STATA - Novidades da versão 11

Multiple imputation

• Five univariate imputation methods
• Multivariate normal imputation
• Most estimation commands supported
• Control panel guides you along
• Manage MI datasets

GMM

• Linear and nonlinear models
• One-step, two-step, and iterative estimators
• Cross-sectional, time-series, and panel models
• Easily specify panel-style instruments
• Interactive version just like nl

Fonts in graphics

• Italics and bold
• Greek letters
• Mathematical symbols
• Superscripts and subscripts
• Multiple font faces

PDF documentation

• Comes with every copy of Stata
• Includes all manuals
• Linked from help files

Variables Manager

• Change storage types, names, and formats
• Add and edit value labels
• Attach notes to variables
• Filter variables

Data Editor

• Work reproducibly
• Live view of data while you perform analyses
• Filters to focus on subsets of data
• Undo with snapshots
• Enter dates and times easily

Do-file Editor

• Syntax highlighting for Windows
• Unlimited file size
• Line bookmarks
• Code folding

 
Mata

• Object-oriented programming
• Numerical derivative functions
• Associative arrays
• LAPACK functions

Factor variables

• Indicators for categorical variables
• Interactions—categorical and continuous
• Polynomial terms
• Factorial designs

 
Marginal analysis

• Estimated marginal means
• Predictive margins
• Average marginal effects
• Average adjusted predictions

Competing-risks regression

• Time-varying covariates
• Cumulative incidence graphs
• Predict relative subhazards

State-space models

• VARMA Models
• Structural time-series models
• Unobserved component models
• Stationary and nonstationary cases
• Kalman filter

 
Dynamic-factor models

• Unobserved dynamic factors
• Static factor models
• Extracting unobserved factors

Multivariate GARCH models

• Diagonal vech model
• ARCH and GARCH terms
• Predict conditional volatitlity

 
Panel-data unit-root tests

• Levin–Lin–Chu, Harris–Tzavalis, Breitung, and Im–Pesaran–Shin tests for unit roots
• Fisher-type tests based on augmented Dickey–Fuller and Phillips–Perron tests
• Hadri LM test for stationarity

Stata/MP

• Multiple imputation
• State-space models
• Dynamic-factor models

More

•  more fractional polynomial General statistics:  features, semipartial correlation coefficients, endogeneity tests after ivregress, ... 

•  DFBETAs, likelihood Survival statistics:  displacement values, and LMAX statistics after Cox regression; support for multiple imputation; ... 

•  error covariance Panel data and mixed models:  structure modeling in xtmixed, standard errors for BLUPs after xtmixed, ... 

•  tests on means, Multivariate methods:  covariances, and correlations; tests of multivariate normality; many enhancements to anova and manova; ... 

•  tools for handling factor Programming features:  variables, more mathematical functions, soundex string matching functions, ... 

•  a new Data management:  merge command, more ODBC features, support for zip files, ...

•  ARCH with Time series:  t and GED disturbances, support for factor variables, ...
   

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