Subject index. A abbreviating commands...19 ado-files...9, 446 ado uninstall command...9

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1 Subject index A abbreviating commands...19 ado-files...9, 446 ado uninstall command...9 AIC...see Akaike information criterion Akaike information criterion..104, 112, 414 alternative-specific data data organization models for , 297, 313 alternative-specific multinomial probit model ASCII data format...25 ASMNPM...see alternative-specific multinomial probit model asmprobit command...313, asprvalue alternative-specific multinomial probit model , 338 command conditional logit model , rank-ordered logit model assessed categories B base category base probability baseoutcome() option Bayesian information criterion , 105, , 459 difference BIC...see Bayesian information criterion binary logit model...77, , binary outcomes...6, 131 binary probit model , binary regression model... see binary logit model; binary probit model binary variables, creating BLM...see binary logit model bootstrap , 127, 494 convergence problems BPM...see binary logit model brant command , browse command...18, 37 C capture command...31, 435 case2alt command , , case-specific data...6, alternative-specific models...298, categorical independent variables cd command...21 CLM...see conditional logit model clogit command cloglog command clonevar command...43 cluster() option cmdlog command...31 codebook command...41 coefficient of determination comments (in do-files)... 28, 68 comparing count models compress command...25 conditional logit model confidence intervals coefficients...86 discrete change...173, 214, 249, 364, 423

2 518 Subject index confidence intervals, continued level() option...86 odds ratio overview , plotting , 380 probabilities prgen prvalue , constraint command , 371 continuation ratio model Cook s distance count models, comparing count outcomes...7, 349 count R 2...see R 2,count countfit command , Cox Snell R 2...see R 2, Cox Snell Cragg and Uhler s R 2...see R 2, Cragg and Uhler s creating new variables cumulative probability, plotting.....see graph types, cumulative probability D data, looking at datasets converting formats entry...26 loading examples non-stata formats...25 size limitations...26 Stata format #delimit command...29 delta method...120, 127 describe command...38 deviance dir command...22 directory changing...21, 446 working discrete change...also see prchange binary regression model categorical independent variables discrete change, continued confidence intervals , , multinomial logit model , 266 ordered regression model overview Poisson regression model prvalue, computed with , , dispersion() option distinguishability, in SLM distribution gamma negative binomial Poisson...349, 350, 355 do command...27 Do-file Editor...29 do-files creating long lines...29 dotplot command... 40, 67 68, 159, 205, 248 drop command...41 dummy variables... 45, 47, 48, 68, 415, 416 E edit command...26 Efron s R 2...see R 2, Efron s endpoint transformation..120, 126, 494 error messages...11, 21, 26 errors, correlated estat command estat classification command estat correlation command estat covariance command , 324 estat gof command estat ic command , 112 estat mfx command...335

3 Subject index 519 estat command, continued estat summarize command.. 103, 176 estat vce command estimates command...89 estimates restore command , 389 estimates store command with lrtest estimates table command estimation commands sample using maximum likelihood estimation.. see maximum likelihood estimation using simulation weights...84 estout command exposure time F factor change coefficients binary logit model , categorical independent variables conditional logit model , 309 confidence interval count outcomes negative binomial regression model Poisson regression model Poisson model...385, 399 multinomial logit model , ordered logit model overview...95, fdasave command...25 file types...22 findit command...20 fitstat binary regression model command , ordered regression model fonts, changing screen foreach command...175, 390 forvalues command...393, functions...43 G generalized ordered logit model generate command...42, 47 global command...53 GOLM...see generalized ordered logit model gologit2 command goodness of fit binary outcomes nominal outcomes ordinal outcomes graph command graph dir command...63 graph display command graph export command graph twoway connected command graph twoway rarea command , , 381 graph twoway scatter command...57, graph use command...63 graph types confidence intervals cumulative probability , discrete change index , 201 influential cases lowess odds ratios probability , 205, ,

4 520 Subject index graph types, probability, continued of count , , , , , 413, 436, 438 residuals...148, 202 graphs...54, 61 axes combining , 211 exporting...62 naming...61 overview plotting printing...63 saving...62 schemes...59 titles grmean option grouped continuous regression model variables H Halton sequences Hammersley sequences help command...20 help, getting...xxxi xxxii, 20 heterogeneity (observed or unobserved)...355, 356, 372, 409 hetprob command HL statistics... see Hosmer Lemeshow statistics Hosmer Lemeshow statistic HRM...see hurdle regression model HTML...17, 91, 94 hurdle regression model hypothesis testing binary outcomes categorical independent variables count outcomes , nominal independent variables hypothesis testing, continued nominal outcomes ordinal independent variables ordinal outcomes I identification binary regression model multinomial probit model...275, 325, 329, , 284, 287 if qualifier...36, 37, 41 IIA test..see independence of irrelevant alternatives in qualifier...36, 41 incidence-rate ratio...358, 360 independence of irrelevant alternatives , , 341 infile command...25 infix command...25 influence binary outcomes...145, ordinal outcomes information measures installing SPost... see SPost, installing interaction terms...49, , , 436, 438 interpretation binary outcomes count outcomes hurdle regression model negative binomial regression model Poisson regression model Poisson model zero-truncated negative binomial model and zero-truncated Poisson model

