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Comandos Stata

The document discusses conducting descriptive statistics, correlation, regression, and other analyses using Stata. It includes commands to generate lists of variables, describe and summarize variables, simple and multiple linear regression, predicted values and residuals, hypothesis testing, and marginal effects. It also covers probit and logit regression models, predicted probabilities, classification accuracy, and tests for heteroscedasticity. Additional sections discuss transforming variables like creating dummy variables and recoding values.

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anon_267349578
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151 views

Comandos Stata

The document discusses conducting descriptive statistics, correlation, regression, and other analyses using Stata. It includes commands to generate lists of variables, describe and summarize variables, simple and multiple linear regression, predicted values and residuals, hypothesis testing, and marginal effects. It also covers probit and logit regression models, predicted probabilities, classification accuracy, and tests for heteroscedasticity. Additional sections discuss transforming variables like creating dummy variables and recoding values.

Uploaded by

anon_267349578
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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//generar lista de variables

global ylist mpg


global x1list weight1
global xlist weight1 price foreign

describe $ylist $xlist


summarize $ylist $xlist
//mas detalle estadistica descriptiva de una variable (mpg)
summarize $ylist, detail

* CORRELACION
correlate $ylist $xlist

*GRAFICO
graph twoway (scatter $ylist $x1list)

* REGRESION SIMPLE
reg $ylist $x1list

* Grafico linea regresion


graph twoway (scatter $ylist $x1list)(lfit $ylist $x1list)

* Valores predichos para la variable dependiente


predict y1hat, xb
summarize $ylist y1hat
graph twoway (scatter $ylist $x1list)(scatter y1hat $x1list)

* Residuos (errores) de la regresion


predict e1hat, resid
summarize e1hat
graph twoway (scatter e1hat $x1list)

* Test hipotesis (coeficiente significativamente distinto a cero)


test $x1list

* Efectos Marginales (no obligatorio en MCO, se verá mas adelante con


otros modelos distintos)
quietly reg $ylist $x1list
margins, dydx(*) atmeans
margins, dydx(*)

* Regresion Multiple
reg $ylist $xlist

* Valores predichos para la variable dependiente


predict yhat, xb
summarize $ylist yhat

* Residuos
predict ehat, resid
summarize ehat

* Test hipotesis (coeficiente significativamente distinto a cero)


test $xlist

* Efectos Marginales
margins, dydx(*) atmeans
margins, dydx(*)

//test heterocedasticidad (post estimacion)


estat imtest
estat imtest, white
estat hettest

______________________

global ylist ins


global xlist retire age hstatusg hhincome educyear married hisp

describe $ylist $xlist


summarize $ylist $xlist

tabulate $ylist

* Regresion lineal
reg $ylist $xlist
reg ins retire age hstatusg hhincome educyear married hisp

* Probit
probit $ylist $xlist
probit ins retire age hstatusg hhincome educyear married hisp

* Logit
logit $ylist $xlist

* Efectos marginales (at the mean and average marginal effect)


quietly reg $ylist $xlist
margins, dydx(*) atmeans
margins, dydx(*)
//normalmente mco no calcula efectos marginales...SON iguales a los
coeficientes

quietly logit $ylist $xlist


margins, dydx(*) atmeans
margins, dydx(*)

quietly probit $ylist $xlist


margins, dydx(*) atmeans
margins, dydx(*)

*Logistic model gives odds ratio


logistic $ylist $xlist
* PROBABILIDADES PREDICHAS
quietly logit $ylist $xlist
predict plogit, pr

quietly probit $ylist $xlist


predict pprobit, pr

quietly regress $ylist $xlist


predict pols, xb

summarize $ylist plogit pprobit pols

* PORCENTAJE DE VALORES PREDICHOS CORRECTAMENTE


quietly logit $ylist $xlist
estat classification

quietly probit $ylist $xlist


estat classification

//experiencia:

gen exp=edad-esc-6

//capacitacion (1 si se capacito en los ultimos 12 meses y 0 no se ha capacitado)

gen cap=.

replace cap=1 if o30==1

replace cap=0 if o30!=1

//ingreso no salarial:

//asociada a la ariable y3f, pueden tomarla como numero considerando ese mismo valor. o
transformala en dicotomica de la siguiente manera: 1 si tiene ingreso no salarial y 0 en otro caso

//ins: ingreso no salarial

gen ins=.
replace ins=1 if y3f>=1

replace ins=0 if y3f==0

// para los que tengan la variable sexo, y sea mas sencillo de ver se puede recodificar, ya que sin
hacerlo las mujeres tienen el valor 2 asigando.

//por lo tanto se puede reasignar el valor 0:

replace sexo=0 if sexo==2

//variable dependiente o10:

// si observan los datos, seria bueno asignar 0 a la gente que no respondio esa pregunta, dado que
no trabajan:

replace o10=0 if o10==.

//IMPORTANTE: toda la trasnformacion de variables deben hacerla antes de hacer MCO o


probit/logit

// para cuando quieren sacar estadistica descriptiva o hacer regresion se puede agregar filrtor por
region:

sum o10 edad if region==7

//el 7 corresponde al valor q toma cuando es la region del maule, a los que le toco santiago lo
reemplazam por el valor correspondiente.

//MCO:

reg 010 edad if region==7


//SI, la variable dependiente para MCO es 010, que señala las horas que trabajan

//obviamente deben adapatar los comandos a las variables que le tocaron a cada grupo.

//para el probit o logit deben transformar alguna variable que tome valor 1 si trabaja y 0 si no
trabaja, siguiendo la misma dinamica que la generacion de variables de arriba ,

//parecido a ingreso no salarial, pero considerando las variables correctas.

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