Stata Press | Stata 12 printed manual errata

Stata 12 printed manual errata

Updates and errata are available for the following manuals:

Base Reference Manual, Volume 1

(1)

[R] cumul, p. 402

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.

Base Reference Manual, Volume 3

(1)

[R] nptrend, p. 1387, third displayed equation

(1)

[R] qreg, p. 1610–1629

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.

Data Management Reference Manual

(1)

[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. ... 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. ...

(1)

[D] odbc, p. 476, SQL data type table

SQL_BIGINT long
SQL_REAL float SQL_BIGINT string
SQL_REAL double

Graphics Reference Manual

(1)

[G-2] graph export, p. 130, text below second table

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. 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.

Longitudinal-Data/Panel-Data Reference Manual

(1)

[XT] xtmelogit postestimation, p. 266–274

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.

(1)

[XT] xtmixed postestimation, p. 355–363

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.

(1)

[XT] xtpoisson, p. 406, first paragraph

We now assume that Ε_i follows a gamma distribution with mean one and variance θ so that unconditional on Ε_i

We now assume that Ε_i follows a gamma distribution with mean one and variance 1/θ so that unconditional on Ε_i

Multivariate Statistics Reference Manual

(1)

[MV] ca, p. 42, relative contributions equations

(1)

[MV] manova, p. 374, approximate F statistic equation

(1)

[MV] manova, p. 374, df₂ equation

(1)

[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.

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(c_t), where c_t 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.

Structural Equation Modeling Reference Manual

(1)

[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.

(1)

[SEM] methods and formulas, p. 219, total effects equation

(1)

[SEM] sem option reliability(), p. 249, reliability() option description

1 − noise variance
------------------------------
total variance

noise variance
1 − ------------------------
total variance