Stata-Features
Die wichtigsten in Stata realisierten Funktionen und Inhalte
Lineare Modelle
regression | censored outcomes | endogenous regressors | bootstrap, jackknife, and robust and cluster-robust variance |
instrumental variables | three-stage least squares | constraints | quantile regression | GLS
Longitudinal-/Paneldaten
random and fixed effects with robust standard errors | linear mixed models | random-effects probit | GEE |
random- and fixed-effects Poisson | dynamic panel-data models | instrumental variables | panel unit-root tests
Modelle mit mehrstufigen gemischten Effekten
continuous, binary, count, and survival outcomes | two-, three-, and higher-level models | generalized linear models | random-intercepts | random-slopes | crossed random effects | BLUPs of effects and fitted values | hierarchical models | residual error structures | DDF adjustments | support for survey data
Zähldaten, binäre und beschränkte (limited) Zielgrößen
logistic, probit, tobit | Poisson and negative binomial | conditional, multinomial, nested, ordered, rank-ordered, and stereotype logistic | multinomial probit | zero-inflated and left-truncated count models | selection models | marginal effects
Verallgemeinerte Lineare Modelle
ten link functions | user-defined links | seven distributions | ML and IRLS estimation | nine variance estimators | seven residuals
ANOVA/MANOVA
balanced and unbalanced designs | factorial, nested, and mixed designs | repeated measures | marginal means | contrasts
Exakte Statistik
exact logistic and Poisson regression | exact case-control statistics | binomial tests | Fisher’s exact test for r x c tables
Tests, Prognosen und Effekte
Wald tests | LR tests | linear and nonlinear combinations | predictions and generalized predictions | marginal means | least-squares means | adjusted means | marginal and partial effects | forecast models | Hausman tests
Kontraste, paarweise Vergleiche und Margins
compare means, intercepts, or slopes | compare to reference category, adjacent category, grand mean, etc. | orthogonal polynomials | multiple-comparison adjustments | graph estimated means and contrasts | interaction plots
GMM und nicht-lineare Regression
generalized method of moments (GMM) | nonlinear regression
Survival-Analyse
Kaplan-Meier and Nelson-Aalen estimators | Cox regression (frailty) | parametric models (frailty, random effects) | competing risks | hazards | time-varying covariates | left- and right-censoring, Weibull, exponential, and Gompertz models
Bayessche Analyse
thousands of built-in models | univariate and multivariate models | linear and nonlinear models | continuous, binary, ordinal, and count outcomes | continuous univariate, multivariate, and discrete priors | add your own models | adaptive Metropolis-Hastings sampling | Gibbs sampling | convergence diagnostics | posterior summaries | hypothesis testing | model comparison
Teststärke und Stichprobenumfang
power | sample size | effect size | minimum detectable effect | means | proportions | variances | correlations | ANOVA | case-control studies | cohort studies | contingency tables | survival analysis | balanced or unbalanced designs | results in tables or graphs
Treatment-Effekte
inverse probability weight (IPW) | doubly robust methods | propensity score matching | regression adjustment | covariate matching | multilevel treatments | endogenous treatments | average treatment effects (ATEs) | ATEs on the treated (ATETs) | potential-outcome means (POMs) | continuous, binary, count, fractional, and survival outcomes
Strukturgleichungsmodelle (SEM)
graphical path diagram builder | standardized and unstandardized estimates | modification indices | direct and indirect effects | continuous, binary, count, ordinal, and survival outcomes | multilevel models | random slopes and intercepts | factors scores, empirical Bayes, and other predictions | groups and tests of invariance | goodness of fit | handles MAR data by FIML | correlated data | survey data
Multiple Imputation
nine univariate imputation methods | multivariate normal imputation | chained equations | explore pattern of missingness | manage imputed datasets | fit model and pool results | transform parameters | joint tests of parameter estimates | predictions
