List of tables
List of figures
Acknowledgments
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 Defining missing values
1.3.12 The by prefix
1.3.13 Command options
1.3.14 Frequency tables
1.3.15 Graphs
1.3.16 Getting help
1.3.17 Recoding variables
1.3.18 Variable labels and value labels
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
Sampling weights
3.4 Exercises
4 General comments on the statistical commands
4.1 Regular statistical commands
4.2 Estimation commands
4.3 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 Useful functions
5.1.4 Changing codes with by, n, and N
5.1.5 Subscripts
5.2 Specialized recoding commands
5.2.1 The recode command
5.2.2 The egen command
5.3 Recoding string variables
5.4 Recoding date and time
5.4.1 Dates
5.4.2 Time
5.5 Setting missing values
5.6 Labels
5.7 Storage types, or the ghost in the machine
5.8 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 Statistical inference
8.1 Random samples and sampling distributions
8.1.1 Random numbers
8.1.2 Creating fictitious datasets
8.1.3 Drawing random samples
8.1.4 The sampling distribution
8.2 Descriptive inference
8.2.1 Standard errors for simple random samples
8.2.2 Standard errors for complex samples
Typical forms of complex samples
Sampling distributions for complex samples
Using Stata’s svy commands
8.2.3 Standard errors with nonresponse
Unit nonresponse and poststratification weights
Item nonresponse and multiple imputation
8.2.4 Uses of standard errors
Confidence intervals
Significance tests
Two-group mean comparison test
8.3 Causal inference
8.3.1 Basic concepts
Data-generating processes
Counterfactual concept of causality
8.3.2 The effect of third-class tickets
8.3.3 Some problems of causal inference
8.4 Exercises
9 Introduction to linear regression
9.1 Simple linear regression
9.1.1 The basic principle
9.1.2 Linear regression using Stata
The table of coefficients
The table of ANOVA results
The model fit table
9.2 Multiple regression
9.2.1 Multiple regression using Stata
9.2.2 More computations
Adjusted R2
Standardized regression coefficients
9.2.3 What does “under control” mean?
9.3 Regression diagnostics
9.3.1 Violation of E(ε
i) = 0
Linearity
Influential cases
Omitted variables
Multicollinearity
9.3.2 Violation of Var(ε
i) = σ
2
9.3.3 Violation of Cov(ε
i, ε
j) = 0,
i ≠
j
9.4 Model extensions
9.4.1 Categorical independent variables
9.4.2 Interaction terms
9.4.3 Regression models using transformed variables
Nonlinear relationships
Eliminating heteroskedasticity
9.5 Reporting regression results
9.5.1 Tables of similar regression models
9.5.2 Plots of coefficients
9.5.3 Conditional-effects plots
9.6 Advanced techniques
9.6.1 Median regression
9.6.2 Regression models for panel data
From wide to long format
Fixed-effects models
9.6.3 Error-components models
9.7 Exercises
10 Regression models for categorical dependent variables
10.1 The linear probability model
10.2 Basic concepts
10.2.1 Odds, log odds, and odds ratios
10.2.2 Excursion: The maximum likelihood principle
10.3 Logistic regression with Stata
10.3.1 The coefficient table
Sign interpretation
Interpretation with odds ratios
Probability interpretation
Average marginal effects
10.3.2 The iteration block
10.3.3 The model fit block
Classification tables
Pearson chi-squared
10.4 Logistic regression diagnostics
10.4.1 Linearity
10.4.2 Influential cases
10.5 Likelihood-ratio test
10.6 Refined models
10.6.1 Nonlinear relationships
10.6.2 Interaction effects
10.7 Advanced techniques
10.7.1 Probit models
10.7.2 Multinomial logistic regression
10.7.3 Models for ordinal data
10.8 Exercises
11 Reading and writing data
11.1 The goal: The data matrix
11.2 Importing machine-readable data
11.2.1 Reading system files from other packages
Reading Excel files
Reading SAS transport files
Reading other system files
11.2.2 Reading ASCII text files
Reading data in spreadsheet format
Reading data in free format
Reading data in fixed format
11.3 Inputting data
11.3.1 Input data using the Data Editor
11.3.2 The input command
11.4 Combining data
11.4.1 The GSOEP database
11.4.2 The merge command
Merge 1:1 matches with rectangular data
Merge 1:1 matches with nonrectangular data
Merging more than two files
Merging m:1 and 1:m matches
11.4.3 The append command
11.5 Saving and exporting data
11.6 Handling large datasets
11.6.1 Rules for handling the working memory
11.6.2 Using oversized datasets
11.7 Exercises
12 Do-files for advanced users and user-written programs
12.1 Two examples of usage
12.2 Four programming tools
12.2.1 Local macros
Calculating with local macros
Combining local macros
Changing local macros
12.2.2 Do-files
12.2.3 Programs
The problem of redefinition
The problem of naming
The problem of error checking
12.2.4 Programs in do-files and ado-files
12.3 User-written Stata commands
12.3.1 Sketch of the syntax
12.3.2 Create a first ado-file
12.3.3 Parsing variable lists
12.3.4 Parsing options
12.3.5 Parsing if and in qualifiers
12.3.6 Generating an unknown number of variables
12.3.7 Default values
12.3.8 Extended macro functions
12.3.9 Avoiding changes in the dataset
12.3.10 Help files
12.4 Exercises
13 Around Stata
13.1 Resources and information
13.2 Taking care of Stata
13.3 Additional procedures
13.3.1 Stata Journal ado-files
13.3.2 SSC ado-files
13.3.3 Other ado-files
13.4 Exercises
References
