STATA

About STATA program

Basic Operations of STATA
Regression Analysis in STATA
Panel Data Analysis in STATA
About
STATA is modern and general command driven package for
statistical analyses, data management and graphics.
STATA provides commands to analyze panel data (cross-sectional
time-series, longitudinal, repeated-measures, and correlated data),
cross-sectional data, time-series data, survival-time data, cohort

study,
STATA is user friendly.
STATA has an extraordinary set of reference books.
STATA has internet capabilities (installing new features, updating)
Basic Operations
Entering Data
Exploring Data
Modifying Data
Managing Data
Analyzing Data
Entering Data
Insheet: Read ASCII (text) data created by a spreadsheet (.csv files only)
Infile: Read unformatted ASCII (text) data (space delimited files)
Input: Enter data from keyboard
Describe: Describe contents of data in memory or on disk
Compress: Compress data in memory
Save: Store the dataset currently in memory on disk in Stata data format
Count: Show the number of observations
List: List values of variables
Clear: Clear the entire dataset and everything else
Memory: Display a report on memory usage
Set memory: Set the size of memory
Example
cd u:\stata
dir
insheet using hs0.csv (If file has variable name on the first line)
Save hs
insheet gender id race ses schtyp prgtype read write math science socst using
hs0_noname.csv, clear(If file doesnt have variable name on the first line)
Count
Describe
Compress
Clear
use hs, clear (only for files in Stata files, can be use over internet)
Memory
set memory 5m (maximum: 256MB)
Exploring data
Describe: Describe a dataset
List List the contents of a dataset
Codebook: Detailed contents of a dataset
Log: Create a log file
Summarize: Descriptive statistics
Tabstat: Table of descriptive statistics
Table: Create a table of statistics
Stem: Stem-and-leaf plot
Graph: High resolution graphs
Kdensity: Kernal density plot
Sort: Sort observations in a dataset
Histogram: Histogram for continuous and categorical variables
Tabulate: One- and two-way frequency tables
Correlate: Correlations
Pwcorr: Pairwise correlations
Type: Display an ASCII file
Example
use hs0, clear
Describe
List
list gender-read
Codebook
log using unit1, text replace (open a existing log file called unit1 which
will save all of the commands and the output in a text file and delete the
contents and places the current log into the file
summarize
summarize read math science write
display 9.48^2 (note: variance is the sd (9.48) squared)
summarize write
detail sum write if read>=60
sum write if prgtype=="academic
sum write in 1/40
tabulate prgtype, summarize(read)
stem write
graph box write
log close (close the log file)
type unit1.log (see what is in the log file)
Modifying Data
label data: Apply a label to a data set
Order: Order the variables in a data set
label variable: Apply a label to a variable
label define: Define a set of a labels for the levels of a categorical variable
label values: Apply value labels to a variable
List: Lists the observations
Rename: Rename a variable
Recode: Recode the values of a variable
Notes: Apply notes to the data file
Generate: Creates a new variable
Replace: Replaces one value with another value
Egen: Extended generate - has special functions that can be used when creating a
new variable
Example
Use hs0
Order id gender
label variable schtyp "The type of school the student attended."
label define scl 1 public 2 private
label values schtyp scl
codebook schtyp
list schtyp in 1/10
list schtyp in 1/10, nolabel
encode prgtype, gen(prog) (create a new numeric version of the string
variable prgtype)
label variable prog "The type of program in which the student was
enrolled."
codebook prog
list prog in 1/10
list prog in 1/10, nolabel
Example (cont)
rename gender female (easier to work with since we dont have to deal with 0s and 1s)
label variable female "The gender of the student."
label define fm 1 female 0 male
label values female fm
codebook female
list female in 1/10, nolabel
Gen total = read +write + math
replace total = read + write + socst
label variable total "The total of the read, write and socst."
list race if race == 5
recode race 5 = .
list race if race == .
generate total = read + write + math
sum total
Codebook total
notes race: values of race coded as 5 were recoded to be missing
egen zread = std(read) (using special function std(.))
