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User’s Guide

Publisher: Stata Press
Copyright: 2009
ISBN-10: 1-59718-064-5
ISBN-13: 978-1-59718-064-1
Pages: 396
Price: $45.00

See a larger photo of the front cover

Overview of the Stata 11 documentation

Table of contents

Sample entry (pdf):

Subject and author index (pdf)

Download the datasets used in this manual
(from www.stata-press.com)


Table of contents

Stata basics

1 Read this—it will help
1.1 Getting Started with Stata
1.2 The User’s Guide and the Reference manuals
1.2.1 PDF manuals
1.2.2 Example datasets
1.2.3 Cross-referencing
1.2.4 The index
1.2.5 The subject table of contents
1.2.6 Typography
1.2.7 Vignettes
1.3 What’s new
1.3.1 What’s new in the GUI and command interface
1.3.2 What’s new in data management
1.3.3 What’s new in statistics (general)
1.3.4 What’s new in statistics (longitudinal data/panel data)
1.3.5 What’s new in statistics (time series)
1.3.6 What’s new in statistics (survival analysis)
1.3.7 What’s new in statistics (multivariate)
1.3.8 What’s new in statistics (survey)
1.3.9 What’s new in statistics (multiple imputation)
1.3.10 What’s new in graphics
1.3.11 What’s new in programming
1.3.12 What’s new in Mata
1.3.13 What’s more
1.4 References
2 A brief description of Stata
3 Resources for learning and using Stata
3.1 Overview
3.2 The Stata web site (www.stata.com)
3.3 The Stata Press web site (www.stata-press.com)
3.4 The Stata listserver
3.5 The Stata Journal
3.6 Updating and adding features from the web
3.6.1 Official updates
3.6.2 Unofficial updates
3.7 Training
3.7.1 NetCourses
3.7.2 Public training courses
3.7.3 On-site training courses
3.8 Books and other support materials
3.8.1 For readers
3.8.2 For authors
3.9 Technical support
3.9.1 Register your software
3.9.2 Before contacting technical support
3.9.3 Technical support by email
3.9.4 Technical support by phone or fax
3.9.5 Comments and suggestions for our technical staff
4 Stata’s help and search facilities
4.1 Introduction
4.2 Getting started
4.3 help: Stata’s help system
4.4 Accessing PDF manuals from help entries
4.5 Searching
4.6 More on search
4.7 More on help
4.8 help contents: Table of contents for Stata’s help system
4.9 search: All the details
4.9.1 How search works
4.9.2 Author searches
4.9.3 Entry ID searches
4.9.4 FAQ searches
4.9.5 Return codes
4.10 net search: Searching net resources
4.11 hsearch: An alternative to search
5 Flavors of Stata
5.1 Platforms
5.2 Stata/MP, Stata/SE, Stata/IC, and Small Stata
5.2.1 Determining which version you own
5.2.2 Determining which version is installed
5.3 Size limits comparison of Stata/MP, SE, IC, and Small Stata
5.4 Speed comparison of Stata/MP, SE, IC, and Small Stata
5.5 Feature comparison of Stata/MP, SE, and IC
6 Setting the size of memory
6.1 Memory-size considerations
6.2 Setting memory on the fly: Stata/MP and Stata/SE
6.2.1 Advice on setting maxvar
6.2.2 Advice on setting matsize
6.2.3 Advice on setting memory
6.3 Setting memory size on the fly: Stata/IC
6.4 The memory command
6.5 Virtual memory and speed considerations
6.6 An issue when returning memory to Unix
7 —more— conditions
7.1 Description
7.2 set more off
7.3 The more programming command
8 Error messages and return codes
8.1 Making mistakes
8.1.1 Mistakes are forgiven
8.1.2 Mistakes stop user-written programs and do-files
8.1.3 Advanced programming to tolerate errors
8.2 The return message for obtaining command timings
9 The Break key
9.1 Making Stata stop what it is doing
9.2 Side effects of clicking on Break
9.3 Programming considerations
10 Keyboard use
10.1 Description
10.2 F-keys
10.3 Editing keys in Stata
10.4 Editing keys in Stata for Unix(console)
10.5 Editing previous lines in Stata
10.6 Tab expansion of variable names

