Introduction to Stata. Written by Yi-Chi Chen

Transcription

1 Introduction to Stata Written by Yi-Chi Chen Center for Social Science Computation & Research 145 Savery Hall University of Washington Seattle, WA U.S.A (206) September

2 Stata CSSCR YC 9/5/02 Page 1 of 15 I. WHAT IS STATA? Stata is a command-driven statistical package for statistical analyses, data management and graphic presentations. Stata is designed for researchers in the Þelds of econometrics, social science and biostatistics. In particular, Stata allows you to do the following statistical analysis: Panel and Survey Data Analysis Discrete and Limited Dependent Variable Analysis Maximum Likelihood Estimation Regression Analysis and Regression Diagnostics Data Management and Transformation. The capabilities of Stata are not limited to the features above. Stata codes can be shared, reused and made into extensions for specialized routines. II. OVERVIEW OF THIS HANDOUT In this handout, we will discuss how to do the following tasks with Stata: 1. Opening a Stata data set 2. Performing simple descriptive statistics 3. Plotting simple graphs 4. Running a regression model 5. Performing hypothesis testing Before you exercises in this handout, we recommend you download the data Þles from the web site at or use any PC in CSSCR. Click on the start menu, then select Run and enter o:\classdata stata in the box. The computer will create a new folder named stata in c:\temp, and copy the data Þles into the folder. III. LAUNCH STATA Now, letõs talk about how to launch Stata. In our lab, there are two ways to run Stata; you can either double-click on a Stata dataset icon like (in this example, the name of the Stata dataset is hsng), or go to the Start menu /Programs/Stata (2)

3 Stata CSSCR YC 9/5/02 Page 2 of 15 IV. Stata Windows and Interface If you successfully launch the program, you will see the following Stata interface: Menus Toolbars Review Window Output Window Variables Window Command Window Review Window All the commands you have entered for the current session are listed in this window. You can recall the previous command by clicking on the line in the window You can also scroll the commands you issued with Page Up or Page Down on the keyboard). Variable Window Lists all the variables contained in the dataset (in this example, we have not imported any datasets yet, so the variable list is empty). Output Window Any results or messages from Stata will be shown in this window. Command Window Any Stata commands can be issued here.

4 Stata CSSCR YC 9/5/02 Page 3 of 15 Dialogue Window to Front Bring Log Window to Front Clear...More...Condition Open Log Graph Window to Front Open Save Print Data Browser Break Results Window to Front Data Editor Do-Þle Editor The data editor allows you to change the data values or the variable properties; on the other hand, you can only browse the data set with the data browser. V. SOME RULES ABOUT STATA Certain rules must be followed for naming Stata variables: 1. Variable names cannot be longer 8 characters 2. Use letters, digits and/or the underscore for a variable name 3. It is preferable for a variable to start with a letter 4. Stata is case-sensitive. For instance, ÒAÓ and ÒaÓ are considered as two different variable names in Stata. However, most Stata commands are in lowercase. VI. WHAT IS A LOG FILE? Before we open a Stata dataset, we need to talk about the Stata log Þle. The Stata log Þle records the commands you entered and the corresponding outputs for the current session. The log Þle itself is in plain text format. You can open it with any word processor like Microsoft Word or Notepad. Keep in mind that you need to close a log Þle when you want to stop recording the Stata output. To open a log Þle, data.log, you can either use the open log button, or enter the Stata command in the command window log using c:\temp\stata\data.log. After clicking on the open log button, Stata will prompt you in a dialog window to enter the Þlename for the log Þle. Click on the open button after naming the log Þle Òdata.Ó

5 Stata CSSCR YC 9/5/02 Page 4 of 15 Then Stata will give you a log window like this: The tilde Ò~Ó means the log Þle does not contain anything. The log Þle will not be closed until you issue a command, or use the log button to close it. Closing the log window only makes the window disappear somewhere in Stata, and the log Þle still records everything you type. To bring the output window to the front, click on the button on the toolbar. VII. OPEN A STATA DATASET To open the Stata dataset in c:\temp\stata, you can open it from the Þle menu, or click on Þle open button, or enter the command Òuse C:\temp\stata\hsng.dtaÓ If the dataset is imported successfully, all the variables in the dataset will be listed in the variable window: If the directory for the Þle is long, you can select ÒÞlename...Ó under the File menu and then provide the place where you saved the Þle. In this way, you donõt need to type the Þle name with the directory, and it will reduce the chance of typos.