5 Subject index 521 interpretation, continued nominal outcomes ASMNPM conditional logit model , multinomial logit model ordinal outcomes ordered regression model stereotype logistic regression model overview ranked outcomes ivprobit command K keep command...42 L label command labelbook command...51 labels value variable latent-variable model...132, 184 leastlikely command , least-likely observations level() option...86 lincom command , 420 linear probability model linear regression model...3, 97, 114, 115, 349 list command...38 listcoef binary regression model command , conditional logit model...299, count outcomes negative binomial regression model Poisson regression model listcoef, count outcomes, continued Poisson model multinomial logit model , ordered regression model...203, rank-ordered logit model load data local command...53 log command...22 log files logit command logit model binary...see binary logit model multinomial...see multinomial logit model ordered...see ordered regression model rank-ordered...see rank-ordered logit model stereotype.. see stereotype logistic model LogXact...77 long lines in do-files...29 lookfor command...50 lowess graph LRM...see linear regression model LRM R 2...see R 2, LRM lrtest alternative-specific multinomial probit model binary regression model.. 142, 144 categorical variables command multinomial logit model , ordered regression model ls command...22

6 522 Subject index M macros with forvalues with prvalues macros (global or local) marginal change...also see prchange binary regression model count models multinomial logit model ordered regression model overview mfx y mark command...80 markout command...80 maximum likelihood estimation , 140, 193 output problems sample size...77 maximum likelihood R 2...see R 2, maximum likelihood maximum simulated likelihood McFadden s R 2...see R 2, McFadden s McKelvey and Zavoina s R 2...see R 2, McKelvey and Zavoina s measures of fit binary regression model count models multinomial logit model ordered regression model overview me.hlp file memory command...26 mfx alternative-specific multinomial probit model binary regression model command multinomial logit model Poisson regression model misschk command , missing data...see mark; markout; misschk estimation commands missing data, continued... patterns of missing values...41, 79, 80, 136, 416 multiple codes...25, 41 missing values, selecting...36 mlogit command mlogplot command , , 272, mlogtest command , for effects of independent variables for IIA testing multiple variables...238, 239 mlogview command , value labels MNLM...see multinomial logit model MNPM...see multinomial probit model mprobit command MSL...see maximum simulated likelihood multinomial logit model...77, , 230, 248 base category.. 228, 229, , 264 combining alternatives , discrete-change plot , 266, , odds-ratio plot , 272, , specification searches with clogit...304, multinomial probit model with IIA without IIA multiplicative coefficients N Nagelkerke R 2...see R 2, Nagelkerke naming graphs...61 NB1andNB nbreg command

7 Subject index 523 NBRM...see negative binomial regression model negative binomial regression model , net install command...11 NetCourses...21 new variables nolog option...85 nominal independent variables...45, 415, , 422, 423 nominal outcomes...6, , 293 nonlinear probability model.. 115, 116, 135, 187, 427, 429, 430 nonlinear terms..48, , 435, 436 nonnested models notes command...32, 52 O ocratio command...220, 222 odds ratios binary logit model conditional logit model...299, multinomial logit model...233, overview plotting rank-ordered logit model , 289 OLM...see ologit command ologit command omodel command OPM...see oprobit command oprobit command ordered regression model , , 204, 248 alternative parameterization ordinal independent variables , ordinal outcomes...6, 183, ordinality ORM...see ordered regression model outcome categories, combining , 286 outfile command...25 outliers...see residuals outreg command overdispersion...372, 376, truncated models P panel data...75 parallel regression assumption , parameterization, OLM percent change coefficients... see factor change coefficients perfect predictions...140, 192, 234 plotting...see graph poisson command , Poisson distribution Poisson regression model..77, , , postestimation analysis... 99, interactions marginal effects nominal independent variables nonlinear models ordinal independent variables plotting predictions predicted outcomes PostScript...24 pr* commands, specifying values praccum command , prchange binary regression model , 177 categorical independent variables command , 122, , multinomial logit model ordered regression model Poisson regression model

8 524 Subject index prcounts command , hurdle regression model Poisson regression model Poisson model zero-truncated negative binomial model and zero-truncated Poisson model predict alternative-specific multinomial probit model , binary regression model , conditional logit model hurdle regression model multinomial logit model multinomial probit model ordered regression model , predicted probabilities , , , , , , , , , , 386, , , also see asprvalue; prvalue; prtab; prgen; prcount ideal types...160, 162, 205, 206 plotting , , , , , , , tables of , , , , predicts perfectly...see perfect predictions prgen binary regression model command , , , prgen, continued count negative binomial regression model Poisson regression model Poisson model multinomial logit model ordered regression model PRM...see Poisson regression model probit command probit model binary... see binary probit model multinomial.. see multinomial probit model; alternative-specific multinomial probit model ordered...see ordered regression model profile.do file...19, proportional odds assumption..197, see parallel regression assumption prtab binary regression model command , , 208, , multinomial logit model ordered regression model prvalue binary regression model , command , , count negative binomial regression model Poisson regression model Poisson model zero-truncated negative binomial model and zero-truncated Poisson model...386

