tutorial)on)stata) · tutorial)on)stata) adrian)rohitdass)...
TRANSCRIPT
![Page 1: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/1.jpg)
Tutorial on STATA
Adrian Rohit Dass Ins3tute of Health Policy, Management, and
Evalua3on Canadian Centre for Health Economics
September 18, 2015
![Page 2: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/2.jpg)
Outline
• Why use STATA? • Reading/Cleaning data • Regression Analysis • Post-‐es3ma3on Diagnos3c Checks • Advanced Topics in STATA • STATA Resources
![Page 3: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/3.jpg)
Learning Curves of Various SoPware Packages
Source: hSps://sites.google.com/a/nyu.edu/sta3s3cal-‐soPware-‐guide/summary
![Page 4: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/4.jpg)
Why STATA? • Feature rich soPware for analyzing various types of data:
– Cross-‐sec3onal data: A collec3on of individuals (persons, countries, etc.) in one 3me period. Quite common form of micro-‐data, like surveys.
– Time Series Data: Many points in 3me, but for one individual en3ty. Usually in aggregated form, like rates or percentages.
– Panel Data: Combina3on of cross-‐sec3onal and 3me series data. Ex: survey of the same individuals over many years, or aggregate data on murder rates for each province in Canada over many years.
• Stata is par3cularly useful in analyzing Panel Data. Wide range of features to handle the problems faced with this data.
![Page 5: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/5.jpg)
Reading/Cleaning data
![Page 6: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/6.jpg)
STATA Basics • Largely menu driven, so fairly easy to work with
• Prior programming experience is not required, but can be helpful (especially with .do files)
• Case sensi3ve, so be careful: I.e. o regress y x results will result in a successful OLS es3ma3on (if everything else is right)
o Regress y x results will in an error message
![Page 7: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/7.jpg)
Command Window
Variables Window
Review Window Results Window
![Page 8: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/8.jpg)
Star3ng a Log File • This should be your first step when using Stata (APer double-‐
clicking on the Stata icon, that is) • File à Log à Begin:
• Stata will prompt you to name the file. Pick a crea3ve name (E.g: logfile1), then click ok
• At this point, Stata will record everything you do (impor3ng data, running commands, etc). It will even store your regression output, which is handy to look at later
![Page 9: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/9.jpg)
Impor3ng Data into Stata • File à Import à Choose appropriate op3on:
• .csv (Comma Separated) is a common op3on, but .xls (MicrosoP Excel Format) and other formats are compa3ble too
![Page 10: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/10.jpg)
Impor3ng Data into STATA (MicrosoP Excel (.xls)
Make sure “Import first row as variable names” is checked, then click ok
![Page 11: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/11.jpg)
![Page 12: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/12.jpg)
Star3ng off
To look at your data, type browse
Type describe to obtain some useful informa3on about your dataset:
Note: dataset has changed since last savedSorted by: Age str2 %9s AgeGender byte %10.0g Genderweight int %10.0g weightheight byte %10.0g heightobs byte %10.0g obs variable name type format label variable label storage display value size: 140 vars: 5 obs: 20 Contains data
![Page 13: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/13.jpg)
Black text is for numeric variables
Blue text is labeled numeric variables
Red text is for character variables (called string variables in Stata)
![Page 14: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/14.jpg)
Convert Character variable to Numeric
Make use of Stata’s destring command: destring [varlist] , {generate(newvarlist)|replace} [destring_op3ons] Eg: destring age, replace ignore(NA)
![Page 15: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/15.jpg)
Sor3ng the Observa3ons and Variables
§ Sor3ng changes the order in which the observa3ons appear. We can sort numbers, leSers, etc.
-‐ Example: sort x § Ordering changes the order variables in dataset appear.
