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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
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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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