9 Subject index 525 prvalue, continued discrete change...174, 216, 249, 283, 365, 402, 423 multinomial logit model ordered regression model , saved results stereotype logistic model pseudo-r 2...see R 2, pseudo pwd command...21 Q quietly prefix...94, 365 R R 2 count Cox Snell R Cragg and Uhler s Efron s LRM maximum likelihood McFadden s... 88, 109, 155 McKelvey and Zavoina s..110, 196 Nagelkerke pseudo ranked outcomes rank-ordered logit model partial rankings ties rate , recode command...44, 70 recoding valves relative-risk ratios replace command...44 replications...121, 127, 494 residuals binary outcomes detecting large ordinal outcomes robust option...86 robust standard errors...86 ROLM...see rank-ordered logit model rologit command S sample size (for ML estimation)...77 SAS...25 save command...24 saving data...25 saving graphs...62 scalar measures of fit.. see measures of fit scobit command scrollback buffer search command...9, 20 selecting observations...36, selecting variables...42 set logtype command...23, 445 set matsize command set memory command...26, 445 set scrollbufsize command set seed command , 246 set varlabelpos command...19 simulation, for estimation SLM...see stereotype logistic model slogit command SMCL...see Stata Markup and Control Language SORM...see stereotype logistic model spex command...12, 498 SPost...75 installing modifying support...xxxi xxxii, 11 uninstalling...12 spost9 ado...9, 13 spost9 do...11, 13 squared variables standardized coefficients factor change.. 178, 179, 261, 360, 361, 378, x-, y-, y*-, and fully for y* , 203, standardized discrete change...173, 259, 483 Stata command syntax file types...22

10 526 Subject index Stata, continued introduction MacOS version...16 NetCourses...21 Unix versions...16 updating...8 version 7...7, 25 version 8...7, 25 version 9...7, 25 Stata Markup and Control Language , 24 Statalist...21 Stat/Transfer...25 stcox command stereotype logistic model...220, stopping a do-file...29 structural covariance matrix structural option summarize command...35, 38 survival data...5 svy commands...85 syntax asmprobit asprvalue...300, 450 brant...199, 452 case2alt...296, 454 clogit countfit...410, 456 estimates store...89 estimates table...89 estimation commands fitstat...104, 459 graph twoway rarea leastlikely...152, 461 listcoef...94, 464 log...22 logit lrtest misschk...83, 468 mlogit mlogplot mlogtest...235, 473 mlogview nbreg syntax, continued ologit omodel oprobit poisson praccum...431, 480 prchange...122, , 483 prcounts...352, 485 predict...116, 158, 204, 247 prgen , , 487 probit prtab , , 490 prvalue , , 493 rologit slogit spex Stata test zinb zip ztnb ztp sysdir command...9, 10, 444 T tab1 command...40 tables...see estout; estimates command, estimates table constructing formatting tabulate command...34, 39, 46, 416 test binary regression model categorical variables command , multinomial logit model...237, ordered regression model...193, 195 tests Brant...199, 200 comparing count models Hausman (IIA) ,

11 Subject index 527 tests, continued likelihood-ratio , 108, , , , , , , 424 overdispersion...376, overview...99 parallel regression Small Hsiao (IIA) , Vuong Wald , , , , 420 tests, proportional odds TextPad...30 trace command...85 transforming variables translate command...24 truncated count model see zero-truncated negative binomial model; zerotruncated Poisson model truncated counts tutorial U update command...11 use command...21, 24 V value labels valves, recoding variable labels variable lists...35, 78 variable names...19, 35 variables creating describing...38 transforming vce(vcetype) option verinst command...11 version command...31 Vuong test W weights...84, 85 window Command...17 Graph...63 preferences Results...17 Review...18 Variables...18, 19 Windows Enhanced Metafile (.emf) , 64, 68 workflow for data analysis working directory , 446 X xi command xt commands...75 Z zero-inflated count model model zero-inflated Poisson model zero-truncated counts zero-truncated negative binomial model zero-truncated Poisson model ZINB...see zero-inflated negative binomial model zinb command ZIP...see zero-inflated Poisson model zip command ZTNB...see zero-truncated negative binomial model ztnb command ZTP..see zero-truncated Poisson model ztp command

List of figures. I General information 1

List of figures. I General information 1 List of figures Preface xix xxi I General information 1 1 Introduction 7 1.1 What is this book about?........................ 7 1.2 Which models are considered?...................... 8 1.3 Whom is this