User's Guide

1.3.1 What’s new (highlights)
1.3.2 What’s new in statistics (general)
1.3.3 What’s new in statistics (multilevel)
1.3.4 What’s new in statistics (Bayesian)
1.3.5 What’s new in statistics (power and sample size)
1.3.6 What’s new in statistics (survival analysis)
1.3.7 What’s new in statistics (survey data)
1.3.8 What’s new in statistics (SEM)
1.3.9 What’s new in statistics (panel data)
1.3.10 What’s new in statistics (time series)
1.3.11 What’s new in statistics (multivariate)
1.3.12 What’s new in functions
1.3.13 What’s new in graphics
1.3.14 What’s new in data management
1.3.15 What’s new in programming
1.3.16 What’s new in Mata
1.3.17 What’s new in the interface
1.3.18 What’s more

1.4 References

2 A brief description of Stata

2.1 Video example

3 Resources for learning and using Stata

3.1 Overview
3.2 Stata on the Internet (www.stata.com and other resources)

3.2.1 The Stata website (www.stata.com)
3.2.2 The Stata YouTube Channel
3.2.3 The Stata Blog—Not Elsewhere Classified
3.2.4 The Stata Forum
3.2.5 Stata on social media
3.2.6 Other Internet resources on Stata

3.3 Stata Press
3.4 The Stata Journal
3.5 Updating and adding features from the web

3.6.1 Official updates
3.6.2 Unofficial updates

3.6 Conferences and training

3.6.1 Conferences and users group meetings
3.6.2 NetCourses
3.6.3 Classroom training courses
3.6.4 Web-based training courses
3.6.5 On-site training courses

3.7 Books and other support materials

3.7.1 For readers
3.7.2 For authors

3.8 Technical support

3.8.1 Register your software
3.8.2 Before contacting technical support
3.8.3 Technical support by email
3.8.4 Technical support by phone
3.8.5 Comments and suggestions for our technical staff

3.9 References

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 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/MP, Stata/SE, or Stata/IC

5.2.1 Determining which version you own
5.2.2 Determining which version is installed

5.3 Size limits of Stata/MP, SE, and IC
5.4 Speed comparison of Stata/MP, SE, and IC
5.5 Feature comparison of Stata/MP, SE, and IC

6 Managing memory

6.1 Memory-size considerations
6.2 Compressing data
6.3 Setting maxvar
6.4 Setting matsize
6.5 The memory command

7 —more— conditions

7.1 Description
7.2 set more
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 community-contributed 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
11.2.4 Abbreviations for programmers

11.3 Naming conventions
11.4 varname and 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 group of variables
11.4.3.6 Using factor variables with time-series operators
11.4.3.7 Video examples

11.4.4 Time-series varlists

11.4.4.1 Video example

11.5 by varlist: construct
11.6 Filenaming conventions

11.6.1 A special note for Mac users
11.6.2 A shortcut to your home directory

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 Overview
12.4.2 Handling Unicode strings

12.4.2.1 Unicode string functions
12.4.2.2 Displaying Unicode characters
12.4.2.3 Encodings
12.4.2.4 Locales in Unicode
12.4.2.5 Sorting strings containing Unicode characters
12.4.2.6 Advice for users of Stata 13 and earlier

12.4.3 Strings containing identifying data
12.4.4 Strings containing categorical data
12.4.5 Strings containing numeric data
12.4.6 String literals
12.4.7 str1–str2045 and str
12.4.8 strL
12.4.9 strL variables and duplicated values
12.4.10 strL variables and binary strings
12.4.11 strL variables and files
12.4.12 String display formats
12.4.13 How to see the full contents of a strL or a str# variable
12.4.14 Notes for programmers

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 References

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 Using the Expression Builder
13.9 Indicator values for levels of factor variables
13.10 Time-series operators

13.10.1 Generating lags, leads, and differences
13.10.2 Time-series operators and factor variables
13.10.3 Operators within groups
13.10.4 Video example

13.11 Label values
13.12 Precision and problems therein
13.13 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
14.11 Reference

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 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 for simultaneous use

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-directory?
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 community-contributed 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 by using macros
18.3.12 Accessing system values
18.3.13 Referring to 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 system help
18.11.7 Programming dialog boxes

