- Many of Stata’s estimation commands support the vce(robust) option for estimating robust standard errors and the vce(cluster clustvar) option for estimating cluster–robust standard errors. These options are now supported by two additional commands:
- The sureg command, which fits seemingly unrelated regression models
- The reg3 command, which fits systems of simultaneous equations via three-stage least squares
- Exact p-values are now available for Spearman’s rank correlation coefficients. The spearman command now supports the exact() option to compute the exact p-value using a Monte Carlo sampling of the permutation distribution or using a complete enumeration of the permutation distribution.
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- Stata’s factor-variable notation allows users to specify categorical variables and interactions in variable lists in many commands. This notation is now supported by additional commands:
- The exlogistic command, which fits exact logistic regression models
- The expoisson command, which fits exact Poisson regression models
- After fitting simultaneous-quantile regression models with sqreg, you can use the new estat coefplot command to plot the coefficients and their confidence intervals across quantiles.
- The nlcom command, which computes nonlinear combinations of parameters, now supports the eform[()] option to report exponentiated nonlinear parameters.
- The table command now computes two additional statistics: the geometric mean and the geometric standard deviation, which are specified using statistic(geomean) and statistic(geosd), respectively. In addition, strL variables may now be used to define the rows, columns, and separate tables.