Verfügbarkeit: Data analysis using Stata | Technische Universität München

Data analysis using Stata:

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Bibliographische Detailangaben
Beteiligte Personen:	Kohler, Ulrich 1967- (VerfasserIn), Kreuter, Frauke (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	College Station, Tex. Stata Press 2012
Ausgabe:	3. ed.
Schlagwörter:	Stata Datenverarbeitung Statistik Mathematical statistics > Data processing Statistics > Data processing
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025220970&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XXVI, 497 S. graph. Darst.
ISBN:	9781597181105 1597181102

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Datensatz im Suchindex

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adam_text	Contents List of tables xvii List of figures xix Preface xxi Acknowledgments xxvii The first time 1 1.1 Starting Stata ............................... 1 1.2 Setting up your screen .......................... 2 1.3 Your first analysis ............................ 2 1.3.1 Inputting commands ...................... 2 1.3.2 Files and the working memory ................. 3 1.3.3 Loading data .......................... 3 1.3.4 Variables and observations ................... 5 1.3.5 Looking at data ......................... 7 1.3.6 Interrupting a command and repeating a command ..... 8 1.3.7 The variable list ......................... 8 1.3.8 The in qualifier ......................... 9 1.3.9 Summary statistics ....................... 9 1.3.10 The if qualifier ......................... 11 1.3.11 Defining missing values ..................... 11 1.3.12 The by prefix .......................... 12 1.3.13 Command options ........................ 13 1.3.14 Frequency tables ........................ 14 1.3.15 Graphs .............................. 15 1.3.16 Getting help ........................... 16 Contents vi 1.3.17 Recoding variables ....................... 1 1.3.18 Variable labels and value labels ................ Ьц 1.3.19 Linear regression ........................ ·) 1.4 Do-ffles .................................. 20 1.5 Exiting Stata ............................... 22 1.6 Exercises .................................. 23 2 Working with do-files 25 2.1 From interactive work to working with a do-file ............ 25 2.1.1 Alternative 1 .......................... 26 2.1.2 Alternative 2 .......................... 27 2.2 Designing do-files ............................. 30 2.2.1 Comments ............................ 31 2.2.2 Line breaks ........................... 32 2.2.3 Some crucial commands .................... 33 2.3 Organizing your work .......................... 35 2.4 Exercises .................................. 39 3 The grammar of Stata 41 3.1 The elements of Stata commands .................... 41 3.1.1 Stata commands ........................ 41 3.1.2 The variable list ......................... 43 List of variables: Required or optional ............ 43 Abbreviation rules ....................... 43 Special listings ......................... 45 3.1.3 Options ............................. 45 3.1.4 The in qualifier ......................... 47 3.1.5 The if qualifier ......................... 48 3.1.6 Expressions ........................... 51 Operators ............................ 52 Functions ............................ 54 3.1.7 Lists of numbers ........................ 55 Contents vii 3.1.8 Using filenames ......................... 56 3.2 Repeating similar commands ...................... 57 3.2.1 The by prefix .......................... 58 3.2.2 The foreach loop ........................ 59 The types of foreach lists .................... 61 Several commands within a foreach loop ........... 62 3.2.3 The forvalues loop ....................... 62 3.3 Weights .................................. 63 Frequency weights ....................... 64 Analytic weights ........................ 66 Sampling weights ........................ 67 3.4 Exercises .................................. 68 4 General comments on the statistical commands 71 4.1 Regular statistical commands ...................... 71 4.2 Estimation commands .......................... 74 4.3 Exercises .................................. 76 5 Creating and changing variables 77 5.1 The commands generate and replace .................. 77 5.1.1 Variable names ......................... 78 5.1.2 Some examples ......................... 79 5.1.3 Useful functions ......................... 82 5.1.4 Changing codes with by, _n, and _N .............. 85 5.1.5 Subscripts ............................ 89 5.2 Specialized recoding commands ..................... 91 5.2.1 The recode command ...................... 91 5.2.2 The egen command ....................... 92 5.3 Recoding string variables ......................... 94 5.4 Recoding date and time ......................... 98 5.4.1 Dates ............................... 98 5.4.2 Time ............................... 102 v¡¡¡ ( uiitftits 5.5 Sotting missing values .......................... П>5 5.6 Labels ................................... К ? 5.7 Storage types, or the ghost in the machine ............... Ill 5.8 Exercises .................................. 112 6 Creating and changing graphs 115 6.1 A primer on graph syntax ........................ 115 6.2 Graph types ................................ 1 Hi 6.2.1 Examples ............................ 117 6.2.2 Specialized graphs ....................... 1Ш 6.3 Graph elements .............................. 11!) 6.3.1 Appearance of data ....................... 121 Choice of marker ........................ 12. $ Marker colors .......................... 125 Marker size ........................... 126 Lines ............................... 126 6.3.2 Graph and plot regions ..................... 12!) Graph size ............................ Ш Plot region ............................ 