Link functions
- Identity
- Log
- Logit
- Probit
- Complementary log-log
- Power
- Odds power
- Negative binomial
- Log-log
- Log-complement
Families
- Gaussian (normal)
- Inverse Gaussian
- Bernoulli/binomial
- Poisson
- Negative binomial
- Gamma
Choice of estimation method
- Maximum likelihood
- Iteratively reweighted least squares (IRLS)
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GEE estimation for panel data
Customizable functions
- User-defined link functions
- User-defined variance functions
- User-defined HAC kernels
Predicts
- Expected value of dependent variable
- Anscombe residual
- Cook's distance
- Deviance residual
- Diagonal of hat matrix
- Likelihood residual
- Pearson residual
- Response residual
- Score residual
- Working residual
Marginal effects
- Marginal effects and elasticities
- Standard errors and confidence intervals
- Computation at means or specified covariate values
- Computation for any predicted statistic
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