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Stata
STATA
Stata is an interactive data analysis program which runs on a variety of platforms.
Stata is installed on the Windows machines and Macs in OIT's public
clusters and on the Windows machines in the DSS Data Lab.
Introduction/data manipulation
 How can I get my data into Stata?
 Using Stat/Transfer. Most common transfers are from SPSS/SAS to Stata.
 From ASCII data. Use this link for resources when data is not in any propietary format
(fixedrecord form). A codebook or data layout is needed.
 From Excel. Stata 12+ can read Excel files directly. In Stata go to File>Import>Excel (make sure to check 'import first row as variable
names').
 From Excel. Stata 11 or older you can either copyandpaste. Or save
the excel file as
csv and import it using 'insheet'.
 Introduction to Stata (brief notes). Issuing commands, Stata's online help, operating system interface, dealing with memory requirements (what to do if there's "no room"), keeping track of your work (log file), Stata's builtin calculator (display)
 Data, Datasets and Variables (brief notes). Brief review of Stata commands on saving
data, missing values, variable types, variable names, data management/preparation
 Getting Started in Data Analysis. Stata tutorial to get started in
data analysis (log file, set memory, describe and summarize data, frequencies, crosstabulations, descriptive statistics, scatterplots, histograms, recoding, renaming and creating
new variables, merge, append and more), converting data from SPSS/SAS/Excel to Stata.
 Creating and Modifying Variables (brief notes). Variable creation commands, the if
qualifier, combining tests: and and or subscripting
 Reshape. Reshaping data using an example from World Development Indicators (a
commonly used dataset for macro level data)
 Convert multiple row records data and extract information from text variables. Dofile example.
 Running Stata on Unix. Running Unix Stata in text mode, Stata for Unix with an XWindows interface, running large
jobs in the background
Statistical Analysis
 Exploring your data (brief notes). Introduction to examining/exploring data, getting
summary/descriptive statistics
 Linear regresssion. Tutorial on interpreting the outcome of linear
regression, interactions and diagnostics: heteroskedasticity, functional form, predicted values, omittedvariable test,
multicollinearity, outliers, normality, coefficients table (estto/esttab). Include how to present the regression output using
outreg2 (in Word and Excel)
 Interpreting Stata Regression Output. Brief review of regression, R squared,
significance.
 Brief notes on statistical analysis. Overall review of basic statistics.
 Dummy variables. Using/creating dummy variables
 Time Series (brief notes). Brief review of basic time series commands and date
functions.
 Event studies with Stata. Cleaning the data, calculating the event window, estimating normal
performance, calculating the abnormal and cumulative abnormal returns, testins for significance.
 Panel data analysis (brief notes). Brief review of fixed/between/random effects, hausman test
 Descriptive statistics. Descriptive statistics using Stata,
Excel and R.
 Fixed/random effects (panel data). Stata tutorial on panel data
analysis showing fixed effects, random effects, hausman tests, test for time fixed effects, BreuschPagan Lagrange multiplier,
contemporaneous correlation, crosssectional dependence, testing for heteroskedasticity, serial correlation, unit roots
 Time series. Tutorial on setting the data as time series, use of lag
operators, subsetting, interpreting correlograms, unit roots, cointegration, QLR or supWald test, Granger causality, Chow test,
test for serial correlation
 Logit/ordered logit regression. Tutorial on interpreting logit
regression output and ordered logit regression output, odds ratios and estimation of probabilities.
 Probit regression. Brief introduction to probit regression
 Factor analysis. Tutorial on factor analysis, predicting and
interpreting output
 Multilevel analysis. Tutorial on multilevel analysis: varying
intercept, varying coefficient model, varying slope model and postestimation
 Marginal effects, predicted probabilities. Predicted probabilities and marginal effects after (ordered) logit/probit using margins in Stata
 Differencesindifferences. A basic approach to did method
 Making nice output tables. Tutorial on using outreg2 to report regression output, descriptive statistics, frequencies and basic
crosstabulations
Additional Resources
This page was last updated on Jan 6, 2010
