Statistics with STATA: Version 12

488 Pages·2012·13.67 MB·English

by  Lawrence C. Hamilton

Copyright 2012 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has
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Statistics
with
STATA

Updated for Version 12
Copyright 2012 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has
deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
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Copyright 2012 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has
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Statistics
with
STATA

Updated for Version 12

Lawrence C. Hamilton
University of New Hampshire

Australia • Brazil • Japan • Korea • Mexico • Singapore • Spain • United Kingdom • United States
Copyright 2012 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has
deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
Statistics with STATA: Updated for Version 12 © , 2009, 2006 Brooks/Cole, Cengage Learning
Eighth Edition ALL RIGHTS RESERVED. No part of this work covered by the copyright
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Library of Congress Control Number:2012945319
ISBN-13:978-0-8400-6463-9
ISBN-10: 0-8400-6463-2
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Contents
Preface.......................................................... ix
Notes on the Eighth Edition ........................................... x
Acknowledgments.................................................. xi
1 Stata and Stata Resources .......................................1
A Typographical Note................................................ 1
An Example Stata Session ............................................ 2
Stata’s Documentation and Help Files ................................... 7
Searching for Information ............................................. 8
StataCorp.......................................................... 9
The Stata Journal .................................................. 10
Books Using Stata .................................................. 11
2 Data Management ..............................................13
Example Commands ................................................ 14
Creating a New Dataset by Typing in Data .............................. 16
Creating a New Dataset by Copy and Paste .............................. 21
Specifying Subsets of the Data: in and if Qualifiers ....................... 23
Generating and Replacing Variables.................................... 26
Missing Value Codes ............................................... 29
Using Functions ................................................... 32
Converting Between Numeric and String Formats ......................... 36
Creating New Categorical and Ordinal Variables.......................... 39
Using Explicit Subscripts with Variables ................................ 41
Importing Data from Other Programs ................................... 42
Combining Two or More Stata Files.................................... 46
Collapsing Data.................................................... 49
Reshaping Data .................................................... 52
Using Weights..................................................... 55
Creating Random Data and Random Samples ............................ 57
Writing Programs for Data Management ................................ 61
3 Graphs .......................................................65
Example Commands ................................................ 65
Histograms ....................................................... 68
Box Plots ........................................................ 71
Scatterplots and Overlays ............................................ 74
Line Plots and Connected-Line Plots ................................... 80
Other Twoway Plot Types ........................................... 85
v
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vi Statistics with Stata
Bar Charts and Pie Charts ............................................ 87
Symmetry and Quantile Plots ......................................... 90
Adding Text to Graphs .............................................. 93
Graphing with Do-Files ............................................. 95
Retrieving and Combining Graphs ..................................... 96
Graph Editor ...................................................... 97
Creative Graphing ................................................. 100
4 Survey Data .................................................107
Example Commands ............................................... 108
Declare Survey Data ............................................... 108
Design Weights ................................................... 110
Poststratification Weights ........................................... 113
Survey-Weighted Tables and Graphs .................................. 115
Bar Charts for Multiple Comparisons .................................. 119
5 Summary Statistics and Tables .................................123
Example Commands ............................................... 123
Summary Statistics for Measurement Variables .......................... 125
Exploratory Data Analysis .......................................... 127
Normality Tests and Transformations.................................. 129
Frequency Tables and Two-Way Cross-Tabulations ...................... 133
Multiple Tables and Multi-Way Cross-Tabulations ....................... 136
Tables of Means, Medians and Other Summary Statistics .................. 139
Using Frequency Weights ........................................... 140
6 ANOVA and Other Comparison Methods ..........................143
Example Commands ............................................... 144
One-Sample Tests ................................................. 145
Two-Sample Tests................................................. 148
One-Way Analysis of Variance (ANOVA) ............................. 151
Two- and N-Way Analysis of Variance ................................ 154
Factor Variables and Analysis of Covariance (ANCOVA) ................. 155
Predicted Values and Error-Bar Charts................................. 158
7 Linear Regression Analysis ....................................163
Example Commands ............................................... 163
Simple Regression................................................. 167
Correlation ...................................................... 170
Multiple Regression ............................................... 174
Hypothesis Tests .................................................. 179