18.12 Tools for interacting with programs outside Stata and with other languages
18.13 A compendium of useful commands for programmers
18.14 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
19.3 The power 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 Specification search tools
20.7 Specifying the estimation subsample
20.8 Specifying the width of confidence intervals
20.9 Formatting the coefficient table
20.10 Obtaining the variance–covariance matrix
20.11 Obtaining predicted values

20.11.1 Using predict
20.11.2 Making in-sample predictions
20.11.3 Making out-of-sample predictions
20.11.4 Obtaining standard errors, tests, and confidence intervals for predictions

20.12 Accessing estimated coefficients
20.13 Performing hypothesis tests on the coefficients

20.13.1 Linear tests
20.13.2 Using test
20.13.3 Likelihood-ratio tests
20.13.4 Nonlinear Wald tests

20.14 Obtaining linear combinations of coefficients
20.15 Obtaining nonlinear combinations of coefficients
20.16 Obtaining marginal means, adjusted predictions, and predictive margins

20.16.1 Obtaining estimated marginal means
20.16.2 Obtaining adjusted predictions
20.16.3 Obtaining predictive margins

20.17 Obtaining conditional and average marginal effects

20.17.1 Obtaining conditional marginal effects
20.17.2 Obtaining average marginal effects

20.18 Obtaining pairwise comparisons
20.19 Obtaining contrasts, tests of interactions, and main effects
20.20 Graphing margins, marginal effects, and contrasts
20.21 Dynamic forecasts and simulations
20.22 Obtaining robust variance estimates

20.22.1 Interpreting standard errors
20.22.2 Correlated errors: Cluster–robust standard errors

20.23 Obtaining scores
20.24 Weighted estimation

20.24.1 Frequency weights
20.24.2 Analytic weights
20.24.3 Sampling weights
20.24.4 Importance weights

20.25 A list of postestimation commands
20.26 References

Advice

21 Entering and importing data

21.1 Overview
21.2 Determining which method to use

21.2.1 Entering data interactively
21.2.2 Copying and pasting data

21.2.2.1 Video example

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 have EBCDIC data
21.2.10 If you make it to here

21.3 If you run out of memory
21.4 ODBC sources
21.5 Reference

22 Combining datasets

22.1 References

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 (datetime literals)
24.5 Extracting components of dates and times
24.6 Converting between date and time values
24.7 Business dates and calendars
24.8 References

25 Working with categorical data 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

25.2 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 Means, proportions, and related statistics
26.3 Continuous outcomes

26.3.1 ANOVA and ANCOVA
26.3.2 Linear regression
26.3.3 Regression with heteroskedastic errors
26.3.4 Estimation with correlated errors
26.3.5 Regression with censored and truncated outcomes
26.3.6 Multiple-equation models
26.3.7 Stochastic frontier models
26.3.8 Nonlinear regression
26.3.9 Nonparametric regression

26.4 Binary outcomes

26.4.1 Logistic, probit, and complementary log-log regression
26.4.2 Conditional logistic regression
26.4.3 ROC analysis

26.5 Fractional outcomes
26.6 Ordinal outcomes
26.7 Categorical outcomes
26.8 Count outcomes
26.9 Generalized linear models
26.10 Exact estimators
26.11 Models with endogenous covariates
26.12 Models with endogenous sample selection
26.13 Time-series models
26.14 Panel-data models

26.14.1 Continuous outcomes with panel data
26.14.2 Censored outcomes with panel data
26.14.3 Discrete outcomes with panel data
26.14.4 Generalized linear models with panel data
26.14.5 Survival models with panel data
26.14.6 Dynamic and autoregressive panel-data models

26.15 Multilevel mixed-effects models
26.16 Survival analysis models
26.17 Spatial autoregressive models
26.18 Treatment-effects models
26.19 Pharmacokinetic data
26.20 Multivariate analysis
26.21 Generalized method of moments (GMM)
26.22 Structural equation modeling (SEM)
26.23 Latent class models
26.24 Finite mixture models(FMMs)
26.25 Item response theory (IRT)
26.26 Linearized dynamic stochastic general equilibrium (DSGE) models
26.27 Survey data
26.28 Multiple imputation
26.29 Power and sample-size analysis
26.30 Bayesian analysis
26.31 References

27 Commands everyone should know

27.1 41 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 Frequently asked questions about updating

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
28.4.5 Video example

28.5 Making your own download site

Combined author index

Combined subject index