Using stata for survey data analysis minot page 1 section 1. A first tutorial in stata stan hurn queensland university of technology national centre for econometric research. In econometrics, the seemingly unrelated regressions sur or seemingly unrelated regression equations sure model, proposed by arnold zellner in 1962, is a generalization of a linear regression model that consists of several regression equations, each having its own dependent variable and potentially different sets of exogenous. This document briefly summarizes stata commands useful in econ4570 econometrics. The stata command to do seemingly unrelated regression is sureg. In stata, sur can be estimated using the sureg and suest commands. To print any of these graphs, right click on the graph window and select print. Throughout, bold type will refer to stata commands, while le names, variables names, etc.
It has been developed for the university at buffalo suny political science department. That is a regression in which two or more unrelated outcome variables are predicted by sets of predictor variables. You can transition seamlessly across entries using the links within each entry. Under seemingly unrelated regression, this iteration converges to the maximum likelihood results. It has been developed for the university at buffalo suny political science department psc 531 lab. The stata command sureg runs a seemingly unrelated regression sur. The first is permitted within stata, the second is not. Stata tutorial university of california, san diego. The correct bibliographic citation for the complete manual is as follows. These predictor variables may or may not be the same for the two outcomes.
I focus explicitly on the foundations of using such software and ignore statistical procedures. A practical introduction to stata harvard university. Statas documentation consists of over 15,000 pages detailing each feature in stata including the methods and formulas and fully worked out examples. In order to use it, you must give the commands ssc install cmp and ssc install ghk2 when connected to the. Hi, in order to estimate a system of equations using sure i tryed the xtsur command by it has not converged 15 hours processing with no results. Basic introduction the very basics stata is a statistical program that allows you to analyze data both graphically and quantitatively. You can combine statas if exp and in range with any estimation command. Each command contains many options, which we describe in section 8 of this manual.
Extract from the stata help section for the full details go into stata and press help button type sureg will not be examined on this appendix r sureg zellners seemingly unrelated regression syntax sureg fits seemingly unrelated regression models zellner 1962, zellner and huang 1962, zellner 1963. Research papers in economics, science citation index expanded also known as scisearch, scopus,andsocial sciences citation index. In econometrics, the seemingly unrelated regressions sur. Department of political science, university of wisconsin, madison. To use clarify, insert the word estsimp at the beginning of an estimation command that you would normally run in stata. Software for interpreting and presenting statistical. The programming reference manual, however, contains commands not only for programming stata but also for manipulating matrices not to be confused with the matrix programming language described in the mata reference manual. Introduction to training guide background this manual was prepared to be used as part of a oneweek training course. Statas documentation consists of over 14,000 pages detailing each feature in stata including the. As i indicated, with sureg, you want the model to be specified equation by equation form. Using outreg2 to report regression output, descriptive.
Stata is available on the pcs in the computer lab as well as on the unix system. Learning these commands is a timeconsuming process but it is not hard. Dohoo, martin, and stryhn 2010 discuss linear regression using examples from epidemiology, and stata datasets and do. First, for users of stata 12, excel files can be opened directly into stata. Using the margins command to estimate and interpret. Stata can compute the gmm estimators for some linear models. The following postestimation commands are available after sureg. Here, we o er a simple example designed to show how clarify can be used. Datasets for stata base reference manual, release stata. All clarify commands can be run interactively at the stata command line or in batch mode by using a stata do le. Using the margins command to estimate and interpret adjusted predictions and marginal effects. Fitting a system of equations via seemingly unrelated regression sur with.
Open stata and click the browse data with edits icon click on the upperleft most cell paste the data ctrlv when prompted, tell stata to treat the first row as variable names save your data as a dta file there are two more options. The variable labels are used in the output table unless nolabel is chosen, providing more intelligible variable descriptions than 8letter names. All clarify commands can be run interactively at the stata command line or in batch mode by using a stata do. For more information on the stata journal, including information for authors, see the. Earlier versions of the manual have been used in training courses in various countries. Stata module to implement conditional recursive mixed process estimator, statistical software components s456882, boston college department of economics, revised 08 mar 2020. More commands are described in the respective handouts. Stata will table continuous variable so long as the variable does not take too many values the limit depends on which version of stata you are using. Extract from the stata help section for the full details go into stata and press help button type sureg will not be examined on this appendix r sureg zellners seemingly unrelated regression syntax sureg fits seemingly unrelated regression models zellner 1962.
