STATA DOCUMENTATION ECONOMICS 2016
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Loading Data
import delimited C:\Users\cholz\Downloads\penn_aut.csv
or just import the data by using File > Import
Details of our data
sum dataset
Generating a variable
gen x = 0
Deleting variables
drop x
Overwriting values
replace x = z
Generating a sequence
egen x = seq(), f(1) t(61) b(1)
Linear Regression
reg y x1 x2
Interaction Effects (Regression)
reg pizza income age c.income#c.age – [inserts only the interaction term]
reg pizza income age c.income##c.age – [inserts the interaction term and all individual terms]
Scatterplot
scatter x y
Lines
line x y, legend(size(small))
Scatterplot with Regression Line
graph twoway (lfit x y) (scatter x y)
graph twoway (lfitci x y) (scatter x y)
Two-Sided F-Test
test x2 = 1
Change text strings to numeric
gen x_n = real(x)
Predict residuals
predict res, residuals
Male dummy
sum res if male == 1
sum res if male == 2
Overwrite a variable
replace x = y
Something we did
regr wage exper male school [aweight = std^(-2)]
Variance weighted least squares
vwls wage exper male school, sd(std)
One-sided test
Just divide test x == 0 by 2, you dummy.
Installing a package
ssc install outreg2
Create a nice table into your working directory
outreg2 using regtable, excel
Generate a variable out of the coefficients
gen betax1 = _b[x]
Create constraint
constraint 1 x1 + x2 == 2
Constrained regression (constraint)
cnsreg y x1 x2 x3, constraints(1)
Plot residuals against fitted values
rvfplot
Covariance matrix of the coefficients of the regression model
estat vce
Testing two coefficients
test (exper=0) (school=0)
QNORM quantile shit
qnorm res