Handbook of Statistical Analyses Using Stata, Third Edition

304 Pages·2006·2.27 MB·English

A Handbook of
Statist ical
Analyses
using Stata
Third Edition
© 2004 by CRC Press LLC
A Handbook of
Statist ical
Analyses
using Stata
Third Edition
Sophia Rabe-Hesketh
Brian Everitt
CHAPMAN & HALL/CRC
A CRC Press Company
Boca Raton London New York Washington, D.C.
© 2004 by CRC Press LLC
Library of Congress Cataloging-in-Publication Data
Rabe-Hesketh, S.
A handbook of statistical analyses using Stata / Sophia Rabe-Hesketh, Brian S. Everitt.—
[3rd ed.].
p. cm.
Includes bibliographical references and index.
ISBN 1-58488-404-5 (alk. paper)
1. Stata. 2. Mathematical statistics—Data processing. I. Everitt, Brian. II. Title.
QA276.4.R33 2003
519.5′0285′5369—dc22 2003065361
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© 2004 by CRC Press LLC
Preface
Stata is an exciting statistical package that offers all standard and
many non-standard methods of data analysis. In addition to general
methods such as linear, logistic and Poisson regression and generalized
linear models, Stata provides many more specialized analyses, such as
generalized estimating equations from biostatistics and the Heckman
selection model from econometrics. Stata has extensive capabilities for
the analysis of survival data, time series, panel (or longitudinal) data,
and complex survey data. For all estimation problems, inferences can
be made more robust to model misspecification using bootstrapping or
robust standard errors based on the sandwich estimator. In each new
release of Stata, its capabilities are significantly enhanced by a team of
excellent statisticians and developers at Stata Corporation.
Although extremely powerful, Stata is easy to use, either by point-
and-clickorthroughitsintuitivecommandsyntax. Appliedresearchers,
students, and methodologists therefore all find Stata a rewarding envi-
ronment for manipulating data, carrying out statistical analyses, and
producing publication quality graphics.
Stataalsoprovidesapowerfulprogramminglanguagemakingiteasy
to implement a ‘tailor-made’ analysis for a particular application or to
write more general commands for use by the wider Stata community.
In fact we consider Stata an ideal environment for developing and dis-
seminating new methodology. First, the elegance and consistency of
the programming language appeals to the esthetic sense of methodol-
ogists. Second, it is simple to make new commands behave in every
way like Stata’s own commands, making them accessible to applied re-
searchers andstudents. Third,Stata’s emailing list Statalist, The Stata
Journal, the Stata Users’ Group Meetings, and the Statistical Software
Components (SSC) archive on the internet all make exchange and dis-
cussion of new commands extremely easy. For these reasons Stata is
© 2004 by CRC Press LLC
constantly kept up-to-date with recent developments, not just by its
own developers, but also by a very active Stata community.
This handbook follows the format of its two predecessors, A Hand-
book of Statistical Analysisusing S-PLUSandA Handbook of Statistical
Analysis using SAS. Each chapter deals with the analysis appropriate
for a particular application. A brief account of the statistical back-
ground is included in each chapter including references to the litera-
ture,buttheprimaryfocusisonhowtouseStata, andhowtointerpret
results. Our hope is that this approach will provide a useful comple-
ment to the excellent but very extensive Stata manuals. The majority
of the examples are drawn from areas in which the authors have most
experience, but we hope that current and potential Stata users from
outside these areas will have little trouble in identifying the relevance
of the analyses described for their own data.
This third edition contains new chapters on random effects mod-
els, generalized estimating equations, and cluster analysis. We have
also thoroughly revised all chapters and updated them to make use of
new features introduced in Stata 8, in particular the much improved
graphics.
Particular thanks are due to Nick Cox who provided us with exten-
sive general comments for the second and third editions of our book,
andalso gave usclear guidanceas tohow bestto useanumberof Stata
commands. We are also grateful to Anders Skrondal for commenting
on several drafts of the current edition. Various people at Stata Cor-
poration have been very helpfulin preparingboth thesecond and third
editions of this book. We would also like to acknowledge the usefulness
of the Stata Netcourses in the preparation of the first edition of this
book.
