Research Computing: Software
Stata
Stata is an integrated statistical package for Windows, Macintosh, and Unix.. Stata provides an environment for manipulating and analyzing data using statistical and graphical methods.
Current version: 10.0
Some of the capabilities of Stata include:
- Basic statistics
summaries, cross-tabulations, correlations, t tests, equality of variance tests, tests of proportions, ...
Linear models
ANOVA, regression, robust Huber/White/sandwich variance estimates, instrumental variables, three-stage least squares, seemingly unrelated regression, constrained regression, quantile regression, GLS, ...
- Generalized linear models
Gaussian, binomial, Poisson, negative binomial, gamma, logit, probit, power, complementary log-log, log-log, log-compliment, ...
- Binary, count, and limited dependent variables
logistic, probit, tobit, truncated regression, conditional logistic, multinomial logit, nested logit, Poisson regression, negative binomial, zero-inflated models, Heckman selection model, marginal effects, ...
- Panel data/cross-sectional time-series
GEE, random- and fixed-effects regression, random-effects probit, random- and fixed-effects Poisson and negative binomial, random-effects tobit, Arellano–Bond, instrumental variables regression, regression with AR(1) disturbances, ...
- Nonparametric methods
Wilcoxon–Mann–Whitney, Wilcoxon signed ranks, Kruskal–Wallis, Spearman and Kendall correlations, Kolmogorov–Smirnov, exact binomial CIs, ...
- Multivariate methods
factor analysis, principal components, canonical correlation, multivariate regression, ...
- Cluster analysis
hierarchical clustering, single, complete, and average linkage, kmeans, kmedians, dendrograms, user-extensible, ...
- Resampling and simulation methods
bootstrapping, jackknife, Monte Carlo simulation
- Model testing and post-estimation support
Wald tests, LR tests, linear combinations, predictions, tests of nonlinear restrictions, marginal effects, adjusted means, Hausman tests, linktest, ...
- Survey methods
sampling weights, multistage cluster sampling, stratification, linearization variance estimator, deff, means, proportions, ratios, totals, contingency tables, regression, instrumental variables, logit, probit, multinomial logit, ...
Survival analysis
Kaplan–Meier, Nelson–Aalen, Cox regression, parametric (frailty), tests of proportional hazards, time-varying covariates, left and right censoring, Weibull, exponential, Gompertz, lognormal, ...
- Tools for epidemiologists
standardization of rates, case-control, cohort, matched case-control, Mantel–Haenszel, pharmacokinetics, ROC analysis, ICD-9-CM, ...
- Time series
ARIMA, ARCH/GARCH, Cochrane–Orcutt, Prais–Winsten, Newey–West, correlograms, periodograms, white-noise tests, unit root tests, time-series operators, ...
- Transforms and normality tests
Box–Cox, power transforms, Shapiro–Wilk and Shapiro–Francia tests, ...
- Other statistical methods
sample size and power, nonlinear regression, imputations, stepwise regression, statistical and mathematical functions, ...
- Data management
data transformations, match-merge, by-group processing, append files, sort, outer-joins, row-column transposition, labeling, string functions, ...
- Graphics
line charts, scatterplots, bar charts, pie charts, hi-lo charts, regression diagnostic graphs, survival plots, nonparametric smoothers, distribution Q-Q plots, ...
- Matrix commands
multiplication, addition, matrix inversion, eigenvalues and eigenvectors, SVD, Kronecker products, cross-products, matrix expressions, ...