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Econometrics- Regression with Stata Chen et al (complete).pdf

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Econometrics- Regression with Stata Chen et al (complete).pdf

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文档介绍

文档介绍:1
Stata Web Books
Regression with Stata
by Xiao Chen, Philip B. Ender, Michael Mitchell and Christine Wells (in alphabetical order)
The aim of these materials is to help you increase your skills in using regression analysis with Stata.
This web book does not teach regression, per se, but focuses on how to perform regression analyses
using Stata. It is assumed that you have had at least a one quarter/semester course in regression
(linear models) or a general statistical methods course that covers simple and multiple regression and
have access to a regression textbook that explains the theoretical background of the materials
covered in these chapters. These materials also assume you are familiar with using Stata, for
example that you have taken the ATS Stata 1 & Stata 2 classes or have equivalent knowledge of
Stata. If you are a member of the munity and have questions about these materials, we
e you to send questions via email to or to visit our consulting services .
Book Chapters
(also see short outline)
z Section 1: Regression Concepts
{ Chapter 1 - Simple and Multiple Regression
{ Chapter 2 - Regression Diagnostics
{ Chapter 3 - Regression with Categorical Predictors
{ Chapter 4 - Beyond OLS
z Section 2: Categorical Coding and Interactions in Depth
{ Chapter 5 - Additional coding systems for categorical variables in regression analysis
{ Chapter 6 - More on interactions of categorical variables in regression analysis (Draft
version)
{ Chapter 7 - More on interactions of continuous and categorical variables in regression
analysis (under development)
{ Chapter 8 - Interactions of continuous variables in regression analysis (under
development)
Accessing the Data Files
All data files used in the book are available as Stata (.dta) files. The files can be downloaded from
within Stata. The general form of mand looks as follows:
use
where filen

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