北京大学 高级计量经济学Our Notes.docVIP

Our Notes ? I.? BASIC clear set memory 80m ? cd c: cd \work\stata ? insheet using water.txt save water.dta * use water.dta ? log using water, replace ? summarize _all describe _all ? Memory C:\stata\wstata /k5000 C:\stata\wstata /k5000 set matsize 100 C:\stata\wstata /k5000 run c:\data\profile.do ? Data files Infile x1 x2 x3 using test.txt * only text file ? Insheet x1 x2 x3 using text.txt * if saved by spreadsheet ? save test, replace save test, append ? use test ? list describe ? Log File Log using test.log Log using test.log, replace Log using test.log, append ? Log close ? Log using test.log, noproc ? Break Ctrl-K Ctrl-break ? Regression Regress y x1 x2 Predict yhat ? Regress y x1 x2, robust ? vce * variance-covariance vce, corr matrix v = get(vce) ? coeff pred gent asif = _b[const] + _b[ed]*ed + _b[tenure]*tenure ? test regress y x1 x2 test x1 = x2 * b1 = b2 ? joint restrictions test 2*(x1+x2) = 3*x3 test x4+x5 = 0, accum * two joint restrictions ? lr test regress y x1 x2 lrtest, saving(0) regress y x1 x2 x3 lrtest ? non-linear restrictions regress y x1 x2 x3 eq one: 3*_b[x2]^2 = _b[x3] eq two: _b[x3] / _b[x2] = 2 testnl one two ? By region: regress y x1 x2 By foreign: regress y x1 x2 ? Graph y x1 x2 if foreign ==0, correct(.1) symbol(oi) Graph y x1 x2 if foreign ==1, correct(.1) symbol(oi) ? t-test ttest mpg, by(foreign) * Ho: diff = 0 where foreign is a dummy variable Cii 97 24 6 * n=97 mean=24 std=6 95 c.i. ? ttest 97 24 6 22 * test Ho: mu = 22 ? List List x1 if x2 20 List x1 – x5 List x1 x2 if x4 10 | (x53 x6 10) ? * ~ = not equal and | or ~ not = greater than or equal ? Sort Sort mpg ? Creating new variables gen lx1 = ln(x1)? * if same variable is uses, use “replace”. replace x1 = x1 / 1000 Gen x3 = 1.05 * x1 if foreign == 0 Replace x3 = 1.20 * x1 if foreign == 1 ? Clear Clear Drop _all ? More Set more off Set more on ? Descriptive statistics Summarize Sum if mpg 20 Sum if