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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
3459 5
2018-02-10
Introduction to Stata from Boston College
波士顿大学Faculty Micro Resource Center的,
Christopher F Baum教授课件,
这个说是introduction,
但是有点难度!!!
但是有点难度!!!
但是有点难度!!!
重要的事情说3遍。

pdf文件里面有书签,
为减轻网站流量负担,请各位战友根据论坛币下载。
祝各位战友学习愉快!!!


附件的道琼斯股票图像是我本人根据
附件中的stata code自己作图的。
* StataIntro: time-series example
log using intro2,replace
use http://fmwww.bc.edu/ec-p/data/micro/ddjia.dta
desc
summ
tsset
tsline ret
foreach v of varlist djia ldjia ret {
dfgls `v´, maxlag(12)
dfgls D.`v´, maxlag(12)
regress `v´ L(1/3).`v´, robust
predict eps_`v´,resid
wntestq eps_`v´
}
log close
附件列表
DowJones.png

原图尺寸 71.82 KB

DowJones.png

Introduction to Stata in Boston College.rar

大小:4.54 MB

只需: 8 个论坛币  马上下载

Introduction to Stata from Boston College

本附件包括:

  • Introduction to Stata.pdf

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2018-2-10 19:36:55
Some useful Stata commands

help : online help on a specific command
findit : online references on a keyword or topic
ssc : access routines from the SSC Archive
log : log output to an external file
tsset : define the time indicator for timeseries or panel data
compress : economize on space used by variables
pwd : print the working directory
cd : change the working directory
clear : clear memory
quietly : do not show the results of a command
update query : see if Stata is up to date
adoupdate : see if user-written commands are up to date
exit : exit the program (,clear if dataset is not saved)

Data manipulation commands

generate : create a new variable
replace : modify an existing variable
rename : rename variable
renvars : rename a set of variables
sort : change the sort order of the dataset
drop : drop certain variables and/or observations
keep : keep only certain variables and/or observations
append : combine datasets by stacking
merge : merge datasets (one-to-one or match merge)
encode : generate numeric variable from categorical variable
recode : recode categorical variable
destring : convert string variables to numeric
foreach : loop over elements of a list, performing a block of code
forvalues : loop over a numlist, performing a block of code
local : define or modify a local macro (scalar variable)
describe : describe a data set or current contents of memory
use : load a Stata data set
save : write the contents of memory to a Stata data set
insheet : load a text file in tab- or comma-delimited format
infile : load a text file in space-delimited format or as defined in a
dictionary
outfile : write a text file in space- or comma-delimited format
outsheet : write a text file in tab- or comma-delimited format
contract : make a dataset of frequencies
collapse : make a dataset of summary statistics
tab : abbreviation for tabulate: 1- and 2-way tables
table : tables of summary statistics

Statistical commands

summarize : descriptive statistics
correlate : correlation matrices
ttest : perform 1-, 2-sample and paired t-tests
anova : 1-, 2-, n-way analysis of variance
regress : least squares regression
predict : generate fitted values, residuals, etc.
test : test linear hypotheses on parameters
lincom : linear combinations of parameters
cnsreg : regression with linear constraints
testnl : test nonlinear hypothesis on parameters
margins : marginal effects (elasticities, etc.)
ivregress : instrumental variables regression
prais : regression with AR(1) errors
sureg : seemingly unrelated regressions
reg3 : three-stage least squares
qreg : quantile regression

Limited dependent variable estimation commands

logit, logistic : logit model, logistic regression
probit : binomial probit model
tobit : one- and two-limit Tobit model
cnsreg : Censored normal regression (generalized Tobit)
ologit, oprobit : ordered logit and probit models
mlogit : multinomial logit model
poisson : Poisson regression
heckman : selection model

Time series estimation commands

arima : Box–Jenkins models, regressions with ARMA errors
arfima : Box–Jenkins models with long memory errors
arch : models of autoregressive conditional heteroskedasticity
dfgls : unit root tests
corrgram : correlogram estimation
var : vector autoregressions (basic and structural)
irf : impulse response functions, variance decompositions
vec : vector error–correction models (cointegration)
sspace : state-space models
dfactor : dynamic factor models
ucm : unobserved-components models
rolling: prefix permitting rolling or recursive estimation over subsets

Panel data estimation commands

xtreg,fe : fixed effects estimator
xtreg,re : random effects estimator
xtgls : panel-data models using generalized least squares
xtivreg : instrumental variables panel data estimator
xtlogit : panel-data logit models
xtprobit : panel-data probit models
xtpois : panel-data Poisson regression
xtgee : panel-data models using generalized estimating equations
xtmixed : linear mixed (multi-level) models
xtabond : Arellano-Bond dynamic panel data estimator

Graphics commands:

twoway produces a variety of graphs, depending on options listed
histogram rep78 histogram of this categorical variable
twoway scatter price mpg a Y vs X scatterplot
twoway line price mpg a Y vs X line plot
tsline GDP a Y vs time time-series plot
twoway area price mpg an Y vs X area plot
twoway rline price mpg a Y vs X range plot (hi-lo) with lines
The command twoway may be omitted in most cases.
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2018-2-13 12:33:23
下不了
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2018-2-17 23:53:17
2011 and too old. It is PPT and can be freely downloaded.
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2018-2-20 10:33:35
很强
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2018-2-24 09:36:57
谢谢楼主
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