I introduce the new mgof command to compute distributional tests for discrete (categorical, multinomial) variables. The command supports large-sample tests for complex survey designs and exact tests for small samples as well as classic large-sample Chi^2-approximation tests based on Pearson’s...

The nlsur command is better suited to demand-system estimation than the suite of ado-fifies provided in Poi (2002, Stata Journal 2: 403–410) because it is faster and requires only one ancillary ado-file. This article replicates the results presented in Poi (2002) by using nlsur instead of ml.

This article provides an example illustrating how to use Stata to estimate systems of household demand equations. More generally,the techniques developed here can be used to estimate any system of nonlinear equations using Stata's maximum likelihood routines. Copyright 2002 by Stata Corporation.

We discuss the estimation of a regression model with an ordered- probit selection rule. We have written a Stata command, oheckman, that computes two-step and full-information maximum-likelihood estimates of this model. Using Monte Carlo simulations, we compare the performances of these...

This article describes the movestay Stata command, which implements the maximum likelihood method to fit the endogenous switching regression model. Copyright 2004 by StataCorp LP.

The new book by Gould, Pitblado, and Sribney (2003) is reviewed. Copyright 2003 by StataCorp LP.

In this article, we describe the switch_probit command, which implements the maximum likelihood method to fit the model of the binary choice with binary endogenous regressors. Copyright 2011 by StataCorp LP.

This article describes the new meta-analysis command metaan, which can be used to perform fixed- or random-effects meta-analysis. Besides the stan- dard DerSimonian and Laird approach, metaan offers a wide choice of available models: maximum likelihood, profile likelihood, restricted maximum...