6 Stata CSSCR YC 9/5/02 Page 5 of 15 VIII. DESCRIPTIVE PROCEDURES To get some idea about the contents of the dataset, we can use the codebook command: You can press the space bar on the keyboard or click the go button on the toolbar to scroll the output, or click on the stop button to terminate the output. In the log Þle, you wonõt be able to see any output for the codebook until Stata Þnishes displaying all the results on the screen. However, you can turn off the --more-- message by entering the command set more off. For more information on this command, type whelp more in the command window). The describe command allows you to see the properties of each variable in the dataset.

7 Stata CSSCR YC 9/5/02 Page 6 of 15 The list command displays the data values of the variables you speciþed. The hyphen Ò-Ó refers to a series of variables in between pop and hsng. You can also reference the variable. Click on the variable name in the variable window. The wildcard character Ò*Ó can be used to refer to a group of variables with similar names. For example, pop* refers to any variables starting with pop. Without specifying any variables, by default Stata lists all the data values for each variable in the data set. To calculate descriptive statistics for rent, type summarize rent You can abbreviate Stata commands or variable names with the Þrst two or three letters if they are not ambiguous to Stata. So, in the last example, you can type sum rent or sum div (div is an abbreviation for division). However, if you abbreviate the command or the variable name too much, an error message will appear on the screen..sum po po ambiguous abbreviation r(111); In this example, since there are three variable names starting with po, Stata cannot understand which variable you are referring to. To correct the error, type either the full variable name or enter the abridged version of the name or the command up to the Þrst distinguishing letter. For instance, type popd for population density or popg for population growth. If you are not certain about abbreviation, always use the full name for the variables or the commands. The summarize command can produce more statistics with the detail option.

8 Stata CSSCR YC 9/5/02 Page 7 of 15 IX. STATA GRAPHICS: Although Stata does not produce fancy graphics like SPSS, the quality is O.K. for publication. Also, Stata is not capable of drawing three-dimensional graphs, but the matrix graph can be used to plot for multiple variables. IÕll show you how to make a scatter plot and a histogram. For more details on graphs, type whelp graph for Stata commands and respective descriptions. To draw a scatter plot for population growth against median income, type graph popgrow faminc To display a histogram for a continuous variable like population growth, type graph popgrow

9 Stata CSSCR YC 9/5/02 Page 8 of 15 For a discrete variable like region, type hist region instead: Stata graphs can be copied and pasted into other applications such as Microsoft Word. Go to Edit/Copy/Graph and use the Paste function in Word. X. BASIC STATISTICAL PROCEDURES PearsonÕs correlations are easy to calculate in Stata. type corr pop faminc hsngval rent for correlation among several variables. Suppose we want to see how rent is affected by population, family income and housing unit values We can run an OLS regression by typing regress rent pop faminc hsngval in the Stata command window.

10 Stata CSSCR YC 9/5/02 Page 9 of 15 After the regression, if you wish to do some hypothesis testing on coefþcients, for example, to test if faminc and hsngval are jointly signiþcant, type test faminc hsngval Note: the hypothesis testing can only be done after running a regression. XI. BEFORE QUITTING STATA... Finally, to end the session in Stata, we need to close the log Þle and save the dataset (if you made any changes in the dataset), before quitting the program. Use the open log button on the toolbar or type log close in the command window. You can temporarily disable logging for the current session by clicking on the open log button and then choose ÒSuspend log ÞleÓ Everything you type or output afterward will not be recorded in the log Þle. To resume logging, click on the open log button, then select ÒResume suspended log ÞleÓ

11 Stata CSSCR YC 9/5/02 Page 10 of 15 XII. WHERE TO FIND HELP In the previous section, I brießy introduced some basic Stata commands; there are other useful features in Stata you can take advantage of. Suppose you wanted to run a bootstrap estimation; however, you have no idea how to use it in Stata. The starting point would be to look it up in StataÕs online help. To do so, type search bootstrap in the command window Stata will search its documentation and list all possible topics pertinent to the typed keyword bootstrap. From the search result, we know the Þrst one is what we are looking for. Type whelp bstrap (or help bstrap) to see the description on that command.

