates
OLE Automation, [P] automation
duplicating, [D] expand
ologit command, [R] ologit, [R] ologit postestimation
duplicating, clustered, [D] expandcl
ologit option, see gsem option ologit
identifying duplicate, [D] duplicates
ologit regression, mixed-effects, [ME] meologit
increasing number of, [D] obs
OLS regression, see linear regression
marking, [P] mark
omitted variables test, [R] regress postestimation, also
maximum number of, [D] memory, [U] 6 Managing
see specification test
memory
on,
ordering, [D] gsort, [D] sort
cmdlog subcommand, [R] log
transposing with variables, [D] xpose
log subcommand, [R] log
observed information matrix, [R] ml, [R] vce option,
[SEM] Glossary, [XT] vce options timer subcommand, [P] timer
observed level of significance, see p-value onecorrelation, power subcommand, [PSS] power
onecorrelation
observed variables, [SEM] intro 4, [SEM] Glossary
one-level model, [ME] me, [ME] Glossary
Ochiai coefficient similarity measure,
[MV] measure option onemean, power subcommand, [PSS] power onemean
Subject index 229
oneproportion, power subcommand, [PSS] power opaccum, matrix subcommand, [P] matrix accum
oneproportion open, file subcommand, [P] file
one-sample correlation, see correlations, one-sample OpenOffice dates, [D] datetime
one-sample mean, see means, one-sample operating system command, [D] cd, [D] copy, [D] dir,
one-sample proportion, see proportions, one-sample [D] erase, [D] mkdir, [D] rmdir, [D] shell,
one-sample standard deviation, see standard deviations, [D] type
one-sample operator, [M-2] op arith, [M-2] op assignment,
one-sample study, [PSS] intro, [PSS] GUI, [M-2] op colon, [M-2] op conditional,
[PSS] power, [PSS] power, graph, [PSS] power, [M-2] op increment, [M-2] op join,
table, [PSS] power onemean, [PSS] power [M-2] op kronecker, [M-2] op logical,
oneproportion, [PSS] power onevariance, [M-2] op range, [M-2] op transpose,
[PSS] power onecorrelation, [PSS] unbalanced [M-6] Glossary, [P] matrix define,
designs [U] 13.2 Operators
one-sample test, [PSS] intro, [PSS] power, difference, [U] 11.4.4 Time-series varlists
[PSS] power onemean, [PSS] power lag, [U] 11.4.4 Time-series varlists
oneproportion, [PSS] power onevariance, lead, [U] 11.4.4 Time-series varlists
[PSS] power onecorrelation, [PSS] Glossary order of evaluation, [U] 13.2.5 Order of evaluation,
correlation, [PSS] intro, [PSS] power, [PSS] power all operators
onecorrelation, [PSS] Glossary seasonal lag, [U] 11.4.4 Time-series varlists
mean, [PSS] intro, [PSS] power, [PSS] power, OPG, see outer product of the gradient
graph, [PSS] power, table, [PSS] power oprobit command, [R] oprobit, [R] oprobit
onemean, [PSS] unbalanced designs, postestimation
[PSS] Glossary oprobit option, see gsem option oprobit
proportion, [PSS] intro, [PSS] power, [PSS] power oprobit regression, mixed-effects, [ME] meoprobit
oneproportion, [PSS] Glossary
optimization, [M-3] mata set, [M-5] moptimize( ),
variance, [PSS] intro, [PSS] power, [PSS] power [M-5] optimize( ), [M-6] Glossary
onevariance, [PSS] Glossary
optimize() function, [M-5] optimize( )
one-sample variance, see variances, one-sample
optimize() function, [M-5] optimize( )
one-sided test, [PSS] intro, [PSS] power, [PSS] power
optimize evaluate() function, [M-5] optimize( )
pairedmeans, [PSS] power oneproportion, optimize evaluate() function, [M-5] optimize( )
[PSS] power twoproportions, [PSS] power optimize init() function, [M-5] optimize( )
pairedproportions, [PSS] power onevariance, optimize init *() functions, [M-5] optimize( )
[PSS] power twovariances, [PSS] power optimize query() function, [M-5] optimize( )
onecorrelation, [PSS] power twocorrelations, optimize result *() functions, [M-5] optimize( )
[PSS] Glossary options, [U] 11 Language syntax
lower, [PSS] intro, [PSS] power, [PSS] power in a programming context, [P] syntax, [P] unab
onemean, [PSS] power twomeans, [PSS] power repeated, [G-4] concept: repeated options
pairedmeans, [PSS] power oneproportion, or operator, [U] 13.2.4 Logical operators
[PSS] power twoproportions, [PSS] power Oracle, reading data from, [D] odbc, [U] 21.4 Transfer
pairedproportions, [PSS] power onevariance, programs
[PSS] power twovariances, [PSS] power order command, [D] order
order statistics, [D] egen, [R] lv
[PSS] Glossary
order() function, [M-5] sort( )
upper, [PSS] intro, [PSS] power, [PSS] power
onemean, [PSS] power twomeans, [PSS] power ordered
pairedmeans, [PSS] power oneproportion, complementary log-log regression, [SEM] Glossary
[PSS] power twoproportions, [PSS] power logistic regression, [ME] meologit, [SEM] Glossary,
pairedproportions, [PSS] power onevariance, [SVY] svy estimation
[PSS] power twovariances, [PSS] power logistic regression imputation, see imputation,
onecorrelation, [PSS] power twocorrelations, ordered logistic regression
[PSS] Glossary logit, [R] ologit, [SEM] example 35g
one-step-ahead forecast, see static forecast probit, [R] heckoprobit, [R] oprobit,
one-tailed test, see one-sided test [SEM] example 35g, [SEM] example 36g
onevariance, power subcommand, [PSS] power probit regression, [ME] meoprobit, [SEM] Glossary,
onevariance [SVY] svy estimation
one-way analysis of variance, [R] kwallis, [R] loneway, probit with sample selection, [SVY] svy estimation
[R] oneway ordering
oneway command, [R] oneway observations, [D] gsort, [D] sort
online help, [U] 7 –more– conditions variables, [D] order, [D] sort
230 Subject index
ordinal model, [SEM] intro 5, [SEM] example 31g, outcomes, continued

[SEM] example 32g, [SEM] example 35g, multinomial, see categorical subentry, see ordinal
[SEM] example 36g subentry, see rank subentry
ordinal outcome, see outcomes, ordinal ordinal,
ordinal outcome model, see outcomes, ordinal logistic, [R] ologit, [R] slogit, [XT] xtologit
ordinary least squares, see linear regression probit, [R] heckoprobit, [R] oprobit,
ordination, [MV] mds, [MV] Glossary [XT] xtoprobit
orgtype, [M-2] declarations, [M-6] Glossary ordinal, multilevel mixed-effects, [ME] meologit,
orgtype() function, [M-5] eltype( ) [ME] meoprobit
orientationstyle, [G-4] orientationstyle ordinal, treatment effect, [TE] teffects multivalued
original data, [MI] Glossary polytomous, see categorical subentry, see ordinal
orthog command, [R] orthog subentry, see rank subentry
orthogonal matrix, [M-6] Glossary rank,
orthogonal polynomial, [R] contrast, [R] margins, logistic, [R] rologit
contrast, [R] orthog probit, [R] asroprobit
orthogonal rotation, [MV] factor postestimation, outer fence, [R] lv
[MV] rotate, [MV] rotatemat, [MV] Glossary outer product, [D] cross
orthogonal transformation, see orthogonal rotation outer product of the gradient, [R] ml, [R] vce option,
orthogonalized impulse–response function, [TS] irf, [SEM] Glossary, [XT] vce options
[TS] var intro, [TS] vec intro, [TS] vec, outfile command, [D] outfile
[TS] Glossary outliers, [R] lv, [R] qreg, [R] regress postestimation,
orthonormal basis, [P] matrix svd [R] rreg
orthpoly command, [R] orthog outlines, suppressing, [G-4] linestyle
other graph commands, [G-2] graph other outlining regions, [G-3] region options
other, query subcommand, [R] query out-of-sample predictions, [R] predict, [R] predictnl,
outcome model, [TE] etpoisson, [TE] etregress, [U] 20.10.3 Making out-of-sample predictions
[TE] teffects intro advanced, [TE] teffects output,
aipw, [TE] teffects ipwra, [TE] teffects ra, query subcommand, [R] query
[TE] Glossary set subcommand, [P] quietly, [R] set
outcomes, output,
binary, coefficient table,
complementary log-log, [R] cloglog, automatically widen, [R] set
[XT] xtcloglog display settings, [R] set showbaselevels
generalized estimating equations, [XT] xtgee format settings, [R] set cformat
glm for binomial family, [R] binreg, [R] glm controlling the scrolling of, [R] more
grouped data, [R] glogit displaying, [P] display, [P] smcl
logistic, [R] exlogistic, [R] logistic, [R] logit, formatting numbers, [D] format
[R] scobit, [XT] xtlogit printing, [R] translate, [U] 15 Saving and printing
probit, [R] biprobit, [R] heckprobit, output—log files
[R] hetprobit, [R] ivprobit, [R] probit, recording, [R] log
[XT] xtprobit
suppressing, [P] quietly
ROC analysis, [R] rocfit, [R] rocreg
output settings, [P] creturn
binary, multilevel mixed-effects, [ME] mecloglog,
outside values, [R] lv
[ME] meglm, [ME] melogit, [ME] meprobit,
[ME] meqrlogit over() option, [G-2] graph bar, [G-2] graph box,
[G-2] graph dot
categorical,
overdispersion, [ME] menbreg, [ME] mepoisson,
logistic, [R] asclogit, [R] clogit, [R] mlogit,
[ME] meqrpoisson, [ME] Glossary, see
[R] nlogit, [R] slogit
imputation, overdispersed count data
probit, [R] asmprobit, [R] mprobit
overid, estat subcommand, [R] gmm postestimation,
count, [R] ivpoisson postestimation, [R] ivregress
generalized estimating equations, [XT] xtgee postestimation
multilevel mixed-effects, [ME] menbreg, overidentifying restrictions, [XT] Glossary
[ME] mepoisson, [ME] meqrpoisson tests of, [R] gmm postestimation, [R] ivpoisson
negative binomial, [R] nbreg, [R] tnbreg, postestimation, [R] ivregress postestimation,
[R] zinb, [XT] xtnbreg [XT] xtabond, [XT] xtabond postestimation,
Poisson, [R] expoisson, [R] ivpoisson, [XT] xtdpd, [XT] xtdpdsys, [XT] xtdpdsys
[R] poisson, [R] tpoisson, [R] zip, postestimation
[TE] etpoisson, [XT] xtpoisson
Subject index 231
overlap assumption, [TE] teffects intro, [TE] teffects panelsubview() function, [M-5] panelsetup( )
intro advanced, [TE] teffects overlap, Paradox, reading data from, [U] 21.4 Transfer
[TE] Glossary programs
overlap, teffects subcommand, [TE] teffects parallel number list, [PSS] intro, [PSS] power,
overlap [PSS] power, graph, [PSS] power, table
overloading, class program names, [P] class parameter constraints, [SEM] estat ginvariant,
ovtest, estat subcommand, [R] regress [SEM] Glossary
postestimation parameter trace files, [MI] mi impute mvn, [MI] mi
ptrace
parameter values, obtaining symbolic names, see gsem
P option coeflegend, see sem option coeflegend
P charts, [G-2] graph other parameterized curves, [D] range
P–P plot, [R] diagnostic plots parameters, [SEM] Glossary
p-value, [SEM] Glossary combinations of, [SEM] lincom, [SEM] nlcom
pac command, [TS] corrgram system, see system parameters
pagesize, set subcommand, [R] more, [R] set parametric methods, [MV] Glossary
paging of screen output, controlling, [P] more, parametric spectral density estimation, [TS] psdensity
[R] more parametric survival models, [ST] streg, [SVY] svy
paired estimation
data, [PSS] Glossary PARCH, see power autoregressive conditional
means, see means, paired heteroskedasticity
observations, see paired data parsedistance, cluster subcommand, [MV] cluster
proportions, see proportions, paired programming utilities
study, [PSS] intro, [PSS] power, [PSS] power parsimax rotation, [MV] rotate, [MV] rotatemat,
pairedmeans, [PSS] power pairedproportions [MV] Glossary
test, [PSS] Glossary parsing, [M-5] tokenget( ), [M-5] tokens( ),
[P] gettoken, [P] numlist, [P] syntax,
paired-coordinate plots, [G-2] graph twoway pcarrow,
[P] tokenize, [U] 18.4 Program arguments
[G-2] graph twoway pccapsym, [G-2] graph
twoway pcscatter, [G-2] graph twoway pcspike partial
pairedmeans, power subcommand, [PSS] power autocorrelation function, [TS] corrgram,
pairedmeans [TS] Glossary
pairedproportions, power subcommand, correlation, [R] pcorr
[PSS] power pairedproportions DFBETA, [ST] stcox postestimation, [ST] stcrreg
paired-sample test, [PSS] intro, [PSS] power, postestimation, [ST] Glossary
[PSS] power pairedmeans, [PSS] power effects, [R] margins, [R] marginsplot
pairedproportions, [PSS] Glossary likelihood displacement value, [ST] Glossary
means, [PSS] intro, [PSS] power, [PSS] power LMAX value, [ST] Glossary
pairedmeans, [PSS] Glossary regression leverage plot, [R] regress postestimation
proportions, [PSS] intro, [PSS] power, [PSS] power diagnostic plots
pairedproportions, [PSS] Glossary regression plot, [R] regress postestimation
pairwise combinations, [D] cross, [D] joinby diagnostic plots
pairwise comparisons, [MV] intro, [R] margins, residual plot, [R] regress postestimation diagnostic
pwcompare, [R] marginsplot, [R] pwcompare, plots
[R] pwmean, [U] 20.17 Obtaining pairwise partially specified target rotation, [MV] rotate,
comparisons [MV] rotatemat, [MV] Glossary
pairwise correlation, [R] correlate partition cluster-analysis methods, [MV] cluster kmeans
pairwise, estat subcommand, [MV] mds and kmedians, [MV] Glossary
postestimation partition clustering, see partition cluster-analysis
palette command, [G-2] palette methods
panel data, [M-5] panelsetup( ), [MI] mi estimate, partitioned matrices, [P] matrix define
[U] 26.18 Panel-data models, [XT] Glossary partitioning memory, [U] 6 Managing memory
panel-corrected standard error, [XT] xtpcse, Parzen kernel function, [G-2] graph twoway kdensity,
[XT] Glossary [G-2] graph twoway lpoly, [R] kdensity,
panels, variable identifying, [XT] xtset [R] lpoly, [R] qreg, [TE] teffects overlap
panelsetup() function, [M-5] panelsetup( ) passive imputation, see imputation, passive
panelstats() function, [M-5] panelsetup( ) passive variables, see variables, passive
panelsubmatrix() function, [M-5] panelsetup( ) passive, mi subcommand, [MI] mi passive
past history, [ST] stset, [ST] Glossary
232 Subject index
path, [SEM] Glossary pctile command, [D] pctile

adding, [SEM] intro 6 pctile(), egen function, [D] egen
coefficients, [SEM] Glossary PDF, [G-2] graph export, [R] translate
constraining, [SEM] intro 4 Pearson coefficient similarity measure,
diagrams, [SEM] intro 2, [SEM] intro 3, [MV] measure option
[SEM] Glossary Pearson goodness-of-fit test, [R] estat gof, [R] logistic
model, [SEM] intro 5 postestimation, [R] poisson postestimation
notation, [SEM] intro 2, [SEM] intro 3, Pearson product-moment correlation coefficient,
[SEM] gsem path notation extensions, [R] correlate
[SEM] sem and gsem path notation, [SEM] sem Pearson residual, [ME] mecloglog postestimation,
path notation extensions, [SEM] Glossary [ME] meglm postestimation, [ME] melogit
pathasciisuffix() function, [M-5] pathjoin( ) postestimation, [ME] menbreg postestimation,
pathbasename() function, [M-5] pathjoin( ) [ME] mepoisson postestimation, [ME] meprobit
pathisabs() function, [M-5] pathjoin( ) postestimation, [ME] meqrlogit postestimation,
pathisurl() function, [M-5] pathjoin( ) [ME] meqrpoisson postestimation, [R] binreg
postestimation, [R] estat gof, [R] glm
pathjoin() function, [M-5] pathjoin( )
postestimation, [R] logistic postestimation,
pathlist() function, [M-5] pathjoin( ) [R] logit postestimation
pathrmsuffix() function, [M-5] pathjoin( ) Pearson’s correlation, [PSS] power onecorrelation,
paths, [P] creturn, [U] 11.6 Filenaming conventions [PSS] power twocorrelations, [PSS] Glossary
pathsearchlist() function, [M-5] pathjoin( ) penalized log-likelihood function, [ST] stcox,
pathsplit() function, [M-5] pathjoin( ) [ST] Glossary
pathstatasuffix() function, [M-5] pathjoin( ) percentiles,
pathsubsysdir() function, [M-5] pathjoin( ) create
pathsuffix() function, [M-5] pathjoin( ) dataset of, [D] collapse
pattern matching, [M-5] strmatch( ) displaying, [R] centile, [R] lv, [R] summarize,
pattern of missing values, [R] misstable [R] table, [R] tabstat
pattern of missingness, [MI] intro substantive, [MI] mi variable containing, [D] codebook, [D] egen,
impute, [MI] mi misstable, [MI] Glossary [D] pctile
patterns of data, [D] egen perfect prediction, see imputation, perfect prediction
patterns, misstable subcommand, [R] misstable pergram command, [TS] pergram
pause command, [P] pause perhapsequilc() function, [M-5] equilrc( )
pausing until key is pressed, [P] more, [R] more perhapsequilr() function, [M-5] equilrc( )
pc(), egen function, [D] egen perhapsequilrc() function, [M-5] equilrc( )
PCA, see principal component analysis period, estat subcommand, [TS] ucm postestimation
pca command, [MV] pca, [MV] pca postestimation periodogram, [G-2] graph other, [TS] pergram,
pcamat command, [MV] pca, [MV] pca [TS] psdensity, [TS] Glossary
postestimation permname macro extended function, [P] macro
pcarrow, graph twoway subcommand, [G-2] graph permutation matrix and vector, [M-1] permutation,
twoway pcarrow [M-5] invorder( ), [M-6] Glossary
pcarrowi, graph twoway subcommand, [G-2] graph permutation test, [R] permute
twoway pcarrowi permutations, [M-5] cvpermute( )
pcbarrow, graph twoway subcommand, [G-2] graph permute prefix command, [R] permute
twoway pcarrow personal command, [P] sysdir
pccapsym, graph twoway subcommand, [G-2] graph PERSONAL directory, [P] sysdir, [U] 17.5 Where does
twoway pccapsym Stata look for ado-files?
pchart command, [R] qc person-time, [ST] stptime
pchi command, [R] diagnostic plots pformat, set subcommand, [R] set, [R] set cformat
pci, graph twoway subcommand, [G-2] graph twoway pharmaceutical statistics, [R] pk, [R] pksumm
pci pharmacokinetic data, [R] pk,
pclose, [SEM] example 4 [R] pkcollapse, [R] pkcross, [R] pkequiv,
p-conformability, [M-6] Glossary [R] pkexamine, [R] pkshape, [R] pksumm,
pcorr command, [R] pcorr [U] 26.27 Pharmacokinetic data
pcscatter, graph twoway subcommand, [G-2] graph pharmacokinetic plots, [G-2] graph other
twoway pcscatter phase function, [TS] Glossary
PCSE, see panel-corrected standard error Phillips–Perron test, [TS] pperron
pcspike, graph twoway subcommand, [G-2] graph phtest, estat subcommand, [ST] stcox PH-
twoway pcspike assumption tests
pctile command, [D] pctile pi built-in variable, [U] 11.3 Naming conventions
Subject index 233
pi() function, [M-5] sin( ) Poisson, [SEM] example 34g, [SEM] example 39g
pi, value of, [U] 11.3 Naming conventions, distribution,
[U] 13.4 System variables ( variables) confidence intervals, [R] ci
pie charts, [G-2] graph pie cumulative, [D] functions
pie, graph subcommand, [G-2] graph pie inverse cumulative, [D] functions
piece macro extended function, [P] macro inverse reverse cumulative, [D] functions
piecewise regression, see Poisson regression
cubic functions, [R] mkspline reverse cumulative, [D] functions
linear functions, [R] mkspline probability mass function, [D] functions
Pillai’s trace statistic, [MV] canon, [MV] manova, poisson command, [R] nbreg, [R] poisson,
[MV] mvtest means, [MV] Glossary [R] poisson postestimation
pinnable, set subcommand, [R] set poisson option, see gsem option poisson
pinv() function, [M-5] pinv( ) Poisson regression, [R] nbreg, [R] poisson,
pinv() function, [M-5] pinv( ) [SEM] Glossary, [ST] stcox, [SVY] svy
pk, see pharmacokinetic data estimation
pkcollapse command, [R] pkcollapse fixed-effects, [XT] xtpoisson
pkcross command, [R] pkcross generalized linear model, [R] glm
pkequiv command, [R] pkequiv mixed-effects, [ME] mepoisson, [ME] meqrpoisson
pkexamine command, [R] pkexamine model, [XT] Glossary
.pkg filename suffix, [R] net population-averaged, [XT] xtgee, [XT] xtpoisson
pkshape command, [R] pkshape random-effects, [XT] xtpoisson
pksumm command, [R] pksumm truncated, [R] tpoisson
Plackett–Luce model, [R] rologit zero-inflated, [R] zip
platforms for which Stata is available, poisson() function, [D] functions, [M-5] normal( )
[U] 5.1 Platforms poissonp() function, [D] functions, [M-5] normal( )
play() option, [G-3] play option poissontail() function, [D] functions,
play, graph subcommand, [G-2] graph play [M-5] normal( )
playsnd, set subcommand, [R] set polar coordinates, [D] range
plegend() option, [G-3] legend options polyadd() function, [M-5] polyeval( )
plot region, [G-3] region options polyderiv() function, [M-5] polyeval( )
suppressing border around, [G-3] region options polydiv() function, [M-5] polyeval( )
plot, definition, [G-4] pstyle polyeval() function, [M-5] polyeval( )
plot, ml subcommand, [R] ml polyinteg() function, [M-5] polyeval( )
plotregion() option, [G-3] region options polymorphism, [P] class
plotregionstyle, [G-4] plotregionstyle polymult() function, [M-5] polyeval( )
plottypes polynomial smoothing, see local polynomial smoothing
base, [G-3] advanced options polynomials, [M-5] polyeval( )
derived, [G-3] advanced options fractional, [R] fp, [R] mfp
plugin, orthogonal, [R] orthog
Java, [P] java, [P] javacall smoothing, see local polynomial
loading, [P] plugin polyroots() function, [M-5] polyeval( )
plugin option, [P] plugin, [P] program polysolve() function, [M-5] polyeval( )
plural() function, [D] functions polytomous logistic regression, [SVY] svy estimation
PLUS directory, [P] sysdir, [U] 17.5 Where does Stata polytomous outcome model, see outcomes, polytomous
look for ado-files? polytrim() function, [M-5] polyeval( )
PMM imputation, see imputation, predictive mean POMs, see potential-outcome means
matching pooled estimates, [ST] epitab
PNG, [G-3] png options pooled estimator, [XT] Glossary
pnorm command, [R] diagnostic plots pooling step, [MI] intro substantive, [MI] mi estimate,
point estimate, [SVY] Glossary [MI] mi estimate using, [MI] mi predict
point-and-click analysis, see graphical user interface population attributable risk, [ST] epitab
pointers, [M-2] pointers, [M-2] ftof, population error, [SEM] estat gof, [SEM] example 4
[M-5] findexternal( ), [M-6] Glossary
points, connecting, [G-3] connect options,
[G-4] connectstyle
234 Subject index
population parameter, [PSS] intro, [PSS] GUI, postestimation command, continued

