We present a new Stata command, mmp, that generates marginal model plots (Cook and Weisberg, 1997, Journal of the American Statistical Association 92: 490–499) for a regression model. These plots allow for the comparison of the fitted model with a nonparametric or semiparametric model fit. The...

We present a new Stata estimation program, mboxcox, that computes the normalizing scaled power transformations for a set of variables. The multivari- ate Box–Cox method (defined in Velilla, 1993, Statistics and Probability Letters 17: 259–263; used in Weisberg, 2005, Applied Linear Regression...

We present a new Stata program, vselect, that helps users perform variable selection after performing a linear regression. Options for stepwise meth- ods such as forward selection and backward elimination are provided. The user may specify Mallows’s Cp, Akaike’s information criterion,...

Confidence intervals for the population median based on interpolating adjacent order statistics are presented. They are shown to depend only slightly on the underlying distribution. A simple, nonlinear interpolation formula is given which works well for a broad collection of underlying...