The WALS package in Stata currently includes the following commands:
wals linear models with iid errors
hetwals linear models with heteroskedastic errors
ar1wals linear models with AR(1) errors
xtwals panel data models
glmwals generalized linear models (e.g., logit, probit, and Poisson regressions)
lcwals linear combinations of coefficients
margwals marginal effects, elasticities, and other nonlinear transformations of the coefficients
The package can be downloaded free of charge. See the installation instructions.