[PSS] power, [PSS] power, graph, [R] margins, pwcompare, [R] marginsplot,
[PSS] power, table, [PSS] power onemean, [R] nlcom, [R] predict, [R] predictnl,
[PSS] power twomeans, [PSS] power [R] pwcompare, [R] suest, [R] test, [R] testnl,
pairedmeans, [PSS] power oneproportion, [SEM] intro 7, [SEM] gsem postestimation,
[PSS] power twoproportions, [PSS] power [SEM] sem postestimation, [ST] stcurve,
pairedproportions, [PSS] power onevariance, [SVY] estat, [SVY] svy postestimation,
[PSS] power twovariances, [PSS] power [TE] teffects overlap, [TE] teffects
onecorrelation, [PSS] power twocorrelations, postestimation, [TS] fcast compute,
[PSS] unbalanced designs, [PSS] Glossary [TS] fcast graph, [TS] irf, [TS] psdensity,
population pyramid, [G-2] graph twoway bar [TS] vargranger, [TS] varlmar, [TS] varnorm,
population size, [PSS] power, [PSS] power onemean, [TS] varsoc, [TS] varstable, [TS] varwle,
[PSS] power pairedmeans [TS] veclmar, [TS] vecnorm, [TS] vecstable
population standard deviation, see subpopulation, postestimation, predicted values, [SEM] intro 7,
standard deviations of [SEM] example 14, [SEM] example 28g,
population-averaged model, [XT] xtcloglog, [XT] xtgee, [SEM] predict after gsem, [SEM] predict after
[XT] xtlogit, [XT] xtnbreg, [XT] xtpoisson, sem
[XT] xtprobit, [XT] xtreg, [XT] Glossary postfile command, [P] postfile
populations, PostScript, [G-2] graph export, [G-3] eps options,
diagnostic plots, [R] diagnostic plots [G-3] ps options, [G-4] text
examining, [R] histogram, [R] lv, [R] spikeplot, poststratification, [SVY] poststratification,
[R] stem, [R] summarize, [R] table [SVY] Glossary
standard, [R] dstdize posttreatment mean, see means, posttreatment
testing equality of, see distributions, testing equality postulated value, [PSS] power, [PSS] Glossary
of postutil
testing for normality, [R] sktest, [R] swilk clear command, [P] postfile
portmanteau statistic, [TS] corrgram, [TS] wntestq, dir command, [P] postfile
[TS] Glossary potential outcome, [TE] etpoisson, [TE] etpoisson
positive effect size, [PSS] intro, [PSS] power, postestimation, [TE] etregress, [TE] teffects
[PSS] power onemean, [PSS] power twomeans, intro, [TE] teffects intro advanced, [TE] teffects
[PSS] power pairedmeans, [PSS] power aipw, [TE] teffects ipw, [TE] teffects ipwra,
oneproportion, [PSS] power twoproportions, [TE] teffects nnmatch, [TE] teffects overlap,
[PSS] power pairedproportions, [PSS] power [TE] teffects postestimation, [TE] teffects
onevariance, [PSS] power twovariances, psmatch, [TE] teffects ra, [TE] Glossary
[PSS] power onecorrelation, [PSS] power potential-outcome means, [TE] teffects intro,
twocorrelations, [PSS] Glossary [TE] teffects intro advanced, [TE] teffects
post command, [P] postfile aipw, [TE] teffects ipw, [TE] teffects ipwra,
post, ereturn subcommand, [P] ereturn, [TE] teffects multivalued, [TE] teffects ra,
[P] makecns, [P] return [TE] Glossary
postclose command, [P] postfile poverty indices, [R] inequality
posterior power
mean, [ME] mecloglog postestimation, [ME] meglm command, [PSS] intro, [PSS] power, [PSS] power,
postestimation, [ME] melogit postestimation, graph, [PSS] power, table
[ME] menbreg postestimation, [ME] meologit onecorrelation command, [PSS] power
postestimation, [ME] meoprobit postestimation, onecorrelation
[ME] mepoisson postestimation, [ME] meprobit onemean command, [PSS] power onemean
postestimation, [ME] Glossary oneproportion command, [PSS] power
mode, [ME] mecloglog postestimation, oneproportion
[ME] meglm postestimation, [ME] melogit onevariance command, [PSS] power onevariance
postestimation, [ME] menbreg postestimation, pairedmeans command, [PSS] power pairedmeans
[ME] meologit postestimation, [ME] meoprobit pairedproportions command, [PSS] power
postestimation, [ME] mepoisson postestimation, pairedproportions
[ME] meprobit postestimation, [ME] Glossary twocorrelations command, [PSS] power
probabilities, [MV] Glossary twocorrelations
postestimation command, [MI] mi estimate twomeans command, [PSS] power twomeans
postestimation, [P] estat programming, twoproportions command, [PSS] power
[R] contrast, [R] estat, [R] estat ic, [R] estat twoproportions
summarize, [R] estat vce, [R] estimates, twovariances command, [PSS] power
[R] hausman, [R] lincom, [R] linktest, twovariances
[R] lrtest, [R] margins, [R] margins, contrast,
Subject index 235
power, [M-2] op arith, [M-2] op colon, power and sample-size analysis, [PSS] GUI,
[M-5] matpowersym( ), [PSS] intro, [PSS] power, [PSS] power, graph,
[PSS] GUI, [PSS] power, [PSS] power, [PSS] power, table, [PSS] power onemean,
graph, [PSS] power, table, [PSS] power [PSS] power twomeans, [PSS] power
onemean, [PSS] power twomeans, [PSS] power pairedmeans, [PSS] power oneproportion,
pairedmeans, [PSS] power oneproportion, [PSS] power twoproportions, [PSS] power
[PSS] power twoproportions, [PSS] power pairedproportions, [PSS] power onevariance,
pairedproportions, [PSS] power onevariance, [PSS] power twovariances, [PSS] power
[PSS] power twovariances, [PSS] power onecorrelation, [PSS] power twocorrelations,
onecorrelation, [PSS] power twocorrelations, [PSS] unbalanced designs, [PSS] Glossary
[PSS] unbalanced designs, [PSS] Glossary, goals of, [PSS] intro
[ST] Glossary, [U] 19.3 The power command, prospective, [PSS] intro, [PSS] Glossary
[U] 26.29 Power and sample-size analysis retrospective, [PSS] intro, [PSS] Glossary
actual, [PSS] intro, [PSS] power, [PSS] power, power autoregressive conditional heteroskedasticity,
graph, [PSS] power, table, [PSS] power [TS] arch
onemean, [PSS] power twomeans, [PSS] power power transformations, [R] boxcox, [R] lnskew0
pperron command, [TS] pperron
pairedproportions, [PSS] power onevariance, pragma, [M-2] pragma, [M-6] Glossary
[PSS] power twovariances, [PSS] power pragma unset, [M-2] pragma
onecorrelation, [PSS] power twocorrelations, pragma unused, [M-2] pragma
[PSS] unbalanced designs, [PSS] Glossary prais command, [TS] prais, [TS] prais postestimation
analysis, see power and sample-size analysis Prais–Winsten regression, [TS] prais, [TS] prais
Cox proportional hazards regression, [ST] stpower, postestimation, [TS] Glossary, [XT] xtpcse
[ST] stpower cox precision, [U] 13.11 Precision and problems therein
curve, [PSS] intro, [PSS] GUI, [PSS] power, predetermined variable, [XT] Glossary
[PSS] power, graph, [PSS] Glossary predict command, [P] predict
determination, [PSS] intro, [PSS] GUI, predict command, [P] ereturn, [P] estimates,
[PSS] power, [PSS] power, graph, [R] predict, [R] regress postestimation,
[PSS] power, table, [PSS] power onemean, [SEM] intro 7, [SEM] example 14,
[PSS] power twomeans, [PSS] power [SEM] example 28g, [SEM] predict after
pairedmeans, [PSS] power oneproportion, gsem, [SEM] predict after sem, [SVY] svy
[PSS] power twoproportions, [PSS] power postestimation, [TE] teffects postestimation,
pairedproportions, [PSS] power onevariance, [U] 20.10 Obtaining predicted values
[PSS] power twovariances, [PSS] power predict, estat subcommand, [R] exlogistic
onecorrelation, [PSS] power twocorrelations, postestimation
[PSS] unbalanced designs, [PSS] Glossary predict, mi subcommand, [MI] mi predict
exponential survival, [ST] stpower, [ST] stpower predicted values, see postestimation, predicted values
exponential predictions, [R] predict, [R] predictnl, [SVY] svy
exponential test, [ST] stpower, [ST] stpower postestimation, see multiple imputation,
exponential prediction
function, [PSS] intro, [PSS] Glossary obtaining after estimation, [MI] mi predict,
graph, see power curve [P] predict
graphical output, [PSS] power, graph standard error of, [R] glm, [R] predict, [R] regress
log-rank, [ST] stpower, [ST] stpower logrank postestimation
nominal, [PSS] intro, [PSS] power, [PSS] power, predictive margins, [SVY] Glossary,
graph, [PSS] power, table, [PSS] power [U] 20.15 Obtaining marginal means, adjusted
onemean, [PSS] power twomeans, [PSS] power predictions, and predictive margins
pairedmeans, [PSS] power oneproportion, predictive mean matching imputation, see imputation,
[PSS] power twoproportions, [PSS] power predictive mean matching
pairedproportions, [PSS] power onevariance, predictnl command, [R] predictnl, [SVY] svy
[PSS] power twovariances, [PSS] power postestimation
onecorrelation, [PSS] power twocorrelations, predictnl, mi subcommand, [MI] mi predict
[PSS] unbalanced designs, [PSS] Glossary prefix command, [R] bootstrap, [R] fp, [R] jackknife,
raise to, function, see arithmetic operators [R] mfp, [R] nestreg, [R] permute, [R] simulate,
[R] stepwise, [R] xi, [U] 11.1.10 Prefix
commands
236 Subject index
Pregibon delta beta influence statistic, see delta beta probit regression, continued
influence statistic generalized linear model, [R] glm
preprocessor commands, [R] #review heteroskedastic, [R] hetprobit
preserve command, [P] preserve mixed-effects, [ME] meprobit, also see ordered
preserving data, [P] preserve probit regression
preserving user’s data, [P] preserve multinomial, [R] mprobit
pretreatment mean, see means, pretreatment ordered, [R] heckoprobit, [R] oprobit
prevalence studies, see case–control data, see cross- population-averaged, [XT] xtgee, [XT] xtprobit
sectional study random-effects, [XT] xtoprobit, [XT] xtprobit
prevented fraction, [ST] epitab, [ST] Glossary two-equation, [R] biprobit
prewhiten, [XT] Glossary with endogenous regressors, [R] ivprobit, [SVY] svy
primary sampling unit, [SVY] svydescribe, estimation
[SVY] svyset, [SVY] Glossary with grouped data, [R] glogit
priming values, [TS] Glossary with sample selection, [R] heckprobit, [SVY] svy
principal estimation
component analysis, [MV] pca, [MV] Glossary procedure codes, [D] icd9
factors analysis, [MV] factor processors, set subcommand, [R] set
print command, [R] translate procoverlay command, [MV] procrustes
print, graph subcommand, [G-2] graph print postestimation
printcolor, set subcommand, [G-2] set printcolor, procrustes command, [MV] procrustes,
[R] set [MV] procrustes postestimation
printf() function, [M-5] printf( ) Procrustes rotation, [MV] procrustes, [MV] Glossary
printing graphs, [G-2] graph print, [G-3] pr options Procrustes transformation, see Procrustes rotation
exporting options, [G-2] graph set product, [M-2] op arith, [M-2] op colon,
settings, [G-2] graph set [M-2] op kronecker, [M-5] cross( ),
printing, logs (output), [R] translate, [U] 15 Saving [M-5] crossdev( ), [M-5] quadcross( )
and printing output—log files production
prior probabilities, [MV] Glossary frontier model, [R] frontier, [XT] xtfrontier
private, [M-2] class function, [XT] Glossary
probability product-moment correlation, [R] correlate
of a type I error, [PSS] intro, [PSS] power, between ranks, [R] spearman
[PSS] power, graph, [PSS] power, table, profile plots, [R] marginsplot
[PSS] power onemean, [PSS] power twomeans, profiles, estat subcommand, [MV] ca
[PSS] power pairedmeans, [PSS] power postestimation
oneproportion, [PSS] power twoproportions, program
[PSS] power pairedproportions, [PSS] power define command, [P] plugin, [P] program,
onevariance, [PSS] power twovariances, [P] program properties
[PSS] power onecorrelation, [PSS] power dir command, [P] program
twocorrelations, [PSS] Glossary drop command, [P] program
of a type II error, [PSS] intro, [PSS] power, list command, [P] program
program properties, [P] program properties
[PSS] power onemean, [PSS] power twomeans,
[PSS] power pairedmeans, [PSS] power programmer’s commands and utilities, [MI] mi select,
oneproportion, [PSS] power twoproportions, [MI] styles, [MI] technical
[PSS] power pairedproportions, [PSS] power programming, [P] syntax
onevariance, [PSS] power twovariances, cluster analysis, [MV] cluster programming
[PSS] power onecorrelation, [PSS] power utilities
twocorrelations, [PSS] Glossary cluster subcommands, [MV] cluster programming
probability weight, see sampling weight subroutines
probit command, [R] probit, [R] probit cluster utilities, [MV] cluster programming
postestimation subroutines
probit option, see gsem option probit dialog, [P] dialog programming
probit regression, [R] probit, [SEM] Glossary, estat, [P] estat programming
[SVY] svy estimation functions, [M-4] programming
alternative-specific multinomial probit, limits, [R] limits
[R] asmprobit Mac, [P] window programming, [P] window
alternative-specific rank-ordered, [R] asroprobit fopen, [P] window manage, [P] window menu,
bivariate, [R] biprobit [P] window push, [P] window stopbox
generalized estimating equations, [XT] xtgee
Subject index 237
programming, continued proportions, continued

menus, [P] window programming, [P] window estimating, [R] proportion
menu experimental-group, [PSS] intro, [PSS] power,
rotations, [MV] rotate [PSS] power twoproportions
use, [M-1] ado independent, see proportions, two-sample
Windows, [P] window programming, [P] window marginal, [PSS] intro, [PSS] power, [PSS] power
fopen, [P] window manage, [P] window menu, pairedproportions, [PSS] Glossary
[P] window push, [P] window stopbox one-sample, [PSS] intro, [PSS] power, [PSS] power
programs, oneproportion
adding comments to, [P] comments paired, [PSS] intro, [PSS] power, [PSS] power
debugging, [P] trace pairedproportions
dropping, [P] discard survey data, [SVY] svy estimation,
looping, [P] continue [SVY] svy: tabulate oneway,
user-written, see ado-files [SVY] svy: tabulate twoway
programs, clear subcommand, [D] clear testing equality of, [R] bitest, [R] prtest
Project Manager, [P] Project Manager two-sample, [PSS] intro, [PSS] power, [PSS] power
projection matrix, diagonal elements of, [R] binreg twoproportions, [PSS] power pairedproportions
postestimation, [R] clogit postestimation, prospective study, [PSS] intro, [PSS] power,
[R] glm postestimation, [R] logistic [PSS] power onemean, [PSS] power twomeans,
postestimation, [R] logit postestimation, [PSS] power pairedmeans, [PSS] power
[R] regress postestimation, [R] rreg oneproportion, [PSS] power twoproportions,
postestimation [PSS] power pairedproportions, [PSS] power
projection plot, [G-2] graph twoway contour, onevariance, [PSS] power twovariances,
[G-2] graph twoway contourline [PSS] power onecorrelation, [PSS] power
twocorrelations, [PSS] Glossary, [ST] epitab,
projmanager command, [P] Project Manager
[ST] Glossary, also see incidence studies
promax power rotation, [MV] rotate, [MV] rotatemat,
protected, [M-2] class
[MV] Glossary
proximity, [MV] Glossary
promax rotation, [MV] rotate
prtest command, [R] prtest
propensity score, [TE] teffects intro, [TE] teffects
intro advanced, [TE] teffects postestimation, prtesti command, [R] prtest
[TE] teffects psmatch, [TE] Glossary psdensity command, [TS] psdensity
propensity-score matching, [TE] teffects intro, pseudo R-squared, [R] maximize
[TE] teffects intro advanced, [TE] teffects pseudofunctions, [D] datetime, [D] functions
psmatch, [TE] Glossary pseudoinverse, [M-5] pinv( )
proper imputation method, [MI] intro substantive pseudolikelihood, [SVY] Glossary
proper values, [M-5] eigensystem( ) pseudosigmas, [R] lv
proper() function, [D] functions psi function, [D] functions
properties, [P] program properties psmatch, teffects subcommand, [TE] teffects
properties macro extended function, [P] macro psmatch
proportion command, [R] proportion, PSS analysis, see power and sample-size analysis
[R] proportion postestimation PSS Control Panel, [PSS] GUI, [PSS] Glossary
proportional pstyle, [G-4] pstyle
hazards models, [ST] Glossary, [SVY] svy pstyle() option, [G-2] graph twoway scatter,
estimation, also see Cox proportional hazards [G-3] rspike options, [G-4] pstyle
model, also see survival analysis PSU, see primary sampling unit
odds assumption, [R] ologit .ptrace file, [MI] mi impute mvn, [MI] mi ptrace
relaxed, [R] slogit ptrace, mi subcommand, [MI] mi ptrace
odds model, [R] ologit public, [M-2] class
sampling, [D] sample, [R] bootstrap push, window subcommand, [P] window
proportions, [PSS] intro, [PSS] power, [PSS] power programming, [P] window push
oneproportion, [PSS] power twoproportions, putexcel
[PSS] power pairedproportions clear command, [P] putexcel
confidence intervals for, [R] ci command, [P] putexcel
control-group, [PSS] intro, [PSS] power, describe command, [P] putexcel
[PSS] power twoproportions set command, [P] putexcel
correlated, see proportions, paired putmata command, [D] putmata
discordant, [PSS] intro, [PSS] power, [PSS] power p-value, [PSS] intro, [PSS] Glossary
pairedproportions
238 Subject index
pwcompare command, [R] pwcompare, quadrature, [SEM] Glossary, [XT] Glossary

