Preface

1 "The first time"

• 1.1 Starting Stata
• 1.2 Setting up your screen
• 1.3 Your first analysis
  • 1.3.1 Inputting commands
  • 1.3.2 Files and the working memory
  • 1.3.3 Loading data
  • 1.3.4 Variables and observations
  • 1.3.5 Looking at data
  • 1.3.6 Interrupting a command and repeating a command
  • 1.3.7 The variable list
  • 1.3.8 The in qualifier
  • 1.3.9 Summary statistics
  • 1.3.10 The if qualifier
  • 1.3.11 Define missing values
  • 1.3.12 The by prefix
  • 1.3.13 Command options
  • 1.3.14 Frequency tables
  • 1.3.15 Variable labels and value labels
  • 1.3.16 Graphs
  • 1.3.17 Getting help
  • 1.3.18 Recoding of variables
  • 1.3.19 Linear regression
• 1.4 Do-files
• 1.5 Exiting Stata
• 1.6 Exercises

2 Working with do-files

• 2.1 From interactive work to working with a do-file
  • 2.1.1 Alternative 1
  • 2.1.2 Alternative 2
• 2.2 Designing do-files
  • 2.2.1 Comments
  • 2.2.2 Line breaks
  • 2.2.3 Some crucial commands
• 2.3 Organizing your work
• 2.4 Exercises

3 The grammar of Stata

• 3.1 The elements of Stata commands
  • 3.1.1 Stata commands
  • 3.1.2 The variable list
    • List of variables: required or optional
    • Abbreviation rules
    • Special listings
  • 3.1.3 Options
  • 3.1.4 The in qualifier
  • 3.1.5 The if qualifier
  • 3.1.6 Expressions
    • Operators
    • Functions
  • 3.1.7 Lists of numbers
  • 3.1.8 Using filenames
• 3.2 Repeating similar commands
  • 3.2.1 The by prefix
  • 3.2.2 The foreach loop
    • The types of foreach lists
    • Several commands within a foreach loop
  • 3.2.3 The forvalues loop
• 3.3 Weights
  
  • Frequency weights
    Analytic weights
    Probability weights
• 3.4 Exercises

4 Some general comments on the statistical commands

• 4.1 Exercises

5 Creating and changing variables

• 5.1 The commands generate and replace
  • 5.1.1 Variable names
  • 5.1.2 Some examples
  • 5.1.3 Changing codes with by, _n, and _N
  • 5.1.4 Subscripts
• 5.2 Specialized recoding commands
  • 5.2.1 The recode command
  • 5.2.2 The egen command
• 5.3 Additional tools for recording data
  • 5.3.1 String functions
  • 5.3.2 Date functions
    • Dates
    • Time
• 5.4 Commands for dealing with missing values
• 5.5 Labels
• 5.6 Storage types, or, the ghost in the machine
• 5.7 Exercises

6 Creating and changing graphs

• 6.1 A primer on graph syntax
• 6.2 Graph types
  • 6.2.1 Examples
  • 6.2.2 Specialized graphs
• 6.3 Graph elements
  • 6.3.1 Appearance of data
    • Choice of marker
    • Marker colors
    • Marker size
    • Lines
  • 6.3.2 Graphs and plot regions
    • Graph size
    • Plot region
    • Scaling the axes
  • 6.3.3 Information inside the plot region
    • Reference lines
    • Labeling inside the plot region
  • 6.3.4 Information outside the plot region
    • Labeling the axes
    • Tick lines
    • Axis titles
    • The legend
    • Graph titles
• 6.4 Multiple graphs
  • 6.4.1 Overlaying numerous twoway graphs
  • 6.4.2 Option by()
  • 6.4.3 Combining graphs
• 6.5 Saving and printing graphs
• 6.6 Exercises

7 Describing and comparing distributions

• 7.1 Categories: Few or many?
• 7.2 Variables with few categories
  • 7.2.1 Tables
    • Frequency tables
    • More than one frequency table
    • Comparing distributions
    • Summary statistics
    • More than one contingency table
  • 7.2.2 Graphs
    • Histograms
    • Bar charts
    • Pie charts
    • Dot chart
• 7.3 Variables with many categories
  • 7.3.1 Frequencies of grouped data
    • Some remarks on grouping data
    • Special techniques for grouping data
  • 7.3.2 Describing data using statistics
    • Important summary statistics
    • The summarize command
    • The tabstat command
    • Comparing distributions using statistics
  • 7.3.3 Graphs
    • Box plots
    • Histograms
    • Kernel density estimation
    • Quantile plot
    • Comparing distributions with Q–Q plots
• 7.4 Exercises