save hs1
Managing Data
Pwd: Show current directory (pwd=print working directory)
dir or ls: Show files in current directory
cd Change directory
keep if: Keep observations if condition is met
Keep: Keep variables (dropping others)
Drop: Drop variables (keeping others)
append using: Append a data file to current file
Merge: Merge a data file with current file
Example
We take the hs1 data file and make a separate folder called honors and store a copy of
our data which just has the students with reading scores of 60 or higher
use hs1, clear
Pwd
Dir
Ls
cd honors
keep if read >= 60
Describe
summarize read
save hsgoodread, replace
use hsgoodread, clear
drop ses
save hsdropped, replace
describe
list in 1/20
Analyzing Data
Ttest: t-test
Regress: Regression
Predict: Predicts after model estimation
Kdensity: Kernel density estimates and graphs
Pnorm: Graphs a standardized normal plot
Qnorm: Graphs a quantile plot
Rvfplot: Graphs a residual versus fitted plot
Rvpplot: Graphs a residual versus individual predictor plot
Xi: Creates dummy variables during model estimation
Test: Test linear hypotheses after model estimation
Oneway: One-way analysis of variance
Anova: Analysis of variance
Logistic: Logistic regression
Logit: Logistic regression
Example
use hs1, clear
ttest write = 50 (This is the one-sample t-test, testing whether the sample of writing
scores was drawn from a population with a mean of 50 )
ttest write = read (This is the paired t-test, testing whether or not the mean of write
equals the mean of read)
ttest write, by(female) (This is the two-sample independent t-test with pooled (equal)
variances)
ttest write, by(female) unequal (This is the two-sample independent t-test with
separate (unequal) variances)
oneway write prog
anova write prog (Both of these commands perform a one-way analysis of variance
(ANOVA)
anova write prog female prog*female (the anova command is used to perform a two-
way analysis of variance (ANOVA).)
anova write prog female prog*female read, cont(read) (the anova command
performs an analysis of covariance (ANCOVA))
Example (cont)
regress write read female (Plain vanilla OLS regression)
regress write read female, robust (we run the regression with robust
standard errors. This is very useful when there is heterogeneity of variance.
This option does not affect the estimates of the regression coefficients.)
predict p (The predict command calculates predictions, residuals, influence
statistics, and the like after an estimation command. The default shown here is
to calculate the predicted scores)
predict r, resid (When using the resid option the predict command
calculates the residual)
pnorm r ( produces a normal probability plot and it is another method of
testing whether the residuals from the regression are normally distributed)
Rvfplot (generates a plot of the residual versus the fitted values; it is used
after regress or anova)
rvpplot read (produces a plot of the residual versus a specified predictor and
it is also used after regress or anova.
Example (cont)
xi: regress write read i.prog (The xi prefix is used to dummy code categorical variables such
as prog. The predictor prog has three levels and requires two dummy-coded variables)
test _Iprog_2 _Iprog_3 (The test command is used to test the collective effect of the two
dummy-coded variables; in other words, it tests the main effect of prog)
xi: regress write i.prog*read (create dummy variables for prog and for the interaction of
prog and read)
test _IproXread_2 _IproXread_3 (tests the overall interaction)
test _Iprog_2 _Iprog_3 (tests the main effect of prog)
gen honcomp = write >= 60 (create a dichotomous variable called honcomp (honors
composition) to use as our dependent variable)
tab honcomp
The logistic command defaults to producing the output in odds ratios but can display the
coefficients if the coef option is used. The exact same results can be obtained by using the logit
command, which produces coefficients as the default but will display the odds ratio if the or
option is used:
logit honcomp read female
logit honcomp read female, or
Logistic Regression
Classical Regression vs Logistic Regression
All of the previous regression examples have used continuous dependent variables.
Logistic regression is used when the dependent variable is binary or dichotomous.
Different Assumptions
The population means of the dependent variables at each level of the independent variable are
not on a straight line, i.e., no linearity.
The variance of the errors are not constant, i.e., no homogeneity of variance.
The errors are not normally distributed, i.e., no normaility.
Logistic Regression Assumptions:
The model is correctly specified, i.e.,
1. the true conditional probabilities are a logistic function of the indpendent
variables,
2. no important variables are omitted,
3. no extraneous variables are included, and
4. the independent variables are measured without error.
. The cases are independent.
. The independent variables are not linear combinations of each other. Perfect
multicolinearity makes estimation impossible, while strong multicolinearity makes
estimates imprecise.
Logistic Regression - 2
Logit:
Use admission into a graduate program in which 70% of the males and 30% of the females are
admitted -
Let P equal the probability of being admitted.
Let Q = 1 - P equal the probability of not being admitted.
Let the odds of a male admitted be odds(M) = P/Q = P/1-P = .7/.3 = 2.3333
Let the odds of a female admitted be odds(F) = P/Q = P/1-P = .3/.7 = .42857
Let the odds ration, OR = odds(M)/odds(F) = 2.3333/.42857 = 5.44
The odds if being admitted to the program are about 5.44 times greater for males then for
females.
Let logit(P) = log(odds) = ln(P/Q) = ln (P/1 - P)
This results in the logistic regression equation logit(P) = a + bX.
In effect, this represents a transformation of the dependent variable such that the resulting
logistic regression equation better meets the assumptions of linearity, normality and
homogeneity of variance
Interpreting logit coefficients:
Logistic slope coefficients can be interpreted as the effect of a unit of change in the X variable
on the predicted logits with the other variables in the model held constant. That is, how a one
unit change in X effects the log of the odds when the other variables in the model held constant.
