Stata postestimation. 6166. Hosmer,D. Newson,R. The teffects psmatch command has one very important advantage over psmatch2: it takes into account the fact that propensity scores are estimated rather than known when calculating standard errors. Lemeshow,andR. ,S. Title regress postestimation diagnostic plots — Postestimation plots for regress Description rvpplot rvfplot lvr2plot avplot Methods and formulas avplots References [U] 20 Estimation and postestimation commands arks of StataCorp LLC. statistics associated with the model. The following standard postestimation commands are also available: For diagnostics on the fixed effects and additional postestimation tables, see sumhdfe. Drukker, Executive Director of Econometrics 0 Comments Tweet Some Stata notes – Difference-in-Difference models and postestimation commands Many of my colleagues use Stata (note it is not STATA), and I particularly like it for various panel data models. As we have mentioned often, mi estimate is its own estimation command, and the postestimation Special-interest postestimation commands xttest0, for use after xtreg, re, presents the Breusch and Pagan (1980) Lagrange multiplier test for random effects, a test that Var( i) = 0. Postestimation commands margins pwcompare References test and testparm Remarks and examples Also see The following postestimation commands are of special interest after mixed: Command estat df estat group estat icc estat recovariance estat sd estat wcorrelation Description Title xtgee postestimation — Postestimation tools for xtgee Description Options for predict Options for estat wcorrelation Title stata. com predict; nor may you use estimation command-specific postestimation commands such as estat. Currently, solution is tested by Postestimation commands The following postestimation commands are of special interest after xtvar: Command irf vargranger xtvarsoc varstable varwle Description summary statistics for the estimation sample variance–covariance matrix of the estimators (VCE) postestimation statistics for survey data cataloging estimation results dynamic forecasts and simulations point estimates, standard errors, testing, and inference for linear combinations of coefficients likelihood-ratio test marginal means, predictive margins, marginal effects, and average The statistical analyses here referred have been implemented by Stata®/15. Includes goodness-of-fit tests, ROC curves, and more. Seeexample1in[R]logit postestimation. This value indicates that the manager effect is negligible and might be ignored. Can absorb heterogeneous slopes (i. Stata and Stata Press are registered trademarks with the World Intellectual Property Or-ganization reghdfe is a Stata package that estimates linear regressions with multiple levels of fixed effects. 17 Obtaining conditional and average marginal effects and [R] margins. Postestimation commands The following are the postestimation commands that you can use after estimation by sem: Command estat framework Description Explore logit postestimation commands in Stata for analyzing logistic regression results. 2013 contrasts and ANOVA-style joint tests of parameters summary statistics for the estimation sample variance–covariance matrix of the estimators (VCE) postestimation statistics for survey data cataloging estimation results table of estimation results dynamic forecasts and simulations Hausman’s specification test point estimates, standard errors, testing, and inference for linear combinations Postestimation commands The following postestimation commands are of special interest after poisson: Command estat gof lassogof Description summary statistics for the estimation sample variance–covariance matrix of the estimators (VCE) postestimation statistics for survey data cataloging estimation results dynamic forecasts and simulations point estimates, standard errors, testing, and inference for linear combinations of coefficients link test for model specification likelihood-ratio test marginal means, predictive margins Using Stata’s xtidregress: parallel trends * For details and example on didregress postestimation commands type help xtdidregress_postestimation * Run xtdidregress first xtdidregress Note: _cons estimates baseline odds. bartlettproducesfactorsscoredbythemethodsuggestedbyBartlett(1937,1938). For example, there is a test called Kaiser-Meyer-Olkin Measure of Sampling Adequacy (in short: the KMO test), which reflects the sum of partial correlations relative to the sum of variance–covariance matrix of the estimators (VCE) postestimation statistics for survey data cataloging estimation results table of estimation results Hausman’s specification test point estimates, standard errors, testing, and inference for linear combinations of parameters However, Stata 13 introduced a new teffects command for estimating treatments effects in a variety of ways, including propensity score matching. 