[U] User's Guide

18 [ U ] 1 Read this—it will help18. Existing estimation commands asmprobit and asroprobit have several new features:a. New option factor(#) specifies that a factor covariance structure with dimension # be used.b. New option favor(speed | space) allows you to set the speed/memory tradeoff. favor(speed)is the default.c. New option nopivot specifies that interval pivoting not be used in integration. By default,the programs pivot the wider of the integration intervals into the interior of the multivariateintegration. Although this improves the accuracy of the quadrature estimate, discontinuities mayresult in the computation of numerical second-order derivatives.d. New postestimation command estat facweights specifies that the covariance factor weightsbe displayed in matrix form.e. Existing postestimation command estat correlation now uses a default output format of%9.4f instead of the previous %6.3f.See [R] asmprobit, [R] asroprobit, [R] asmprobit postestimation, and [R] asroprobit postestimation.19. biprobit with option constraints() specified now applies these constraints when fitting thecomparison models. As such, we can now report a likelihood-ratio (LR) test of the comparisonmodel test instead of a Wald test. To obtain a Wald comparison test, type test [athrho] consafter fitting the model.20. Existing quality-control commands cchart, pchart, rchart, xchart, and shewhart have newoption nograph, which suppresses the display of the graph. These commands also now return inr() the relevant values displayed in the charts. Also, pchart has new option generate(), whichsaves the variables plotted in the chart. See [R] qc.21. predict used after mlogit, mprobit, ologit, oprobit, and slogit now defaults to predictingthe probability of observing the first outcome. Previously, the outcome() option was required.22. Existing estimation command reg3 now reports large-sample statistics by default when constraintsare specified, regardless of the estimator used.23. Several estimation commands now accept existing convergence-criterion options nrtolerance(#)and nonrtolerance. Commands include blogit, factor, logit, mlogit, ologit, oprobit,probit, rologit, stcox, and tobit. The default is nrtolerance(1e-5).24. Existing estimation commands exlogistic and expoisson allow option memory() to be morethan 512 MB; see [R] exlogistic and [R] expoisson.25. Existing command ssc, which obtains user-written software from the Statistical Software Componentsarchive, has new syntax ssc hot to list the most-downloaded submissions; see [R] ssc.1.3.4 What’s new in statistics (longitudinal data/panel data)1. New command xtunitroot performs the Levin–Lin–Chu, Harris–Tzavalis, Breitung’s, Im–Pesaran–Shin, Fisher-type, and Hadri Lagrange multiplier tests for unit roots on panel data. See[XT] xtunitroot.2. Concerning existing estimation command xtmixed:a. xtmixed now allows modeling of the residual-error structure of the linear mixed models. Fivestructures are available: independent, exchangeable, autoregressive (AR), moving average (MA),and unstructured. Use new option residuals(). Within residuals(), you may also specifysuboption by(varname) to obtain heteroskedastic versions of the above structures. For example,