Nicoletti university at buffalo suny department of political science april 6, 2011 abstract this document is intended as a beginners guide to research with stata 11. Any additional observations that are available for some equations, but. This is beyond my area of specialization, but a procedure is described at the bottom of page 14 onwards of the stata manual. Statas documentation consists of over 14,000 pages detailing each feature in stata including the methods and formulas and fully worked examples. Openingsaving a stata datafile quick way of finding variables subsetting using conditional if stata color coding system from spsssas to stata example of a dataset in excel from excel to stata copyandpaste. The software described in this manual is furnished under a license agreement or nondisclosure agreement. Data analysis with stata 12 tutorial university of texas. If this option is not specified, sureg produces twostep estimates. This document briefly summarizes stata commands useful in econ4570. Check with your advisor or chair on the availability of stata in your department. In this example, the builtin stata command is logit, the binary dependent variable is y, and the explanatory variables are x1, x2, and a constant. This is the second of two stata tutorials, both of which are based on the 12th version of stata, although most commands discussed can be used in.
Reshaping and scaling the data allows us to use statas xtgee command to fit. Cameron and trivedi 2010 discuss linear regression using econometric examples with stata. Stata module to implement conditional recursive mixed. Data analysis with stata 12 tutorial university of texas at. Fitting a seemingly unrelated regression sureg manually. Description contrast contrasts and anovastyle joint tests of estimates estat ic.
Using outreg2 to report regression output, descriptive statistics, frequencies and basic crosstabulations v1. In order to use it, you must give the commands ssc install cmp and ssc install ghk2 when connected to the internet. Basics of stata this handout is intended as an introduction to stata. Stata press, a division of statacorp llc, publishes books, manuals, and journals about stata and general statistics topics for professional researchers of all disciplines. All stata commands that fit statistical modelscommands such as regress, logit, sureg, and. Briefly explain what adjusted predictions and marginal effects are. Regressions sur in stata econometricsmodelsseeminglyunrelatedregressions. Stata press 4905 lakeway drive college station, tx 77845, usa 979. Command description contrast contrasts and anovastyle joint tests of estimates. The software may be copied only in accordance with the terms of the agreement.
Remember, stata doesnt save any of your output or the work you do like running regressions, plotting graphs, etc. Conditional means that the model can vary by observation. Longitudinaldatapaneldata reference manual stata press. Read the stata manuals entry for the sureg command to get a good sense of. Every installation of stata includes all the documentation in pdf format. You can do that correctly using xtsur, which is designed for it.
What is seemingly unrelated regression and how can i perform it in. Datasets used in the stata documentation were selected to demonstrate how to use stata. Stata is a command driven language there are over 500 different commands and each has a particular syntax required to invoke any of the various options. Introduction to stata 11 getting started with stata programming nicholas p. Mixed process means that different equations can have different kinds of dependent variables. This will install the latest version of the program, which has been updated since its description in a stata journal article, fitting fully observed recursive mixedprocess models with cmp, 11. Click on a filename to download it to a local folder on your machine. Statacorp may make improvements andor changes in the products and the programs described in this manual at any time and without notice. Stata is a software package popular in the social sciences for manipulating and summarizing data and conducting statistical analyses. Using the margins command to estimate and interpret adjusted. Fitting a seemingly unrelated regression sureg manually stata code fragments the stata command sureg runs a seemingly unrelated regression sur. That is a regression in which two or more unrelated outcome variables are predicted. Using stata for survey data analysis food security portal.
A short guide to stata 14 2 1 introduction this guide introduces the basic commands of stata. Which ever method you choose, you can fit similar fixed effects. For the latest version, open it from the course disk space. The stata journal is indexed and abstracted by compumath citation index, current contentssocial and behavioral sciences, repec. Fitting a seemingly unrelated regression sureg manually stata. Statas pdf documentation features seamless navigation within and across entries for every command and function, thousands of worked examples, methods and formulas, references, subjectspecific glossaries, vignettes, and more. Users of any of the software, ideas, data, or other materials published in the stata journal or the supporting. This precludes placing electronic copies of the stata journal, in whole or in part, on publicly accessible web sites. Some datasets have been altered to explain a particular feature. Briefly explain what adjusted predictions and marginal effects are, and how they can contribute to the interpretation of results explain what factor variables introduced in stata 11 are, and why their use is often critical for obtaining correct results explain some of the different approaches to adjusted predictions and. Software for interpreting and presenting statistical results michael tomz jason wittenberg gary king1 january 5, 2003 1tomz.
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