-‐ Example: order x y z
![Page 16: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/16.jpg)
Changing Exis3ng variables: rename
§ Command: rename -‐ changes the name of an exis3ng variable
§ Example, rename variable ‘ZGMFX10A’ as ‘height’ rename ZGMFX10A height
![Page 17: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/17.jpg)
Working with Labels label give descrip3ons to variables or data sets
§ To label the dataset in memory: • label data “Na3onal Popula3on Health Survey” § To label a variable: • label var healthstat “Self-‐Reported Health Status”
§ To label different numeric values the variable may take: • label define vlhealthstat 1 “Excellent” 2 “Very Good” 3
“Good” 4 “Fair” 5 “Poor” • label values healthstat vlhealthstat
![Page 18: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/18.jpg)
Obtaining basic summary sta3s3cs • Summarize command: Use to obtain basic summary sta3s3cs of 1 or more
variables (mean, standard devia3on, min, max, etc.) summarize [varlist] [if] [in] [weight] [, op3ons]
• Correlate command: Creates a matrix of correla3on or covariance coefficients for 2 or more variables
correlate [varlist] [if] [in] [weight] [, correlate_op3ons]
height 20 10.35 2.207046 5 15 weight 20 169.4 16.32692 140 205 Variable Obs Mean Std. Dev. Min Max
. summarize weight height
weight 0.8620 1.0000 height 1.0000 height weight
(obs=20). correlate height weight
![Page 19: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/19.jpg)
tabulate
§ command: tabulate -‐ Calculates and displays frequencies for one or two variables § Syntax: -‐ tabulate varname [if] [in] [weight] [, op3ons]
![Page 20: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/20.jpg)
More detailed descrip3ves • Use tabstat command tabstat varlist [if] [in] [weight] [, op3ons]
• The example above calculates the sum of the variable, but you could specify other sta3s3cs as well (min, max, skewness, kurtosis, etc.). If you don’t specify a par3cular sta3s3c at the end, then tabstat will generate the mean
![Page 21: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/21.jpg)
Changing Exis3ng variables: replace
§ Command ‘replace’ changes the contents of an exis3ng variable
§ Syntax: replace oldvar = exp [if exp] [in range] § replace is most useful in the following cases: ⁻ Crea3ng binary and categorical variables ⁻ Fixing the missing values
Ex: Replace responses coded as “no response” (-‐1 in this case) with missing values replace variable = . if variable == -‐1
![Page 22: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/22.jpg)
Crea3ng a new variable: generate § command: generate
§ Syntax: -‐ generate newvar = exp [if exp] [in range]
§ Example: -‐ generate age_sq=age*age
§ Notes: Can type generate or gen for short
![Page 23: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/23.jpg)
Create a Binary Variable
§ To create a binary variable (0 / 1): -‐ Generate a variable equal to 0 for all observa3ons -‐ Replace it to be 1 for selected observa3ons
§ Example, create a binary variable for people with income over $80,000:
gen highinc=0 replace highinc=1 if hh_inc>=80000
![Page 24: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/24.jpg)
Exploring Missing Values
• Missing values are given by “.” in STATA • To count the number of missing values in a variable, use user-‐wriSen command tabmiss – To install, type findit tabmiss in command window – To use, type tabmiss varname
• Important Note: you can use “findit” to install other user wriSen commands, as well as help files for commands in STATA
![Page 25: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/25.jpg)
Saving data
§ If you’ve imported data into STATA from a spreadsheet, text file, etc., you may want to save it as a STATA dataset.
§ From STATA menu, go File à Save (will give you an op3on to replace the data if it already exists)
![Page 26: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/26.jpg)
Graphing/Ploung Data
• Plain Text Plot plot yvar1 [yvar2 [yvar3]] xvar [if exp] [in range] [, columns(#) encode hlines(#) lines(#) vlines(#) ] • Graphics Plot (generates an image file) [graph] twoway plot [if] [in] [, twoway_opHons]
![Page 27: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/27.jpg)
Graph Examples • Two-‐way scaSer plot twoway scaIer xvar yvar • Two-‐way line plot twoway line xvar yvar • Two-‐way scaSer plot with linear predic3on from regression of x on y
twoway (scaIer xvar yvar) (lfit xvar yvar) • Two-‐way scaSer plot with linear predic3on from regression of x on y with 95% CI
twoway (scaIer xvar yvar) (lfitci xvar yvar)
![Page 28: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/28.jpg)
Regression Analysis
![Page 29: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/29.jpg)
Fiung a Linear Model To The Data General nota3on: regress depvar [indepvars] [if] [in] [weight] [, opHons] Where: Y is our dependent variable X is our independent variable(s) Note: You may type “reg” instead of “regress” Determining which variables are what is usually determined by theory Research Ques6on: Is there a rela6onship between weight and height?
![Page 30: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/30.jpg)
Fiung a Linear Model To The Data
Stata Output:
Follows nota3on (reg Y X)
β2
β1
![Page 31: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/31.jpg)
Fiung a Linear Model To The Data (Graphical Representa3on)
Yhati – Es3mated (or predicted) value of Y based on the regression coefficients Yi – Actual Value of Y ei – Residual (Difference between es3mated Y and actual) B1 – Constant term B2 – Slope of line
![Page 32: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/32.jpg)
Post Es3ma3on
![Page 33: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/33.jpg)
Post Es3ma3on
• Obtaining residuals predict residuals, residuals NB: The “residuals” aPer predict is just the name you want to give to the residuals. You can change this if you want to • Obtaining fiSed values predict fiSedvalues, xb
![Page 34: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/34.jpg)
Heteroscedas3city tes3ng § OLS regression assumes homoskedas3city for valid hypothesis tes3ng. We can test for this aPer running a regression
§ Examine residual paSern from the residual plot
rvfplot, yline(0) § Formal test estat heIest
![Page 35: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/35.jpg)
RVF Plot
![Page 36: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/36.jpg)
Formal Test for Heteroskedas3city
Reject the null (no heteroskedas3city) in favour of the alterna3ve (there is heteroskedas3city of some form).
