Department of Economics


Resources for Stata: Economics 385, Spring 2006
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:
    1. Download the file stata.zip to your H: drive
    2. 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 Other Resources and Tools

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Created: Thursday, January 18, 2007
Updated: Tuesday, May 1, 2007
Version: 1.2.2f

Copyright ©1999 – 2007, Michael Steven Hanson