[R] pwcompare postestimation, [SEM] intro 7, Gauss–Hermite, [ME] me, [ME] mecloglog,
[SVY] svy postestimation, [U] 20.17 Obtaining [ME] meglm, [ME] melogit, [ME] menbreg,
pairwise comparisons [ME] meologit, [ME] meoprobit,
pwcorr command, [R] correlate [ME] mepoisson, [ME] meprobit,
pwd command, [D] cd [ME] meqrlogit, [ME] meqrpoisson,
pwd() function, [M-5] chdir( ) [ME] mixed, [ME] Glossary, [SEM] methods
pweight, see sampling weight and formulas for gsem, [XT] quadchk
[pweight=exp] modifier, [U] 11.1.6 weight, mean–variance adaptive Gauss–Hermite,
[U] 20.23.3 Sampling weights [ME] me, [ME] mecloglog, [ME] meglm,
pwmean command, [R] pwmean, [R] pwmean [ME] melogit, [ME] menbreg, [ME] meologit,
postestimation [ME] meoprobit, [ME] mepoisson,
pyramid, population, [G-2] graph twoway bar
[ME] meqrpoisson, [ME] mixed,
[ME] Glossary, [SEM] methods and formulas
Q for gsem
mode-curvature adaptive Gauss–Hermite,
Q–Q plot, [R] diagnostic plots [ME] me, [ME] mecloglog, [ME] meglm,
Q statistic, see portmanteau statistic [ME] melogit, [ME] menbreg, [ME] meologit,
qc charts, see quality control charts [ME] meoprobit, [ME] mepoisson,
qchi command, [R] diagnostic plots [ME] meprobit, [ME] meqrlogit,
QDA, see quadratic discriminant analysis [ME] meqrpoisson, [ME] mixed,
qda, discrim subcommand, [MV] discrim qda [ME] Glossary, [SEM] methods and formulas
for gsem
qfit, graph twoway subcommand, [G-2] graph
twoway qfit nonadaptive Gauss–Hermite, see quadrature, Gauss–
Hermite
qfitci, graph twoway subcommand, [G-2] graph
twoway qfitci quadrowsum() function, [M-5] sum( )
qladder command, [R] ladder quadrunningsum() function, [M-5] runningsum( )
QML, see quasimaximum likelihood quadrunningsum() function, [M-5] runningsum( )
qnorm command, [R] diagnostic plots quadsum() function, [M-5] sum( )
qofd() function, [D] datetime, [D] functions, quadvariance() function, [M-5] mean( )
[M-5] date( ) qualitative dependent variables, [ME] mecloglog,
qqplot command, [R] diagnostic plots [ME] meglm, [ME] melogit, [ME] meologit,
[ME] meoprobit, [ME] meprobit,
QR decomposition, [M-5] qrd( ), [ME] meqrlogit,
[ME] meqrlogit, [R] asclogit, [R] asmprobit,
[ME] meqrpoisson, [ME] Glossary
[R] asroprobit, [R] binreg, [R] biprobit,
qrd() function, [M-5] qrd( ) [R] brier, [R] clogit, [R] cloglog, [R] cusum,
qrdp() function, [M-5] qrd( ) [R] exlogistic, [R] glm, [R] glogit,
qreg command, [R] qreg, [R] qreg postestimation [R] heckoprobit, [R] heckprobit, [R] hetprobit,
qrinv() function, [M-5] qrinv( ) [R] ivprobit, [R] logistic, [R] logit, [R] mlogit,
qrinv() function, [M-5] qrinv( ) [R] mprobit, [R] nlogit, [R] ologit, [R] oprobit,
qrsolve() function, [M-5] qrsolve( ) [R] probit, [R] rocfit, [R] rocreg, [R] rologit,
qrsolve() function, [M-5] qrsolve( ) [R] scobit, [R] slogit, [SVY] svy estimation,
qtolerance() option, [R] maximize [U] 26.7 Binary-outcome qualitative dependent-
quad precision, [M-5] mean( ), [M-5] quadcross( ), variable models, [U] 26.10 Multiple-outcome
[M-5] runningsum( ), [M-5] sum( ) qualitative dependent-variable models,
[U] 26.18.4 Qualitative dependent-variable
quadchk command, [XT] quadchk
models with panel data, [XT] xtcloglog,
quadcolsum() function, [M-5] sum( ) [XT] xtgee, [XT] xtlogit, [XT] xtologit,
quadcorrelation() function, [M-5] mean( ) [XT] xtoprobit, [XT] xtprobit
quadcross() function, [M-5] quadcross( ) quality control charts, [G-2] graph other, [R] qc,
quadcrossdev() function, [M-5] quadcross( ) [R] serrbar
quadmeanvariance() function, [M-5] mean( ) quantile command, [R] diagnostic plots
quadrant() function, [M-5] sign( ) quantile–normal plots, [R] diagnostic plots
quadratic discriminant analysis, [MV] discrim qda, quantile plots, [G-2] graph other, [R] diagnostic plots
[MV] Glossary quantile–quantile plots, [G-2] graph other,
quadratic terms, [SVY] svy postestimation [R] diagnostic plots
quantile regression, [R] qreg
Subject index 239
quantiles, see percentiles, displaying, see percentiles r() function, [D] functions
quantiles, estat subcommand, [MV] mds r() stored results, [P] discard, [P] return, [R] stored
postestimation results, [U] 18.8 Accessing results calculated by
quarter() function, [D] datetime, [D] functions, other programs, [U] 18.10.1 Storing results in
[M-5] date( ) r()
quarterly() function, [D] datetime, [D] datetime r(functions) macro extended function, [P] macro
translation, [D] functions, [M-5] date( ) r(macros) macro extended function, [P] macro
quartimax rotation, [MV] rotate, [MV] rotatemat, r(matrices) macro extended function, [P] macro
[MV] Glossary r(scalars) macro extended function, [P] macro
quartimin rotation, [MV] rotate, [MV] rotatemat, r1title() option, [G-3] title options
[MV] Glossary r2title() option, [G-3] title options
quasimaximum likelihood, [SEM] Glossary ra, teffects subcommand, [TE] teffects ra
Quattro Pro, reading data from, [U] 21.4 Transfer radians, [D] functions
programs raise to a power function, [U] 13.2.1 Arithmetic
query operators
command, [R] query Ramsey test, [R] regress postestimation
efficiency command, [R] query random
graphics command, [G-2] set graphics, [G-2] set coefficient, [ME] Glossary
printcolor, [G-2] set scheme, [R] query intercept, [ME] Glossary, [SEM] example 38g
interface command, [R] query number function, [D] functions, [D] generate
mata command, [R] query numbers, [M-5] runiform( )
memory command, [D] memory, [R] query numbers, normally distributed, [D] functions,
network command, [R] query [D] generate
other command, [R] query order, test for, [R] runtest
output command, [R] query sample, [D] sample, [R] bootstrap, [U] 21.3 If you
trace command, [R] query run out of memory
update command, [R] query slope, [SEM] example 38g
query, variates, [M-5] runiform( )
cluster subcommand, [MV] cluster programming walk, [TS] Glossary
utilities random-coefficients
estimates subcommand, [R] estimates store linear regression, [XT] xtrc
file subcommand, [P] file model, [U] 26.18.6 Random-coefficients model with
forecast subcommand, [TS] forecast query panel data, [XT] Glossary
graph subcommand, [G-2] graph query random-effects model, [ME] Glossary, [R] anova,
icd9 subcommand, [D] icd9 [R] loneway, [SEM] example 38g,
icd9p subcommand, [D] icd9 [SEM] Glossary, [XT] xtabond, [XT] xtcloglog,
log subcommand, [R] log [XT] xtdpd, [XT] xtdpdsys, [XT] xtgee,
mi subcommand, [MI] mi describe [XT] xthtaylor, [XT] xtintreg, [XT] xtivreg,
ml subcommand, [R] ml [XT] xtlogit, [XT] xtnbreg, [XT] xtologit,
[XT] xtoprobit, [XT] xtpoisson, [XT] xtprobit,
net subcommand, [R] net
[XT] xtreg, [XT] xtregar, [XT] xttobit,
odbc subcommand, [D] odbc [XT] Glossary
translator subcommand, [R] translate multilevel mixed-effects models, [ME] me,
transmap subcommand, [R] translate [ME] mecloglog, [ME] meglm, [ME] melogit,
update subcommand, [R] update [ME] menbreg, [ME] meologit,
webuse subcommand, [D] webuse [ME] meoprobit, [ME] mepoisson,
querybreakintr() function, [M-5] setbreakintr( ) [ME] meprobit, [ME] meqrlogit,
quick reference, [D] data types, [D] missing values [ME] meqrpoisson, [ME] mixed
quietly prefix, [P] quietly randomized controlled trial study, [PSS] intro,
quit Mata, [M-3] end [PSS] power, [PSS] power onemean,
quitting Stata, see exit command [PSS] power twomeans, [PSS] power
quotes pairedmeans, [PSS] power oneproportion,
to delimit strings, [U] 18.3.5 Double quotes [PSS] power twoproportions, [PSS] power
to expand macros, [P] macro, [U] 18.3.1 Local
macros
R [PSS] Glossary
random-number generators, [P] version
R charts, [G-2] graph other random-number seed, [MI] mi impute
R dates, [D] datetime
240 Subject index
random-order test, [R] runtest RCT, see randomized controlled trial study
range rdiscrete() function, [M-5] runiform( )
chart, [R] qc Re() function, [M-5] Re( )
of data, [D] codebook, [D] inspect, [R] lv, read, file subcommand, [P] file
[R] stem, [R] summarize, [R] table, [R] tabstat, reading console input in programs, see console,
[XT] xtsum obtaining input from
operators, [M-2] op range reading data, [M-5] docx*( ), [M-5] xl( )
plots, [G-3] rcap options reading data from disk, [U] 21 Entering and importing
spikes, [G-3] rspike options data, [U] 21.4 Transfer programs, see importing
subscripts, see subscripts data
vector, [M-5] range( ) real, [M-2] declarations, [M-6] Glossary
range command, [D] range real number to string conversion, [D] destring,
range() function, [M-5] range( ) [D] encode, [D] functions
rangen() function, [M-5] range( ) real part, [M-5] Re( )
rank, [M-5] rank( ), [M-6] Glossary real() function, [D] functions
rank correlation, [R] spearman realization, [M-6] Glossary
rank() function, [M-5] rank( ) recase() function, [D] functions
rank(), egen function, [D] egen recast command, [D] recast
ranking data, [R] rologit recast() option, [G-3] advanced options,
rank-order statistics, [D] egen, [R] signrank, [G-3] rcap options, [G-3] rspike options
[R] spearman receiver operating characteristic analysis, [G-2] graph
rank-ordered logistic regression, see outcomes, rank other, [R] roc, [U] 26.8 ROC analysis
ranks of observations, [D] egen area under ROC curve, [R] lroc
ranksum command, [R] ranksum nonparametric analysis without covariates,
Rao’s canonical-factor method, [MV] factor [R] roctab
rarea, graph twoway subcommand, [G-2] graph parametric analysis without covariates, [R] rocfit
twoway rarea regression models, [R] rocreg
Rasch models, see item response theory ROC curves after rocfit, [R] rocfit postestimation
rate ratio, [ST] epitab, [ST] stir, [ST] stptime, ROC curves after rocreg, [R] rocregplot
[ST] stsum, see incidence-rate ratio test equality of ROC areas, see equality test of ROC
ratio command, [R] ratio, [R] ratio postestimation areas
ratio of sample sizes, see allocation ratio reciprocal averaging, [MV] ca
ratios, estimating, [R] ratio recode command, [D] recode
ratios, survey data, [SVY] svy estimation, recode() function, [D] functions,
[SVY] svy: tabulate twoway [U] 25.1.2 Converting continuous variables to
raw data, [U] 12 Data categorical variables
.raw file, [U] 11.6 Filenaming conventions recoding data, [D] recode
raw residuals, [SEM] methods and formulas for sem recoding data autocode() function, [D] functions
rbar, graph twoway subcommand, [G-2] graph reconstructed correlations, [MV] factor postestimation
twoway rbar record I/O versus stream I/O, [U] 21 Entering and
rbeta() function, [D] functions, [M-5] runiform( ) importing data
rbinomial() function, [D] functions, recording sessions, [U] 15 Saving and printing
[M-5] runiform( ) output—log files
rc (return codes), see error messages and return codes recovariance, estat subcommand, [ME] meqrlogit
postestimation, [ME] meqrpoisson
rc built-in variable, [P] capture, [U] 13.4 System
postestimation, [ME] mixed postestimation
variables ( variables)
recruitment period, see accrual period
rcap, graph twoway subcommand, [G-2] graph
twoway rcap rectangle kernel function, [R] kdensity, [R] lpoly,
rcapsym, graph twoway subcommand, [G-2] graph
twoway rcapsym rectangularize dataset, [D] fillin
rchart command, [R] qc recursive estimation, [TS] rolling
rchi2() function, [D] functions, [M-5] runiform( ) recursive model, [SEM] Glossary
r-class command, [P] program, [P] return, recursive regression analysis, [TS] Glossary
[U] 18.8 Accessing results calculated by other redisplay graph, [G-2] graph display
programs reexpression, [R] boxcox, [R] ladder, [R] lnskew0
r-conformability, [M-5] normal( ), [M-6] Glossary .ref built-in class function, [P] class
rconnected, graph twoway subcommand,
[G-2] graph twoway rconnected
Subject index 241
reference regression (in generic sense), continued

group, see control group fixed-effects, [XT] xtreg
value, [PSS] Glossary instrumental variables, [XT] xtabond, [XT] xtdpd,
references, class, [P] class [XT] xtdpdsys, [XT] xthtaylor, [XT] xtivreg
reflection, [MV] procrustes, [MV] Glossary random-effects, [XT] xtgee, [XT] xtreg
.ref n built-in class function, [P] class regular expressions, [D] functions
reg3 command, [R] reg3, [R] reg3 postestimation regular variables, see variables, regular
regexm() function, [D] functions rejection region, [PSS] intro, [PSS] Glossary
regexr() function, [D] functions relational operators, [U] 13.2.3 Relational operators
regexs() function, [D] functions relative difference function, [D] functions
regions relative efficiency, [MI] mi estimate, [MI] mi predict,
look of, [G-4] areastyle [MI] Glossary
outlining, [G-3] region options relative risk, [PSS] intro, [PSS] power,
shading, [G-3] region options [PSS] power twoproportions, [PSS] power
register, mi subcommand, [MI] mi set pairedproportions, [PSS] Glossary, [ST] epitab
registered variables, see variables, registered relative variance increase, [MI] mi estimate, [MI] mi
predict, [MI] Glossary
regress command, [R] regress, [R] regress
postestimation, [R] regress postestimation relative-risk ratio, [R] eform option, [R] lincom,
diagnostic plots, [R] regress postestimation time [R] mlogit
series reldif() function, [D] functions, [M-5] reldif( )
regress option, see gsem option regress release marker, [P] version
regression, [SEM] Glossary releases, compatibility of Stata programs across,
adjustment, [TE] teffects intro, [TE] teffects intro [P] version
advanced, [TE] teffects ra, [TE] Glossary reliability, [MV] alpha, [MV] factor, [R] brier,
competing risks, [ST] stcrreg [R] eivreg, [R] icc, [R] intreg, [R] loneway,
[R] poisson, [SEM] intro 5, [SEM] intro 12,
constrained, [R] cnsreg
[SEM] example 24, [SEM] gsem model
creating orthogonal polynomials for, [R] orthog description options, [SEM] sem and gsem
diagnostic plots, [G-2] graph other option reliability( ), [SEM] sem model
diagnostics, [R] estat classification, [R] estat gof, description options, [SEM] Glossary,
[R] logistic postestimation, [R] lroc, [R] lsens, [ST] survival analysis, [ST] discrete,
[R] poisson postestimation, [R] predict, [ST] ltable, [ST] st, [ST] stcox, [ST] stcrreg,
[R] predictnl, [R] regress postestimation [ST] streg
diagnostic plots, [R] regress postestimation reliability option, see gsem option
time series, [ST] stcox PH-assumption tests, reliability(), see sem option
[ST] stcox postestimation, [ST] stcrreg reliability()
postestimation, [ST] streg postestimation, reliability theory, see survival analysis
[SVY] estat, [SVY] svy postestimation
remainder function, [D] functions
dummy variables, with, [R] anova, [R] areg, [R] xi
REML, see restricted maximum likelihood
fixed-effects, [R] areg
removing
fractional polynomial, [R] fp, [R] mfp
directories, [D] rmdir
function, estimating, [R] lpoly
files, [D] erase
lines, see fits, adding
r. En, [SEM] sem and gsem option covstructure( )
graphing, [R] logistic, [R] regress postestimation
rename,
diagnostic plots
char subcommand, [P] char
grouped data, [R] intreg
cluster subcommand, [MV] cluster utility
increasing number of variables allowed, [R] matsize
graph subcommand, [G-2] graph rename
instrumental variables, [R] gmm, [R] ivpoisson,
[R] ivprobit, [R] ivregress, [R] ivtobit irf subcommand, [TS] irf rename
linear, see linear regression mata subcommand, [M-3] mata rename
scoring, [MV] factor postestimation mi subcommand, [MI] mi rename
system, [MV] mvreg, [R] gmm, [R] ivpoisson, matrix subcommand, [P] matrix utility
[R] ivregress, [R] nlsur, [R] reg3, [R] sureg rename command, [D] rename, [D] rename group
truncated, [R] truncreg rename for mi data, [MI] mi rename
regression (in generic sense), see estimation commands rename graph, [G-2] graph rename
accessing coefficients and standard errors, [P] matrix renamevar, cluster subcommand, [MV] cluster
get, [U] 13.5 Accessing coefficients and utility
standard errors renaming variables, [D] rename, [D] rename group,
dummy variables, with, [XT] xtreg [MI] mi rename
242 Subject index
renumber, notes subcommand, [D] notes residuals, [R] logistic, [R] predict, [R] regress
reordering data, [D] gsort, [D] order, [D] sort postestimation diagnostic plots, [R] rreg
reorganizing data, [D] reshape, [D] xpose postestimation, [SEM] estat gof, [SEM] estat
repair, ssd subcommand, [SEM] ssd residuals, [SEM] example 4, [SEM] Glossary,
repeated measures, [MV] Glossary, [PSS] power [ST] stcox postestimation, [ST] stcrreg
pairedmeans, [PSS] power pairedproportions postestimation, [ST] streg postestimation
repeated measures ANOVA, [R] anova residuals, estat subcommand, [MV] factor
postestimation, [MV] pca postestimation,
repeated measures MANOVA, [MV] manova
[SEM] estat residuals
repeated options, [G-4] concept: repeated options
residual-versus-fitted plot, [G-2] graph other,
repeating and editing commands, [R] #review, [R] regress postestimation diagnostic plots
[U] 10 Keyboard use
residual-versus-predictor plot, [G-2] graph other,
repeating commands, [D] by, [P] continue, [P] foreach, [R] regress postestimation diagnostic plots
[P] forvalues
resistant smoothers, [R] smooth
replace command, [D] generate, [MI] mi passive,
restore,
[MI] mi xeq
estimates subcommand, [R] estimates store
replace option, [U] 11.2 Abbreviation rules
replace, notes subcommand, [D] notes
snapshot subcommand, [D] snapshot
replace0, mi subcommand, [MI] mi replace0
restore command, [P] preserve
replay() function, [D] functions, [P] ereturn,
[P] estimates restoring data, [D] snapshot
replay, estimates subcommand, [R] estimates restricted cubic splines, [R] mkspline
replay restricted maximum likelihood, [ME] mixed,
replaying models, [SEM] intro 7 [ME] Glossary
replicate-weight variable, [SVY] survey, [SVY] svy results,
bootstrap, [SVY] svy brr, [SVY] svy jackknife, clearing, [P] ereturn, [P] estimates, [P] return
[SVY] svy sdr, [SVY] svyset, [SVY] Glossary listing, [P] ereturn, [P] estimates, [P] return
replicating returning, [P] return, [P] return
clustered observations, [D] expandcl saving, [P] estimates, [P] putexcel, [P] return,
observations, [D] expand [R] estimates save
replication method, [SVY] svy bootstrap, [SVY] svy stored, [R] stored results
brr, [SVY] svy jackknife, [SVY] svy sdr, storing, [P] ereturn, [P] postfile, [P] return
[SVY] svyset, [SVY] variance estimation Results window, clearing, [R] cls
report, results, clear subcommand, [D] clear
datasignature subcommand, [D] datasignature retrospective study, [PSS] intro, [PSS] power,
duplicates subcommand, [D] duplicates [PSS] power onemean, [PSS] power twomeans,
fvset subcommand, [R] fvset [PSS] power pairedmeans, [PSS] power
ml subcommand, [R] ml oneproportion, [PSS] power twoproportions,
[PSS] power pairedproportions, [PSS] power
reporting options, [SEM] gsem reporting options,
[SEM] sem reporting options
repost, ereturn subcommand, [P] ereturn, twocorrelations, [PSS] Glossary
[P] return
return
request(macname), display directive, [P] display
dir command, [P] return
resampling, [SVY] Glossary
drop command, [P] return
reserved names, [U] 11.3 Naming conventions
hold command, [P] return
reserved words, [M-2] reswords
restore command, [P] return
RESET test, [R] regress postestimation
return, [M-2] return
reset, mi subcommand, [MI] mi reset
add command, [P] return
reset, translator subcommand, [R] translate
clear command, [P] return
reset id, serset subcommand, [P] serset
list command, [P] return, [R] stored results
reshape
local command, [P] return
command, [D] reshape
matrix command, [P] return
error command, [D] reshape
scalar command, [P] return
for mi data, [MI] mi reshape
return codes, [P] rmsg, see error messages and return
long command, [D] reshape codes
wide command, [D] reshape return value, [P] class
reshape, mi subcommand, [MI] mi reshape return() function, [D] functions
Subject index 243
returning results, [P] return robust, Huber/White/sandwich estimator of variance,

class programs, [P] class [P] robust, [R] vce option, [SVY] variance
reventries, set subcommand, [R] set estimation, [XT] vce options
reverse() function, [D] functions alternative-specific
reversed scales, [G-3] axis scale options conditional logit model, [R] asclogit
#review command, [R] #review, [U] 10 Keyboard multinomial probit regression, [R] asmprobit
use, [U] 15 Saving and printing output—log rank-ordered probit regression, [R] asroprobit
files ARCH, [TS] arch
revkeyboard, set subcommand, [R] set ARFIMA, [TS] arfima
revorder() function, [M-5] invorder( ) ARIMA and ARMAX, [TS] arima
rgamma() function, [D] functions, [M-5] runiform( ) competing-risks regression, [ST] stcrreg
rhypergeometric() function, [D] functions, complementary log-log regression, [R] cloglog
[M-5] runiform( ) Cox proportional hazards model, [ST] stcox
ridge prior, [MI] mi impute mvn dynamic-factor model, [TS] dfactor
right eigenvectors, [M-5] eigensystem( ) fixed-effects models,
right suboption, [G-4] justificationstyle linear, [XT] xtreg
right-censoring, [ST] Glossary, see imputation, interval- Poisson, [XT] xtpoisson
censored data GARCH, [TS] arch
rightmost options, [G-4] concept: repeated options generalized linear models, [R] glm
right-truncation, [ST] Glossary, see imputation, for binomial family, [R] binreg
truncated data generalized method of moments, [R] gmm,
risk [R] ivpoisson
difference, [PSS] intro, [PSS] power, heckman selection model, [R] heckman
[PSS] power twoproportions, [PSS] power instrumental-variables regression, [R] ivregress
pairedproportions, [PSS] Glossary, [ST] epitab interval regression, [R] intreg
factor, [PSS] Glossary, [ST] epitab, [ST] Glossary linear dynamic panel-data estimation, [XT] xtabond,
pool, [ST] stcox, [ST] stcrreg, [ST] stset, [XT] xtdpd, [XT] xtdpdsys
[ST] Glossary linear regression, [R] regress
ratio, [PSS] Glossary, [R] binreg, [ST] epitab, constrained, [R] cnsreg
[ST] Glossary, also see relative risk
truncated, [R] truncreg
rline, graph twoway subcommand, [G-2] graph
with dummy-variable set, [R] areg
twoway rline
logistic regression, [R] logistic, [R] logit, also see
rm command, [D] erase
logit regression subentry
rmcoll command, [P] rmcoll
conditional, [R] clogit
rmdcoll command, [P] rmcoll
multinomial, [R] mlogit
rmdir command, [D] rmdir
ordered, [R] ologit
rmdir() function, [M-5] chdir( )
rank-ordered, [R] rologit
rmdir() function, [M-5] chdir( )
skewed, [R] scobit
rmexternal() function, [M-5] findexternal( )
stereotype, [R] slogit
RMSEA, see root mean squared error of approximation
logit regression, [R] logistic, [R] logit, also see
rmsg, [P] creturn, [P] error, [U] 8 Error messages logistic regression subentry
and return codes
for grouped data, [R] glogit
set subcommand, [P] rmsg, [R] set
nested, [R] nlogit
rnbinomial() function, [D] functions,
maximum likelihood estimation, [R] ml, [R] mlexp
[M-5] runiform( )
multilevel mixed-effects model, [ME] mecloglog,
rnormal() function, [D] functions, [M-5] runiform( )
[ME] meglm, [ME] melogit, [ME] menbreg,
robust, [SEM] Glossary [ME] meologit, [ME] meoprobit,
robust, see gsem option vce(), see sem option vce() [ME] mepoisson, [ME] meprobit, [ME] mixed
robust command, [P] robust multinomial
robust regression, [R] regress, [R] rreg, also see robust, logistic regression, [R] mlogit
Huber/White/sandwich estimator of variance probit regression, [R] mprobit
robust standard errors, [XT] Glossary negative binomial regression, [R] nbreg
robust test for equality of variance, [R] sdtest truncated, [R] tnbreg
robust, Abadie–Imbens standard errors, [TE] teffects zero-inflated, [R] zinb
nnmatch, [TE] teffects psmatch
Newey–West regression, [TS] newey
244 Subject index
robust, Huber/White/sandwich estimator of variance, robust, Huber/White/sandwich estimator of variance,

