New in Stata 11

Multiple imputation

  • Five univariate imputation methods
  • Multivariate normal imputation
  • Most estimation commands supported
  • Control panel guides you along
  • Manage MI datasets

GMM

  • Linear and nonlinear models
  • One-step, two-step, and iterative estimators
  • Cross-sectional, time-series, and panel models
  • Easily specify panel-style instruments
  • Interactive version just like nl

Fonts in graphics

  • Italics and bold
  • Greek letters
  • Mathematical symbols
  • Superscripts and subscripts
  • Multiple font faces

PDF documentation

  • Comes with every copy of Stata
  • Includes all manuals
  • Linked from help files

Variables Manager

  • Change storage types, names, and formats
  • Add and edit value labels
  • Attach notes to variables
  • Filter variables

Data Editor

  • Work reproducibly
  • Live view of data while you perform analyses
  • Filters to focus on subsets of data
  • Undo with snapshots
  • Enter dates and times easily

Do-file Editor

  • Syntax highlighting
  • Unlimited file size
  • Line bookmarks
  • Code folding

Mata

  • Object-oriented programming
  • Numerical derivative functions
  • Associative arrays
  • LAPACK functions

Factor variables

  • Indicators for categorical variables
  • Interactions—categorical and continuous
  • Polynomial terms
  • Factorial designs

Marginal analysis

  • Estimated marginal means
  • Predictive margins
  • Average marginal effects
  • Average adjusted predictions

Competing-risks regression

  • Time-varying covariates
  • Cumulative incidence graphs
  • Predict relative subhazards
  • Time-varying covariates

State-space models

  • VARMA Models
  • Structural time-series models
  • Unobserved component models
  • Stationary and nonstationary cases
  • Kalman filter

Dynamic-factor models

  • Unobserved dynamic factors
  • Static factor models
  • Extracting unobserved factors

Multivariate GARCH models

  • Diagonal vech model
  • ARCH and GARCH terms
  • Predict conditional volatitlity

Panel-data unit-root tests

  • Levin-Lin-Chu, Harris-Tzavalis, Breitung, and Im-Pesaran-Shin tests for unit roots
  • Fisher-type tests based on augmented Dickey-Fuller and Phillips-Perron tests
  • Hadri LM test for stationarity

Stata/MP

  • Multiple imputation
  • State-space models
  • Dynamic-factor models

More...

  • General statistics: more fractional polynomial features, semipartial correlation coefficients, endogeneity tests after ivregress
  • Survival statistics: DFBETAs, likelihood displacement values, and LMAX statistics after Cox regression; support for multiple imputation
  • Panel data and mixed models: error covariance structure modeling in xtmixed, standard errors for BLUPs after xtmixed
  • Multivariate methods: tests on means, covariances, and correlations; tests of multivariate normality; many enhancements to anova and manova
  • Programming features: tools for handling factor variables, more mathematical functions, soundex string matching functions
  • Data management: a new merge command, more ODBC features, support for zip files
  • Time series: ARCH with t and GED disturbances, support for factor variables