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User’s Guide
Table of contentsBASICS 1 Read this—it will help
1.1 Getting Started with Stata
1.2 The User’s Guide and the Reference manuals
1.2.1 Sample datasets
1.3 What’s new1.2.2 Cross-referencing 1.2.3 The index 1.2.4 The subject table of contents 1.2.5 Typography 1.2.6 Vignettes
1.3.1 What’s new in the GUI and command interface
1.4 References1.3.2 What’s new in data management 1.3.3 What’s new in statistics (general) 1.3.4 What’s new in statistics (longitudinal/panel data) 1.3.5 What’s new in statistics (time series) 1.3.6 What’s new in statistics (survey) 1.3.7 What’s new in statistics (survival analysis) 1.3.8 What’s new in statistics (multivariate) 1.3.9 What’s new in graphics 1.3.10 What’s new in programming 1.3.11 What’s new in Mata 1.3.12 What’s more 2 A brief description of Stata
3 Resources for learning and using Stata
3.1 Overview
3.2 The http://www.stata.com web site 3.3 The http://www.stata-press.com web site 3.4 The Stata listserver 3.5 The Stata Journal and the Stata Technical Bulletin 3.6 Updating and adding features from the web
3.6.1 Official updates
3.7 NetCourses3.6.2 Unofficial updates 3.8 Books and other support materials
3.8.1 For readers
3.9 Technical support3.8.2 For authors
3.9.1 Register your software
3.9.2 Before contacting technical support 3.9.3 Technical support by email 3.9.4 Technical support by phone or fax 3.9.5 Comments and suggestions for our technical staff 4 Stata’s online help and search facilities
4.1 Introduction
4.2 Getting started 4.3 help: Stata’s online manual pages 4.4 Searching 4.5 More on search 4.6 More on help 4.7 help contents: Stata’s online table of contents 4.8 search: All the details
4.8.1 How search works
4.9 net search: Searching net resources4.8.2 Author searches 4.8.3 Entry ID searches 4.8.4 FAQ searches 4.8.5 Return codes 4.10 hsearch: An alternative to search 5 Flavors of Stata
5.1 Platforms
5.2 Stata/MP, Stata/SE, Stata/IC, and Small Stata
5.2.1 Determining which version you own
5.3 Size limits comparison of Stata/MP, Stata/SE, Stata/IC, and Small Stata 5.2.2 Determining which version is installed 5.4 Speed comparison of Stata/MP, Stata/SE, Stata/IC, and Small Stata 5.5 Feature comparison of Stata/MP, SE, and IC 6 Setting the size of memory
6.1 Memory size considerations
6.2 Setting memory on the fly: Stata/MP and Stata/SE
6.2.1 Advice on setting maxvar
6.3 Setting memory size on the fly: Stata/IC6.2.2 Advice on setting matsize 6.2.3 Advice on setting memory 6.4 The memory command 6.5 Virtual memory and speed considerations 6.6 An issue when returning memory to Unix 7 -more- conditions
7.1 Description
7.2 set more off 7.3 The more programming command 8 Error messages and return codes
8.1 Makes mistakes
8.1.1 Mistakes are forgiven
8.2 The return message for obtaining command timings8.1.2 Mistakes stop user-written programs and do-files 8.1.3 Advanced programming to tolerate errors 9 The Break key
9.1 Making Stata stop what it is doing
9.2 Side effects of pressing Break 9.3 Programming considerations 10 Keyboard use
10.1 Description
10.2 F-keys 10.3 Editing keys in Stata 10.4 Editing keys in Stata for Unix(console) 10.5 Editing previous lines in Stata 10.6 Tab expansion of variable names ELEMENTS 11 Language syntax
11.1 Overview
11.1.1 varlist
11.2 Abbreviation rules11.1.2 by varlist 11.1.3 if exp 11.1.4 in range 11.1.5 =exp 11.1.6 weight 11.1.7 options 11.1.8 numlist 11.1.9 datelist 11.1.10 Prefix commands
11.2.1 Command abbreviation
11.3 Naming conventions11.2.2 Option abbreviation 11.2.3 Variable-name abbreviation 11.4 varlists
11.4.1 Lists of existing variables
11.5 by varlist: construct11.4.2 Lists of new variables 11.4.3 Time-series varlists 11.6 File-naming conventions
11.6.1 A Special note for Macintosh users
11.6.2 A special note for Unix users 12 Data
12.1 Data and datasets
12.2 Numbers
12.2.1 Missing values
12.3 Dates12.2.2 Numeric storage types 12.4 Strings
12.4.1 Strings containing identifying data
12.5 Formats: Controlling how data are displayed12.4.2 Strings containing categorical data 12.4.3 Strings containing numeric data 12.4.4 String storage types
12.5.1 Numeric formats
12.6 Dataset, variable, and value labels12.5.2 European numeric formats 12.5.3 Date and time formats 12.5.4 String formats
12.6.1 Dataset labels