continued continued
nonlinear zero-inflated
least-squares estimation, [R] nl negative binomial regression, [R] zinb
systems of equations, [R] nlsur Poisson regression, [R] zip
parametric survival models, [ST] streg robust, other methods of, [R] rreg, [R] smooth
Poisson regression, [R] poisson robvar command, [R] sdtest
treatment effect, [TE] etpoisson ROC, see receiver operating characteristic analysis
truncated, [R] tpoisson roccomp command, [R] roc, [R] roccomp
with endogenous regressors, [R] ivpoisson rocfit command, [R] rocfit, [R] rocfit postestimation
zero-inflated, [R] zip rocgold command, [R] roc, [R] roccomp
population-averaged models, [XT] xtgee rocplot command, [R] rocfit postestimation
complementary log-log, [XT] xtcloglog rocreg command, [R] rocreg, [R] rocreg
logit, [XT] xtlogit postestimation, [R] rocregplot
negative binomial, [XT] xtnbreg rocregplot command, [R] rocregplot
Poisson, [XT] xtpoisson roctab command, [R] roc, [R] roctab
probit, [XT] xtprobit Rogers and Tanimoto similarity measure,
Prais–Winsten and Cochrane–Orcutt regression, [MV] measure option
[TS] prais roh, [R] loneway
probit regression, [R] probit rolling command, [TS] rolling
bivariate, [R] biprobit rolling regression, [TS] rolling, [TS] Glossary
for grouped data, [R] glogit rologit command, [R] rologit, [R] rologit
heteroskedastic, [R] hetprobit postestimation
multinomial, [R] mprobit root mean squared error of approximation, [SEM] estat
ordered, [R] heckoprobit, [R] oprobit gof, [SEM] example 4, [SEM] methods and
with endogenous regressors, [R] ivprobit formulas for sem
with sample selection, [R] heckprobit rootograms, [G-2] graph other, [R] spikeplot
quantile regression, [R] qreg roots of polynomials, [M-5] polyeval( )
random-effects model rotate command, [MV] factor postestimation,
[MV] pca postestimation, [MV] rotate
complementary log-log, [XT] xtcloglog
rotate, estat subcommand, [MV] canon
linear, [XT] xtreg
postestimation
logistic, [XT] xtlogit, [XT] xtologit
rotatecompare, estat subcommand, [MV] canon
Poisson, [XT] xtpoisson postestimation, [MV] factor postestimation,
probit, [XT] xtoprobit, [XT] xtprobit [MV] pca postestimation
state-space model, [TS] sspace rotated
structural equation modeling, [SEM] intro 8, factor loadings, [MV] factor postestimation
[SEM] sem option method( ) principal components, [MV] pca postestimation
summary statistics, rotatemat command, [MV] rotatemat
mean, [R] mean rotation, [MV] factor postestimation, [MV] pca
proportion, [R] proportion postestimation, [MV] rotate, [MV] rotatemat,
ratio, [R] ratio [MV] Glossary
total, [R] total Bentler’s invariant pattern simplicity, see Bentler’s
tobit model, [R] tobit invariant pattern simplicity rotation
with endogenous regressors, [R] ivtobit biquartimax, see biquartimax rotation
treatment effect, [TE] etpoisson, [TE] etregress, biquartimin, see biquartimin rotation
[TE] teffects aipw, [TE] teffects ipw, Comrey’s tandem 1, see Comrey’s tandem 1 and 2
[TE] teffects ipwra, [TE] teffects ra rotations
truncated Comrey’s tandem 2, see Comrey’s tandem 1 and 2
negative binomial regression, [R] tnbreg rotations
Poisson regression, [R] tpoisson covarimin, see covarimin rotation
regression, [R] truncreg Crawford–Ferguson, see Crawford–Ferguson rotation
unobserved-components model, [TS] ucm equamax, see equamax rotation
with endogenous regressors, factor parsimony, see factor parsimony rotation
instrumental-variables regression, [R] ivregress minimum entropy, see minimum entropy rotation
Poisson regression, [R] ivpoisson oblimax, see oblimax rotation
probit regression, [R] ivprobit oblimin, see oblimin rotation
tobit regression, [R] ivtobit oblique, see oblique rotation
Subject index 245
rotation, continued Roy’s

orthogonal, see orthogonal rotation largest root test, [MV] canon, [MV] manova,
parsimax, see parsimax rotation [MV] mvtest means, [MV] Glossary
partially specified target, see partially specified target union-intersection test, [MV] canon, [MV] mvtest
rotation means
Procrustes, see Procrustes rotation union-intersection test, [MV] manova
promax, see promax rotation rpoisson() function, [D] functions, [M-5] runiform( )
quartimax, see quartimax rotation rreg command, [R] rreg, [R] rreg postestimation
quartimin, see quartimin rotation rscatter, graph twoway subcommand, [G-2] graph
toward a target, see toward a target rotation twoway rscatter
varimax, see varimax rotation rseed() function, [D] functions, [M-5] runiform( )
round() function, [D] functions, [M-5] trunc( ) rspike, graph twoway subcommand, [G-2] graph
rounding rules, [PSS] unbalanced designs twoway rspike
roundoff error, [M-5] epsilon( ), [M-5] edittozero( ), R2 , [SEM] estat eqgof
[M-5] edittoint( ), [U] 13.11 Precision and rt() function, [D] functions, [M-5] runiform( )
problems therein rtrim() function, [D] functions
row of matrix, selecting, [M-5] select( ) Rubin’s combination rules, [MI] mi estimate, [MI] mi
row operators for data, [D] egen estimate using, [MI] mi predict
row stripes, [M-6] Glossary run command, [R] do, [U] 16 Do-files
roweq macro extended function, [P] macro runiform() function, [D] functions,
roweq, matrix subcommand, [P] matrix rownames [M-5] runiform( ), [R] set seed
rowfirst(), egen function, [D] egen runningsum() function, [M-5] runningsum( )
rowfullnames macro extended function, [P] macro runningsum() function, [M-5] runningsum( )
row-join operator, [M-2] op join runtest command, [R] runtest
rowlast(), egen function, [D] egen Russell and Rao coefficient similarity measure,
row-major order, [M-6] Glossary [MV] measure option
rowmax() function, [M-5] minmax( ) rvalue, class, [P] class
rowmax(), egen function, [D] egen rvfplot command, [R] regress postestimation
diagnostic plots
rowmaxabs() function, [M-5] minmax( )
RVI, see relative variance increase
rowmean(), egen function, [D] egen
rvpplot command, [R] regress postestimation
rowmedian(), egen function, [D] egen
diagnostic plots
rowmin() function, [M-5] minmax( )
rowmin(), egen function, [D] egen
rowminmax() function, [M-5] minmax( ) S
rowmiss(), egen function, [D] egen
rowmissing() function, [M-5] missing( ) s() function, [D] functions
rownames macro extended function, [P] macro s() stored results, [D] functions, [P] return, [R] stored
results, [U] 18.8 Accessing results calculated by
rownames, matrix subcommand, [P] matrix
other programs, [U] 18.10.3 Storing results in
rownames
s()
rownonmiss(), egen function, [D] egen
s(macros) macro extended function, [P] macro
rownonmissing() function, [M-5] missing( )
s1color scheme, [G-4] scheme s1
rownumb() function, [D] functions, [P] matrix define
s1manual scheme, [G-4] scheme s1
rowpctile(), egen function, [D] egen
s1mono scheme, [G-4] scheme s1
rows() function, [M-5] rows( )
s1rcolor scheme, [G-4] scheme s1
rows of matrix
s2color scheme, [G-4] scheme s2
appending to, [P] matrix define
s2gcolor scheme, [G-4] scheme s2
names, [P] ereturn, [P] matrix define, [P] matrix
s2gmanual scheme, [G-4] scheme s2
rownames
s2manual scheme, [G-4] scheme s2
operators, [P] matrix define
s2mono scheme, [G-4] scheme s2
rowscalefactors() function, [M-5] equilrc( )
SAARCH, see simple asymmetric autoregressive
rowsd(), egen function, [D] egen
conditional heteroskedasticity
rowshape() function, [M-5] rowshape( )
Sammon mapping criterion, [MV] Glossary
rowsof() function, [D] functions, [P] matrix define
sample, [SVY] Glossary
rowsum() function, [M-5] sum( )
random, see random sample
rowtotal(), egen function, [D] egen
sample command, [D] sample
rowvector, [M-2] declarations, [M-6] Glossary
246 Subject index
sample size, [PSS] intro, [PSS] GUI, [PSS] power, sample-size

[PSS] power, graph, [PSS] power, table, analysis, see power and sample-size analysis
[PSS] power onemean, [PSS] power twomeans, curve, [PSS] intro, [PSS] power, [PSS] power,
[PSS] power pairedmeans, [PSS] power graph, [PSS] Glossary
oneproportion, [PSS] power twoproportions, determination, [PSS] intro, [PSS] GUI,
[PSS] power pairedproportions, [PSS] power [PSS] power, [PSS] power, graph,
onevariance, [PSS] power twovariances, [PSS] power, table, [PSS] power onemean,
[PSS] power onecorrelation, [PSS] power [PSS] power twomeans, [PSS] power
twocorrelations, [PSS] unbalanced designs, pairedmeans, [PSS] power oneproportion,
[PSS] Glossary, [U] 26.29 Power and sample- [PSS] power twoproportions, [PSS] power
size analysis pairedproportions, [PSS] power onevariance,
actual, [PSS] intro, [PSS] power, [PSS] power, [PSS] power twovariances, [PSS] power
graph, [PSS] power, table, [PSS] power onecorrelation, [PSS] power twocorrelations,
onemean, [PSS] power twomeans, [PSS] power [PSS] unbalanced designs, [PSS] Glossary
pairedmeans, [PSS] power oneproportion, rounding rules for, [PSS] unbalanced designs
[PSS] power twoproportions, [PSS] power sampling, [D] sample, [R] bootstrap, [R] bsample,
pairedproportions, [PSS] power onevariance, [SVY] survey, [SVY] svydescribe,
[PSS] power twovariances, [PSS] power [SVY] svyset, [SVY] Glossary, also see cluster
onecorrelation, [PSS] power twocorrelations, sampling
[PSS] unbalanced designs, [PSS] Glossary
rate, [PSS] power, [PSS] power onemean,
control-group, [PSS] intro, [PSS] power twomeans, [PSS] power pairedmeans
stage, [SVY] estat, [SVY] Glossary
twovariances, [PSS] power twocorrelations,
[PSS] unbalanced designs unit, [SVY] survey, [SVY] Glossary, also see
primary sampling unit
Cox proportional hazards regression, [ST] stpower,
[ST] stpower cox weight, [SVY] survey, [SVY] poststratification,
[SVY] Glossary, [U] 11.1.6 weight,
exponential survival, [ST] stpower, [ST] stpower
[U] 20.23.3 Sampling weights, also see survey
exponential
data
exponential test, [ST] stpower, [ST] stpower
with and without replacement, [SVY] Glossary
exponential
sandwich/Huber/White estimator of variance, see robust,
experimental-group, [PSS] intro, [PSS] power
Huber/White/sandwich estimator of variance
twomeans, [PSS] power twoproportions,
[PSS] power twovariances, [PSS] power Sargan test, [XT] xtabond postestimation, [XT] xtdpd
twocorrelations, [PSS] unbalanced designs postestimation, [XT] xtdpdsys postestimation
fractional, [PSS] intro, [PSS] GUI, [PSS] power, sargan, estat subcommand, [XT] xtabond
[PSS] power, graph, [PSS] power, table, postestimation, [XT] xtdpd postestimation,
[PSS] power onemean, [PSS] power twomeans, [XT] xtdpdsys postestimation
[PSS] power pairedmeans, [PSS] power SAS dates, [D] datetime
oneproportion, [PSS] power twoproportions, SAS XPORT format, [D] import sasxport
[PSS] power pairedproportions, [PSS] power SAS, reading data from, [U] 21.4 Transfer programs
onevariance, [PSS] power twovariances, sasxport,
[PSS] power onecorrelation, [PSS] power export subcommand, [D] import sasxport
twocorrelations, [PSS] unbalanced designs, import subcommand, [D] import sasxport
[PSS] Glossary satopts() option, see sem option satopts()
log-rank, [ST] stpower, [ST] stpower logrank Satterthwaite’s t test, [PSS] power, [PSS] power
nominal, [PSS] intro, [PSS] power, [PSS] power, twomeans, [PSS] Glossary
graph, [PSS] power, table, [PSS] power saturated model, [SEM] estat gof, [SEM] example 4,
onemean, [PSS] power twomeans, [PSS] power [SEM] methods and formulas for sem,
pairedmeans, [PSS] power oneproportion, [SEM] Glossary
[PSS] power twoproportions, [PSS] power save,
estimates subcommand, [R] estimates save
graph subcommand, [G-2] graph save
[PSS] unbalanced designs, [PSS] Glossary label subcommand, [D] label
total, [PSS] intro, [PSS] power twomeans, snapshot subcommand, [D] snapshot
[PSS] power twoproportions, [PSS] power save command, [D] save
twovariances, [PSS] power twocorrelations, save estimation results, [P] estimates
[PSS] unbalanced designs saved results, see stored results
saveold command, [D] save
Subject index 247
saving data, [D] import delimited, [D] outfile, schurd() function, [M-5] schurd( )
[D] save, [D] snapshot, also see exporting data schurd() function, [M-5] schurd( )
saving results, [P] estimates, [P] return, schurdgroupby() function, [M-5] schurd( )
[R] estimates save schurdgroupby() function, [M-5] schurd( )
saving() option, [G-3] saving option schurdgroupby la() function, [M-5] schurd( )
saw-toothed power function, [PSS] power schurd la() function, [M-5] schurd( )
oneproportion, [PSS] power twoproportions Schwarz information criterion, see Bayesian information
scalar, [M-2] declarations, [M-6] Glossary, criterion
[P] scalar scientific notation, [U] 12.2 Numbers
confirm subcommand, [P] confirm s-class command, [P] program, [P] return, [R] stored
define command, [P] scalar results, [U] 18.8 Accessing results calculated by
dir command, [P] scalar other programs
drop command, [P] scalar scobit command, [R] scobit, [R] scobit
ereturn subcommand, [P] ereturn, [P] return postestimation
list command, [P] scalar scope, class, [P] class
return subcommand, [P] return score, [MV] Glossary
scalar functions, [M-4] scalar score plot, [MV] scoreplot, [MV] Glossary
scalar() function, [D] functions score test, [PSS] power oneproportion,
scalar() pseudofunction, [P] scalar [PSS] Glossary, [SEM] intro 7, [SEM] estat
scalars, [P] scalar ginvariant, [SEM] estat mindices, [SEM] estat
namespace and conflicts, [P] matrix, [P] matrix scoretests, [SEM] methods and formulas for
define sem, [SEM] Glossary
scale, score, matrix subcommand, [P] matrix score
log, [G-3] axis scale options score, ml subcommand, [R] ml
range of, [G-3] axis scale options scoreplot command, [MV] discrim lda
reversed, [G-3] axis scale options postestimation, [MV] factor postestimation,
[MV] pca postestimation, [MV] scoreplot
scale() option, [G-3] scale option
scores, [R] predict, [SEM] Glossary
scaling, [MV] mds, [MV] mds postestimation plots,
[MV] mdslong, [MV] mdsmat obtaining, [U] 20.22 Obtaining scores
scatter, graph twoway subcommand, [G-2] graph scoretests, estat subcommand, [SEM] estat
twoway scatter scoretests
scatteri, graph twoway subcommand, [G-2] graph scoring, [MV] factor postestimation, [MV] pca
twoway scatteri postestimation, [P] matrix score
scatterplot matrices, [G-2] graph matrix scree plot, [MV] screeplot, [MV] Glossary
scenarios, [TS] forecast, [TS] forecast adjust, screeplot command, [MV] discrim lda
[TS] forecast clear, [TS] forecast coefvector, postestimation, [MV] factor postestimation,
[TS] forecast create, [TS] forecast describe, [MV] pca postestimation, [MV] screeplot
[TS] forecast drop, [TS] forecast estimates, scrollbufsize, set subcommand, [R] set
[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 icd9 subcommand, [D] icd9
default, [G-2] set scheme icd9p subcommand, [D] icd9
Schoenfeld residual, [ST] stcox PH-assumption ml subcommand, [R] ml
tests, [ST] stcox postestimation, [ST] stcrreg net subcommand, [R] net
postestimation notes subcommand, [D] notes
Schur view subcommand, [R] view
decomposition, [M-5] schurd( ), [M-6] Glossary search command, [R] search, [U] 4 Stata’s help and
form, [M-6] Glossary search facilities
248 Subject index
search Internet, [R] net search sem option, continued

search d, view subcommand, [R] view covstructure(), [SEM] intro 5,
searchdefault, set subcommand, [R] search, [R] set [SEM] example 17, [SEM] sem and gsem
seasonal option covstructure( ), [SEM] sem model
ARIMA, [TS] arima description options
difference operator, [TS] Glossary forcecorrelations, [SEM] sem ssd options
lag operator, [U] 11.4.4 Time-series varlists forcenoanchor, [SEM] sem model description
smoothing, [TS] tssmooth, [TS] tssmooth shwinters options
secondary sampling unit, [SVY] Glossary forcexconditional, [SEM] sem option
noxconditional
second-order latent variables, [SEM] Glossary
from(), [SEM] intro 12, [SEM] sem and gsem
seconds() function, [D] datetime, [D] functions,
option from( ), [SEM] sem model description
[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
selection-on-observables, see conditional-independence model description options, [SEM] sem path
assumption notation extensions
selection-order statistics, [TS] varsoc method(), [SEM] intro 4, [SEM] intro 8,
SEM, see structural equation modeling [SEM] intro 9, [SEM] example 26, [SEM] sem
sem command, [SEM] Builder, [SEM] example 1, estimation options, [SEM] sem option
[SEM] example 3, [SEM] example 6, method( ), [SEM] Glossary
[SEM] example 7, [SEM] example 8, nm1, [SEM] sem estimation options
[SEM] example 9, [SEM] example 10, noanchor, [SEM] sem model description options
[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
notation, [SEM] sem model description noestimate, [SEM] sem estimation options
options, [SEM] sem path notation extensions, nofootnote, [SEM] sem reporting options
[SEM] sem postestimation, [SEM] Glossary nofvlabel, [SEM] sem reporting options
missing values, [SEM] example 26 noheader, [SEM] sem reporting options
with constraints, [SEM] example 8 noivstart, [SEM] sem estimation options
sem option nomeans, [SEM] sem model description options
allmissing, [SEM] sem estimation options notable, [SEM] sem reporting options
baseopts(), [SEM] sem estimation options noxconditional, [SEM] sem estimation options,
coeflegend, [SEM] example 8, [SEM] sem option noxconditional
[SEM] example 16, [SEM] sem reporting reliability(), [SEM] intro 12,
options [SEM] example 24, [SEM] sem and gsem
constraints(), [SEM] sem and gsem option option reliability( ), [SEM] sem model
constraints( ), [SEM] sem model description description options
options satopts(), [SEM] sem estimation options
covariance(), [SEM] sem and gsem path select(), [SEM] sem option select( ), [SEM] sem
notation, [SEM] sem model description options, ssd options
[SEM] sem path notation extensions showginvariant, [SEM] sem reporting options
Subject index 249
sem option, continued set, continued

standardized, [SEM] sem reporting options cformat command, [R] set, [R] set cformat
variance(), [SEM] sem and gsem path notation, charset command, [P] smcl, [R] set
[SEM] sem model description options, checksum command, [D] checksum, [R] set
[SEM] sem path notation extensions coeftabresults command, [R] set
vce(), [SEM] intro 4, [SEM] intro 8, command, [R] query, [R] set
[SEM] intro 9, [SEM] sem estimation options, conren command, [R] set
[SEM] sem option method( ), [SEM] Glossary copycolor command, [G-2] set printcolor, [R] set
sem postestimation commands, [SEM] intro 7 dockable command, [R] set
semicolons, [M-2] semicolons dockingguides command, [R] set
semiparametric imputation method, see imputation, doublebuffer command, [R] set
predictive mean matching
dp command, [D] format, [R] set
semiparametric model, [ST] stcox, [ST] stcrreg,
emptycells command, [R] set, [R] set emptycells
[ST] Glossary
eolchar command, [R] set
semirobust standard errors, [XT] Glossary
fastscroll command, [R] set
sensitivity, [R] estat classification, [R] lroc, [R] lsens,
also see receiver operating characteristic analysis, floatwindows command, [R] set
analysis, [PSS] intro, [PSS] power, [PSS] power, fvlabel command, [R] set, [R] set showbaselevels
graph, [PSS] power, table, [PSS] power fvwrap command, [R] set, [R] set showbaselevels
onemean, [PSS] power twomeans, [PSS] power fvwrapon command, [R] set, [R] set
pairedmeans, [PSS] power oneproportion, showbaselevels
[PSS] power twoproportions, [PSS] power graphics command, [G-2] set graphics, [R] set
pairedproportions, [PSS] power onevariance, haverdir command, [D] import haver
[PSS] power twovariances, [PSS] power haverdir command, [R] set
onecorrelation, [PSS] power twocorrelations, httpproxy command, [R] netio, [R] set
[PSS] Glossary httpproxyauth command, [R] netio, [R] set
model, [R] regress postestimation, [R] rreg httpproxyhost command, [R] netio, [R] set
separate command, [D] separate httpproxyport command, [R] netio, [R] set
separating string variables into parts, [D] split httpproxypw command, [R] netio, [R] set
seq(), egen function, [D] egen httpproxyuser command, [R] netio, [R] set
sequential imputation, [MI] mi impute, [MI] mi impute include bitmap command, [R] set
chained, [MI] mi impute monotone level command, [R] level, [R] set
sequential limit theory, [XT] Glossary linegap command, [R] set
sequential regression multivariate imputation, see linesize command, [R] log, [R] set
imputation, multivariate, chained equations locksplitters command, [R] set
serial correlation, see autocorrelation logtype command, [R] log, [R] set
test, [TS] Glossary lstretch command, [R] set
serial independence test, [R] runtest matsize command, [R] matsize, [R] set
serrbar command, [R] serrbar maxdb command, [R] db, [R] set
serset, [P] serset maxiter command, [R] maximize, [R] set
clear command, [P] serset max memory command, [D] memory, [R] set
create command, [P] serset maxvar command, [D] memory, [R] set
create cspline command, [P] serset min memory command, [D] memory, [R] set
create xmedians command, [P] serset more command, [P] more, [R] more, [R] set
dir command, [P] serset niceness command, [D] memory, [R] set
drop command, [P] serset notifyuser command, [R] set
reset id command, [P] serset obs command, [D] obs, [R] set
set command, [P] serset odbcmgr command, [D] odbc, [R] set
sort command, [P] serset output command, [P] quietly, [R] set
summarize command, [P] serset pagesize command, [R] more, [R] set
use command, [P] serset pformat command, [R] set, [R] set cformat
sersetread, file subcommand, [P] serset pinnable command, [R] set
sersetwrite, file subcommand, [P] serset playsnd command, [R] set
session, recording, [R] log, [U] 15 Saving and printing print, graph subcommand, [G-2] graph set
output—log files
printcolor command, [G-2] set printcolor, [R] set
set
processors command, [R] set
adosize command, [P] sysdir, [R] set
reventries command, [R] set
autotabgraphs command, [R] set
revkeyboard command, [R] set
250 Subject index
set, continued set mataoptimize, mata subcommand, [M-3] mata

