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, as well as on the Tombstone Unix server.

Introduction/data manipulation

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 built-in 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. Do-file 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, omitted-variable 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.
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, Breusch-Pagan Lagrange multiplier, contemporaneous correlation, cross-sectional 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 sup-Wald 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
Brief notes on statistical analysis. Overall review of basic statistics.

Additional Resources

DSS Wiki
DSS Libguides (Stata)
Stata Learning Modules at the UCLA Statistical Computing portal
Graphing tutorials, data entry, collapsing and merging, and some regression diagnostics.
Stata Programming: Data Management at the Carolina Population Center
Tutorials on topics including basic summary statistics, entering data, merging data files, and some more advanced programming concepts.
Regression with Stata online text from UCLA
Model specification, regression commands, data diagnostics, interpreting Stata output.
Stata.com FAQs
Official answers to questions on how to perform various specific tasks with Stata.

This page was last updated on Jan 6, 2010