Interpreting Odds Ratios:
Odds ratios in logistic regression can be interpreted as the effect of a one unit of change in X in
the predicted odds ratio with the other variables in the model held constant
Logistic Regression 3
Sample data set:
input apt gender admit
811
710
511
310
310
511
711
811
511
511
400
701
301
200
400
200
300
401
300
200
end
Logistic Regression 4
Example 1: Categorical Independent Variable
logit admit gender
logistic admit gender
Example 2: Continuous Independent Variable
logit admit apt
logistic admit apt
Example 3: Categorical & Continuous Independent Variables
logit admit gender apt
logistic admit gender apt
Example 4: Honors Composition using HSB Dataset
Use hsb2, clear
generate honors = (write>=60) (create dichotomous response variable)
tabulate ses, generate(ses) (create dummy coding for ses)
logit honors female ses1 ses2 read math
test ses1 ses2
logistic honors female ses1 ses2 read math
lfit (goodness-of-fit test)
lstat
Do file
Do-files are created with the do-file editor or any other text editor. Any command which can be
executed from the command line can be placed in a do-file
To open a do file editor: Window Do-file Editor or Ctrl + 8
set more off
use hsb2, clear
generate lang = read + write
label variable lang "language score"
tabulate lang
tabulate lang female
tabulate lang prog
tabulate lang schtyp
summarize lang, detail
table female, contents(n lang mean lang sd lang)
table prog, contents(n lang mean lang sd lang)
table ses, contents(n lang mean lang sd lang)
correlate lang math science socst
regress lang math science female
set more on
Do file cont.
Look at the commands in a do-file that contains:
. type hsbbatch.do
To run the do-file.
do hsbbatch
From do file, choose Tools - Do
Panel Data
Creat the do file as followed
set matsize 160
use http://www.ats.ucla.edu/stat/stata/stat130/depress, clear
sort group
by group: summarize pre dep1 dep2 dep3 dep4 dep5 dep6
corr pre dep1 dep2 dep3 dep4 dep5 dep6
graph dep1 dep2 dep3 dep4 dep5 dep6, matrix half
ttest pre, by(group) /* check to see if the groups differ on the pretest depression score
*/
hotel dep1 dep2 dep3 dep4 dep5 dep6, by(group)/*There isn't much of a difference between groups
on the pretest so let's try a Hotelling's T2
Using Hotelling's T2 we find a significant difference between the two groups. The T2 did not make use of
any of the information concerning the pretest but that's okay for the moment especially since we know that
the pretest differences were not significant.*/
reshape long dep, i(subj) j(visit)
regress dep pre group visit
glm dep pre group visit, fam(gaus) link(iden)
xtgee dep pre group visit, fam(gaus) link(iden) i(subj) t(visit) corr(ind) /*The three previous
analyses provide identical incorrect results.
The common thread among them is that they all assume that the observations within the subjects are
independent. This seems, on the face of it, to be highly unlikely. Scores on the depression scale are not
likely to be independent from one visit to the next.
Of the three, only xtgee makes the assumption concerning the correlations explicit.*/
xtcorr /* The xtcorr command shows structure of the correlation matrix*/
/* xt commands are used with cross-sectional time-series data */
xtsum dep
Panel data 2
/*We can analyze these data using compound symmetry for the correlational structure.
This approach can be tried using exchangable for the correlation matrix in xtgee */
xtgee dep pre group visit, fam(gaus) link(iden) i(subj) t(visit) corr(exc)
xtcorr
/*Note in particular the change in the standard errors between this analysis and the previous one.
Now let's try a different correlation structure, auto regressive with lag one.*/
xtgee dep pre group visit, fam(gaus) link(iden) i(subj) t(visit) corr(ar1)
/*back up and reconsider the group by visit interaction.
We will try a model with the interaction using the ar1 correlations. */
generate gxv = group*visit

xtgee dep pre group visit gxv, fam(gaus) link(iden) i(subj) t(visit) corr(ar1)
/* The group by visit interaction still is not significant even though this may be a better approach
for testing it.
So far we have been treating visit as a continuous variable.
Is it possible that our analysis might change if we were to treat visit as a categorical variable, the
way that the anova did?
Let's try one last analysis using xi to create dummy variables on-the-fly. */
xi: xtgee dep pre group i.visit, fam(gaus) link(iden) i(subj) corr(ar1)
Searching for help
The help command can be used from the command line or from the Help
window. To use help the command must be spelled correctly and the full name of
the command must be used. help contents will list all commands that can be
accessed using help
help if
help anova
help regress
The search command searches for information in Stata manuals, FAQs, and
Stata Technical Bulletins (STBs). The search options include: manual which
restricts searches to the Stata Manual; author when searching for an author by
name; stb which restricts searhes to STBs; faq which restricts searches to
FAQs.The search command can be used from either the command line or the
Help window.
search if
search regression
search ttest, manual
Each copy of Stata comes with a built-in tutorital. Typing tutorial brings up
information about the tutorials. tutorial regress will bring up the tutorial on
regression.
tutorial
tutorial regress
End of Session