Reshaping Data Sets相关命令

• set obs 100 // to change the numnber of observations
• sort male grade
• gsort -grade name, gen(rank)
• append using c:\data\class
• app using c:\data\class, keep(id state q1-q10)
• expand 5 in -10/-1 // duplicate observations n-1 times
• merge using school // one-to-one merging
• merge state using school // match merging
• merge state using school university, update replace
• joinby id using secondary, unmatched(master) // unm(both), unm(using)
• move male grade
• order grade male // order variables as listed
• rename male gender; /* from male to gender */
• expand 5 if state=="IN" // duplicate a subset of observations
• collapse a b (sd) c (count) d (max)
• collapse a b (sd) c (count) d (max), by state
• contract gender degree area, freq(count) zero
• reshape long choice, i(id) j(orders)
• stack best1-best3, into(best) clear
• pkshape id row col1-col3, order(abc cab bca) outcome(y) sequence(rows) treat(treat) period(columns)
• compress // all variable
• compress name grade
• xpose, clear varname
  

Advanced Models

• boxcox //Box-Cox regression model
• eivreg // errors-in-variables regression
• fracpoly // Fractional polynomial regression
• frontier //Stochastic frontier models
• glm // generalized linear model
• intreg //interval regression
• ivreg //instrumental variables (two-stage least squares) regression
• ivreg dv iv1 iv2 (iv3= x1 x2 x3) iv4 iv5
• mfp //multivariable fractional polynomial models
• mvreg //multivariate regression
• newey //Regression with Newey-West standard errors
• nl //nonlinear least-squares estimation
• orthog //Orthogonalize variables and compute orthogonal polynomials
• prais dv1 rhs, rho(tscorr) twostep //Prais-Winsten two-step
• prais dv1 rhs, rho(dw) // iterative two-step
• prais dv1 rhs, rho(dw) corc // Cochrane-Orcutt
• qreg //Quantile (including median) regression
• reg3 //three-stage estimation for systems of simultaneous equations
• reg3 (dv1 x1 x2) (dv2 x1 x3)
• reg3 (dv1 dv2 = x1 x2 x3)
• reg3 (dv1 dv2 = x1 x2 x3) (dv3 x1 x3)
• rocfit //fit ORC model
• rreg //robust regression
• stcox //fit Cox proportional hazards model
• streg //fit parametric survival model
• sureg //Zellner's seemingly unrelated regression
• stepwise //stepwise estimation
• treatreg //treatment-effects model
• treatreg y x1 x2 x3, treat(x4=z1 z2) twostep
• vwls //variance-weighted least squares
  

PANEL DATA相关命令

• tsset group year // set group and time
• xtreg y x1 x2, re i(year) // random effect model
• xtreg y x1 x2, fe i(group) // random effect model
• xtreg y x1 x2, be i(group) // between effect model
• areg // linear regression with a large dummy-variable set
• xtabond // Arellano-Bond linear, dynamic panel-data estimator
• xtcloglog // Random-effects, population-averaged cloglog models
• xtgee // fit population-averaged panel-data models using GEE
• xtfrontier // stochastic frontier models for panel data
• xtgls // fit panel-data models using GLS
• xthtaylor // Hausman-Taylor estimator for error components models
• xtinreg // random-effects interval data regression models
• xtivreg // Instrumental variables and two-stage least squares
• xtlogit //fixed-effects, random-effects, population-averaged logit
• xtmixed // multilevel mixed-effects linear regression
• xtprobit // random-effects and population averaged probit models
• xttobit // random-effects tobit models
• xtnbreg //fixed-effects, random-effects, and population-averaged NB
• xtpcse // Prais-Winsten models with panel-corrected standard errors
• xtpoisson //fixed-effects, random-effects, population-averaged Poisson
• xtrc // random-coefficients models
• xtregar // fixed-and random-effects linear models with an AR(1)
  

T-Test

• ttest grade==10
• ttest grade, by(male)
• ttest grade, by(male), unequal welch
• ttest math=english; ttest math==english, unpaired
• ttesti 100 88.1 5.2 90; /* N mean sd hypothesis */
• ttesti 100 88.1 5.2 200 91 10.2; /* N1 mean1 sd1 N2 mean2 sd2 */
• ttesti 100 88.1 5.2 200 91 10.2, unequal
• mean // estimate means
• total // estimate totals
• ratio // estimate ratios
• proportion // one- and two-sample tests of proportions
• ci // confidence intervals for means, proportions, and counts
  

• anova score gender
• anova score gender year gender*year
• oneway score gender, tabulate
• loneway //large one-way ANOVA, random effect, and reliability
• sdtest // Variance-comparison test
• Related: .manova; .pkshape; .xtmixed
  
  

MULTIVARIATE ANALYSIS

Correlation Analysis

• correlate gnp interest inflation
• corr gnp interest inflation, covariance
• pcorr x1-x10 // partial correlation coefficients
• pwcorr gnp interest inflation, sig
• pwcorr gnp interest inflation, print(5) // .05 significance level
• pwcorr gnp interest inflation, sig star(.05) // .05 level
  
  

Factor Analysis

• factor x1-x30 // by default pcf (principal component factor)
• factor x1-x30, ml // maximum likelihood factor
• factor x1-x30, factors(5)
• rotate, varimax // orthogonal, oblique, quartimax, equamax, parsimax, promax
• pca // principal component analysis
  
  

Other Analysis

• alphar // Cronbach's alpha
• ca // correspondence analysis
• canon // Canonical correlation
• cluster // cluster analysis
• mvreg // multivariate regression
• manova // multivariate MANOVA
• mds // multidimensional scaling for two way data
• mdslong
  
• mdsmat
• biplot
  
  

NONPARAMETRIC ANALYSIS

• swilk math english
• sfrancia x1-x10
• ranksum //Equality tests on unmatched data
• signrank math=english // Equality tests on matched data
• runtest // test for random order
• spearman x1-x10
• kwallis score, by(gender)
• ksmirnov math, by(area)
• alpha x1-x10, item
• kappa eval1 eval2
• bitest //Binomial probability test
• prtest // one- and two-sample tests of proportions