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Subject index - Stata

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110 <strong>Subject</strong> <strong>index</strong><br />

variables, continued<br />

unique values, [D] codebook, [D] duplicates,<br />

[D] inspect<br />

unregistered, [MI] mi rename, [MI] mi set,<br />

[MI] Glossary<br />

varying and super varying, [MI] mi passive,<br />

[MI] mi predict, [MI] mi set, [MI] mi varying,<br />

[MI] Glossary<br />

Variables Manager, [D] varmanage<br />

variance,<br />

analysis of, [MV] manova, [PSS] power,<br />

[PSS] power oneway, [PSS] power twoway,<br />

[PSS] power repeated, [R] anova, [R] loneway,<br />

[R] oneway, [SEM] intro 4<br />

components, [ME] Glossary, also see mixed model<br />

creating dataset of, [D] collapse<br />

creating variable containing, [D] egen<br />

decompositions, see forecast-error variance<br />

decomposition<br />

displaying, [R] summarize, [R] tabstat, [XT] xtsum<br />

estimation, [SVY] variance estimation,<br />

[SVY] Glossary<br />

estimators, [R] vce option, [XT] vce options<br />

Huber/White/sandwich estimator, see robust,<br />

Huber/White/sandwich estimator of variance<br />

inflation factors, [R] regress postestimation<br />

linearized, [SVY] variance estimation<br />

nonconstant, [SVY] variance estimation, also<br />

see robust, Huber/White/sandwich estimator of<br />

variance<br />

stabilizing transformations, [R] boxcox<br />

testing equality of, [R] sdtest<br />

variance–covariance matrix of estimators, [P] ereturn,<br />

[P] matrix get, [R] correlate, [R] estat, [R] estat<br />

vce, [SEM] Glossary, [U] 20.9 Obtaining the<br />

variance–covariance matrix, also see gsem<br />

option vce(), also see sem option vce()<br />

variance() function, [M-5] mean( )<br />

variance() option, see gsem option variance(), see<br />

sem option variance()<br />

variance-comparison test, [MV] mvtest covariances,<br />

[R] sdtest<br />

variances, [PSS] intro, [PSS] power, [PSS] power<br />

onevariance, [PSS] power twovariances<br />

control-group, [PSS] intro, [PSS] power,<br />

[PSS] power twovariances<br />

experimental-group, [PSS] intro, [PSS] power,<br />

[PSS] power twovariances<br />

independent, see variances, two-sample<br />

one-sample, [PSS] intro, [PSS] power, [PSS] power<br />

onevariance<br />

two-sample, [PSS] intro, [PSS] power, [PSS] power<br />

twovariances<br />

variance-weighted least squares, [R] vwls<br />

varimax rotation, [MV] rotate, [MV] rotatemat,<br />

[MV] Glossary<br />

varkeyboard, set subcommand, [R] set<br />

varlist, [P] syntax, [U] 11 Language syntax,<br />

[U] 11.4 varlists<br />

existing, [U] 11.4.1 Lists of existing variables<br />

new, [U] 11.4.2 Lists of new variables<br />

time series, [U] 11.4.4 Time-series varlists<br />

varlmar command, [TS] varlmar<br />

varmanage command, [D] varmanage<br />

varnorm command, [TS] varnorm<br />

varsoc command, [TS] varsoc<br />

varstable command, [TS] varstable<br />

varwle command, [TS] varwle<br />

varying<br />

conditional-correlation model, [TS] mgarch,<br />

[TS] mgarch vcc<br />

estimation sample, [MI] mi estimate<br />

variables, [ST] stvary, also see variables, varying<br />

and super varying<br />

varying, mi subcommand, [MI] mi varying<br />

vcc, mgarch subcommand, [TS] mgarch vcc<br />

VCE, see variance–covariance matrix of estimators<br />

vce() option, [R] vce option, [XT] vce options, see<br />

gsem option vce(), see sem option vce()<br />

vce, estat subcommand, [R] estat, [R] estat vce,<br />

[SVY] estat<br />

VEC, see vector error-correction model<br />

vec command, [TS] vec, [TS] vec postestimation<br />

vec() function, [D] functions, [M-5] vec( ), [P] matrix<br />

define<br />

vecaccum, matrix subcommand, [P] matrix accum<br />

vecdiag() function, [D] functions, [P] matrix define<br />

vech() function, [M-5] vec( )<br />

veclmar command, [TS] veclmar<br />

VECM, see vector error-correction model<br />

vecnorm command, [TS] vecnorm<br />

vecrank command, [TS] vecrank<br />

vecstable command, [TS] vecstable<br />

vector, [M-2] declarations, [M-6] Glossary<br />

vector autoregressive<br />

forecast, [TS] fcast compute, [TS] fcast graph<br />

model, [G-2] graph other, [TS] dfactor,<br />

[TS] sspace, [TS] ucm, [TS] var intro, [TS] var,<br />

[TS] var svar, [TS] varbasic, [TS] Glossary<br />

moving-average model, [TS] dfactor, [TS] sspace,<br />

[TS] ucm<br />

postestimation, [TS] fcast compute, [TS] fcast<br />

graph, [TS] irf, [TS] irf create, [TS] var<br />

postestimation, [TS] vargranger, [TS] varlmar,<br />

[TS] varnorm, [TS] varsoc, [TS] varstable,<br />

[TS] varwle<br />

vector error-correction<br />

model, [TS] vec intro, [TS] vec, [TS] Glossary, also<br />

see multivariate GARCH<br />

postestimation, [TS] irf, [TS] irf create, [TS] fcast<br />

compute, [TS] fcast graph, [TS] varsoc,<br />

[TS] vec postestimation, [TS] veclmar,<br />

[TS] vecnorm, [TS] vecrank, [TS] vecstable<br />

vector norm, [M-5] norm( )<br />

vectors, see matrices

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