12 Stata CSSCR YC 9/5/02 Page 11 of 15 APPENDIX I. Converting a Non-Stata Data File Sometimes we need to import a data Þle created in another application, such as SPSS or SAS into Stata. However, Stata only recognizes a certain type text Þle. Here are the steps to convert a data Þle. Suppose we have an Excel data Þle, data.xls, in c:\temp\stata. First of all, open the Þle with Microsoft Excel and then save it as a tab delimited text Þle: In the stata command window, type this: insheet using c:\temp\stata\data.txt We use the ÔinsheetÕ command because the original Þle was created in a spreadsheet program. If there is already a data set in Stata, you need to clear it out. In this case, you type this in the Stata command window: insheet using c:\temp\stata\data.txt, clear

13 Stata CSSCR YC 9/5/02 Page 12 of 15 If you import the data successfully, you should see four variables (v1, cpi, tbill,djind) listed in the variable window (notice that v1 is not recognized as a date format. You would need to use the date function and format command to change the property of the variable. Find more information by typing whelp datefcn and whlep format). Then save this dataset by choosing save as... or click on the save button on the toolbar. Use the extension.dta Alternatively, you can use a utility program called StatTransfer to convert a data Þle into Stata format. To learn more about the program, please ask a CSSCR consultant. II. Online Resources and User Support: There are a plenty of Stata learning resources and discussion groups on the World Wide Web. You can Þnd more information on using Stata features and download open source codes for specialized estimation routines written by other Stata users. Here are some websites: Stata OfÞcial Website-- Statistical Software Components Archive-- Stata Training movies-- UCLA Stata Resources-- Princeton Stata Tutorial-- User Discussions-- Yi-Chi ChenÕs Stata Class Website-- Also, the Stata company maintains very good user support. them any questions regarding Stata and get a response within two business days. The address is tech-support@stata.com.

14 Stata CSSCR YC 9/5/02 Page 13 of 15 III. Summary of Some Useful Stata Commands These are basic descriptions of Stata commands, so some options and syntax for speciþc commands are ignored. However, the reader can type the whelp command in Stata to get more information. Command Reading and Writing Data Description use Þlename save Þlename compress insheet using Þlename Open a Stata Þle Save as a Stata Þle Compress a Stata data Þle Read ASCII data in a tab delimited format Command Editing Data: Description generate newvar = expression replace oldvar = newvalue recode varname reshape Create a new variable named newvar Assign a new value of newvalue to the variable oldvar Change the values of the variable varname Convert the data between wide and long formats Command Descriptive Procedures Description describe ds list summarize inspect by catvar: summarize tabulate table correlate Display the properties of variables Compact version of describe command List observations for the variables Calculate major descriptive statistics Display more information on variables Summarize data by categorical variable catvar Create one- or two-way tables Create multi-way cross-tables Calculate PearsonÕs correlations

15 Stata CSSCR YC 9/5/02 Page 14 of 15 Command Statistical Procedures Description regress y x1 x2 x3 rreg anova logit probit glm predict test ttest lrtest Run linear regression (enter dependent variable y, followed by independent variables x1, x2 and x3, by default the constant is included) Robust regression Perform ANOVA analysis Logit analysis Probit Analysis Generalized linear models Calculate predictions or residuals after estimation CoefÞcient test for the last estimated model Perform t tests on equality of means Perform Likelihood-ratio tests after estimation Command Graphics Description graph var graph var, hist graph y x Create a histogram for var if var is continuous Create a histogram for var if var is discrete Draw a scatterplot of y against x graph y x1 x2 x3, matrix Create two-way scatterplot matrix for y, x1, x2 and x3 graph, box Box plot

16 Stata CSSCR YC 9/5/02 Page 15 of 15 Command Help / Search Description help/whelp stata_command search topic lookfor string Display the description and the syntax on Stata commands (use help or whelp when you know the name of the Stata command) Find the Stata command you are looking for (use search when you donõt know the speciþc Stata command) Search for string that contains in the labels of or the names of the variables. Command Miscellaneous Commands Description sort var Sort the data according to the variable speci- Þed rename oldname newname Replace the existing variable name oldname with newname order/move drop keep label do Þlename exit exit, clear log using Þlename Change the order of the variables listed in the dataset. Remove variables or observations from the memory. Keep the variables or observations. Create labels for the variables. Run a do Þle Quit Stata (no changes have made in the data set). Quit Stata without saving changes on the data set. Open/create a log Þle for the current session.