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Stat A Red

The document provides an overview of common Stata commands for variable management, regression, tests, transformations, graphing, and other functions. Key commands covered include generate for creating new variables, regress for OLS regression, xtreg for panel regression, predict for obtaining residuals and forecasts, and summarize for summary statistics of variables. Help and search functions are also outlined.

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Thich Ruou Manh
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67 views4 pages

Stat A Red

The document provides an overview of common Stata commands for variable management, regression, tests, transformations, graphing, and other functions. Key commands covered include generate for creating new variables, regress for OLS regression, xtreg for panel regression, predict for obtaining residuals and forecasts, and summarize for summary statistics of variables. Help and search functions are also outlined.

Uploaded by

Thich Ruou Manh
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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STATA COMMANDS

Note: Brackets indicate a variable name (do not include the brackets). A vertical bar indicates a mandatory choice. WILDCARDS var* refers to all variables starting with "var" var? refers to all variables starting with "var" and with one additional character VARIABLE MANAGEMENT CREATE A NEW VARIABLE generate [new variable name] = function DELETE A VARIABLE drop [variable name] CREATE A NORMALLY DISTRIBUTED VARIABLE generate [new variable name] = rnormal() SHOW DATA list [variable name] CONVERT STRING VARIABLE TO NUMERIC VARIABLE destring [string variable name], replace|generate CREATE A SEQUENCE OF DUMMIES BASED ON A CATEGORICAL VARIABLE tabulate [catvar], generate(dumvar) Note: The sequence of dummy variables (in this example) will be called dumvar1, dumvar2, dumvar3, etc. CONVERT LABELS TO NUMERIC IDENTIFIERS egen [new numeric identifier variable] = group([variable containing labels]) CHANGE MAXIMUM NUMBER OF OBSERVATIONS set [number of observations] DECLARE DATA SET TO BE TIME SERIES tsset [date variable] USE A SUBET OF THE DATA regress ... if [variable] [condition] . indicates a missing observation and has a large value; hence, "if [variable] < ." omits missing variables & indicates "and" == indicates "equality" | indicates "or"

REGRESSION OLS REGRESSION regress [dependent variable] [regressor 1] [regressor 2] ... [regressor N] OLS REGRESSION WITH HETEROSKEDASTICITY CORRECTION regress [dependent variable] [regressor 1] [regressor 2] ... [regressor N], vce(hc3) PANEL REGRESSION (GLS when using random effects) xtreg [dependent variable] [regressor 1] [regressor 2] ... [regressor N], [option] For [option], use RE for random effects, BE for time-specific fixed effects, and FE for cross-sectional fixed effects.

FITTED MEASURES, RESIDUALS, FORECAST STANDARD ERRORS FROM LAST REGRESSION Note: These commands generate residuals and forecasts based on the last run regression. OLS: Prediction: predict [new variable name] Forecast Standard Error: predict [new variable name], stdb Residuals: predict [new variable name], residuals Estimated covariance matrix: estat vce

Panel Data:

Residual plus fixed effects (total residual): predict [new variable name], ue Fixed effects (individual specific residual component): predict [new variable name], u Non-specific residual: predict [new variable name], e TESTS TEST FOR NORMALITY sktest [variable name] Note: The null hypothesis is normality. PORTMANTEAU (Q) TEST FOR SERIAL CORRELATION wntestq [variable name], lags(#) CORRELOGRAM corrgram [variable name] BREUSCH-PAGAN TEST FOR HETEROSKEDASTICITY hettest (run this after running a regression)

TESTS FOR ENDOGENEITY estat endogenous (run this after running a regression)

TRANSFORMATIONS D.[variable name] First difference in the variable L.[variable name] Variable lagged one period GRAPHING twoway (scatter [y1 variable] [y2 variable] ... [x variable]) plot [y variable] [x variable] OTHER SAVE COMMANDS AND OUTPUT log using [filename] Writes all subsequent commands and output to a file. log using [filename], text Writes all subsequent commands and output to a text file. log using [filename], noproc Writes all subsequent commands, but no output, to a file. log off Suspends logging. log on Resumes logging. log close Stops logging and closes the log file. RESTRICT OPERATION TO A SUBSET OF THE DATA [command] in [starting observation]/[ending observation] GENERATE CORRELATION MATRIX correlate [variable name, variable name, ...] SUMMARY MEASURES FOR VARIABLES summary [variable name, variable name, ...] Gives number of observations, mean, standard deviation, minimum value, and maximum value of all variables in the list summary Gives summary measures for all variables summary [variable name], detail Gives a large number of summary measures, including median, skewness, and kurtosis CALCULATOR

display [arithmetic operation]

Gives the result of arithmetic operations on two or more variables, i.e. +, -, /, *, ^. Also used for logarithmic (log(argument)) and exponential (exp(argument)) operations. display normal(z) Gives Pr(Z<z) for a standard normal variable Z. display invnormal(p) Gives the value z for which Pr(Z<z) equals p, Z~N(0,1) display ttail(n,t) Gives Pr(T>t) for a t-distributed variable T with n degrees of freedom display invttail(n,p) Gives the value t for which Pr(T>t) equals p, for a t-distributed variable T with n degrees of freedom display Ftail(n1,n2,f) Gives Pr(F>f) , for an F-distributed variable F with n1 and n2 degrees of freedom display invFtail(n1,n2,p) Gives the value f for which Pr(F>f) equals p, for an F-distributed variable F with n1 and n2 degrees of freedom

FINDIT [command] Searches help and online databases for information on the command or statement. HELP [command] Provides help on a specific command. SEARCH [terms] Searches help text for the specified terms.

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