rmsg command, [P] rmsg, [R] set set, [R] set
scheme command, [G-2] set scheme, [G-4] schemes set matastrict, mata subcommand, [M-1] ado,
intro, [R] set [M-2] declarations, [M-3] mata set, [R] set
scrollbufsize command, [R] set set other, net subcommand, [R] net
searchdefault command, [R] search, [R] set setbreakintr() function, [M-5] setbreakintr( )
seed command, [R] set, [R] set seed set defaults command, [R] set defaults
segmentsize command, [D] memory, [R] set setmore() function, [M-5] more( )
sformat command, [R] set, [R] set cformat setmoreonexit() function, [M-5] more( )
showbaselevels command, [R] set, [R] set setting M , [MI] mi add, [MI] mi set
showbaselevels setting mi data, [MI] mi set
showemptycells command, [R] set, [R] set settings,
showbaselevels display, [R] set showbaselevels
showomitted command, [R] set, [R] set efficiency, [P] creturn
showbaselevels format, [R] set cformat
smoothfonts command, [R] set graphics, [P] creturn
timeout1 command, [R] netio, [R] set interface, [P] creturn
timeout2 command, [R] netio, [R] set memory, [P] creturn
trace command, [P] trace, [R] set network, [P] creturn
tracedepth command, [P] trace, [R] set output, [P] creturn
traceexpand command, [P] trace, [R] set program debugging, [P] creturn
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 Shapiro–Francia test for normality, [R] swilk
update query command, [R] set, [R] update Shapiro–Wilk test for normality, [R] swilk
varabbrev command, [R] set shared frailty, [ST] stcox, [ST] stcox postestimation,
varkeyboard command, [R] set [ST] stcurve, [ST] streg, [ST] streg
set, postestimation, [ST] Glossary
cluster subcommand, [MV] cluster programming shared object, [P] class, [P] plugin
utilities shell command, [D] shell
datasignature subcommand, [D] datasignature Shepard
file subcommand, [P] file diagram, [MV] mds postestimation plots,
graph subcommand, [G-2] graph set [MV] Glossary
irf subcommand, [TS] irf set plot, [MV] mds postestimation plots
mi subcommand, [MI] mi set shewhart command, [R] qc
putexcel subcommand, [P] putexcel 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
set ado, net subcommand, [R] net showginvariant
set adosize command, [U] 18.11 Ado-files shownrtolerance option, [R] maximize
set matacache, mata subcommand, [M-3] mata set, showomitted, set subcommand, [R] set, [R] set
[R] set showbaselevels
set matafavor, mata subcommand, [M-3] mata set, showstep option, [R] maximize
[M-5] favorspeed( ), [R] set showtolerance option, [R] maximize
set matalibs, mata subcommand, [M-3] mata set, SHR, see subhazard ratio
[R] set shwinters, tssmooth subcommand, [TS] tssmooth
set matalnum, mata subcommand, [M-3] mata set, shwinters
[R] set Šidák’s multiple-comparison adjustment, see multiple
set matamofirst, mata subcommand, [M-3] mata comparisons, Šidák’s method
set, [R] set sign() function, [D] functions, [M-5] sign( )
sign test, [PSS] power oneproportion, [PSS] Glossary
Subject index 251
signature of data, [D] checksum, [D] datasignature, simple random sample, [SVY] Glossary
[P] datasignature, [P] signestimationsample simulate prefix command, [R] simulate
signestimationsample command, simulation, [TS] forecast, [TS] forecast adjust,
[P] signestimationsample [TS] forecast clear, [TS] forecast coefvector,
significance level, [PSS] intro, [PSS] GUI, [TS] forecast create, [TS] forecast describe,
[PSS] power, [PSS] power, graph, [TS] forecast drop, [TS] forecast estimates,
[PSS] power, table, [PSS] power onemean, [TS] forecast exogenous, [TS] forecast
[PSS] power twomeans, [PSS] power identity, [TS] forecast list, [TS] forecast query,
pairedmeans, [PSS] power oneproportion, [TS] forecast solve, [U] 20.20 Dynamic forecasts
[PSS] power twoproportions, [PSS] power and simulations
pairedproportions, [PSS] power onevariance, Monte Carlo, [P] postfile, [R] permute,
[PSS] power twovariances, [PSS] power [R] simulate
onecorrelation, [PSS] power twocorrelations, simultaneous
[PSS] unbalanced designs, [PSS] Glossary, quantile regression, [R] qreg
[U] 20.7 Specifying the width of confidence systems, [R] reg3
intervals
sin() function, [D] functions, [M-5] sin( )
actual, [PSS] intro, [PSS] power oneproportion,
sine function, [D] functions
[PSS] power twoproportions, [PSS] Glossary
single-failure st data, see survival analysis
nominal, [PSS] intro, [PSS] power, [PSS] power,
graph, [PSS] power, table, [PSS] power single-imputation methods, [MI] intro substantive
onemean, [PSS] power twomeans, [PSS] power singlelinkage,
pairedmeans, [PSS] power oneproportion, cluster subcommand, [MV] cluster linkage
[PSS] power twoproportions, [PSS] power clustermat subcommand, [MV] cluster linkage
pairedproportions, [PSS] power onevariance, single-linkage clustering, [MV] cluster,
[PSS] power twovariances, [PSS] power [MV] clustermat, [MV] cluster linkage,
onecorrelation, [PSS] power twocorrelations, [MV] Glossary
[PSS] Glossary single-precision floating point number,
observed, see p-value [U] 12.2.2 Numeric storage types
signing digitally data, see datasignature command single-record st data, see survival analysis
signrank command, [R] signrank singleton strata, [SVY] estat, [SVY] variance
signtest command, [R] signrank estimation
signum function, [D] functions singleton-group data, [ST] stcox, [ST] Glossary
similarity, [MV] Glossary singular value decomposition, [M-5] svd( ),
matrices, [MV] matrix dissimilarity, [P] matrix [M-5] fullsvd( ), [MV] Glossary, [P] matrix svd
dissimilarity sinh() function, [D] functions, [M-5] sin( )
measures, [MV] cluster, [MV] cluster SIR, see standardized incidence ratio
programming utilities, [MV] matrix SITE directory, [P] sysdir, [U] 17.5 Where does Stata
dissimilarity, [MV] measure option, [P] matrix look for ado-files?
dissimilarity size, estat subcommand, [SVY] estat
Anderberg coefficient, [MV] measure option size of
angular, [MV] measure option all text and markers, [G-3] scale option
correlation, [MV] measure option graph, [G-3] region options
Dice coefficient, [MV] measure option changing, [G-2] graph display
Gower coefficient, [MV] measure option markers, [G-3] marker options
Hamann coefficient, [MV] measure option objects, [G-4] relativesize
Jaccard coefficient, [MV] measure option test, [PSS] Glossary
Kulczynski coefficient, [MV] measure option text, [G-3] textbox options
matching coefficient, [MV] measure option sizeof() function, [M-5] sizeof( )
Ochiai coefficient, [MV] measure option SJ, see Stata Journal and Stata Technical Bulletin
Pearson coefficient, [MV] measure option sj scheme, [G-4] scheme sj
Rogers and Tanimoto coefficient, sj, net subcommand, [R] net
[MV] measure option skew(), egen function, [D] egen
Russell and Rao coefficient, skewed logistic regression, [R] scobit, [SVY] svy
[MV] measure option estimation
Sneath and Sokal coefficient, skewness, [MV] mvtest normality, [R] ladder,
[MV] measure option [R] regress postestimation, [R] summarize,
Yule coefficient, [MV] measure option [TS] varnorm, [R] lnskew0, [R] lv,
simple asymmetric autoregressive conditional [R] pksumm, [R] sktest, [R] tabstat
heteroskedasticity, [TS] arch skip(#), display directive, [P] display
252 Subject index
sktest command, [R] sktest solveupper() function, [M-5] solvelower( )

sleep command, [P] sleep solveupper() function, [M-5] solvelower( )
slogit command, [R] slogit, [R] slogit postestimation sort command, [D] sort
S macros, [P] creturn, [P] macro sort option, [G-3] connect options
Small Stata, [R] limits, [U] 5 Flavors of Stata sort order, [D] describe, [P] byable, [P] macro,
smallestdouble() function, [D] functions, [P] sortpreserve
[M-5] mindouble( ) sort order for strings, [U] 13.2.3 Relational operators
smc, estat subcommand, [MV] factor postestimation, sort() function, [M-5] sort( )
[MV] pca postestimation sort() function, [M-5] sort( )
SMCL, see Stata Markup and Control Language sort, serset subcommand, [P] serset
.smcl file, [U] 11.6 Filenaming conventions sortedby macro extended function, [P] macro
smooth command, [R] smooth sortpreserve option, [P] sortpreserve
smooth treatment-effects matching, [TE] teffects soundex() function, [D] functions, [M-5] soundex( )
aipw, [TE] teffects ipw, [TE] teffects ipwra, soundex nara() function, [D] functions,
[TE] teffects ra, [TE] Glossary [M-5] soundex( )
smoothers, [TS] tssmooth, [TS] Glossary source code, [M-1] how, [M-1] source, [M-6] Glossary
double exponential, [TS] tssmooth dexponential view, [P] viewsource
exponential, [TS] tssmooth exponential Spearman–Brown prophecy formula, [MV] alpha
Holt–Winters, spearman command, [R] spearman
nonseasonal, [TS] tssmooth hwinters Spearman’s rho, [R] spearman
seasonal, [TS] tssmooth shwinters specialized graphs, [G-2] graph other
moving average, [TS] tssmooth ma specification test, [R] gmm postestimation,
nonlinear, [TS] tssmooth nl [R] hausman, [R] ivpoisson postestimation,
smoothfonts, set subcommand, [R] set [R] ivregress postestimation, [R] linktest,
smoothing, [G-2] graph twoway lpoly, [R] lpoly, [R] lnskew0, [R] regress postestimation,
[R] smooth [R] suest, [ST] stcox, [ST] stcox PH-assumption
graphs, [G-2] graph other, [R] kdensity, [R] lowess tests, [ST] stcox postestimation, [ST] stsplit,
SMR, see standardized mortality ratio [XT] xtreg postestimation
snapshot, [D] snapshot specificity, [MV] factor, [R] estat classification,
snapshot [R] lroc, [R] lsens, also see receiver operating
characteristic analysis
erase command, [D] snapshot
spectral
label command, [D] snapshot
analysis, [TS] Glossary
list command, [D] snapshot
density, [TS] psdensity, [TS] Glossary
restore command, [D] snapshot
distribution, [TS] cumsp, [TS] pergram,
save command, [D] snapshot
[TS] psdensity, [TS] Glossary
snapshot data, [ST] snapspan, [ST] stset,
distribution plots, cumulative, [G-2] graph other
[ST] Glossary
spectrum, [TS] psdensity, [TS] Glossary
snapspan command, [ST] snapspan
spell data, [ST] Glossary
Sneath and Sokel coefficient similarity measure,
[MV] measure option spherical covariance, [MV] mvtest covariances
soft missing value, [MI] mi impute, [MI] Glossary sphericity, [MV] Glossary
solve AX=B, [M-4] solvers, [M-5] cholsolve( ), Spiegelhalter’s Z statistic, [R] brier
[M-5] lusolve( ), [M-5] qrsolve( ), spike plot, [R] spikeplot
[M-5] solve tol( ), [M-5] solvelower( ), spike, graph twoway subcommand, [G-2] graph
[M-5] svsolve( ) twoway spike
solve, forecast subcommand, [TS] forecast solve spikeplot command, [R] spikeplot
solvelower() function, [M-5] solvelower( ) spline3() function, [M-5] spline3( )
solvelower() function, [M-5] solvelower( ) spline3eval() function, [M-5] spline3( )
solvenl dump() function, [M-5] solvenl( ) splines
solvenl init() function, [M-5] solvenl( ) linear, [R] mkspline
solvenl init *() functions, [M-5] solvenl( ) restricted cubic, [R] mkspline
solvenl result *() functions, [M-5] solvenl( ) split command, [D] split
solvenl solve() function, [M-5] solvenl( ) split-plot designs, [MV] manova, [R] anova
solvenl solve() function, [M-5] solvenl( ) splitting time-span records, [ST] stsplit
solve tol() function, [M-5] solve tol( ) S-Plus, reading data from, [U] 21.4 Transfer programs
solvetolerance, [M-5] solve tol( ) spread, [R] lv
Subject index 253
spreadsheets, transferring sspace command, [TS] sspace, [TS] sspace

from Stata, [D] edit, [D] export, [D] import postestimation
delimited, [D] import excel, [D] import SSU, see secondary sampling unit
haver, [D] odbc, [D] outfile, [D] xmlsave, st command, [ST] stset
[U] 21.4 Transfer programs st commands for mi data, [MI] mi stsplit, [MI] mi
into Stata, [D] edit, [D] import, [D] import XXXset
delimited, [D] import excel, [D] import haver, st ct, [ST] st is
[D] infile (fixed format), [D] infile (free format), st data, [ST] st, [ST] Glossary
[D] odbc, [D] xmlsave, [U] 21 Entering and st addobs() function, [M-5] st addobs( )
importing data, [U] 21.4 Transfer programs
st addobs() function, [M-5] st addobs( )
sprintf() function, [M-5] printf( )
st addvar() function, [M-5] st addvar( )
SPSS dates, [D] datetime
st addvar() function, [M-5] st addvar( )
SPSS, reading data from, [U] 21.4 Transfer programs
st data() function, [M-5] st data( )
SQL, [D] odbc
st data() function, [M-5] st data( )
sqlfile(), odbc subcommand, [D] odbc
st dir() function, [M-5] st dir( )
sqreg command, [R] qreg, [R] qreg postestimation
st dropobsif() function, [M-5] st dropvar( )
sqrt() function, [D] functions, [M-5] sqrt( )
st dropobsin() function, [M-5] st dropvar( )
square
st dropvar() function, [M-5] st dropvar( )
matrix, [M-6] Glossary
st eclear() function, [M-5] st rclear( )
root, [M-5] sqrt( ), [M-5] cholesky( )
st global() function, [M-5] st global( )
root function, [D] functions
st global hcat() function, [M-5] st global( )
squared multiple correlation, [MV] factor
st is 2, [ST] st is
postestimation, [SEM] methods and formulas
for sem st isfmt() function, [M-5] st isfmt( )
sreturn st islmname() function, [M-5] st isname( )
clear command, [P] return st isname() function, [M-5] st isname( )
list command, [P] return, [R] stored results st isnumfmt() function, [M-5] st isfmt( )
local command, [P] return st isnumvar() function, [M-5] st vartype( )
SRMI, see imputation, multivariate, chained equations st isstrfmt() function, [M-5] st isfmt( )
SRMR, see standardized, root mean squared residual st isstrvar() function, [M-5] st vartype( )
SRS, see simple random sample st keepobsif() function, [M-5] st dropvar( )
ss() function, [D] datetime, [D] functions, st keepobsin() function, [M-5] st dropvar( )
[M-5] date( ) st keepvar() function, [M-5] st dropvar( )
ssc st local() function, [M-5] st local( )
copy command, [R] ssc st macroexpand() function,
describe command, [R] ssc [M-5] st macroexpand( )
hot command, [R] ssc st macroexpand() function,
[M-5] st macroexpand( )
install command, [R] ssc
st matrix() function, [M-5] st matrix( )
new command, [R] ssc
st matrix hcat() function, [M-5] st matrix( )
type command, [R] ssc
st matrixcolstripe() function, [M-5] st matrix( )
uninstall command, [R] ssc
st matrixrowstripe() function, [M-5] st matrix( )
SSC archive, see Statistical Software Components
archive st, mi subcommand, [MI] mi XXXset
ssC() function, [D] datetime, [D] functions, st nobs() function, [M-5] st nvar( )
[M-5] date( ) st numscalar() function, [M-5] st numscalar( )
SSCP matrix, [MV] Glossary st numscalar hcat() function,
ssd [M-5] st numscalar( )
addgroup command, [SEM] ssd st nvar() function, [M-5] st nvar( )
build command, [SEM] ssd st rclear() function, [M-5] st rclear( )
describe command, [SEM] ssd st replacematrix() function, [M-5] st matrix( )
init command, [SEM] ssd st sclear() function, [M-5] st rclear( )
list command, [SEM] ssd st sdata() function, [M-5] st data( )
repair command, [SEM] ssd st sdata() function, [M-5] st data( )
set command, [SEM] ssd st select() function, [M-5] select( )
status command, [SEM] ssd st show, [ST] st is
unaddgroup command, [SEM] ssd st sstore() function, [M-5] st store( )
SSD, see summary statistics data st sstore() function, [M-5] st store( )
st store() function, [M-5] st store( )
254 Subject index
st store() function, [M-5] st store( ) standard deviations, continued

st strscalar() function, [M-5] st numscalar( ) testing equality of, [R] sdtest
st subview() function, [M-5] st subview( ) two-sample, [PSS] intro, [PSS] power, [PSS] power
st sview() function, [M-5] st view( ) twovariances
st tempfilename() function, [M-5] st tempname( ) standard error bar charts, [G-2] graph other
st tempname() function, [M-5] st tempname( ) standard errors, see gsem option vce(), see sem option
st tsrevar() function, [M-5] st tsrevar( ) vce()
st tsrevar() function, [M-5] st tsrevar( ) accessing, [P] matrix get, [U] 13.5 Accessing
st updata() function, [M-5] st updata( ) coefficients and standard errors
st varformat() function, [M-5] st varformat( ) balanced repeated replication, see balanced repeated
st varindex() function, [M-5] st varindex( ) replication standard errors
st varindex() function, [M-5] st varindex( ) bootstrap, see bootstrap standard errors
st varlabel() function, [M-5] st varformat( ) for general predictions, [R] predictnl
st varname() function, [M-5] st varname( ) forecast, [R] predict, [R] regress postestimation
st varrename() function, [M-5] st varrename( ) jackknife, see jackknife standard errors
st vartype() function, [M-5] st vartype( ) mean, [R] ci, [R] mean
st varvaluelabel() function, [M-5] st varformat( ) panel-corrected, see panel-corrected standard error
st view() function, [M-5] st view( ) prediction, [R] glm, [R] predict, [R] regress
postestimation
st viewobs() function, [M-5] st viewvars( )
residuals, [R] predict, [R] regress postestimation
st viewvars() function, [M-5] st viewvars( )
robust, see robust, Abadie–Imbens standard errors,
st vldrop() function, [M-5] st vlexists( )
see robust, Huber/White/sandwich estimator of
st vlexists() function, [M-5] st vlexists( ) variance
st vlload() function, [M-5] st vlexists( ) semirobust, see semirobust standard errors
st vlmap() function, [M-5] st vlexists( ) successive difference replication, see successive
st vlmodify() function, [M-5] st vlexists( ) difference replication standard errors
st vlsearch() function, [M-5] st vlexists( ) standard linear SEM, [SEM] Glossary
stability, [TS] var intro, [TS] var, [TS] var svar, standard strata, see direct standardization
[TS] vecstable standard weights, see direct standardization
after VAR or SVAR, [TS] varstable standardized
after VEC, [TS] vec intro, [TS] vec coefficients, [SEM] example 3, [SEM] example 6,
of nonrecursive models, see nonrecursive model, [SEM] Glossary, also see standardized
stability of parameters
stable unit treatment value assumption, [TE] teffects covariance, [SEM] Glossary
intro advanced covariance residual, [SEM] methods and formulas
stable, estat subcommand, [SEM] estat stable for sem
stack command, [D] stack data, [MV] Glossary
stacked variables, [MV] Glossary difference, [PSS] intro, [PSS] power, [PSS] power
stacking data, [D] stack onemean, [PSS] power twomeans, [PSS] power
stacking variables, [MV] Glossary pairedmeans
stairstep, connecting points with, [G-4] connectstyle incidence ratio, [R] dstdize
standard deviations, [PSS] intro, [PSS] power, margins, [R] margins
[PSS] power onevariance, [PSS] power mean residual, [SEM] methods and formulas for
twovariances sem
control-group, [PSS] intro, [PSS] power, means, [R] mean
[PSS] power twovariances mortality ratio, [R] dstdize, [ST] epitab,
creating [ST] stptime, [ST] Glossary
dataset of, [D] collapse option, [SEM] example 11
variable containing, [D] egen parameters, [SEM] estat stdize, [SEM] methods and
displaying, [R] lv, [R] summarize, [R] table, formulas for sem
[R] tabstat, [R] tabulate, summarize(), proportions, [R] proportion
[XT] xtsum rates, [R] dstdize, [ST] epitab
experimental-group, [PSS] intro, [PSS] power, ratios, [R] ratio
[PSS] power twovariances residuals, [R] binreg postestimation, [R] glm
independent, see standard deviations, two-sample postestimation, [R] logistic postestimation,
one-sample, [PSS] intro, [PSS] power, [PSS] power [R] logit postestimation, [R] predict, [R] regress
onevariance postestimation, [SEM] estat residuals,
subpopulations, see subpopulation, standard [SEM] methods and formulas for sem,
deviations of [SEM] Glossary
Subject index 255
standardized, continued Stata, continued

