List of Tables
List of Figures
Preface
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 Define missing values
1.3.12 The by prefix
1.3.13 Command options
1.3.14 Frequency tables
1.3.15 Variable labels and value labels
1.3.16 Graphs
1.3.17 Getting help
1.3.18 Recoding of variables
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
3.1.3 Options
3.1.4 The in qualifier
3.1.5 The if qualifier
3.1.6 Expressions
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
3.2.3 The forvalues loop
3.3 Weights
3.4 Exercises
4 General comments on the statistical commands
4.1 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 Changing codes with by, _n, and _N
5.1.4 Subscripts
5.2 Specialized recoding commands
5.2.1 The recode command
5.2.2 The egen command
5.3 More tools for recording data
5.3.1 String functions
5.3.2 Date and time functions
5.4 Commands for dealing with missing values
5.5 Labels
5.6 Storage types, or the ghost in the machine
5.7 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
6.3.2 Graph and plot regions
6.3.3 Information inside the plot region
6.3.4 Information outside the plot region
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
7.2.2 Graphs
7.3 Variables with many categories
7.3.1 Frequencies of grouped data
7.3.2 Describing data using statistics
7.3.3 Graphs
7.4 Exercises
8 Introduction to linear regression
8.1 Simple linear regression
8.1.1 The basic principle
8.1.2 Linear regression using Stata
8.2 Multiple regression
8.2.1 Multiple regression using Stata
8.2.2 More computations
8.2.3 What does "under control" mean?
8.3 Regression diagnostics
8.3.1 Violation of E(εi) = 0
8.3.2 Violation of Var(εi) = σ2
8.3.3 Violation of Cov(εi, εj) = 0, i ≠ j
8.4 Model extensions
8.4.1 Categorical independent variables
8.4.2 Interaction terms
8.4.3 Regression models using transformed variables
8.5 More on standard errors
8.5.1 Bootstrap techniques
8.5.2 Confidence intervals in cluster samples
8.6 Advanced techniques
8.6.1 Median regression
8.6.2 Regression models for panel data
8.6.3 Error-components models
8.7 Exercises
9 Regression models for categorical dependent variables
9.1 The linear probability model
9.2 Basic concepts
9.2.1 Odds, log odds, and odds ratios
9.2.2 Excursion: The maximum likelihood principle
9.3 Logistic regression with Stata
9.3.1 The coefficient table
9.3.2 The iteration block
9.3.3 The model fit block
9.4 Logistic regression diagnostics
9.4.1 Linearity
9.4.2 Influential cases
9.5 Likelihood-ratio test
9.6 Refined models
9.6.1 Nonlinear relationships
9.6.2 Categorical independent variables
9.6.3 Interaction effects
9.7 Advanced techniques
9.7.1 Probit models
9.7.2 Multinomial logistic regression
9.7.3 Models for ordinal data
9.8 Exercises
10 Reading and writing data
10.1 The goal: The data matrix
10.2 Importing machine-readable data
10.2.1 Reading system files from other packages
10.2.2 Reading ASCII text files
10.3 Inputting data
10.3.1 Input data using the Data Editor
10.3.2 The input command
10.4 Combining data
10.4.1 The GSOEP database
10.4.2 The merge command
10.4.3 The append command
10.5 Saving and exporting data
10.6 Handling large datasets
10.6.1 Rules for handling the working memory
10.6.2 Using oversized datasets
10.7 Exercises
11 Do-files for advanced users and user-written programs
11.1 Two examples of usage
11.2 Four programming tools
11.2.1 Local macros
11.2.2 Do-files
11.2.3 Programs
11.2.4 Programs in do-files and ado-files
11.3 User-written Stata commands
11.3.1 Parsing variable lists
11.3.2 Parsing options
11.3.3 Parsing if and in qualifiers
11.3.4 Generating an unknown number of variables
11.3.5 Default values
11.3.6 Extended macro functions
11.3.7 Avoiding changes in the dataset
11.3.8 Help files
11.4 Exercises
12 Around Stata
12.1 Resources and information
12.2 Taking care of Stata
12.3 Additional procedures
12.3.1 SJ and STB ado-files
12.3.2 SSC ado-files
12.3.3 Other ado-files
12.4 Exercises
References
Author index
Subject index
