Regression
- ordinary, constrained, instrumental variables, censored, and errors in variables
- influence statistics and fit diagnostics
- Ramsey regression specification-error test for omitted variables
- variance-inflation factors
- Cook's distance
- COVRATIO
- DFBETAs
- DFITs
- diagonal elements of hat matrix
- residuals, standardized residuals, studentized residuals
- standard errors of the forecast, prediction, and residuals
- Welsch distance
- tests for heteroskedasticity
- Cook and Weisberg test
- Szroetzer's rank test
- information matrix test
- Cameron and Trivedi's decomposition
- White's test
- tests for autocorrelation
- Durbin–Watson
- Durbin–Watson h statistic
- Breusch–Godfrey
- ARCH LM test
- diagnostic plots
- added variable (leverage) plot
- component plus residual plot
- leverage vs. squared residual plot
- residual vs. fitted plot
- residual vs. predictor
- fixed- and random-effects models for panel data
- traditional, robust (Huber/White/sandwich), bootstrap,
or jackknife standard errors
- robust regression
- graph estimates and confidence intervals
- Newey–West estimator of variance
- variance-weighted least squares
- GLM
- GLS for cross-sectional time-series data
- list estimates and confidence intervals
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Simultaneous systems
- three-stage least-squares regression
- two-stage least-squares regression
- linear constraints within and across equations
- accepts time-series operators
- models with selection
Seemingly unrelated regressions
- linear constraints within and across equations
- accepts time-series operators
Fractional polynomial regression
- mean adjustment to variables
- component+residual plots
Quantile regression
- median regression
- least absolute deviations (LAD)
- regression of any quantile
- Koenker and Bassett or bootstrapped standard errors
Linear mixed models
- multilevel random effects
- BLUP estimation
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