root mean squared residual, [SEM] estat s-class results, [M-5] st global( ), [M-5] st dir( ),
ggof, [SEM] estat gof, [SEM] example 4, [M-5] st rclear( )
[SEM] example 21, [SEM] methods and Small, see Small Stata
formulas for sem Stata/IC, see Stata/IC
standardized option, see sem option standardized Stata/MP, see Stata/MP
standardized, variables, [D] egen Stata/SE, see Stata/SE
start() option, [G-2] graph twoway histogram supplementary material, [U] 3 Resources for
startgrid() option, see gsem option startgrid() learning and using Stata
starting values, [SEM] intro 12, [SEM] sem and gsem support, [U] 3 Resources for learning and using
option from( ), [SEM] sem and gsem path Stata
notation, [SEM] sem path notation extensions, temporary
[SEM] Glossary filenames, [M-5] st tempname( )
startvalues() option, see gsem option names, [M-5] st tempname( )
startvalues() time-series–operated variable, [M-5] st tsrevar( ),
Stata [M-6] Glossary
Blog, [U] 3.2.3 The Stata Blog—Not Elsewhere training, [U] 3.7 Conferences and training
Classified updates, see updates to Stata
c-class results, [M-5] st global( ) users group meeting, [U] 3.7.1 Conferences and
characteristic, [M-5] st global( ), [M-5] st dir( ) users group meetings
conference, [U] 3.7.1 Conferences and users group value labels, [M-5] st varformat( ),
meetings [M-5] st vlexists( )
description, [U] 2 A brief description of Stata variable
documentation, [U] 1 Read this — it will help formats, [M-5] st varformat( )
e-class results, [M-5] st global( ), [M-5] st dir( ), labels, [M-5] st varformat( )
[M-5] st rclear( ) website, [U] 3.2.1 The Stata website
error message, [M-5] error( ) (www.stata.com)
example datasets, [U] 1.2.2 Example datasets YouTube Channel, [U] 3.2.2 The Stata YouTube
execute command, [M-3] mata stata, [M-5] stata( ) Channel
exiting, see exit command Stata,
for Mac, see Mac data file format, technical description, [P] file
for Unix, see Unix formats .dta
for Windows, see Windows 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 Journal, [G-4] scheme sj
listserver, [U] 3.4 The Stata listserver Stata Journal and Stata Technical Bulletin, [U] 3.5 The
logo, [G-2] graph print, [G-3] pr options Stata Journal
macro, [M-5] st global( ), [M-5] st local( ), installation of, [R] net, [R] sj, [U] 17.6 How do I
[M-5] st dir( ) install an addition?
Markup and Control Language, [M-5] display( ), keyword search of, [R] search, [U] 4 Stata’s help
[M-5] printf( ), [M-5] errprintf( ), [G-4] text, and search facilities
[P] smcl Stata News, [U] 3 Resources for learning and using
matrix, [M-5] st matrix( ), [M-5] st dir( ), Stata
[M-6] Glossary Stata Technical Bulletin Reprints, [U] 3.5 The Stata
NetCourseNow, [U] 3.7.2 NetCourses Journal
NetCourses, [U] 3.7.2 NetCourses stata() function, [M-5] stata( )
on Facebook, [U] 3.2.4 Stata on Twitter and stata() function, [M-5] stata( )
Facebook stata, mata subcommand, [M-3] mata stata
on Twitter, [U] 3.2.4 Stata on Twitter and Stata/IC, [R] limits, [U] 5 Flavors of Stata
Facebook Stata/MP, [R] limits, [U] 5 Flavors of Stata
op.varname, see Stata, time-series–operated variable Stata/SE, [R] limits, [U] 5 Flavors of Stata
platforms, [U] 5.1 Platforms stata.key file, [R] search
Press, [U] 3.3 Stata Press Statalist, [U] 3.4 The Stata listserver
r-class results, [M-5] st global( ), [M-5] st dir( ), statasetversion() function, [M-5] stataversion( )
[M-5] st rclear( ) stataversion() function, [M-5] stataversion( )
scalar, [M-5] st numscalar( ), [M-5] st dir( )
256 Subject index
state-space model, [TS] sspace, [TS] sspace stir command, [ST] stir
postestimation, [TS] Glossary, also see stjoin command, [ST] stsplit
autoregressive integrated moving-average model, stjoin for mi data, [MI] mi stsplit
also see dynamic factor model stjoin, mi subcommand, [MI] mi stsplit
static, [M-2] class stmc command, [ST] strate
static forecast, [TS] forecast, [TS] forecast adjust, stmh command, [ST] strate
[TS] forecast clear, [TS] forecast coefvector, stochastic
[TS] forecast create, [TS] forecast describe,
equation, [TS] Glossary
[TS] forecast drop, [TS] forecast estimates,
[TS] forecast exogenous, [TS] forecast frontier model, [R] frontier, [U] 26.14 Stochastic
identity, [TS] forecast list, [TS] forecast query, frontier models, [XT] xtfrontier
[TS] forecast solve, [TS] Glossary trend, [TS] tsfilter, [TS] ucm, [TS] Glossary
stationary time series, [TS] dfgls, [TS] dfuller, stop,
[TS] pperron, [TS] var intro, [TS] var, [TS] vec cluster subcommand, [MV] cluster stop
intro, [TS] vec clustermat subcommand, [MV] cluster stop
statistical stopbox, window subcommand, [P] window
density functions, [M-5] normal( ) programming, [P] window stopbox
distribution functions, [M-5] normal( ) stopping command execution, [U] 10 Keyboard use
inference, hypothesis testing, see hypothesis test stopping rules, [MV] Glossary
Statistical Software Components archive, [R] ssc adding, [MV] cluster programming subroutines
stats, estimates subcommand, [R] estimates stats Caliński and Harabasz index, [MV] cluster,
statsby prefix command, [D] statsby [MV] cluster stop
Stat/Transfer, [U] 21.4 Transfer programs 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,
[D] describe, [D] encode, [D] format,
stbase command, [ST] stbase
[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 estimation results, [P] ereturn
stci command, [ST] stci
store, estimates subcommand, [R] estimates store
stcox command, [ST] stcox, [ST] stcox PH-
stored results, [P] return, [P] return, [R] stored
assumption tests, [ST] stcox postestimation,
results, [SEM] intro 7, [U] 18.8 Accessing
[ST] stcurve
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 hidden or historical, [M-5] st global( ),
stcurve command, [ST] stcurve [M-5] st matrix( ), [M-5] st numscalar( )
std(), egen function, [D] egen storing and restoring estimation results, [R] estimates
stdescribe command, [ST] stdescribe store
stdize, estat subcommand, [SEM] estat stdize storing results, [P] ereturn, [P] postfile, [P] return
steady-state equilibrium, [TS] Glossary stphplot command, [ST] stcox PH-assumption tests
steepest descent (ascent), [M-5] moptimize( ), stpower
[M-5] optimize( ) cox command, [ST] stpower, [ST] stpower cox
stem command, [R] stem exponential command, [ST] stpower,
stem-and-leaf displays, [R] stem [ST] stpower exponential
stepwise estimation, [R] stepwise logrank command, [ST] stpower, [ST] stpower
stepwise prefix command, [R] stepwise logrank
.ster file, [MI] mi estimate, [MI] mi estimate .stpr file, [U] 11.6 Filenaming conventions
using, [MI] mi predict, [U] 11.6 Filenaming stptime command, [ST] stptime
conventions .stptrace file, [U] 11.6 Filenaming conventions
stereotype logistic regression, [R] slogit, [SVY] svy str#, [D] data types, [U] 12.4 Strings
estimation strata with one sampling unit, [SVY] variance
stfill command, [ST] stfill estimation
stgen command, [ST] stgen strata, estat subcommand, [SVY] estat
.sthlp file, [U] 4 Stata’s help and search strate command, [ST] strate
facilities, [U] 11.6 Filenaming conventions,
[U] 18.11.6 Writing system help
Subject index 257
stratification, [ST] epitab, [ST] stcox, [ST] stcox string, [M-2] declarations, [M-6] Glossary
PH-assumption tests, [ST] stir, [ST] strate, string to real, convert, [M-5] strtoreal( )
[ST] streg, [ST] sts, [ST] sts generate, [ST] sts string() function, [D] functions
graph, [ST] sts list, [ST] sts test, [ST] stsplit, stritrim() function, [M-5] strtrim( )
also see stratified sampling strL, [D] data types, [U] 12.4 Strings
stratified displaying, [U] 12.4.12 How to see the full contents
graphs, [R] dotplot of a strL or a str# variable
model, [ST] stcox, [ST] streg, [ST] Glossary strlen() function, [D] functions, [M-5] strlen( )
models, [R] asclogit, [R] asmprobit, [R] asroprobit, strlower() function, [D] functions, [M-5] strupper( )
[R] clogit, [R] exlogistic, [R] expoisson, strltrim() function, [D] functions, [M-5] strtrim( )
[R] rocreg, [R] rologit
strmatch() function, [D] functions, [M-5] strmatch( )
resampling, [R] bootstrap, [R] bsample, [R] bstat,
strofreal() function, [D] functions,
[R] permute
[M-5] strofreal( )
standardization, [R] dstdize
strongly balanced, [XT] Glossary
sampling, [SVY] survey, [SVY] svydescribe,
strpos() function, [D] functions, [M-5] strpos( )
[SVY] svyset, [SVY] Glossary
strproper() function, [D] functions,
summary statistics, [R] mean, [R] proportion,
[M-5] strupper( )
[R] ratio, [R] total
strreverse() function, [D] functions,
tables, [ST] epitab
[M-5] strreverse( )
test, [ST] stcox PH-assumption tests, [ST] sts test,
strrtrim() function, [D] functions, [M-5] strtrim( )
[ST] Glossary
strtoname() function, [D] functions,
stratum collapse, [SVY] svydescribe
[M-5] strtoname( )
strcat() function, [D] functions
strtoreal() function, [M-5] strtoreal( )
strdup() function, [D] functions, [M-5] strdup( )
strtoreal() function, [M-5] strtoreal( )
stream I/O versus record I/O, [U] 21 Entering and
strtrim() function, [D] functions, [M-5] strtrim( )
importing data
struct, [M-2] struct
streg command, [ST] stcurve, [ST] streg, [ST] streg
postestimation structural equation modeling, [MV] intro,
[SEM] methods and formulas for gsem,
streset command, [ST] stset
[SEM] methods and formulas for sem,
streset command for mi data, [MI] mi XXXset [SEM] Glossary, [SVY] svy estimation,
streset, mi subcommand, [MI] mi XXXset [U] 26.4 Structural equation modeling (SEM)
stress, [MV] mds postestimation, [MV] Glossary structural model, [SEM] intro 5, [SEM] example 7,
stress, estat subcommand, [MV] mds [SEM] example 9, [SEM] example 32g,
postestimation [SEM] Glossary, [TS] Glossary
strict stationarity, [TS] Glossary structural time-series model, [TS] psdensity,
string [TS] sspace, [TS] ucm, [TS] Glossary
concatenation, [M-5] invtokens( ) structural vector autoregressive
duplication, [M-5] strdup( ) model, [TS] var intro, [TS] var svar, [TS] Glossary
functions, [D] functions, [M-4] string, postestimation, [R] regress postestimation time
[U] 12.4 Strings, [U] 23 Working with strings series, [TS] fcast compute, [TS] fcast graph,
pattern matching, [M-5] strmatch( ) [TS] irf, [TS] irf create, [TS] var svar
variables, [D] data types, [D] infile (free format), postestimation, [TS] vargranger, [TS] varlmar,
[U] 12.4 Strings, [U] 23 Working with strings [TS] varnorm, [TS] varsoc, [TS] varstable,
converting to numbers, [D] functions [TS] varwle
encoding, [D] encode structure, [MV] Glossary
exporting, [D] export structure, estat subcommand, [MV] discrim lda
formatting, [D] format postestimation, [MV] factor postestimation
importing, [D] import structured, [SEM] Glossary
inputting, [D] edit, [D] input, [U] 21 Entering structured (correlation or covariance), [SEM] Glossary
and importing data structures, [M-2] struct, [M-5] liststruct( ),
long, [U] 12.4.12 How to see the full contents of [M-6] Glossary
a strL or a str# variable, also see strL strupper() function, [D] functions, [M-5] strupper( )
making from value labels, [D] encode sts command, [ST] sts, [ST] sts generate, [ST] sts
mapping to numbers, [D] destring, [D] encode, graph, [ST] sts list, [ST] sts test
[D] label, also see real() function sts generate command, [ST] sts, [ST] sts generate
parsing, [P] gettoken, [P] tokenize sts graph command, [ST] sts, [ST] sts graph
sort order, [U] 13.2.3 Relational operators sts list command, [ST] sts, [ST] sts list
splitting into parts, [D] split sts test command, [ST] sts, [ST] sts test
258 Subject index
.stsem file, [U] 11.6 Filenaming conventions style, continued

stset command, [ST] stset grid lines, [G-4] gridstyle
stset command for mi data, [MI] mi XXXset legends, [G-4] legendstyle
stset, mi subcommand, [MI] mi XXXset lines, [G-4] linepatternstyle, [G-4] linestyle,
stsplit command, [ST] stsplit [G-4] linewidthstyle
stsplit for mi data, [MI] mi stsplit lists, [G-4] stylelists
stsplit, mi subcommand, [MI] mi stsplit margins, [G-4] marginstyle
stsum command, [ST] stsum marker labels, [G-4] markerlabelstyle,
sttocc command, [ST] sttocc [G-4] markersizestyle, [G-4] markerstyle
sttoct command, [ST] sttoct markers, [G-4] symbolstyle
Stuart–Maxwell test statistic, [R] symmetry plot, [G-4] pstyle
Student–Newman–Keuls’ multiple-comparison text, [G-4] textsizestyle, [G-4] textstyle
adjustment, see multiple comparisons, Student– text display angle, [G-4] anglestyle
Newman–Keuls’ method text justification, [G-4] justificationstyle
Studentized residuals, [R] predict, [R] regress textboxes, [G-4] orientationstyle,
postestimation [G-4] textboxstyle
Studentized-range multiple-comparison adjustment, see vertical alignment of text, [G-4] alignmentstyle
multiple comparisons, Tukey’s method style,
Student’s t, also see t distribution flong, see flong
density, flongsep, see flongsep
central, [D] functions mlong, see mlong
noncentral, [D] functions wide, see wide
distribution, style, [MI] mi convert, [MI] styles, [MI] Glossary
cumulative, [D] functions stylelist, [G-4] stylelists
cumulative noncentral, [D] functions subclass, [M-2] class
inverse cumulative, [D] functions subdirectories, [U] 11.6 Filenaming conventions
inverse cumulative noncentral, [D] functions subhazard, [ST] Glossary, also see cumulative
inverse reverse cumulative, [D] functions subhazard function
reverse cumulative, [D] functions subhazard ratio, [R] eform option, [R] lincom,
study, [ST] Glossary, also see cumulative subhazard
case–control, see case–control study function
cohort, see cohort study subinertia, estat subcommand, [MV] mca
controlled clinical trial, see controlled clinical trial postestimation
study subinstr macro extended function, [P] macro
cross-sectional, see cross-sectional study subinstr() function, [D] functions, [M-5] subinstr( )
experimental, see experimental study subinword() function, [D] functions,
follow-up, see cohort study [M-5] subinstr( )
matched, see matched study sublowertriangle() function,
observational, see observational study [M-5] sublowertriangle( )
one-sample, see one-sample study sublowertriangle() function,
[M-5] sublowertriangle( )
paired, see paired study
subpopulation
prospective, see prospective study
differences, [SVY] survey, [SVY] svy
randomized controlled trial, see randomized
postestimation
controlled trial study
estimation, [SVY] subpopulation estimation,
retrospective, see retrospective study
[SVY] svy estimation, [SVY] Glossary
two-sample, see two-sample study
means, [SVY] svy estimation
study design, [PSS] intro
proportions, [SVY] svy estimation,
stvary command, [ST] stvary [SVY] svy: tabulate oneway,
style [SVY] svy: tabulate twoway
added line, [G-4] addedlinestyle ratios, [SVY] svy estimation, [SVY] svy: tabulate
area, [G-4] areastyle oneway, [SVY] svy: tabulate twoway
axis, [G-4] tickstyle standard deviations of, [SVY] estat
by-graphs, [G-4] bystyle totals, [SVY] svy estimation, [SVY] svy: tabulate
clock position, [G-4] clockposstyle oneway, [SVY] svy: tabulate twoway
color, [G-4] colorstyle subroutines, adding, [MV] cluster programming
compass direction, [G-4] compassdirstyle utilities
connect points, [G-4] connectstyle subscripting matrices, [P] matrix define
Subject index 259
subscripts, [G-4] text, [M-2] subscripts, .superclass built-in class function, [P] class
[M-6] Glossary superscripts, [G-4] text
subscripts in expressions, [U] 13.7 Explicit super-varying variables, [MI] mi varying,
subscripting [MI] Glossary
substantive constraints, see constraints supplementary rows or columns, [MV] ca,
substr() function, [M-5] substr( ) [MV] Glossary
substr() function, [D] functions, [M-5] substr( ) supplementary variables, [MV] mca, [MV] Glossary
substring function, [D] functions support of Stata, [U] 3 Resources for learning and
subtitle() option, [G-3] title options using Stata
subtraction operator, see arithmetic operators suppressing graphs, [G-3] nodraw option
success–failure proportion, [PSS] power suppressing terminal output, [P] quietly
pairedproportions, [PSS] Glossary SUR, see seemingly unrelated regression
successive difference replication, [SVY] sdr options, sureg command, [R] sureg, [R] sureg postestimation,
[SVY] svy sdr, [SVY] variance estimation, [SEM] intro 5, [SEM] example 12
[SVY] Glossary survey
successive difference replication standard errors, data, [MI] intro substantive, [MI] mi
[SVY] svy sdr, [SVY] variance estimation estimate, [SEM] intro 10, [SVY] survey,
suest command, [R] suest, [SVY] svy postestimation [SVY] svydescribe, [SVY] svyset,
.sum file, [U] 11.6 Filenaming conventions [SVY] Glossary, [U] 26.24 Survey data
sum of vector, [M-5] runningsum( ) design, [SVY] Glossary
sum() function, [D] functions, [M-5] sum( ) postestimation, [SVY] svy postestimation
summarize, prefix command, [SVY] svy
estat subcommand, [R] estat, [R] estat summarize sampling, [SVY] survey, [SVY] svydescribe,
misstable subcommand, [R] misstable [SVY] svyset also see cluster sampling
summarize command, [D] format, [R] summarize, survival analysis, [G-2] graph other, [R] intreg,
[R] tabulate, summarize() [R] logistic, [R] poisson, [ST] survival analysis,
summarize, estat subcommand, [MV] ca [ST] ct, [ST] ctset, [ST] cttost, [ST] discrete,
postestimation, [MV] discrim estat, [ST] ltable, [ST] snapspan, [ST] st, [ST] st is,
[MV] discrim knn postestimation, [ST] stcox, [ST] stcox PH-assumption tests,
[MV] discrim lda postestimation, [MV] discrim [ST] stcox postestimation, [ST] stcrreg,
logistic postestimation, [MV] discrim qda [ST] stcrreg postestimation, [ST] stcurve,
postestimation, [MV] factor postestimation, [ST] stdescribe, [ST] stfill, [ST] stgen, [ST] stir,
[MV] mca postestimation, [MV] mds [ST] stpower cox, [ST] stpower exponential,
postestimation, [MV] pca postestimation, [ST] stpower logrank, [ST] stptime, [ST] strate,
[MV] procrustes postestimation, [SEM] estat [ST] streg, [ST] streg postestimation, [ST] sts,
summarize [ST] sts generate, [ST] sts list, [ST] sts test,
summarize, serset subcommand, [P] serset [ST] stset, [ST] stsplit, [ST] stsum, [ST] sttocc,
[ST] sttoct, [ST] stvary, [SVY] svy estimation,
summarizing data, [D] codebook, [D] inspect,
[U] 26.20 Survival-time (failure-time) models
[R] summarize, [R] tabstat, [SVY] svy: tabulate
twoway, [XT] xtsum, [R] lv, [R] table, survival clinical trial, [ST] stpower
[R] tabulate oneway, [R] tabulate twoway, survival data, [MI] mi estimate, [MI] mi predict
[R] tabulate, summarize() survival models, [SVY] svy estimation
summary statistics, [SEM] estat summarize, see survival-time data, see survival analysis
descriptive statistics survivor function, [G-2] graph other, [ST] sts,
summary statistics data, [SEM] intro 11, [ST] sts generate, [ST] sts list, [ST] sts test,
[SEM] example 2, [SEM] example 19, [ST] Glossary
[SEM] example 25, [SEM] sem option graph of, [ST] stcurve, [ST] sts graph
select( ), [SEM] sem ssd options, [SEM] ssd, SUTVA, see stable unit treatment value assumption
[SEM] Glossary SVAR, see structural vector autoregressive
summary variables, generating, [MV] cluster generate svar command, [TS] var svar, [TS] var svar
summative (Likert) scales, [MV] alpha postestimation
sums, SVD, see singular value decomposition
creating dataset containing, [D] collapse svd() function, [M-5] svd( )
over observations, [D] egen, [D] functions, svd() function, [M-5] svd( )
[R] summarize svd, matrix subcommand, [P] matrix svd
over variables, [D] egen svd la() function, [M-5] svd( ), [M-5] fullsvd( )
sunflower command, [R] sunflower svdsv() function, [M-5] svd( )
sunflower plots, [R] sunflower svdsv() function, [M-5] svd( )
Super, class prefix operator, [P] class svmat command, [P] matrix mkmat
260 Subject index
svsolve() function, [M-5] svsolve( ) svy jackknife prefix command, [SVY] svy jackknife
svsolve() function, [M-5] svsolve( ) svy prefix command, [SVY] svy
svy: biprobit command, [SVY] svy estimation svy sdr prefix command, [SVY] svy sdr
svy: clogit command, [SVY] svy estimation svydescribe command, [SVY] survey,
svy: cloglog command, [SVY] svy estimation [SVY] svydescribe
svy: cnsreg command, [SVY] svy estimation svymarkout command, [P] mark, [SVY] svymarkout
svy: etregress command, [SVY] svy estimation svyset command, [SVY] survey, [SVY] svyset
svy: glm command, [SVY] svy estimation svyset command for mi data, [MI] mi XXXset
svy: gnbreg command, [SVY] svy estimation svyset, estat subcommand, [SVY] estat
svy: heckman command, [SVY] svy estimation svyset, mi subcommand, [MI] mi XXXset
svy: heckoprobit command, [SVY] svy estimation swap() function, [M-5] swap( )
svy: heckprobit command, [SVY] svy estimation sweep() function, [D] functions, [P] matrix define
svy: hetprobit command, [SVY] svy estimation swilk command, [R] swilk
svy: intreg command, [SVY] svy estimation switching styles, [MI] mi convert
svy: ivprobit command, [SVY] svy estimation Sybase, reading data from, [U] 21.4 Transfer programs
svy: ivregress command, [SVY] svy estimation symbolic forms, [R] anova
svy: ivtobit command, [SVY] svy estimation symbolpalette, palette subcommand, [G-2] palette
svy: logistic command, [SVY] svy estimation, symbols, [G-4] text, also see markers
[SVY] svy postestimation symbolstyle, [G-4] symbolstyle
svy: logit command, [SVY] svy estimation symeigen, matrix subcommand, [P] matrix symeigen
svy: mean command, [SVY] survey, [SVY] estat, symeigen la() function, [M-5] eigensystem( )
[SVY] poststratification, [SVY] subpopulation symeigensystem() function, [M-5] eigensystem( )
estimation, [SVY] svy, [SVY] svy estimation, symeigensystem() function, [M-5] eigensystem( )
[SVY] svy postestimation, [SVY] svydescribe, symeigensystemselect*() functions,
[SVY] svyset [M-5] eigensystemselect( )
svy: mlogit command, [SVY] svy estimation symeigensystemselect*() functions,
svy: mprobit command, [SVY] svy estimation [M-5] eigensystemselect( )
svy: nbreg command, [SVY] svy estimation symeigenvalues() function, [M-5] eigensystem( )
svy: nl command, [SVY] svy estimation symeigenvalues() function, [M-5] eigensystem( )
svy: ologit command, [SVY] svy estimation, symmetric matrices, [M-5] issymmetric( ),
[SVY] svy postestimation [M-5] makesymmetric( ), [M-6] Glossary
svy: oprobit command, [SVY] svy estimation symmetriconly, [M-6] Glossary
svy: poisson command, [SVY] svy estimation symmetry, [PSS] power, [PSS] power
svy: probit command, [SVY] svy estimation pairedproportions, [PSS] Glossary
svy: proportion command, [SVY] svy estimation symmetry command, [R] symmetry
svy: ratio command, [SVY] direct standardization, symmetry plots, [G-2] graph other, [R] diagnostic
[SVY] svy brr, [SVY] svy estimation, plots
[SVY] svy: tabulate twoway symmetry test, [R] symmetry
svy: regress command, [SVY] survey, [SVY] svy, symmi command, [R] symmetry
[SVY] svy estimation, [SVY] svy jackknife, symplot command, [R] diagnostic plots
[SVY] svy postestimation syntax, [M-2] syntax
svy: scobit command, [SVY] svy estimation syntax command, [P] syntax
svy: sem command, [SVY] svy estimation syntax diagrams explained, [R] intro
svy: slogit command, [SVY] svy estimation syntax of Stata’s language, [P] syntax,
svy: stcox command, [SVY] svy estimation [U] 11 Language syntax
svy: streg command, [SVY] svy estimation sysdir
svy: tabulate command, [SVY] svy: tabulate command, [U] 17.5 Where does Stata look for ado-
oneway, [SVY] svy: tabulate twoway files?
svy: tnbreg command, [SVY] svy estimation list command, [P] sysdir
svy: tobit command, [SVY] svy estimation macro extended function, [P] macro
svy: total command, [SVY] svy brr, [SVY] svy set command, [P] sysdir
estimation sysmiss, see missing values
svy: tpoisson command, [SVY] svy estimation Systat, reading data from, [U] 21.4 Transfer programs
svy: truncreg command, [SVY] svy estimation system
svy: zinb command, [SVY] svy estimation estimators, [R] gmm, [R] ivpoisson,
svy: zip command, [SVY] svy estimation [R] ivregress, [R] nlsur, [R] reg3, [R] sureg,
svy bootstrap prefix command, [SVY] svy bootstrap [U] 26.15 Regression with systems of equations,
svy brr prefix command, [SVY] svy brr also see generalized method of moments
Subject index 261
system, continued tables, continued

