Stata Quick Reference and Index

Subject index 99
constrained estimation, continued
logit and probit estimation for grouped data,
[R] glogit
multinomial logistic regression, [R] mlogit
multinomial probit regression, [R] mprobit
multivariate regression, [R] mvreg
negative binomial regression, [R] nbreg
nested logit regression, [R] nlogit
ordered logistic regression, [R] ologit
ordered probit regression, [R] oprobit
parametric survival models, [ST] streg
Poisson regression, [R] poisson
probit model with
endogenous regressors, [R] ivprobit
selection, [R] heckprob
probit regression, [R] probit
random- and fixed-effects logit models, [XT] xtlogit
random- and fixed-effects negative binomial models,
[XT] xtnbreg
random- and fixed-effects Poisson models,
[XT] xtpoisson
random-effects cloglog model, [XT] xtcloglog
random-effects interval-data regression models,
[XT] xtintreg
random-effects probit model, [XT] xtprobit
random-effects tobit models, [XT] xttobit
seemingly unrelated regression, [R] sureg
stereotype logistic regression, [R] slogit
stochastic frontier models, [R] frontier
stochastic frontier models for panel data,
[XT] xtfrontier
structural vector autoregressive models, [TS] var
svar
three-stage least squares, [R] reg3
tobit model with endogenous regressors, [R] ivtobit
treatment-effects model, [R] treatreg
vector autoregressive models, [TS] var
vector error-correction models, [TS] vec
zero-inflated negative binomial regression, [R] zinb
zero-inflated Poisson regression, [R] zip
zero-truncated negative binomial regression, [R] ztnb
zero-truncated Poisson regression, [R] ztp
constrained estimation, programming, [P] makecns
constrained linear regression, [SVY] svy estimation
constrained optimization, [TS] arch, [TS] arima,
[TS] dfactor, [TS] dvech, [TS] sspace, [TS] var
constraint
command, [R] constraint
macro extended function, [P] macro
constraint matrix, creating and displaying, [P] makecns
constructor, [M-2] class
containers, [M-5] asarray( )
contents of data, [D] describe; [D] codebook,
[D] labelbook
context, class, [P] class
contingency tables, [MV] ca, [R] table, [R] tabulate
twoway, [ST] epitab, [SVY] svy: tabulate
twoway
continue, display directive, [P] display
continue command, [P] continue
continuous variable imputation, see imputation,
continuous
contract command, [D] contract
contrast or contrasts, [MV] Glossary
control charts, [R] qc
convergence criteria, [R] maximize
conversion, file, [D] filefilter
convert, mi subcommand, [MI] mi convert
converting between styles, [MI] mi convert
convolve() function, [M-5] fft( )
Cook–Weisberg test for heteroskedasticity, [R] regress
postestimation
Cook’s D, [R] predict, [R] regress postestimation
coordinates, estat subcommand, [MV] ca
postestimation, [MV] mca postestimation
copy,
graph subcommand, [G] graph copy
label subcommand, [D] label
mi subcommand, [MI] mi copy, [MI] styles
ssc subcommand, [R] ssc
copy and paste, [D] edit
.copy built-in class function, [P] class
copy command, [D] copy
copy graph, [G] graph copy
copy macro extended function, [P] macro
copycolor, set subcommand, [R] set
copying variables, [D] clonevar
copyright
lapack, [R] copyright lapack
scintilla, [R] copyright scintilla
symbol, [G] text
ttf2pt1, [R] copyright ttf2pt1
copyright command, [R] copyright
copysource, [M-1] source
Cornfield confidence intervals, [ST] epitab
Corr() function, [M-5] fft( )
corr() function, [M-5] corr( )
corr() function, [D] functions, [M-5] corr( ),
[P] matrix define
corr2data command, [D] corr2data
correcting data, see editing data
correlate command, [R] correlate
correlated error, see robust
correlated errors, [SVY] variance estimation, see
robust, Huber/White/sandwich estimator of
variance
correlation, [R] correlate; [M-5] corr( ), [M-5] fft( )
[M-5] mean( ),
compound symmetric, [MV] mvtest correlations
data generation, [D] corr2data, [D] drawnorm
for binary variables, [R] tetrachoric
intracluster, [R] loneway
Kendall’s rank, [R] spearman
matrices, [MV] mvtest correlations, [R] correlate,
[R] estat