Top Banner
STATA: Data Analysis Software www.STATA.org.uk Step-by Step Screenshot Guides to help you use STATA Not affiliated with Stata Corp. STATA Linear Regressions
48
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: 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

Page 2: STATA - Linear 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

Page 3: STATA - Linear Regressions

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Page 4: STATA - Linear Regressions
Page 5: STATA - Linear Regressions
Page 6: STATA - Linear Regressions
Page 7: STATA - Linear Regressions
Page 8: STATA - Linear Regressions

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Page 9: STATA - Linear Regressions
Page 10: STATA - Linear Regressions
Page 11: STATA - Linear Regressions
Page 12: STATA - Linear Regressions

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Page 13: STATA - Linear Regressions
Page 14: STATA - Linear Regressions
Page 15: STATA - Linear Regressions
Page 16: STATA - Linear Regressions
Page 17: STATA - Linear Regressions
Page 18: STATA - Linear Regressions

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Page 19: STATA - Linear Regressions
Page 20: STATA - Linear Regressions
Page 21: STATA - Linear Regressions
Page 22: STATA - Linear Regressions
Page 23: STATA - Linear Regressions
Page 24: STATA - Linear Regressions

Outline

– Statistical Analysis

• Linear Regressions

– Regressions

– F-stat

– Fitted Values

– Residuals

– Challenge

Page 25: STATA - Linear Regressions

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

Page 26: STATA - Linear Regressions
Page 27: STATA - Linear Regressions
Page 28: STATA - Linear Regressions
Page 29: STATA - Linear Regressions
Page 30: STATA - Linear Regressions
Page 31: STATA - Linear Regressions
Page 32: STATA - Linear Regressions
Page 33: STATA - Linear Regressions
Page 34: STATA - Linear Regressions
Page 35: STATA - Linear Regressions
Page 36: STATA - Linear Regressions
Page 37: STATA - Linear Regressions
Page 38: STATA - Linear Regressions
Page 39: STATA - Linear Regressions
Page 40: STATA - Linear Regressions
Page 41: STATA - Linear Regressions
Page 42: STATA - Linear Regressions
Page 43: STATA - Linear Regressions
Page 44: STATA - Linear Regressions
Page 45: STATA - Linear Regressions
Page 46: STATA - Linear Regressions
Page 47: STATA - Linear Regressions
Page 48: STATA - Linear Regressions

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