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Introduction to STATA with Econometrics in Mind

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Author Info

  • John C Frain

    ()
    (Department of Economics, Trinity College Dublin)

Abstract

This 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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File URL: http://www.tcd.ie/Economics/TEP/2010/TEP0210.pdf
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Bibliographic Info

Paper provided by Trinity College Dublin, Department of Economics in its series Trinity Economics Papers with number tep0210.

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Length: 67 pages
Date of creation: Feb 2010
Date of revision:
Handle: RePEc:tcd:tcduee:tep0210

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Postal: Trinity College, Dublin 2
Phone: (+ 353 1) 6081325
Fax: 6772503
Web page: http://www.tcd.ie/Economics/
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Keywords: Stata; Econometric Software;

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