All the datasets can be accessed on the internet at the following
Web sites:
(cid:1) http://www.stata.com/texts/stas3
(cid:1) http://www.iop.kcl.ac.uk/IoP/Departments/
BioComp/stataBook.shtml
S. Rabe-Hesketh
B. S. Everitt
London
© 2004 by CRC Press LLC
Dedication
To my parents, Birgit and Georg Rabe
Sophia Rabe-Hesketh
To my wife, Mary Elizabeth
Brian S. Everitt
© 2004 by CRC Press LLC
Contents
1ABriefIntroductiontoStata
1.1Getti nghelpandi nformation
1.2RunningStata
1.3Conventionsusedinthisbook
1.4Datasetsi nSta ta
1.5Statacommands
1.6Datamanagement
1.7Estimation
1.8Graphics
1.9Sta taasacalculato r
1.10Briefintroductiontoprogramming
1.11KeepingStatauptodate
1.12Exercises
2 Data Description and Simple Inference: Female
PsychiatricPatients
2.1Descriptionofda ta
2.2Groupcomparisonandcorrelations
2.3AnalysisusingStata
2.4Exercises
3 Multiple Regression: Determinants of Pollution in
U.S.Cities
3.1Descriptionofda ta
3.2Themultipleregressionmodel
3.3AnalysisusingStata
3.4Exercises
4AnalysisofVarianceI:TreatingHypertension
© 2004 by CRC Press LLC
4.1Descriptionofda ta
4.2Analysiso fvariancemodel
4.3AnalysisusingStata
4.4Exercises
5 Analysis of Variance II: Effectiveness of Slimming
Clinics
5.1Descriptionofda ta
5.2Analysiso fvariancemodel
5.3AnalysisusingStata
5.4Exercises
6 Logistic Regression: Treatment of Lung Cancer
andDiagnosisofHeartAttacks
6.1Descriptionofda ta
6.2Thelogisticregressionmodel
6.3AnalysisusingStata
6.4Exercises
7 Generalized Linear Models: Australian School
Children
7.1Descriptionofda ta
7.2Generalizedlinearmodels
7.3AnalysisusingStata
7.4Exercises
8 Summary Measure Analysis of Longitudinal Data:
TheTreatmentofPost-NatalDepression
8.1Descriptionofda ta
8.2Theanalysisoflongitudinaldata
8.3AnalysisusingStata
8.4Exercises
9 Random Effects Models: Thought disorder and
schizophrenia
9.1Descriptionofda ta
9.2Randomeffectsmodels
9.3AnalysisusingStata
9.4Thoughtdisorderdata
9.5Exercises
10 Generalized Estimating Equations: Epileptic
SeizuresandChemotherapy
10.1Introduction
10.2Generalizedestimatingequations
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10.3AnalysisusingStata
10.4Exercises
11SomeEpidemiology
11.1Descriptionofda ta
11.2Introductiontoepidemiology
11.3AnalysisusingStata
11.4Exercises
12 Survival Analysis: Retention of Heroin Addicts in
MethadoneMaintenanceTreatment
12.1Descriptionofda ta
12.2Survivalanalysis
12.3AnalysisusingStata
12.4Exercises
13 Maximum Likelihood Estimation: Age of Onset of
Schizophrenia
13.1Descriptionofda ta
13.2Finitemixturedistributions
13.3AnalysisusingStata
13.4Exercises
14 Principal Components Analysis: Hearing
MeasurementusinganAudiometer
14.1Descriptionofda ta
14.2Principalcomponentanalysis
14.3AnalysisusingStata
14.4Exercises
15 Cluster Analysis: Tibetan Skulls and Air
PollutionintheUSA
15.1Descriptionofda ta
15.2Clusteranalysis
15.3AnalysisusingStata
15.4Exercises
Appendix:AnswerstoSelectedExercises
References
© 2004 by CRC Press LLC
Distributors for Stata
The distributor for Stata in the United States is:
Stata Corporation
4905 Lakeway Drive
College Station, TX 77845
email: [email protected]
Web site: http://www.stata.com
Telephone: [phone]
In the United Kingdom the distributor is:
Timberlake Consultants
Unit B3, Broomsleigh Business Park
Worsley Bridge Road
London SE26 5BN
email: [email protected]
Web site: http://www.timberlake.co.uk
Telephone: [phone]
For a list of distributors in other countries, see the Stata Web page.
© 2004 by CRC Press LLC