130 Scaling the axes ......................... 131 6.3.3 Information inside the plot region ............... 133 Reference lines ......................... 133 Labeling inside the plot region ................. 134 6.3.4 Information outside the plot region .............. 138 Labeling the axes ........................ 13!) Tick lines ............................ 142 Axis titles ............................ 143 The legend ............................ Ill Graph titles ........................... 146 6.4 Multiple graphs .............................. 147 6.4.1 Overlaying many twoway graph.s ............... 147 Contents ix 6.4.2 Option by() ........................... 149 6.4.3 Combining graphs ........................ 150 6.5 Saving and printing graphs ....................... 152 6.6 Exercises .................................. 154 7 Describing and comparing distributions 157 7.1 Categories: Few or many? ........................ 158 7.2 Variables with few categories ...................... 159 7.2.1 Tables .............................. 159 Frequency tables ........................ 159 More than one frequency table ................. 160 Comparing distributions .................... 160 Summary statistics ....................... 162 More than one contingency table ............... 163 7.2.2 Graphs .............................. 163 Histograms ........................... 164 Bar charts ............................ 166 Pic charts ............................ 168 Dot charts ............................ 169 7.3 Variables with many categories ..................... 170 7.3.1 Frequencies of grouped data .................. 171 Some remarks on grouping data ................ 171 Special techniques for grouping data .............. 172 7.3.2 Describing data using statistics ................ 173 Important summary statistics ................. 174 The summarize command ................... 176 The tabstat command ..................... 177 Comparing distributions using statistics ........... 178 7.3.3 Graphs .............................. 186 Box plots ............................ 187 Histograms ........................... 189 Contents χ Kernel density estimation ................... ИМ Qnantile plot .......................... H) » Comparing distributions with Q Q plots ........... НИ) 7.4 Exercises .................................. -tM) 8 Statistical inference 201 8.1 Random samples and sampling distributions .............. 202 8.1.1 Random numbers ........................ 202 8.1.2 Creating fictitious datasets ................... 203 8.1.3 Drawing random samples .................... 207 8.1.4 The sampling distribution ................... 208 8.2 Descriptive inference ........................... 213 8.2.1 Standard errors for simple random samples ......... 213 8.2.2 Standard errors for complex samples ............. 215 Typical forms of complex samples ............... 215 Sampling distributions for complex samples ......... 217 Using Stat a s svy commands .................. 219 8.2.3 Standard errors with nonresponse ............... 222 Unit, nonresponse and poststratification weights ....... 222 Item nonresponse and multiple imputation .......... 223 8.2.4 Uses of standard errors ..................... 230 Confidence intervals ....................... 231 Significance tests ........................ 233 Two-group mean comparison test ............... 238 8.3 Causal inference ............................. 242 8.3.1 Ba-sic concepts .......................... 242 Data-generating processes ................... 242 Cotmterfactual concept of causality .............. 244 8.3.2 The effect of third-class tickets ................ 246 8.3.3 Some problems of causal inference ............... 248 8.4 Exercises .................................. 250 Contents xi 9 Introduction to linear regression 253 9.1 Simple linear regression ......................... 256 9.1.1 The basic principle ....................... 256 9.1.2 Linear regression using Stata ................. 260 The table of coefficients .................... 261 The table of ANOVA results .................. 266 The model fit table ....................... 268 9.2 Multiple regression ............................ 270 9.2.1 Multiple regression using Stata ................ 271 9.2.2 More computations ....................... 274 Adjusted R2 ........................... 274 Standardized regression coefficients .............. 276 9.2.3 What does under control mean? .............. 277 9.3 Regression diagnostics .......................... 279 9.3.1 Violation of E(e¿) =0 ..................... 280 Linearity............................. 283 Influential cases ......................... 286 Omitted variable« ........................ 295 Multicollinearity ........................ 296 9.3.2 Violation of Var (e¿) = σ2 .................... 296 9.3.3 Violation of Cov(e¿,ei) = 0, і φ j ............... 299 9.4 Model extensions ............................. 300 9.4.1 Categorical independent variables ............... 301 9.4.2 Interaction terms ........................ 304 9.4.3 Regression models using transformed variables ........ 308 Nonlinear relationships ..................... 309 Eliminating heteroskedasticity ................. 312 9.5 Reporting regression results ....................... 313 9.5.1 Tables of similar regression models .............. 313 9.5.2 Plots of coefficients ....................... 316 Xii (Ollfrnř.s 9.5.3 Conditional-effects plots .................... 321 9.6 Advanced techniques ............................ ^- 9.6.1 Median regression .........................* -! 9.6.2 Regression models for panel data ............... 32 1 From wide to long format .................... Í-* Fixed-effects models ...................... 332 9.6.3 Error-components models ................... 337 9.7 Exercises .................................. 