stata - linear regressions

STATA: Data Analysis Software

www.STATA.org.uk

Step-by Step Screenshot Guides to help you use STATA

Not affiliated with Stata Corp.

STATALinear Regressions

Datasets Used in Tutorial

– Datasets in these tutorials are based on examples in:

Stock and Watson (2006) “Introduction to Econometrics”

– You can obtain all of the datasets used in these tutorials by downloading a STATA command file from http://www.stata.org.uk/download-examples.html

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Regression: Challenge

Challenge– Estimate regression of read_scr vs str

Method– Use current data

– Plot scatter graph of read_scr vs str

– Conduct linear regression with robust errors

– Save fitted values

– Plot scatter graph with overlaid fitted values

www.STATA.org.uk

– If you visit www.STATA.org.uk you can download tutorials on these other topics:

Data Management Statistical Analysis

Importing Data Summary Statistics

Graphs Linear Regressions

Presenting Output Panel Regressions

Merge or Drop Data Time Series Analysis

Instrumental Variables

Probit Analysis