Capabilities

See New in Stata 11 for an overview of capabilities added in Stata 11 including multiple imputation, competing-risks regression, marginal analysis, GMM and many more.

Data management

data transformations, match-merge, ODBC, XML, by-group processing, append files, sort, row-column transposition, labeling

Basic statistics

summaries, cross-tabulations, correlations, t tests, equality-of-variance tests, tests of proportions, confidence intervals

Linear models

regression; bootstrap, jackknife, and robust Huber/White/sandwich variance estimates; instrumental variables; three-stage least squares; constraints; quantile regression; GLS

Linear mixed-effects models

two-, three-, and multi-way random-intercepts and random-coefficients models; crossed random effects; ML and REML estimation; BLUPs of effects and fitted values

Binary, count, and limited dependent variables

logistic, probit, tobit; Poisson and negative-binomial; conditional, multinomial, ordered, rank-ordered, and stereotype logistic; multinomial probit; zero-inflated and zero-truncated count models; selection models; marginal effects

Panel data/longitudinal data

random- and fixed-effects with robust standard errors, linear mixed models, random-effects probit, GEE, random- and fixed-effects Poisson, Arellano-Bond, and instrumental variables regression; AR(1) disturbances

Generalized linear models (GLMs)

ten link functions, user-defined links, seven distributions, ML and IRLS estimation, nine variance estimators, seven residuals

Nonparametric methods

Wilcoxon-Mann-Whitney, Wilcoxon signed ranks and Kruskal-Wallis tests; Spearman and Kendall correlations; Kolmogorov-Smirnov tests; exact binomial CIs

Exact statistics

exact logistic and Poisson regression, exact case-control statistics, binomial tests, Fisher's exact test for r x c tables

ANOVA/MANOVA

balanced and unbalanced designs; factorial, nested, and mixed designs; repeated measures, marginal means

Multiple imputation

five univariate imputation methods, multivariate normal imputation, explore pattern of missingness, manage imputed datasets, estimate model and pool results, transform parameters, joint tests of parameter estimates

Multivariate methods

factor analysis; principal components; rotation; multidimensional scaling; Procrustean analysis; correspondence analysis; biplots; dendrograms; user-extensible analyses

Cluster analysis

hierarchical clustering; kmeans and kmedian nonhierarchical clustering; dendrograms; stopping rules; user-extensible analyses

Resampling and simulation methods

bootstrapping, jackknife and Monte Carlo simulation; permutation tests

Model testing and postestimation support

Wald tests; LR tests; linear and nonlinear combinations, tests, and predictions; marginal effects; adjusted means; Hausman tests

Graphics

line charts, scatterplots, bar charts, pie charts, hi-lo charts, regression diagnostic graphs, survival plots, nonparametric smoothers, distribution Q-Q plots

Survey methods

sampling weights, multistage designs; stratification, poststratification; deff; means, proportions, ratios, totals; summary tables; predictive margins; bootstrap, jackknife, and linearization-based variance estimation; regression, instrumental variables, probit, Cox regression

Survival analysis

Kaplan-Meier and Nelson-Aalen estimators, Cox regression (frailty); parametric models (frailty); competing risks; hazards; time-varying covariates; left and right censoring, Weibull, exponential, and Gompertz analysis; sample size and power analysis

Tools for epidemiologists

standardization of rates, case-control, cohort, matched case-control, Mantel-Haenszel, pharmacokinetics, ROC analysis, ICD-9-CM

Time series

ARIMA, ARCH/GARCH, VAR, VECM, correlograms, periodograms, white-noise tests, unit root tests, Holt-Winters smoothers, Haver Analytics data, rolling and recursive estimation

Maximum likelihood

user-specified functions; NR, DFP, BFGS, BHHH; OIM, OPG, robust, bootstrap, and jackknife matrices; Wald tests; survey data; numeric or analytic derivatives

Other statistical methods

generalized method of moments (GMM), sample size and power, nonlinear regression, stepwise regression, statistical and mathematical functions

Programming language

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

Matrix programming — Mata

multiplication, addition, matrix inversion, eigenvalues and eigenvectors, SVD, Kronecker products, cross-products, matrix expressions

Internet capabilities

ability to install new commands, web updating, web file sharing, latest Stata news

Accessibility

Section 508 compliance, accessibility for persons with disabilities

Sample session

A sample session of Stata for Mac, Unix, or Window

User-written commands

User-written commands for meta-analysis, data management, survival, econometrics