Introduction to STATA with Econometrics in Mind
AbstractThis paper is an introduction to Stata with econometrics in mind. One aim of the proposed methodology is the keeping of appropriate records so that results can be easily replicated. These records should meet the requirements of management and internal audit functions in policy making bodies and be sufficient for submission to journals that require such material. The paper describes the Stata desktop, shows how to organise an analysis, how to read and transform data and covers the OLS regression command in detail. It includes details of various post-estimation commands, specification tests, model verification procedures, calculation of elasticities and other marginal effects, forecasting and the use of various statistics used by Stata during the estimation procedure. As all estimation commands in Stata share a common structure the detailed study of the OLS command will assist in the use of other commands.
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Bibliographic InfoPaper provided by Trinity College Dublin, Department of Economics in its series Trinity Economics Papers with number tep0210.
Length: 67 pages
Date of creation: Feb 2010
Date of revision:
Stata; Econometric Software;
Find related papers by JEL classification:
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-02-20 (All new papers)
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