Stata Quick Reference and Index
Stata Quick Reference and Index
Stata Quick Reference and Index
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
46 postestimation comm<strong>and</strong>s — <strong>Quick</strong> reference for postestimation comm<strong>and</strong>s<br />
Comm<strong>and</strong><br />
stcrreg<br />
stcurve<br />
streg<br />
stcurve<br />
svar, var, <strong>and</strong> varbasic<br />
fcast compute<br />
fcast graph<br />
irf<br />
vargranger<br />
varlmar<br />
varnorm<br />
varsoc<br />
varstable<br />
varwle<br />
vec<br />
fcast compute<br />
fcast graph<br />
irf<br />
veclmar<br />
vecnorm<br />
vecstable<br />
xtabond, xtdpd, <strong>and</strong> xtdpdsys<br />
estat abond<br />
estat sargan<br />
xtgee<br />
estat wcorrelation<br />
Description<br />
plot the cumulative subhazard <strong>and</strong> cumulative incidence functions<br />
plot the survivor, hazard, <strong>and</strong> cumulative hazard functions<br />
obtain dynamic forecasts<br />
graph dynamic forecasts obtained from fcast compute<br />
create <strong>and</strong> analyze IRFs <strong>and</strong> FEVDs<br />
Granger causality tests<br />
LM test for autocorrelation in residuals<br />
test for normally distributed residuals<br />
lag-order selection criteria<br />
check stability condition of estimates<br />
Wald lag-exclusion statistics<br />
obtain dynamic forecasts<br />
graph dynamic forecasts obtained from fcast compute<br />
create <strong>and</strong> analyze IRFs <strong>and</strong> FEVDs<br />
LM test for autocorrelation in residuals<br />
test for normally distributed residuals<br />
check stability condition of estimates<br />
test for autocorrelation<br />
Sargan test of overidentifying restrictions<br />
estimated matrix of the within-group correlations<br />
xtmelogit, xtmepoisson, <strong>and</strong> xtmixed<br />
estat group<br />
summarize the composition of the nested groups<br />
estat recovariance display the estimated r<strong>and</strong>om-effects covariance matrix (or matrices)<br />
xtreg<br />
xttest0<br />
Breusch <strong>and</strong> Pagan LM test for r<strong>and</strong>om effects