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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