Statistics with Stata (Updated for Version 7)

For students and practicing researchers alike, Statistics with Stata opens the door to full use of the popular Stata program -- a fast, flexible, and easy-to-use environment for data management and statistical analysis. This comprehensive book presents hundreds of examples showing how you can apply Stata to accomplish a wide variety of tasks. Like Stata itself, Statistics with Stata will make it easier for you to move fluidly through the world of modern data analysis. Book jacket.

Lawrence C. Hamilton: University of New Hampshire

Preface

ix

Stata and Stata Resources

1

(11)

A Typographical Note

1

(1)

An Example Stata Session

2

(4)

Stata's Documentation and Help Files

6

(1)

Searching for Information

7

(1)

Stata Corporation

7

(1)

Statalist

8

(1)

The Stata Technical Bulletin (1991--2001) and Stata Journal

9

(1)

Books Using Stata

10

(2)

Data Management

12

(46)

Example Commands

12

(2)

Creating a New Dataset

14

(4)

Specifying Subsets of the Data: in and if Qualifiers

18

(4)

Generating and Replacing Variables

22

(3)

Using Functions

25

(4)

Converting between Numeric and String Formats

29

(3)

Creating New Categorical and Ordinal Variables

32

(3)

Using Explicit Subscripts with Variables

35

(1)

Importing Data from Other Programs

36

(3)

Combining Two or More Stata Files

39

(4)

Transposing, Reshaping or Collapsing Data

43

(6)

Weighting Observations

49

(2)

Creating Random Data and Random Samples

51

(4)

Writing Programs for Data Management

55

(1)

Managing Memory

56

(2)

Graphs

58

(30)

Example Commands

58

(2)

Histograms

60

(4)

Scatterplots

64

(7)

Boxplots and One-Way Scatterplots

71

(2)

Pie Charts and Star Charts

73

(3)

Bar Charts

76

(4)

Symmetry and Quantile Plots

80

(4)

Quality Control Graphs

84

(4)

Summary Statistics and Tables

88

(20)

Example Commands

88

(1)

Summary Statistics for Measurement Variables

89

(3)

Exploratory Data Analysis

92

(2)

Normality Tests and Transformations

94

(3)

Frequency Tables and Two-Way Cross-Tabulations

97

(3)

Multiple Tables and Multi-Way Cross-Tabulations

100

(3)

Tables of Means, Medians, and other Summary Statistics

103

(2)

Using Frequency Weights

105

(3)

ANOVA and Other Comparison Methods

108

(16)

Example Commands

108

(2)

One-Sample Tests

110

(3)

Two-Sample Tests

113

(2)

One-Way Analysis of Variance (ANOVA)

115

(3)

Two- and N-Way Analysis of Variance

118

(1)

Analysis of Covariance (ANOCOVA)

119

(2)

Predicted Values and Error-Bar Charts

121

(3)

Linear Regression Analysis

124

(28)

Example Commands

124

(2)

The Regression Table

126

(2)

Multiple Regression

128

(1)

Predicted Values and Residuals

129

(3)

Basic Graphs for Regression

132

(3)

Correlations

135

(4)

Hypothesis Tests

139

(1)

Dummy Variables

140

(6)

Stepwise Regression

146

(3)

Polynomial Regression

149

(3)

Regression Diagnostics

152

(19)

Example Commands

152

(2)

SAT Score Regression, Revisited

154

(2)

Diagnostic Plots

156

(4)

Diagnostic Case Statistics

160

(6)

Multicollinearity

166

(5)

Fitting Curves

171

(22)

Example Commands

171

(1)

Band Regression

172

(2)

Lowess Smoothing

174

(3)

Regression with Transformed Variables - 1

177

(4)

Regression with Transformed Variables - 2

181

(2)

Conditional Effect Plots

183

(2)

Nonlinear Regression - 1

185

(4)

Nonlinear Regression - 2

189

(4)

Robust Regression

193

(20)

Example Commands

193

(1)

Regression with Ideal Data

194

(3)

Y Outliers

197

(3)

X Outliers (Leverage)

200

(2)

Asymmetrical Error Distributions

202

(1)

Robust Analysis of Variance

203

(5)

Further rreg and greg Applications

208

(1)

Robust Estimates of Variance

209

(4)

Logistic Regression

213

(24)

Example Commands

214

(1)

Space Shuttle Data

215

(5)

Using Logistic Regression

220

(3)

Conditional Effect Plots

223

(1)

Diagnostic Statistics and Plots

224

(4)

Logistic Regression with Ordered-Category y

228

(2)

Multinomial Logistic Regression

230

(7)

Survival Analysis and Event-Count Models

237

(29)

Example Commands

237

(3)

Survival-Time Data

240

(2)

Count-Time Data

242

(2)

Kaplan-Meier Survivor Functions

244

(3)

Cox Proportional Hazard Models

247

(6)

Exponential and Weibull Regression

253

(4)

Poisson Regression

257

(4)

Generalized Linear Models

261

(5)

Principal Components and Factor Analysis

266

(11)

Example Commands

266

(1)

Principal Components

267

(2)

Rotation

269

(1)

Factor Scores

270

(3)

Principal Factoring

273

(1)

Maximum-Likelihood Factoring

274

(3)

Time Series Analysis

277

(20)

Example Commands

277

(1)

Smoothing

278

(5)

Further Time Plot Examples

283

(2)

Lags, Leads, and Differences

285

(2)

Correlograms

287

(3)

ARIMA Models

290

(7)

Introduction to Programming

297

(32)

Basic Concepts and Tools

297

(7)

Example Program: Moving Autocorrelation

304

(4)

Ado-File

308

(2)

Help File

310

(2)

Matrix Algebra

312

(5)

Bootstrapping

317

(4)

Monte Carlo Simulation

321

(8)

References

329

(4)

Index

333

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Statistics with Stata (Updated for Version 7)

Summary

Author Biography

Table of Contents

Supplemental Materials