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Subject index - Stata

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<strong>Subject</strong> <strong>index</strong> 27<br />

dsign() function, [M-5] dsign( ), [M-5] sign( )<br />

dstdize command, [R] dstdize<br />

.dta file, [U] 11.6 Filenaming conventions<br />

.dta file extension, technical description, [P] file<br />

formats .dta<br />

.dtasig file, [U] 11.6 Filenaming conventions<br />

dual scaling, [MV] ca<br />

Duda and Hart <strong>index</strong> stopping rules, [MV] cluster stop<br />

dummy variables, see indicator variables, see indicators<br />

Duncan’s multiple-comparison adjustment, see multiple<br />

comparisons, Duncan’s method<br />

dunnettprob() function, [D] functions,<br />

[M-5] normal( )<br />

Dunnett’s multiple comparison adjustment, see multiple<br />

comparisons, Dunnett’s method<br />

Dunnett’s multiple range distribution,<br />

cumulative, [D] functions<br />

inverse cumulative, [D] functions<br />

dup(#), display directive, [P] display<br />

duplicate observations,<br />

dropping, [D] duplicates<br />

identifying, [D] duplicates<br />

duplicates<br />

drop command, [D] duplicates<br />

examples command, [D] duplicates<br />

list command, [D] duplicates<br />

report command, [D] duplicates<br />

tag command, [D] duplicates<br />

duplicating<br />

clustered observations, [D] expandcl<br />

observations, [D] expand<br />

duplication matrix, [M-5] Dmatrix( )<br />

duration analysis, see survival analysis<br />

Durbin–Watson statistic, [R] regress postestimation<br />

time series, [TS] prais<br />

durbinalt, estat subcommand, [R] regress<br />

postestimation time series<br />

Durbin’s alternative test, [R] regress postestimation<br />

time series<br />

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

dwatson, estat subcommand, [R] regress<br />

postestimation time series<br />

dyadic operator, [M-2] syntax, [M-6] Glossary<br />

dydx command, [R] dydx<br />

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

[TS] mgarch dcc<br />

dynamic factor model, [TS] dfactor, [TS] dfactor<br />

postestimation, also see state-space model<br />

dynamic forecast, [TS] arch, [TS] arfima, [TS] fcast<br />

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

[TS] forecast adjust, [TS] forecast clear,<br />

[TS] forecast coefvector, [TS] forecast<br />

create, [TS] forecast describe, [TS] forecast<br />

drop, [TS] forecast estimates, [TS] forecast<br />

exogenous, [TS] forecast identity, [TS] forecast<br />

list, [TS] forecast query, [TS] forecast solve,<br />

[TS] mgarch, [TS] Glossary, [U] 20.20 Dynamic<br />

forecasts and simulations<br />

dynamic model, [XT] Glossary<br />

dynamic panel-data regression, [XT] xtabond,<br />

[XT] xtdpd, [XT] xtdpdsys<br />

dynamic regression model, [TS] arfima, [TS] arima,<br />

[TS] var<br />

dynamic structural simultaneous equations, [TS] var<br />

svar<br />

dynamic-multiplier function, [TS] irf, [TS] irf cgraph,<br />

[TS] irf create, [TS] irf ctable, [TS] irf ograph,<br />

[TS] irf table, [TS] var intro, [TS] Glossary<br />

.dynamicmv built-in class function, [P] class<br />

E<br />

e() function, [D] functions, [M-5] e( )<br />

e() stored results, [P] ereturn, [P] estimates,<br />

[P] return, [R] stored results,<br />

[U] 18.8 Accessing results calculated by other<br />

programs, [U] 18.9 Accessing results calculated<br />

by estimation commands, [U] 18.10.2 Storing<br />

results in e()<br />

e(functions) macro extended function, [P] macro<br />

e(macros) macro extended function, [P] macro<br />

e(matrices) macro extended function, [P] macro<br />

e(sample) function, [D] functions, [P] ereturn,<br />

[P] return<br />

e(sample), resetting, [R] estimates save<br />

e(scalars) macro extended function, [P] macro<br />

EB, see empirical Bayes<br />

EBCDIC files, [D] filefilter, [D] infile (fixed format),<br />

[U] 21.2.9 If you have EBCDIC data<br />

e-class command, [P] program, [P] return, [R] stored<br />

results, [U] 18.8 Accessing results calculated by<br />

other programs<br />

economist scheme, [G-3] axis options, [G-4] scheme<br />

economist<br />

edit command, [D] edit<br />

edit, graphs, [G-1] graph editor<br />

editing<br />

ado-files and do-files, [R] doedit<br />

commands, [U] 10 Keyboard use<br />

data, [D] edit, [D] generate, [D] merge, [D] recode<br />

files while in <strong>Stata</strong>, [R] doedit<br />

output, [U] 15 Saving and printing output—log<br />

files<br />

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

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

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

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

edittointtol() function, [M-5] edittoint( )<br />

edittointtol() function, [M-5] edittoint( )<br />

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

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

edittozerotol() function, [M-5] edittozero( )<br />

edittozerotol() function, [M-5] edittozero( )<br />

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

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

EE estimator, see estimating-equation estimator

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