Statistics with STATA: Version 12 PDF
Preview Statistics with STATA: 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. 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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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 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 Lawrence C. 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Further permissions questions can be emailed to [email protected]. Library of Congress Control Number:2012945319 ISBN-13:978-0-8400-6463-9 ISBN-10: 0-8400-6463-2 Brookkks/Cole 20 Channel Center Street Boston, MA 02210 USA Cengage Learning is a leading provider of customized learning solutions with offiffi ce locations around the globe, including Singapore, the United Kingdom, Australia, Mexico, Brazil and Japan. Locate your local offiffice at international.cengage.com/region Cengage Learning products are represented in Canada by Nelson Education, Ltd. For your course and learning solutions, visit www.cengage.com. Purchase any of our products at your local college store or at our preferred online store www.cengagebrain.com. Instructors:Please visitlogin.cengage.com and log in to access instructor-specifific resources. Printed in the United States of America 1 2 3 4 5 6 7 161514 13 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. 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 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. 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 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. 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 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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