339 10 Regression models for categorical dependent variables 341 10.1 The linear probability model ...................... 312 10.2 Basic concepts .............................. 346 10.2.1 Odds, log odds, and odds ratios ................ 3 16 10.2.2 Excursion: The maximum likelihood principle ........ 351 10.3 Logistic regression with Stata ....................... 354 10.3.1 The coefficient table ...................... 356 Sign interpretation ....................... 357 Interpretation with odds ratios ................ 357 Probability interpretation ................... 359 Average marginal effects .................... 361 10.3.2 The iteration block ....................... 362 10.3.3 The model fit block ....................... 363 Classification tables ....................... 364 Pearson chi-squared ....................... 367 10.4 Logistic regression diagnostics ...................... 368 10.4.1 Linearity ............................. 369 10.4.2 Influential cases ......................... 372 10.5 Likelihood-ratio tast ........................... 377 10.6 Refined models .............................. 379 10.6.1 Nonlinear relationships ..................... 379 10.6.2 Interaction effects ........................ 381 Contents xiii 10.7 Advanced techniques ........................... 384 10.7.1 Probit models .......................... 385 10.7.2 Multinomial logistic regression ................. 387 10.7.3 Models for ordinal data ..................... 391 10.8 Exercises .................................. 393 11 Reading and writing data 395 11.1 The goal: The data matrix ........................ 395 11.2 Importing machine-readable data .................... 397 11.2.1 Reading system files from other packages ........... 398 Reading Excel files ....................... 398 Reading SAS transport files .................. 402 Reading other system files ................... 402 11.2.2 Reading ASCII text files .................... 402 Reading data in spreadsheet format .............. 402 Reading data in free format .................. 405 Reading data in fixed format ................. 407 11.3 Inputting data .............................. 410 11.3.1 Input data using the Data Editor ............... 410 11.3.2 The input command ...................... 411 11.4 Combining data .............................. 415 11.4.1 The GSOEP database ..................... 415 11.4.2 The merge command ...................... 417 Merge 1:1 matches with rectangular data ........... 418 Merge 1:1 matches with nonrectangular data .......... 421 Merging more than two files .................. 424 Merging m:l and l:m matches ................. 425 11.4.3 The append command ..................... 429 11.5 Saving and exporting data ........................ 433 11.6 Handling large datasets ......................... 434 11.6.1 Rules for handling the working memory ........... 434 Contrats xiv 11.6.2 Using oversized datasets .................... I·· 11.7 Exercises .................................. ·· 12 Do-files for advanced users and user-written programs 437 12.1 Two examples of usage .......................... 1·* 12.2 Four programming tools ......................... I·*- 12.2.1 Local macros .......................... -139 Calculating with local macros ................. 440 Combining local macros .................... 411 Changing local macros ..................... 142 12.2.2 Do-files .............................. 443 12.2.3 Programs ............................ 443 The problem of redefinition .................. 445 The problem of naming ..................... 145 The problem of error checking ................. 445 12.2.4 Programs in do-files and ado-files ............... 446 12.3 User-written Stata commands ...................... 44!) 12.3.1 Sketch of the syntax ...................... 451 12.3.2 Create a first ado-file ...................... 452 12.3.3 Parsing variable lists ...................... 453 12.3.4 Parsing options ......................... 154 12.3.5 Parsing if and in qualifiers ................... 450 12.3.6 Generating an unknown number of variables ......... 457 12.3.7 Default values .......................... 459 12.3.8 Extended macro functions ................... 461 12.3.9 Avoiding changes in the dataset ................ 463 12.3.10 Help files ............................. 465 12.4 Exercises .................................. 467 13 Around Stata 469 13.1 Resources and information ........................ 459 13.2 Taking саго of Stata ........................... 470 Contents xv 13.3 Additional procedures .......................... 471 13.3.1 Stata Journal ado-files ..................... 471 13.3.2 SSC ado-files .......................... 473 13.3.3 Other ado-files .......................... 474 13.4 Exercises .................................. 475 References 477 Author index 483 Subject index 487
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language	English
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spellingShingle	Kohler, Ulrich 1967- Kreuter, Frauke Data analysis using Stata Stata Datenverarbeitung Statistik Mathematical statistics Data processing Statistics Data processing Stata (DE-588)4617285-3 gnd
subject_GND	(DE-588)4617285-3
title	Data analysis using Stata
title_auth	Data analysis using Stata
title_exact_search	Data analysis using Stata
title_full	Data analysis using Stata [Ulrich Kohler ; Frauke Kreuter]
title_fullStr	Data analysis using Stata [Ulrich Kohler ; Frauke Kreuter]
title_full_unstemmed	Data analysis using Stata [Ulrich Kohler ; Frauke Kreuter]
title_short	Data analysis using Stata
title_sort	data analysis using stata
topic	Stata Datenverarbeitung Statistik Mathematical statistics Data processing Statistics Data processing Stata (DE-588)4617285-3 gnd
topic_facet	Stata Datenverarbeitung Statistik Mathematical statistics Data processing Statistics Data processing
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