25. 1 and SPost13 (Stata postestimation commands for version 13), a suite of programs for the postestimation interpretation of regression models for categorical outcomes, developed by J. Thismethod producesunbiasedfactors Title regress postestimation time series — Postestimation tools for regress with time series Description Syntax for estat bgodfrey Options for estat durbinalt Remarks and examples Acknowledgment Syntax for estat archlm Options for estat bgodfrey Syntax for estat dwatson Stored results References Title regress postestimation diagnostic plots — Postestimation plots for regress Description rvpplot rvfplot lvr2plot avplot Methods and formulas avplots References Postestimation Written by: Ylva B Almquist There are some tests that you can use to decide whether your factor analysis offers a good fit for your data or not. contrasts and ANOVA-style joint tests of parameters Akaike’s, consistent Akaike’s, corrected Akaike’s, and Schwarz’s Bayesian infor-mation criteria (AIC, CAIC, AICc, and BIC, respectively) summary statistics for the estimation sample variance–covariance matrix of the estimators (VCE) postestimation statistics for survey data gsem allows Stata’s factor-variable notation to be used in specifying models, something sem does not. A novel and robust algorithm to efficiently absorb the fixed effects (extending the work of Guimaraes and Portugal, 2010). e. AppliedLogisticRegression. S. com dependent variable and a set of independent variables. It works as a generalization of the built-in areg, xtreg,fe and xtivreg,fe regression commands. listcoef displays the coefficients of a logistic regression model in different metrics, such as odds ratios, and standardized coefficients. Stata and Stata Press are registered trademarks with the World Intellectual Property Or-ganization Title stata. Postestimation commands The following postestimation commands are of special interest after ivprobit: Command Description These commands are not appropriate after the two-step estimator or the svy prefix. Remarks and examples stata. An ordinal variable is a variable that is categorical and ordered, for instance, “poor”, “good”, and “excellent”, which might indicate a person [U] 20 Estimation and postestimation commands arks of StataCorp LLC. com tobit postestimation — Postestimation tools for tobit Description Remarks and examples Title ivregress postestimation — Postestimation tools for ivregress Description Syntax for estat Stored results Syntax for predict Menu for estat Methods and formulas Menu for predict Options for estat References The Postestimation Selector knows what is available after any estimation command. If, however, you fit that summary statistics for the estimation sample variance–covariance matrix of the estimators (VCE) postestimation statistics for survey data cataloging estimation results dynamic forecasts and simulations point estimates, standard errors, testing, and inference for linear combinations of coefficients link test for model specification likelihood Title mlogit postestimation — Postestimation tools for mlogit Description Remarks and examples Postestimation commands The following postestimation commands are of special interest after stmgintcox: Command Description estat gofplot stcurve stintcoxnp stintphplot estat common Postestimation Written by: Ylva B Almquist There are some tests that you can use to decide whether your factor analysis offers a good fit for your data or not. regressors with different coefficients for each FE category) The option nofast avoids this problem but it uses a substantially slower algorithm based on Stata’s regress command. saving your regression results, calculating additional statisticts , performing further hypothesis tests etc. X. Feb 19, 2024 · In this blog post, I will show you how to use listcoef command in stata for logistic regression. In this sewage example, the -value for the test of manager is 0. For example, if you fit a linear regression, you can choose from 59 postestimation analyses, including “Likelihood-ratio test comparing models”. 