Statistics with Stata: updated for version 12

Cover......Page 1
Half Title......Page 3
Statement......Page 4
Title Page
......Page 5
Copyright......Page 6
Contents......Page 7
Preface......Page 11
A Typographical Note......Page 15
An Example Stata Session......Page 16
Stata’s Documentation and Help Files......Page 21
Searching for Information......Page 22
StataCorp......Page 23
The Stata Journal......Page 24
Books Using Stata......Page 25
Introduction......Page 27
Example Commands......Page 28
Creating a New Dataset by Typing in Data......Page 30
Creating a New Dataset by Copy and Paste......Page 35
Specifying Subsets of the Data: in and if Qualifiers......Page 37
Generating and Replacing Variables......Page 40
Missing Value Codes......Page 43
Using Functions......Page 46
Converting Between Numeric and String Formats......Page 50
Creating New Categorical and Ordinal Variables......Page 53
Using Explicit Subscripts with Variables......Page 55
Importing Data from Other Programs......Page 56
Combining Two or More Stata Files......Page 60
Collapsing Data......Page 63
Reshaping Data......Page 66
Using Weights......Page 69
Creating Random Data and Random Samples......Page 71
Writing Programs for Data Management......Page 75
Example Commands......Page 79
Histograms......Page 82
Box Plots......Page 85
Scatterplots and Overlays......Page 88
Line Plots and Connected-Line Plots......Page 94
Other Twoway Plot Types......Page 99
Bar Charts and Pie Charts......Page 101
Symmetry and Quantile Plots......Page 104
Adding Text to Graphs......Page 107
Graphing with Do-Files......Page 109
Retrieving and Combining Graphs......Page 110
Graph Editor......Page 111
Creative Graphing......Page 114
Introduction......Page 121
Declare Survey Data......Page 122
Design Weights......Page 124
Poststratification Weights......Page 127
Survey-Weighted Tables and Graphs......Page 129
Bar Charts for Multiple Comparisons......Page 133
Example Commands......Page 137
Summary Statistics for Measurement Variables......Page 139
Exploratory Data Analysis......Page 141
Normality Tests and Transformations......Page 143
Frequency Tables and Two-Way Cross-Tabulations......Page 147
Multiple Tables and Multi-Way Cross-Tabulations......Page 150
Tables of Means, Medians and Other Summary Statistics......Page 153
Using Frequency Weights......Page 154
Introduction......Page 157
Example Commands......Page 158
One-Sample Tests......Page 159
Two-Sample Tests......Page 162
One-Way Analysis of Variance (ANOVA)......Page 165
Two- and N-Way Analysis of Variance......Page 168
Factor Variables and Analysis of Covariance (ANCOVA)......Page 169
Predicted Values and Error-Bar Charts......Page 172
Example Commands......Page 177
Simple Regression......Page 181
Correlation......Page 184
Multiple Regression......Page 188
Hypothesis Tests......Page 193
Dummy Variables......Page 195
Interaction Effects......Page 199
Robust Estimates of Variance......Page 204
Predicted Values and Residuals......Page 206
Other Case Statistics......Page 211
Diagnosing Multicollinearity and Heteroskedasticity......Page 216
Confidence Bands in Simple Regression......Page 219
Diagnostic Graphs......Page 223
Example Commands......Page 229
Lowess Smoothing......Page 231
Robust Regression......Page 235
Further rreg and qreg Applications......Page 241
Nonlinear Regression — 1......Page 244
Nonlinear Regression — 2......Page 247
Box–Cox Regression......Page 252
Multiple Imputation of Missing Values......Page 255
Structural Equation Modeling......Page 258
Introduction......Page 265
Example Commands......Page 266
Space Shuttle Data......Page 268
Using Logistic Regression......Page 272
Marginal or Conditional Effects Plots......Page 276
Diagnostic Statistics and Plots......Page 278
Logistic Regression with Ordered-Category y......Page 282
Multinomial Logistic Regression......Page 284
Multiple Imputation of Missing Values — Logit Regression Example......Page 292
Introduction......Page 297
Example Commands......Page 298
Survival-Time Data......Page 300
Count-Time Data......Page 302
Kaplan–Meier Survivor Functions......Page 304
Cox Proportional Hazard Models......Page 307
Exponential and Weibull Regression......Page 313
Poisson Regression......Page 317
Generalized Linear Models......Page 321
Introduction......Page 327
Example Commands......Page 328
Principal Component Analysis and Principal Component Factoring......Page 329
Rotation......Page 332
Factor Scores......Page 335
Principal Factoring......Page 337
Maximum-Likelihood Factoring......Page 339
Cluster Analysis — 1......Page 341
Cluster Analysis — 2......Page 345
Using Factor Scores in Regression......Page 350
Measurement and Structural Equation Models......Page 358
Example Commands......Page 365
Smoothing......Page 367
Further Time Plot Examples......Page 373
Recent Climate Change......Page 377
Lags, Leads and Differences......Page 380
Correlograms......Page 385
ARIMA Models......Page 388
ARMAX Models......Page 396
Introduction......Page 401
Example Commands......Page 402
Regression with Random Intercepts......Page 404
Random Intercepts and Slopes......Page 409
Multiple Random Slopes......Page 414
Nested Levels......Page 418
Repeated Measurements......Page 420
Cross-Sectional Time Series......Page 424
Mixed-Effects Logit Regression......Page 429
Basic Concepts and Tools......Page 437
Example Program: multicat (Plot Many Categorical Variables)......Page 448
Using multicat......Page 451
Help File......Page 455
Monte Carlo Simulation......Page 459
Matrix Programming with Mata......Page 466
Dataset Sources......Page 471
References......Page 475
Index......Page 483