Subject index - Stata
Subject index - Stata
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