User's Guide

Title: User’s Guide Publisher: Stata Press Copyright: 2005 ISBN-10: 1-881228-90-8 ISBN-13: 978-1-881228-90-5 Pages: 370 Price: $40.00 See a larger photo of the front cover Overview of the Stata 9 documentation Table of contents Sample entry (pdf): A brief description of Stata Subject and author index (pdf) Download the datasets used in this manual (from www.stata-press.com)

Table of contents

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 Sample datasets

1.2.2 Cross-referencing

1.2.3 The index

1.2.4 The subject table of contents

1.2.5 Typography

1.2.6 Vignettes

1.3 What's new

1.3.1 New matrix language

1.3.2 Survey statistics

1.3.3 Longitudinal/panel data

1.3.4 Time-series statistics

1.3.5 Multivariate statistics

1.3.6 Survival analysis

1.3.7 General-purpose statistics

1.3.8 New ML features

1.3.9 Functions and expressions

1.3.10 Data management

1.3.11 Graphics

1.3.12 User interface

1.3.13 Programming

1.3.14 Documentation

1.3.15 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 http://www.stata.com web site

3.3 The http://www.stata-press.com web site

3.4 The Stata listserver

3.5 The Stata Journal and the Stata Technical Bulletin

3.6 Updating and adding features from the web

3.6.1 Official updates

3.6.2 Unofficial updates

3.7 NetCourses

3.8 Books and other support materials

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 online help and search facilities

4.1 Introduction

4.2 help: Stata's online manual pages

4.3 search: Stata's online index

4.4 Accessing help and search from the Help menu

4.5 More on search

4.6 More on help

4.7 help contents: Stata's online table of contents

4.8 search: All the details

4.8.1 How search works

4.8.2 Author searches

4.8.3 Entry ID searches

4.8.4 FAQ searches

4.8.5 Return codes

4.9 net search: Searching net resources

5   Flavors of Stata

5.1 Platforms

5.2 Stata/SE, Intercooled Stata, 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/SE, Intercooled Stata, and Small Stata

5.4 Speed comparison of Stata/SE, Intercooled Stata, and Small Stata

5.5 Features of Stata/SE

6   Setting the size of memory

6.1 Memory size considerations

6.2 Setting memory on the fly: 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: Intercooled Stata

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 Makes 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 pressing Break

9.3 Programming considerations

10  Keyboard use

10.1 Description

10.2 F-keys

10.3 Editing keys in Stata for Windows, Macintosh, and Unix (GUI)

10.4 Editing keys in Stata for Unix (console)

10.5 Editing previous lines in Stata for all operating systems

10.6 Tab expansion of variable names

ELEMENTS

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 Time-series varlists

11.5 by varlist: construct

11.6 File-naming conventions

11.6.1 A Special note for Macintosh users

11.6.2 A special note for Unix users

12   Data

12.1 Data and datasets

12.2 Numbers

12.2.1 Missing values

12.2.2 Numberic storage types

12.3 Dates

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 formats

12.5.4 Time-series formats

12.5.5 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

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 Simple models

13.5.2 ANOVA and MANOVA models

13.5.3 Multiple-equation models

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 Time-series operators

13.8.1 Generating lags and leads

13.8.2 Operators within groups

13.9 Label values

13.10 Precision and problems therein

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 Three-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   Printing and preserving output

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

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 Running a do-file (Stata for Windows)

16.4 Running a do-file (Stata for Macintosh)

16.5 Running a do-file (Stata for Unix)

16.6 Programming with do-files

16.6.1 Argument passing

16.6.2 Suppressing output

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 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?

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

18.12 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 Specifying the estimation subsample

20.6 Specifying the width of confidence intervals

20.7 Obtaining the variance–covariance matrix

20.8 Obtaining predicted values

20.8.1 Using predict

20.8.2 Making in-sample predictions

20.8.3 Making out-of-sample predictions

20.8.4 Obtaining standard errors, tests, and confidence intervals for predictions

20.9 Accessing estimated coefficients

20.10 Performing bypothesis tests on the coefficients

20.10.1 Linear tests

20.10.2 Using test

20.10.3 Likelihood-ratio tests

20.10.4 Nonlinear Wald tests

20.11 Obtaining linear combinations of coefficients

20.12 Obtaining nonlinear combinations of coefficients

20.13 Obtaining marginal effects

20.14 Obtaining robust variance estimates

20.15 Obtaining scores

20.16 Weighted estimation

20.16.1 Frequency weights

20.16.2 Analytic weights

20.16.3 Sampling weights

20.16.4 Importance weights

20.17 A list of postestimation commands

20.18 References

ADVICE

21   Overview

21.1 Inputting data

21.2 Determining which input method to use

21.2.1 Entering data interactively

21.2.2 If the dataset is in binary format

21.2.3 If the data are simple

21.2.4 If the dataset is formatted and the formatting is significant

21.2.5 If there are no string variables

21.2.6 If all the string variables are enclosed in quotes

21.2.7 If the undelimited strings have no blanks

21.2.8 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   Dealing with strings

23.1 Description

23.2 Categorical string variables

23.3 Mistaken string variables

23.4 Complex strings

23.5 Reference

24   Dealing with dates

24.1 Overview

24.2 Dates

24.2.1 Inputting dates

24.2.2 Conversion into elapsed dates

24.2.2.1 The mdy() function

24.2.2.2 The date() function

24.2.3 Displaying dates

24.2.4 Other date functions

24.2.5 Specifying particular dates (date literals)

24.3 Time-series dates

24.3.1 Inputting time variables

24.3.2 Specifying particular dates (date literals)

24.3.3. Time-series format

24.3.4 Translating between time units

24.3.5 Extracting components of time

24.3.6 Creating time variables

24.3.7 Setting the time variable

24.3.8 Selecting periods of time

24.3.9 The %tg format

25   Dealing with categorical 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 Using indicator variables in estimation

25.2.1 Testing the significance of indicator variables

25.2.2 Importance of omitting one of the indicators

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 Simple count dependent variable models

26.9 Linear regression with heteroskedastic errors

26.10 Stochastic frontier models

26.11 Linear regression with systems of equations (correlated errors)

26.12 Models with endogenous sample selection

26.13 Models with time-series data

26.14 Panel-data models

26.14.1 Linear regression with panel data

26.14.2 Censored linear regression with panel data

26.14.3 Generalized linear models with panel data

26.14.4 Qualitative dependent-variable models with panel data

26.14.5 Count dependent-variable models with panel data

26.14.6 Random-coefficient models with panel data

26.15 Survival-time (failure-time) models

26.16 Survey data

26.17 Multivariate and cluster analysis

26.18 Pharmacokinetic data

26.19 Specification search tools

26.20 Obtaining new estimation commands

26.21 Reference

27   Commands everyone should know

27.1 Forty-one 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

28.5 Making your own download site

Subject and author index (pdf)