limits, [P] creturn epidemiological, see epidemiological tables
of equations, [M-5] solvenl( ) estimation results, [R] estimates table
parameters, [P] creturn, [R] query, [R] set, failure, see failure tables
[R] set defaults formatting numbers in, [D] format
values, [P] creturn fourfold, see fourfold tables
variables, [U] 13.4 System variables ( variables) frequency, [R] tabulate oneway, [R] tabulate
sysuse twoway, [R] table, [R] tabstat, [R] tabulate,
command, [D] sysuse summarize(), [SVY] svy: tabulate oneway,
dir command, [D] sysuse [SVY] svy: tabulate twoway
szroeter, estat subcommand, [R] regress hazard, see hazard tables
postestimation life, see life tables
Szroeter’s test for heteroskedasticity, [R] regress missing values, [R] misstable
postestimation N-way, [P] tabdisp
of statistics, [P] tabdisp
printing, [U] 15 Saving and printing output—log
T files
summary statistics, [R] table, [R] tabstat,
t distribution
[R] tabulate, summarize()
cdf, [D] functions
tabodds command, [ST] epitab
confidence interval for mean, [R] ci, [R] mean
tabstat command, [R] tabstat
testing equality of means, [R] esize, [R] ttest
tabulate
t test, [PSS] Glossary
one-way, [SVY] svy: tabulate oneway
%t formats, [D] format
two-way, [SVY] svy: tabulate twoway
%t values and formats, [D] datetime
tabulate command, [R] tabulate oneway,
t() function, [D] functions, [M-5] normal( ) [R] tabulate twoway
t1title() option, [G-3] title options summarize(), [R] tabulate, summarize()
t2title() option, [G-3] title options tag(), egen function, [D] egen
tab characters, show, [D] type tag, duplicates subcommand, [D] duplicates
tab expansion of variable names, [U] 10.6 Tab tan() function, [D] functions, [M-5] sin( )
expansion of variable names
tangent function, [D] functions
tab1 command, [R] tabulate oneway
tanh() function, [D] functions, [M-5] sin( )
tab2 command, [R] tabulate twoway
TARCH, see threshold autoregressive conditional
tabdisp command, [P] tabdisp heteroskedasticity
tabi command, [R] tabulate twoway target
table command, [R] table correlation, [PSS] intro, [PSS] power, [PSS] power
table output, [PSS] intro, [PSS] power, table, onecorrelation, [PSS] power twocorrelations
[PSS] power onemean, [PSS] power twomeans, discordant proportions, [PSS] intro, [PSS] power,
[PSS] power pairedmeans, [PSS] power [PSS] power pairedproportions
oneproportion, [PSS] power twoproportions,
mean, [PSS] intro, [PSS] GUI, [PSS] power,
[PSS] power pairedproportions, [PSS] power
[PSS] power onemean, [PSS] power twomeans,
[PSS] unbalanced designs
twocorrelations
mean difference, [PSS] intro, [PSS] power,
table, estat subcommand, [MV] ca postestimation
[PSS] power pairedmeans
table, estimates subcommand, [R] estimates table
parameter, [PSS] Glossary, also see population
table, frequency, see frequency table parameter
table, irf subcommand, [TS] irf table proportion, [PSS] intro, [PSS] power, [PSS] power
tables, [TS] irf ctable, [TS] irf table oneproportion, [PSS] power twoproportions
actuarial, see life tables rotation, [MV] procrustes, [MV] rotate,
coefficient, [MV] rotatemat, [MV] Glossary
display in exponentiated form, [R] eform option standard deviation, [PSS] intro, [PSS] power,
display settings, [R] estimation options, [R] set [PSS] power onevariance, [PSS] power
showbaselevels twovariances
format settings, [R] set cformat variance, [PSS] intro, [PSS] power, [PSS] power
maximum likelihood display options, [R] ml onevariance, [PSS] power twovariances
system parameter settings, [R] set tau, [R] spearman
contingency, [R] table, [R] tabulate twoway, taxonomy, [MV] Glossary
262 Subject index
Taylor linearization, see linearized variance estimator test, continued

tC() pseudofunction, [D] datetime, [D] functions Cox proportional hazards model, assumption,
tc() pseudofunction, [D] datetime, [D] functions see Cox proportional hazards model, test of
td() pseudofunction, [D] datetime, [D] functions assumption
tden() function, [D] functions, [M-5] normal( ) cusum, see cusum test
TDT test, see transmission-disequilibrium test Dickey–Fuller, see Dickey–Fuller test
technical support, [U] 3.9 Technical support differences of two means, see differences of two
technique, [SEM] Glossary means test
technique() option, [R] maximize Durbin’s alternative, see Durbin’s alternative test
teffects, [TE] teffects, [TE] teffects postestimation endogeneity, see endogeneity test
aipw command, [TE] teffects aipw Engle’s LM, see Engle’s LM test
ipw command, [TE] teffects ipw equality of
ipwra command, [TE] teffects ipwra binomial proportions, see equality test of
nnmatch command, [TE] teffects nnmatch binomial proportions
overlap command, [TE] teffects overlap coefficients, see equality test of coefficients
psmatch command, [TE] teffects psmatch distributions, see distributions, testing equality of
ra command, [TE] teffects ra margins, see equality test of margins
teffects, estat subcommand, [SEM] estat teffects means, see equality test of means
tempfile command, [P] macro medians, see equality test of medians
tempfile macro extended function, [P] macro proportions, see equality test of proportions
tempname command, [P] macro, [P] matrix, [P] scalar ROC areas, see equality test of ROC areas
tempname macro extended function, [P] macro survivor functions, see equality test, survivor
functions
tempname, class, [P] class
variances, see equality test of variances
temporary
equivalence, see equivalence test
files, [P] macro, [P] preserve, [P] scalar
exact, see exact test
names, [P] macro, [P] matrix, [P] scalar,
[U] 18.7.2 Temporary scalars and matrices exogeneity, see endogeneity test
variables, [P] macro, [U] 18.7.1 Temporary F , see F test
variables Fisher–Irwin’s exact, see Fisher–Irwin’s exact test
tempvar command, [P] macro Fisher-type, see Fisher-type test
tempvar macro extended function, [P] macro Fisher’s exact, see Fisher’s exact test
termcap(5), [U] 10 Keyboard use Fisher’s z , see Fisher’s z test
terminal goodness-of-fit, see goodness of fit
obtaining input from, [P] display Granger causality, see Granger causality
suppressing output, [P] quietly group invariance, see group invariance test
terminfo(4), [U] 10 Keyboard use Hadri Lagrange multiplier, see Hadri Lagrange
test, multiplier stationarity test
ARCH, see autoregressive conditional Harris–Tzavalis, see Harris–Tzavalis test
heteroskedasticity test Hausman specification, see Hausman specification
association, see association test test
autocorrelation, see autocorrelation test heterogeneity, see heterogeneity test
autoregressive conditional heteroskedasticity, see heteroskedasticity, see heteroskedasticity test
autoregressive conditional heteroskedasticity test homogeneity, see homogeneity test
binomial, see binomial test hypothesis, see hypothesis test
binomial probability, see binomial probability test Im–Pesaran–Shin, see Im–Pesaran–Shin test
bioequivalence, see bioequivalence test independence, also see Breusch–Pagan test, see
Breitung, see Breitung test independence test
Breusch–Godfrey, see Breusch–Godfrey test independence of irrelevant alternatives, see
independence of irrelevant alternatives
Breusch–Pagan, see Breusch–Pagan test
information matrix, see information matrix test
Breusch–Pagan Lagrange multiplier, see Breusch–
Pagan Lagrange multiplier test internal consistency, see internal consistency test
chi-squared, see chi-squared test interrater agreement, see interrater agreement
chi-squared hypothesis, see chi-squared hypothesis Kolmogorov–Smirnov, see Kolmogorov–Smirnov test
test Kruskal–Wallis, see Kruskal–Wallis test
Chow, see Chow test kurtosis, see kurtosis
comparison (between nested models), see Lagrange multiplier, see Lagrange multiplier test
comparison test between nested models Levin–Lin–Chu, see Levin–Lin–Chu test
Subject index 263
test, continued test command, [R] anova postestimation, [R] test,

likelihood-ratio, see likelihood-ratio test [SEM] estat stdize, [SEM] example 8,
linear hypotheses after estimation, see linear [SEM] example 9, [SEM] example 16,
hypothesis test after estimation [SEM] test, [SVY] survey, [SVY] svy
log-rank, see log-rank test postestimation, [U] 20.12 Performing
Mantel–Haenszel, see Mantel–Haenszel test hypothesis tests on the coefficients
marginal homogeneity, see marginal homogeneity, test of symmetry, [PSS] power, [PSS] power
test of pairedproportions, [PSS] Glossary
margins, see margins test test statistic, [PSS] intro, [PSS] power, [PSS] power
McNemar’s chi-squared test, see McNemar’s chi-
squared test
model coefficients, see model coefficients test pairedproportions, [PSS] power onevariance,
model simplification, see model simplification test [PSS] power twovariances, [PSS] power
model specification, see specification test onecorrelation, [PSS] power twocorrelations,
modification indices, see modification indices [PSS] Glossary
multivariate, see multivariate test test, mi subcommand, [MI] mi test
nonlinear, see nonlinear test test, sts subcommand, [ST] sts test
nonlinear hypotheses after estimation, see nonlinear test-based confidence intervals, [ST] epitab
hypothesis test after estimation testnl command, [R] testnl, [SEM] estat stdize,
normality, see normal distribution and normality, see [SEM] testnl, [SVY] svy postestimation
normality test testparm command, [R] test, [SEM] test, [SVY] svy
omitted variables, see omitted variables test postestimation
one-sample, see one-sample test testtransform, mi subcommand, [MI] mi test
one-sided, see one-sided test tetrachoric command, [R] tetrachoric
overidentifying restrictions, see overidentifying tetrachoric correlation, [MV] Glossary
restrictions, tests of text,
paired-sample, see paired-sample test adding, [G-3] added text options
permutation, see permutation test angle of, [G-4] anglestyle
quadrature, see quadrature captions, [G-3] title options
Ramsey, see Ramsey test exporting, see exporting data
random-order, see random-order test in graphs, [G-4] text
RESET, see RESET test look of, [G-4] textboxstyle, [G-4] textstyle
score, see score test note, [G-3] title options
serial correlation, see autocorrelation reading data in, see importing data
serial independence, see serial independence test resizing, [G-3] scale option
Shapiro–Francia, see Shapiro–Francia test for running outside of borders,
normality [G-3] added text options
Shapiro–Wilk, see Shapiro–Wilk test for normality saving data in, see exporting data
skewness, see skewness size of, [G-3] textbox options
symmetry, see symmetry test subtitle, [G-3] title options
Szroeter’s, see Szroeter’s test for heteroskedasticity title, [G-3] title options
t, see t test vertical alignment, [G-4] alignmentstyle
TDT, see transmission-disequilibrium test text and textboxes, relationship between, [G-4] textstyle
transmission-disequilibrium test, see transmission- text() option, [G-3] added text options,
disequilibrium test [G-3] aspect option
trend, see trend test, see trend, test for textboxes, [G-3] textbox options
two-sample, see two-sample test orientation of, [G-4] orientationstyle
two-sided, see two-sided test textboxstyle, [G-4] textboxstyle
unit-root, see unit-root test textsizestyle, [G-4] textsizestyle
variance-comparison, see variance-comparison test textstyle, [G-4] textstyle
Vuong, see Vuong test th() pseudofunction, [D] datetime, [D] functions
Wald, see Wald test thickness of lines, [G-4] linewidthstyle
weak instrument, see weak instrument test Thomson scoring, [MV] factor postestimation
z , see z test thrashing, [ST] Glossary
test after estimation, see estimation, test after three-dimensional graph, [G-2] graph twoway contour,
[G-2] graph twoway contourline
three-stage least squares, [R] reg3
264 Subject index
threshold autoregressive conditional heteroskedasticity, tobit regression, [R] ivtobit, [R] tobit, [SVY] svy
[TS] arch estimation, also see intreg command, also see
tick, truncreg command
definition, [G-4] tickstyle random-effects, [XT] xttobit
suppressing, [G-4] tickstyle with endogenous regressors, [SVY] svy estimation
ticksetstyle, [G-4] ticksetstyle .toc filename suffix, [R] net
tickstyle, [G-4] tickstyle Toeplitz() function, [M-5] Toeplitz( )
ties, [MV] Glossary tokenallowhex() function, [M-5] tokenget( )
TIFF, [G-3] tif options tokenallownum() function, [M-5] tokenget( )
time of day, [P] creturn tokenget() function, [M-5] tokenget( )
time stamp, [D] describe tokengetall() function, [M-5] tokenget( )
time variables and values, [D] datetime tokeninit() function, [M-5] tokenget( )
time-domain analysis, [TS] arch, [TS] arfima, tokeninitstata() function, [M-5] tokenget( )
[TS] arima, [TS] Glossary tokenize command, [P] tokenize
timeout1, set subcommand, [R] netio, [R] set tokenoffset() function, [M-5] tokenget( )
timeout2, set subcommand, [R] netio, [R] set tokenpchars() function, [M-5] tokenget( )
timer tokenpeek() function, [M-5] tokenget( )
clear command, [P] timer tokenqchars() function, [M-5] tokenget( )
list command, [P] timer tokenrest() function, [M-5] tokenget( )
off command, [P] timer tokens() function, [M-5] tokens( )
on command, [P] timer tokenset() function, [M-5] tokenget( )
times and dates, [M-5] c( ), [M-5] date( ) tokenwchars() function, [M-5] tokenget( )
time-series tolerance() option, [R] maximize
analysis, [D] egen, [P] matrix accum, [R] regress tolerances, [M-1] tolerance, [M-5] solve tol( )
postestimation time series top() suboption, [G-4] alignmentstyle
estimation, [U] 26.17 Models with time-series data tostring command, [D] destring
filter, [TS] psdensity, [TS] ucm total command, [R] total, [R] total postestimation
formats, [D] format total inertia, [MV] ca, [MV] ca postestimation,
functions, [D] functions [MV] mca, [MV] mca postestimation,
operators, [TS] tsset, [U] 13.9 Time-series [MV] Glossary
operators total principal inertia, [MV] ca, [MV] mca,
plots, [G-2] graph other, [G-2] graph twoway [MV] Glossary
tsline total sample size, see sample size, total
unabbreviating varlists, [P] unab total(), egen function, [D] egen
varlists, [U] 11.4.4 Time-series varlists totals, estimation, [R] total
time-series–operated variable, [M-5] st data( ), totals, survey data, [SVY] svy estimation
[M-5] st tsrevar( ), [M-6] Glossary toward a target rotation, [MV] procrustes, [MV] rotate,
time-span data, [ST] snapspan [MV] rotatemat
time-varying covariates, [ST] Glossary tpoisson command, [R] tpoisson, [R] tpoisson
time-varying variance, [TS] arch postestimation
time-versus-concentration curve, [R] pk tq() pseudofunction, [D] datetime, [D] functions
timing code, [P] timer trace,
tin() function, [D] functions ml subcommand, [R] ml
title() option, [G-3] title options query subcommand, [R] query
title, estimates subcommand, [R] estimates title set subcommand, [P] creturn, [P] trace, [R] set
titles, [G-3] title options trace of matrix, [M-5] trace( ), [P] matrix define
of axis, [G-3] axis title options trace option, [R] maximize
tlabel() option, [G-3] axis label options trace() function, [D] functions, [M-5] trace( ),
TLI, see Tucker–Lewis index [P] matrix define
tm() pseudofunction, [D] datetime, [D] functions traceback log, [M-2] errors, [M-5] error( ),
tmlabel() option, [G-3] axis label options [M-6] Glossary
TMPDIR Unix environment variable, [P] macro tracedepth, set subcommand, [P] creturn, [P] trace,
tmtick() option, [G-3] axis label options [R] set
tnbreg command, [R] tnbreg, [R] tnbreg traceexpand, set subcommand, [P] creturn,
postestimation [P] trace, [R] set
tobit command, [R] tobit, [R] tobit postestimation tracehilite, set subcommand, [P] creturn,
[P] trace, [R] set
Subject index 265
traceindent, set subcommand, [P] creturn, treatment effect, continued

[P] trace, [R] set [TE] teffects multivalued, [TE] teffects
tracenumber, set subcommand, [P] creturn, nnmatch, [TE] teffects overlap, [TE] teffects
[P] trace, [R] set postestimation, [TE] teffects psmatch,
tracesep, set subcommand, [P] creturn, [P] trace, [TE] teffects ra
[R] set model, [TE] etpoisson, [TE] etregress, [TE] teffects
tracing iterative maximization process, [R] maximize intro advanced, [TE] teffects aipw, [TE] teffects
trademark symbol, [G-4] text ipw, [TE] teffects ipwra, [TE] teffects psmatch,
training, [U] 3.7 Conferences and training [TE] Glossary
transferring data treatment-effect models, [U] 26.21 Treatment-effect
models
copying and pasting, [D] edit
treatment-effects regression, [SVY] svy estimation
from Stata, [D] export, [U] 21.4 Transfer programs
tree, misstable subcommand, [R] misstable
into Stata, [D] import, [U] 21 Entering and
importing data, [U] 21.4 Transfer programs trees, [MV] cluster, [MV] cluster dendrogram
transformations, [MV] procrustes trend, [TS] Glossary
log, [R] lnskew0 test for, [R] nptrend, [R] symmetry
modulus, [R] boxcox trend test, [ST] epitab, [ST] strate, [ST] sts test
power, [R] boxcox, [R] lnskew0 triangle kernel function, [R] kdensity, [R] lpoly,
to achieve normality, [R] boxcox, [R] ladder
triangular matrix, [M-5] solvelower( ), [M-6] Glossary
to achieve zero skewness, [R] lnskew0
trigamma() function, [D] functions, [M-5] factorial( )
transformed coefficients, [MI] mi estimate, [MI] mi
estimate using, [MI] mi test trigonometric functions, [D] functions, [M-5] sin( )
translate command, [R] translate trim() function, [D] functions
translate logs, [R] translate trunc() function, [D] functions, [M-5] trunc( )
translation, file, [D] changeeol, [D] filefilter truncated
translator negative binomial regression, [R] tnbreg, [SVY] svy
estimation
query command, [R] translate
observations, [R] truncreg, also see censored
reset command, [R] translate
observations
set command, [R] translate
Poisson regression, [R] tpoisson, [SVY] svy
transmap estimation
define command, [R] translate regression, [R] truncreg, [SVY] svy estimation
query command, [R] translate truncating
transmission-disequilibrium test, [R] symmetry real numbers, [D] functions
transmorphic, [M-2] declarations, [M-6] Glossary strings, [D] functions
transpose, [M-6] Glossary, also see conjugate transpose truncation, [ST] stset, [ST] Glossary, see imputation,
in place, [M-5] transpose( ) truncated data
operator, [M-2] op transpose truncreg command, [R] truncreg, [R] truncreg
without conjugation, [M-5] transposeonly( ) postestimation
transpose() function, [M-5] transpose( ) tsappend command, [TS] tsappend
transposeonly() function, [M-5] transposeonly( ) tscale() option, [G-3] axis scale options
transposeonly() function, [M-5] transposeonly( ) tscale, graph twoway subcommand, [G-2] graph
transposing data, [D] xpose twoway tsline
transposing matrices, [P] matrix define tsfill command, [TS] tsfill
transposition, [M-2] op transpose, [M-5] transpose( ), tsfilter, [TS] tsfilter
[M-5] transposeonly( ) bk command, [TS] tsfilter bk
treatment bw command, [TS] tsfilter bw
effect, [PSS] intro, [PSS] power, [PSS] power cf command, [TS] tsfilter cf
twomeans, [PSS] power pairedmeans, hp command, [TS] tsfilter hp
[PSS] power oneproportion, [PSS] power tsline command, [TS] tsline
twoproportions, [PSS] power
tsline, graph twoway subcommand, [G-2] graph
pairedproportions, [SEM] example 44g,
twoway tsline
[TE] treatment effects, [TE] etpoisson,
[TE] etregress, [TE] teffects, [TE] teffects intro, tsnorm macro extended function, [P] macro
[TE] teffects intro advanced, [TE] teffects aipw, tsreport command, [TS] tsreport
[TE] teffects ipw, [TE] teffects ipwra, tsrevar command, [TS] tsrevar
tsrline command, [TS] tsline
tsrline, graph twoway subcommand, [G-2] graph
twoway tsline
266 Subject index
tsset command, [TS] tsset two-sample test, continued