Elements of Stata

11 Language syntax
11.1 Overview
11.1.1 varlist
11.1.2 by varlist:
11.1.3 if exp
11.1.4 in range
11.1.5 =exp
11.1.6 weight
11.1.7 options
11.1.8 numlist
11.1.9 datelist
11.1.10 Prefix commands
11.2 Abbreviation rules
11.2.1 Command abbreviation
11.2.2 Option abbreviation
11.2.3 Variable-name abbreviation
11.3 Naming conventions
11.4 varlists
11.4.1 Lists of existing variables
11.4.2 Lists of new variables
11.4.3 Factor variables
11.4.3.1 Factor-variable operators
11.4.3.2 Base levels
11.4.3.3 Setting base levels permanently
11.4.3.4 Selecting levels
11.4.3.5 Applying operators to a graph or variable
11.4.3.6 Using factor variables with time-series operators
11.4.4 Time-series varlists
11.5 by varlist: construct
11.6 File-naming conventions
11.6.1 A special note for Mac users
11.6.2 A special note for Unix users
11.7 References
12 Data
12.1 Data and datasets
12.2 Numbers
12.2.1 Missing values
12.2.2 Numeric storage types
12.3 Dates and times
12.4 Strings
12.4.1 Strings containing identifying data
12.4.2 Strings containing categorical data
12.4.3 Strings containing numeric data
12.4.4 String storage types
12.5 Formats: Controlling how data are displayed
12.5.1 Numeric formats
12.5.2 European numeric formats
12.5.3 Date and time formats
12.5.4 String formats
12.6 Dataset, variable, and value labels
12.6.1 Dataset labels
12.6.2 Variable labels
12.6.3 Value labels
12.6.4 Labels in other languages
12.7 Notes attached to data
12.8 Characteristics
12.9 Data Editor and Variables Manager
12.10 Reference
13 Functions and expressions
13.1 Overview
13.2 Operators
13.2.1 Arithmetic operators
13.2.2 String operators
13.2.3 Relational operators
13.2.4 Logical operators
13.2.5 Order of evaluation, all operators
13.3 Functions
13.4 System variables (_variables)
13.5 Accessing coefficients and standard errors
13.5.1 Single-equation models
13.5.2 Multiple-equation models
13.5.3 Factor variables and time-series operators
13.6 Accessing results from Stata commands
13.7 Explicit subscripting
13.7.1 Generating lags and leads
13.7.2 Subscripting within groups
13.8 Indicator values for levels of factor variables
13.9 Time-series operators
13.9.1 Generating lags, leads, and differences
13.9.2 Time-series operators and factor variables
13.9.3 Operators within groups
13.10 Label values
13.11 Precision and problems therein
13.12 References
14 Matrix expressions
14.1 Overview
14.1.1 Definition of a matrix
14.1.2 matsize
14.2 Row and column names
14.2.1 The purpose of row and column names
14.2.2 Two-part names
14.2.3 Setting row and column names
14.2.4 Obtaining row and column names
14.3 Vectors and scalars
14.4 Inputting matrices by hand
14.5 Accessing matrices created by Stata commands
14.6 Creating matrices by accumulating data
14.7 Matrix operators
14.8 Matrix functions
14.9 Subscripting
14.10 Using matrices in scalar expressions
15 Saving and printing output—log files
15.1 Overview
15.1.1 Starting and closing logs
15.1.2 Appending to an existing log
15.1.3 Temporarily suspending and resuming logging
15.2 Placing comments in logs
15.3 Logging only what you type
15.4 The log-button alternative
15.5 Printing logs
15.6 Creating multiple log files simultaneously
16 Do-files
16.1 Description
16.1.1 Version
16.1.2 Comments and blank lines in do-files
16.1.3 Long lines in do-files
16.1.4 Error handling in do-files
16.1.5 Logging the output of do-files
16.1.6 Preventing —more— conditions
16.2 Calling other do-files
16.3 Creating and running do-files
16.3.1 Creating and running do-files for Windows
16.3.2 Creating and running do-files for Mac
16.3.3 Creating and running do-files for Unix