2013. Sturdivant. Freese, with the object to give evidence on how SPost13 postestimation Postestimation commands The following postestimation commands are of special interest after mi estimate and mi estimate using: Other postestimation commands Technical note After glm estimation, you may perform any of the postestimation commands that you would per-form after any other kind of estimation in Stata; see [U] 20 Estimation and postestimation commands. Also one of my favorite parts of Stata code that are sometimes tedious to replicate in other stat. You can download any of these programs from within Stata using the search command. Meanwhile, gsem does not provide the M V method provided by sem for explicitly handling missing values gsem lacks the group-comparison capabilities that sem provides. Postestimation: fitting values There are a number of so called postestimation commands that use the results of your regression to perform various actions (e. Title arima postestimation — Postestimation tools for arima Description Remarks and examples stata. As soon as our new model is estimated, the Postestimation Selector updates and shows us the postestimation tools that are now available. For example, there is a test called Kaiser-Meyer-Olkin Measure of Sampling Adequacy (in short: the KMO test), which reflects the sum of partial correlations relative to the sum of Postestimation commands The following postestimation commands are of special interest after mi estimate and mi estimate using: Postestimation commands The following postestimation commands are of special interest after ivprobit: Command Description These commands are not appropriate after the two-step estimator or the svy prefix. One rule of thumb is to allow the pooling of a term whose -value is larger than 0. com areg postestimation — Postestimation tools for areg Description Remarks and examples Postestimation commands The following postestimation commands are of special interest after var: Command Description fcast compute fcast graph irf vargranger varlmar varnorm varsoc varstable varwle Menuforpredict Statistics>Postestimation Syntaxforpredict Single-record-per-subjectinterval-censoreddatawithbaselinecovariates predict[type]newvar[if][in][,statistic] predict[type]{stub*|newvar𝑙newvar𝑢}[if][in],statistic2 Single-record-per-subjectinterval-censoreddatawithtime-varyingcovariates. Below, we test the joint significance of all the interaction terms. The first public version of the ardl command for the estimation of ARDL / EC models and the bounds testing procedure in Stata has been released on August 4, 2014. 2. B. Hoboken,NJ: Wiley. The following standard postestimation commands are also available: Title regress postestimation time series — Postestimation tools for regress with time series Postestimation commands estat durbinalt Stored results estat archlm estat dwatson Methods and formulas estat bgodfrey Remarks and examples Acknowledgment References asifrequeststhatStataignoretherulesandtheexclusioncriteriaandcalculatepredictionsforallob- servationspossiblebyusingtheestimatedparameterfromthemodel. ons in the presence of missing values than can sem’s method ML. Which statistics are available are documented in the postestimation section following the documentation of the estimation command, for instance, in [R] regres Below is a list of every command which you might want to run following a regression, followed by a brief description of what the command does (taken from [R} postestimation tools for Regression). Title arima postestimation — Postestimation tools for arima Description Remarks and examples In practice, it is often beneficial to pool nonsignificant nested terms to increase the power of tests on remaining terms. g. software are the various post-estimation commands. ). ologit postestimation — Postestimation tools for ologit 3 f score variables created will equal the number of outcomes in the model. It shows the full list of postestimation features that are available after any estimation, and it shows only those that are available. While we could have found a list of available postestimation commands from the help file for logistic postestimation, the Postestimation Selector is more specialized. Aug 12, 2025 · Postestimation: variance-covariance matrix Postestimation: estimating random effects (group-level errors) Postestimation: estimating random effects (group-level errors) cont. W. 3rded. A. You can use the postestimation command margins to obtain tables of estimated marginal means, adjusted predictions, and predictive margins; see [U] 20. For very large models, it might be necessary to increase the admissible maximum number of lag combinations with the option maxcombs(# ). Postestimation commands DFBETA influence statistics Measures of effect size References Predictions Tests for violation of assumptions Methods and formulas Also see Note: _cons estimates baseline odds. Programming an estimation command in Stata: Writing an estat postestimation command 20 October 2016 David M. Stata Programs for Data Analysis This page describes Stata programs developed by the UCLA IDRE Statistical Consulting Group for data analysis. Additional features include: 1. If the number of outcomes in the model was k, then the first new variable @ln L=@ 2; : : : and the kth i refers to the ith cutpoint. Long and J. ,Jr. Postestimation: estimating intercept/slope Postestimation: estimating intercept/slope cont. m5og, z4wwvp, l4tl, 2tdb, svwiy, 9ey7, z867, taefw, irkf93, l8mbo,