Dummy Variables ................................................. 181
Interaction Effects ................................................. 185
Robust Estimates of Variance ........................................ 190
Predicted Values and Residuals ...................................... 192
Other Case Statistics ............................................... 197
Diagnosing Multicollinearity and Heteroskedasticity...................... 202
Copyright 2012 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has
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Contents vii
Confidence Bands in Simple Regression ............................... 205
Diagnostic Graphs................................................. 209
8 Advanced Regression Methods .................................215
Example Commands ............................................... 215
Lowess Smoothing ................................................ 217
Robust Regression ................................................ 221
Further rreg and qreg Applications ................................... 227
Nonlinear Regression — 1 .......................................... 230
Nonlinear Regression — 2 .......................................... 233
Box–Cox Regression .............................................. 238
Multiple Imputation of Missing Values ................................ 241
Structural Equation Modeling ........................................ 244
9 Logistic Regression ...........................................251
Example Commands ............................................... 252
Space Shuttle Data ................................................ 254
Using Logistic Regression .......................................... 258
Marginal or Conditional Effects Plots ................................. 262
Diagnostic Statistics and Plots ....................................... 264
Logistic Regression with Ordered-Category y ........................... 268
Multinomial Logistic Regression ..................................... 270
Multiple Imputation of Missing Values — Logit Regression Example ........ 278
10 Survival and Event-Count Models................................283
Example Commands ............................................... 284
Survival-Time Data................................................ 286
Count-Time Data.................................................. 288
Kaplan–Meier Survivor Functions .................................... 290
Cox Proportional Hazard Models ..................................... 293
Exponential and Weibull Regression .................................. 299
Poisson Regression ................................................ 303
Generalized Linear Models .......................................... 307
11 Principal Component, Factor and Cluster Analysis .................313
Example Commands ............................................... 314
Principal Component Analysis and Principal Component Factoring .......... 315
Rotation......................................................... 318
Factor Scores..................................................... 321
Principal Factoring ................................................ 323
Maximum-Likelihood Factoring ...................................... 325
Cluster Analysis — 1 .............................................. 327
Cluster Analysis — 2 .............................................. 331
Using Factor Scores in Regression .................................... 336
Measurement and Structural Equation Models ........................... 344
Copyright 2012 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has
deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
viii Statistics with Stata
12 Time Series Analysis ..........................................351
Example Commands ............................................... 351
Smoothing ....................................................... 353
Further Time Plot Examples ......................................... 359
Recent Climate Change............................................. 363
Lags, Lead and Differences .......................................... 366
Correlograms..................................................... 371
ARIMA Models .................................................. 374
ARMAX Models.................................................. 382
13 Multilevel and Mixed-Effects Modeling ............................387
Example Commands ............................................... 388
Regression with Random Intercepts ................................... 390
Random Intercepts and Slopes ....................................... 395
Multiple Random Slopes............................................ 400
Nested Levels .................................................... 404
Repeated Measurements ............................................ 406
Cross-Sectional Time Series ......................................... 410
Mixed-Effects Logit Regression ...................................... 415
14 Introduction to Programming ...................................423
Basic Concepts and Tools ........................................... 423
Do-files ...................................................... 423
Ado-files ..................................................... 424
Programs..................................................... 425
Local macros ................................................. 426
Global macros................................................. 427
Scalars ...................................................... 427
Version ...................................................... 427
Comments.................................................... 428
Looping ..................................................... 429
If ... else ..................................................... 430
Arguments ................................................... 431
Syntax ....................................................... 432
Example Program: multicat (Plot Many Categorical Variables) ............ 434
Using multicat ................................................... 437
Help File ........................................................ 441
Monte Carlo Simulation ............................................ 445
Matrix Programming with Mata ...................................... 452
Dataset Sources .................................................457
References .....................................................461
Index ..........................................................469
Copyright 2012 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s). Editorial review has
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