12.7 Notes attached to data12.6.2 Variable labels 12.6.3 Value labels 12.6.4 Labels in other languages 12.8 Characteristics 12.9 Reference 13 Functions and expressions
13.1 Overview
13.2 Operators
13.2.1 Arithmetic operators
13.3 Functions13.2.2 String operators 13.2.3 Relational operators 13.2.4 Logical operators 13.2.5 Order of evaluation, all operators 13.4 System variables (_variables) 13.5 Accessing coefficients and standard errors
13.5.1 Simple models
13.6 Accessing results from Stata commands13.5.2 ANOVA and MANOVA models 13.5.3 Multiple-equation models 13.7 Explicit subscripting
13.7.1 Generating lags and leads
13.8 Time-series operators13.7.2 Subscripting within groups
13.8.1 Generating lags and leads
13.9 Label values13.8.2 Operators within groups 13.10 Precision and problems therein 13.11 References 14 Matrix expressions
14.1 Overview
14.1.1 Definition of a matrix
14.2 Row and column names 14.1.2 matsize
14.2.1 The purpose of row and column names
14.3 Vectors and scalars14.2.2 Three-part names 14.2.3 Setting row and column names 14.2.4 Obtaining row and column names 14.4 Inputting matrices by hand 14.5 Accessing matrices created by Stata commands 14.6 Creating matrices by accumulating data 14.7 Matrix operators 14.8 Matrix functions 14.9 Subscripting 14.10 Using matrices in scalar expressions 15 Printing and preserving output
15.1 Overview
15.1.1 Starting and closing logs
15.2 Placing comments in logs15.1.2 Appending to an existing log 15.1.3 Temporarily suspending and resuming logging 15.3 Logging only what you type 15.4 The log-button alternative 15.5 Printing logs 15.6 Creating multiple log files simultaneously 16 Do-files
16.1 Description
16.1.1 Version
16.1.2 Comments and blank lines in do-files
16.2 Calling other do-files16.1.3 Long lines in do-files 16.1.4 Error handling in do-files 16.1.5 Logging the output of do-files 16.1.6 Preventing -more- conditions 16.3 Running a do-file (Stata for Windows) 16.4 Running a do-file (Stata for Macintosh) 16.5 Running a do-file (Stata for Unix) 16.6 Programming with do-files
16.6.1 Argument passing
16.6.2 Suppressing output 17 Ado-files
17.1 Description
17.2 What is an ado-file? 17.3 How can I tell if a command is built in or an ado-file? 17.4 Can I look at an ado-file? 17.5 Where does Stata look for ado-files?
17.5.1 Where are the official ado-directories?
17.6 How do I install an addition?17.5.2 Where is my personal ado-directory? 17.7 How do I add my own ado-files? 17.8 How do I install official updates? 17.9 How do I install updates to user-written additions? 17.10 Reference 18 Programming Stata
18.1 Description
18.2 Relationship between a program and a do-file 18.3 Macros
18.3.1 Local macros
18.4 Program arguments18.3.2 Global macros 18.3.3 The difference between local and global macros 18.3.4 Macros and expressions 18.3.5 Double quotes 18.3.6 Extended macro functions 18.3.7 Macro increment and decrement functions 18.3.8 Macro expressions 18.3.9 Advanced local macro manipulation 18.3.10 Advanced global macro manipultation 18.3.11 Constructing Windows filenames using macros 18.3.12 Accessing system values 18.3.13 Referencing characteristics
18.4.1 Named positional arguments
18.5 Scalars and matrices18.4.2 Incrementing through positional arguments 18.4.3 Using macro shift 18.4.4 Parsing standard Stata syntax 18.4.5 Parsing immediate commands 18.4.6 Parsing nonstandard syntax 18.6 Temporarily destroying the data in memory 18.7 Temporary objects
18.7.1 Temporary variables
18.8 Accessing results calculated by other programs18.7.2 Temporary scalars and matrices 18.7.3 Temporary files 18.9 Accessing results calculated by estimation commands 18.10 Saving results
18.10.1 Saving results in r()
18.11 Ado-files18.10.2 Saving results in e() 18.10.3 Saving results in s()
18.11.1 Version
18.12 A compendium of useful commands for programmers18.11.2 Comments and long lines in ado-files 18.11.3 Debugging ado-files 18.11.4 Local subroutines 18.11.5 Development of a sample ado-command 18.11.6 Writing online help 18.13 References 19 Immediate commands
19.1 Overview
19.1.1 Examples
19.2 The display command 19.1.2 A list of the immediate commands 20 Estimation and postestimation commands
20.1 All estimation commands work the same way
