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,...

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...