STATA - Linear Regressions

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STATA - Linear Regressions

  1. 1. STATA: Data Analysis Software STATA Linear Regressions www.STATA.org.uk Step-by Step Screenshot Guides to help you use STATA Not affiliated with Stata Corp.
  2. 2. 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
  3. 3. Outline – Statistical Analysis • Linear Regressions – Regressions – F-stat – Fitted Values – Residuals – Challenge
  4. 4. Outline – Statistical Analysis • Linear Regressions – Regressions – F-stat – Fitted Values – Residuals – Challenge
  5. 5. Outline – Statistical Analysis • Linear Regressions – Regressions – F-stat – Fitted Values – Residuals – Challenge
  6. 6. Outline – Statistical Analysis • Linear Regressions – Regressions – F-stat – Fitted Values – Residuals – Challenge
  7. 7. Outline – Statistical Analysis • Linear Regressions – Regressions – F-stat – Fitted Values – Residuals – Challenge
  8. 8. 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
  9. 9. 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

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