[U] User's Guide

28 [ U ] 1 Read this—it will helpb. Consider the interaction c.x#c.x, where x is continuous. The unexpanded and expanded,specific varlists are the same as the general varlist: c.x#c.x.c. Consider the interaction a#c.x. The unexpanded, specific varlist is i(1 2).a#c.x, and theexpanded, specific varlist is 1.a#c.x 2.a#c.x.d. All these varlists are handled in the same way that factor variables are handled, as outlined initem 1 above.3. New command fvrevar creates equivalent, temporary variables for any factor variables, interactions,or times-series–operated variables so that older commands can be easily converted to working withfactor variables. We hasten to add that, in general, Stata does not follow the fvrevar approach.Think of this fvrevar as a generalization of tsrevar. See [R] fvrevar.4. Factor variables lead to a number of additions to what is saved in e() and sometimes r():a. Estimation commands that post e(V) now post the corresponding rank of the matrix in scalare(rank).b. Estimation commands that allow constraints now post the constraints matrix in matrix e(Cns).c. In many estimation commands allowing constraints, and in the programming command makecns,scalar e(k autoCns) is now posted containing the sum of the number of base, empty, andomitted constraints.d. Programming command makecns now save the constraints used in macro r(clist).e. Estimation commands that allow factor variables now post in macro e(asbalanced) the nameof each factor variable participating in e(b) that was fvset design asbalanced and post inmacro e(asobserved) the name of each factor variable participating in e(b) that was fvsetdesign asobserved.f. Estimation commands now post in macros how new command margins is to treat their predictionstatistics when the statistics require special treatment. These macros are e(marginsok),e(marginsnotok), and e(marginsprop).e(marginsok) specifies the name of predictors that are to be allowed and that appear to violatemargins’ usual rules, such as dependent variables being involved in the calculation.e(marginsnotok) are statistics that margins fails to identify as violating assumptions butthat do and should not be allowed.e(marginsprop) provides special signals as to how statistics for the estimator must be handled.Currently allowed are combinations of addcons, noeb, and nochainrule. addcons meansthat the estimated equations have no constant even if the user did not specify noconstantat estimation time. noeb means that the estimator does not store the covariate names in thecolumn names of e(b). nochainrule means that the chain rule may not be used to calculatederivatives.g. Matrix e(V modelbased), the model-based VCE, is now posted by most estimation commandsthat allow robust variance estimation by bootstrap and jackknife.h. Existing command sktest now returns in matrix r(N) the matrix of observation counts andin matrix r(Utest) the matrix of test results.5. Existing command estimates describe using now saves in scalar r(nestresults) the numberof sets of estimation results saved in the .ster file.6. Existing command correlate saves in matrix r(C) the correlation or covariance matrix.7. Existing command ml has been rewritten. It is now implemented in terms of new Mata functionand optimization engine moptimize(). The new ml handles automatic or implied constraints,