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STATA 操作与运用
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目录
STATA统计分析教程 ........................................................................................................................1
目录 ..................................................................................................................................................2
1 STATA入门.....................................................................................................................................6
1.1 安装.....................................................................................................................................6
1.2 启用和退
出.........................................................................................................................6
1.3 打开和查看数据.................................................................................................................8
1.4 寻求帮助与网络资源.........................................................................................................9
1.5 命令示例...........................................................................................................................10
1.6 几个环境
设置...................................................................................................................11
1.7 复习和练习.......................................................................................................................12
1.8 附录...................................................................................................................................13
2 命令语句 .....................................................................................................................................15
2.1 掌握命令语句的格式.......................................................................................................15
2.2 命令command...................................................................................................................15
2.3 变量varlist.........................................................................................................................15
2.4 分类操作by varlist...........................................................................................................16
2.5 赋值及运算=exp..............................................................................................................16
2.6 条件表达式if exp ............................................................................................................17
2.7 范围筛选in range.............................................................................................................17
2.8 加权weight.......................................................................................................................17
2.9 其他可选项,options.........................................................................................................18
2.10 复习与练习....................................................................................................................19
3数据.............................................................................................................................................20
3.1 打开示例数据和网络数据:use ....................................................................................20
3.2 数据类型...........................................................................................................................21
3.3 数据类型
转化...................................................................................................................24
3.4 数据显示格式:format.......................................................................................................26
3.5 在STATA中直接录入数据:input..................................................................................27
3.6 导入其他格式数据:insheet ...........................................................................................30
3.7 标签数据:label..................................................................................................................32
3.8 复习与练习......................................................................................................................35
4 数据整理 ....................................................................................................................................36
4.1 拆分与连接数据文件要掌握的命令...............................................................................36
4.2 案例:拆分与连接数据......................................................................................................36
4.3 案例:连接数据文件.......................................................................................................39
4.4 数据重整...........................................................................................................................39
4.5 案例:数据
转置..................................................................................................................41
4.6 复习与作业.......................................................................................................................42
5 函数与运算符 .............................................................................................................................44
5.1 运算符exp.........................................................................................................................44
5.2 函数概览function .............................................................................................................46
5.3 数学函数math functions...................................................................................................47
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5.4 字符函数string functions..................................................................................................50
5.5 分类操作by......................................................................................................................51
6 程序 ............................................................................................................................................54
6.1 标准的程序文件格式......................................................................................................54
6.2 创造自己的命令:与STATA互致问候 ...........................................................................54
6.3 暂元Macros: local/global.................................................................................................57
6.4 自带命令参数..................................................................................................................59
6.5 scalar标量 .........................................................................................................................60
6.6 临时变量和临时数据文件:tempvar和tempfile ...............................................................61
6.7 基尼系数命令的创建案例 (选学内容)....................................................................62
7 流程语句 ....................................................................................................................................67
7.1 循环语句:while.................................................................................................................67
7.3 循环语句:forvalues...........................................................................................................68
7.3 循环语句:foreach..............................................................................................................69
7.4 嵌套循环...........................................................................................................................71
7.5 条件语句...........................................................................................................................72
7.6 复习和练习.......................................................................................................................74
8 矩阵 ............................................................................................................................................75
8.1 生成矩阵...........................................................................................................................75
8.2 矩阵四则运算...................................................................................................................76
8.3 矩阵函数...........................................................................................................................78
8.4 随机向量与矩阵代数(选学内容)...............................................................................81
9绘图.............................................................................................................................................84
9.1 绘图命令...........................................................................................................................84
9.2 几种常用的图...................................................................................................................89
9.3 同时做多个图by(varname) ..............................................................................................96