![Page 37: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/37.jpg)
Linearity tes3ng
§ OLS normally assumes a linear rela3onship between the Y and X’s. We can test for this aPer a regression:
§ Command: acprplot var, lowess
![Page 38: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/38.jpg)
ACPRPLOT Stata 20
4060
8010
0Au
gmen
ted
com
pone
nt p
lus
resi
dual
5 10 15height
![Page 39: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/39.jpg)
Tes3ng for mul3collinearity
OLS regression assump3on: independent variables are not too strongly collinear Detec3on: • Correla3on matrix correlate varlist (before regression) • Variance Infla3on Factor vif (aPer regression)
![Page 40: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/40.jpg)
Specifica3on tes3ng
• To see if there is omiSed variables from the model, or if our model is miss-‐specified
• Syntax: estat ovtest
Prob > F = 0.0010 F(3, 44) = 6.45 Ho: model has no omitted variablesRamsey RESET test using powers of the fitted values of crime
. estat ovtest
![Page 41: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/41.jpg)
Tes3ng Normality of Residuals § We assume that the errors are normally distributed for hypothesis tes3ng. We can use the residuals to test this assump3on.
§ Command predict r, residuals kdensity r, normal
![Page 42: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/42.jpg)
Kernal Density Plot of Residuals 0
.02
.04
.06
.08
Den
sity
-20 -10 0 10 20Residuals
Kernel density estimateNormal density
kernel = epanechnikov, bandwidth = 2.7935
Kernel density estimate
![Page 43: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/43.jpg)
Parameter Hypothesis Tes3ng
• Test whether a parameter equal zero -‐ testparm abc -‐ test (abc) • Test both parameters equal zero -‐ test (var1 var2) • Test if coefficients on two variables are equal -‐ test (var1 = var2)
![Page 44: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/44.jpg)
Storing Es3ma3on Results • STATA can store the results of your regression via the es3mates command:
es3mates store name • This can be very useful in analyzing regression results aPer running mul3ple models
• To list mul3ple results side-‐by-‐side, type es3mates table name1 name2…name5, etc.
• To export results from STATA to excel, word, or LaTeX, use user-‐wriSen command esSab:
hSp://repec.org/bocode/e/estout/esSab.html
![Page 45: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/45.jpg)
Advanced Topics in
STATA
![Page 46: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/46.jpg)
Regression commands for other types of outcome variables
• Binary outcomes: probit or logit (help probit; help probit postes3ma3on) • Ordered discrete outcomes: oprobit (help oprobit; help oprobit postes3ma3on) • Categorical outcomes: mlogit (help mlogit; help mlogit postes3ma3on)
![Page 47: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/47.jpg)
Panel Data Econometrics
• Pooled Linear Regress regress depvar [indepvars] [if] [in] [weight] [, opHons] • Random Effects xtreg depvar [indepvars] [if] [in] [, re RE_opHons] • Fixed Effects xtreg depvar [indepvars] [if] [in] [weight] , fe [FE_opHons]
![Page 48: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/48.jpg)
Working With Do-‐Files
MoHvaHon Why bother? 1) We can ovoid tediously running the same set
of commands over and over again… 2) Creates a document lis3ng all the commands
we’ve run in plain text form 3) Increases our produc3vity with STATA!
![Page 49: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/49.jpg)
How to get to do file editor:
• File à New à Do-‐file • Or “Do-‐file Editor” buSon at top (depending on which version of STATA you have)
![Page 50: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/50.jpg)
Inputs commands here
Press to execute
![Page 51: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/51.jpg)
![Page 52: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/52.jpg)
STATA Resources
![Page 53: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/53.jpg)
STATA Online Resources
• STATA manuals are freely downloadable from the above site
hSp://www.stata-‐press.com/manuals/documenta3on-‐set/ • Typing help [topic] in the command window is also useful, but the online manuals generally contain more detail/examples
![Page 54: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/54.jpg)
STATA Online Resources
UCLA Ins3tute for Digital Research and Educa3on • List of topics and STATA resources can be found here:
hSp://www.ats.ucla.edu/stat/stata/webbooks/reg/default.htm
![Page 55: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/55.jpg)
Other STATA Resources
• Jones, A.M., Rice, N., d’Uva, T.B., Balia, S. 2013. Applied Health Economics -‐ Second Edi3on, Routledge Advanced Texts in Economics and Finance. Taylor & Francis
• Cameron, A.C., Trivedi, P.K. 2010. Microeconometrics Using Stata – Revised Edi3on, Stata Press books.
• Allison, P.D. 2009. Fixed Effects Regression Models, Quan3ta3ve Applica3ons in the Social Sciences. SAGE Publica3ons.
![Page 56: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/56.jpg)
Useful sites to find and download Canadian data
• Ontario Data Documenta3on, Extrac3on Service and Infrastructure (ODESI) website:
hSp://search2.odesi.ca/
• Compu3ng in the Humani3es and Social Sciences (CHASS) at U of T
hSp://www.chass.utoronto.ca
![Page 57: Tutorial)on)STATA) · Tutorial)on)STATA) Adrian)RohitDass) Ins3tute)of)Health)Policy,)Management,)and) Evaluaon) Canadian)Centre)for)Health)Economics) September)18,)2015)](https://reader034.vdocuments.us/reader034/viewer/2022051900/5feebccce4bb1e0611740414/html5/thumbnails/57.jpg)
Thanks for Listening
Good luck with STATA!