16.4 Programming with do-files
16.4.1 Argument passing
16.4.2 Suppressing output
16.5 References
17 Ado-files
17.1 Description
17.2 What is an ado-file?
17.3 How can I tell if a command is built in or an ado-file?
17.4 How can I look at an ado-file?
17.5 Where does Stata look for ado-files?
17.5.1 Where are the official ado-directories?
17.5.2 Where is my personal ado-directory?
17.6 How do I install an addition?
17.7 How do I add my own ado-files?
17.8 How do I install official updates?
17.9 How do I install updates to user-written additions?
17.10 Reference
18 Programming Stata
18.1 Description
18.2 Relationship between a program and a do-file
18.3 Macros
18.3.1 Local macros
18.3.2 Global macros
18.3.3 The difference between local and global macros
18.3.4 Macros and expressions
18.3.5 Double quotes
18.3.6 Extended macro functions
18.3.7 Macro increment and decrement functions
18.3.8 Macro expressions
18.3.9 Advanced local macro manipulation
18.3.10 Advanced global macro manipultation
18.3.11 Constructing Windows filenames using macros
18.3.12 Accessing system values
18.3.13 Referencing characteristics
18.4 Program arguments
18.4.1 Named positional arguments
18.4.2 Incrementing through positional arguments
18.4.3 Using macro shift
18.4.4 Parsing standard Stata syntax
18.4.5 Parsing immediate commands
18.4.6 Parsing nonstandard syntax
18.5 Scalars and matrices
18.6 Temporarily destroying the data in memory
18.7 Temporary objects
18.7.1 Temporary variables
18.7.2 Temporary scalars and matrices
18.7.3 Temporary files
18.8 Accessing results calculated by other programs
18.9 Accessing results calculated by estimation commands
18.10 Saving results
18.10.1 Saving results in r()
18.10.2 Saving results in e()
18.10.3 Saving results in s()
18.11 Ado-files
18.11.1 Version
18.11.2 Comments and long lines in ado-files
18.11.3 Debugging ado-files
18.11.4 Local subroutines
18.11.5 Development of a sample ado-command
18.11.6 Writing online help
18.11.7 Programming dialog boxes
18.12 A compendium of useful commands for programmers
18.13 References
19 Immediate commands
19.1 Overview
19.1.1 Examples
19.1.2 A list of the immediate commands
19.2 The display command
20 Estimation and postestimation commands
20.1 All estimation commands work the same way
20.2 Standard syntax
20.3 Replaying prior results
20.4 Cataloging estimation results
20.5 Saving estimation results
20.6 Specifying the estimation subsample
20.7 Specifying the width of confidence intervals
20.8 Obtaining the variance–covariance matrix
20.9 Obtaining predicted values
20.9.1 Using predict
20.9.2 Making in-sample predictions
20.9.3 Making out-of-sample predictions
20.9.4 Obtaining standard errors, tests, and confidence intervals for predictions
20.10 Accessing estimated coefficients
20.11 Performing hypothesis tests on the coefficients
20.11.1 Linear tests
20.11.2 Using test
20.11.3 Likelihood-ratio tests
20.11.4 Nonlinear Wald tests
20.12 Obtaining linear combinations of coefficients
20.13 Obtaining nonlinear combinations of coefficients
20.14 Obtaining marginal means, adjusted predictions, and predictive margins
20.14.1 Obtaining expected marginal means
20.14.2 Obtaining adjusted predictions
20.14.3 Obtaining predictive margins
20.15 Obtaining conditional and average marginal effects
20.15.1 Obtaining conditional marginal effects
20.15.2 Obtaining average marginal effects
20.16 Obtaining robust variance estimates
20.17 Obtaining scores
20.18 Weighted estimation
20.18.1 Frequency weights
20.18.2 Analytic weights
20.18.3 Sampling weights
20.18.4 Importance weights
20.19 A list of postestimation commands
20.20 References