9.4 模板及图文件处理...........................................................................................................98
9.5 附录...................................................................................................................................99
10 随机模拟 .................................................................................................................................100
10.1 伪随机数.......................................................................................................................100
10.2 简单模拟.......................................................................................................................101
10.3 复杂模拟.......................................................................................................................103
10.4 多阶段模拟...................................................................................................................105
10.5 商店案例.......................................................................................................................107
10.6 练习...............................................................................................................................108
10.7 附录...............................................................................................................................109
11 分布函数 ................................................................................................................................115
11.1 二项分布.......................................................................................................................115
11.2 标准正态分布函数.......................................................................................................115
11.3 正态分布函数及其反函数...........................................................................................116
11.4 服从正态分布的随机数...............................................................................................117
11.5 正态分布密度函数.......................................................................................................118
11.6 分位数...........................................................................................................................119
11.7 卡方分布.......................................................................................................................120
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11.8 t分布的分位数..............................................................................................................122
11.9 F分布 ............................................................................................................................122
12 抽样分布 .................................................................................................................................125
12.1 经验分布.......................................................................................................................125
12.2 均值的抽样分布:正态总体的小样本抽样分布.......................................................126
12.3 中心极限定理:非正态总体大样本下均值的抽样分布...........................................126
12.4 卡方分布与样本标准差的抽样分布...........................................................................128
12.5 构造F分布 ....................................................................................................................129
12.6 t分布:未知总体方差时的抽样分布..........................................................................130
12.7 多元正态分布...............................................................................................................131
13 参数估计与假设检验 ............................................................................................................133
13.1 极大似然估计的原理...................................................................................................133
13.2 正态总体均值和方差的极大似然估计.......................................................................133
13.3 最小二乘估计OLS原理 ...............................................................................................134
13.4 矩估计MM原理............................................................................................................135
13.5 区间估计原理...............................................................................................................135
13.6 假设检验原理...............................................................................................................136
14 简单回归原理 ........................................................................................................................138
14.1 回归分析原理...............................................................................................................138
14.2 模拟实验.......................................................................................................................142
14.3 回归报告结果中各项的手工计算...............................................................................143
14.3 线性模型的最大似然估计...........................................................................................145
15 异方差模拟 .............................................................................................................................147
15.1 条件分布图示...............................................................................................................147
15.2 异方差的后果...............................................................................................................148
15.3 图形检验与怀特检验..................................................................................................150
15.4 检验的功效(选读内容)...............................................................................................151
15.5 估计方法:WLS与GLS..............................................................................................154
15.6 广义最小二乘估计与FGLS........................................................................................155
Equation Chapter 1 Section 1
16 随机过程模拟 ..........................................................................157
16.1 时间数据函数...............................................................................................................157
16.
2 模拟白噪声及检验白噪声..........................................................................................158
16.
3 模拟自回归过程AR并检验稳定性 ............................................................................16
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16.4 模拟移动平均过程MA
...............................................................................................163
16.5 序列相关性检验..........................................................................................................167
16.
6 单位根检验...................................................................................................................168
16.
7 平滑分析......................................................................................................................170
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计量经济学基本理论模拟 .....................................................................................................172
17.1 经典假设满足时OLS估计量的小样本性质 ..............................................................17
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17.2 条件误差服从正态分布的假设不成立时OLS的小样本性质...................................17
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17.3 条件误差服从正态分布假设不成立时OLS的大样本性质 ......................................17
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17.4 第一假设不成立时......................................................................................................175
17.
5 第二假设不成立时......................................................................................................176
17.
6 第三假设不成立时......................................................................................................177
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17.7 第四假设不成立时......................................................................................................177
17.8 第五假设不成立时(略)..........................................................................................177
18 计量经济学综合案例 .............................................................................................................179
18.1 简单回归分析..............................................................................................................179
18.2 多元回归分析..............................................................................................................181
18.3 非线性回归分析..........................................................................................................182
18.4 回归模型的有效性......................................................................................................184
18.5 实验与自然实验..........................................................................................................187
参考文献.......................................................................................................................................189