8 Introduction to linear regression

• 8.1 Simple linear regression
  • 8.1.1 The basic principle
  • 8.1.2 Linear regression using Stata
    • The table of coefficients
    • Standard errors
    • The table of ANOVA results
    • The model fit table
• 8.2 Multiple regression
  • 8.2.1 Multiple regression using Stata
  • 8.2.2 More computations
    • Adjusted R2
    • Standardized regression coefficients
  • 8.2.3 What does "under control" mean?
• 8.3 Regression diagnostics
  • 8.3.1 Violation of E(εi) = 0
    • Linearity
    • Influential cases
    • Omitted variables
    • Multicollinearity
  • 8.3.2 Violation of Var(εi) = σ2
    
  • 8.3.3 Violation of Cov(εi, εj) = 0, i ≠ j
• 8.4 Model extensions
  • 8.4.1 Categorical independent variables
  • 8.4.2 Interaction terms
  • 8.4.3 Regression models using transformed variables
    • Nonlinear relations
    • Eliminating heteroskedasticity
• 8.5 More on standard errors
  • 8.5.1 Bootstrap techniques
  • 8.5.2 Confidence intervals on cluster samples
• 8.6 Advanced techniques
  • 8.6.1 Median regression
  • 8.6.2 Regression models for panel data
    • From wide to long format
    • Fixed-effects models
  • 8.6.3 Error-component models
• 8.7 Exercises

9 Regression models for categorical dependent variables

• 9.1 The linear probability model
• 9.2 Basic concepts
  • 9.2.1 Odds, log odds, and odds ratios
  • 9.2.2 Excursion: The maximum likelihood principle
• 9.3 Logistic regression with Stata
  • 9.3.1 The coefficient table
    • Sign interpretation
    • Interpretation with odds ratios
    • Probability interpretation
  • 9.3.2 The iteration block
  • 9.3.3 The model fit block
    • Classification tables
    • Pearson chi-squared
• 9.4 Logistic regression diagnostics
  • 9.4.1 Linearity
  • 9.4.2 Influential cases
• 9.5 Likelihood-ratio test
• 9.6 Refined models
  • 9.6.1 Nonlinear relationships
  • 9.6.2 Categorical independent variables
  • 9.6.3 Interaction effects
• 9.7 Advanced techniques
  • 9.7.1 Probit models
  • 9.7.2 Multinomial logistic regression
  • 9.7.3 Models for ordinal data
• 9.8 Exercises

10 Reading and writing data

• 10.1 The goal: The data matrix
• 10.2 Importing machine-readable data
  • 10.2.1 Reading system files from other packages
  • 10.2.2 Reading ASCII text files
    • Reading data in spreadsheet format
    • Reading data in free format
    • Reading data in fixed format
• 10.3 Inputting data
  • 10.3.1 Input data using the editor
  • 10.3.2 The input command
• 10.4 Combining data
  • 10.4.1 The GSOEP database
  • 10.4.2 The merge command
    • The merge procedure
    • Keeping track of observations
    • Merging more than two files
    • Merging data on different levels
  • 10.4.3 The append command
• 10.5 Saving and exporting data
• 10.6 Handling big datasets
  • 10.6.1 Rules for handling the working memory
  • 10.6.2 Using oversized datasets
• 10.7 Exercises

11 Do-files for advanced users and user-written programs

• 11.1 Two examples of usage
• 11.2 Four programming tools
  • 11.2.1 Local macros
    • Calculating with local macros
    • Combining local macros
    • Changing local macros
  • 11.2.2 Do-files
  • 11.2.3 Programs
    • The problem of redefinition
    • The problem of naming
    • The problem of error checking
  • 11.2.4 Programs in do-files and ado-files
• 11.3 User-written Stata commands
  • 11.3.1 Parsing variable lists
  • 11.3.2 Parsing options
  • 11.3.3 Parsing if and in qualifiers
  • 11.3.4 Generating an unknown number of variables
  • 11.3.5 Default values
  • 11.3.6 Extended macro functions
  • 11.3.7 Avoiding changes in the dataset
  • 11.3.8 Help files
• 11.4 Exercises

12 Around Stata

• 12.1 Resources and information
• 12.2 Taking care of Stata
• 12.3 Additional procedures
  • 12.3.1 SJ and STB ado-files
  • 12.3.2 SSC ado-files
  • 12.3.3 Other ado-files
    
• 12.4 Exercises

References

Author Index

Subject Index