20.2 Standard syntax 20.3 Replaying prior results 20.4 Cataloging estimation results 20.5 Saving estimation results 20.6 Specifying the estimation subsample 20.7 Specifying the width of confidence intervals 20.8 Obtaining the variance–covariance matrix 20.9 Obtaining predicted values
20.9.1 Using predict
20.10 Accessing estimated coefficients20.9.2 Making in-sample predictions 20.9.3 Making out-of-sample predictions 20.9.4 Obtaining standard errors, tests, and confidence intervals for predictions 20.11 Performing bypothesis tests on the coefficients
20.11.1 Linear tests
20.12 Obtaining linear combinations of coefficients20.11.2 Using test 20.11.3 Likelihood-ratio tests 20.11.4 Nonlinear Wald tests 20.13 Obtaining nonlinear combinations of coefficients 20.14 Obtaining marginal effects 20.15 Obtaining robust variance estimates 20.16 Obtaining scores 20.17 Weighted estimation
20.17.1 Frequency weights
20.18 A list of postestimation commands20.17.2 Analytic weights 20.17.3 Sampling weights 20.17.4 Importance weights 20.19 References ADVICE 21 Overview
21.1 Inputting data
21.2 Determining which input method to use
21.2.1 Entering data interactively
21.3 If you run out of memory21.2.2 If the dataset is in binary format 21.2.3 If the data are simple 21.2.4 If the dataset is formatted and the formatting is significant 21.2.5 If there are no string variables 21.2.6 If all the string variables are enclosed in quotes 21.2.7 If the undelimited strings have no blanks 21.2.8 If you make it to here 21.4 Transfer programs 21.5 ODBC sources 21.6 References 22 Combining datasets
23 Dealing with strings
23.1 Description
23.2 Categorical string variables 23.3 Mistaken string variables 23.4 Complex strings 23.5 Reference 24 Dealing with dates and times
24.1 Overview
24.2 Inputting dates and times 24.3 Displaying dates and times 24.4 Typing dates and times (date/time literals) 24.5 Extracting components of dates and times 24.6 Converting between date and time values 24.7 For prior users: What’s new in Stata 10 and what bites 24.8 Reference 25 Dealing with categorical variables
25.1 Continuous, categorical, and indicator variables
25.1.1 Converting continuous variables to indicator variables
25.2 Using indicator variables in estimation25.1.2 Converting continuous variables to categorical variables 25.1.3 Converting categorical variables to indicator variables
25.2.1 Testing the significance of indicator variables
25.2.2 Importance of omitting one of the indicators 26 Overview of Stata estimation commands
26.1 Introduction
26.2 Linear regression with simple error structures 26.3 ANOVA, ANCOVA, MANOVA, and MANCOVA 26.4 Generalized linear models 26.5 Binary-outcome qualitative dependent variable models 26.6 Conditional logistic regression 26.7 Multiple-outcome qualitative dependent variable models 26.8 Simple count dependent variable models 26.9 Exact estimators 26.10 Linear regression with heteroskedastic errors 26.11 Stochastic frontier models 26.12 Linear regression with systems of equations (correlated errors) 26.13 Models with endogenous sample selection 26.14 Models with time-series data 26.15 Panel-data models
26.15.1 Linear regression with panel data
26.16 Survival-time (failure-time) models26.15.2 Censored linear regression with panel data 26.15.3 Generalized linear models with panel data 26.15.4 Qualitative dependent-variable models with panel data 26.15.5 Count dependent-variable models with panel data 26.15.6 Random-coefficient models with panel data 26.17 Survey data 26.18 Multivariate and cluster analysis 26.19 Pharmacokinetic data 26.20 Specification search tools 26.22 Obtaining new estimation commands 26.22 Reference 27 Commands everyone should know
27.1 43 commands
27.2 The by construct 28 Using the Internet to keep up to date
28.1 Overview
28.2 Sharing datasets (and other files) 28.3 Official updates
28.3.1 Example
28.4 Downloading and managing additions by users28.3.2 Updating ado-files 28.3.3 Frequently asked questions about updating the ado-files 28.3.4 Updating the executable 28.3.5 Frequently asked questions about updating the executable 28.3.6 Updating both ado-files and the executable
28.4.1 Downloading files
28.5 Making your own download site 28.4.2 Managing files 28.4.3 Finding files to download 28.4.4 Updating additions by users Subject and author index (pdf)
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