[U] User's Guide

[ U ] 1.3 What’s new 154. New command misstable makes tables that help you understand the pattern of missing valuesin your data; see [R] misstable.5. New command gmm implements the generalized method of moments estimator. gmm allows linear andnonlinear models; allows one-step, two-step, and iterative estimators; works with cross-sectional,time-series, and panel data; and allows panel-style instruments. To fit a model, you need onlywrite the expressions of the moments. See [R] gmm.6. Concerning factor variables:a. Factor variables may be specified with almost all estimation commands (see item 6g below).b. If an estimation command works with factor variables, so do its postestimation commands. Ifthe postestimation command accepts or requires a varlist, factor variables may be specified.c. Factor variables may be specified with existing commands list and summarize.d. Commands that allow factor variables also allow new options affecting how output appears:vsquish, baselevels, allbaselevels, noemptycells, and noomitted. Many commandsthat work with factor variables, such as estat summarize, estat vce, and the like, also allowthe above options. Estimation commands also allow new option coeflegend. See [R] estimationoptions.coeflegend is useful when you wish to access the coefficients or standard errors individuallyusing b[ ] or se[ ], such as when you are using lincom, nlcom, or test. coeflegendprovides what you need to type.vsquish reduces the amount of white space used vertically to display results.Stata used to drop covariates because of collinearity before performing estimation. This isnow handled differently. Stata dropped variables for three reasons: because they were 1) baselevels of factors, 2) levels corresponding to interactions where there were no data, and 3) trulycollinear. These are now identified separately.New option baselevels says to report reason 1 in main effects.New option allbaselevels says to report reason 1 in all terms.New option noemptycells says not to report reason 2.New option noomitted says not to report reason 3.e. New command fvset allows you to specify default base levels and design settings for variablesthat can be recorded in the dataset and so remembered from one session to the next; see[R] fvset.f. New command set emptycells drop specifies that all estimation commands drop covariatesassociated with empty cells from estimation. The default is set emptycells keep. If you havesufficient memory, it is better to keep the covariates because then new postestimation commandmargins can better identify nonestimability.g. Factor variables are allowed with the following estimation commands: anova, areg, binreg,biprobit, blogit, bootstrap, bprobit, clogit, cloglog, dfactor, dvech, eivreg,frontier, glm, glogit, gnbreg, gprobit, heckman, heckprob, hetprob, intreg, ivprobit,ivregress, ivtobit, jackknife, logistic, logit, manova, mlogit, mprobit,mvreg, nbreg, newey, ologit, oprobit, poisson, prais, probit, reg3, regress,rologit, rreg, scobit, slogit, sspace, stcox, streg, sureg, svy, tobit, treatreg,truncreg, xtcloglog, xtfrontier, xtgee, xtgls, xtintreg, xtivreg, xtlogit, xtmelogit,xtmepoisson, xtmixed, xtnbreg, xtpcse, xtpoisson, xtprobit, xtrc, xtreg,xtregar, xttobit, zinb, zip, ztnb, and ztp.