Survey-Methoden
multistage designs | bootstrap, BRR, jackknife, linearized, and SDR variance estimation | poststratification | DEFF | predictive margins | means, proportions, ratios, totals | summary tables | regression, instrumental variables, probit, Cox regression
Cluster-Analyse
hierarchical clustering | kmeans and kmedian nonhierarchical clustering | dendrograms | stopping rules | user-extensible analyses
Probabilistische Testtheorie (Item Response Theory, IRT)
binary (1PL, 2PL, 3PL), ordinal, and categorical response models | item characteristic curves | test characteristic curves | item information functions | test information functions | differential item functioning (DIF)
Multivariate Methoden
factor analysis | principal components | discriminant analysis | rotation | multidimensional scaling | Procrustean analysis | correspondence analysis | biplots | dendrograms | user-extensible analyses
Nicht-parametrische Methoden
Wilcoxon-Mann-Whitney, Wilcoxon signed ranks, and Kruskal-Wallis tests | Spearman and Kendall correlations | Kolmogorov-Smirnov tests | exact binomial CIs | survival data | ROC analysis | smoothing | bootstrapping
Epidemiologische Verfahren
standardization of rates | case-control | cohort | matched case-control | Mantel-Haenszel | pharmacokinetics | ROC analysis | ICD-10
Datanmanagement
data transformations | match-merge | import/export data | ODBC | SQL | XML | by-group processing | append files | sort | row-column transposition | labeling | saving results
Grafiken
line charts | scatterplots | bar charts | pie charts | hi-lo charts | contour plots | GUI Editor | regression diagnostic graphs | survival plots | nonparametric smoothers | distribution Q-Q plots
Benutzeroberfläche
menus and dialogs for all features | Data Editor | Variables Manager | Graph Editor | Project Manager | Do-file Editor | Clipboard Preview Tool | multiple preference sets
Maximum Likelihood
specify likelihood using simple expressions | no programming required | survey data | standard, robust, bootstrap, and jackknife SEs | matrix estimators
Programmierbares Maximum Likelihood
user-specified functions | NR, DFP, BFGS, BHHH | OIM, OPG, robust, bootstrap, and jackknife SEs | Wald tests | survey data | numeric or analytic derivatives
Resampling und Simulationsmethoden
bootstrap | jackknife | Monte Carlo simulation | permutation tests
Zeitreihen
ARIMA | ARFIMA | ARCH/GARCH | VAR | VECM | multivariate GARCH | unobserved-components model | dynamic factors | state-space models | Markov-switching models | business calendars | correlograms | periodograms | forecasts | impulse-response functions | unit-root tests | filters and smoothers | rolling and recursive estimation
Dokumentation
27 manuals | 14,000+ pages | seamless navigation | thousands of worked examples | quick starts | methods and formulas | references
Basistatistiken
summaries | cross-tabulations | correlations | z and t tests | equality-of-variance tests | tests of proportions | confidence intervals | factor variables
Weitere statistische Methoden
kappa measure of interrater agreement | Cronbach’s alpha | stepwise regression | tests of normality
Funktionen
statistical | random-number | mathematical | string | date and time
Internet-Optionen
ability to install new commands | web updating | web file sharing | latest Stata news
User-Programme
community-contributed commands for meta-analysis, data management, survival, econometrics
Programmierung
adding new commands | command scripting | object-oriented programming | menu and dialog-box programming | Project Manager | plugins
Matrix-Programmierung – MATA
interactive sessions | large-scale development projects | optimization | matrix inversions | decompositions | eigenvalues and eigenvectors | LAPACK engine | real and complex numbers | string matrices | interface to Stata datasets and matrices | numerical derivatives | object-oriented programming
Integrierte Lösungen
Numerics by Stata
Installationsqualifizierung
IQ report for regulatory agencies such as the FDA | installation verification
Barrierefreiheit
Section 508 compliance, accessibility for persons with disabilities
Beispiel-Session
A sample session of Stata for Mac, Unix, or Windows