Main Resources
Using Stata at Wesleyan
- Introduction to Stata Workshop: Monday, February 5,
1:00 – 2:30 PM, PAC 100
- Setting up your Stata environment:
- Download the file
stata.zip to your H: drive
- Right-click on
H:\stata.zip and select
"Extract to folder H:\stata".
-
If you are interested in purchasing a personal copy of Stata
(Mac or PC), please contact me.
Learning Stata
Wooldridge Datasets
Stata Examples from Lecture
normalcurve.do:
Plot normal distribution, with SDs and probabilities
olssim.do:
OLS regression on multiple samples from a single population model
olssim_plot.do:
Plot distributions of estimated parameters from simple OLS simulation
ftest.do:
Conduct F-tests per example in section 4.5 of Wooldridge (2006)
ivtests.do:
Instrumental variables estimation and tests, Wooldridge (2006) ch. 15
anscombe.do:
Anscombe quartet (aka, Pitfalls of falling to examine your data)
arma_plots.do:
Simulate and graph ARMA stochastic processes
spurious_drift.do:
Granger-Newbold spurious regression with two independent random walk processes
lny_trends.do:
Deterministic vs. stochastic trend estimation for U.S. real GDP
common_trend.do:
Simulated common trend for two stochastic processes (cointegration)
savhet.do:
Heteroskedasticity of savings function, example 8.6 of Wooldridge (2006)
wagepan.do:
Panel wage regressions for examples 14.2 and 14.4 of Wooldridge (2006)
Additional Learning Resources
- Data Management
- Statistical Analysis
- Graphics
Other Resources and Tools
|