Stata 12 manual updates and errata
Updates and errata are available for the following manuals:
Base Reference Manual, Volume 1
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[R] cumul, p. 402
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The displayed graph was created without the sort cum
command. When the graph is created with the sort
command, the line is drawn similar to the dark-shaded line of the graph
on page 403.
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Base Reference Manual, Volume 3
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[R] nptrend, p. 1387, third displayed equation
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[R] qreg, p. 1610–1629
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The documentation for [R] qreg has been updated to document
new features added in the 30 Jan 2012 Stata 12.1 update. To see
the latest PDF of [R] qreg, click here.
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Data Management Reference Manual
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[D] datetime business calendars, p. 96, command and paragraph above Description
omit dowinmonth -1 Th of Nov and +1
which says to omit the last (-1) Thursday of November
in every year, and omit the day after that (+1), too.
...
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omit dowinmonth +4 Th of Nov and +1
which says to omit the fourth (+4) Thursday of November
in every year, and omit the day after that (+1), too.
...
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[D] odbc, p. 476, SQL data type table
SQL_BIGINT long
SQL_REAL float
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SQL_BIGINT string
SQL_REAL double
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Graphics Reference Manual
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[G-2] graph export, p. 130, text below second table
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ps, eps, and pdf are
available with all versions of Stata; png and
tif are available for all versions of Stata except
Stata(console) for Unix; and wmf and
emf are available only with Stata for Windows.
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ps and eps are
available for all versions of Stata; png and
tif are available for all versions of Stata except
Stata(console) for Unix; pdf is available only for
Stata for Windows and Stata for Mac; and wmf and
emf are available only for Stata for Windows.
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Longitudinal-Data/Panel-Data Reference Manual
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[XT] xtmelogit postestimation, p. 266–274
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The documentation for [XT] xtmelogit postestimation has been
updated to document new features added in the 23 May 2012 Stata 12.1
update. To see
the latest PDF of [XT] xtmelogit postestimation,
click here.
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[XT] xtmixed postestimation, p. 355–363
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The documentation for [XT] xtmixed postestimation has been
updated to document new features added in the 23 May 2012 Stata 12.1
update. To see
the latest PDF of [XT] xtmixed postestimation,
click here.
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[XT] xtpoisson, p. 406, first paragraph
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We now assume that Εi follows a gamma distribution with
mean one and variance θ so that unconditional on
Εi
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We now assume that Εi follows a gamma distribution with
mean one and variance 1/θ so that unconditional on
Εi
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Multivariate Statistics Reference Manual
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[MV] ca, p. 42, relative contributions equations
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[MV] manova, p. 374, approximate F statistic equation
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[MV] manova, p. 374, df2 equation
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[MV] mca, p. 414, fourth displayed equation and following text
S = P - cc′
c is called the column mass.
B and S are symmetric.
Thus the singular-value decomposition
commonly associated with CA is equivalent to the spectral or eigen
decomposition of S.
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S = D(c)-1/2
(P - cc′) D(c)-1/2
c is called the column mass.
D(c) is the diagonal matrix with diagonal c;
D(c)-1/2 is therefore the diagonal matrix with
elements 1/sqrt(ct),
where ct is an element of c.
B and S are symmetric.
Thus the singular-value decomposition
commonly associated with CA is equivalent to the spectral or eigen
decomposition of S.
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Structural Equation Modeling Reference Manual
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[SEM] example 18, p. 162
The original diagram does not show the intercepts of the
lncrime variables constrained to 0. Type
webgetsem sem_lcm, which became available
in the 22oct2012 Stata update, to see the corrected diagram.
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[SEM] methods and formulas, p. 219, total effects equation
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[SEM] sem option reliability(), p. 249, reliability() option description
1 − noise variance
------------------------------
total variance
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noise variance
1 − ------------------------
total variance
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