Advice

21 Inputting data
21.1 Overview
21.2 Determining which input method to use
21.2.1 Entering data interactively
21.2.2 Copying and pasting data
21.2.3 If the dataset is in binary format
21.2.4 If the data are simple
21.2.5 If the dataset is formatted and the formatting is significant
21.2.6 If there are no string variables
21.2.7 If all the string variables are enclosed in quotes
21.2.8 If the undelimited strings have no blanks
21.2.9 If you make it to here
21.3 If you run out of memory
21.4 Transfer programs
21.5 ODBC sources
21.6 References
22 Combining datasets
23 Working with strings
23.1 Description
23.2 Categorical string variables
23.3 Mistaken string variables
23.4 Complex strings
23.5 Reference
24 Working with dates and times
24.1 Overview
24.2 Inputting dates and times
24.3 Displaying dates and times
24.4 Typing dates and times (date/time literals)
24.5 Extracting components of dates and times
24.6 Converting between date and time values
24.7 Reference
25 Working with categorical variables and factor variables
25.1 Continuous, categorical, and indicator variables
25.1.1 Converting continuous variables to indicator variables
25.1.2 Converting continuous variables to categorical variables
25.1.3 Converting categorical variables to indicator variables
25.2 Estimation with factor variables
25.2.1 Including factor variables
25.2.2 Specifying base levels
25.2.3 Setting base levels permanently
25.2.4 Testing significance of a main effect
25.2.5 Specifying indicator (dummy) variables as factor variables
25.2.6 Including interactions
25.2.7 Testing significance of interactions
25.2.8 Including factorial specifications
25.2.9 Including squared terms and polynomials
25.2.10 Including interactions with continuous variables
25.2.11 Parentheses binding
25.2.12 Including indicators for single levels
25.2.13 Including subgroups of levels
25.2.14 Combining factor variables and time-series operators
25.2.15 Treatment of empty cells
26 Overview of Stata estimation commands
26.1 Introduction
26.2 Linear regression with simple error structures
26.3 ANOVA, ANCOVA, MANOVA, and MANCOVA
26.4 Generalized linear models
26.5 Binary-outcome qualitative dependent-variable models
26.6 Conditional logistic regression
26.7 Multiple-outcome qualitative dependent-variable models
26.8 Count dependent-variable models
26.9 Exact estimators
26.10 Linear regression with heteroskedastic errors
26.11 Stochastic frontier models
26.12 Regression with systems of equations
26.13 Models with endogenous sample selection
26.14 Models with time-series data
26.15 Panel-data models
26.15.1 Linear regression with panel data
26.15.2 Censored linear regression with panel data
26.15.3 Generalized linear models with panel data
26.15.4 Qualitative dependent-variable models with panel data
26.15.5 Count dependent-variable models with panel data
26.15.6 Random-coefficient models with panel data
26.16 Survival-time (failure-time) models
26.17 Generalized method of moments (GMM)
26.18 Estimation wtih correlated errors
26.19 Survey data
26.20 Multiple imputation
26.21 Multivariate and cluster analysis
26.22 Pharmacokinetic data
26.23 Specification search tools
26.24 Obtaining new estimation commands
26.25 Reference
27 Commands everyone should know
27.1 43 commands
27.2 The by construct
28 Using the Internet to keep up to date
28.1 Overview
28.2 Sharing datasets (and other files)
28.3 Official updates
28.3.1 Example
28.3.2 Updating ado-files
28.3.3 Frequently asked questions about updating the ado-files
28.3.4 Updating the executable
28.3.5 Frequently asked questions about updating the executable
28.3.6 Updating both ado-files and the executable
28.4 Downloading and managing additions by users
28.4.1 Downloading files
28.4.2 Managing files
28.4.3 Finding files to download
28.4.4 Updating additions by users
28.5 Making your own download site
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