tsset command for mi data, [MI] mi XXXset independent samples, [PSS] intro, [PSS] power,
tsset, mi subcommand, [MI] mi XXXset [PSS] power twomeans, [PSS] power
tssmooth, [TS] tssmooth twoproportions, [PSS] power twovariances,
dexponential command, [TS] tssmooth [PSS] power twocorrelations, [PSS] Glossary
dexponential means, [PSS] intro, [PSS] power, [PSS] power
exponential command, [TS] tssmooth exponential twomeans, [PSS] unbalanced designs,
hwinters command, [TS] tssmooth hwinters [PSS] Glossary
ma command, [TS] tssmooth ma proportions, [PSS] intro, [PSS] power, [PSS] power
twoproportions, [PSS] Glossary
nl command, [TS] tssmooth nl
variances, [PSS] intro, [PSS] power, [PSS] power
shwinters command, [TS] tssmooth shwinters
twovariances, [PSS] Glossary
tsunab command, [P] unab
two-sample variances, see variances, two-sample
ttail() function, [D] functions, [M-5] normal( )
two-sided test, [PSS] intro, [PSS] GUI, [PSS] power,
ttest and ttesti commands, [R] ttest [PSS] power, graph, [PSS] power, table,
ttest command, [MV] hotelling [PSS] power onemean, [PSS] power twomeans,
ttick() option, [G-3] axis label options [PSS] power pairedmeans, [PSS] power
ttitle() option, [G-3] axis title options oneproportion, [PSS] power twoproportions,
Tucker–Lewis index, [SEM] estat gof, [SEM] methods [PSS] power pairedproportions, [PSS] power
and formulas for sem onevariance, [PSS] power twovariances,
tukeyprob() function, [D] functions, [M-5] normal( ) [PSS] power onecorrelation, [PSS] power
Tukey’s multiple-comparison adjustment, see multiple twocorrelations, [PSS] unbalanced designs,
comparisons, Tukey’s method [PSS] Glossary
Tukey’s Studentized range distribution, two-stage least squares, [R] ivregress, [SVY] svy
cumulative, [D] functions estimation, [XT] xthtaylor, [XT] xtivreg
inverse cumulative, [D] functions two-tailed test, see two-sided test
tuning constant, [R] rreg twovariances, power subcommand, [PSS] power
tutorials, [U] 1.2.2 Example datasets twovariances
tw() pseudofunction, [D] datetime, [D] functions two-way
twithin() function, [D] functions analysis of variance, [R] anova
Twitter, see Stata on Twitter multivariate analysis of variance, [MV] manova
two-level model, [ME] me, [ME] Glossary scatterplots, [R] lowess
twocorrelations, power subcommand, [PSS] power type
twocorrelations command, [D] type
two-independent-samples test, [PSS] Glossary macro extended function, [P] macro
twomeans, power subcommand, [PSS] power parameter, [D] generate
twomeans type,
twoproportions, power subcommand, [PSS] power set subcommand, [R] set
twoproportions ssc subcommand, [R] ssc
two-sample correlations, see correlations, two-sample type, [M-2] declarations, [M-6] Glossary
two-sample means, see means, two-sample type, broad, [M-6] Glossary
two-sample paired test, [PSS] Glossary type I error, [PSS] intro, [PSS] Glossary, [ST] stpower,
two-sample proportions, see proportions, two-sample [ST] stpower cox, [ST] stpower exponential,
two-sample standard deviations, see standard deviations, [ST] stpower logrank, [ST] Glossary
two-sample type I error probability, [PSS] intro, [PSS] Glossary,
two-sample study, [PSS] intro, [PSS] power, also see α
[PSS] power twomeans, [PSS] power type I study, [ST] stpower, [ST] stpower cox,
pairedmeans, [PSS] power twoproportions, [ST] stpower exponential, [ST] stpower
[PSS] power pairedproportions, [PSS] power logrank, [ST] Glossary
twovariances, [PSS] power twocorrelations, type II error, [PSS] intro, [PSS] Glossary,
[PSS] unbalanced designs [ST] stpower, [ST] stpower cox, [ST] stpower
two-sample test, [PSS] intro, [PSS] power, exponential, [ST] stpower logrank,
[PSS] power twomeans, [PSS] power [ST] Glossary
pairedmeans, [PSS] power twoproportions, type II error probability, [PSS] Glossary, also see β
[PSS] power pairedproportions, [PSS] power type II study, [ST] stpower, [ST] stpower cox,
twovariances, [PSS] power twocorrelations, [ST] stpower exponential, [ST] stpower
[PSS] Glossary logrank, [ST] Glossary
correlations, [PSS] intro, [PSS] power, [PSS] power type, set subcommand, [D] generate
Subject index 267
U univariate
U statistic, [R] ranksum
distributions, displaying, [R] cumul, [R] diagnostic
plots, [R] histogram, [R] ladder, [R] lv,
UCM, see unobserved-components model
[R] stem
ucm command, [TS] ucm, [TS] ucm postestimation
imputation, see imputation, univariate
unab command, [P] unab
kernel density estimation, [R] kdensity
unabbreviate
time series, [TS] arch, [TS] arfima, [TS] arima,
command names, [P] unabcmd [TS] newey, [TS] prais, [TS] ucm
variable list, [P] syntax, [P] unab Unix,
unabcmd command, [P] unabcmd keyboard use, [U] 10 Keyboard use
unaddgroup, ssd subcommand, [SEM] ssd pause, [P] sleep
.uname built-in class function, [P] class specifying filenames, [U] 11.6 Filenaming
unary operator, [M-6] Glossary conventions
unbalanced data, [XT] Glossary unlink() function, [M-5] unlink( )
unbalanced design, [PSS] intro, [PSS] power unlink() function, [M-5] unlink( )
twomeans, [PSS] power twoproportions, unobserved-components model, [TS] psdensity
model, [TS] ucm
twocorrelations, [PSS] unbalanced designs,
[PSS] Glossary postestimation, [TS] ucm postestimation
uncompress files, [D] zipfile unorder() function, [M-5] sort( )
unconfoundedness, see conditional-independence unregister, mi subcommand, [MI] mi set
assumption unregistered variables, see variables, unregistered
under observation, [ST] cttost, [ST] st, [ST] stset, unrestricted FMI test, [MI] mi estimate, [MI] mi test,
[ST] Glossary [MI] Glossary
underlining in syntax diagram, [U] 11 Language syntax unrestricted transformation, [MV] procrustes
underscore c() function, [D] functions postestimation, [MV] Glossary
underscore functions, [M-1] naming, [M-6] Glossary unstandardized coefficient, [SEM] Glossary
underscore variables, [U] 13.4 System variables unstructured, [SEM] Glossary
( variables) unzipfile command, [D] zipfile
unequal-allocation design, see unbalanced design update
unhold, estimates subcommand, [P] estimates all command, [R] update
uniform prior, [MI] mi impute mvn command, [R] update
uniformly distributed random numbers, from command, [R] update
[M-5] runiform( ) query command, [R] update
uniformly distributed random variates, update,
[M-5] runiform( ) mi subcommand, [MI] mi update, [MI] noupdate
uniformly distributed random-number function, option
[D] 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] 3.5 The Stata Journal,
determining, [D] inspect, [D] labelbook [U] 3.6 Updating and adding features from the
web, [U] 17.6 How do I install an addition?,
uniqueness, [MV] factor, [MV] factor postestimation,
[U] 28 Using the Internet to keep up to date
[MV] rotate, [MV] Glossary
upper
unit loading, [SEM] intro 4
one-sided test, [PSS] Glossary, also see one-sided
unit vectors, [M-5] e( )
test, upper
unitary matrix, [M-6] Glossary
one-tailed test, see upper one-sided test
unitcircle() function, [M-5] unitcircle( )
upper() function, [D] functions
unit-root
uppercase, [M-5] strupper( )
models, [TS] vec, [TS] vec intro
uppercase-string function, [D] functions
process, [TS] Glossary
uppertriangle() function, [M-5] lowertriangle( )
test, [TS] dfgls, [TS] dfuller, [TS] pperron,
uppertriangle() function, [M-5] lowertriangle( )
[TS] Glossary, [XT] xtunitroot
268 Subject index
upper-triangular matrix, see triangular matrix variable, label subcommand, [D] label
use, variable-naming convention, [M-1] naming
cluster subcommand, [MV] cluster utility variables, [U] 11.3 Naming conventions,
estimates subcommand, [R] estimates save [U] 13.4 System variables ( variables)
graph subcommand, [G-2] graph use variables,
serset subcommand, [P] serset alphabetizing, [D] order
use command, [D] use categorical, see categorical data, agreement,
uselabel command, [D] labelbook measures for, see categorical data
user interface, [P] dialog programming changing storage types of, [D] recast
user-written additions, characteristics of, [M-6] Glossary, [P] char,
installing, [R] net, [R] ssc [P] macro, [U] 12.8 Characteristics
searching for, [R] net search, [R] ssc comparing, [D] compare
using, copying, [D] clonevar
cmdlog subcommand, [R] log creating, [D] varmanage
log subcommand, [R] log creating new, [D] separate
using data, [D] sysuse, [D] use, [D] webuse, describing, [D] codebook, [D] notes
[P] syntax, also see importing data determining storage types of, [D] describe
using graphs, [G-2] graph use displaying contents of, [D] edit, [D] list
utilities, programming, [MV] cluster utility documenting, [D] codebook, [D] labelbook,
utility routines, [MI] technical [D] notes
dropping, [D] drop
dummy, see indicator variables, see indicators
V factor, see factor variables
filtering, [D] varmanage
valofexternal() function, [M-5] valofexternal( ) finding, [D] lookfor
value label macro extended function, [P] macro generating, [MV] cluster generate, [ST] stgen
value labels, [D] codebook, [D] describe, [D] edit, imputed, [MI] mi rename, [MI] mi reset, [MI] mi
[D] encode, [D] inspect, [D] label, [D] label set, [MI] Glossary
language, [D] labelbook, [D] varmanage,
in dataset, maximum number of, [D] memory,
[P] macro, [U] 12.6.3 Value labels,
[U] 6 Managing memory
[U] 13.10 Label values
in model, maximum number, [R] matsize
potential problems in, [D] labelbook
list values of, [P] levelsof
values, label subcommand, [D] label
listing, [D] codebook, [D] describe, [D] edit,
Vandermonde() function, [M-5] Vandermonde( )
[D] labelbook, [D] list, [M-5] st data( )
VAR, see vector autoregressive model, see vector
mapping numeric to string, [D] destring
autoregressive
naming, [D] rename, [U] 11.2 Abbreviation rules,
var command, [TS] var, [TS] var postestimation
[U] 11.3 Naming conventions
varabbrev command, [P] varabbrev
naming groups of, [D] rename group
varabbrev, set subcommand, [R] set
ordering, [D] sort
varbasic command, [TS] varbasic, [TS] varbasic
orthogonalize, [R] orthog
postestimation
passive, [MI] mi impute, [MI] mi passive, [MI] mi
vargranger command, [TS] vargranger
rename, [MI] mi reset, [MI] mi set, [MI] mi
variable xeq, [MI] Glossary
abbreviation, [P] varabbrev registered, [MI] mi rename, [MI] mi set,
declarations, [M-2] declarations [MI] Glossary
description, [D] describe regular, [MI] mi rename, [MI] mi set,
identifying panels, [XT] xtset [MI] Glossary
labels, [D] codebook, [D] describe, [D] edit, renaming, see renaming variables
[D] label, [D] label language, [D] notes, reordering, [D] order
[D] varmanage, [P] macro, [U] 11.4 varlists, setting properties of, [D] varmanage
[U] 12.6.2 Variable labels
sorting, [D] gsort, [D] sort, [D] varmanage
lists, see varlist
standardizing, [D] egen
types, [D] codebook, [D] data types, [D] describe,
storage types, see storage types
[M-2] declarations, [P] macro, [SEM] intro 4,
[U] 11.4 varlists, [U] 12.2.2 Numeric storage string, see string variables
types, [U] 12.4 Strings system, see system variables
class, [P] class tab expansion of, [U] 10.6 Tab expansion of
variable label macro extended function, [P] macro variable names
variable, confirm subcommand, [P] confirm
Subject index 269
variables, continued varlist, [P] syntax, [U] 11 Language syntax,

temporary, [P] macro [U] 11.4 varlists
transposing with observations, [D] xpose existing, [U] 11.4.1 Lists of existing variables
unabbreviating, [P] syntax, [P] unab new, [U] 11.4.2 Lists of new variables
unique values, [D] codebook, [D] duplicates, time series, [U] 11.4.4 Time-series varlists
[D] inspect varlmar command, [TS] varlmar
unregistered, [MI] mi rename, [MI] mi set, varmanage command, [D] varmanage
[MI] Glossary varnorm command, [TS] varnorm
varying and super varying, [MI] mi passive, varsoc command, [TS] varsoc
[MI] mi predict, [MI] mi set, [MI] mi varying, varstable command, [TS] varstable
[MI] Glossary varwle command, [TS] varwle
Variables Manager, [D] varmanage varying
variance, conditional-correlation model, [TS] mgarch,
analysis of, [MV] manova, [R] anova, [R] loneway, [TS] mgarch vcc
[R] oneway, [SEM] intro 4 estimation sample, [MI] mi estimate
components, [ME] Glossary, also see mixed model variables, [ST] stvary, also see variables, varying
creating dataset of, [D] collapse and super varying
creating variable containing, [D] egen varying, mi subcommand, [MI] mi varying
decompositions, see forecast-error variance vcc, mgarch subcommand, [TS] mgarch vcc
decomposition VCE, see variance–covariance matrix of estimators
displaying, [R] summarize, [R] tabstat, [XT] xtsum vce() option, [R] vce option, [XT] vce options, see
estimation, [SVY] variance estimation, gsem option vce(), see sem option vce()
[SVY] Glossary vce, estat subcommand, [R] estat, [R] estat vce,
estimators, [R] vce option, [XT] vce options [SVY] estat
Huber/White/sandwich estimator, see robust, VEC, see vector error-correction model
Huber/White/sandwich estimator of variance vec command, [TS] vec, [TS] vec postestimation
inflation factors, [R] regress postestimation vec() function, [D] functions, [M-5] vec( ), [P] matrix
linearized, [SVY] variance estimation define
nonconstant, [SVY] variance estimation, also vecaccum, matrix subcommand, [P] matrix accum
see robust, Huber/White/sandwich estimator of vecdiag() function, [D] functions, [P] matrix define
variance vech() function, [M-5] vec( )
stabilizing transformations, [R] boxcox veclmar command, [TS] veclmar
testing equality of, [R] sdtest VECM, see vector error-correction model
variance–covariance matrix of estimators, [P] ereturn, vecnorm command, [TS] vecnorm
[P] matrix get, [R] correlate, [R] estat, [R] estat
vecrank command, [TS] vecrank
vce, [SEM] Glossary, [U] 20.9 Obtaining the
variance–covariance matrix, also see gsem vecstable command, [TS] vecstable
option vce(), also see sem option vce() vector, [M-2] declarations, [M-6] Glossary
variance() function, [M-5] mean( ) vector autoregressive
variance() option, see gsem option variance(), see forecast, [TS] fcast compute, [TS] fcast graph
sem option variance() model, [G-2] graph other, [TS] dfactor,
variance-comparison test, [MV] mvtest covariances, [TS] sspace, [TS] ucm, [TS] var intro, [TS] var,
[R] sdtest [TS] var svar, [TS] varbasic, [TS] Glossary
variances, [PSS] intro, [PSS] power, [PSS] power moving-average model, [TS] dfactor, [TS] sspace,
onevariance, [PSS] power twovariances [TS] ucm
control-group, [PSS] intro, [PSS] power, postestimation, [TS] fcast compute, [TS] fcast
[PSS] power twovariances graph, [TS] irf, [TS] irf create, [TS] var
experimental-group, [PSS] intro, [PSS] power, postestimation, [TS] vargranger, [TS] varlmar,
[PSS] power twovariances [TS] varnorm, [TS] varsoc, [TS] varstable,
[TS] varwle
independent, see variances, two-sample
vector error-correction
one-sample, [PSS] intro, [PSS] power, [PSS] power
onevariance model, [TS] vec intro, [TS] vec, [TS] Glossary, also
see multivariate GARCH
two-sample, [PSS] intro, [PSS] power, [PSS] power
twovariances postestimation, [TS] irf, [TS] irf create, [TS] fcast
compute, [TS] fcast graph, [TS] varsoc,
variance-weighted least squares, [R] vwls
[TS] vec postestimation, [TS] veclmar,
varimax rotation, [MV] rotate, [MV] rotatemat, [TS] vecnorm, [TS] vecrank, [TS] vecstable
[MV] Glossary
vector norm, [M-5] norm( )
varkeyboard, set subcommand, [R] set
vectors, see matrices
270 Subject index
verifying data, [D] assert, [D] count, wardslinkage,

[D] datasignature, [D] inspect, also see cluster subcommand, [MV] cluster linkage
certifying data clustermat subcommand, [MV] cluster linkage
verifying mi data are consistent, [MI] mi update Ward’s linkage clustering, [MV] cluster,
version, [M-2] version [MV] clustermat, [MV] cluster linkage,
version command, [P] version, [U] 16.1.1 Version, [MV] Glossary
[U] 18.11.1 Version Ward’s method clustering, [MV] cluster,
class programming, [P] class [MV] clustermat
version control, [M-2] version, [M-5] callersversion( ), warning messages, [M-2] pragma
see version command waveragelinkage,
version of ado-file, [R] which cluster subcommand, [MV] cluster linkage
version of Stata, [M-5] stataversion( ), [R] about clustermat subcommand, [MV] cluster linkage
vertical alignment of text, [G-4] alignmentstyle wcorrelation, estat subcommand, [XT] xtgee
videos, see Stata YouTube Channel postestimation
view weak instrument test, [R] ivregress postestimation
ado command, [R] view weakly balanced, [XT] Glossary
ado d command, [R] view website,
browse command, [R] view stata.com, [U] 3.2.1 The Stata website
command, [R] view (www.stata.com)
help command, [R] view stata-press.com, [U] 3.3 Stata Press
help d command, [R] view webuse
net command, [R] view command, [D] webuse
net d command, [R] view query command, [D] webuse
news command, [R] view set command, [D] webuse
search command, [R] view week() function, [D] datetime, [D] functions,
search d command, [R] view [M-5] date( )
update command, [R] view weekly() function, [D] datetime, [D] datetime
update d command, [R] view translation, [D] functions, [M-5] date( )
view d command, [R] view Weibull distribution, [ST] streg
view matrix, [M-5] isview( ), [M-5] st subview( ), Weibull survival regression, [ST] streg
[M-5] st view( ), [M-5] st viewvars( ), weight, [P] syntax
[M-6] Glossary [weight=exp] modifier, [U] 11.1.6 weight,
view source code, [P] viewsource [U] 20.23 Weighted estimation
view d, view subcommand, [R] view weighted data, [U] 11.1.6 weight, [U] 20.23 Weighted
viewing previously typed lines, [R] #review estimation, also see survey data
viewsource, [M-1] source weighted least squares, [R] regress, [SEM] methods
viewsource command, [P] viewsource and formulas for sem, [SEM] Glossary
vif, estat subcommand, [R] regress postestimation for grouped data, [R] glogit
vignette, [U] 1.2.7 Vignette generalized linear models, [R] glm
virtual, [M-2] class generalized method of moments estimation,
[R] gmm, [R] ivpoisson
virtual memory, [D] memory
instrumental-variables regression, [R] gmm,
void
[R] ivregress
function, [M-2] declarations, [M-6] Glossary
nonlinear least-squares estimation, [R] nl
matrix, [M-2] void, [M-6] Glossary
nonlinear systems of equations, [R] nlsur
Vuong test, [R] zinb, [R] zip
variance, [R] vwls
vwls command, [R] vwls, [R] vwls postestimation
weighted moving average, [TS] tssmooth,
[TS] tssmooth ma
W weighted-average linkage clustering, [MV] cluster,
Wald test, [PSS] Glossary, [R] contrast, [R] predictnl, [MV] clustermat, [MV] cluster linkage,
[R] test, [R] testnl, [SEM] intro 7, [MV] Glossary
[SEM] estat eqtest, [SEM] estat ginvariant, weights, [G-2] graph twoway scatter
[SEM] example 13, [SEM] example 22, probability, [SVY] survey, [SVY] svydescribe,
[SEM] methods and formulas for sem, [SVY] svyset
[SEM] test, [SEM] testnl, [SEM] Glossary, sampling, [SVY] survey, [SVY] svydescribe,
[SVY] svy postestimation, [TS] vargranger, [SVY] svyset
[TS] varwle, [U] 20.12 Performing hypothesis Welsch distance, [R] regress postestimation
tests on the coefficients, [U] 20.12.4 Nonlinear which, class, [P] classutil
Wald tests
Subject index 271
which command, [R] which, [U] 17.3 How can I tell if within estimators, [XT] xthtaylor, [XT] xtivreg,
a command is built in or an ado-file? [XT] xtreg, [XT] xtregar, [XT] Glossary
which, classutil subcommand, [P] classutil within matrix, [MV] Glossary
which, mata subcommand, [M-3] mata which within-imputation variability, [MI] mi predict
while, [M-2] while, [M-2] continue, [M-2] break, within-cell means and variances, [XT] xtsum
[M-2] semicolons within-imputation variability, [MI] mi estimate
while command, [P] while WLF, see worst linear function
white noise, [TS] wntestb, [TS] wntestq, WLS, see weighted least squares
[TS] Glossary, [XT] Glossary wntestb command, [TS] wntestb
White/Huber/sandwich estimator of variance, see robust, wntestq command, [TS] wntestq
Huber/White/sandwich estimator of variance wofd() function, [D] datetime, [D] functions,
White’s test for heteroskedasticity, [R] regress [M-5] date( )
postestimation Woolf confidence intervals, [ST] epitab
wide word macro extended function, [P] macro
data style, [MI] styles, [MI] Glossary word() function, [D] functions
technical description, [MI] technical Word, Microsoft, see Microsoft Word
wide, reshape subcommand, [D] reshape wordcount() function, [D] functions
width of % fmt, [M-5] fmtwidth( ) workflow, [MI] workflow
width() option, [G-2] graph twoway histogram worst linear function, [MI] mi impute mvn,
Wilcoxon [MI] Glossary
rank-sum test, [R] ranksum write, file subcommand, [P] file
signed-ranks test, [R] signrank writing and reading ASCII text and binary files, [P] file
test (Wilcoxon–Breslow, Wilcoxon–Gehan, writing data, see exporting data, see saving data
Wilcoxon–Mann–Whitney), [ST] sts test www.stata.com website, [U] 3.2.1 The Stata website
wildcard, see regexm() function, see regexr() (www.stata.com)
function, see regexs() function, see www.stata-press.com website, [U] 3.3 Stata Press
strmatch() function
Wilks’
lambda, [MV] canon, [MV] manova, [MV] mvtest
means, [MV] Glossary
X
likelihood-ratio test, [MV] canon, [MV] manova, xaxis() suboption, [G-3] axis choice options
[MV] mvtest means
X-bar charts, [G-2] graph other
window
xchart command, [R] qc
fopen command, [P] window programming,
xcommon option, [G-2] graph combine
[P] window fopen
xcorr command, [TS] xcorr
fsave command, [P] window programming
xeq, mi subcommand, [MI] mi xeq
manage command, [P] window programming,
[P] window manage xi prefix command, [R] xi
menu command, [P] window programming, xl() function, [M-5] xl( )
[P] window menu xlabel() option, [G-3] axis label options
push command, [P] window programming, xline() option, [G-3] added line options
[P] window push XML, [D] xmlsave
stopbox command, [P] window programming, xmlabel() option, [G-3] axis label options
[P] window stopbox xmlsave command, [D] xmlsave
Windows Metafile, [G-2] graph export xmluse command, [D] xmlsave
Windows metafiles programming, [P] automation xmtick() option, [G-3] axis label options
Windows programming, [P] automation xpose command, [D] xpose
Windows, xscale() option, [G-3] axis scale options
filenames, [U] 18.3.11 Constructing Windows xshell command, [D] shell
filenames by using macros xsize() option, [G-2] graph display,
keyboard use, [U] 10 Keyboard use [G-3] region options
pause, [P] sleep xtabond command, [XT] xtabond, [XT] xtabond
specifying filenames, [U] 11.6 Filenaming postestimation
conventions xtcloglog command, [XT] quadchk, [XT] xtcloglog,
winexec command, [D] shell [XT] xtcloglog postestimation
Wishart distribution, [MV] Glossary xtdata command, [XT] xtdata
withdrawal, [ST] Glossary xtdescribe command, [XT] xtdescribe
xtdpd command, [XT] xtdpd, [XT] xtdpd
postestimation
272 Subject index
xtdpdsys command, [XT] xtdpdsys, [XT] xtdpdsys Y

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

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STATA GLOSSARY AND INDEX

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

Mixed models Transforms and normality tests

Data manipulation and management

Creating and dropping variables

[D] egen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Extensions to generate

Functions and expressions

Dates and times

Loading, saving, importing, and exporting data

Labeling, display formats, and notes

Changing and renaming variables

[D] ds . . . . . . . . . . . . . . . . . List variables matching name patterns or other characteristics

Miscellaneous data commands

[MI] mi copy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Copy mi flongsep data

[R] #review . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Review previous commands

Data types and memory

[U] Section 13.11 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Precision and problems therein

[G-2] graph combine . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Combine multiple graphs

[G-2] graph twoway rconnected . . . . . . . . . . . . . . . . . . . . . . Range plot with connected lines

Regression diagnostic plots

Smoothing and densities

More statistical graphs

[G-4] scheme s1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Scheme description: s1 family

[R] table . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Flexible table of summary statistics

Censored and truncated regression models

[R] intreg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Interval regression

[MV] discrim knn . . . . . . . . . . . . . . . . . . . . . . . . . . kth-nearest-neighbor discriminant analysis

Do-it-yourself generalized method of moments

Do-it-yourself maximum likelihood estimation

Epidemiology and related

[R] pksumm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Summarize pharmacokinetic data

Factor analysis and principal components

Generalized linear models

Indicator and categorical variables

Linear regression and related

[XT] xtgee . . . . . . . . . . . . . . . . . . Fit population-averaged panel-data models by using GEE

Logistic and probit regression

Longitudinal data/panel data

[ME] meoprobit . . . . . . . . . . . . . . . . . . . . Multilevel mixed-effects ordered probit regression

[ME] meqrlogit . . . . . . . . . Multilevel mixed-effects logistic regression (QR decomposition)

Multidimensional scaling and biplots

Multilevel mixed-effects models

[MI] mi impute pmm . . . . . . . . . . . . . . . . . . . . . . . . Impute using predictive mean matching

Multivariate analysis of variance and related techniques

Power and sample size

Sample selection models

Standard postestimation tests, tables, and other analyses

[R] estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Save and manipulate estimation results

Structural equation modeling

[SEM] estat mindices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Modification indices

[SEM] gsem . . . . . . . . . . . . . . . . . Generalized structural equation model estimation command

[SVY] bootstrap options . . . . . . . . . . . . . . . . . More options for bootstrap variance estimation

Time series, multivariate

[TS] irf set . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Set the active IRF file

Time series, univariate

[TS] forecast describe . . . . . . . . . . . . . . . . . . . . . . . . Describe features of the forecast model

Transforms and normality tests

α is the drift when t is a stationary, zero-mean process.