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Data Analysis Using Stata, Second Edition

Authors:
Ulrich Kohler and Frauke Kreuter
Publisher: Stata Press
Copyright: 2009
ISBN-13: 978-1-59718-046-7
Pages: 388; paperback

New edition available

Comment from the Stata technical group

Updated to include changes to Stata over the past several years, Data Analysis Using Stata, Second Edition comprehensively introduces Stata and will be useful to those who are just learning statistics and Stata, as well as to users who are switching to Stata from other packages. Throughout the book, Kohler and Kreuter show examples using data from the German Socioeconomic Panel, a large survey of households containing demographic, income, employment, and other key information. In this new edition, the authors describe the Graph Editor and time-of-day variables, two features added in Stata 10.

Kohler and Kreuter’s book is a valuable introduction to Stata. The authors take a hands-on approach, leading you step by step through actual Stata sessions to answer practical questions commonly asked by social scientists.

They begin with an introduction to the Stata interface and then proceed with a description of Stata syntax and simple programming tools like foreach loops. The core of the book includes chapters on producing tables and graphs, performing linear regression, and using logistic regression. Kohler and Kreuter use multiple examples to illustrate all key concepts.

The rest of the book includes chapters on reading text files, writing programs and ado-files, and using Internet resources, such as the search command and the SSC archive.


Table of contents

List of Tables
List of Figures
Preface (pdf)
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 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 More tools for recording data
5.3.1 String functions
5.3.2 Date and time 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 Graph 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 many 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 charts
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 in 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-components 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 Data 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 large 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
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